CIK: 0001009006 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 2, 2016
Total Value ($000): $2,756,161 (82.8% shares, 17.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MD | MEDNAX INC | 579,367 | $41,964 | 1.5% | $54.82 | +25.4% | COM | 58502B106 |
| RJF | RAYMOND JAMES FINANCIAL INC | 763,587 | $37,645 | 1.4% | $35.79 | -17.2% | COM | 754730109 |
| — | PRIVATEBANCORP INC | 793,629 | $34,943 | 1.3% | $37.15 | — | COM | 742962103 |
| IDA | IDACORP INC | 391,758 | $31,870 | 1.2% | $45.68 | +61.4% | COM | 451107106 |
| — | GENESEE & WYO INC | 518,663 | $30,575 | 1.1% | $77.37 | — | CL A | 371559105 |
| — | HMS HLDGS CORP | 1,701,297 | $29,960 | 1.1% | $20.77 | — | COM | 40425J101 |
| — | CORNERSTONE ONDEMAND INC | 726,150 | $27,637 | 1.0% | $35.16 | — | COM | 21925Y103 |
| HCSG | HEALTHCARE SVCS GRP INC | 664,887 | $27,513 | 1.0% | $25.06 | +53.2% | COM | 421906108 |
| LKQ | LKQ CORP | 857,105 | $27,170 | 1.0% | $21.66 | +34.6% | COM | 501889208 |
| RNST | RENASANT CORP | 793,033 | $25,639 | 0.9% | $29.28 | +13.7% | COM | 75970E107 |
| — | EDUCATION RLTY TR INC | 548,787 | $25,321 | 0.9% | $36.91 | — | COM NEW | 28140H203 |
| HEI/A | HEICO CORP NEW | 470,112 | $25,222 | 0.9% | $26.35 | -1.5% | CL A | 422806208 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 546,443 | $24,666 | 0.9% | $40.75 | -4.9% | COM | 03820C105 |
| — | HUNTINGTON BANCSHARES INC | 17,217 | $23,889 | 0.9% | $1268.20 | — | PFD CONV SER A | 446150401 |
| — | POLYONE CORP | 672,217 | $23,689 | 0.9% | $32.90 | — | COM | 73179P106 |
| BLKB | BLACKBAUD INC | 347,838 | $23,618 | 0.9% | $25.61 | +141.1% | COM | 09227Q100 |
| — | REALPAGE INC | 1,044,945 | $23,334 | 0.8% | $20.90 | — | COM | 75606N109 |
| — | SPARTANNASH CO | 758,966 | $23,209 | 0.8% | $22.52 | — | COM | 847215100 |
| WWD | WOODWARD INC | 389,648 | $22,459 | 0.8% | $40.73 | +27.4% | COM | 980745103 |
| — | ENDOLOGIX INC | 1,717,482 | $21,400 | 0.8% | $13.34 | — | COM | 29266S106 |
| — | WELLS FARGO & CO NEW | 16,515 | $21,242 | 0.8% | $480.78 | — | PERP PFD CNV A | 949746804 |
| ICLR | ICON PLC | 298,009 | $20,864 | 0.8% | $31.38 | +118.7% | SHS | G4705A100 |
| — | CORESITE RLTY CORP | 232,923 | $20,658 | 0.7% | $33.66 | — | COM | 21870Q105 |
| — | WEST CORP | 1,032,727 | $20,303 | 0.7% | $24.57 | — | COM | 952355204 |
| RLI | RLI CORP | 290,729 | $19,996 | 0.7% | $16.63 | +40.0% | COM | 749607107 |
| LFUS | LITTELFUSE INC | 167,451 | $19,791 | 0.7% | $88.24 | +31.8% | COM | 537008104 |
| AAPL | APPLE INC | 206,739 | $19,764 | 0.7% | $74.85 | -69.8% | COM | 037833100 |
| RGEN | REPLIGEN CORP | 720,318 | $19,708 | 0.7% | $26.58 | -3.8% | COM | 759916109 |
| SMTC | SEMTECH CORP | 773,542 | $18,457 | 0.7% | $26.00 | -12.7% | COM | 816850101 |
| FULT | FULTON FINL CORP PA | 1,339,293 | $18,080 | 0.7% | $8.66 | +9.2% | COM | 360271100 |
| WLY | WILEY JOHN & SONS INC | 344,616 | $17,982 | 0.7% | $36.67 | +2.4% | CL A | 968223206 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 21,502 | $17,894 | 0.6% | $1021.63 | — | PFD CONV SER A | G0177J116 |
| TXRH | TEXAS ROADHOUSE INC | 378,318 | $17,251 | 0.6% | $21.48 | +75.6% | COM | 882681109 |
| MLI | MUELLER INDS INC | 536,474 | $17,103 | 0.6% | $22.69 | -44.9% | COM | 624756102 |
| — | COUSINS PPTYS INC | 1,556,063 | $16,183 | 0.6% | $9.60 | — | COM | 222795106 |
| KWR | QUAKER CHEM CORP | 180,546 | $16,105 | 0.6% | $78.43 | +11.0% | COM | 747316107 |
| GIII | G-III APPAREL GROUP LTD | 349,963 | $16,000 | 0.6% | $50.44 | -14.7% | COM | 36237H101 |
| — | CORELOGIC INC | 413,037 | $15,894 | 0.6% | $32.33 | — | COM | 21871D103 |
| — | NIC INC | 722,879 | $15,860 | 0.6% | $17.11 | — | COM | 62914B100 |
| — | TEAM HEALTH HOLDINGS INC | 389,599 | $15,845 | 0.6% | $49.17 | — | COM | 87817A107 |
| SXT | SENSIENT TECHNOLOGIES CORP | 222,103 | $15,778 | 0.6% | $44.32 | +52.9% | COM | 81725T100 |
| ODFL | OLD DOMINION FGHT LINES INC | 261,325 | $15,761 | 0.6% | $30.36 | -32.3% | COM | 679580100 |
| — | SVB FINL GROUP | 163,678 | $15,576 | 0.6% | $76.35 | — | COM | 78486Q101 |
| APH | AMPHENOL CORP NEW | 264,867 | $15,185 | 0.6% | $37.20 | -64.7% | CL A | 032095101 |
| — | RITCHIE BROS AUCTIONEERS | 447,391 | $15,113 | 0.5% | $24.52 | — | COM | 767744105 |
| MLKN | MILLER HERMAN INC | 505,019 | $15,095 | 0.5% | $21.75 | +11.4% | COM | 600544100 |
| AMSF | AMERISAFE INC | 239,792 | $14,680 | 0.5% | $24.06 | +11.2% | COM | 03071H100 |
| ACIW | ACI WORLDWIDE INC | 752,346 | $14,678 | 0.5% | $24.48 | -17.1% | COM | 004498101 |
| TDY | TELEDYNE TECHNOLOGIES INC | 147,212 | $14,581 | 0.5% | $70.22 | +34.7% | COM | 879360105 |
| — | VERIFONE SYS INC | 774,022 | $14,350 | 0.5% | $28.98 | — | COM | 92342Y109 |
| — | STARWOOD PPTY TR INC | 13,967,000 | $14,080 | 0.5% | $1.00 | — | NOTE 3.750%10/1 | 85571bac9 |
| — | MICROSEMI CORP | 430,422 | $14,066 | 0.5% | $23.21 | — | COM | 595137100 |
| GCO | GENESCO INC | 218,158 | $14,030 | 0.5% | $68.97 | -4.1% | COM | 371532102 |
| DECK | DECKERS OUTDOOR CORP | 228,929 | $13,168 | 0.5% | $21.02 | -56.1% | COM | 243537107 |
| BURL | BURLINGTON STORES INC | 194,493 | $12,975 | 0.5% | $53.00 | +10.8% | COM | 122017106 |
| WABC | WESTAMERICA BANCORPORATION | 263,215 | $12,966 | 0.5% | $38.40 | -7.0% | COM | 957090103 |
| OHI | OMEGA HEALTHCARE INVS INC | 377,760 | $12,825 | 0.5% | $30.00 | — | COM | 681936100 |
| KHC | KRAFT HEINZ CO | 144,945 | $12,825 | 0.5% | $47.82 | +12.1% | COM | 500754106 |
| DHR | DANAHER CORP DEL | 126,438 | $12,770 | 0.5% | $39.93 | +0.4% | COM | 235851102 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 453,532 | $12,735 | 0.5% | $25.11 | +19.4% | COM | 78467J100 |
| — | INC RESH HLDGS INC | 330,388 | $12,598 | 0.5% | $44.15 | — | CL A | 45329R109 |
| — | K12 INC | 999,282 | $12,481 | 0.5% | $15.79 | — | COM | 48273U102 |
| PTC | PTC INC | 331,518 | $12,458 | 0.5% | $25.03 | +43.1% | COM | 69370C100 |
| NWL | NEWELL BRANDS INC | 253,772 | $12,326 | 0.4% | $31.35 | 0.0% | COM | 651229106 |
| PB | PROSPERITY BANCSHARES INC | 234,719 | $11,968 | 0.4% | $40.59 | -5.9% | COM | 743606105 |
| BRKR | BRUKER CORP | 506,616 | $11,520 | 0.4% | $16.15 | +59.1% | COM | 116794108 |
| BKE | BUCKLE INC | 434,586 | $11,295 | 0.4% | $29.23 | -66.5% | COM | 118440106 |
| RGP | RESOURCES CONNECTION INC | 759,851 | $11,231 | 0.4% | $13.54 | +9.4% | COM | 76122Q105 |
| — | IBERIABANK CORP | 186,584 | $11,145 | 0.4% | $52.42 | — | COM | 450828108 |
| — | RUDOLPH TECHNOLOGIES INC | 716,348 | $11,125 | 0.4% | $13.38 | — | COM | 781270103 |
| — | BARNES GROUP INC | 335,493 | $11,112 | 0.4% | $36.55 | — | COM | 067806109 |
| MO | ALTRIA GROUP INC | 159,492 | $10,999 | 0.4% | $29.07 | +14.2% | COM | 02209S103 |
| BCPC | BALCHEM CORP | 181,807 | $10,845 | 0.4% | $57.22 | +1.4% | COM | 057665200 |
| JNJ | JOHNSON & JOHNSON | 89,235 | $10,824 | 0.4% | $68.41 | +27.2% | COM | 478160104 |
| OIS | OIL STS INTL INC | 328,621 | $10,805 | 0.4% | $50.23 | -35.5% | COM | 678026105 |
| CNC | CENTENE CORP DEL | 148,082 | $10,569 | 0.4% | $32.66 | -3.8% | COM | 15135B101 |
| — | CARRIZO OIL & GAS INC | 287,769 | $10,317 | 0.4% | $34.73 | — | COM | 144577103 |
| — | GREENBRIER COS INC | 9,436,000 | $10,168 | 0.4% | $1.38 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | ANTHEM INC | 227,623 | $10,161 | 0.4% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| SM | SM ENERGY CO | 375,639 | $10,142 | 0.4% | $47.34 | -47.1% | COM | 78454L100 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 58,797 | $10,082 | 0.4% | $60.14 | +70.0% | COM | 22410J106 |
| RLJ | RLJ LODGING TR | 466,815 | $10,013 | 0.4% | $27.46 | — | COM | 74965L101 |
| PKG | PACKAGING CORP AMER | 149,349 | $9,996 | 0.4% | $38.86 | +26.5% | COM | 695156109 |
| CMC | COMMERCIAL METALS CO | 590,760 | $9,984 | 0.4% | $14.43 | -1.2% | COM | 201723103 |
| — | INTEGRA LIFESCIENCES HLDGS C | 6,406,000 | $9,737 | 0.4% | $1.19 | — | NOTE 1.625%12/1 | 457985ak5 |
| — | AIR METHODS CORP | 271,700 | $9,735 | 0.4% | $40.38 | — | COM PAR $.06 | 009128307 |
| — | SALESFORCE COM INC | 7,494,000 | $9,703 | 0.4% | $1.19 | — | NOTE 0.250% 4/0 | 79466lad6 |
| MOH | MOLINA HEALTHCARE INC | 194,421 | $9,702 | 0.4% | $51.38 | +4.0% | COM | 60855R100 |
| — | NVIDIA CORP | 4,008,000 | $9,349 | 0.3% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| — | ALBANY MOLECULAR RESH INC | 673,629 | $9,054 | 0.3% | $18.48 | — | COM | 012423109 |
| ZTS | ZOETIS INC | 189,895 | $9,012 | 0.3% | $30.89 | +42.0% | CL A | 98978V103 |
| JPM | JPMORGAN CHASE & CO | 144,497 | $8,979 | 0.3% | $42.67 | +13.3% | COM | 46625H100 |
| PFE | PFIZER INC | 252,191 | $8,880 | 0.3% | $17.01 | +23.8% | COM | 717081103 |
| — | RYLAND GROUP INC | 6,899,000 | $8,857 | 0.3% | $1.42 | — | NOTE 1.625% 5/1 | 783764aq6 |
| PM | PHILIP MORRIS INTL INC | 85,521 | $8,699 | 0.3% | $70.77 | -13.2% | COM | 718172109 |
| — | INTERVAL LEISURE GROUP INC | 537,606 | $8,548 | 0.3% | $21.75 | — | COM | 46113M108 |
| — | FIDELITY NATIONAL FINANCIAL | 4,096,000 | $8,438 | 0.3% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | STARWOOD WAYPOINT RESIDENTL | 7,577,000 | $8,424 | 0.3% | $1.02 | — | NOTE 4.500%10/1 | 85571wad1 |
| GPI | GROUP 1 AUTOMOTIVE INC | 170,629 | $8,422 | 0.3% | $72.87 | -19.6% | COM | 398905109 |
| — | FRONTIER COMMUNICATIONS CORP | 88,561 | $8,380 | 0.3% | $97.18 | — | PFD CONV SER-A | 35906A207 |
| — | MEDICINES CO | 5,980,000 | $8,148 | 0.3% | $1.30 | — | DBCV 1.375% 6/0 | 584688ac9 |
| — | BERRY PLASTICS GROUP INC | 208,948 | $8,118 | 0.3% | $23.75 | — | COM | 08579W103 |
| — | TEVA PHARMACEUTICAL FIN LLC | 6,460,000 | $8,111 | 0.3% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| NMFC | NEW MTN FIN CORP | 625,108 | $8,064 | 0.3% | $10.76 | -58.6% | COM | 647551100 |
| — | LIGAND PHARMACEUTICALS INC | 4,800,000 | $8,014 | 0.3% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| — | LUXFER HLDGS PLC | 658,194 | $7,918 | 0.3% | $16.87 | — | SPONSORED ADR | 550678106 |
| CFR | CULLEN FROST BANKERS INC | 122,750 | $7,823 | 0.3% | $53.31 | -12.5% | COM | 229899109 |
| — | WAGEWORKS INC | 130,650 | $7,814 | 0.3% | $31.87 | — | COM | 930427109 |
| — | CYRUSONE INC | 139,359 | $7,757 | 0.3% | $22.95 | — | COM | 23283R100 |
| — | IMPERVA INC | 180,242 | $7,752 | 0.3% | $35.18 | — | COM | 45321L100 |
| MDLZ | MONDELEZ INTL INC | 168,951 | $7,689 | 0.3% | $25.31 | +37.6% | CL A | 609207105 |
| — | AIRTRAN HLDGS INC | 2,789,000 | $7,684 | 0.3% | $2.93 | — | NOTE 5.250%11/0 | 00949pad0 |
| — | PRICELINE GRP INC | 5,467,000 | $7,598 | 0.3% | $1.16 | — | NOTE 1.000% 3/1 | 741503aq9 |
| — | GREATBATCH INC | 241,666 | $7,475 | 0.3% | $46.91 | — | COM | 39153L106 |
| — | PALO ALTO NETWORKS INC | 5,716,000 | $7,301 | 0.3% | $1.57 | — | NOTE 7/0 | 697435ab1 |
| UNP | UNION PAC CORP | 82,575 | $7,205 | 0.3% | $72.52 | -5.9% | COM | 907818108 |
| — | AARONS INC | 328,169 | $7,184 | 0.3% | $21.89 | — | COM PAR $0.50 | 002535300 |
| VZ | VERIZON COMMUNICATIONS INC | 128,513 | $7,176 | 0.3% | $28.42 | +10.7% | COM | 92343V104 |
| — | MERITAGE HOMES CORP | 6,955,000 | $6,955 | 0.3% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| — | INTEGRATED DEVICE TECHNOLOGY | 344,929 | $6,943 | 0.3% | $21.10 | — | COM | 458118106 |
| — | TESARO INC | 2,762,000 | $6,929 | 0.3% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| — | EBIX INC | 144,563 | $6,925 | 0.3% | $30.53 | — | COM NEW | 278715206 |
| — | ON SEMICONDUCTOR CORP | 6,670,000 | $6,917 | 0.3% | $1.14 | — | NOTE 2.625%12/1 | 682189ah8 |
| SNA | SNAP ON INC | 43,154 | $6,811 | 0.2% | $125.54 | +0.2% | COM | 833034101 |
| VOD | VODAFONE GROUP PLC NEW | 219,349 | $6,776 | 0.2% | $35.96 | — | SPNSR ADR | 92857W308 |
| — | FCB FINL HLDGS INC | 197,175 | $6,704 | 0.2% | $30.25 | — | CL A | 30255G103 |
| — | BANK AMER CORP | 5,566 | $6,651 | 0.2% | $1148.16 | — | 7.25%CNV PFD L | 060505682 |
| — | NUVASIVE INC | 4,524,000 | $6,622 | 0.2% | $1.27 | — | NOTE 2.750% 7/0 | 670704ac9 |
| CSGS | CSG SYS INTL INC | 162,441 | $6,548 | 0.2% | $26.51 | +32.9% | COM | 126349109 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 116,780 | $6,470 | 0.2% | $32.00 | +82.8% | COM | 00404A109 |
| — | PROOFPOINT INC | 102,237 | $6,450 | 0.2% | $26.97 | — | COM | 743424103 |
| — | YAHOO INC | 6,443,000 | $6,417 | 0.2% | $1.06 | — | NOTE 12/0 | 984332af3 |
| — | GRAMERCY PPTY TR | 686,583 | $6,330 | 0.2% | $7.98 | — | COM | 385002100 |
| PPG | PPG INDS INC | 59,853 | $6,234 | 0.2% | $91.22 | +0.4% | COM | 693506107 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 124,213 | $6,223 | 0.2% | $58.32 | -0.3% | CL A | 989207105 |
| — | CBS CORP NEW | 112,175 | $6,107 | 0.2% | $56.94 | — | CL B | 124857202 |
| — | PROOFPOINT INC | 3,640,000 | $6,102 | 0.2% | $1.42 | — | NOTE 1.250%12/1 | 743424ab9 |
| NVO | NOVO-NORDISK A S | 111,550 | $5,999 | 0.2% | $68.29 | — | ADR | 670100205 |
| INTU | INTUIT | 53,264 | $5,945 | 0.2% | $89.52 | +8.6% | COM | 461202103 |
| — | MICRON TECHNOLOGY INC | 7,730,000 | $5,942 | 0.2% | $1.15 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | NXP SEMICONDUCTORS N V | 5,461,000 | $5,939 | 0.2% | $1.10 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | DRIL-QUIP INC | 101,218 | $5,914 | 0.2% | $75.83 | — | COM | 262037104 |
| — | XPO LOGISTICS INC | 3,640,000 | $5,906 | 0.2% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | ON ASSIGNMENT INC | 158,500 | $5,857 | 0.2% | $33.75 | — | COM | 682159108 |
| — | HORIZON PHARMA INVT LTD | 6,412,000 | $5,851 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| DIS | DISNEY WALT CO | 59,512 | $5,821 | 0.2% | $98.05 | -6.0% | COM DISNEY | 254687106 |
| — | DIAMOND RESORTS INTL INC | 191,966 | $5,751 | 0.2% | $23.99 | — | COM | 25272T104 |
| — | SPANSION LLC | 2,809,000 | $5,746 | 0.2% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | STANDARD PAC CORP NEW | 5,346,000 | $5,742 | 0.2% | $1.15 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| NEE | NEXTERA ENERGY INC | 42,775 | $5,578 | 0.2% | $14.51 | +61.9% | COM | 65339F101 |
| — | MOBILEYE N V AMSTELVEEN | 118,581 | $5,471 | 0.2% | $46.46 | — | ORD SHS | N51488117 |
| — | SINA CORP | 5,447,000 | $5,365 | 0.2% | $0.98 | — | NOTE 1.000%12/0 | 82922rad5 |
| — | LINKEDIN CORP | 28,323 | $5,360 | 0.2% | $196.35 | — | COM CL A | 53578A108 |
| — | CEMEX SAB DE CV | 5,186,000 | $5,356 | 0.2% | $1.16 | — | NOTE 3.750% 3/1 | 151290bc6 |
| HEI | HEICO CORP NEW | 79,416 | $5,306 | 0.2% | $28.58 | +13.1% | COM | 422806109 |
| — | AMAG PHARMACEUTICALS INC | 4,774,000 | $5,293 | 0.2% | $1.18 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,290 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | ALBANY MOLECULAR RESH INC | 5,016,000 | $5,182 | 0.2% | $1.20 | — | NOTE 2.250%11/1 | 012423ab5 |
| — | KEYCORP NEW | 38,976 | $5,150 | 0.2% | $79.91 | — | PFD 7.75% SR A | 493267405 |
| XOM | EXXON MOBIL CORP | 54,879 | $5,144 | 0.2% | $69.43 | -16.7% | COM | 30231G102 |
| — | AMSURG CORP | 35,318 | $5,132 | 0.2% | $139.36 | — | PFD CNV SR A-1 % | 03232P504 |
| — | FORUM ENERGY TECHNOLOGIES IN | 295,061 | $5,108 | 0.2% | $19.72 | — | COM | 34984V100 |
| — | XILINX INC | 3,177,000 | $5,105 | 0.2% | $1.50 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | MOLINA HEALTHCARE INC | 4,633,000 | $5,066 | 0.2% | $1.12 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | QLIK TECHNOLOGIES INC | 168,985 | $4,999 | 0.2% | $27.44 | — | COM | 74733T105 |
| — | SHUTTERFLY INC | 4,901,000 | $4,871 | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | KNOLL INC | 196,831 | $4,779 | 0.2% | $19.13 | — | COM NEW | 498904200 |
| — | CORNERSTONE ONDEMAND INC | 4,612,000 | $4,728 | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| LUV | SOUTHWEST AIRLS CO | 120,461 | $4,723 | 0.2% | $34.27 | +11.3% | COM | 844741108 |
| — | PATTERSON COMPANIES INC | 97,970 | $4,692 | 0.2% | $47.10 | — | COM | 703395103 |
| FNF | FIDELITY NATIONAL FINANCIAL | 125,100 | $4,691 | 0.2% | $17.29 | -6.5% | FNF GROUP COM | 31620R303 |
| — | JIVE SOFTWARE INC | 1,244,076 | $4,678 | 0.2% | $11.28 | — | COM | 47760A108 |
| — | SUNPOWER CORP | 4,891,000 | $4,665 | 0.2% | $1.35 | — | DBCV 0.750% 6/0 | 867652ag4 |
| DY | DYCOM INDS INC | 51,636 | $4,635 | 0.2% | $70.81 | +6.7% | COM | 267475101 |
| — | ALERE INC | 14,162 | $4,618 | 0.2% | $270.49 | — | PERP PFD CONV SE | 01449J204 |
| WAB | WABTEC CORP | 65,219 | $4,580 | 0.2% | $69.29 | +6.0% | COM | 929740108 |
| — | LUXOTTICA GROUP S P A | 93,450 | $4,566 | 0.2% | $43.44 | — | SPONSORED ADR | 55068R202 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 68,632 | $4,551 | 0.2% | $42.14 | +54.4% | COM | 109194100 |
| — | VERISIGN INC | 1,801,000 | $4,549 | 0.2% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | AKAMAI TECHNOLOGIES INC | 4,562,000 | $4,502 | 0.2% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| — | SEACOR HOLDINGS INC | 4,595,000 | $4,497 | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | ENCORE CAP GROUP INC | 5,561,000 | $4,459 | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | HANESBRANDS INC | 177,207 | $4,453 | 0.2% | $38.79 | — | COM | 410345102 |
| — | FIREEYE INC | 4,923,000 | $4,452 | 0.2% | $0.90 | — | NOTE 1.000% 6/0 | 31816qab7 |
| TSCO | TRACTOR SUPPLY CO | 48,728 | $4,443 | 0.2% | $20.68 | -22.5% | COM | 892356106 |
| — | SHUTTERFLY INC | 95,144 | $4,435 | 0.2% | $42.25 | — | COM | 82568P304 |
| — | CROWN CASTLE INTL CORP NEW | 36,552 | $4,428 | 0.2% | $102.41 | — | CNV PFD STK SR A | 22822V200 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 75,095 | $4,382 | 0.2% | $46.44 | +17.1% | COM | 808625107 |
| ROST | ROSS STORES INC | 76,622 | $4,344 | 0.2% | $50.36 | +0.3% | COM | 778296103 |
| MNRO | MONRO MUFFLER BRAKE INC | 67,106 | $4,265 | 0.2% | $54.64 | +21.1% | COM | 610236101 |
| — | BANK OF THE OZARKS INC | 113,385 | $4,254 | 0.2% | $41.59 | — | COM | 063904106 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,977,000 | $4,251 | 0.2% | $1.10 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,337,000 | $4,233 | 0.2% | $0.97 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | WRIGHT MED GROUP N V | 242,510 | $4,212 | 0.2% | $17.37 | — | ORD SHS 0.03 PAR | N96617118 |
| MPAA | MOTORCAR PTS AMER INC | 153,213 | $4,164 | 0.2% | $24.22 | +29.8% | COM | 620071100 |
| — | DEPOMED INC | 3,429,000 | $4,143 | 0.2% | $1.28 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | MODEL N INC | 307,500 | $4,105 | 0.1% | $11.05 | — | COM | 607525102 |
| CNS | COHEN & STEERS INC | 100,777 | $4,075 | 0.1% | $25.05 | 0.0% | COM | 19247A100 |
| PLCE | CHILDRENS PL INC | 50,741 | $4,068 | 0.1% | $51.17 | +47.1% | COM | 168905107 |
| — | SERVICENOW INC | 3,633,000 | $4,056 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,076,000 | $4,036 | 0.1% | $0.99 | — | NOTE 3.000% 8/0 | 02917taa2 |
| — | NCI BUILDING SYS INC | 252,404 | $4,036 | 0.1% | $12.19 | — | COM NEW | 628852204 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 88,638 | $4,029 | 0.1% | $44.95 | +2.4% | COM | 64125C109 |
| — | NATIONAL CINEMEDIA INC | 256,635 | $3,973 | 0.1% | $15.68 | — | COM | 635309107 |
| GLOB | GLOBANT S A | 100,682 | $3,962 | 0.1% | $30.83 | +18.9% | COM | L44385109 |
| CASY | CASEYS GEN STORES INC | 30,093 | $3,958 | 0.1% | $105.94 | +2.1% | COM | 147528103 |
| — | WEATHERFORD INTL LTD | 3,623,000 | $3,958 | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | NEW MTN FIN CORP | 3,957,000 | $3,952 | 0.1% | $1.00 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | AETNA INC NEW | 32,341 | $3,950 | 0.1% | $48.25 | — | COM | 00817Y108 |
| — | BROOKDALE SR LIVING INC | 3,957,000 | $3,894 | 0.1% | $1.02 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | LAZARD LTD | 130,654 | $3,891 | 0.1% | $38.78 | — | SHS A | G54050102 |
| — | PLANTRONICS INC NEW | 88,437 | $3,891 | 0.1% | $40.57 | — | COM | 727493108 |
| — | EPR PPTYS | 103,400 | $3,863 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | CALAMP CORP | 4,120,000 | $3,857 | 0.1% | $0.94 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | TWITTER INC | 4,211,000 | $3,853 | 0.1% | $0.85 | — | NOTE 0.250% 9/1 | 90184lab8 |
| T | AT&T INC | 88,670 | $3,831 | 0.1% | $17.39 | -13.1% | COM | 00206R102 |
| — | ALCOA INC | 116,643 | $3,805 | 0.1% | $48.93 | — | DEP SHS 1/10TH | 013817309 |
| CVX | CHEVRON CORP NEW | 36,078 | $3,782 | 0.1% | $80.00 | -16.6% | COM | 166764100 |
| GWRE | GUIDEWIRE SOFTWARE INC | 60,998 | $3,767 | 0.1% | $52.60 | +9.6% | COM | 40171V100 |
| — | ORBOTECH LTD | 146,751 | $3,749 | 0.1% | $25.55 | — | ORD | M75253100 |
| APOG | APOGEE ENTERPRISES INC | 80,303 | $3,722 | 0.1% | $42.27 | -15.2% | COM | 037598109 |
| — | MICROCHIP TECHNOLOGY INC | 1,766,000 | $3,718 | 0.1% | $1.47 | — | SDCV 2.125%12/1 | 595017ab0 |
| BKU | BANKUNITED INC | 120,908 | $3,714 | 0.1% | $22.39 | +10.8% | COM | 06652K103 |
| — | COHERENT INC | 40,318 | $3,700 | 0.1% | $91.77 | — | COM | 192479103 |
| — | STERICYCLE INC | 44,541 | $3,697 | 0.1% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | MGIC INVT CORP WIS | 3,534,000 | $3,658 | 0.1% | $1.04 | — | NOTE 5.000% 5/0 | 552848ad5 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,686 | $3,642 | 0.1% | $44.18 | — | COM | 26138E109 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3,616 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| JACK | JACK IN THE BOX INC | 41,801 | $3,592 | 0.1% | $67.42 | +12.0% | COM | 466367109 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 89,728 | $3,582 | 0.1% | $46.88 | -12.2% | COM | 205306103 |
| — | T MOBILE US INC | 48,508 | $3,554 | 0.1% | $60.82 | — | CONV PFD SER A | 872590203 |
| — | WORKDAY INC | 3,000,000 | $3,505 | 0.1% | $1.21 | — | NOTE 1.500% 7/1 | 98138had3 |
| — | SWIFT TRANSN CO | 221,141 | $3,408 | 0.1% | $14.58 | — | CL A | 87074U101 |
| EEFT | EURONET WORLDWIDE INC | 48,963 | $3,388 | 0.1% | $47.73 | +59.5% | COM | 298736109 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,264,000 | $3,382 | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | LINKEDIN CORP | 3,407,000 | $3,365 | 0.1% | $1.05 | — | NOTE 0.500%11/0 | 53578aab4 |
| CUBE | CUBESMART | 108,487 | $3,350 | 0.1% | $27.21 | — | COM | 229663109 |
| — | NUANCE COMMUNICATIONS INC | 3,315,000 | $3,334 | 0.1% | $1.00 | — | NOTE 2.750%11/0 | 67020yaf7 |
| — | RTW HLDGS INC | 3,400,000 | $3,333 | 0.1% | $0.93 | — | NOTE 5.625%11/1 | 749772ab5 |
| RBC | RBC BEARINGS INC | 45,934 | $3,330 | 0.1% | $63.98 | +14.6% | COM | 75524B104 |
| — | ALON USA ENERGY INC | 3,827,000 | $3,327 | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| — | DERMIRA INC | 113,671 | $3,325 | 0.1% | $23.34 | — | COM | 24983L104 |
| MCD | MCDONALDS CORP | 27,571 | $3,318 | 0.1% | $86.04 | +15.2% | COM | 580135101 |
| — | WEBMD HEALTH CORP | 2,600,000 | $3,308 | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| — | TOLL BROS FIN CORP | 3,376,000 | $3,302 | 0.1% | $0.98 | — | NOTE 0.500% 9/1 | 88947eam2 |
| — | SPIRIT AIRLS INC | 72,660 | $3,260 | 0.1% | $47.26 | — | COM | 848577102 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $3,255 | 0.1% | $134052.62 | +60.0% | CL A | 084670108 |
| SPY | SPDR S&P 500 ETF TR | 15,500 | $3,247 | 0.1% | $205.51 | — | TR UNIT | 78462F103 |
| — | IAC INTERACTIVECORP | 57,650 | $3,246 | 0.1% | $62.30 | — | COM | 44919P508 |
| HON | HONEYWELL INTL INC | 27,791 | $3,233 | 0.1% | $63.07 | +33.5% | COM | 438516106 |
| — | CONTROL4 CORP | 395,653 | $3,229 | 0.1% | $11.74 | — | COM | 21240D107 |
| MKC | MCCORMICK & CO INC | 30,262 | $3,228 | 0.1% | $31.97 | +27.2% | COM NON VTG | 579780206 |
| CAL | CALERES INC | 132,882 | $3,217 | 0.1% | $26.96 | -20.5% | COM | 129500104 |
| — | INPHI CORP | 100,315 | $3,213 | 0.1% | $33.02 | — | COM | 45772F107 |
| HSIC | SCHEIN HENRY INC | 18,165 | $3,212 | 0.1% | $73.24 | -7.7% | COM | 806407102 |
| BGS | B & G FOODS INC NEW | 66,215 | $3,192 | 0.1% | $16.13 | +17.0% | COM | 05508R106 |
| — | MICROCHIP TECHNOLOGY INC | 2,854,000 | $3,173 | 0.1% | $1.02 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | MOLINA HEALTHCARE INC | 2,337,000 | $3,161 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| SHW | SHERWIN WILLIAMS CO | 10,720 | $3,148 | 0.1% | $78.73 | +13.2% | COM | 824348106 |
| — | CIVITAS SOLUTIONS INC | 150,675 | $3,139 | 0.1% | $26.79 | — | COM | 17887R102 |
| — | CITRIX SYS INC | 2,809,000 | $3,137 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 172,294 | $3,136 | 0.1% | $13.33 | — | COM | 65341D102 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,220,000 | $3,125 | 0.1% | $1.00 | — | NOTE 0.875%11/1 | 458118ab2 |
| — | HEADWATERS INC | 174,150 | $3,124 | 0.1% | $17.36 | — | COM | 42210P102 |
| MTSI | MACOM TECH SOLUTIONS HLDGS I | 94,386 | $3,113 | 0.1% | $34.58 | +9.6% | COM | 55405Y100 |
| QCOM | QUALCOMM INC | 58,058 | $3,110 | 0.1% | $60.17 | -33.1% | COM | 747525103 |
| — | CIENA CORP | 2,451,000 | $3,090 | 0.1% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| — | COLONY CAP INC | 3,189,000 | $3,074 | 0.1% | $1.00 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | SUMMIT MATLS INC | 149,590 | $3,061 | 0.1% | $20.46 | — | CL A | 86614U100 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,000,000 | $3,011 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| PDFS | PDF SOLUTIONS INC | 215,250 | $3,011 | 0.1% | $13.38 | +1.6% | COM | 693282105 |
| EPD | ENTERPRISE PRODS PARTNERS L | 102,632 | $3,003 | 0.1% | $46.90 | — | COM | 293792107 |
| — | CLARCOR INC | 49,107 | $2,987 | 0.1% | $61.80 | — | COM | 179895107 |
| SFM | SPROUTS FMRS MKT INC | 130,308 | $2,984 | 0.1% | $25.59 | 0.0% | COM | 85208M102 |
| SYNA | SYNAPTICS INC | 55,281 | $2,971 | 0.1% | $84.91 | -19.1% | COM | 87157D109 |
| — | FINISH LINE INC | 146,523 | $2,958 | 0.1% | $20.19 | — | CL A | 317923100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 19,879 | $2,937 | 0.1% | $128.86 | +11.4% | COM | 883556102 |
| PBI | PITNEY BOWES INC | 164,637 | $2,931 | 0.1% | $20.53 | -6.1% | COM | 724479100 |
| — | TASER INTL INC | 117,350 | $2,920 | 0.1% | $18.34 | — | COM | 87651B104 |
| — | WELLCARE HEALTH PLANS INC | 26,783 | $2,873 | 0.1% | $53.26 | — | COM | 94946T106 |
| BCC | BOISE CASCADE CO DEL | 125,045 | $2,870 | 0.1% | $19.36 | -24.2% | COM | 09739D100 |
| — | INTERACTIVE INTELLIGENCE GRO | 3,000,000 | $2,844 | 0.1% | $0.95 | — | NOTE 1.250% 6/0 | 45841vab5 |
| HLF | HERBALIFE LTD | 47,700 | $2,792 | 0.1% | $26.86 | +11.4% | COM USD SHS | G4412G101 |
| ARCC | ARES CAP CORP | 194,800 | $2,766 | 0.1% | $12.87 | -53.9% | COM | 04010L103 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,975 | $2,750 | 0.1% | $25.51 | +42.1% | COM | 416515104 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 57,636 | $2,734 | 0.1% | $37.89 | +52.4% | COM | 75689M101 |
| — | CEPHEID | 3,124,000 | $2,708 | 0.1% | $1.06 | — | DBCV 1.250% 2/0 | 15670rac1 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 162,665 | $2,699 | 0.1% | $7.89 | +9.2% | SH BEN INT | 20451Q104 |
| STZ | CONSTELLATION BRANDS INC | 16,256 | $2,689 | 0.1% | $122.99 | +10.2% | CL A | 21036P108 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,317,000 | $2,681 | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| PFGC | PERFORMANCE FOOD GROUP CO | 98,655 | $2,655 | 0.1% | $25.27 | 0.0% | COM | 71377A103 |
| META | FACEBOOK INC | 23,040 | $2,633 | 0.1% | $87.51 | +30.8% | CL A | 30303M102 |
| — | STANLEY BLACK & DECKER INC | 21,850 | $2,576 | 0.1% | $67.35 | — | UNIT 11/17/20166 | 854502804 |
| — | SMART & FINAL STORES INC | 172,786 | $2,573 | 0.1% | $15.68 | — | COM | 83190B101 |
| — | MICRON TECHNOLOGY INC | 1,707,000 | $2,556 | 0.1% | $1.85 | — | NOTE 2.375% 5/0 | 595112aw3 |
| V | VISA INC | 34,440 | $2,554 | 0.1% | $66.04 | +10.9% | COM CL A | 92826C839 |
| — | TYSON FOODS INC | 34,503 | $2,553 | 0.1% | $52.99 | — | UNIT 99/99/9999 | 902494301 |
| AL | AIR LEASE CORP | 94,770 | $2,538 | 0.1% | $28.27 | -9.6% | CL A | 00912X302 |
| PG | PROCTER & GAMBLE CO | 29,913 | $2,533 | 0.1% | $66.66 | -5.0% | COM | 742718109 |
| — | U S CONCRETE INC | 41,103 | $2,504 | 0.1% | $59.64 | — | COM NEW | 90333L201 |
| NSA | NATIONAL STORAGE AFFILIATES | 119,983 | $2,498 | 0.1% | $20.82 | — | COM SHS BEN IN | 637870106 |
| OSIS | OSI SYSTEMS INC | 42,786 | $2,487 | 0.1% | $62.55 | -11.9% | COM | 671044105 |
| PEB | PEBBLEBROOK HOTEL TR | 94,695 | $2,486 | 0.1% | $28.05 | — | COM | 70509V100 |
| EVR | EVERCORE PARTNERS INC | 55,131 | $2,436 | 0.1% | $36.81 | +9.8% | CLASS A | 29977A105 |
| — | ARES CAP CORP | 2,381,000 | $2,435 | 0.1% | $1.02 | — | NOTE 4.875% 3/1 | 04010lag8 |
| GSM | FERROGLOBE PLC | 279,175 | $2,404 | 0.1% | $8.61 | 0.0% | SHS | G33856108 |
| — | INCYTE CORP | 1,402,000 | $2,390 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| LGIH | LGI HOMES INC | 73,830 | $2,358 | 0.1% | $20.76 | +33.5% | COM | 50187T106 |
| — | CIENA CORP | 2,370,000 | $2,353 | 0.1% | $0.98 | — | NOTE 0.875% 6/1 | 171779ae1 |
| ACAD | ACADIA PHARMACEUTICALS INC | 72,062 | $2,339 | 0.1% | $12.92 | +159.1% | COM | 004225108 |
| — | JAZZ INVESTMENTS I LTD | 2,161,000 | $2,323 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| IMMR | IMMERSION CORP | 307,500 | $2,257 | 0.1% | $8.02 | -12.3% | COM | 452521107 |
| — | WELLTOWER INC | 33,117 | $2,240 | 0.1% | $61.86 | — | 6.50% PFD PREPET | 95040Q203 |
| — | KKR & CO L P DEL | 181,135 | $2,235 | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| — | CTRIP COM INTL LTD | 2,100,000 | $2,215 | 0.1% | $1.05 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | MGIC INVT CORP WIS | 2,000,000 | $2,208 | 0.1% | $1.10 | — | NOTE 2.000% 4/0 | 552848ae3 |
| PRIM | PRIMORIS SVCS CORP | 115,529 | $2,187 | 0.1% | $24.12 | -10.4% | COM | 74164F103 |
| — | VERINT SYS INC | 2,393,000 | $2,181 | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| ABBV | ABBVIE INC | 35,144 | $2,176 | 0.1% | $38.83 | +5.5% | COM | 00287Y109 |
| — | PROS HOLDINGS INC | 2,430,000 | $2,172 | 0.1% | $0.89 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | TRULIA INC | 1,383,000 | $2,164 | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| — | ALLETE INC | 33,300 | $2,152 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | TIFFANY & CO NEW | 35,340 | $2,143 | 0.1% | $83.10 | — | COM | 886547108 |
| AMZN | AMAZON COM INC | 2,969 | $2,125 | 0.1% | $30.84 | +9.7% | COM | 023135106 |
| — | SHIP FINANCE INTERNATIONAL L | 2,000,000 | $2,108 | 0.1% | $1.00 | — | NOTE 3.250% 2/0 | g81075ae6 |
| MANH | MANHATTAN ASSOCS INC | 32,653 | $2,094 | 0.1% | $55.63 | +12.0% | COM | 562750109 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,087 | 0.1% | $1.01 | — | NOTE 4.550% 3/0 | 85571baa3 |
| — | IGI LABORATORIES INC | 2,300,000 | $2,076 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575ab5 |
| UNF | UNIFIRST CORP MASS | 17,711 | $2,050 | 0.1% | $106.68 | 0.0% | COM | 904708104 |
| — | HURON CONSULTING GROUP INC | 2,019,000 | $2,044 | 0.1% | $1.02 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | ON SEMICONDUCTOR CORP | 2,240,000 | $2,013 | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| GOOG | ALPHABET INC | 2,885 | $1,997 | 0.1% | $35.63 | +0.1% | CAP STK CL C | 02079K107 |
| — | TTM TECHNOLOGIES INC | 1,978,000 | $1,958 | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 87305rad1 |
| LEG | LEGGETT & PLATT INC | 38,158 | $1,950 | 0.1% | $47.01 | +4.8% | COM | 524660107 |
| CCS | CENTURY CMNTYS INC | 110,670 | $1,919 | 0.1% | $18.31 | -9.7% | COM | 156504300 |
| — | ADEPTUS HEALTH INC | 36,900 | $1,906 | 0.1% | $51.65 | — | CL A | 006855100 |
| — | TESLA MTRS INC | 2,300,000 | $1,903 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | VOCERA COMMUNICATIONS INC | 147,600 | $1,897 | 0.1% | $11.97 | — | COM | 92857F107 |
| — | THERAVANCE INC | 2,367,000 | $1,895 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| PPL | PPL CORP | 49,809 | $1,880 | 0.1% | $18.74 | +32.2% | COM | 69351T106 |
| — | MEDIDATA SOLUTIONS INC | 1,700,000 | $1,854 | 0.1% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| FIVN | FIVE9 INC | 153,750 | $1,830 | 0.1% | $10.14 | 0.0% | COM | 338307101 |
| — | HOWARD HUGHES CORP | 15,990 | $1,828 | 0.1% | $111.06 | — | COM | 44267D107 |
| NKE | NIKE INC | 32,775 | $1,809 | 0.1% | $51.39 | -2.1% | CL B | 654106103 |
| — | RED HAT INC | 24,900 | $1,808 | 0.1% | $74.89 | — | COM | 756577102 |
| — | KB HOME | 1,875,000 | $1,792 | 0.1% | $0.92 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | ENCORE CAP GROUP INC | 1,810,000 | $1,776 | 0.1% | $0.98 | — | NOTE 3.000%11/2 | 292554ad4 |
| — | NEXTERA ENERGY INC | 26,196 | $1,743 | 0.1% | $57.00 | — | UNIT 09/01/2016 | 65339F861 |
| DVN | DEVON ENERGY CORP NEW | 47,740 | $1,731 | 0.1% | $46.14 | -48.3% | COM | 25179M103 |
| ALK | ALASKA AIR GROUP INC | 29,600 | $1,725 | 0.1% | $68.15 | -5.8% | COM | 011659109 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,515,000 | $1,687 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| AME | AMETEK INC NEW | 36,430 | $1,684 | 0.1% | $44.72 | +0.8% | COM | 031100100 |
| TXN | TEXAS INSTRS INC | 26,750 | $1,676 | 0.1% | $30.88 | +47.9% | COM | 882508104 |
| NAVI | NAVIENT CORP | 140,100 | $1,674 | 0.1% | $16.89 | -24.7% | COM | 63938C108 |
| — | QUOTIENT TECHNOLOGY INC | 123,000 | $1,649 | 0.1% | $12.00 | — | COM | 749119103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,662,000 | $1,649 | 0.1% | $1.03 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | HOLOGIC INC | 1,071,000 | $1,643 | 0.1% | $1.33 | — | FRNT 2.000%12/1 | 436440ab7 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1,625 | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | FIREEYE INC | 1,830,000 | $1,615 | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,411,000 | $1,607 | 0.1% | $1.03 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | AIR TRANSPORT SERVICES GRP I | 123,000 | $1,594 | 0.1% | $10.63 | — | COM | 00922R105 |
| — | SKECHERS U S A INC | 53,439 | $1,588 | 0.1% | $29.72 | — | CL A | 830566105 |
| FARM | FARMER BROS CO | 49,200 | $1,577 | 0.1% | $21.83 | +37.0% | COM | 307675108 |
| — | CEMPRA INC | 95,161 | $1,569 | 0.1% | $30.25 | — | COM | 15130J109 |
| — | TESLA MTRS INC | 903,000 | $1,556 | 0.1% | $1.76 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | TWENTY FIRST CENTY FOX INC | 56,950 | $1,540 | 0.1% | $33.81 | — | CL A | 90130A101 |
| — | PACIRA PHARMACEUTICALS INC | 1,036,000 | $1,534 | 0.1% | $3.25 | — | NOTE 3.250% 2/0 | 695127ab6 |
| — | WORKDAY INC | 1,375,000 | $1,529 | 0.1% | $1.14 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | NEWPARK RES INC | 1,600,000 | $1,509 | 0.1% | $0.95 | — | NOTE 4.000%10/0 | 651718ac2 |
| AMAT | APPLIED MATLS INC | 61,409 | $1,472 | 0.1% | $18.52 | +6.8% | COM | 038222105 |
| EXR | EXTRA SPACE STORAGE INC | 15,800 | $1,462 | 0.1% | $49.78 | +26.1% | COM | 30225T102 |
| — | CHEMTURA CORP | 55,083 | $1,453 | 0.1% | $26.38 | — | COM NEW | 163893209 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $1,453 | 0.1% | $1.20 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | LIBERTY INTERACTIVE LLC | 1,307,843 | $1,452 | 0.1% | $1.38 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | 2U INC | 49,200 | $1,447 | 0.1% | $35.90 | — | COM | 90214J101 |
| — | U S SILICA HLDGS INC | 41,925 | $1,445 | 0.1% | $23.09 | — | COM | 90346E103 |
| — | ISTAR INC | 1,430,000 | $1,442 | 0.1% | $1.32 | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | ULTRATECH INC | 61,500 | $1,413 | 0.1% | $21.83 | — | COM | 904034105 |
| EA | ELECTRONIC ARTS INC | 18,410 | $1,395 | 0.1% | $44.53 | +53.7% | COM | 285512109 |
| — | BLUCORA INC | 1,500,000 | $1,384 | 0.1% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| — | CUTERA INC | 123,000 | $1,379 | 0.1% | $11.23 | — | COM | 232109108 |
| — | FORWARD AIR CORP | 30,750 | $1,369 | 0.0% | $44.52 | — | COM | 349853101 |
| — | COLONY CAP INC | 87,700 | $1,346 | 0.0% | $22.48 | — | CL A | 19624R106 |
| — | SERVICESOURCE INTL INC | 1,519,000 | $1,330 | 0.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | ECHO GLOBAL LOGISTICS INC | 1,388,000 | $1,313 | 0.0% | $1.07 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | FOGO DE CHAO INC | 100,483 | $1,312 | 0.0% | $19.21 | — | COM | 344177100 |
| — | ELECTRONICS FOR IMAGING INC | 1,214,000 | $1,301 | 0.0% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | CHENIERE ENERGY INC | 2,246,000 | $1,276 | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | ALCOA INC | 136,932 | $1,269 | 0.0% | $14.15 | — | COM | 013817101 |
| GRBK | GREEN BRICK PARTNERS INC | 172,200 | $1,252 | 0.0% | $10.29 | -29.2% | COM | 392709101 |
| SLM | SLM CORP | 201,650 | $1,246 | 0.0% | $10.09 | -35.4% | COM | 78442P106 |
| — | HEARTWARE INTL INC | 1,258,000 | $1,245 | 0.0% | $0.99 | — | NOTE 1.750%12/1 | 422368ac4 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,077,000 | $1,237 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | CALLIDUS SOFTWARE INC | 61,500 | $1,229 | 0.0% | $15.85 | — | COM | 13123E500 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 24,765 | $1,211 | 0.0% | $63.12 | +2.5% | COM | 90400D108 |
| — | NETSUITE INC | 1,215,000 | $1,191 | 0.0% | $0.96 | — | NOTE 0.250% 6/0 | 64118qab3 |
| — | SOTHEBYS | 43,036 | $1,179 | 0.0% | $42.74 | — | COM | 835898107 |
| — | PARSLEY ENERGY INC | 43,050 | $1,165 | 0.0% | $27.06 | — | CL A | 701877102 |
| — | STARWOOD WAYPOINT RESIDENTL | 1,029,000 | $1,136 | 0.0% | $0.93 | — | NOTE 3.000% 7/0 | 85571wab5 |
| — | LIVE NATION ENTERTAINMENT IN | 1,121,000 | $1,131 | 0.0% | $1.07 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | STARWOOD PPTY TR INC | 1,057,000 | $1,114 | 0.0% | $1.09 | — | NOTE 4.000% 1/1 | 85571bab1 |
| NUS | NU SKIN ENTERPRISES INC | 23,750 | $1,097 | 0.0% | $23.99 | +23.1% | CL A | 67018T105 |
| SJT | SAN JUAN BASIN RTY TR | 150,355 | $1,093 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | PROOFPOINT INC | 1,013,000 | $1,089 | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | ACORDA THERAPEUTICS INC | 1,242,000 | $1,089 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | ROVI CORP | 1,120,000 | $1,063 | 0.0% | $0.95 | — | NOTE 0.500% 3/0 | 779376ad4 |
| NOC | NORTHROP GRUMMAN CORP | 4,725 | $1,050 | 0.0% | $180.17 | 0.0% | COM | 666807102 |
| ROP | ROPER TECHNOLOGIES INC | 6,116 | $1,043 | 0.0% | $117.84 | +40.0% | COM | 776696106 |
| — | WRIGHT MED GROUP INC | 1,122,000 | $1,031 | 0.0% | $0.90 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | INTERPUBLIC GROUP COS INC | 44,476 | $1,027 | 0.0% | $16.29 | 0.0% | COM | 460690100 |
| HXL | HEXCEL CORP NEW | 24,595 | $1,024 | 0.0% | $45.48 | -3.8% | COM | 428291108 |
| — | AMERIGAS PARTNERS L P | 21,836 | $1,020 | 0.0% | $46.94 | — | UNIT L P INT | 030975106 |
| — | FIBROGEN INC | 61,500 | $1,009 | 0.0% | $24.68 | — | COM | 31572Q808 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 6,892 | $998 | 0.0% | $110.44 | +29.4% | CL B NEW | 084670702 |
| CDXS | CODEXIS INC | 246,000 | $991 | 0.0% | $3.66 | 0.0% | COM | 192005106 |
| — | KINDER MORGAN INC DEL | 19,682 | $959 | 0.0% | $40.12 | — | PFD SER A | 49456B200 |
| — | FINISAR CORP | 988,000 | $957 | 0.0% | $0.97 | — | NOTE 0.500%12/1 | 31787aam3 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $933 | 0.0% | $19.14 | -15.4% | COM | 15189T107 |
| NTRS | NORTHERN TR CORP | 14,000 | $928 | 0.0% | $50.14 | +6.7% | COM | 665859104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 6,002 | $911 | 0.0% | $120.94 | -21.3% | COM | 459200101 |
| FANG | DIAMONDBACK ENERGY INC | 9,840 | $898 | 0.0% | $57.86 | +15.5% | COM | 25278X109 |
| — | EMERGENT BIOSOLUTIONS INC | 789,000 | $895 | 0.0% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| — | INCYTE CORP | 530,000 | $889 | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| — | RSP PERMIAN INC | 24,610 | $859 | 0.0% | $34.90 | — | COM | 74978Q105 |
| — | INFINERA CORPORATION | 751,000 | $855 | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | CARDTRONICS INC | 839,000 | $845 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | LIBERTY MEDIA CORP DELAWARE | 838,000 | $832 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| EW | EDWARDS LIFESCIENCES CORP | 8,150 | $813 | 0.0% | $34.21 | 0.0% | COM | 28176E108 |
| — | UNILEVER N V | 17,185 | $807 | 0.0% | $43.35 | — | N Y SHS NEW | 904784709 |
| — | TRINITY BIOTECH INVT LTD | 893,000 | $806 | 0.0% | $0.90 | — | NOTE 4.000% 4/0 | 89643qab4 |
| — | UNITED TECHNOLOGIES CORP | 7,790 | $799 | 0.0% | $94.96 | — | COM | 913017109 |
| — | INTERSECT ENT INC | 61,500 | $795 | 0.0% | $22.49 | — | COM | 46071F103 |
| — | DU PONT E I DE NEMOURS & CO | 12,163 | $788 | 0.0% | $47.51 | — | COM | 263534109 |
| — | SAGE THERAPEUTICS INC | 25,519 | $769 | 0.0% | $49.04 | — | COM | 78667J108 |
| KEX | KIRBY CORP | 12,300 | $767 | 0.0% | $65.49 | 0.0% | COM | 497266106 |
| COP | CONOCOPHILLIPS | 17,050 | $743 | 0.0% | $57.68 | -43.2% | COM | 20825C104 |
| — | BUNGE LIMITED | 12,330 | $729 | 0.0% | $59.12 | — | COM | G16962105 |
| TPH | TRI POINTE GROUP INC | 61,500 | $727 | 0.0% | $11.71 | 0.0% | COM | 87265H109 |
| — | PLATFORM SPECIALTY PRODS COR | 79,450 | $706 | 0.0% | $14.73 | — | COM | 72766Q105 |
| — | SYMANTEC CORP | 34,001 | $698 | 0.0% | $20.53 | — | COM | 871503108 |
| TOL | TOLL BROTHERS INC | 25,688 | $691 | 0.0% | $35.58 | -21.0% | COM | 889478103 |
| WFC | WELLS FARGO & CO NEW | 14,498 | $686 | 0.0% | $38.15 | -2.4% | COM | 949746101 |
| — | HD SUPPLY HLDGS INC | 19,590 | $682 | 0.0% | $29.26 | — | COM | 40416M105 |
| HYG | ISHARES TR | 7,841 | $664 | 0.0% | $81.70 | — | IBOXX HI YD ETF | 464288513 |
| SPGI | S&P GLOBAL INC | 6,192 | $664 | 0.0% | $96.34 | 0.0% | COM | 78409V104 |
| — | PLAINS GP HLDGS L P | 61,750 | $644 | 0.0% | $25.84 | — | SHS A REP LTPN | 72651A108 |
| CSL | CARLISLE COS INC | 6,054 | $640 | 0.0% | $72.48 | +24.1% | COM | 142339100 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 12,522 | $629 | 0.0% | $50.23 | — | ADR | 881624209 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 9,605 | $626 | 0.0% | $47.04 | +11.6% | COM | 11133T103 |
| — | PRICELINE GRP INC | 500 | $624 | 0.0% | $1263.60 | — | COM NEW | 741503403 |
| CSCO | CISCO SYS INC | 21,592 | $619 | 0.0% | $19.18 | +8.8% | COM | 17275R102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 10,949 | $612 | 0.0% | $50.81 | +3.6% | COM | 00971T101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,375 | $608 | 0.0% | $35.41 | +26.0% | COM | 45866F104 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $603 | 0.0% | $55.52 | -4.2% | COM | 209115104 |
| D | DOMINION RES INC VA NEW | 7,683 | $599 | 0.0% | $47.75 | 0.0% | COM | 25746U109 |
| — | MONMOUTH REAL ESTATE INVT CO | 44,650 | $592 | 0.0% | $10.43 | — | CL A | 609720107 |
| — | PANERA BREAD CO | 2,694 | $571 | 0.0% | $204.86 | — | CL A | 69840w108 |
| — | ADURO BIOTECH INC | 50,478 | $571 | 0.0% | $29.17 | — | COM | 00739L101 |
| — | EZCORP INC | 650,000 | $543 | 0.0% | $0.73 | — | NOTE 2.625% 6/1 | 302301ab2 |
| SLB | SCHLUMBERGER LTD | 6,837 | $541 | 0.0% | $57.18 | +1.9% | COM | 806857108 |
| — | NEVRO CORP | 510,000 | $537 | 0.0% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| CMCSA | COMCAST CORP NEW | 8,131 | $530 | 0.0% | $23.87 | +3.6% | CL A | 20030N101 |
| PNC | PNC FINL SVCS GROUP INC | 6,507 | $530 | 0.0% | $67.20 | -6.3% | COM | 693475105 |
| — | APACHE CORP | 9,428 | $525 | 0.0% | $85.13 | — | COM | 037411105 |
| — | BARRETT BILL CORP | 82,140 | $525 | 0.0% | $20.50 | — | COM | 06846N104 |
| GILD | GILEAD SCIENCES INC | 6,250 | $521 | 0.0% | $71.30 | -12.0% | COM | 375558103 |
| GOOGL | ALPHABET INC | 709 | $499 | 0.0% | $36.73 | -0.8% | CAP STK CL A | 02079K305 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 16,847 | $499 | 0.0% | $23.82 | +0.7% | CL A | 099502106 |
| — | OREXIGEN THERAPEUTICS INC | 1,649,000 | $495 | 0.0% | $0.99 | — | NOTE 2.750%12/0 | 686164ab0 |
| INCY | INCYTE CORP | 6,099 | $488 | 0.0% | $103.58 | -25.1% | COM | 45337C102 |
| DLTR | DOLLAR TREE INC | 5,156 | $486 | 0.0% | $84.59 | 0.0% | COM | 256746108 |
| AMG | AFFILIATED MANAGERS GROUP | 3,421 | $482 | 0.0% | $155.77 | +1.7% | COM | 008252108 |
| DG | DOLLAR GEN CORP NEW | 5,116 | $481 | 0.0% | $76.16 | 0.0% | COM | 256677105 |
| JBLU | JETBLUE AIRWAYS CORP | 29,010 | $480 | 0.0% | $23.18 | -19.9% | COM | 477143101 |
| — | CEDAR FAIR L P | 8,040 | $465 | 0.0% | $57.84 | — | DEPOSITRY UNIT | 150185106 |
| EL | LAUDER ESTEE COS INC | 4,885 | $445 | 0.0% | $74.79 | +10.3% | CL A | 518439104 |
| PEP | PEPSICO INC | 4,096 | $434 | 0.0% | $71.19 | +8.3% | COM | 713448108 |
| — | KITE PHARMA INC | 8,466 | $423 | 0.0% | $46.15 | — | COM | 49803L109 |
| UAL | UNITED CONTL HLDGS INC | 10,250 | $421 | 0.0% | $47.32 | 0.0% | COM | 910047109 |
| — | CLOVIS ONCOLOGY INC | 586,000 | $420 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | WHITEWAVE FOODS CO | 8,721 | $409 | 0.0% | $37.10 | — | COM | 966244105 |
| CIEN | CIENA CORP | 21,500 | $403 | 0.0% | $23.24 | -22.1% | COM NEW | 171779309 |
| — | HAWAIIAN HOLDINGS INC | 10,550 | $400 | 0.0% | $37.91 | — | COM | 419879101 |
| — | IMMUNOMEDICS INC | 570,000 | $398 | 0.0% | $0.67 | — | NOTE 4.750% 2/1 | 452907ak4 |
| WMB | WILLIAMS COS INC DEL | 18,400 | $398 | 0.0% | $19.05 | -37.2% | COM | 969457100 |
| CTRA | CABOT OIL & GAS CORP | 15,264 | $393 | 0.0% | $22.72 | -23.1% | COM | 127097103 |
| AFL | AFLAC INC | 5,430 | $392 | 0.0% | $52.76 | -48.3% | COM | 001055102 |
| FCX | FREEPORT-MCMORAN INC | 34,807 | $388 | 0.0% | $33.71 | -70.2% | CL B | 35671D857 |
| MSFT | MICROSOFT CORP | 7,569 | $387 | 0.0% | $32.26 | +42.5% | COM | 594918104 |
| AAL | AMERICAN AIRLS GROUP INC | 13,500 | $382 | 0.0% | $37.06 | -12.5% | COM | 02376R102 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $363 | 0.0% | $26.38 | — | COM | 025676206 |
| AYI | ACUITY BRANDS INC | 1,416 | $351 | 0.0% | $191.20 | +26.6% | COM | 00508Y102 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 11,000 | $350 | 0.0% | $28.23 | — | COM | 87157B103 |
| — | CITRIX SYS INC | 4,361 | $349 | 0.0% | $65.58 | — | COM | 177376100 |
| CWB | SPDR SERIES TRUST | 7,726 | $339 | 0.0% | $43.88 | — | BRC CNV SECS ETF | 78464A359 |
| NVS | NOVARTIS A G | 3,841 | $317 | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| MAS | MASCO CORP | 10,000 | $309 | 0.0% | $16.70 | +63.6% | COM | 574599106 |
| — | FLIR SYS INC | 9,755 | $302 | 0.0% | $32.95 | — | COM | 302445101 |
| COR | AMERISOURCEBERGEN CORP | 3,781 | $300 | 0.0% | $74.72 | -19.9% | COM | 03073E105 |
| EXPE | EXPEDIA INC DEL | 2,820 | $300 | 0.0% | $90.28 | +14.7% | COM NEW | 30212P303 |
| — | ROVI CORP | 19,000 | $297 | 0.0% | $15.55 | — | COM | 779376102 |
| PGR | PROGRESSIVE CORP OHIO | 8,800 | $295 | 0.0% | $22.26 | +12.7% | COM | 743315103 |
| MNST | MONSTER BEVERAGE CORP NEW | 1,725 | $277 | 0.0% | $22.27 | +8.3% | COM | 61174X109 |
| BMY | BRISTOL MYERS SQUIBB CO | 3,721 | $274 | 0.0% | $44.54 | +13.4% | COM | 110122108 |
| — | TIME WARNER INC | 3,635 | $267 | 0.0% | $77.93 | — | COM NEW | 887317303 |
| TSN | TYSON FOODS INC | 3,796 | $254 | 0.0% | $51.07 | 0.0% | CL A | 902494103 |
| — | INFINERA CORPORATION | 22,000 | $248 | 0.0% | $11.27 | — | COM | 45667G103 |
| ESBA | EMPIRE ST RLTY OP L P | 13,000 | $246 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 1,735 | $245 | 0.0% | $147.42 | 0.0% | SHS USD | G50871105 |
| — | GENERAL ELECTRIC CO | 7,766 | $244 | 0.0% | $26.40 | — | COM | 369604103 |
| ADBE | ADOBE SYS INC | 2,505 | $240 | 0.0% | $89.84 | +6.9% | COM | 00724F101 |
| — | TWITTER INC | 14,000 | $237 | 0.0% | $16.93 | — | COM | 90184L102 |
| MLM | MARTIN MARIETTA MATLS INC | 1,209 | $232 | 0.0% | $117.68 | +41.4% | COM | 573284106 |
| PCRX | PACIRA PHARMACEUTICALS INC | 6,500 | $219 | 0.0% | $68.39 | -28.1% | COM | 695127100 |
| — | FOOT LOCKER INC | 3,906 | $214 | 0.0% | $64.51 | — | COM | 344849104 |
| SWKS | SKYWORKS SOLUTIONS INC | 3,327 | $211 | 0.0% | $41.00 | +35.5% | COM | 83088M102 |
| — | PROSHARES TR II | 2,500 | $204 | 0.0% | $81.60 | — | ULSHT BLOOMB OIL | 74347W668 |
| EBS | EMERGENT BIOSOLUTIONS INC | 7,155 | $201 | 0.0% | $39.20 | 0.0% | COM | 29089Q105 |
| — | WALTER INVT MGMT CORP | 485,000 | $181 | 0.0% | $1.00 | — | NOTE 4.500%11/0 | 93317waa0 |
| — | WHITING PETE CORP NEW | 18,000 | $167 | 0.0% | $9.28 | — | COM | 966387102 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $166 | 0.0% | $11.07 | — | COM | 46146L101 |
| — | STREAMLINE HEALTH SOLUTIONS | 120,000 | $144 | 0.0% | $5.74 | — | COM | 86323X106 |
| BAC | BANK AMER CORP | 10,100 | $134 | 0.0% | $11.60 | -2.3% | COM | 060505104 |
| — | MERRIMACK PHARMACEUTICALS IN | 14,070 | $76 | 0.0% | $7.18 | — | COM | 590328100 |
| — | CHESAPEAKE ENERGY CORP | 30,000 | $28 | 0.0% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| — | COBALT INTL ENERGY INC | 18,250 | $24 | 0.0% | $1.32 | — | COM | 19075F106 |
| — | NAVIOS MARITIME PARTNERS L P | 18,000 | $23 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $8 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |