CIK: 0001009006 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 8, 2016
Total Value ($000): $2,814,027 (82.6% shares, 17.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| RJF | RAYMOND JAMES FINANCIAL INC | 734,045 | $42,729 | 1.5% | $35.79 | -10.4% | COM | 754730109 |
| MD | MEDNAX INC | 588,371 | $38,980 | 1.4% | $55.02 | +24.3% | COM | 58502B106 |
| — | GENESEE & WYO INC | 503,008 | $34,682 | 1.2% | $77.37 | — | CL A | 371559105 |
| — | CORNERSTONE ONDEMAND INC | 710,048 | $32,627 | 1.2% | $35.16 | — | COM | 21925Y103 |
| — | HMS HLDGS CORP | 1,415,102 | $31,373 | 1.1% | $20.77 | — | COM | 40425J101 |
| IDA | IDACORP INC | 399,252 | $31,253 | 1.1% | $46.30 | +70.4% | COM | 451107106 |
| LKQ | LKQ CORP | 873,503 | $30,974 | 1.1% | $21.84 | +42.5% | COM | 501889208 |
| HEI/A | HEICO CORP NEW | 496,772 | $30,060 | 1.1% | $26.48 | +8.4% | CL A | 422806208 |
| RNST | RENASANT CORP | 828,486 | $27,862 | 1.0% | $29.46 | +13.9% | COM | 75970E107 |
| — | REALPAGE INC | 1,065,108 | $27,373 | 1.0% | $20.99 | — | COM | 75606N109 |
| HCSG | HEALTHCARE SVCS GRP INC | 676,295 | $26,768 | 1.0% | $25.29 | +55.0% | COM | 421906108 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 556,983 | $26,033 | 0.9% | $40.75 | -0.4% | COM | 03820C105 |
| — | EDUCATION RLTY TR INC | 559,405 | $24,133 | 0.9% | $37.03 | — | COM NEW | 28140H203 |
| — | HUNTINGTON BANCSHARES INC | 16,705 | $23,909 | 0.8% | $1268.20 | — | PFD CONV SER A | 446150401 |
| KWR | QUAKER CHEM CORP | 224,370 | $23,768 | 0.8% | $82.18 | +18.8% | COM | 747316107 |
| ICLR | ICON PLC | 306,331 | $23,701 | 0.8% | $32.57 | +130.7% | SHS | G4705A100 |
| — | POLYONE CORP | 687,766 | $23,253 | 0.8% | $32.92 | — | COM | 73179P106 |
| — | WEST CORP | 1,052,650 | $23,243 | 0.8% | $24.52 | — | COM | 952355204 |
| AAPL | APPLE INC | 204,512 | $23,120 | 0.8% | $74.85 | -67.6% | COM | 037833100 |
| — | SPARTANNASH CO | 773,634 | $22,373 | 0.8% | $22.64 | — | COM | 847215100 |
| LFUS | LITTELFUSE INC | 170,547 | $21,968 | 0.8% | $88.86 | +37.9% | COM | 537008104 |
| RGEN | REPLIGEN CORP | 720,308 | $21,746 | 0.8% | $26.58 | +13.5% | COM | 759916109 |
| BLKB | BLACKBAUD INC | 327,230 | $21,708 | 0.8% | $25.61 | +158.6% | COM | 09227Q100 |
| WWD | WOODWARD INC | 343,099 | $21,437 | 0.8% | $40.73 | +38.9% | COM | 980745103 |
| — | WELLS FARGO & CO NEW | 16,066 | $21,034 | 0.7% | $480.78 | — | PERP PFD CNV A | 949746804 |
| — | ENDOLOGIX INC | 1,641,429 | $21,010 | 0.7% | $13.34 | — | COM | 29266S106 |
| — | INC RESH HLDGS INC | 471,123 | $21,003 | 0.7% | $44.28 | — | CL A | 45329R109 |
| SMTC | SEMTECH CORP | 720,960 | $19,992 | 0.7% | $26.00 | -0.9% | COM | 816850101 |
| RLI | RLI CORP | 291,562 | $19,931 | 0.7% | $16.63 | +48.3% | COM | 749607107 |
| FULT | FULTON FINL CORP PA | 1,365,266 | $19,824 | 0.7% | $8.69 | +12.5% | COM | 360271100 |
| — | MICROSEMI CORP | 468,462 | $19,666 | 0.7% | $24.73 | — | COM | 595137100 |
| — | SVB FINL GROUP | 166,726 | $18,430 | 0.7% | $76.98 | — | COM | 78486Q101 |
| AMSF | AMERISAFE INC | 312,514 | $18,370 | 0.7% | $24.95 | +11.7% | COM | 03071H100 |
| WLY | WILEY JOHN & SONS INC | 351,322 | $18,132 | 0.6% | $36.75 | +11.6% | CL A | 968223206 |
| ODFL | OLD DOMINION FGHT LINES INC | 263,924 | $18,108 | 0.6% | $30.36 | -28.5% | COM | 679580100 |
| MLI | MUELLER INDS INC | 545,468 | $17,684 | 0.6% | $22.55 | -39.4% | COM | 624756102 |
| — | TEAM HEALTH HOLDINGS INC | 540,314 | $17,593 | 0.6% | $44.54 | — | COM | 87817A107 |
| — | CORELOGIC INC | 446,154 | $17,498 | 0.6% | $32.84 | — | COM | 21871D103 |
| SXT | SENSIENT TECHNOLOGIES CORP | 226,344 | $17,157 | 0.6% | $44.86 | +63.6% | COM | 81725T100 |
| APH | AMPHENOL CORP NEW | 263,731 | $17,121 | 0.6% | $37.20 | -62.6% | CL A | 032095101 |
| — | COUSINS PPTYS INC | 1,586,449 | $16,563 | 0.6% | $9.62 | — | COM | 222795106 |
| ACIW | ACI WORLDWIDE INC | 848,015 | $16,435 | 0.6% | $23.86 | -20.5% | COM | 004498101 |
| TDY | TELEDYNE TECHNOLOGIES INC | 149,936 | $16,183 | 0.6% | $70.86 | +48.9% | COM | 879360105 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 487,660 | $15,678 | 0.6% | $25.57 | +23.9% | COM | 78467J100 |
| SM | SM ENERGY CO | 405,864 | $15,658 | 0.6% | $45.95 | -37.7% | COM | 78454L100 |
| — | K12 INC | 1,082,454 | $15,533 | 0.6% | $15.68 | — | COM | 48273U102 |
| — | IBERIABANK CORP | 231,155 | $15,515 | 0.6% | $55.25 | — | COM | 450828108 |
| — | BARNES GROUP INC | 377,111 | $15,292 | 0.5% | $36.99 | — | COM | 067806109 |
| — | CORESITE RLTY CORP | 206,258 | $15,271 | 0.5% | $33.66 | — | COM | 21870Q105 |
| PTC | PTC INC | 337,911 | $14,973 | 0.5% | $25.34 | +63.7% | COM | 69370C100 |
| — | NIC INC | 626,041 | $14,712 | 0.5% | $17.11 | — | COM | 62914B100 |
| MLKN | MILLER HERMAN INC | 513,813 | $14,695 | 0.5% | $21.82 | +19.8% | COM | 600544100 |
| WABC | WESTAMERICA BANCORPORATION | 282,699 | $14,384 | 0.5% | $38.26 | -5.2% | COM | 957090103 |
| TXRH | TEXAS ROADHOUSE INC | 358,663 | $13,999 | 0.5% | $21.48 | +78.3% | COM | 882681109 |
| DECK | DECKERS OUTDOOR CORP | 232,999 | $13,875 | 0.5% | $20.84 | -49.7% | COM | 243537107 |
| OHI | OMEGA HEALTHCARE INVS INC | 385,115 | $13,652 | 0.5% | $30.11 | — | COM | 681936100 |
| DHR | DANAHER CORP DEL | 168,548 | $13,212 | 0.5% | $46.76 | +43.9% | COM | 235851102 |
| BCPC | BALCHEM CORP | 169,405 | $13,134 | 0.5% | $57.22 | +10.1% | COM | 057665200 |
| PB | PROSPERITY BANCSHARES INC | 238,663 | $13,100 | 0.5% | $40.59 | -0.2% | COM | 743606105 |
| — | STARWOOD PPTY TR INC | 12,674,000 | $13,070 | 0.5% | $1.00 | — | NOTE 3.750%10/1 | 85571bac9 |
| MOH | MOLINA HEALTHCARE INC | 222,973 | $13,004 | 0.5% | $51.86 | +6.3% | COM | 60855R100 |
| PKG | PACKAGING CORP AMER | 158,744 | $12,900 | 0.5% | $39.99 | +44.9% | COM | 695156109 |
| NWL | NEWELL BRANDS INC | 243,822 | $12,840 | 0.5% | $31.35 | +11.1% | COM | 651229106 |
| BURL | BURLINGTON STORES INC | 155,496 | $12,598 | 0.4% | $53.00 | +45.9% | COM | 122017106 |
| — | CARRIZO OIL & GAS INC | 307,692 | $12,498 | 0.4% | $35.11 | — | COM | 144577103 |
| KHC | KRAFT HEINZ CO | 139,212 | $12,461 | 0.4% | $47.82 | +21.4% | COM | 500754106 |
| — | NOVELLUS SYS INC | 4,248,000 | $11,841 | 0.4% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| BRKR | BRUKER CORP | 516,837 | $11,706 | 0.4% | $16.27 | +35.7% | COM | 116794108 |
| RGP | RESOURCES CONNECTION INC | 774,355 | $11,569 | 0.4% | $13.56 | +10.0% | COM | 76122Q105 |
| — | VERIFONE SYS INC | 731,843 | $11,519 | 0.4% | $28.98 | — | COM | 92342Y109 |
| BKE | BUCKLE INC | 472,423 | $11,352 | 0.4% | $27.64 | -65.7% | COM | 118440106 |
| WAL | WESTERN ALLIANCE BANCORP | 296,916 | $11,146 | 0.4% | $30.86 | 0.0% | COM | 957638109 |
| OIS | OIL STS INTL INC | 352,609 | $11,132 | 0.4% | $48.90 | -37.1% | COM | 678026105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 173,754 | $11,099 | 0.4% | $72.62 | -18.8% | COM | 398905109 |
| — | ALBANY MOLECULAR RESH INC | 668,397 | $11,035 | 0.4% | $18.48 | — | COM | 012423109 |
| — | RUDOLPH TECHNOLOGIES INC | 620,229 | $11,003 | 0.4% | $13.38 | — | COM | 781270103 |
| CFR | CULLEN FROST BANKERS INC | 146,977 | $10,574 | 0.4% | $53.22 | -0.8% | COM | 229899109 |
| JNJ | JOHNSON & JOHNSON | 88,189 | $10,418 | 0.4% | $68.41 | +36.8% | COM | 478160104 |
| GCO | GENESCO INC | 191,137 | $10,409 | 0.4% | $68.97 | -8.5% | COM | 371532102 |
| JPM | JPMORGAN CHASE & CO | 155,648 | $10,365 | 0.4% | $43.26 | +17.5% | COM | 46625H100 |
| CNC | CENTENE CORP DEL | 153,079 | $10,250 | 0.4% | $32.73 | +6.1% | COM | 15135B101 |
| ZTS | ZOETIS INC | 192,826 | $10,029 | 0.4% | $31.14 | +51.2% | CL A | 98978V103 |
| RLJ | RLJ LODGING TR | 475,903 | $10,008 | 0.4% | $27.34 | — | COM | 74965L101 |
| MO | ALTRIA GROUP INC | 157,813 | $9,979 | 0.4% | $29.07 | +19.6% | COM | 02209S103 |
| WAB | WABTEC CORP | 120,592 | $9,846 | 0.3% | $69.38 | +0.1% | COM | 929740108 |
| — | INTEGRA LIFESCIENCES HLDGS C | 6,270,000 | $9,840 | 0.3% | $1.19 | — | NOTE 1.625%12/1 | 457985ak5 |
| CMC | COMMERCIAL METALS CO | 602,406 | $9,753 | 0.3% | $14.41 | -5.9% | COM | 201723103 |
| — | GREENBRIER COS INC | 8,578,000 | $9,746 | 0.3% | $1.38 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | RITCHIE BROS AUCTIONEERS | 276,167 | $9,685 | 0.3% | $24.52 | — | COM | 767744105 |
| GIII | G-III APPAREL GROUP LTD | 328,105 | $9,564 | 0.3% | $50.44 | -22.4% | COM | 36237H101 |
| — | SALESFORCE COM INC | 7,959,000 | $9,524 | 0.3% | $1.20 | — | NOTE 0.250% 4/0 | 79466lad6 |
| — | INTERVAL LEISURE GROUP INC | 546,608 | $9,385 | 0.3% | $21.67 | — | COM | 46113M108 |
| — | PALO ALTO NETWORKS INC | 6,085,000 | $9,280 | 0.3% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 126,561 | $8,810 | 0.3% | $58.37 | +5.3% | CL A | 989207105 |
| — | NVIDIA CORP | 2,579,000 | $8,789 | 0.3% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| PM | PHILIP MORRIS INTL INC | 89,753 | $8,726 | 0.3% | $70.37 | -11.5% | COM | 718172109 |
| — | MEDICINES CO | 5,904,000 | $8,716 | 0.3% | $1.30 | — | DBCV 1.375% 6/0 | 584688ac9 |
| — | AIR METHODS CORP | 276,340 | $8,702 | 0.3% | $40.23 | — | COM PAR $.06 | 009128307 |
| — | AARONS INC | 334,693 | $8,508 | 0.3% | $21.96 | — | COM PAR $0.50 | 002535300 |
| — | IMPERVA INC | 157,314 | $8,449 | 0.3% | $35.18 | — | COM | 45321L100 |
| PFE | PFIZER INC | 248,826 | $8,428 | 0.3% | $17.01 | +30.9% | COM | 717081103 |
| NMFC | NEW MTN FIN CORP | 610,231 | $8,397 | 0.3% | $10.76 | -53.3% | COM | 647551100 |
| — | FIDELITY NATIONAL FINANCIAL | 3,996,000 | $8,227 | 0.3% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | TESARO INC | 2,722,000 | $8,026 | 0.3% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| — | XPO LOGISTICS INC | 3,580,000 | $8,005 | 0.3% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | RYLAND GROUP INC | 6,649,000 | $7,973 | 0.3% | $1.42 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | PRICELINE GRP INC | 5,025,000 | $7,960 | 0.3% | $1.16 | — | NOTE 1.000% 3/1 | 741503aq9 |
| — | BERRY PLASTICS GROUP INC | 180,928 | $7,934 | 0.3% | $23.75 | — | COM | 08579W103 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 59,929 | $7,924 | 0.3% | $60.96 | +69.2% | COM | 22410J106 |
| UNP | UNION PAC CORP | 81,225 | $7,922 | 0.3% | $72.52 | +4.7% | COM | 907818108 |
| — | LUXFER HLDGS PLC | 669,523 | $7,760 | 0.3% | $16.78 | — | SPONSORED ADR | 550678106 |
| — | FRONTIER COMMUNICATIONS CORP | 92,581 | $7,753 | 0.3% | $96.59 | — | PFD CONV SER-A | 35906A207 |
| — | ANTHEM INC | 177,800 | $7,738 | 0.3% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| PPG | PPG INDS INC | 74,437 | $7,694 | 0.3% | $90.65 | -2.6% | COM | 693506107 |
| — | NXP SEMICONDUCTORS N V | 6,397,000 | $7,623 | 0.3% | $1.11 | — | DBCV 1.000%12/0 | 62952qab6 |
| VZ | VERIZON COMMUNICATIONS INC | 146,326 | $7,606 | 0.3% | $28.96 | +13.6% | COM | 92343V104 |
| — | INTEGRATED DEVICE TECHNOLOGY | 324,017 | $7,485 | 0.3% | $21.10 | — | COM | 458118106 |
| — | AIRTRAN HLDGS INC | 2,689,000 | $7,354 | 0.3% | $2.93 | — | NOTE 5.250%11/0 | 00949pad0 |
| — | TEVA PHARMACEUTICAL FIN LLC | 6,088,000 | $7,254 | 0.3% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | ON SEMICONDUCTOR CORP | 6,034,000 | $7,205 | 0.3% | $1.14 | — | NOTE 2.625%12/1 | 682189ah8 |
| — | NUVASIVE INC | 4,476,000 | $7,193 | 0.3% | $1.27 | — | NOTE 2.750% 7/0 | 670704ac9 |
| — | EBIX INC | 126,159 | $7,172 | 0.3% | $30.53 | — | COM NEW | 278715206 |
| MDLZ | MONDELEZ INTL INC | 162,847 | $7,149 | 0.3% | $25.31 | +39.1% | CL A | 609207105 |
| — | LIGAND PHARMACEUTICALS INC | 4,800,000 | $7,027 | 0.2% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| — | PROOFPOINT INC | 3,599,000 | $7,000 | 0.2% | $1.42 | — | NOTE 1.250%12/1 | 743424ab9 |
| — | LIBERTY INTERACTIVE LLC | 6,500,000 | $6,871 | 0.2% | $1.06 | — | DEB 1.750% 9/3 | 530610ad6 |
| CSGS | CSG SYS INTL INC | 165,705 | $6,849 | 0.2% | $26.66 | +29.5% | COM | 126349109 |
| — | BANK AMER CORP | 5,532 | $6,804 | 0.2% | $1148.16 | — | 7.25%CNV PFD L | 060505682 |
| — | GRAMERCY PPTY TR | 676,494 | $6,521 | 0.2% | $7.98 | — | COM | 385002100 |
| — | MICRON TECHNOLOGY INC | 7,265,000 | $6,513 | 0.2% | $1.15 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | SPANSION LLC | 2,753,000 | $6,465 | 0.2% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| VOD | VODAFONE GROUP PLC NEW | 220,380 | $6,424 | 0.2% | $35.96 | — | SPNSR ADR | 92857W308 |
| — | HORIZON PHARMA INVT LTD | 6,284,000 | $6,114 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | CBS CORP NEW | 110,714 | $6,060 | 0.2% | $56.94 | — | CL B | 124857202 |
| SNA | SNAP ON INC | 39,656 | $6,026 | 0.2% | $125.54 | -2.1% | COM | 833034101 |
| — | FORUM ENERGY TECHNOLOGIES IN | 299,713 | $5,952 | 0.2% | $19.72 | — | COM | 34984V100 |
| — | CYRUSONE INC | 124,092 | $5,903 | 0.2% | $22.95 | — | COM | 23283R100 |
| — | STARWOOD WAYPOINT RESIDENTL | 5,463,000 | $5,880 | 0.2% | $1.02 | — | NOTE 4.500%10/1 | 85571wad1 |
| — | WRIGHT MED GROUP N V | 237,196 | $5,818 | 0.2% | $17.37 | — | ORD SHS 0.03 PAR | N96617118 |
| — | XILINX INC | 3,042,000 | $5,738 | 0.2% | $1.50 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | DRIL-QUIP INC | 102,855 | $5,733 | 0.2% | $75.51 | — | COM | 262037104 |
| — | MERITAGE HOMES CORP | 5,672,000 | $5,663 | 0.2% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| FTV | FORTIVE CORP | 110,169 | $5,608 | 0.2% | $30.87 | 0.0% | COM | 34959J108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 38,533 | $5,567 | 0.2% | $139.84 | +4.6% | CL B NEW | 084670702 |
| ROST | ROSS STORES INC | 86,347 | $5,552 | 0.2% | $51.00 | +9.9% | COM | 778296103 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,849,000 | $5,453 | 0.2% | $1.10 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | MOLINA HEALTHCARE INC | 4,577,000 | $5,452 | 0.2% | $1.12 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | ALBANY MOLECULAR RESH INC | 4,582,000 | $5,424 | 0.2% | $1.20 | — | NOTE 2.250%11/1 | 012423ab5 |
| — | JIVE SOFTWARE INC | 1,265,828 | $5,392 | 0.2% | $11.16 | — | COM | 47760A108 |
| — | MRC GLOBAL INC | 328,149 | $5,391 | 0.2% | $16.43 | — | COM | 55345K103 |
| — | FCB FINL HLDGS INC | 139,230 | $5,351 | 0.2% | $30.25 | — | CL A | 30255G103 |
| — | AMAG PHARMACEUTICALS INC | 4,726,000 | $5,346 | 0.2% | $1.18 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,335 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | WAGEWORKS INC | 87,472 | $5,328 | 0.2% | $31.87 | — | COM | 930427109 |
| — | CONTROL4 CORP | 431,221 | $5,295 | 0.2% | $11.78 | — | COM | 21240D107 |
| NEE | NEXTERA ENERGY INC | 42,775 | $5,232 | 0.2% | $14.51 | +71.1% | COM | 65339F101 |
| DIS | DISNEY WALT CO | 56,273 | $5,226 | 0.2% | $98.05 | -9.4% | COM DISNEY | 254687106 |
| — | PROOFPOINT INC | 68,454 | $5,124 | 0.2% | $26.97 | — | COM | 743424103 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 101,288 | $5,019 | 0.2% | $32.00 | +62.8% | COM | 00404A109 |
| — | TWITTER INC | 5,186,000 | $4,985 | 0.2% | $0.87 | — | NOTE 0.250% 9/1 | 90184lab8 |
| AMAT | APPLIED MATLS INC | 160,906 | $4,851 | 0.2% | $22.60 | +11.1% | COM | 038222105 |
| — | DEPOMED INC | 3,373,000 | $4,820 | 0.2% | $1.28 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | KEYCORP NEW | 35,216 | $4,789 | 0.2% | $79.91 | — | PFD 7.75% SR A | 493267405 |
| EEFT | EURONET WORLDWIDE INC | 57,934 | $4,741 | 0.2% | $52.20 | +46.8% | COM | 298736109 |
| — | ALERE INC | 13,800 | $4,723 | 0.2% | $270.49 | — | PERP PFD CONV SE | 01449J204 |
| XOM | EXXON MOBIL CORP | 54,014 | $4,714 | 0.2% | $69.43 | -15.7% | COM | 30231G102 |
| — | MOBILEYE N V AMSTELVEEN | 110,204 | $4,691 | 0.2% | $46.46 | — | ORD SHS | N51488117 |
| — | PLANTRONICS INC NEW | 90,093 | $4,681 | 0.2% | $40.78 | — | COM | 727493108 |
| — | ENCORE CAP GROUP INC | 5,557,000 | $4,640 | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| NVO | NOVO-NORDISK A S | 111,550 | $4,639 | 0.2% | $68.29 | — | ADR | 670100205 |
| — | LAZARD LTD | 127,368 | $4,631 | 0.2% | $38.78 | — | SHS A | G54050102 |
| — | COLONY CAP INC | 4,622,000 | $4,587 | 0.2% | $1.00 | — | NOTE 5.000% 4/1 | 19624raa4 |
| FNF | FIDELITY NATIONAL FINANCIAL | 123,850 | $4,571 | 0.2% | $17.29 | +3.1% | FNF GROUP COM | 31620R303 |
| T | AT&T INC | 110,545 | $4,489 | 0.2% | $17.17 | -5.1% | COM | 00206R102 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,603,000 | $4,482 | 0.2% | $0.97 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | DYCOM INDS INC | 4,100,000 | $4,479 | 0.2% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | LUXOTTICA GROUP S P A | 93,450 | $4,469 | 0.2% | $43.44 | — | SPONSORED ADR | 55068R202 |
| — | LINKEDIN CORP | 23,304 | $4,454 | 0.2% | $196.35 | — | COM CL A | 53578A108 |
| — | AMSURG CORP | 35,016 | $4,434 | 0.2% | $139.36 | — | PFD CNV SR A-1 % | 03232P504 |
| — | FIREEYE INC | 4,775,000 | $4,417 | 0.2% | $0.90 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | STANDARD PAC CORP NEW | 4,229,000 | $4,398 | 0.2% | $1.15 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| — | ON ASSIGNMENT INC | 119,728 | $4,345 | 0.2% | $33.75 | — | COM | 682159108 |
| HON | HONEYWELL INTL INC | 36,831 | $4,294 | 0.2% | $68.71 | +25.2% | COM | 438516106 |
| — | SINA CORP | 4,179,000 | $4,184 | 0.1% | $0.98 | — | NOTE 1.000%12/0 | 82922rad5 |
| — | CORNERSTONE ONDEMAND INC | 3,818,000 | $4,163 | 0.1% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | CEMEX SAB DE CV | 3,709,000 | $4,163 | 0.1% | $1.16 | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | SWIFT TRANSN CO | 193,113 | $4,146 | 0.1% | $14.58 | — | CL A | 87074U101 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 230,105 | $4,110 | 0.1% | $13.88 | 0.0% | COM | 02553E106 |
| — | COHERENT INC | 36,888 | $4,078 | 0.1% | $91.77 | — | COM | 192479103 |
| — | WELLTOWER INC | 61,063 | $4,075 | 0.1% | $64.09 | — | 6.50% PFD PREPET | 95040Q203 |
| PRIM | PRIMORIS SVCS CORP | 197,775 | $4,074 | 0.1% | $21.93 | -14.0% | COM | 74164F103 |
| — | HANESBRANDS INC | 159,566 | $4,029 | 0.1% | $38.79 | — | COM | 410345102 |
| — | MICROCHIP TECHNOLOGY INC | 1,556,000 | $4,023 | 0.1% | $1.47 | — | SDCV 2.125%12/1 | 595017ab0 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 59,870 | $4,005 | 0.1% | $42.14 | +59.8% | COM | 109194100 |
| GOOG | ALPHABET INC | 5,140 | $3,995 | 0.1% | $36.53 | +3.2% | CAP STK CL C | 02079K107 |
| QCOM | QUALCOMM INC | 58,050 | $3,976 | 0.1% | $60.17 | -22.0% | COM | 747525103 |
| — | ORBOTECH LTD | 134,263 | $3,976 | 0.1% | $25.55 | — | ORD | M75253100 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,962,000 | $3,959 | 0.1% | $0.99 | — | NOTE 3.000% 8/0 | 02917taa2 |
| — | WEATHERFORD INTL LTD | 3,506,000 | $3,944 | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | WORKDAY INC | 3,000,000 | $3,904 | 0.1% | $1.21 | — | NOTE 1.500% 7/1 | 98138had3 |
| — | VERISIGN INC | 1,701,000 | $3,895 | 0.1% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | EPR PPTYS | 104,015 | $3,894 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 221,885 | $3,856 | 0.1% | $8.28 | +12.9% | SH BEN INT | 20451Q104 |
| MPAA | MOTORCAR PTS AMER INC | 133,755 | $3,849 | 0.1% | $24.22 | +16.1% | COM | 620071100 |
| — | AKAMAI TECHNOLOGIES INC | 3,929,000 | $3,848 | 0.1% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| — | CROWN CASTLE INTL CORP NEW | 34,017 | $3,843 | 0.1% | $102.41 | — | CNV PFD STK SR A | 22822V200 |
| — | CALAMP CORP | 4,060,000 | $3,818 | 0.1% | $0.94 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | BANK OF THE OZARKS INC | 98,317 | $3,775 | 0.1% | $41.59 | — | COM | 063904106 |
| — | SUNPOWER CORP | 4,126,000 | $3,765 | 0.1% | $1.35 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,150,000 | $3,760 | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| CNS | COHEN & STEERS INC | 87,936 | $3,759 | 0.1% | $25.05 | +8.3% | COM | 19247A100 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3,740 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| DY | DYCOM INDS INC | 45,629 | $3,732 | 0.1% | $70.81 | +24.7% | COM | 267475101 |
| — | SHUTTERFLY INC | 3,784,000 | $3,730 | 0.1% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | ALCOA INC | 111,124 | $3,653 | 0.1% | $48.93 | — | DEP SHS 1/10TH | 013817309 |
| CVX | CHEVRON CORP NEW | 35,430 | $3,646 | 0.1% | $80.00 | -14.4% | COM | 166764100 |
| — | SEACOR HOLDINGS INC | 3,605,000 | $3,628 | 0.1% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | AETNA INC NEW | 31,316 | $3,615 | 0.1% | $48.25 | — | COM | 00817Y108 |
| — | IAC INTERACTIVECORP | 57,650 | $3,601 | 0.1% | $62.30 | — | COM | 44919P508 |
| MTSI | MACOM TECH SOLUTIONS HLDGS I | 82,483 | $3,492 | 0.1% | $34.58 | +13.4% | COM | 55405Y100 |
| — | T MOBILE US INC | 44,546 | $3,474 | 0.1% | $60.82 | — | CONV PFD SER A | 872590203 |
| — | RTW HLDGS INC | 3,400,000 | $3,464 | 0.1% | $0.93 | — | NOTE 5.625%11/1 | 749772ab5 |
| — | INTERACTIVE INTELLIGENCE GRO | 3,000,000 | $3,460 | 0.1% | $0.95 | — | NOTE 1.250% 6/0 | 45841vab5 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,686 | $3,441 | 0.1% | $44.18 | — | COM | 26138E109 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 67,756 | $3,431 | 0.1% | $44.95 | +10.8% | COM | 64125C109 |
| — | INPHI CORP | 78,693 | $3,424 | 0.1% | $33.02 | — | COM | 45772F107 |
| — | MOLINA HEALTHCARE INC | 2,217,000 | $3,370 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | DERMIRA INC | 99,215 | $3,355 | 0.1% | $23.34 | — | COM | 24983L104 |
| — | HEADWATERS INC | 198,052 | $3,351 | 0.1% | $17.30 | — | COM | 42210P102 |
| PDFS | PDF SOLUTIONS INC | 184,385 | $3,350 | 0.1% | $13.38 | +21.8% | COM | 693282105 |
| — | MICRON TECHNOLOGY INC | 1,868,000 | $3,299 | 0.1% | $1.46 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | NATIONAL CINEMEDIA INC | 224,062 | $3,298 | 0.1% | $15.68 | — | COM | 635309107 |
| MPWR | MONOLITHIC PWR SYS INC | 40,510 | $3,261 | 0.1% | $68.33 | 0.0% | COM | 609839105 |
| BGS | B & G FOODS INC NEW | 66,215 | $3,256 | 0.1% | $16.13 | +39.2% | COM | 05508R106 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $3,243 | 0.1% | $134052.62 | +63.6% | CL A | 084670108 |
| — | YAHOO INC | 3,156,000 | $3,235 | 0.1% | $1.06 | — | NOTE 12/0 | 984332af3 |
| — | NCI BUILDING SYS INC | 220,356 | $3,215 | 0.1% | $12.19 | — | COM NEW | 628852204 |
| GWRE | GUIDEWIRE SOFTWARE INC | 53,261 | $3,195 | 0.1% | $52.60 | +17.0% | COM | 40171V100 |
| MCD | MCDONALDS CORP | 27,571 | $3,181 | 0.1% | $86.04 | +9.9% | COM | 580135101 |
| — | ASPEN TECHNOLOGY INC | 67,560 | $3,161 | 0.1% | $46.79 | — | COM | 045327103 |
| — | KNOLL INC | 138,130 | $3,156 | 0.1% | $19.13 | — | COM NEW | 498904200 |
| APOG | APOGEE ENTERPRISES INC | 70,086 | $3,132 | 0.1% | $42.27 | -8.6% | COM | 037598109 |
| EPD | ENTERPRISE PRODS PARTNERS L | 113,032 | $3,123 | 0.1% | $45.13 | — | COM | 293792107 |
| FICO | FAIR ISAAC CORP | 24,985 | $3,113 | 0.1% | $124.73 | 0.0% | COM | 303250104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 19,499 | $3,102 | 0.1% | $128.86 | +16.5% | COM | 883556102 |
| — | MICROCHIP TECHNOLOGY INC | 2,416,000 | $3,094 | 0.1% | $1.02 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,000,000 | $3,079 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | SERVICENOW INC | 2,525,000 | $3,077 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| RBC | RBC BEARINGS INC | 40,080 | $3,065 | 0.1% | $63.98 | +19.5% | COM | 75524B104 |
| — | BROOKDALE SR LIVING INC | 3,050,000 | $3,048 | 0.1% | $1.02 | — | NOTE 2.750% 6/1 | 112463aa2 |
| GLOB | GLOBANT S A | 71,781 | $3,023 | 0.1% | $30.83 | +32.5% | COM | L44385109 |
| ARCC | ARES CAP CORP | 194,800 | $3,019 | 0.1% | $12.87 | -51.0% | COM | 04010L103 |
| — | CITRIX SYS INC | 2,656,000 | $3,008 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | WEBMD HEALTH CORP | 2,600,000 | $2,997 | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| STZ | CONSTELLATION BRANDS INC | 17,786 | $2,961 | 0.1% | $124.71 | +14.7% | CL A | 21036P108 |
| MMS | MAXIMUS INC | 52,340 | $2,960 | 0.1% | $58.20 | 0.0% | COM | 577933104 |
| CAL | CALERES INC | 116,045 | $2,935 | 0.1% | $26.96 | -17.5% | COM | 129500104 |
| V | VISA INC | 35,440 | $2,931 | 0.1% | $66.29 | +13.1% | COM CL A | 92826C839 |
| MKC | MCCORMICK & CO INC | 29,262 | $2,924 | 0.1% | $31.97 | +32.6% | COM NON VTG | 579780206 |
| SHW | SHERWIN WILLIAMS CO | 10,550 | $2,919 | 0.1% | $78.73 | +13.0% | COM | 824348106 |
| PBI | PITNEY BOWES INC | 159,552 | $2,897 | 0.1% | $20.53 | -10.6% | COM | 724479100 |
| HSIC | SCHEIN HENRY INC | 17,765 | $2,895 | 0.1% | $73.24 | -9.4% | COM | 806407102 |
| — | STERICYCLE INC | 43,736 | $2,887 | 0.1% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | CLARCOR INC | 42,890 | $2,788 | 0.1% | $61.80 | — | COM | 179895107 |
| NSA | NATIONAL STORAGE AFFILIATES | 131,530 | $2,754 | 0.1% | $20.83 | — | COM SHS BEN IN | 637870106 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,195,000 | $2,747 | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | WELLCARE HEALTH PLANS INC | 23,388 | $2,739 | 0.1% | $53.26 | — | COM | 94946T106 |
| AMZN | AMAZON COM INC | 3,259 | $2,729 | 0.1% | $31.50 | +21.5% | COM | 023135106 |
| — | RTI INTL METALS INC | 2,550,000 | $2,721 | 0.1% | $1.07 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | SPIRIT AIRLS INC | 63,407 | $2,697 | 0.1% | $47.26 | — | COM | 848577102 |
| META | FACEBOOK INC | 20,905 | $2,681 | 0.1% | $87.51 | +40.9% | CL A | 30303M102 |
| PG | PROCTER AND GAMBLE CO | 29,856 | $2,680 | 0.1% | $66.66 | +1.3% | COM | 742718109 |
| — | COLONY CAP INC | 145,600 | $2,654 | 0.1% | $20.79 | — | CL A | 19624R106 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,900 | $2,651 | 0.1% | $25.51 | +33.9% | COM | 416515104 |
| MANH | MANHATTAN ASSOCS INC | 45,639 | $2,630 | 0.1% | $56.94 | +5.8% | COM | 562750109 |
| — | STANLEY BLACK & DECKER INC | 20,596 | $2,600 | 0.1% | $67.35 | — | UNIT 11/17/20166 | 854502804 |
| — | ALON USA ENERGY INC | 2,720,000 | $2,597 | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| — | INCYTE CORP | 1,327,000 | $2,594 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | NEWPARK RES INC | 2,600,000 | $2,584 | 0.1% | $0.96 | — | NOTE 4.000%10/0 | 651718ac2 |
| — | KKR & CO L P DEL | 181,135 | $2,583 | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| BKU | BANKUNITED INC | 85,431 | $2,580 | 0.1% | $22.39 | +2.7% | COM | 06652K103 |
| — | SHUTTERFLY INC | 57,749 | $2,578 | 0.1% | $42.25 | — | COM | 82568P304 |
| HLF | HERBALIFE LTD | 41,450 | $2,569 | 0.1% | $26.86 | +17.6% | COM USD SHS | G4412G101 |
| — | SEMGROUP CORP | 72,510 | $2,564 | 0.1% | $35.36 | — | CL A | 81663A105 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 36,811 | $2,554 | 0.1% | $46.44 | +36.0% | COM | 808625107 |
| — | MGIC INVT CORP WIS | 2,000,000 | $2,552 | 0.1% | $1.10 | — | NOTE 2.000% 4/0 | 552848ae3 |
| — | TIFFANY & CO NEW | 35,105 | $2,550 | 0.1% | $83.10 | — | COM | 886547108 |
| PLCE | CHILDRENS PL INC | 31,866 | $2,545 | 0.1% | $51.17 | +61.0% | COM | 168905107 |
| — | SUMMIT MATLS INC | 136,891 | $2,539 | 0.1% | $20.46 | — | CL A | 86614U100 |
| FIVE | FIVE BELOW INC | 62,017 | $2,499 | 0.1% | $46.28 | 0.0% | COM | 33829M101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,058,000 | $2,494 | 0.1% | $2.36 | — | NOTE 1.750%12/0 | 874054ac3 |
| — | TTM TECHNOLOGIES INC | 1,886,000 | $2,492 | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | LIVE NATION ENTERTAINMENT IN | 2,305,000 | $2,489 | 0.1% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | CEPHEID | 47,225 | $2,488 | 0.1% | $52.68 | — | COM | 15670R107 |
| EVR | EVERCORE PARTNERS INC | 48,019 | $2,473 | 0.1% | $36.81 | +11.6% | CLASS A | 29977A105 |
| — | TRINITY INDS INC | 2,057,000 | $2,469 | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522af6 |
| — | MGIC INVT CORP WIS | 2,409,000 | $2,463 | 0.1% | $1.04 | — | NOTE 5.000% 5/0 | 552848ad5 |
| OSIS | OSI SYSTEMS INC | 37,317 | $2,440 | 0.1% | $62.55 | +0.8% | COM | 671044105 |
| CCS | CENTURY CMNTYS INC | 112,880 | $2,428 | 0.1% | $18.30 | -1.0% | COM | 156504300 |
| — | TYSON FOODS INC | 29,616 | $2,426 | 0.1% | $52.99 | — | UNIT 99/99/9999 | 902494301 |
| FIVN | FIVE9 INC | 154,525 | $2,423 | 0.1% | $10.14 | +34.6% | COM | 338307101 |
| PEB | PEBBLEBROOK HOTEL TR | 90,695 | $2,412 | 0.1% | $28.05 | — | COM | 70509V100 |
| ANF | ABERCROMBIE & FITCH CO | 150,430 | $2,390 | 0.1% | $16.19 | 0.0% | CL A | 002896207 |
| HOMB | HOME BANCSHARES INC | 114,470 | $2,382 | 0.1% | $21.50 | 0.0% | COM | 436893200 |
| — | REXNORD CORP NEW | 110,880 | $2,374 | 0.1% | $21.41 | — | COM | 76169B102 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 33,380 | $2,355 | 0.1% | $64.51 | 0.0% | COM | 477839104 |
| ABBV | ABBVIE INC | 37,094 | $2,340 | 0.1% | $39.10 | +12.3% | COM | 00287Y109 |
| — | PROS HOLDINGS INC | 2,350,000 | $2,325 | 0.1% | $0.89 | — | NOTE 2.000%12/0 | 74346yab9 |
| EW | EDWARDS LIFESCIENCES CORP | 19,263 | $2,322 | 0.1% | $36.20 | +4.0% | COM | 28176E108 |
| SFM | SPROUTS FMRS MKT INC | 112,460 | $2,322 | 0.1% | $25.59 | -13.3% | COM | 85208M102 |
| — | KATE SPADE & CO | 133,982 | $2,295 | 0.1% | $17.13 | — | COM | 485865109 |
| — | CTRIP COM INTL LTD | 2,100,000 | $2,288 | 0.1% | $1.05 | — | NOTE 1.000% 7/0 | 22943faf7 |
| JACK | JACK IN THE BOX INC | 23,674 | $2,271 | 0.1% | $67.42 | +40.7% | COM | 466367109 |
| — | NUANCE COMMUNICATIONS INC | 2,256,000 | $2,270 | 0.1% | $1.00 | — | NOTE 2.750%11/0 | 67020yaf7 |
| — | TASER INTL INC | 77,830 | $2,227 | 0.1% | $18.34 | — | COM | 87651B104 |
| — | TOLL BROS FIN CORP | 2,252,000 | $2,212 | 0.1% | $0.98 | — | NOTE 0.500% 9/1 | 88947eam2 |
| — | IGI LABORATORIES INC | 2,300,000 | $2,208 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575ab5 |
| GSM | FERROGLOBE PLC | 243,704 | $2,201 | 0.1% | $8.61 | -2.1% | SHS | G33856108 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,195 | 0.1% | $1.01 | — | NOTE 4.550% 3/0 | 85571baa3 |
| — | HORIZON PHARMA PLC | 119,350 | $2,164 | 0.1% | $18.13 | — | SHS | G4617B105 |
| SPY | SPDR S&P 500 ETF TR | 10,000 | $2,163 | 0.1% | $205.51 | — | TR UNIT | 78462F103 |
| IMMR | IMMERSION CORP | 264,800 | $2,161 | 0.1% | $8.02 | -7.7% | COM | 452521107 |
| — | VERINT SYS INC | 2,264,000 | $2,159 | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | NAVISTAR INTL CORP NEW | 2,250,000 | $2,154 | 0.1% | $0.96 | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | ON SEMICONDUCTOR CORP | 2,120,000 | $2,153 | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| PFGC | PERFORMANCE FOOD GROUP CO | 86,121 | $2,136 | 0.1% | $25.27 | +3.3% | COM | 71377A103 |
| — | CIENA CORP | 2,136,000 | $2,128 | 0.1% | $0.98 | — | NOTE 0.875% 6/1 | 171779ae1 |
| — | TRULIA INC | 1,383,000 | $2,122 | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| — | FINISH LINE INC | 90,729 | $2,094 | 0.1% | $20.19 | — | CL A | 317923100 |
| — | JAZZ INVESTMENTS I LTD | 2,041,000 | $2,068 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| DVN | DEVON ENERGY CORP NEW | 46,815 | $2,065 | 0.1% | $46.14 | -38.1% | COM | 25179M103 |
| BCC | BOISE CASCADE CO DEL | 81,018 | $2,058 | 0.1% | $19.36 | -10.9% | COM | 09739D100 |
| UNF | UNIFIRST CORP MASS | 15,449 | $2,037 | 0.1% | $106.68 | +10.2% | COM | 904708104 |
| NAVI | NAVIENT CORP | 140,100 | $2,027 | 0.1% | $16.89 | -17.5% | COM | 63938C108 |
| — | CEMPRA INC | 83,158 | $2,012 | 0.1% | $30.25 | — | COM | 15130J109 |
| ACAD | ACADIA PHARMACEUTICALS INC | 62,928 | $2,002 | 0.1% | $12.92 | +162.5% | COM | 004225108 |
| — | MODEL N INC | 178,800 | $1,986 | 0.1% | $11.05 | — | COM | 607525102 |
| — | ALLETE INC | 33,300 | $1,985 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| ALK | ALASKA AIR GROUP INC | 30,089 | $1,982 | 0.1% | $68.04 | -9.7% | COM | 011659109 |
| — | TESLA MTRS INC | 2,300,000 | $1,972 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| LUV | SOUTHWEST AIRLS CO | 48,526 | $1,887 | 0.1% | $34.27 | -0.8% | COM | 844741108 |
| — | THERAVANCE INC | 2,231,000 | $1,880 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| TXN | TEXAS INSTRS INC | 26,300 | $1,846 | 0.1% | $30.88 | +70.6% | COM | 882508104 |
| NKE | NIKE INC | 34,275 | $1,805 | 0.1% | $51.33 | -2.6% | CL B | 654106103 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 90,494 | $1,779 | 0.1% | $13.33 | — | COM | 65341D102 |
| — | CIENA CORP | 1,313,000 | $1,764 | 0.1% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| — | ENCORE CAP GROUP INC | 1,761,000 | $1,759 | 0.1% | $0.98 | — | NOTE 3.000%11/2 | 292554ad4 |
| — | U S CONCRETE INC | 37,673 | $1,735 | 0.1% | $59.64 | — | COM NEW | 90333L201 |
| PPL | PPL CORP | 49,809 | $1,722 | 0.1% | $18.74 | +26.1% | COM | 69351T106 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,428,000 | $1,712 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | HOLOGIC INC | 1,382,000 | $1,705 | 0.1% | $1.23 | — | FRNT 12/1 | 436440ag6 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1,691 | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | ARES CAP CORP | 1,647,000 | $1,672 | 0.1% | $1.02 | — | NOTE 4.875% 3/1 | 04010lag8 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,336,000 | $1,668 | 0.1% | $1.03 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,567,000 | $1,662 | 0.1% | $1.03 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | INFINERA CORPORATION | 1,586,000 | $1,662 | 0.1% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,479,000 | $1,656 | 0.1% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| LEG | LEGGETT & PLATT INC | 36,257 | $1,653 | 0.1% | $47.01 | +9.3% | COM | 524660107 |
| — | FIREEYE INC | 1,795,000 | $1,639 | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | HOWARD HUGHES CORP | 14,275 | $1,634 | 0.1% | $111.06 | — | COM | 44267D107 |
| — | AIR TRANSPORT SERVICES GRP I | 113,000 | $1,622 | 0.1% | $10.63 | — | COM | 00922R105 |
| FARM | FARMER BROS CO | 45,200 | $1,607 | 0.1% | $21.83 | +47.7% | COM | 307675108 |
| — | CHEMTURA CORP | 48,069 | $1,577 | 0.1% | $26.38 | — | COM NEW | 163893209 |
| — | PATTERSON COMPANIES INC | 34,045 | $1,564 | 0.1% | $47.10 | — | COM | 703395103 |
| — | SOTHEBYS | 40,724 | $1,548 | 0.1% | $42.74 | — | COM | 835898107 |
| NUS | NU SKIN ENTERPRISES INC | 23,750 | $1,539 | 0.1% | $23.99 | +73.2% | CL A | 67018T105 |
| LGIH | LGI HOMES INC | 41,600 | $1,533 | 0.1% | $20.76 | +69.9% | COM | 50187T106 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 21,614 | $1,533 | 0.1% | $63.12 | +1.1% | COM | 90400D108 |
| — | NEW MTN FIN CORP | 1,493,000 | $1,530 | 0.1% | $1.00 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | RED HAT INC | 18,900 | $1,528 | 0.1% | $74.89 | — | COM | 756577102 |
| — | ADVANCED MICRO DEVICES INC | 1,400,000 | $1,521 | 0.1% | $1.09 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | PARSLEY ENERGY INC | 45,200 | $1,515 | 0.1% | $27.37 | — | CL A | 701877102 |
| SLM | SLM CORP | 201,650 | $1,506 | 0.1% | $10.09 | -28.8% | COM | 78442P106 |
| — | QUOTIENT TECHNOLOGY INC | 113,000 | $1,504 | 0.1% | $12.00 | — | COM | 749119103 |
| — | 2U INC | 39,255 | $1,503 | 0.1% | $35.90 | — | COM | 90214J101 |
| — | PACIRA PHARMACEUTICALS INC | 982,000 | $1,473 | 0.1% | $3.25 | — | NOTE 3.250% 2/0 | 695127ab6 |
| — | SERVICESOURCE INTL INC | 1,519,000 | $1,461 | 0.1% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| AME | AMETEK INC NEW | 30,022 | $1,434 | 0.1% | $44.72 | +0.0% | COM | 031100100 |
| — | BLUCORA INC | 1,500,000 | $1,433 | 0.1% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| SYNA | SYNAPTICS INC | 24,205 | $1,418 | 0.1% | $84.91 | -35.3% | COM | 87157D109 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 54,071 | $1,409 | 0.1% | $46.88 | -38.5% | COM | 205306103 |
| — | VOCERA COMMUNICATIONS INC | 83,275 | $1,407 | 0.0% | $11.97 | — | COM | 92857F107 |
| — | TESLA MTRS INC | 863,000 | $1,401 | 0.0% | $1.76 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | TWENTY FIRST CENTY FOX INC | 56,950 | $1,379 | 0.0% | $33.81 | — | CL A | 90130A101 |
| EXR | EXTRA SPACE STORAGE INC | 17,339 | $1,377 | 0.0% | $50.62 | +16.9% | COM | 30225T102 |
| — | CHENIERE ENERGY INC | 2,126,000 | $1,350 | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | CUTERA INC | 113,000 | $1,347 | 0.0% | $11.23 | — | COM | 232109108 |
| CWB | SPDR SERIES TRUST | 28,577 | $1,325 | 0.0% | $45.69 | — | BRC CNV SECS ETF | 78464A359 |
| EA | ELECTRONIC ARTS INC | 15,320 | $1,308 | 0.0% | $44.53 | +74.7% | COM | 285512109 |
| — | ISTAR INC | 1,280,000 | $1,298 | 0.0% | $1.32 | — | NOTE 3.000%11/1 | 45031ubr1 |
| ROP | ROPER TECHNOLOGIES INC | 7,100 | $1,296 | 0.0% | $124.36 | +32.6% | COM | 776696106 |
| AL | AIR LEASE CORP | 45,200 | $1,292 | 0.0% | $28.27 | -13.8% | CL A | 00912X302 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $1,289 | 0.0% | $181.48 | +2.6% | COM | 666807102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 24,229 | $1,284 | 0.0% | $52.30 | +2.3% | COM | 00971T101 |
| — | MICRON TECHNOLOGY INC | 667,000 | $1,273 | 0.0% | $1.85 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | ELECTRONICS FOR IMAGING INC | 1,148,000 | $1,272 | 0.0% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | RED HAT INC | 991,000 | $1,257 | 0.0% | $1.27 | — | NOTE 0.250%10/0 | 756577ad4 |
| — | ECHO GLOBAL LOGISTICS INC | 1,313,000 | $1,243 | 0.0% | $1.07 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,017,000 | $1,198 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | STARWOOD PPTY TR INC | 1,007,000 | $1,138 | 0.0% | $1.09 | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | WRIGHT MED GROUP INC | 1,064,000 | $1,137 | 0.0% | $0.90 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | SAGE THERAPEUTICS INC | 24,163 | $1,113 | 0.0% | $49.04 | — | COM | 78667J108 |
| — | SYMANTEC CORP | 44,158 | $1,108 | 0.0% | $21.58 | — | COM | 871503108 |
| — | PROOFPOINT INC | 950,000 | $1,101 | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| ESNT | ESSENT GROUP LTD | 41,300 | $1,099 | 0.0% | $22.68 | 0.0% | COM | G3198U102 |
| EXP | EAGLE MATERIALS INC | 14,160 | $1,095 | 0.0% | $76.77 | 0.0% | COM | 26969P108 |
| NMIH | NMI HLDGS INC | 141,600 | $1,079 | 0.0% | $7.00 | 0.0% | CL A | 629209305 |
| — | ROVI CORP | 1,060,000 | $1,060 | 0.0% | $0.95 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | STARWOOD WAYPOINT RESIDENTL | 974,000 | $1,057 | 0.0% | $0.93 | — | NOTE 3.000% 7/0 | 85571wab5 |
| SPGI | S&P GLOBAL INC | 8,204 | $1,038 | 0.0% | $99.74 | +10.5% | COM | 78409V104 |
| — | DOMINION RES INC VA NEW | 20,060 | $1,013 | 0.0% | $50.50 | — | UNIT 08/15/2019 | 25746u836 |
| CDXS | CODEXIS INC | 226,000 | $1,003 | 0.0% | $3.66 | +14.7% | COM | 192005106 |
| — | AMERIGAS PARTNERS L P | 21,976 | $1,003 | 0.0% | $46.94 | — | UNIT L P INT | 030975106 |
| HXL | HEXCEL CORP NEW | 22,595 | $1,001 | 0.0% | $45.48 | -3.7% | COM | 428291108 |
| — | FIBROGEN INC | 47,605 | $985 | 0.0% | $24.68 | — | COM | 31572Q808 |
| IWM | ISHARES TR | 7,750 | $963 | 0.0% | $124.26 | — | RUSSELL 2000 ETF | 464287655 |
| — | ACORDA THERAPEUTICS INC | 1,176,000 | $962 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| LOPE | GRAND CANYON ED INC | 23,600 | $953 | 0.0% | $41.57 | 0.0% | COM | 38526M106 |
| NTRS | NORTHERN TR CORP | 14,000 | $952 | 0.0% | $50.14 | +4.6% | COM | 665859104 |
| — | KINDER MORGAN INC DEL | 18,557 | $950 | 0.0% | $40.12 | — | PFD SER A | 49456B200 |
| — | INCYTE CORP | 495,000 | $944 | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| — | EMERGENT BIOSOLUTIONS INC | 751,000 | $928 | 0.0% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| — | WORKDAY INC | 750,000 | $923 | 0.0% | $1.14 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | HURON CONSULTING GROUP INC | 910,000 | $923 | 0.0% | $1.02 | — | NOTE 1.250%10/0 | 447462ab8 |
| FANG | DIAMONDBACK ENERGY INC | 9,530 | $920 | 0.0% | $57.86 | +23.1% | COM | 25278X109 |
| — | BOTTOMLINE TECH DEL INC | 891,000 | $913 | 0.0% | $1.02 | — | NOTE 1.500%12/0 | 101388aa4 |
| SLB | SCHLUMBERGER LTD | 11,587 | $911 | 0.0% | $58.61 | +3.5% | COM | 806857108 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $903 | 0.0% | $19.14 | -9.6% | COM | 15189T107 |
| — | MEDIDATA SOLUTIONS INC | 763,000 | $900 | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| IBM | INTERNATIONAL BUSINESS MACHS | 5,398 | $857 | 0.0% | $120.94 | -15.9% | COM | 459200101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,175 | $855 | 0.0% | $38.69 | +25.1% | COM | 45866F104 |
| HEI | HEICO CORP NEW | 12,250 | $848 | 0.0% | $28.58 | +23.6% | COM | 422806109 |
| — | CARDTRONICS INC | 797,000 | $843 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| GILD | GILEAD SCIENCES INC | 10,600 | $839 | 0.0% | $65.75 | -12.1% | COM | 375558103 |
| — | RSP PERMIAN INC | 21,430 | $831 | 0.0% | $34.90 | — | COM | 74978Q105 |
| — | BARD C R INC | 3,655 | $820 | 0.0% | $224.35 | — | COM | 067383109 |
| — | DU PONT E I DE NEMOURS & CO | 12,163 | $815 | 0.0% | $47.51 | — | COM | 263534109 |
| — | TRINITY BIOTECH INVT LTD | 850,000 | $809 | 0.0% | $0.90 | — | NOTE 4.000% 4/0 | 89643qab4 |
| — | INTERPUBLIC GROUP COS INC | 36,217 | $809 | 0.0% | $16.29 | -1.6% | COM | 460690100 |
| — | PLAINS GP HLDGS L P | 61,750 | $799 | 0.0% | $25.84 | — | SHS A REP LTPN | 72651A108 |
| AMG | AFFILIATED MANAGERS GROUP | 5,513 | $798 | 0.0% | $149.25 | -7.1% | COM | 008252108 |
| EHTH | EHEALTH INC | 70,800 | $794 | 0.0% | $11.76 | 0.0% | COM | 28238P109 |
| — | CAPITAL SR LIVING CORP | 47,200 | $793 | 0.0% | $16.80 | — | COM | 140475104 |
| — | SEACOR HOLDINGS INC | 970,000 | $793 | 0.0% | $0.82 | — | NOTE 3.000%11/1 | 81170yab5 |
| AAOI | APPLIED OPTOELECTRONICS INC | 35,580 | $790 | 0.0% | $15.48 | 0.0% | COM | 03823U102 |
| — | UNITED TECHNOLOGIES CORP | 7,754 | $788 | 0.0% | $94.96 | — | COM | 913017109 |
| — | UNILEVER N V | 16,985 | $783 | 0.0% | $43.35 | — | N Y SHS NEW | 904784709 |
| — | LIBERTY MEDIA CORP DELAWARE | 748,000 | $783 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| COP | CONOCOPHILLIPS | 17,550 | $763 | 0.0% | $56.93 | -45.3% | COM | 20825C104 |
| ITGR | INTEGER HLDGS CORP | 35,046 | $760 | 0.0% | $25.58 | 0.0% | COM | 45826H109 |
| CTRA | CABOT OIL & GAS CORP | 28,945 | $747 | 0.0% | $20.60 | -11.5% | COM | 127097103 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 16,022 | $737 | 0.0% | $49.31 | — | ADR | 881624209 |
| CSCO | CISCO SYS INC | 23,217 | $736 | 0.0% | $19.45 | +18.6% | COM | 17275R102 |
| — | FINISAR CORP | 625,000 | $736 | 0.0% | $0.97 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | SCORPIO TANKERS INC | 158,200 | $732 | 0.0% | $4.63 | — | SHS | Y7542C106 |
| BMY | BRISTOL MYERS SQUIBB CO | 13,471 | $726 | 0.0% | $45.70 | +1.0% | COM | 110122108 |
| IBB | ISHARES TR | 2,500 | $724 | 0.0% | $289.60 | — | NASDQ BIOTEC ETF | 464287556 |
| — | INTERSECT ENT INC | 45,200 | $716 | 0.0% | $22.49 | — | COM | 46071F103 |
| TRN | TRINITY INDS INC | 29,500 | $713 | 0.0% | $12.13 | 0.0% | COM | 896522109 |
| — | SPARK THERAPEUTICS INC | 11,200 | $673 | 0.0% | $60.09 | — | COM | 84652J103 |
| TSN | TYSON FOODS INC | 8,856 | $661 | 0.0% | $54.95 | +5.3% | CL A | 902494103 |
| — | A H BELO CORP | 88,500 | $650 | 0.0% | $7.34 | — | COM CL A | 001282102 |
| HYG | ISHARES TR | 7,341 | $641 | 0.0% | $81.70 | — | IBOXX HI YD ETF | 464288513 |
| — | EZCORP INC | 650,000 | $641 | 0.0% | $0.73 | — | NOTE 2.625% 6/1 | 302301ab2 |
| — | MONMOUTH REAL ESTATE INVT CO | 44,800 | $639 | 0.0% | $10.43 | — | CL A | 609720107 |
| FISV | FISERV INC | 6,429 | $639 | 0.0% | $52.44 | 0.0% | COM | 337738108 |
| — | PLATFORM SPECIALTY PRODS COR | 77,550 | $629 | 0.0% | $14.73 | — | COM | 72766Q105 |
| D | DOMINION RES INC VA NEW | 8,175 | $607 | 0.0% | $47.92 | +5.6% | COM | 25746U109 |
| — | WEBMD HEALTH CORP | 585,000 | $607 | 0.0% | $1.04 | — | NOTE 2.500% 1/3 | 94770vaf9 |
| — | APACHE CORP | 9,428 | $602 | 0.0% | $85.13 | — | COM | 037411105 |
| TPH | TRI POINTE GROUP INC | 45,200 | $596 | 0.0% | $11.71 | +12.9% | COM | 87265H109 |
| — | CEDAR FAIR L P | 10,295 | $590 | 0.0% | $57.72 | — | DEPOSITRY UNIT | 150185106 |
| — | ENDOLOGIX INC | 597,000 | $578 | 0.0% | $0.97 | — | NOTE 2.250%12/1 | 29266saa4 |
| GOOGL | ALPHABET INC | 709 | $570 | 0.0% | $36.73 | +5.7% | CAP STK CL A | 02079K305 |
| WMB | WILLIAMS COS INC DEL | 18,400 | $565 | 0.0% | $19.05 | -14.8% | COM | 969457100 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $565 | 0.0% | $55.52 | -0.1% | COM | 209115104 |
| CASY | CASEYS GEN STORES INC | 4,666 | $561 | 0.0% | $105.94 | +13.4% | COM | 147528103 |
| — | MONSANTO CO NEW | 5,469 | $559 | 0.0% | $102.21 | — | COM | 61166W101 |
| — | CHESAPEAKE ENERGY CORP | 558,000 | $555 | 0.0% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| INTU | INTUIT | 5,040 | $554 | 0.0% | $89.52 | +16.5% | COM | 461202103 |
| TOL | TOLL BROTHERS INC | 18,488 | $552 | 0.0% | $35.58 | -18.8% | COM | 889478103 |
| CMCSA | COMCAST CORP NEW | 8,088 | $537 | 0.0% | $23.87 | +11.5% | CL A | 20030N101 |
| — | PDC ENERGY INC | 500,000 | $534 | 0.0% | $1.07 | — | NOTE 1.125% 9/1 | 69327rad3 |
| JBLU | JETBLUE AIRWAYS CORP | 29,500 | $509 | 0.0% | $23.08 | -25.9% | COM | 477143101 |
| — | OCLARO INC | 59,000 | $504 | 0.0% | $8.54 | — | COM NEW | 67555N206 |
| — | NEXTERA ENERGY INC | 10,000 | $495 | 0.0% | $49.50 | — | UNIT 09/01/2019 | 65339f820 |
| — | HD SUPPLY HLDGS INC | 15,385 | $492 | 0.0% | $29.26 | — | COM | 40416M105 |
| — | PIONEER NAT RES CO | 2,605 | $484 | 0.0% | $185.80 | — | COM | 723787107 |
| — | CLOVIS ONCOLOGY INC | 502,000 | $481 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| INCY | INCYTE CORP | 5,094 | $480 | 0.0% | $103.58 | -18.7% | COM | 45337C102 |
| — | IMMUNOMEDICS INC | 535,000 | $475 | 0.0% | $0.67 | — | NOTE 4.750% 2/1 | 452907ak4 |
| — | O REILLY AUTOMOTIVE INC NEW | 1,676 | $469 | 0.0% | $279.83 | — | COM | 67103h107 |
| STRL | STERLING CONSTRUCTION CO INC | 59,000 | $457 | 0.0% | $6.32 | 0.0% | COM | 859241101 |
| — | NUVECTRA CORP | 65,515 | $453 | 0.0% | $6.91 | — | COM | 67075N108 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $452 | 0.0% | $26.38 | — | COM | 025676206 |
| — | OREXIGEN THERAPEUTICS INC | 1,649,000 | $451 | 0.0% | $0.99 | — | NOTE 2.750%12/0 | 686164ab0 |
| PEP | PEPSICO INC | 4,089 | $445 | 0.0% | $71.19 | +13.9% | COM | 713448108 |
| EL | LAUDER ESTEE COS INC | 4,995 | $442 | 0.0% | $74.92 | +7.9% | CL A | 518439104 |
| SJT | SAN JUAN BASIN RTY TR | 74,000 | $437 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | CHESAPEAKE ENERGY CORP | 470,000 | $437 | 0.0% | $0.93 | — | NOTE 2.250%12/1 | 165167cb1 |
| MSFT | MICROSOFT CORP | 7,569 | $436 | 0.0% | $32.26 | +55.9% | COM | 594918104 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 13,746 | $435 | 0.0% | $23.82 | +8.1% | CL A | 099502106 |
| — | BARRETT BILL CORP | 78,296 | $435 | 0.0% | $20.50 | — | COM | 06846N104 |
| — | KITE PHARMA INC | 7,741 | $432 | 0.0% | $46.15 | — | COM | 49803L109 |
| — | PANERA BREAD CO | 2,118 | $412 | 0.0% | $204.86 | — | CL A | 69840w108 |
| CSL | CARLISLE COS INC | 3,816 | $391 | 0.0% | $72.48 | +27.9% | COM | 142339100 |
| AFL | AFLAC INC | 5,400 | $388 | 0.0% | $52.76 | -44.6% | COM | 001055102 |
| WFC | WELLS FARGO & CO NEW | 8,668 | $384 | 0.0% | $38.15 | -3.5% | COM | 949746101 |
| — | PROSHARES TR II | 4,750 | $384 | 0.0% | $81.24 | — | ULSHT BLOOMB OIL | 74347W668 |
| MLM | MARTIN MARIETTA MATLS INC | 2,128 | $381 | 0.0% | $143.69 | +23.8% | COM | 573284106 |
| — | HSN INC | 9,500 | $378 | 0.0% | $39.79 | — | COM | 404303109 |
| FCX | FREEPORT-MCMORAN INC | 34,047 | $370 | 0.0% | $33.71 | -69.1% | CL B | 35671D857 |
| AAL | AMERICAN AIRLS GROUP INC | 10,000 | $366 | 0.0% | $37.06 | -8.2% | COM | 02376R102 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 3,931 | $364 | 0.0% | $94.17 | 0.0% | COM | 09061G101 |
| HD | HOME DEPOT INC | 2,711 | $349 | 0.0% | $106.34 | 0.0% | COM | 437076102 |
| MAS | MASCO CORP | 10,000 | $343 | 0.0% | $16.70 | +80.0% | COM | 574599106 |
| — | FIREEYE INC | 23,000 | $339 | 0.0% | $14.74 | — | COM | 31816Q101 |
| DG | DOLLAR GEN CORP NEW | 4,834 | $338 | 0.0% | $76.16 | -1.5% | COM | 256677105 |
| CCI | CROWN CASTLE INTL CORP NEW | 3,308 | $312 | 0.0% | $64.92 | 0.0% | COM | 22822V101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 7,500 | $309 | 0.0% | $28.23 | — | COM | 87157B103 |
| NVS | NOVARTIS A G | 3,841 | $303 | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| — | SM ENERGY CO | 250,000 | $301 | 0.0% | $1.20 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | FOOT LOCKER INC | 4,377 | $296 | 0.0% | $64.84 | — | COM | 344849104 |
| AYI | ACUITY BRANDS INC | 1,115 | $295 | 0.0% | $191.20 | +35.0% | COM | 00508Y102 |
| BDC | BELDEN INC | 4,250 | $293 | 0.0% | $67.54 | 0.0% | COM | 077454106 |
| — | CITRIX SYS INC | 3,424 | $292 | 0.0% | $65.58 | — | COM | 177376100 |
| — | TIME WARNER INC | 3,635 | $289 | 0.0% | $77.93 | — | COM NEW | 887317303 |
| ADBE | ADOBE SYS INC | 2,505 | $272 | 0.0% | $89.84 | +11.7% | COM | 00724F101 |
| ESBA | EMPIRE ST RLTY OP L P | 13,000 | $271 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| — | WALTER INVT MGMT CORP | 455,000 | $268 | 0.0% | $1.00 | — | NOTE 4.500%11/0 | 93317waa0 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 3,928 | $266 | 0.0% | $47.04 | +23.6% | COM | 11133T103 |
| — | ILLUMINA INC | 250,000 | $260 | 0.0% | $1.04 | — | NOTE 6/1 | 452327af6 |
| EXPE | EXPEDIA INC DEL | 2,211 | $258 | 0.0% | $90.28 | +19.6% | COM NEW | 30212P303 |
| — | NATIONAL OILWELL VARCO INC | 6,997 | $257 | 0.0% | $36.73 | — | COM | 637071101 |
| — | HERBALIFE LTD | 250,000 | $248 | 0.0% | $0.99 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | BLUE BUFFALO PET PRODS INC | 10,344 | $246 | 0.0% | $23.78 | — | COM | 09531U102 |
| — | ROYAL DUTCH SHELL PLC | 4,814 | $241 | 0.0% | $50.06 | — | SPONS ADR A | 780259206 |
| — | FLIR SYS INC | 7,655 | $241 | 0.0% | $32.95 | — | COM | 302445101 |
| COR | AMERISOURCEBERGEN CORP | 2,973 | $240 | 0.0% | $74.72 | -14.0% | COM | 03073E105 |
| — | INFINERA CORPORATION | 26,200 | $237 | 0.0% | $10.92 | — | COM | 45667G103 |
| EOG | EOG RES INC | 2,300 | $222 | 0.0% | $65.14 | 0.0% | COM | 26875P101 |
| — | GENERAL ELECTRIC CO | 7,377 | $219 | 0.0% | $26.40 | — | COM | 369604103 |
| — | STREAMLINE HEALTH SOLUTIONS | 115,000 | $212 | 0.0% | $5.74 | — | COM | 86323X106 |
| TSCO | TRACTOR SUPPLY CO | 3,104 | $209 | 0.0% | $20.68 | -30.4% | COM | 892356106 |
| — | TWITTER INC | 9,000 | $207 | 0.0% | $16.93 | — | COM | 90184L102 |
| — | CIMAREX ENERGY CO | 1,500 | $202 | 0.0% | $134.67 | — | COM | 171798101 |
| — | CHART INDS INC | 200,000 | $197 | 0.0% | $0.98 | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | ACETO CORP | 10,000 | $190 | 0.0% | $19.00 | — | COM | 004446100 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $180 | 0.0% | $11.07 | — | COM | 46146L101 |
| BAC | BANK AMER CORP | 10,100 | $158 | 0.0% | $11.60 | +4.0% | COM | 060505104 |
| — | ARRAY BIOPHARMA INC | 22,000 | $148 | 0.0% | $6.73 | — | COM | 04269X105 |
| — | INVENSENSE INC | 150,000 | $144 | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 46123dab2 |
| — | MERRIMACK PHARMACEUTICALS IN | 19,000 | $121 | 0.0% | $6.97 | — | COM | 590328100 |
| — | KB HOME | 100,000 | $97 | 0.0% | $0.92 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | NAVIOS MARITIME PARTNERS L P | 18,000 | $25 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | COBALT INTL ENERGY INC | 18,250 | $23 | 0.0% | $1.32 | — | COM | 19075F106 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $12 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| RACE | FERRARI N V | 200 | $10 | 0.0% | $46.58 | 0.0% | COM | N3167Y103 |
| — | CINCINNATI BELL INC NEW | 150 | $8 | 0.0% | $53.33 | — | PFD CV DEP1/20 | 171871403 |
| — | ALZA CORP | 2,000 | $3 | 0.0% | $1.50 | — | SDCV 7/2 | 02261wab5 |
| — | LIBERTY MEDIA CORP | 3,000 | $2 | 0.0% | $0.67 | — | DEB 3.750% 2/1 | 530715al5 |