CIK: 0001009006 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Jan 31, 2017
Total Value ($000): $2,664,684 (81.9% shares, 18.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWO | ISHARES TR | 567,535 | $87,366 | 3.3% | $153.94 | — | RUS 2000 GRW ETF | 464287648 |
| RJF | RAYMOND JAMES FINANCIAL INC | 743,788 | $51,522 | 1.9% | $35.83 | +7.7% | COM | 754730109 |
| MD | MEDNAX INC | 585,313 | $39,017 | 1.5% | $55.02 | +18.2% | COM | 58502B106 |
| — | GENESEE & WYO INC | 507,418 | $35,220 | 1.3% | $77.37 | — | CL A | 371559105 |
| RNST | RENASANT CORP | 828,889 | $34,996 | 1.3% | $29.46 | +28.7% | COM | 75970E107 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 557,653 | $33,125 | 1.2% | $40.75 | +16.6% | COM | 03820C105 |
| IDA | IDACORP INC | 398,531 | $32,102 | 1.2% | $46.30 | +66.5% | COM | 451107106 |
| — | REALPAGE INC | 938,206 | $28,146 | 1.1% | $20.99 | — | COM | 75606N109 |
| — | SVB FINL GROUP | 162,523 | $27,899 | 1.0% | $76.98 | — | COM | 78486Q101 |
| — | SPARTANNASH CO | 699,522 | $27,659 | 1.0% | $22.64 | — | COM | 847215100 |
| HEI/A | HEICO CORP NEW | 402,821 | $27,352 | 1.0% | $26.48 | +20.8% | CL A | 422806208 |
| KWR | QUAKER CHEM CORP | 212,709 | $27,214 | 1.0% | $82.18 | +43.2% | COM | 747316107 |
| — | WEST CORP | 1,053,523 | $26,085 | 1.0% | $24.52 | — | COM | 952355204 |
| LFUS | LITTELFUSE INC | 170,727 | $25,911 | 1.0% | $88.86 | +60.5% | COM | 537008104 |
| HCSG | HEALTHCARE SVCS GRP INC | 661,379 | $25,906 | 1.0% | $25.29 | +51.1% | COM | 421906108 |
| LKQ | LKQ CORP | 839,040 | $25,717 | 1.0% | $21.84 | +34.1% | COM | 501889208 |
| — | CORNERSTONE ONDEMAND INC | 563,658 | $23,848 | 0.9% | $35.16 | — | COM | 21925Y103 |
| FULT | FULTON FINL CORP PA | 1,259,733 | $23,683 | 0.9% | $8.69 | +35.3% | COM | 360271100 |
| — | EDUCATION RLTY TR INC | 559,819 | $23,680 | 0.9% | $37.03 | — | COM NEW | 28140H203 |
| AAPL | APPLE INC | 203,580 | $23,579 | 0.9% | $74.85 | -65.1% | COM | 037833100 |
| — | HUNTINGTON BANCSHARES INC | 16,313 | $23,083 | 0.9% | $1268.20 | — | PFD CONV SER A | 446150401 |
| SMTC | SEMTECH CORP | 721,522 | $22,764 | 0.9% | $26.00 | +7.7% | COM | 816850101 |
| ODFL | OLD DOMINION FGHT LINES INC | 260,172 | $22,320 | 0.8% | $30.36 | -15.1% | COM | 679580100 |
| — | INC RESH HLDGS INC | 423,508 | $22,277 | 0.8% | $44.28 | — | CL A | 45329R109 |
| — | HMS HLDGS CORP | 1,221,324 | $22,179 | 0.8% | $20.77 | — | COM | 40425J101 |
| MLI | MUELLER INDS INC | 546,244 | $21,828 | 0.8% | $22.55 | -36.2% | COM | 624756102 |
| AMSF | AMERISAFE INC | 341,771 | $21,309 | 0.8% | $25.29 | +14.1% | COM | 03071H100 |
| ICLR | ICON PLC | 273,923 | $20,599 | 0.8% | $32.57 | +138.5% | SHS | G4705A100 |
| RGEN | REPLIGEN CORP | 665,276 | $20,504 | 0.8% | $26.58 | +16.3% | COM | 759916109 |
| — | POLYONE CORP | 639,089 | $20,476 | 0.8% | $32.92 | — | COM | 73179P106 |
| WLY | WILEY JOHN & SONS INC | 362,890 | $19,778 | 0.7% | $36.86 | +9.0% | CL A | 968223206 |
| — | K12 INC | 1,138,414 | $19,535 | 0.7% | $15.75 | — | COM | 48273U102 |
| — | WELLS FARGO & CO NEW | 16,424 | $19,462 | 0.7% | $496.13 | — | PERP PFD CNV A | 949746804 |
| BLKB | BLACKBAUD INC | 300,799 | $19,251 | 0.7% | $25.61 | +145.0% | COM | 09227Q100 |
| — | IBERIABANK CORP | 222,043 | $18,596 | 0.7% | $55.25 | — | COM | 450828108 |
| — | MICROSEMI CORP | 344,542 | $18,595 | 0.7% | $24.73 | — | COM | 595137100 |
| TDY | TELEDYNE TECHNOLOGIES INC | 150,136 | $18,467 | 0.7% | $70.86 | +63.2% | COM | 879360105 |
| RLI | RLI CORP | 292,314 | $18,454 | 0.7% | $16.63 | +35.6% | COM | 749607107 |
| CFR | CULLEN FROST BANKERS INC | 209,131 | $18,452 | 0.7% | $55.71 | +10.6% | COM | 229899109 |
| WAL | WESTERN ALLIANCE BANCORP | 374,537 | $18,244 | 0.7% | $32.20 | +15.9% | COM | 957638109 |
| — | CORESITE RLTY CORP | 227,792 | $18,080 | 0.7% | $37.98 | — | COM | 21870Q105 |
| TXRH | TEXAS ROADHOUSE INC | 371,330 | $17,913 | 0.7% | $22.04 | +71.7% | COM | 882681109 |
| — | BARNES GROUP INC | 377,327 | $17,893 | 0.7% | $36.99 | — | COM | 067806109 |
| SXT | SENSIENT TECHNOLOGIES CORP | 226,637 | $17,809 | 0.7% | $44.86 | +70.0% | COM | 81725T100 |
| WABC | WESTAMERICA BANCORPORATION | 282,880 | $17,802 | 0.7% | $38.26 | +11.1% | COM | 957090103 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 603,305 | $17,255 | 0.6% | $26.61 | +16.5% | COM | 78467J100 |
| RGP | RESOURCES CONNECTION INC | 895,903 | $17,246 | 0.6% | $13.89 | +15.3% | COM | 76122Q105 |
| PB | PROSPERITY BANCSHARES INC | 239,176 | $17,168 | 0.6% | $40.59 | +18.3% | COM | 743606105 |
| ACIW | ACI WORLDWIDE INC | 938,514 | $17,034 | 0.6% | $23.37 | -19.9% | COM | 004498101 |
| OIS | OIL STS INTL INC | 429,464 | $16,749 | 0.6% | $46.23 | -26.5% | COM | 678026105 |
| APH | AMPHENOL CORP NEW | 249,184 | $16,745 | 0.6% | $37.20 | -58.9% | CL A | 032095101 |
| — | COUSINS PPTYS INC | 1,956,153 | $16,647 | 0.6% | $9.41 | — | COM | 222795106 |
| — | CORELOGIC INC | 446,371 | $16,440 | 0.6% | $32.84 | — | COM | 21871D103 |
| PTC | PTC INC | 338,134 | $15,645 | 0.6% | $25.34 | +84.5% | COM | 69370C100 |
| MLKN | MILLER HERMAN INC | 430,825 | $14,734 | 0.6% | $21.82 | +13.6% | COM | 600544100 |
| PKG | PACKAGING CORP AMER | 170,393 | $14,453 | 0.5% | $41.63 | +53.9% | COM | 695156109 |
| RLJ | RLJ LODGING TR | 586,537 | $14,364 | 0.5% | $26.80 | — | COM | 74965L101 |
| DHR | DANAHER CORP DEL | 179,557 | $13,977 | 0.5% | $47.96 | +38.4% | COM | 235851102 |
| JPM | JPMORGAN CHASE & CO | 157,956 | $13,630 | 0.5% | $43.50 | +37.7% | COM | 46625H100 |
| DECK | DECKERS OUTDOOR CORP | 246,013 | $13,627 | 0.5% | $20.24 | -52.5% | COM | 243537107 |
| GPI | GROUP 1 AUTOMOTIVE INC | 173,879 | $13,552 | 0.5% | $72.62 | -5.4% | COM | 398905109 |
| SM | SM ENERGY CO | 383,247 | $13,214 | 0.5% | $45.95 | -29.7% | COM | 78454L100 |
| — | NOVELLUS SYS INC | 4,240,000 | $13,200 | 0.5% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| CMC | COMMERCIAL METALS CO | 602,871 | $13,131 | 0.5% | $14.41 | +14.2% | COM | 201723103 |
| — | STARWOOD PPTY TR INC | 12,750,000 | $13,056 | 0.5% | $1.00 | — | NOTE 3.750%10/1 | 85571bac9 |
| — | NIC INC | 523,564 | $12,513 | 0.5% | $17.11 | — | COM | 62914B100 |
| WWD | WOODWARD INC | 179,123 | $12,368 | 0.5% | $40.73 | +49.5% | COM | 980745103 |
| — | ALBANY MOLECULAR RESH INC | 655,312 | $12,294 | 0.5% | $18.48 | — | COM | 012423109 |
| OHI | OMEGA HEALTHCARE INVS INC | 385,383 | $12,047 | 0.5% | $30.11 | — | COM | 681936100 |
| BCPC | BALCHEM CORP | 141,322 | $11,860 | 0.4% | $57.22 | +30.8% | COM | 057665200 |
| — | AARONS INC | 358,503 | $11,469 | 0.4% | $22.63 | — | COM PAR $0.50 | 002535300 |
| MO | ALTRIA GROUP INC | 168,724 | $11,409 | 0.4% | $29.39 | +15.6% | COM | 02209S103 |
| — | RUDOLPH TECHNOLOGIES INC | 485,299 | $11,332 | 0.4% | $13.38 | — | COM | 781270103 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 67,307 | $11,239 | 0.4% | $65.52 | +56.6% | COM | 22410J106 |
| BRKR | BRUKER CORP | 517,249 | $10,955 | 0.4% | $16.27 | +29.8% | COM | 116794108 |
| — | RYLAND GROUP INC | 9,126,000 | $10,942 | 0.4% | $1.36 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | BANK AMER CORP | 9,371 | $10,880 | 0.4% | $1153.43 | — | 7.25%CNV PFD L | 060505682 |
| — | GREENBRIER COS INC | 8,574,000 | $10,798 | 0.4% | $1.38 | — | NOTE 3.500% 4/0 | 393657ah4 |
| BKE | BUCKLE INC | 472,722 | $10,778 | 0.4% | $27.64 | -69.1% | COM | 118440106 |
| MOH | MOLINA HEALTHCARE INC | 196,660 | $10,671 | 0.4% | $51.86 | +5.5% | COM | 60855R100 |
| — | VERIFONE SYS INC | 599,025 | $10,621 | 0.4% | $28.98 | — | COM | 92342Y109 |
| — | TESARO INC | 2,718,000 | $10,541 | 0.4% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| JNJ | JOHNSON & JOHNSON | 89,391 | $10,299 | 0.4% | $68.70 | +30.6% | COM | 478160104 |
| — | FORUM ENERGY TECHNOLOGIES IN | 467,101 | $10,276 | 0.4% | $20.54 | — | COM | 34984V100 |
| — | TEAM HEALTH HOLDINGS INC | 234,311 | $10,181 | 0.4% | $44.54 | — | COM | 87817A107 |
| WAB | WABTEC CORP | 120,396 | $9,995 | 0.4% | $69.38 | +12.6% | COM | 929740108 |
| — | ILG INC | 547,674 | $9,951 | 0.4% | $18.17 | — | COM | 44967H101 |
| — | SALESFORCE COM INC | 8,447,000 | $9,830 | 0.4% | $1.19 | — | NOTE 0.250% 4/0 | 79466lad6 |
| AMZN | AMAZON COM INC | 13,054 | $9,789 | 0.4% | $37.27 | +5.2% | COM | 023135106 |
| GIII | G-III APPAREL GROUP LTD | 328,293 | $9,704 | 0.4% | $50.44 | -42.6% | COM | 36237H101 |
| BURL | BURLINGTON STORES INC | 114,400 | $9,695 | 0.4% | $53.00 | +52.3% | COM | 122017106 |
| NWL | NEWELL BRANDS INC | 213,076 | $9,514 | 0.4% | $31.35 | +4.3% | COM | 651229106 |
| — | XPO LOGISTICS INC | 3,575,000 | $9,418 | 0.4% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | RITCHIE BROS AUCTIONEERS | 276,359 | $9,396 | 0.4% | $24.52 | — | COM | 767744105 |
| ZTS | ZOETIS INC | 175,508 | $9,395 | 0.4% | $31.14 | +52.1% | CL A | 98978V103 |
| GCO | GENESCO INC | 148,315 | $9,210 | 0.3% | $68.97 | -11.5% | COM | 371532102 |
| — | CARRIZO OIL & GAS INC | 239,291 | $8,938 | 0.3% | $35.11 | — | COM | 144577103 |
| — | AIR METHODS CORP | 276,764 | $8,815 | 0.3% | $40.23 | — | COM PAR $.06 | 009128307 |
| KHC | KRAFT HEINZ CO | 98,224 | $8,577 | 0.3% | $47.82 | +18.1% | COM | 500754106 |
| UNP | UNION PAC CORP | 81,845 | $8,486 | 0.3% | $72.52 | +10.7% | COM | 907818108 |
| — | ANTHEM INC | 177,522 | $8,347 | 0.3% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| PM | PHILIP MORRIS INTL INC | 89,763 | $8,212 | 0.3% | $70.37 | -17.2% | COM | 718172109 |
| — | MEDICINES CO | 5,897,000 | $8,155 | 0.3% | $1.30 | — | DBCV 1.375% 6/0 | 584688ac9 |
| CNC | CENTENE CORP DEL | 143,156 | $8,090 | 0.3% | $32.73 | -9.9% | COM | 15135B101 |
| PFE | PFIZER INC | 247,134 | $8,027 | 0.3% | $17.01 | +20.5% | COM | 717081103 |
| PFGC | PERFORMANCE FOOD GROUP CO | 329,785 | $7,915 | 0.3% | $24.14 | -1.6% | COM | 71377A103 |
| FTV | FORTIVE CORP | 146,711 | $7,868 | 0.3% | $31.12 | +2.4% | COM | 34959J108 |
| NMFC | NEW MTN FIN CORP | 557,778 | $7,865 | 0.3% | $10.76 | -51.7% | COM | 647551100 |
| VZ | VERIZON COMMUNICATIONS INC | 145,016 | $7,741 | 0.3% | $28.96 | +7.0% | COM | 92343V104 |
| — | PALO ALTO NETWORKS INC | 6,073,000 | $7,738 | 0.3% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| — | FIDELITY NATIONAL FINANCIAL | 3,987,000 | $7,715 | 0.3% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| MDLZ | MONDELEZ INTL INC | 172,415 | $7,643 | 0.3% | $25.84 | +34.4% | CL A | 609207105 |
| — | ENDOLOGIX INC | 1,282,158 | $7,334 | 0.3% | $13.34 | — | COM | 29266S106 |
| — | CBS CORP NEW | 115,273 | $7,334 | 0.3% | $57.21 | — | CL B | 124857202 |
| — | LUXFER HLDGS PLC | 663,779 | $7,229 | 0.3% | $16.78 | — | SPONSORED ADR | 550678106 |
| — | PRICELINE GRP INC | 4,507,000 | $7,093 | 0.3% | $1.16 | — | NOTE 1.000% 3/1 | 741503aq9 |
| — | LIGAND PHARMACEUTICALS INC | 4,800,000 | $6,952 | 0.3% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| — | MICRON TECHNOLOGY INC | 6,765,000 | $6,706 | 0.3% | $1.15 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | AMAG PHARMACEUTICALS INC | 4,724,000 | $6,686 | 0.3% | $1.18 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | TEVA PHARMACEUTICAL FIN LLC | 6,067,000 | $6,670 | 0.3% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| FNV | FRANCO NEVADA CORP | 111,521 | $6,664 | 0.3% | $55.59 | 0.0% | COM | 351858105 |
| — | FRONTIER COMMUNICATIONS CORP | 93,504 | $6,656 | 0.2% | $96.59 | — | PFD CONV SER-A | 35906A207 |
| — | PROOFPOINT INC | 3,595,000 | $6,650 | 0.2% | $1.42 | — | NOTE 1.250%12/1 | 743424ab9 |
| — | DYCOM INDS INC | 6,080,000 | $6,638 | 0.2% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| SNA | SNAP ON INC | 37,841 | $6,481 | 0.2% | $125.54 | +3.5% | COM | 833034101 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 74,599 | $6,398 | 0.2% | $58.37 | +27.0% | CL A | 989207105 |
| — | XILINX INC | 3,036,000 | $6,374 | 0.2% | $1.50 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | DRIL-QUIP INC | 103,095 | $6,191 | 0.2% | $75.51 | — | COM | 262037104 |
| — | SPANSION LLC | 2,750,000 | $6,150 | 0.2% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| STZ | CONSTELLATION BRANDS INC | 39,934 | $6,122 | 0.2% | $132.19 | +4.5% | CL A | 21036P108 |
| DIS | DISNEY WALT CO | 58,178 | $6,063 | 0.2% | $97.81 | -7.3% | COM DISNEY | 254687106 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $5,989 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,843,000 | $5,956 | 0.2% | $1.10 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | ALBANY MOLECULAR RESH INC | 4,573,000 | $5,939 | 0.2% | $1.20 | — | NOTE 2.250%11/1 | 012423ab5 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 36,408 | $5,934 | 0.2% | $139.84 | +10.1% | CL B NEW | 084670702 |
| — | STARWOOD WAYPOINT RESIDENTL | 5,455,000 | $5,860 | 0.2% | $1.02 | — | NOTE 4.500%10/1 | 85571wad1 |
| — | NVIDIA CORP | 1,075,000 | $5,699 | 0.2% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,616 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | JIVE SOFTWARE INC | 1,267,506 | $5,514 | 0.2% | $11.16 | — | COM | 47760A108 |
| — | DOW CHEM CO | 96,190 | $5,504 | 0.2% | $57.22 | — | COM | 260543103 |
| T | AT&T INC | 128,645 | $5,471 | 0.2% | $16.93 | -8.7% | COM | 00206R102 |
| — | TWITTER INC | 5,644,000 | $5,291 | 0.2% | $0.88 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | SEACOR HOLDINGS INC | 5,096,000 | $5,271 | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | ENCORE CAP GROUP INC | 5,550,000 | $5,205 | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| NEE | NEXTERA ENERGY INC | 42,925 | $5,128 | 0.2% | $14.51 | +63.5% | COM | 65339F101 |
| — | MICROCHIP TECHNOLOGY INC | 3,916,000 | $5,086 | 0.2% | $1.13 | — | NOTE 1.625% 2/1 | 595017ad6 |
| ROST | ROSS STORES INC | 76,721 | $5,033 | 0.2% | $51.00 | +17.2% | COM | 778296103 |
| — | LUXOTTICA GROUP S P A | 92,850 | $4,986 | 0.2% | $43.44 | — | SPONSORED ADR | 55068R202 |
| — | PLANTRONICS INC NEW | 90,187 | $4,939 | 0.2% | $40.78 | — | COM | 727493108 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,237,000 | $4,938 | 0.2% | $0.98 | — | NOTE 1.250% 7/0 | 01988pad0 |
| XOM | EXXON MOBIL CORP | 54,122 | $4,885 | 0.2% | $69.43 | -16.2% | COM | 30231G102 |
| AMAT | APPLIED MATLS INC | 147,830 | $4,770 | 0.2% | $22.60 | +21.6% | COM | 038222105 |
| — | STANDARD PAC CORP NEW | 4,620,000 | $4,768 | 0.2% | $1.14 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| — | COLONY CAP INC | 4,619,000 | $4,723 | 0.2% | $1.00 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | KEYCORP NEW | 35,071 | $4,713 | 0.2% | $79.91 | — | PFD 7.75% SR A | 493267405 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,600,000 | $4,702 | 0.2% | $0.97 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | CONTROL4 CORP | 454,052 | $4,631 | 0.2% | $11.71 | — | COM | 21240D107 |
| — | T MOBILE US INC | 48,768 | $4,603 | 0.2% | $63.73 | — | CONV PFD SER A | 872590203 |
| PPG | PPG INDS INC | 48,497 | $4,596 | 0.2% | $90.65 | -11.0% | COM | 693506107 |
| — | NAVISTAR INTL CORP NEW | 4,650,000 | $4,579 | 0.2% | $0.97 | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | ALERE INC | 13,775 | $4,479 | 0.2% | $270.49 | — | PERP PFD CONV SE | 01449J204 |
| — | FIREEYE INC | 4,775,000 | $4,401 | 0.2% | $0.90 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | MERITAGE HOMES CORP | 4,360,000 | $4,355 | 0.2% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| — | WEATHERFORD INTL LTD | 3,993,000 | $4,347 | 0.2% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| CVX | CHEVRON CORP NEW | 36,230 | $4,264 | 0.2% | $79.87 | -7.6% | COM | 166764100 |
| FNF | FIDELITY NATIONAL FINANCIAL | 123,650 | $4,199 | 0.2% | $17.29 | -3.7% | FNF GROUP COM | 31620R303 |
| — | ENVISION HEALTHCARE CORP | 35,185 | $4,186 | 0.2% | $118.97 | — | PFD CNV 5.25% A1 | 29414D209 |
| — | AKAMAI TECHNOLOGIES INC | 4,014,000 | $4,177 | 0.2% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| — | CORNERSTONE ONDEMAND INC | 3,987,000 | $4,161 | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | MICROCHIP TECHNOLOGY INC | 1,547,000 | $4,157 | 0.2% | $1.47 | — | SDCV 2.125%12/1 | 595017ab0 |
| — | CEMEX SAB DE CV | 3,697,000 | $4,156 | 0.2% | $1.16 | — | NOTE 3.750% 3/1 | 151290bc6 |
| GOOG | ALPHABET INC | 5,344 | $4,125 | 0.2% | $36.61 | +5.6% | CAP STK CL C | 02079K107 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 230,185 | $4,120 | 0.2% | $8.35 | +22.1% | SH BEN INT | 20451Q104 |
| SHW | SHERWIN WILLIAMS CO | 15,220 | $4,090 | 0.2% | $79.54 | +2.3% | COM | 824348106 |
| HON | HONEYWELL INTL INC | 35,031 | $4,058 | 0.2% | $68.71 | +22.5% | COM | 438516106 |
| — | RTI INTL METALS INC | 3,845,000 | $3,989 | 0.1% | $1.06 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | SHUTTERFLY INC | 3,924,000 | $3,961 | 0.1% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,955,000 | $3,957 | 0.1% | $0.99 | — | NOTE 3.000% 8/0 | 02917taa2 |
| — | CALAMP CORP | 4,060,000 | $3,938 | 0.1% | $0.94 | — | NOTE 1.625% 5/1 | 128126ab5 |
| NVO | NOVO-NORDISK A S | 109,650 | $3,932 | 0.1% | $68.29 | — | ADR | 670100205 |
| — | LAZARD LTD | 94,971 | $3,902 | 0.1% | $38.78 | — | SHS A | G54050102 |
| — | MICRON TECHNOLOGY INC | 1,855,000 | $3,888 | 0.1% | $1.46 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | DEPOMED INC | 3,371,000 | $3,867 | 0.1% | $1.28 | — | NOTE 2.500% 9/0 | 249908aa2 |
| QCOM | QUALCOMM INC | 59,050 | $3,850 | 0.1% | $60.04 | -13.0% | COM | 747525103 |
| HSIC | SCHEIN HENRY INC | 25,250 | $3,831 | 0.1% | $69.42 | -13.1% | COM | 806407102 |
| — | IAC INTERACTIVECORP | 58,650 | $3,800 | 0.1% | $62.34 | — | COM | 44919P508 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3,795 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | AETNA INC NEW | 30,535 | $3,787 | 0.1% | $48.25 | — | COM | 00817Y108 |
| — | ADVANCED MICRO DEVICES INC | 2,400,000 | $3,786 | 0.1% | $1.29 | — | NOTE 2.125% 9/0 | 007903bd8 |
| EPD | ENTERPRISE PRODS PARTNERS L | 139,632 | $3,776 | 0.1% | $41.68 | — | COM | 293792107 |
| — | VERISIGN INC | 1,695,000 | $3,774 | 0.1% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | ROYAL DUTCH SHELL PLC | 69,276 | $3,767 | 0.1% | $54.08 | — | SPONS ADR A | 780259206 |
| — | EPR PPTYS | 104,015 | $3,738 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $3,713 | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | WELLTOWER INC | 60,474 | $3,674 | 0.1% | $64.09 | — | 6.50% PFD PREPET | 95040Q203 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $3,662 | 0.1% | $134052.62 | +72.2% | CL A | 084670108 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,150,000 | $3,634 | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | PANDORA MEDIA INC | 3,500,000 | $3,598 | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 698354ab3 |
| — | COLONY CAP INC | 176,355 | $3,571 | 0.1% | $20.70 | — | CL A | 19624R106 |
| — | MOLINA HEALTHCARE INC | 3,072,000 | $3,506 | 0.1% | $1.12 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | MOBILEYE N V AMSTELVEEN | 91,713 | $3,496 | 0.1% | $46.46 | — | ORD SHS | N51488117 |
| — | DR PEPPER SNAPPLE GROUP INC | 38,085 | $3,453 | 0.1% | $44.67 | — | COM | 26138E109 |
| — | RTW HLDGS INC | 3,400,000 | $3,438 | 0.1% | $0.93 | — | NOTE 5.625%11/1 | 749772ab5 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3,415 | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| MCD | MCDONALDS CORP | 27,971 | $3,405 | 0.1% | $86.16 | +9.4% | COM | 580135101 |
| — | ARCONIC INC | 110,883 | $3,345 | 0.1% | $30.17 | — | PFD CONV B SER 1 | 03965L308 |
| — | CTRIP COM INTL LTD | 3,250,000 | $3,336 | 0.1% | $1.04 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | PDC ENERGY INC | 2,986,000 | $3,329 | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | WORKDAY INC | 3,000,000 | $3,309 | 0.1% | $1.21 | — | NOTE 1.500% 7/1 | 98138had3 |
| ARCC | ARES CAP CORP | 198,800 | $3,278 | 0.1% | $12.74 | -48.0% | COM | 04010L103 |
| BGS | B & G FOODS INC NEW | 72,715 | $3,185 | 0.1% | $16.56 | +26.3% | COM | 05508R106 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $3,179 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | SM ENERGY CO | 2,734,000 | $3,168 | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | TYSON FOODS INC | 46,056 | $3,121 | 0.1% | $58.26 | — | UNIT 99/99/9999 | 902494301 |
| — | BROOKDALE SR LIVING INC | 3,178,000 | $3,093 | 0.1% | $1.01 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | CITRIX SYS INC | 2,650,000 | $3,067 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | MGIC INVT CORP WIS | 2,000,000 | $2,965 | 0.1% | $1.10 | — | NOTE 2.000% 4/0 | 552848ae3 |
| — | ALON USA ENERGY INC | 2,814,000 | $2,965 | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| — | WEBMD HEALTH CORP | 2,600,000 | $2,936 | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,600 | $2,935 | 0.1% | $25.51 | +47.5% | COM | 416515104 |
| — | SUNPOWER CORP | 3,118,000 | $2,845 | 0.1% | $1.35 | — | DBCV 0.750% 6/0 | 867652ag4 |
| V | VISA INC | 36,100 | $2,817 | 0.1% | $66.46 | +13.5% | COM CL A | 92826C839 |
| — | STERICYCLE INC | 43,720 | $2,775 | 0.1% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| TMO | THERMO FISHER SCIENTIFIC INC | 19,219 | $2,712 | 0.1% | $128.86 | +11.6% | COM | 883556102 |
| — | INCYTE CORP | 1,321,000 | $2,702 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| MKC | MCCORMICK & CO INC | 28,767 | $2,685 | 0.1% | $31.97 | +22.6% | COM NON VTG | 579780206 |
| — | TIFFANY & CO NEW | 34,205 | $2,648 | 0.1% | $83.10 | — | COM | 886547108 |
| — | TRINITY INDS INC | 2,048,000 | $2,627 | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522af6 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,189,000 | $2,581 | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| PG | PROCTER AND GAMBLE CO | 30,206 | $2,540 | 0.1% | $66.66 | +0.2% | COM | 742718109 |
| — | SYNERGY PHARMACEUTICALS DEL | 413,882 | $2,521 | 0.1% | $6.09 | — | COM NEW | 871639308 |
| — | MGIC INVT CORP WIS | 2,468,000 | $2,517 | 0.1% | $1.04 | — | NOTE 5.000% 5/0 | 552848ad5 |
| — | LIVE NATION ENTERTAINMENT IN | 2,291,000 | $2,447 | 0.1% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | NUANCE COMMUNICATIONS INC | 2,399,000 | $2,414 | 0.1% | $1.01 | — | NOTE 2.750%11/0 | 67020yaf7 |
| — | SERVICENOW INC | 2,020,000 | $2,382 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | NAVISTAR INTL CORP NEW | 2,400,000 | $2,370 | 0.1% | $0.99 | — | NOTE 4.750% 4/1 | 63934eas7 |
| ABBV | ABBVIE INC | 37,679 | $2,359 | 0.1% | $39.14 | +6.8% | COM | 00287Y109 |
| — | WORKDAY INC | 2,242,000 | $2,356 | 0.1% | $1.08 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | TOLL BROS FIN CORP | 2,372,000 | $2,333 | 0.1% | $0.98 | — | NOTE 0.500% 9/1 | 88947eam2 |
| — | RED HAT INC | 1,987,000 | $2,330 | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| — | PROS HOLDINGS INC | 2,350,000 | $2,306 | 0.1% | $0.89 | — | NOTE 2.000%12/0 | 74346yab9 |
| META | FACEBOOK INC | 20,030 | $2,304 | 0.1% | $87.51 | +39.4% | CL A | 30303M102 |
| — | TRULIA INC | 1,383,000 | $2,272 | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| NAVI | NAVIENT CORP | 138,000 | $2,267 | 0.1% | $16.89 | -7.9% | COM | 63938C108 |
| — | CIENA CORP | 2,260,000 | $2,254 | 0.1% | $0.98 | — | NOTE 0.875% 6/1 | 171779ae1 |
| SLM | SLM CORP | 201,650 | $2,222 | 0.1% | $10.09 | -11.0% | COM | 78442P106 |
| — | HERBALIFE LTD | 2,400,000 | $2,196 | 0.1% | $0.92 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | ARVINMERITOR INC | 2,146,000 | $2,186 | 0.1% | $1.02 | — | FRNT 4.000% 2/1 | 043353ah4 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,185 | 0.1% | $1.01 | — | NOTE 4.550% 3/0 | 85571baa3 |
| — | ON SEMICONDUCTOR CORP | 2,120,000 | $2,169 | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | IGI LABORATORIES INC | 2,300,000 | $2,145 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | YAHOO INC | 2,150,000 | $2,129 | 0.1% | $1.06 | — | NOTE 12/0 | 984332af3 |
| — | VERINT SYS INC | 2,255,000 | $2,123 | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | TTM TECHNOLOGIES INC | 1,380,000 | $2,107 | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | SHIP FINANCE INTERNATIONAL L | 2,000,000 | $2,007 | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| PDFS | PDF SOLUTIONS INC | 88,970 | $2,006 | 0.1% | $13.38 | +56.3% | COM | 693282105 |
| — | TESLA MTRS INC | 2,300,000 | $1,992 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | HEALTHSOUTH CORP | 1,672,000 | $1,988 | 0.1% | $1.19 | — | DEBT 2.000%12/0 | 421924bl4 |
| — | JAZZ INVESTMENTS I LTD | 2,035,000 | $1,958 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | INFINERA CORPORATION | 1,885,000 | $1,957 | 0.1% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | INPHI CORP | 1,500,000 | $1,949 | 0.1% | $1.30 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | CEDAR FAIR L P | 29,950 | $1,923 | 0.1% | $61.98 | — | DEPOSITRY UNIT | 150185106 |
| TXN | TEXAS INSTRS INC | 26,300 | $1,919 | 0.1% | $30.88 | +79.7% | COM | 882508104 |
| — | THERAVANCE INC | 2,220,000 | $1,887 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | ALLETE INC | 29,000 | $1,862 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| DVN | DEVON ENERGY CORP NEW | 40,215 | $1,837 | 0.1% | $46.14 | -32.5% | COM | 25179M103 |
| — | CIENA CORP | 1,304,000 | $1,834 | 0.1% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| VOD | VODAFONE GROUP PLC NEW | 75,044 | $1,833 | 0.1% | $35.96 | — | SPNSR ADR | 92857W308 |
| HLF | HERBALIFE LTD | 37,950 | $1,827 | 0.1% | $26.86 | +1.6% | COM USD SHS | G4412G101 |
| — | SEACOR HOLDINGS INC | 1,966,000 | $1,736 | 0.1% | $0.85 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | KKR & CO L P DEL | 112,098 | $1,725 | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| PPL | PPL CORP | 50,189 | $1,709 | 0.1% | $18.74 | +18.9% | COM | 69351T106 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 742,000 | $1,702 | 0.1% | $2.29 | — | NOTE 1.000% 7/0 | 874054ad1 |
| — | RED HAT INC | 24,400 | $1,701 | 0.1% | $73.72 | — | COM | 756577102 |
| — | HURON CONSULTING GROUP INC | 1,737,000 | $1,701 | 0.1% | $1.00 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | HOLOGIC INC | 1,379,000 | $1,698 | 0.1% | $1.23 | — | FRNT 12/1 | 436440ag6 |
| — | NATIONAL OILWELL VARCO INC | 45,302 | $1,696 | 0.1% | $37.33 | — | COM | 637071101 |
| NKE | NIKE INC | 32,975 | $1,676 | 0.1% | $51.33 | -11.2% | CL B | 654106103 |
| — | ARES CAP CORP | 1,640,000 | $1,650 | 0.1% | $1.02 | — | NOTE 4.875% 3/1 | 04010lag8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,561,000 | $1,636 | 0.1% | $1.03 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | FIREEYE INC | 1,795,000 | $1,616 | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,424,000 | $1,610 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | SOTHEBYS | 40,229 | $1,604 | 0.1% | $42.74 | — | COM | 835898107 |
| CCS | CENTURY CMNTYS INC | 75,960 | $1,595 | 0.1% | $18.30 | +6.2% | COM | 156504300 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1,564 | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| LEG | LEGGETT & PLATT INC | 31,972 | $1,563 | 0.1% | $47.01 | +1.2% | COM | 524660107 |
| EW | EDWARDS LIFESCIENCES CORP | 16,671 | $1,562 | 0.1% | $36.20 | -10.5% | COM | 28176E108 |
| — | NEW MTN FIN CORP | 1,488,000 | $1,534 | 0.1% | $1.00 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | TESLA MTRS INC | 860,000 | $1,504 | 0.1% | $1.76 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | BLUCORA INC | 1,500,000 | $1,494 | 0.1% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| — | SERVICESOURCE INTL INC | 1,510,000 | $1,456 | 0.1% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | HOWARD HUGHES CORP | 12,630 | $1,441 | 0.1% | $111.06 | — | COM | 44267D107 |
| — | KINDER MORGAN INC DEL | 29,093 | $1,436 | 0.1% | $43.46 | — | PFD SER A | 49456B200 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $1,401 | 0.1% | $181.48 | +10.6% | COM | 666807102 |
| — | PACIRA PHARMACEUTICALS INC | 979,000 | $1,381 | 0.1% | $3.25 | — | NOTE 3.250% 2/0 | 695127ab6 |
| — | AIR TRANSPORT SERVICES GRP I | 84,200 | $1,344 | 0.1% | $10.63 | — | COM | 00922R105 |
| — | NXP SEMICONDUCTORS N V | 1,170,000 | $1,331 | 0.0% | $1.11 | — | DBCV 1.000%12/0 | 62952qab6 |
| NVDA | NVIDIA CORP | 12,431 | $1,327 | 0.0% | $2.06 | 0.0% | COM | 67066G104 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1,326 | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| FIVN | FIVE9 INC | 91,850 | $1,303 | 0.0% | $10.14 | +42.2% | COM | 338307101 |
| CWB | SPDR SERIES TRUST | 28,500 | $1,301 | 0.0% | $45.69 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | ECHO GLOBAL LOGISTICS INC | 1,310,000 | $1,296 | 0.0% | $1.07 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1,293 | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | SUNPOWER CORP | 1,800,000 | $1,285 | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,331,000 | $1,270 | 0.0% | $1.03 | — | NOTE 4.500% 7/1 | 590328aa8 |
| NTRS | NORTHERN TR CORP | 14,000 | $1,247 | 0.0% | $50.14 | +23.0% | COM | 665859104 |
| — | ELECTRONICS FOR IMAGING INC | 1,145,000 | $1,216 | 0.0% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | TWENTY FIRST CENTY FOX INC | 42,650 | $1,196 | 0.0% | $33.81 | — | CL A | 90130A101 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,014,000 | $1,180 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 50,840 | $1,136 | 0.0% | $13.33 | — | COM | 65341D102 |
| PBI | PITNEY BOWES INC | 74,522 | $1,132 | 0.0% | $20.53 | -22.5% | COM | 724479100 |
| — | STARWOOD PPTY TR INC | 1,004,000 | $1,126 | 0.0% | $1.09 | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | CUTERA INC | 64,400 | $1,117 | 0.0% | $11.23 | — | COM | 232109108 |
| — | WRIGHT MED GROUP INC | 1,058,000 | $1,105 | 0.0% | $0.90 | — | NOTE 2.000% 2/1 | 98235tae7 |
| NMIH | NMI HLDGS INC | 103,200 | $1,099 | 0.0% | $7.00 | +26.4% | CL A | 629209305 |
| — | AMERIGAS PARTNERS L P | 22,621 | $1,084 | 0.0% | $46.97 | — | UNIT L P INT | 030975106 |
| — | ROVI CORP | 1,060,000 | $1,084 | 0.0% | $0.95 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | PROOFPOINT INC | 950,000 | $1,075 | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | STARWOOD WAYPOINT RESIDENTL | 971,000 | $1,066 | 0.0% | $0.93 | — | NOTE 3.000% 7/0 | 85571wab5 |
| NUS | NU SKIN ENTERPRISES INC | 22,300 | $1,065 | 0.0% | $23.99 | +73.6% | CL A | 67018T105 |
| AL | AIR LEASE CORP | 30,120 | $1,034 | 0.0% | $28.27 | +0.3% | CL A | 00912X302 |
| — | BOTTOMLINE TECH DEL INC | 988,000 | $1,019 | 0.0% | $1.03 | — | NOTE 1.500%12/0 | 101388aa4 |
| — | DOMINION RES INC VA NEW | 20,000 | $1,012 | 0.0% | $50.50 | — | UNIT 08/15/2019 | 25746u836 |
| — | ENDOLOGIX INC | 1,095,000 | $1,004 | 0.0% | $0.94 | — | NOTE 2.250%12/1 | 29266saa4 |
| ON | ON SEMICONDUCTOR CORP | 78,000 | $995 | 0.0% | $11.94 | 0.0% | COM | 682189105 |
| — | INCYTE CORP | 495,000 | $992 | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| AKAM | AKAMAI TECHNOLOGIES INC | 14,798 | $987 | 0.0% | $52.30 | +21.8% | COM | 00971T101 |
| SLB | SCHLUMBERGER LTD | 11,587 | $973 | 0.0% | $58.61 | +7.6% | COM | 806857108 |
| — | EMERGENT BIOSOLUTIONS INC | 751,000 | $962 | 0.0% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $958 | 0.0% | $19.14 | -8.4% | COM | 15189T107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 16,875 | $952 | 0.0% | $47.28 | +4.2% | COM | 45866F104 |
| LGIH | LGI HOMES INC | 33,000 | $948 | 0.0% | $20.76 | +51.7% | COM | 50187T106 |
| HEI | HEICO CORP NEW | 12,250 | $945 | 0.0% | $28.58 | +31.4% | COM | 422806109 |
| IWM | ISHARES TR | 7,000 | $944 | 0.0% | $124.26 | — | RUSSELL 2000 ETF | 464287655 |
| FARM | FARMER BROS CO | 25,520 | $937 | 0.0% | $21.83 | +55.1% | COM | 307675108 |
| — | CARDTRONICS INC | 794,000 | $936 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| COP | CONOCOPHILLIPS | 18,350 | $920 | 0.0% | $55.96 | -37.9% | COM | 20825C104 |
| — | PARSLEY ENERGY INC | 25,520 | $899 | 0.0% | $27.37 | — | CL A | 701877102 |
| — | DU PONT E I DE NEMOURS & CO | 12,163 | $893 | 0.0% | $47.51 | — | COM | 263534109 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $893 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| BMY | BRISTOL MYERS SQUIBB CO | 15,148 | $885 | 0.0% | $45.02 | -12.2% | COM | 110122108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 5,273 | $875 | 0.0% | $120.94 | -14.8% | COM | 459200101 |
| — | SOUTHWESTERN ENERGY CO | 33,297 | $873 | 0.0% | $26.22 | — | DEP SHS 1/20 B | 845467208 |
| EA | ELECTRONIC ARTS INC | 11,001 | $866 | 0.0% | $44.53 | +75.6% | COM | 285512109 |
| — | CHART INDS INC | 850,000 | $846 | 0.0% | $0.99 | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | MEDIDATA SOLUTIONS INC | 763,000 | $842 | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| CDXS | CODEXIS INC | 182,000 | $837 | 0.0% | $3.66 | +28.0% | COM | 192005106 |
| — | CENTENNIAL RESOURCE DEV INC | 42,000 | $828 | 0.0% | $19.71 | — | CL A | 15136A102 |
| — | ENCORE CAP GROUP INC | 754,000 | $817 | 0.0% | $0.98 | — | NOTE 3.000%11/2 | 292554ad4 |
| — | MICRON TECHNOLOGY INC | 347,000 | $805 | 0.0% | $1.85 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | CHESAPEAKE ENERGY CORP | 820,000 | $805 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $801 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| ESNT | ESSENT GROUP LTD | 24,600 | $796 | 0.0% | $22.68 | +16.2% | COM | G3198U102 |
| FANG | DIAMONDBACK ENERGY INC | 7,820 | $790 | 0.0% | $57.86 | +33.4% | COM | 25278X109 |
| — | RSP PERMIAN INC | 17,580 | $784 | 0.0% | $34.90 | — | COM | 74978Q105 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 21,622 | $784 | 0.0% | $45.93 | — | ADR | 881624209 |
| GILD | GILEAD SCIENCES INC | 10,600 | $759 | 0.0% | $65.75 | -19.1% | COM | 375558103 |
| BAC | BANK AMER CORP | 33,600 | $743 | 0.0% | $14.45 | +8.5% | COM | 060505104 |
| — | FINISAR CORP | 622,000 | $740 | 0.0% | $0.97 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | MONMOUTH REAL ESTATE INVT CO | 48,300 | $736 | 0.0% | $10.78 | — | CL A | 609720107 |
| EHTH | EHEALTH INC | 68,800 | $733 | 0.0% | $11.76 | -13.2% | COM | 28238P109 |
| — | TRINITY BIOTECH INVT LTD | 850,000 | $722 | 0.0% | $0.90 | — | NOTE 4.000% 4/0 | 89643qab4 |
| IBB | ISHARES TR | 2,630 | $698 | 0.0% | $288.40 | — | NASDQ BIOTEC ETF | 464287556 |
| MLM | MARTIN MARIETTA MATLS INC | 3,118 | $691 | 0.0% | $159.00 | +20.7% | COM | 573284106 |
| ALK | ALASKA AIR GROUP INC | 7,650 | $679 | 0.0% | $68.04 | +8.6% | COM | 011659109 |
| LEN | LENNAR CORP | 15,405 | $661 | 0.0% | $36.93 | 0.0% | CL A | 526057104 |
| — | 2U INC | 21,430 | $646 | 0.0% | $35.90 | — | COM | 90214J101 |
| — | EZCORP INC | 650,000 | $627 | 0.0% | $0.73 | — | NOTE 2.625% 6/1 | 302301ab2 |
| — | AMERICAN EQTY INVT LIFE HLD | 27,241 | $614 | 0.0% | $26.13 | — | COM | 025676206 |
| — | SYMANTEC CORP | 25,639 | $613 | 0.0% | $21.58 | — | COM | 871503108 |
| HDSN | HUDSON TECHNOLOGIES INC | 76,000 | $609 | 0.0% | $7.06 | 0.0% | COM | 444144109 |
| ROP | ROPER TECHNOLOGIES INC | 3,295 | $603 | 0.0% | $124.36 | +36.5% | COM | 776696106 |
| — | WEBMD HEALTH CORP | 585,000 | $600 | 0.0% | $1.04 | — | NOTE 2.500% 1/3 | 94770vaf9 |
| EXP | EAGLE MATERIALS INC | 6,080 | $599 | 0.0% | $76.77 | +12.0% | COM | 26969P108 |
| INTU | INTUIT | 5,150 | $590 | 0.0% | $89.85 | +16.6% | COM | 461202103 |
| — | BARD C R INC | 2,606 | $585 | 0.0% | $224.35 | — | COM | 067383109 |
| JBLU | JETBLUE AIRWAYS CORP | 25,500 | $572 | 0.0% | $23.08 | -14.4% | COM | 477143101 |
| AMG | AFFILIATED MANAGERS GROUP | 3,931 | $571 | 0.0% | $149.25 | -5.8% | COM | 008252108 |
| FISV | FISERV INC | 5,369 | $571 | 0.0% | $52.44 | -2.1% | COM | 337738108 |
| GOOGL | ALPHABET INC | 709 | $562 | 0.0% | $36.73 | +8.0% | CAP STK CL A | 02079K305 |
| — | FORTERRA INC | 25,800 | $559 | 0.0% | $21.67 | — | COM | 34960W106 |
| — | FCB FINL HLDGS INC | 11,600 | $553 | 0.0% | $30.25 | — | CL A | 30255G103 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $553 | 0.0% | $55.52 | -6.2% | COM | 209115104 |
| — | CHESAPEAKE ENERGY CORP | 553,000 | $553 | 0.0% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| CMCSA | COMCAST CORP NEW | 7,938 | $548 | 0.0% | $23.87 | +12.4% | CL A | 20030N101 |
| — | A H BELO CORP | 86,000 | $546 | 0.0% | $7.34 | — | COM CL A | 001282102 |
| WMB | WILLIAMS COS INC DEL | 17,500 | $545 | 0.0% | $19.05 | -2.6% | COM | 969457100 |
| — | UNILEVER N V | 13,065 | $536 | 0.0% | $43.35 | — | N Y SHS NEW | 904784709 |
| — | INSULET CORP | 500,000 | $536 | 0.0% | $1.07 | — | NOTE 2.000% 6/1 | 45784pad3 |
| ASC | ARDMORE SHIPPING CORP | 72,000 | $533 | 0.0% | $5.65 | 0.0% | COM | Y0207T100 |
| — | IMMUNOMEDICS INC | 535,000 | $529 | 0.0% | $0.67 | — | NOTE 4.750% 2/1 | 452907ak4 |
| — | DTE ENERGY CO | 10,000 | $527 | 0.0% | $52.70 | — | UNIT 99/99/9999 | 233331883 |
| XYZ | SQUARE INC | 38,000 | $518 | 0.0% | $12.45 | 0.0% | CL A | 852234103 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $516 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | SOUTHWESTERN ENERGY CO | 47,600 | $515 | 0.0% | $10.82 | — | COM | 845467109 |
| — | ABRAXAS PETE CORP | 199,200 | $512 | 0.0% | $2.57 | — | COM | 003830106 |
| D | DOMINION RES INC VA NEW | 6,675 | $511 | 0.0% | $47.92 | +3.2% | COM | 25746U109 |
| TLT | ISHARES TR | 4,250 | $506 | 0.0% | $119.06 | — | 20 YR TR BD ETF | 464287432 |
| — | GREAT PLAINS ENERGY INC | 10,000 | $506 | 0.0% | $50.60 | — | DEP SHS 1/20 B | 391164878 |
| LOPE | GRAND CANYON ED INC | 8,600 | $503 | 0.0% | $41.57 | +23.0% | COM | 38526M106 |
| — | MONSANTO CO NEW | 4,719 | $496 | 0.0% | $102.21 | — | COM | 61166W101 |
| MSFT | MICROSOFT CORP | 7,961 | $495 | 0.0% | $33.33 | +61.8% | COM | 594918104 |
| — | NEXTERA ENERGY INC | 10,000 | $490 | 0.0% | $49.50 | — | UNIT 09/01/2019 | 65339f820 |
| — | ILLUMINA INC | 500,000 | $479 | 0.0% | $1.00 | — | NOTE 6/1 | 452327af6 |
| PRIM | PRIMORIS SVCS CORP | 20,800 | $474 | 0.0% | $21.93 | +0.3% | COM | 74164F103 |
| — | QUOTIENT TECHNOLOGY INC | 43,800 | $471 | 0.0% | $12.00 | — | COM | 749119103 |
| ACLS | AXCELIS TECHNOLOGIES INC | 32,400 | $471 | 0.0% | $13.61 | 0.0% | COM NEW | 054540208 |
| — | PLATFORM SPECIALTY PRODS COR | 47,700 | $468 | 0.0% | $14.73 | — | COM | 72766Q105 |
| — | APPROACH RESOURCES INC | 138,600 | $464 | 0.0% | $3.35 | — | COM | 03834A103 |
| CCI | CROWN CASTLE INTL CORP NEW | 5,154 | $447 | 0.0% | $63.05 | -5.3% | COM | 22822V101 |
| SJT | SAN JUAN BASIN RTY TR | 66,500 | $440 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| PEP | PEPSICO INC | 4,089 | $428 | 0.0% | $71.19 | +11.5% | COM | 713448108 |
| EXR | EXTRA SPACE STORAGE INC | 5,507 | $425 | 0.0% | $50.62 | +3.0% | COM | 30225T102 |
| — | INTEGRATED DEVICE TECHNOLOGY | 17,880 | $421 | 0.0% | $21.10 | — | COM | 458118106 |
| — | PIONEER NAT RES CO | 2,271 | $409 | 0.0% | $185.80 | — | COM | 723787107 |
| — | ECLIPSE RES CORP | 150,200 | $401 | 0.0% | $2.67 | — | COM | 27890G100 |
| — | SUCAMPO PHARMACEUTICALS INC | 29,500 | $400 | 0.0% | $13.56 | — | CL A | 864909106 |
| — | APACHE CORP | 6,185 | $393 | 0.0% | $85.13 | — | COM | 037411105 |
| CTRA | CABOT OIL & GAS CORP | 16,603 | $388 | 0.0% | $20.60 | -20.4% | COM | 127097103 |
| — | JONES ENERGY INC | 76,400 | $382 | 0.0% | $5.00 | — | COM CL A | 48019R108 |
| — | TIME WARNER INC | 3,895 | $376 | 0.0% | $79.17 | — | COM NEW | 887317303 |
| AFL | AFLAC INC | 5,400 | $376 | 0.0% | $52.76 | -46.1% | COM | 001055102 |
| TOL | TOLL BROTHERS INC | 12,000 | $372 | 0.0% | $35.58 | -16.7% | COM | 889478103 |
| — | ALEXION PHARMACEUTICALS INC | 3,000 | $367 | 0.0% | $122.33 | — | COM | 015351109 |
| HD | HOME DEPOT INC | 2,711 | $363 | 0.0% | $106.34 | -2.8% | COM | 437076102 |
| OII | OCEANEERING INTL INC | 12,675 | $358 | 0.0% | $26.94 | 0.0% | COM | 675232102 |
| NXPI | NXP SEMICONDUCTORS N V | 3,500 | $343 | 0.0% | $88.31 | 0.0% | COM | N6596X109 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 8,500 | $326 | 0.0% | $29.42 | — | COM | 87157B103 |
| — | HSN INC | 9,500 | $326 | 0.0% | $39.79 | — | COM | 404303109 |
| FCX | FREEPORT-MCMORAN INC | 24,100 | $318 | 0.0% | $33.71 | -65.6% | CL B | 35671D857 |
| MAS | MASCO CORP | 10,000 | $316 | 0.0% | $16.70 | +67.3% | COM | 574599106 |
| — | PROSHARES TR II | 5,000 | $316 | 0.0% | $80.34 | — | ULSHT BLOOMB OIL | 74347W668 |
| — | WALTER INVT MGMT CORP | 450,000 | $310 | 0.0% | $1.00 | — | NOTE 4.500%11/0 | 93317waa0 |
| TSN | TYSON FOODS INC | 5,000 | $308 | 0.0% | $54.95 | -5.3% | CL A | 902494103 |
| — | FIREEYE INC | 25,000 | $297 | 0.0% | $14.51 | — | COM | 31816Q101 |
| — | UNITED TECHNOLOGIES CORP | 2,566 | $281 | 0.0% | $94.96 | — | COM | 913017109 |
| COST | COSTCO WHSL CORP NEW | 1,630 | $261 | 0.0% | $129.79 | 0.0% | COM | 22160K105 |
| ESBA | EMPIRE ST RLTY OP L P | 13,000 | $260 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| ADBE | ADOBE SYS INC | 2,505 | $258 | 0.0% | $89.84 | +17.8% | COM | 00724F101 |
| AAL | AMERICAN AIRLS GROUP INC | 5,500 | $257 | 0.0% | $37.06 | +13.5% | COM | 02376R102 |
| NVS | NOVARTIS A G | 3,516 | $256 | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| — | INFINERA CORPORATION | 28,000 | $238 | 0.0% | $10.76 | — | COM | 45667G103 |
| INCY | INCYTE CORP | 2,341 | $235 | 0.0% | $103.58 | -5.8% | COM | 45337C102 |
| EOG | EOG RES INC | 2,300 | $233 | 0.0% | $65.14 | +11.1% | COM | 26875P101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,598 | $215 | 0.0% | $94.17 | -8.7% | COM | 09061G101 |
| — | GENERAL ELECTRIC CO | 6,777 | $214 | 0.0% | $26.40 | — | COM | 369604103 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $209 | 0.0% | $11.07 | — | COM | 46146L101 |
| — | CIMAREX ENERGY CO | 1,500 | $204 | 0.0% | $134.67 | — | COM | 171798101 |
| — | KB HOME | 200,000 | $195 | 0.0% | $0.95 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | INVENSENSE INC | 150,000 | $150 | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 46123dab2 |
| — | VEREIT INC | 17,500 | $148 | 0.0% | $8.46 | — | COM | 92339V100 |
| — | STREAMLINE HEALTH SOLUTIONS | 115,000 | $144 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | MERRIMACK PHARMACEUTICALS IN | 25,000 | $102 | 0.0% | $6.27 | — | COM | 590328100 |
| — | ARRAY BIOPHARMA INC | 11,000 | $97 | 0.0% | $6.73 | — | COM | 04269X105 |
| — | IMMUNOGEN INC | 12,600 | $26 | 0.0% | $2.06 | — | COM | 45253H101 |
| — | COBALT INTL ENERGY INC | 18,250 | $22 | 0.0% | $1.32 | — | COM | 19075F106 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $14 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $10 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |