Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: Apr 19, 2017
Total Value: $2.613B (81.7% shares, 18.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWO | ISHARES TR | 545,535 | $88.19M | 3.4% | $153.94 | — | RUS 2000 GRW ETF | 464287648 |
| RJF | RAYMOND JAMES FINANCIAL INC | 715,284 | $54.55M | 2.1% | $35.83 | +24.4% | COM | 754730109 |
| MD | MEDNAX INC | 557,869 | $38.7M | 1.5% | $55.02 | +26.2% | COM | 58502B106 |
| — | GENESEE & WYO INC | 524,261 | $35.58M | 1.4% | $77.06 | — | CL A | 371559105 |
| IDA | IDACORP INC | 378,924 | $31.44M | 1.2% | $46.30 | +74.1% | COM | 451107106 |
| RNST | RENASANT CORP | 787,389 | $31.25M | 1.2% | $29.46 | +37.3% | COM | 75970E107 |
| — | REALPAGE INC | 887,838 | $30.99M | 1.2% | $20.99 | — | COM | 75606N109 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 486,514 | $30.09M | 1.2% | $40.75 | +33.1% | COM | 03820C105 |
| — | SVB FINL GROUP | 157,596 | $29.33M | 1.1% | $76.98 | — | COM | 78486Q101 |
| HEI/A | HEICO CORP NEW | 373,086 | $27.98M | 1.1% | $26.48 | +33.2% | CL A | 422806208 |
| KWR | QUAKER CHEM CORP | 211,595 | $27.86M | 1.1% | $82.18 | +59.1% | COM | 747316107 |
| HCSG | HEALTHCARE SVCS GRP INC | 628,490 | $27.08M | 1.0% | $25.29 | +62.6% | COM | 421906108 |
| AAPL | APPLE INC | 181,329 | $26.05M | 1.0% | $74.85 | -59.3% | COM | 037833100 |
| LFUS | LITTELFUSE INC | 162,245 | $25.95M | 1.0% | $88.86 | +78.4% | COM | 537008104 |
| SMTC | SEMTECH CORP | 724,237 | $24.48M | 0.9% | $26.00 | +29.1% | COM | 816850101 |
| — | WEST CORP | 1,001,173 | $24.45M | 0.9% | $24.52 | — | COM | 952355204 |
| — | HMS HLDGS CORP | 1,160,637 | $23.6M | 0.9% | $20.77 | — | COM | 40425J101 |
| LKQ | LKQ CORP | 797,335 | $23.34M | 0.9% | $21.84 | +27.9% | COM | 501889208 |
| — | CORNERSTONE ONDEMAND INC | 597,440 | $23.23M | 0.9% | $35.37 | — | COM | 21925Y103 |
| RGEN | REPLIGEN CORP | 658,399 | $23.18M | 0.9% | $26.58 | +19.1% | COM | 759916109 |
| — | HUNTINGTON BANCSHARES INC | 16,359 | $22.65M | 0.9% | $1268.20 | — | PFD CONV SER A | 446150401 |
| — | EDUCATION RLTY TR INC | 551,435 | $22.53M | 0.9% | $37.03 | — | COM NEW | 28140H203 |
| — | SPARTANNASH CO | 640,621 | $22.41M | 0.9% | $22.64 | — | COM | 847215100 |
| AMSF | AMERISAFE INC | 332,346 | $21.57M | 0.8% | $25.29 | +26.3% | COM | 03071H100 |
| FULT | FULTON FINL CORP PA | 1,197,138 | $21.37M | 0.8% | $8.69 | +50.7% | COM | 360271100 |
| ODFL | OLD DOMINION FGHT LINES INC | 247,844 | $21.21M | 0.8% | $30.36 | -6.3% | COM | 679580100 |
| ACIW | ACI WORLDWIDE INC | 991,366 | $21.2M | 0.8% | $23.20 | -12.5% | COM | 004498101 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 586,942 | $20.78M | 0.8% | $26.61 | +26.5% | COM | 78467J100 |
| ICLR | ICON PLC | 260,196 | $20.74M | 0.8% | $32.57 | +151.4% | SHS | G4705A100 |
| — | K12 INC | 1,081,827 | $20.72M | 0.8% | $15.75 | — | COM | 48273U102 |
| — | POLYONE CORP | 607,302 | $20.7M | 0.8% | $32.92 | — | COM | 73179P106 |
| — | WELLS FARGO & CO NEW | 16,607 | $20.59M | 0.8% | $504.32 | — | PERP PFD CNV A | 949746804 |
| — | BARNES GROUP INC | 381,046 | $19.56M | 0.7% | $36.99 | — | COM | 067806109 |
| — | CORESITE RLTY CORP | 216,477 | $19.49M | 0.7% | $37.98 | — | COM | 21870Q105 |
| CFR | CULLEN FROST BANKERS INC | 218,975 | $19.48M | 0.7% | $56.33 | +23.4% | COM | 229899109 |
| WLY | WILEY JOHN & SONS INC | 344,840 | $18.55M | 0.7% | $36.86 | +11.7% | CL A | 968223206 |
| BLKB | BLACKBAUD INC | 241,791 | $18.54M | 0.7% | $25.61 | +172.1% | COM | 09227Q100 |
| — | INC RESH HLDGS INC | 402,447 | $18.45M | 0.7% | $44.28 | — | CL A | 45329R109 |
| WAL | WESTERN ALLIANCE BANCORP | 370,716 | $18.2M | 0.7% | $32.20 | +34.9% | COM | 957638109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 142,681 | $18.04M | 0.7% | $70.86 | +80.0% | COM | 879360105 |
| MLI | MUELLER INDS INC | 519,107 | $17.77M | 0.7% | $22.55 | -28.2% | COM | 624756102 |
| — | IBERIABANK CORP | 219,319 | $17.35M | 0.7% | $55.25 | — | COM | 450828108 |
| — | CORELOGIC INC | 424,192 | $17.27M | 0.7% | $32.84 | — | COM | 21871D103 |
| SXT | SENSIENT TECHNOLOGIES CORP | 215,378 | $17.07M | 0.7% | $44.86 | +75.2% | COM | 81725T100 |
| APH | AMPHENOL CORP NEW | 239,004 | $17.01M | 0.7% | $37.20 | -57.3% | CL A | 032095101 |
| PTC | PTC INC | 321,334 | $16.89M | 0.6% | $25.34 | +108.6% | COM | 69370C100 |
| — | MICROSEMI CORP | 327,413 | $16.87M | 0.6% | $24.73 | — | COM | 595137100 |
| RLI | RLI CORP | 280,554 | $16.84M | 0.6% | $16.63 | +32.7% | COM | 749607107 |
| — | COUSINS PPTYS INC | 2,016,491 | $16.68M | 0.6% | $9.37 | — | COM | 222795106 |
| DHR | DANAHER CORP DEL | 186,675 | $15.97M | 0.6% | $48.85 | +45.9% | COM | 235851102 |
| PB | PROSPERITY BANCSHARES INC | 227,300 | $15.85M | 0.6% | $40.59 | +38.1% | COM | 743606105 |
| RGP | RESOURCES CONNECTION INC | 900,263 | $15.08M | 0.6% | $13.89 | +21.6% | COM | 76122Q105 |
| WABC | WESTAMERICA BANCORPORATION | 268,818 | $15.01M | 0.6% | $38.26 | +13.7% | COM | 957090103 |
| DECK | DECKERS OUTDOOR CORP | 249,192 | $14.88M | 0.6% | $20.10 | -54.1% | COM | 243537107 |
| TXRH | TEXAS ROADHOUSE INC | 321,410 | $14.31M | 0.5% | $22.04 | +76.3% | COM | 882681109 |
| PKG | PACKAGING CORP AMER | 150,570 | $13.79M | 0.5% | $41.63 | +69.6% | COM | 695156109 |
| JPM | JPMORGAN CHASE & CO | 156,526 | $13.75M | 0.5% | $43.50 | +60.2% | COM | 46625H100 |
| — | VERIFONE SYS INC | 732,110 | $13.71M | 0.5% | $27.12 | — | COM | 92342Y109 |
| OIS | OIL STS INTL INC | 408,086 | $13.53M | 0.5% | $46.23 | -20.6% | COM | 678026105 |
| — | BANK AMER CORP | 11,109 | $13.28M | 0.5% | $1159.93 | — | 7.25%CNV PFD L | 060505682 |
| RLJ | RLJ LODGING TR | 557,388 | $13.1M | 0.5% | $26.80 | — | COM | 74965L101 |
| MLKN | MILLER HERMAN INC | 409,422 | $12.92M | 0.5% | $21.82 | +13.4% | COM | 600544100 |
| SM | SM ENERGY CO | 515,995 | $12.39M | 0.5% | $40.50 | -38.8% | COM | 78454L100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 165,231 | $12.24M | 0.5% | $72.62 | +7.7% | COM | 398905109 |
| OHI | OMEGA HEALTHCARE INVS INC | 366,227 | $12.08M | 0.5% | $30.11 | — | COM | 681936100 |
| JNJ | JOHNSON & JOHNSON | 96,818 | $12.06M | 0.5% | $70.59 | +32.3% | COM | 478160104 |
| — | TESARO INC | 2,718,000 | $12.05M | 0.5% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| MO | ALTRIA GROUP INC | 166,807 | $11.91M | 0.5% | $29.39 | +31.2% | COM | 02209S103 |
| NWL | NEWELL BRANDS INC | 248,849 | $11.74M | 0.4% | $31.47 | +2.3% | COM | 651229106 |
| — | RYLAND GROUP INC | 9,126,000 | $11.5M | 0.4% | $1.36 | — | NOTE 1.625% 5/1 | 783764aq6 |
| BRKR | BRUKER CORP | 491,539 | $11.47M | 0.4% | $16.27 | +39.6% | COM | 116794108 |
| — | AARONS INC | 384,098 | $11.42M | 0.4% | $23.10 | — | COM PAR $0.50 | 002535300 |
| WWD | WOODWARD INC | 167,508 | $11.38M | 0.4% | $40.73 | +60.3% | COM | 980745103 |
| BCPC | BALCHEM CORP | 134,296 | $11.07M | 0.4% | $57.22 | +40.1% | COM | 057665200 |
| CMC | COMMERCIAL METALS CO | 572,906 | $10.96M | 0.4% | $14.41 | +20.3% | COM | 201723103 |
| — | ILG INC | 520,479 | $10.91M | 0.4% | $18.17 | — | COM | 44967H101 |
| — | SALESFORCE COM INC | 8,447,000 | $10.89M | 0.4% | $1.19 | — | NOTE 0.250% 4/0 | 79466lad6 |
| BURL | BURLINGTON STORES INC | 108,715 | $10.58M | 0.4% | $53.00 | +67.1% | COM | 122017106 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 63,957 | $10.19M | 0.4% | $65.52 | +67.2% | COM | 22410J106 |
| PFGC | PERFORMANCE FOOD GROUP CO | 426,415 | $10.15M | 0.4% | $23.93 | -3.1% | COM | 71377A103 |
| AMZN | AMAZON COM INC | 11,418 | $10.12M | 0.4% | $37.27 | +11.8% | COM | 023135106 |
| PM | PHILIP MORRIS INTL INC | 88,359 | $9.976M | 0.4% | $70.37 | -6.8% | COM | 718172109 |
| — | STARWOOD PPTY TR INC | 9,750,000 | $9.908M | 0.4% | $1.00 | — | NOTE 3.750%10/1 | 85571bac9 |
| — | ALBANY MOLECULAR RESH INC | 680,422 | $9.546M | 0.4% | $18.32 | — | COM | 012423109 |
| — | DOW CHEM CO | 147,630 | $9.38M | 0.4% | $59.42 | — | COM | 260543103 |
| MOH | MOLINA HEALTHCARE INC | 202,491 | $9.234M | 0.4% | $51.87 | +0.9% | COM | 60855R100 |
| — | FORUM ENERGY TECHNOLOGIES IN | 443,816 | $9.187M | 0.4% | $20.54 | — | COM | 34984V100 |
| ZTS | ZOETIS INC | 171,496 | $9.153M | 0.4% | $31.14 | +62.0% | CL A | 98978V103 |
| WAB | WABTEC CORP | 117,126 | $9.136M | 0.3% | $69.38 | +12.9% | COM | 929740108 |
| — | ANTHEM INC | 177,522 | $8.906M | 0.3% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| FTV | FORTIVE CORP | 145,662 | $8.772M | 0.3% | $31.12 | +11.1% | COM | 34959J108 |
| — | FIDELITY NATIONAL FINANCIAL | 3,987,000 | $8.756M | 0.3% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | ENDOLOGIX INC | 1,201,149 | $8.696M | 0.3% | $13.34 | — | COM | 29266S106 |
| KHC | KRAFT HEINZ CO | 95,642 | $8.685M | 0.3% | $47.82 | +25.3% | COM | 500754106 |
| — | NIC INC | 426,336 | $8.612M | 0.3% | $17.11 | — | COM | 62914B100 |
| — | GREENBRIER COS INC | 6,574,000 | $8.508M | 0.3% | $1.38 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | PRICELINE GRP INC | 4,507,000 | $8.487M | 0.3% | $1.16 | — | NOTE 1.000% 3/1 | 741503aq9 |
| STZ | CONSTELLATION BRANDS INC | 51,695 | $8.378M | 0.3% | $133.05 | +2.2% | CL A | 21036P108 |
| BKE | BUCKLE INC | 449,236 | $8.356M | 0.3% | $27.64 | -71.8% | COM | 118440106 |
| MDLZ | MONDELEZ INTL INC | 189,068 | $8.145M | 0.3% | $26.72 | +34.3% | CL A | 609207105 |
| NMFC | NEW MTN FIN CORP | 543,933 | $8.105M | 0.3% | $10.76 | -47.6% | COM | 647551100 |
| UNP | UNION PAC CORP | 76,420 | $8.094M | 0.3% | $72.52 | +20.8% | COM | 907818108 |
| — | RUDOLPH TECHNOLOGIES INC | 355,836 | $7.971M | 0.3% | $13.38 | — | COM | 781270103 |
| GOOG | ALPHABET INC | 9,602 | $7.965M | 0.3% | $38.43 | +5.9% | CAP STK CL C | 02079K107 |
| — | CBS CORP NEW | 113,713 | $7.887M | 0.3% | $57.21 | — | CL B | 124857202 |
| GCO | GENESCO INC | 140,944 | $7.815M | 0.3% | $68.97 | -13.6% | COM | 371532102 |
| CNC | CENTENE CORP DEL | 108,513 | $7.733M | 0.3% | $32.73 | +2.3% | COM | 15135B101 |
| FNV | FRANCO NEVADA CORP | 117,017 | $7.666M | 0.3% | $55.74 | +5.6% | COM | 351858105 |
| — | RITCHIE BROS AUCTIONEERS | 231,613 | $7.62M | 0.3% | $24.52 | — | COM | 767744105 |
| — | NOVELLUS SYS INC | 2,000,000 | $7.588M | 0.3% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | MICRON TECHNOLOGY INC | 6,765,000 | $7.56M | 0.3% | $1.15 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | SPANSION LLC | 2,750,000 | $7.38M | 0.3% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | CARRIZO OIL & GAS INC | 252,951 | $7.25M | 0.3% | $34.76 | — | COM | 144577103 |
| — | PALO ALTO NETWORKS INC | 6,073,000 | $7.25M | 0.3% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| — | LIGAND PHARMACEUTICALS INC | 4,800,000 | $7.16M | 0.3% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 78,275 | $7.143M | 0.3% | $59.70 | +45.1% | CL A | 989207105 |
| PPG | PPG INDS INC | 67,897 | $7.135M | 0.3% | $89.29 | -3.8% | COM | 693506107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 119,114 | $7.131M | 0.3% | $51.52 | +1.4% | COM | 45866F104 |
| — | DYCOM INDS INC | 6,080,000 | $7.103M | 0.3% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | MICROCHIP TECHNOLOGY INC | 4,916,000 | $7.057M | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | XPO LOGISTICS INC | 2,342,000 | $6.843M | 0.3% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| GIII | G-III APPAREL GROUP LTD | 311,979 | $6.829M | 0.3% | $50.44 | -49.6% | COM | 36237H101 |
| — | CONTROL4 CORP | 431,493 | $6.813M | 0.3% | $11.71 | — | COM | 21240D107 |
| — | LUXFER HLDGS PLC | 556,458 | $6.767M | 0.3% | $16.78 | — | SPONSORED ADR | 550678106 |
| — | ADVANCED MICRO DEVICES INC | 3,400,000 | $6.711M | 0.3% | $1.49 | — | NOTE 2.125% 9/0 | 007903bd8 |
| DIS | DISNEY WALT CO | 58,418 | $6.624M | 0.3% | $97.81 | +5.3% | COM DISNEY | 254687106 |
| WTS | WATTS WATER TECHNOLOGIES INC | 106,092 | $6.615M | 0.3% | $63.64 | 0.0% | CL A | 942749102 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,843,000 | $6.591M | 0.3% | $1.08 | — | NOTE 1.000%11/1 | 464337aj3 |
| PFE | PFIZER INC | 190,511 | $6.517M | 0.2% | $17.01 | +25.9% | COM | 717081103 |
| — | TEVA PHARMACEUTICAL FIN LLC | 6,067,000 | $6.514M | 0.2% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| SNA | SNAP ON INC | 38,235 | $6.449M | 0.2% | $125.67 | +9.8% | COM | 833034101 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 38,299 | $6.384M | 0.2% | $141.20 | +18.5% | CL B NEW | 084670702 |
| — | ALBANY MOLECULAR RESH INC | 5,673,000 | $6.201M | 0.2% | $1.18 | — | NOTE 2.250%11/1 | 012423ab5 |
| AMAT | APPLIED MATLS INC | 156,220 | $6.077M | 0.2% | $23.13 | +40.7% | COM | 038222105 |
| — | NXP SEMICONDUCTORS N V | 5,170,000 | $5.978M | 0.2% | $1.15 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $5.766M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | JIVE SOFTWARE INC | 1,312,073 | $5.642M | 0.2% | $10.92 | — | COM | 47760A108 |
| — | TWITTER INC | 5,944,000 | $5.594M | 0.2% | $0.88 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | NAVISTAR INTL CORP NEW | 5,650,000 | $5.572M | 0.2% | $0.97 | — | NOTE 4.500%10/1 | 63934eaq1 |
| NEE | NEXTERA ENERGY INC | 41,725 | $5.356M | 0.2% | $14.51 | +73.4% | COM | 65339F101 |
| — | SEACOR HOLDINGS INC | 5,216,000 | $5.35M | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | DRIL-QUIP INC | 97,970 | $5.344M | 0.2% | $75.51 | — | COM | 262037104 |
| — | ENCORE CAP GROUP INC | 5,550,000 | $5.279M | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,237,000 | $5.263M | 0.2% | $0.98 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | VECTOR GROUP LTD | 3,600,000 | $5.234M | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | AMAG PHARMACEUTICALS INC | 4,724,000 | $5.166M | 0.2% | $1.18 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | T MOBILE US INC | 48,768 | $5.135M | 0.2% | $63.73 | — | CONV PFD SER A | 872590203 |
| — | MICRON TECHNOLOGY INC | 1,855,000 | $4.975M | 0.2% | $1.46 | — | NOTE 2.125% 2/1 | 595112av5 |
| T | AT&T INC | 119,529 | $4.966M | 0.2% | $16.93 | -1.2% | COM | 00206R102 |
| — | LUXOTTICA GROUP S P A | 88,725 | $4.884M | 0.2% | $43.44 | — | SPONSORED ADR | 55068R202 |
| — | STANDARD PAC CORP NEW | 4,620,000 | $4.782M | 0.2% | $1.14 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| — | NVIDIA CORP | 875,000 | $4.749M | 0.2% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,650 | $4.698M | 0.2% | $17.29 | +2.9% | FNF GROUP COM | 31620R303 |
| ROST | ROSS STORES INC | 70,246 | $4.627M | 0.2% | $51.00 | +19.9% | COM | 778296103 |
| — | COLONY CAP INC | 4,619,000 | $4.624M | 0.2% | $1.00 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | FRONTIER COMMUNICATIONS CORP | 93,504 | $4.599M | 0.2% | $96.59 | — | PFD CONV SER-A | 35906A207 |
| SHW | SHERWIN WILLIAMS CO | 14,649 | $4.544M | 0.2% | $79.54 | +16.9% | COM | 824348106 |
| — | ALERE INC | 13,775 | $4.503M | 0.2% | $270.49 | — | PERP PFD CONV SE | 01449J204 |
| — | ARCONIC INC | 110,883 | $4.501M | 0.2% | $30.17 | — | PFD CONV B SER 1 | 03965L308 |
| — | FIREEYE INC | 4,775,000 | $4.482M | 0.2% | $0.90 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | RTI INTL METALS INC | 3,845,000 | $4.478M | 0.2% | $1.06 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | GRAMERCY PPTY TR | 169,945 | $4.47M | 0.2% | $26.30 | — | COM NEW | 385002308 |
| — | LAZARD LTD | 96,491 | $4.438M | 0.2% | $38.90 | — | SHS A | G54050102 |
| KEY | KEYCORP NEW | 246,307 | $4.379M | 0.2% | $12.49 | 0.0% | COM | 493267108 |
| — | VERISIGN INC | 1,695,000 | $4.329M | 0.2% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | MOLINA HEALTHCARE INC | 4,072,000 | $4.323M | 0.2% | $1.11 | — | DBCV 1.625% 8/1 | 60855rad2 |
| HON | HONEYWELL INTL INC | 34,601 | $4.321M | 0.2% | $68.71 | +33.8% | COM | 438516106 |
| — | CEMEX SAB DE CV | 3,697,000 | $4.316M | 0.2% | $1.16 | — | NOTE 3.750% 3/1 | 151290bc6 |
| XOM | EXXON MOBIL CORP | 52,580 | $4.312M | 0.2% | $69.43 | -19.2% | COM | 30231G102 |
| — | NATIONAL INSTRS CORP | 132,040 | $4.299M | 0.2% | $32.56 | — | COM | 636518102 |
| — | NAVISTAR INTL CORP NEW | 4,400,000 | $4.26M | 0.2% | $0.98 | — | NOTE 4.750% 4/1 | 63934eas7 |
| — | IAC INTERACTIVECORP | 56,900 | $4.195M | 0.2% | $62.34 | — | COM | 44919P508 |
| — | HERBALIFE LTD | 4,300,000 | $4.113M | 0.2% | $0.94 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | CORNERSTONE ONDEMAND INC | 3,987,000 | $4.072M | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | CALAMP CORP | 4,060,000 | $4.04M | 0.2% | $0.94 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | ENVISION HEALTHCARE CORP | 35,185 | $4.008M | 0.2% | $118.97 | — | PFD CNV 5.25% A1 | 29414D209 |
| — | AKAMAI TECHNOLOGIES INC | 4,014,000 | $3.983M | 0.2% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,150,000 | $3.932M | 0.2% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | SHUTTERFLY INC | 3,924,000 | $3.926M | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3.906M | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| CVX | CHEVRON CORP NEW | 36,075 | $3.873M | 0.1% | $79.87 | -3.9% | COM | 166764100 |
| — | ROYAL DUTCH SHELL PLC | 73,206 | $3.86M | 0.1% | $54.00 | — | SPONS ADR A | 780259206 |
| EPD | ENTERPRISE PRODS PARTNERS L | 139,482 | $3.851M | 0.1% | $41.68 | — | COM | 293792107 |
| — | WELLTOWER INC | 60,084 | $3.805M | 0.1% | $64.09 | — | 6.50% PFD PREPET | 95040Q203 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 228,785 | $3.798M | 0.1% | $8.35 | +16.7% | SH BEN INT | 20451Q104 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $3.748M | 0.1% | $134052.62 | +87.1% | CL A | 084670108 |
| — | EPR PPTYS | 103,815 | $3.734M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,648 | $3.686M | 0.1% | $44.67 | — | COM | 26138E109 |
| — | WORKDAY INC | 3,000,000 | $3.68M | 0.1% | $1.21 | — | NOTE 1.500% 7/1 | 98138had3 |
| NVO | NOVO-NORDISK A S | 106,875 | $3.664M | 0.1% | $68.29 | — | ADR | 670100205 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $3.625M | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | AETNA INC NEW | 28,418 | $3.625M | 0.1% | $48.25 | — | COM | 00817Y108 |
| — | CSG SYS INTL INC | 3,500,000 | $3.624M | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | CTRIP COM INTL LTD | 3,250,000 | $3.606M | 0.1% | $1.04 | — | NOTE 1.000% 7/0 | 22943faf7 |
| META | FACEBOOK INC | 25,255 | $3.587M | 0.1% | $96.86 | +37.0% | CL A | 30303M102 |
| MCD | MCDONALDS CORP | 27,546 | $3.57M | 0.1% | $86.16 | +18.0% | COM | 580135101 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3.569M | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| — | CEDAR FAIR L P | 52,480 | $3.559M | 0.1% | $64.48 | — | DEPOSITRY UNIT | 150185106 |
| — | BROOKDALE SR LIVING INC | 3,578,000 | $3.524M | 0.1% | $1.01 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | RTW HLDGS INC | 3,400,000 | $3.499M | 0.1% | $0.93 | — | NOTE 5.625%11/1 | 749772ab5 |
| — | PANDORA MEDIA INC | 3,500,000 | $3.496M | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 698354ab3 |
| — | INCYTE CORP | 1,321,000 | $3.485M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | MEDICINES CO | 2,200,000 | $3.482M | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| ARCC | ARES CAP CORP | 192,800 | $3.351M | 0.1% | $12.74 | -41.6% | COM | 04010L103 |
| — | CITRIX SYS INC | 2,650,000 | $3.33M | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| QCOM | QUALCOMM INC | 58,050 | $3.329M | 0.1% | $60.04 | -24.2% | COM | 747525103 |
| — | TESLA INC | 3,300,000 | $3.242M | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | WEATHERFORD INTL LTD | 2,493,000 | $3.202M | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | COLONY NORTHSTAR INC | 246,669 | $3.184M | 0.1% | $12.91 | — | CL A COM | 19625W104 |
| — | DEPOMED INC | 3,371,000 | $3.165M | 0.1% | $1.28 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | TYSON FOODS INC | 47,056 | $3.165M | 0.1% | $58.45 | — | UNIT 99/99/9999 | 902494301 |
| — | ALON USA ENERGY INC | 2,814,000 | $3.097M | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| V | VISA INC | 34,775 | $3.09M | 0.1% | $66.46 | +21.7% | COM CL A | 92826C839 |
| — | WEBMD HEALTH CORP | 2,600,000 | $3.084M | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| — | TIFFANY & CO NEW | 32,255 | $3.074M | 0.1% | $83.10 | — | COM | 886547108 |
| — | PDC ENERGY INC | 2,986,000 | $3.059M | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3.009M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | MERITAGE HOMES CORP | 3,000,000 | $2.993M | 0.1% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,600 | $2.961M | 0.1% | $25.51 | +56.4% | COM | 416515104 |
| — | MGIC INVT CORP WIS | 2,000,000 | $2.913M | 0.1% | $1.10 | — | NOTE 2.000% 4/0 | 552848ae3 |
| TMO | THERMO FISHER SCIENTIFIC INC | 18,864 | $2.898M | 0.1% | $128.86 | +15.8% | COM | 883556102 |
| — | SUNPOWER CORP | 3,118,000 | $2.892M | 0.1% | $1.35 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,061,000 | $2.891M | 0.1% | $0.99 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $2.826M | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| BGS | B & G FOODS INC NEW | 69,965 | $2.816M | 0.1% | $16.56 | +25.0% | COM | 05508R106 |
| — | SM ENERGY CO | 2,734,000 | $2.717M | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 78454lam2 |
| PG | PROCTER AND GAMBLE CO | 29,706 | $2.669M | 0.1% | $66.66 | +5.1% | COM | 742718109 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,189,000 | $2.609M | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | SERVICENOW INC | 2,020,000 | $2.603M | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | RED HAT INC | 1,987,000 | $2.58M | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| — | NEW MTN FIN CORP | 2,488,000 | $2.58M | 0.1% | $1.01 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | WORKDAY INC | 2,242,000 | $2.571M | 0.1% | $1.08 | — | NOTE 0.750% 7/1 | 98138hac5 |
| VZ | VERIZON COMMUNICATIONS INC | 51,965 | $2.533M | 0.1% | $28.96 | +8.5% | COM | 92343V104 |
| — | LIVE NATION ENTERTAINMENT IN | 2,291,000 | $2.502M | 0.1% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | TRINITY INDS INC | 2,048,000 | $2.499M | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522af6 |
| — | MGIC INVT CORP WIS | 2,468,000 | $2.493M | 0.1% | $1.04 | — | NOTE 5.000% 5/0 | 552848ad5 |
| HSIC | SCHEIN HENRY INC | 14,545 | $2.472M | 0.1% | $69.42 | -6.4% | COM | 806407102 |
| — | TTM TECHNOLOGIES INC | 1,380,000 | $2.438M | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | NUANCE COMMUNICATIONS INC | 2,399,000 | $2.411M | 0.1% | $1.01 | — | NOTE 2.750%11/0 | 67020yaf7 |
| — | PROS HOLDINGS INC | 2,350,000 | $2.409M | 0.1% | $0.89 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | ROVI CORP | 2,460,000 | $2.4M | 0.1% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| ABBV | ABBVIE INC | 36,775 | $2.396M | 0.1% | $39.14 | +11.1% | COM | 00287Y109 |
| SLM | SLM CORP | 197,650 | $2.392M | 0.1% | $10.09 | +17.4% | COM | 78442P106 |
| — | EZCORP INC | 2,520,000 | $2.345M | 0.1% | $0.88 | — | NOTE 2.625% 6/1 | 302301ab2 |
| — | ON SEMICONDUCTOR CORP | 2,120,000 | $2.313M | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | IGI LABORATORIES INC | 2,300,000 | $2.309M | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | ARVINMERITOR INC | 2,146,000 | $2.244M | 0.1% | $1.02 | — | FRNT 4.000% 2/1 | 043353ah4 |
| — | VERINT SYS INC | 2,255,000 | $2.223M | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2.183M | 0.1% | $1.01 | — | NOTE 4.550% 3/0 | 85571baa3 |
| — | JAZZ INVESTMENTS I LTD | 2,035,000 | $2.177M | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | HURON CONSULTING GROUP INC | 2,337,000 | $2.168M | 0.1% | $0.98 | — | NOTE 1.250%10/0 | 447462ab8 |
| HLF | HERBALIFE LTD | 36,950 | $2.148M | 0.1% | $26.86 | +3.6% | COM USD SHS | G4412G101 |
| — | NATIONAL OILWELL VARCO INC | 53,582 | $2.148M | 0.1% | $37.75 | — | COM | 637071101 |
| — | XILINX INC | 36,825 | $2.132M | 0.1% | $57.90 | — | COM | 983919101 |
| TXN | TEXAS INSTRS INC | 26,300 | $2.119M | 0.1% | $30.88 | +96.4% | COM | 882508104 |
| — | THERAVANCE INC | 2,220,000 | $2.112M | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | VEECO INSTRS INC DEL | 2,000,000 | $2.081M | 0.1% | $1.04 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | INPHI CORP | 1,500,000 | $2.07M | 0.1% | $1.30 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 742,000 | $2.042M | 0.1% | $2.29 | — | NOTE 1.000% 7/0 | 874054ad1 |
| — | HEALTHSOUTH CORP | 1,672,000 | $2.037M | 0.1% | $1.19 | — | DEBT 2.000%12/0 | 421924bl4 |
| — | KKR & CO L P DEL | 110,798 | $2.02M | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| — | INFINERA CORPORATION | 1,885,000 | $2.019M | 0.1% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | XILINX INC | 1,000,000 | $2.018M | 0.1% | $1.50 | — | NOTE 2.625% 6/1 | 983919af8 |
| VOD | VODAFONE GROUP PLC NEW | 76,244 | $2.015M | 0.1% | $35.81 | — | SPONSORED ADR | 92857W308 |
| NAVI | NAVIENT CORPORATION | 135,400 | $1.999M | 0.1% | $16.89 | -9.2% | COM | 63938C108 |
| — | ALLETE INC | 29,000 | $1.964M | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | NEW YORK MTG TR INC | 2,000,000 | $1.955M | 0.1% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | TESLA INC | 860,000 | $1.92M | 0.1% | $1.76 | — | NOTE 1.500% 6/0 | 88160raa9 |
| NKE | NIKE INC | 33,850 | $1.886M | 0.1% | $51.28 | -3.9% | CL B | 654106103 |
| — | CHART INDS INC | 1,850,000 | $1.829M | 0.1% | $0.99 | — | NOTE 2.000% 8/0 | 16115qac4 |
| PPL | PPL CORP | 48,569 | $1.816M | 0.1% | $18.74 | +28.3% | COM | 69351T106 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 2,000,000 | $1.814M | 0.1% | $0.91 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | CIENA CORP | 1,304,000 | $1.788M | 0.1% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| — | NUVASIVE INC | 1,300,000 | $1.778M | 0.1% | $1.37 | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | SEACOR HOLDINGS INC | 1,966,000 | $1.752M | 0.1% | $0.85 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1.735M | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| HMN | HORACE MANN EDUCATORS CORP N | 42,220 | $1.733M | 0.1% | $41.92 | 0.0% | COM | 440327104 |
| — | STERICYCLE INC | 24,195 | $1.73M | 0.1% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | HOLOGIC INC | 1,379,000 | $1.711M | 0.1% | $1.23 | — | FRNT 12/1 | 436440ag6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 1,600,000 | $1.699M | 0.1% | $0.97 | — | NOTE 2.250% 6/0 | 049164bh8 |
| IWM | ISHARES TR | 12,250 | $1.684M | 0.1% | $129.92 | — | RUSSELL 2000 ETF | 464287655 |
| ROP | ROPER TECHNOLOGIES INC | 8,112 | $1.675M | 0.1% | $163.46 | +16.4% | COM | 776696106 |
| — | TOLL BROS FIN CORP | 1,672,000 | $1.662M | 0.1% | $0.98 | — | NOTE 0.500% 9/1 | 88947eam2 |
| CMCSA | COMCAST CORP NEW | 44,176 | $1.661M | 0.1% | $28.83 | +3.8% | CL A | 20030N101 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,424,000 | $1.621M | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | FIREEYE INC | 1,795,000 | $1.61M | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | RED HAT INC | 18,400 | $1.592M | 0.1% | $73.72 | — | COM | 756577102 |
| — | BLUCORA INC | 1,500,000 | $1.524M | 0.1% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| — | SERVICESOURCE INTL INC | 1,510,000 | $1.464M | 0.1% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1.449M | 0.1% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | SUNPOWER CORP | 1,800,000 | $1.438M | 0.1% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | KINDER MORGAN INC DEL | 29,093 | $1.434M | 0.1% | $43.46 | — | PFD SER A | 49456B200 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $1.433M | 0.1% | $181.48 | +13.4% | COM | 666807102 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1.385M | 0.1% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| — | SOUTHWESTERN ENERGY CO | 67,297 | $1.369M | 0.1% | $23.25 | — | DEP SHS 1/20 B | 845467208 |
| — | TWENTY FIRST CENTY FOX INC | 41,350 | $1.339M | 0.1% | $33.81 | — | CL A | 90130A101 |
| EW | EDWARDS LIFESCIENCES CORP | 14,088 | $1.325M | 0.1% | $36.20 | -13.5% | COM | 28176E108 |
| SPY | SPDR S&P 500 ETF TR | 5,500 | $1.297M | 0.0% | $235.82 | — | TR UNIT | 78462F103 |
| — | WRIGHT MED GROUP INC | 1,058,000 | $1.266M | 0.0% | $0.90 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | ELECTRONICS FOR IMAGING INC | 1,145,000 | $1.25M | 0.0% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | ECHO GLOBAL LOGISTICS INC | 1,310,000 | $1.243M | 0.0% | $1.07 | — | NOTE 2.500% 5/0 | 27875taa9 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.212M | 0.0% | $50.14 | +35.2% | COM | 665859104 |
| — | YAHOO INC | 1,150,000 | $1.192M | 0.0% | $1.06 | — | NOTE 12/0 | 984332af3 |
| — | STARWOOD WAYPOINT RESIDENTL | 971,000 | $1.154M | 0.0% | $0.93 | — | NOTE 3.000% 7/0 | 85571wab5 |
| — | ENDOLOGIX INC | 1,191,000 | $1.154M | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 29266saa4 |
| — | ZIONS BANCORPORATION | 100,000 | $1.153M | 0.0% | $11.53 | — | *W EXP 05/22/202 | 989701115 |
| — | STARWOOD PPTY TR INC | 1,004,000 | $1.151M | 0.0% | $1.09 | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,014,000 | $1.142M | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | HORIZON GLOBAL CORP | 1,250,000 | $1.136M | 0.0% | $0.91 | — | NOTE 2.750% 7/0 | 44052waa2 |
| — | SOTHEBYS | 24,838 | $1.13M | 0.0% | $42.74 | — | COM | 835898107 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,331,000 | $1.125M | 0.0% | $1.03 | — | NOTE 4.500% 7/1 | 590328aa8 |
| NUS | NU SKIN ENTERPRISES INC | 20,100 | $1.116M | 0.0% | $23.99 | +60.7% | CL A | 67018T105 |
| — | ILLUMINA INC | 1,100,000 | $1.11M | 0.0% | $1.00 | — | NOTE 6/1 | 452327af6 |
| — | WEBMD HEALTH CORP | 1,085,000 | $1.108M | 0.0% | $1.03 | — | NOTE 2.500% 1/3 | 94770vaf9 |
| DVN | DEVON ENERGY CORP NEW | 26,315 | $1.098M | 0.0% | $46.14 | -32.7% | COM | 25179M103 |
| — | PROOFPOINT INC | 950,000 | $1.088M | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $1.072M | 0.0% | $19.14 | +5.3% | COM | 15189T107 |
| WFC | WELLS FARGO & CO NEW | 19,244 | $1.071M | 0.0% | $44.36 | 0.0% | COM | 949746101 |
| HEI | HEICO CORP NEW | 12,250 | $1.068M | 0.0% | $28.58 | +45.7% | COM | 422806109 |
| — | MICRON TECHNOLOGY INC | 347,000 | $1.054M | 0.0% | $1.85 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | DOMINION RES INC VA NEW | 20,000 | $1.016M | 0.0% | $50.50 | — | UNIT 08/15/2019 | 25746u836 |
| — | BOTTOMLINE TECH DEL INC | 988,000 | $1.003M | 0.0% | $1.03 | — | NOTE 1.500%12/0 | 101388aa4 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $996K | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | DU PONT E I DE NEMOURS & CO | 12,163 | $977K | 0.0% | $47.51 | — | COM | 263534109 |
| — | AMERIGAS PARTNERS L P | 20,560 | $968K | 0.0% | $46.97 | — | UNIT L P INT | 030975106 |
| EA | ELECTRONIC ARTS INC | 10,800 | $967K | 0.0% | $44.53 | +85.9% | COM | 285512109 |
| PBI | PITNEY BOWES INC | 72,697 | $953K | 0.0% | $20.53 | -31.2% | COM | 724479100 |
| — | PACIRA PHARMACEUTICALS INC | 479,000 | $908K | 0.0% | $3.25 | — | NOTE 3.250% 2/0 | 695127ab6 |
| IBM | INTERNATIONAL BUSINESS MACHS | 5,173 | $901K | 0.0% | $120.94 | -5.4% | COM | 459200101 |
| — | EMERGENT BIOSOLUTIONS INC | 751,000 | $898K | 0.0% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| SLB | SCHLUMBERGER LTD | 11,372 | $888K | 0.0% | $58.61 | +8.1% | COM | 806857108 |
| COP | CONOCOPHILLIPS | 17,700 | $883K | 0.0% | $55.96 | -34.6% | COM | 20825C104 |
| — | GNC HLDGS INC | 1,440,000 | $875K | 0.0% | $0.61 | — | NOTE 1.500% 8/1 | 36191gab3 |
| — | MEDIDATA SOLUTIONS INC | 763,000 | $873K | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| — | CARDTRONICS INC | 794,000 | $861K | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $842K | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | ENCORE CAP GROUP INC | 754,000 | $834K | 0.0% | $0.98 | — | NOTE 3.000%11/2 | 292554ad4 |
| — | MOBILEYE N V AMSTELVEEN | 13,453 | $826K | 0.0% | $46.46 | — | ORD SHS | N51488117 |
| — | SYNERGY PHARMACEUTICALS DEL | 170,505 | $795K | 0.0% | $6.09 | — | COM NEW | 871639308 |
| — | VIPSHOP HLDGS LTD | 750,000 | $758K | 0.0% | $1.01 | — | NOTE 1.500% 3/1 | 92763waa1 |
| — | IMMUNOMEDICS INC | 535,000 | $751K | 0.0% | $0.67 | — | NOTE 4.750% 2/1 | 452907ak4 |
| GILD | GILEAD SCIENCES INC | 10,300 | $700K | 0.0% | $65.75 | -22.9% | COM | 375558103 |
| — | FINISAR CORP | 622,000 | $700K | 0.0% | $0.97 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | TRINITY BIOTECH INVT LTD | 850,000 | $699K | 0.0% | $0.90 | — | NOTE 4.000% 4/0 | 89643qab4 |
| BMY | BRISTOL MYERS SQUIBB CO | 12,698 | $691K | 0.0% | $45.02 | -11.3% | COM | 110122108 |
| — | HAWAIIAN HOLDINGS INC | 14,750 | $685K | 0.0% | $46.44 | — | COM | 419879101 |
| COST | COSTCO WHSL CORP NEW | 4,081 | $684K | 0.0% | $137.64 | +3.8% | COM | 22160K105 |
| — | NOVAVAX INC | 1,500,000 | $683K | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| — | MONMOUTH REAL ESTATE INVT CO | 47,300 | $675K | 0.0% | $10.78 | — | CL A | 609720107 |
| GS | GOLDMAN SACHS GROUP INC | 2,850 | $655K | 0.0% | $200.04 | 0.0% | COM | 38141G104 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $645K | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | UNILEVER N V | 12,605 | $626K | 0.0% | $43.35 | — | N Y SHS NEW | 904784709 |
| GOOGL | ALPHABET INC | 729 | $618K | 0.0% | $36.87 | +13.2% | CAP STK CL A | 02079K305 |
| INTU | INTUIT | 5,315 | $616K | 0.0% | $90.55 | +24.2% | COM | 461202103 |
| JBLU | JETBLUE AIRWAYS CORP | 29,500 | $608K | 0.0% | $22.72 | -10.2% | COM | 477143101 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $606K | 0.0% | $159.00 | +29.8% | COM | 573284106 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $602K | 0.0% | $26.13 | — | COM | 025676206 |
| — | PLATFORM SPECIALTY PRODS COR | 45,300 | $590K | 0.0% | $14.73 | — | COM | 72766Q105 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $582K | 0.0% | $55.52 | -1.5% | COM | 209115104 |
| — | INSULET CORP | 500,000 | $566K | 0.0% | $1.07 | — | NOTE 2.000% 6/1 | 45784pad3 |
| OEC | ORION ENGINEERED CARBONS S A | 27,505 | $564K | 0.0% | $20.55 | 0.0% | COM | L72967109 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 17,522 | $562K | 0.0% | $45.93 | — | SPONSORED ADR | 881624209 |
| — | DTE ENERGY CO | 10,000 | $538K | 0.0% | $52.70 | — | UNIT 99/99/9999 | 233331883 |
| MSFT | MICROSOFT CORP | 8,144 | $536K | 0.0% | $33.88 | +70.7% | COM | 594918104 |
| — | GREAT PLAINS ENERGY INC | 10,000 | $532K | 0.0% | $50.60 | — | DEP SHS 1/20 B | 391164878 |
| D | DOMINION RES INC VA NEW | 6,805 | $528K | 0.0% | $47.99 | +6.8% | COM | 25746U109 |
| WMB | WILLIAMS COS INC DEL | 17,500 | $518K | 0.0% | $19.05 | -5.9% | COM | 969457100 |
| — | FCB FINL HLDGS INC | 10,400 | $515K | 0.0% | $30.25 | — | CL A | 30255G103 |
| — | NEXTERA ENERGY INC | 10,000 | $508K | 0.0% | $49.50 | — | UNIT 09/01/2019 | 65339f820 |
| — | AMERICAN RLTY CAP PPTYS INC | 500,000 | $501K | 0.0% | $0.99 | — | NOTE 3.000% 8/0 | 02917taa2 |
| — | CIENA CORP | 500,000 | $499K | 0.0% | $0.98 | — | NOTE 0.875% 6/1 | 171779ae1 |
| — | BARD C R INC | 1,962 | $488K | 0.0% | $224.35 | — | COM | 067383109 |
| AMG | AFFILIATED MANAGERS GROUP | 2,955 | $484K | 0.0% | $149.25 | +2.7% | COM | 008252108 |
| — | SYMANTEC CORP | 15,560 | $477K | 0.0% | $21.58 | — | COM | 871503108 |
| HD | HOME DEPOT INC | 3,211 | $471K | 0.0% | $107.59 | +6.3% | COM | 437076102 |
| FISV | FISERV INC | 4,072 | $470K | 0.0% | $52.44 | +7.0% | COM | 337738108 |
| ON | ON SEMICONDUCTOR CORP | 30,197 | $468K | 0.0% | $11.94 | +21.5% | COM | 682189105 |
| SJT | SAN JUAN BASIN RTY TR | 64,500 | $467K | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| PEP | PEPSICO INC | 4,089 | $457K | 0.0% | $71.19 | +15.1% | COM | 713448108 |
| AMGN | AMGEN INC | 2,780 | $456K | 0.0% | $127.19 | 0.0% | COM | 031162100 |
| AAL | AMERICAN AIRLS GROUP INC | 9,750 | $412K | 0.0% | $39.99 | +9.5% | COM | 02376R102 |
| ZG | ZILLOW GROUP INC | 12,000 | $406K | 0.0% | $35.63 | 0.0% | CL A | 98954M101 |
| HYG | ISHARES TR | 4,591 | $403K | 0.0% | $87.78 | — | IBOXX HI YD ETF | 464288513 |
| AFL | AFLAC INC | 5,400 | $391K | 0.0% | $52.76 | -45.4% | COM | 001055102 |
| EXR | EXTRA SPACE STORAGE INC | 5,250 | $391K | 0.0% | $50.62 | +6.8% | COM | 30225T102 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 16,000 | $390K | 0.0% | $27.06 | — | COM | 87157B103 |
| — | ENVESTNET INC | 400,000 | $373K | 0.0% | $0.93 | — | NOTE 1.750%12/1 | 29404kaa4 |
| — | TIME WARNER INC | 3,770 | $368K | 0.0% | $79.17 | — | COM NEW | 887317303 |
| BAC | BANK AMER CORP | 15,100 | $356K | 0.0% | $14.45 | +34.1% | COM | 060505104 |
| ADBE | ADOBE SYS INC | 2,690 | $350K | 0.0% | $91.74 | +27.9% | COM | 00724F101 |
| MAS | MASCO CORP | 10,000 | $340K | 0.0% | $16.70 | +74.9% | COM | 574599106 |
| — | SUCAMPO PHARMACEUTICALS INC | 30,000 | $330K | 0.0% | $13.52 | — | CL A | 864909106 |
| — | PIONEER NAT RES CO | 1,725 | $321K | 0.0% | $185.80 | — | COM | 723787107 |
| — | APACHE CORP | 6,185 | $318K | 0.0% | $85.13 | — | COM | 037411105 |
| — | FIREEYE INC | 25,000 | $315K | 0.0% | $14.51 | — | COM | 31816Q101 |
| — | PROOFPOINT INC | 3,990 | $297K | 0.0% | $74.44 | — | COM | 743424103 |
| TSN | TYSON FOODS INC | 4,772 | $294K | 0.0% | $54.95 | -8.9% | CL A | 902494103 |
| CTRA | CABOT OIL & GAS CORP | 12,201 | $292K | 0.0% | $20.60 | -19.6% | COM | 127097103 |
| VRTS | VIRTUS INVT PARTNERS INC | 2,750 | $291K | 0.0% | $86.40 | 0.0% | COM | 92828Q109 |
| — | AK STL HLDG CORP | 39,500 | $284K | 0.0% | $7.19 | — | COM | 001547108 |
| LUV | SOUTHWEST AIRLS CO | 5,000 | $269K | 0.0% | $48.27 | 0.0% | COM | 844741108 |
| YELP | YELP INC | 8,141 | $267K | 0.0% | $37.09 | 0.0% | CL A | 985817105 |
| NVS | NOVARTIS A G | 3,506 | $260K | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| ESBA | EMPIRE ST RLTY OP L P | 12,000 | $249K | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| BDC | BELDEN INC | 3,500 | $242K | 0.0% | $71.50 | 0.0% | COM | 077454106 |
| GTLS | CHART INDS INC | 6,750 | $236K | 0.0% | $37.02 | 0.0% | COM PAR $0.01 | 16115Q308 |
| CCI | CROWN CASTLE INTL CORP NEW | 2,500 | $236K | 0.0% | $63.05 | -2.2% | COM | 22822V101 |
| — | UNITED TECHNOLOGIES CORP | 2,050 | $230K | 0.0% | $94.96 | — | COM | 913017109 |
| CSL | CARLISLE COS INC | 2,115 | $225K | 0.0% | $95.87 | 0.0% | COM | 142339100 |
| EOG | EOG RES INC | 2,300 | $224K | 0.0% | $65.14 | +14.0% | COM | 26875P101 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $220K | 0.0% | $163.01 | 0.0% | COM | 893641100 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $216K | 0.0% | $11.07 | — | COM | 46146L101 |
| KBE | SPDR SERIES TRUST | 5,000 | $215K | 0.0% | $43.00 | — | S&P BK ETF | 78464A797 |
| — | INFINERA CORPORATION | 21,000 | $215K | 0.0% | $10.76 | — | COM | 45667G103 |
| UAL | UNITED CONTL HLDGS INC | 3,000 | $212K | 0.0% | $72.28 | 0.0% | COM | 910047109 |
| — | ALEXION PHARMACEUTICALS INC | 1,700 | $206K | 0.0% | $122.33 | — | COM | 015351109 |
| — | KB HOME | 200,000 | $205K | 0.0% | $0.95 | — | NOTE 1.375% 2/0 | 48666kas8 |
| LEN | LENNAR CORP | 4,000 | $205K | 0.0% | $36.93 | +12.1% | CL A | 526057104 |
| CWB | SPDR SERIES TRUST | 4,250 | $204K | 0.0% | $45.69 | — | BLMBRG BRC CNVRT | 78464A359 |
| CLX | CLOROX CO DEL | 1,500 | $202K | 0.0% | $100.47 | 0.0% | COM | 189054109 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,500 | $201K | 0.0% | $80.40 | — | COM | 55608B105 |
| EZPW | EZCORP INC | 24,132 | $197K | 0.0% | $9.17 | 0.0% | CL A NON VTG | 302301106 |
| — | VEREIT INC | 16,500 | $140K | 0.0% | $8.46 | — | COM | 92339V100 |
| — | STREAMLINE HEALTH SOLUTIONS | 115,000 | $117K | 0.0% | $5.74 | — | COM | 86323X106 |
| — | CHESAPEAKE ENERGY CORP | 95,000 | $94,000 | 0.0% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| — | MERRIMACK PHARMACEUTICALS IN | 29,000 | $89,000 | 0.0% | $5.83 | — | COM | 590328100 |
| — | CHESAPEAKE ENERGY CORP | 84,000 | $81,000 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $21,000 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | COBALT INTL ENERGY INC | 18,250 | $10,000 | 0.0% | $1.32 | — | COM | 19075F106 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $6,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |