CIK: 0001009006 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 1, 2017
Total Value ($000): $2,667,919 (78.9% shares, 21.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| RJF | RAYMOND JAMES FINANCIAL INC | 687,996 | $55,191 | 2.1% | $35.83 | +23.4% | COM | 754730109 |
| — | GENESEE & WYO INC | 583,652 | $39,916 | 1.5% | $76.18 | — | CL A | 371559105 |
| RNST | RENASANT CORP | 806,785 | $35,289 | 1.3% | $29.76 | +40.9% | COM | 75970E107 |
| — | REALPAGE INC | 956,468 | $34,385 | 1.3% | $22.06 | — | COM | 75606N109 |
| IDA | IDACORP INC | 387,201 | $33,048 | 1.2% | $47.15 | +81.9% | COM | 451107106 |
| MD | MEDNAX INC | 531,908 | $32,111 | 1.2% | $55.02 | +7.7% | COM | 58502B106 |
| KWR | QUAKER CHEM CORP | 218,145 | $31,681 | 1.2% | $83.96 | +68.5% | COM | 747316107 |
| HEI/A | HEICO CORP NEW | 452,469 | $28,076 | 1.1% | $28.57 | +34.5% | CL A | 422806208 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 467,772 | $27,622 | 1.0% | $40.75 | +32.8% | COM | 03820C105 |
| LKQ | LKQ CORP | 807,681 | $26,613 | 1.0% | $21.92 | +26.6% | COM | 501889208 |
| RGEN | REPLIGEN CORP | 630,333 | $26,121 | 1.0% | $26.58 | +43.0% | COM | 759916109 |
| — | SVB FINL GROUP | 145,200 | $25,525 | 1.0% | $76.98 | — | COM | 78486Q101 |
| — | INC RESH HLDGS INC | 433,598 | $25,365 | 1.0% | $45.30 | — | CL A | 45329R109 |
| LFUS | LITTELFUSE INC | 152,557 | $25,172 | 0.9% | $88.86 | +80.8% | COM | 537008104 |
| HCSG | HEALTHCARE SVCS GRP INC | 532,057 | $24,916 | 0.9% | $25.29 | +82.6% | COM | 421906108 |
| ACIW | ACI WORLDWIDE INC | 1,099,463 | $24,595 | 0.9% | $23.12 | -3.2% | COM | 004498101 |
| — | CORNERSTONE ONDEMAND INC | 683,877 | $24,449 | 0.9% | $35.42 | — | COM | 21925Y103 |
| ICLR | ICON PLC | 249,066 | $24,356 | 0.9% | $32.57 | +171.6% | SHS | G4705A100 |
| CFR | CULLEN FROST BANKERS INC | 258,355 | $24,262 | 0.9% | $58.67 | +22.2% | COM | 229899109 |
| ODFL | OLD DOMINION FGHT LINES INC | 253,245 | $24,119 | 0.9% | $30.32 | -6.5% | COM | 679580100 |
| — | POLYONE CORP | 622,309 | $24,108 | 0.9% | $33.06 | — | COM | 73179P106 |
| SMTC | SEMTECH CORP | 671,423 | $24,003 | 0.9% | $26.00 | +34.8% | COM | 816850101 |
| AAPL | APPLE INC | 162,350 | $23,382 | 0.9% | $74.85 | -54.2% | COM | 037833100 |
| FULT | FULTON FINL CORP PA | 1,226,656 | $23,306 | 0.9% | $8.79 | +47.0% | COM | 360271100 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 601,427 | $23,101 | 0.9% | $26.86 | +38.7% | COM | 78467J100 |
| — | HUNTINGTON BANCSHARES INC | 16,160 | $22,947 | 0.9% | $1268.20 | — | PFD CONV SER A | 446150401 |
| — | BARNES GROUP INC | 390,499 | $22,856 | 0.9% | $37.51 | — | COM | 067806109 |
| — | HMS HLDGS CORP | 1,189,249 | $22,001 | 0.8% | $20.72 | — | COM | 40425J101 |
| — | EDUCATION RLTY TR INC | 565,069 | $21,896 | 0.8% | $37.07 | — | COM NEW | 28140H203 |
| — | WELLS FARGO CO NEW | 16,468 | $21,573 | 0.8% | $504.32 | — | PERP PFD CNV A | 949746804 |
| WAL | WESTERN ALLIANCE BANCORP | 432,708 | $21,289 | 0.8% | $33.51 | +23.2% | COM | 957638109 |
| — | CORESITE RLTY CORP | 202,948 | $21,011 | 0.8% | $37.98 | — | COM | 21870Q105 |
| JPM | JPMORGAN CHASE & CO | 225,427 | $20,604 | 0.8% | $51.15 | +34.0% | COM | 46625H100 |
| TDY | TELEDYNE TECHNOLOGIES INC | 158,778 | $20,268 | 0.8% | $76.81 | +68.7% | COM | 879360105 |
| — | COUSINS PPTYS INC | 2,263,490 | $19,896 | 0.7% | $9.31 | — | COM | 222795106 |
| — | K12 INC | 1,108,527 | $19,865 | 0.7% | $15.80 | — | COM | 48273U102 |
| — | CORELOGIC INC | 434,629 | $18,854 | 0.7% | $33.10 | — | COM | 21871D103 |
| WLY | WILEY JOHN & SONS INC | 353,354 | $18,639 | 0.7% | $36.94 | +7.9% | CL A | 968223206 |
| APH | AMPHENOL CORP NEW | 251,088 | $18,535 | 0.7% | $36.22 | -53.6% | CL A | 032095101 |
| — | IBERIABANK CORP | 224,740 | $18,316 | 0.7% | $55.89 | — | COM | 450828108 |
| PTC | PTC INC | 329,231 | $18,147 | 0.7% | $26.05 | +111.4% | COM | 69370C100 |
| DHR | DANAHER CORP DEL | 211,569 | $17,854 | 0.7% | $51.55 | +39.2% | COM | 235851102 |
| BLKB | BLACKBAUD INC | 207,108 | $17,760 | 0.7% | $25.61 | +215.3% | COM | 09227Q100 |
| — | SPARTANNASH CO | 677,919 | $17,599 | 0.7% | $22.83 | — | COM | 847215100 |
| DECK | DECKERS OUTDOOR CORP | 255,347 | $17,430 | 0.7% | $19.87 | -47.5% | COM | 243537107 |
| PKG | PACKAGING CORP AMER | 154,290 | $17,186 | 0.6% | $42.51 | +83.6% | COM | 695156109 |
| MLI | MUELLER INDS INC | 531,876 | $16,196 | 0.6% | $22.33 | -38.7% | COM | 624756102 |
| AMSF | AMERISAFE INC | 279,830 | $15,936 | 0.6% | $25.29 | +12.4% | COM | 03071H100 |
| WABC | WESTAMERICA BANCORPORATION | 275,441 | $15,436 | 0.6% | $38.33 | +8.2% | COM | 957090103 |
| TXRH | TEXAS ROADHOUSE INC | 299,842 | $15,277 | 0.6% | $22.04 | +90.1% | COM | 882681109 |
| PB | PROSPERITY BANCSHARES INC | 232,880 | $14,960 | 0.6% | $40.84 | +25.1% | COM | 743606105 |
| — | ILG INC | 533,269 | $14,660 | 0.5% | $18.39 | — | COM | 44967H101 |
| BRKR | BRUKER CORP | 503,634 | $14,525 | 0.5% | $16.47 | +51.4% | COM | 116794108 |
| SXT | SENSIENT TECHNOLOGIES CORP | 177,924 | $14,328 | 0.5% | $44.86 | +80.0% | COM | 81725T100 |
| OIS | OIL STS INTL INC | 520,358 | $14,128 | 0.5% | $42.64 | -30.5% | COM | 678026105 |
| — | BANK AMER CORP | 10,929 | $13,855 | 0.5% | $1159.93 | — | 7.25%CNV PFD L | 060505682 |
| — | VERIFONE SYS INC | 750,167 | $13,578 | 0.5% | $26.90 | — | COM | 92342Y109 |
| RLI | RLI CORP | 243,523 | $13,301 | 0.5% | $16.63 | +26.3% | COM | 749607107 |
| — | MICROSEMI CORP | 283,344 | $13,260 | 0.5% | $24.73 | — | COM | 595137100 |
| — | CHART INDS INC | 13,301,000 | $13,246 | 0.5% | $1.00 | — | NOTE 2.000% 8/0 | 16115qac4 |
| NWL | NEWELL BRANDS INC | 239,120 | $12,822 | 0.5% | $31.47 | +9.8% | COM | 651229106 |
| RGP | RESOURCES CONNECTION INC | 922,488 | $12,638 | 0.5% | $13.89 | -2.2% | COM | 76122Q105 |
| MLKN | MILLER HERMAN INC | 413,093 | $12,558 | 0.5% | $21.82 | +17.4% | COM | 600544100 |
| OHI | OMEGA HEALTHCARE INVS INC | 375,254 | $12,391 | 0.5% | $30.18 | — | COM | 681936100 |
| MO | ALTRIA GROUP INC | 164,109 | $12,221 | 0.5% | $29.39 | +33.7% | COM | 02209S103 |
| PFGC | PERFORMANCE FOOD GROUP CO | 437,004 | $11,974 | 0.4% | $23.99 | +10.2% | COM | 71377A103 |
| — | AARONS INC | 299,351 | $11,645 | 0.4% | $23.10 | — | COM PAR $0.50 | 002535300 |
| AMZN | AMAZON COM INC | 11,928 | $11,546 | 0.4% | $37.71 | +26.5% | COM | 023135106 |
| WTS | WATTS WATER TECHNOLOGIES INC | 182,026 | $11,504 | 0.4% | $63.11 | -1.2% | CL A | 942749102 |
| JNJ | JOHNSON & JOHNSON | 86,493 | $11,442 | 0.4% | $70.59 | +42.2% | COM | 478160104 |
| CMC | COMMERCIAL METALS CO | 587,029 | $11,406 | 0.4% | $14.44 | +9.2% | COM | 201723103 |
| RLJ | RLJ LODGING TR | 571,167 | $11,349 | 0.4% | $26.63 | — | COM | 74965L101 |
| PM | PHILIP MORRIS INTL INC | 96,215 | $11,300 | 0.4% | $70.69 | +5.1% | COM | 718172109 |
| — | SALESFORCE COM INC | 8,447,000 | $11,188 | 0.4% | $1.19 | — | NOTE 0.250% 4/0 | 79466lad6 |
| SM | SM ENERGY CO | 675,982 | $11,174 | 0.4% | $35.12 | -49.4% | COM | 78454L100 |
| GIII | G-III APPAREL GROUP LTD | 444,913 | $11,101 | 0.4% | $42.29 | -45.2% | COM | 36237H101 |
| — | TESARO INC | 2,718,000 | $10,990 | 0.4% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 65,515 | $10,957 | 0.4% | $66.63 | +68.5% | COM | 22410J106 |
| WAB | WABTEC CORP | 118,308 | $10,825 | 0.4% | $69.48 | +14.0% | COM | 929740108 |
| — | RYLAND GROUP INC | 9,126,000 | $10,809 | 0.4% | $1.36 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | CBS CORP NEW | 168,531 | $10,749 | 0.4% | $59.35 | — | CL B | 124857202 |
| GPI | GROUP 1 AUTOMOTIVE INC | 169,291 | $10,720 | 0.4% | $72.42 | -11.3% | COM | 398905109 |
| WWD | WOODWARD INC | 157,805 | $10,664 | 0.4% | $40.73 | +58.3% | COM | 980745103 |
| FTV | FORTIVE CORP | 162,354 | $10,285 | 0.4% | $31.82 | +19.4% | COM | 34959J108 |
| STZ | CONSTELLATION BRANDS INC | 53,056 | $10,279 | 0.4% | $133.63 | +16.5% | CL A | 21036P108 |
| BURL | BURLINGTON STORES INC | 111,381 | $10,246 | 0.4% | $54.03 | +78.0% | COM | 122017106 |
| — | FIDELITY NATIONAL FINANCIAL | 3,987,000 | $10,106 | 0.4% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| ZTS | ZOETIS INC | 158,841 | $9,909 | 0.4% | $31.14 | +77.6% | CL A | 98978V103 |
| BDX | BECTON DICKINSON & CO | 50,550 | $9,862 | 0.4% | $160.56 | 0.0% | COM | 075887109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 97,333 | $9,784 | 0.4% | $67.41 | +46.9% | CL A | 989207105 |
| — | ANTHEM INC | 177,522 | $9,307 | 0.3% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| — | STARWOOD PPTY TR INC | 8,904,000 | $8,982 | 0.3% | $1.00 | — | NOTE 3.750%10/1 | 85571bac9 |
| — | GREENBRIER COS INC | 6,570,000 | $8,948 | 0.3% | $1.38 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | PRICELINE GRP INC | 4,507,000 | $8,893 | 0.3% | $1.16 | — | NOTE 1.000% 3/1 | 741503aq9 |
| GOOG | ALPHABET INC | 9,771 | $8,879 | 0.3% | $38.55 | +17.9% | CAP STK CL C | 02079K107 |
| — | CONTROL4 CORP | 442,089 | $8,669 | 0.3% | $11.89 | — | COM | 21240D107 |
| NMFC | NEW MTN FIN CORP | 587,298 | $8,545 | 0.3% | $10.39 | -44.5% | COM | 647551100 |
| — | RUDOLPH TECHNOLOGIES INC | 368,475 | $8,420 | 0.3% | $13.70 | — | COM | 781270103 |
| — | FORUM ENERGY TECHNOLOGIES IN | 539,042 | $8,409 | 0.3% | $19.67 | — | COM | 34984V100 |
| — | XILINX INC | 130,678 | $8,405 | 0.3% | $62.51 | — | COM | 983919101 |
| MDLZ | MONDELEZ INTL INC | 194,159 | $8,386 | 0.3% | $26.98 | +35.9% | CL A | 609207105 |
| — | NAVISTAR INTL CORP NEW | 8,550,000 | $8,381 | 0.3% | $0.98 | — | NOTE 4.750% 4/1 | 63934eas7 |
| — | NOVELLUS SYS INC | 1,976,000 | $8,291 | 0.3% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | NIC INC | 436,971 | $8,281 | 0.3% | $17.15 | — | COM | 62914B100 |
| UNP | UNION PAC CORP | 76,015 | $8,279 | 0.3% | $72.52 | +24.2% | COM | 907818108 |
| BKE | BUCKLE INC | 460,303 | $8,193 | 0.3% | $27.15 | -74.2% | COM | 118440106 |
| FNV | FRANCO NEVADA CORP | 111,420 | $8,040 | 0.3% | $55.74 | +16.3% | COM | 351858105 |
| — | PALO ALTO NETWORKS INC | 6,073,000 | $7,988 | 0.3% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| — | LIGAND PHARMACEUTICALS INC | 4,800,000 | $7,962 | 0.3% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 161,014 | $7,951 | 0.3% | $44.29 | 0.0% | COM | 00404A109 |
| KHC | KRAFT HEINZ CO | 92,563 | $7,927 | 0.3% | $47.82 | +27.0% | COM | 500754106 |
| — | TWITTER INC | 8,234,000 | $7,775 | 0.3% | $0.90 | — | NOTE 0.250% 9/1 | 90184lab8 |
| PPG | PPG INDS INC | 69,974 | $7,694 | 0.3% | $89.37 | +3.1% | COM | 693506107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 115,730 | $7,629 | 0.3% | $51.52 | +6.6% | COM | 45866F104 |
| — | MICRON TECHNOLOGY INC | 6,765,000 | $7,613 | 0.3% | $1.15 | — | NOTE 3.000%11/1 | 595112ay9 |
| AMAT | APPLIED MATLS INC | 183,396 | $7,576 | 0.3% | $25.43 | +51.8% | COM | 038222105 |
| PBH | PRESTIGE BRANDS HLDGS INC | 143,074 | $7,556 | 0.3% | $53.59 | 0.0% | COM | 74112D101 |
| — | LIBERTY INTERACTIVE LLC | 6,500,000 | $7,467 | 0.3% | $1.15 | — | DEB 1.750% 9/3 | 530610ad6 |
| MOH | MOLINA HEALTHCARE INC | 107,920 | $7,466 | 0.3% | $51.87 | +18.3% | COM | 60855R100 |
| CNC | CENTENE CORP DEL | 92,946 | $7,425 | 0.3% | $32.73 | +15.3% | COM | 15135B101 |
| — | MICROCHIP TECHNOLOGY INC | 4,916,000 | $7,367 | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | SPANSION LLC | 2,750,000 | $7,362 | 0.3% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | FIREEYE INC | 7,775,000 | $7,336 | 0.3% | $0.92 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,843,000 | $7,260 | 0.3% | $1.08 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | WEST CORP | 306,700 | $7,152 | 0.3% | $24.52 | — | COM | 952355204 |
| CMP | COMPASS MINERALS INTL INC | 109,436 | $7,146 | 0.3% | $51.48 | 0.0% | COM | 20451N101 |
| — | DYCOM INDS INC | 6,080,000 | $7,064 | 0.3% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | SPIRIT RLTY CAP INC NEW | 7,045,000 | $6,983 | 0.3% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | CARRIZO OIL & GAS INC | 395,547 | $6,890 | 0.3% | $28.51 | — | COM | 144577103 |
| — | BECTON DICKINSON & CO | 125,000 | $6,829 | 0.3% | $54.63 | — | PFD SHS CONV A | 075887208 |
| — | RITCHIE BROS AUCTIONEERS | 237,341 | $6,821 | 0.3% | $24.62 | — | COM | 767744105 |
| — | HERBALIFE LTD | 6,439,000 | $6,708 | 0.3% | $0.97 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | NATIONAL INSTRS CORP | 165,642 | $6,662 | 0.2% | $34.11 | — | COM | 636518102 |
| — | TEVA PHARMACEUTICAL FIN LLC | 6,067,000 | $6,522 | 0.2% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | LUXFER HLDGS PLC | 504,026 | $6,446 | 0.2% | $16.78 | — | SPONSORED ADR | 550678106 |
| — | CALAMP CORP | 6,160,000 | $6,297 | 0.2% | $0.97 | — | NOTE 1.625% 5/1 | 128126ab5 |
| DIS | DISNEY WALT CO | 58,306 | $6,195 | 0.2% | $97.81 | +4.7% | COM DISNEY | 254687106 |
| — | NXP SEMICONDUCTORS N V | 5,170,000 | $6,170 | 0.2% | $1.15 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | AKAMAI TECHNOLOGIES INC | 6,294,000 | $6,168 | 0.2% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| — | NEW MTN FIN CORP | 5,868,000 | $6,118 | 0.2% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | ENDOLOGIX INC | 1,231,437 | $5,985 | 0.2% | $13.13 | — | COM | 29266S106 |
| — | NAVISTAR INTL CORP NEW | 6,001,000 | $5,981 | 0.2% | $0.98 | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | ADVANCED MICRO DEVICES INC | 3,400,000 | $5,954 | 0.2% | $1.49 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | ENCORE CAP GROUP INC | 5,550,000 | $5,937 | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | IAC INTERACTIVECORP | 57,300 | $5,916 | 0.2% | $62.34 | — | COM | 44919P508 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 34,676 | $5,873 | 0.2% | $141.20 | +17.8% | CL B NEW | 084670702 |
| NEE | NEXTERA ENERGY INC | 41,780 | $5,855 | 0.2% | $14.51 | +89.9% | COM | 65339F101 |
| — | EZCORP INC | 5,853,000 | $5,648 | 0.2% | $0.93 | — | NOTE 2.625% 6/1 | 302301ab2 |
| — | DRIL-QUIP INC | 115,006 | $5,612 | 0.2% | $71.55 | — | COM | 262037104 |
| — | SHUTTERFLY INC | 5,572,000 | $5,565 | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $5,430 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,850 | $5,418 | 0.2% | $17.29 | +17.3% | FNF GROUP COM | 31620R303 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,237,000 | $5,311 | 0.2% | $0.98 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,278 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | SEACOR HOLDINGS INC | 5,206,000 | $5,212 | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | RTI INTL METALS INC | 4,839,000 | $5,178 | 0.2% | $1.06 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | MICRON TECHNOLOGY INC | 1,855,000 | $5,112 | 0.2% | $1.46 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | GRAMERCY PPTY TR | 171,599 | $5,098 | 0.2% | $26.30 | — | COM NEW | 385002308 |
| PCTY | PAYLOCITY HLDG CORP | 112,695 | $5,092 | 0.2% | $43.61 | 0.0% | COM | 70438V106 |
| — | CORNERSTONE ONDEMAND INC | 5,048,000 | $5,077 | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | ARVINMERITOR INC | 4,864,000 | $5,071 | 0.2% | $1.03 | — | FRNT 4.000% 2/1 | 043353ah4 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,075,000 | $5,062 | 0.2% | $1.00 | — | NOTE 2.000%10/0 | 55608bab1 |
| ROST | ROSS STORES INC | 87,157 | $5,032 | 0.2% | $52.21 | +9.7% | COM | 778296103 |
| — | VIPSHOP HLDGS LTD | 5,047,000 | $4,991 | 0.2% | $0.99 | — | NOTE 1.500% 3/1 | 92763waa1 |
| SHW | SHERWIN WILLIAMS CO | 14,099 | $4,948 | 0.2% | $79.54 | +30.1% | COM | 824348106 |
| GCO | GENESCO INC | 144,403 | $4,895 | 0.2% | $68.39 | -34.7% | COM | 371532102 |
| — | COLONY CAP INC | 4,619,000 | $4,856 | 0.2% | $1.00 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $4,815 | 0.2% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| — | T MOBILE US INC | 48,518 | $4,795 | 0.2% | $63.73 | — | CONV PFD SER A | 872590203 |
| — | ECHO GLOBAL LOGISTICS INC | 4,981,000 | $4,759 | 0.2% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | AETNA INC NEW | 30,772 | $4,672 | 0.2% | $56.18 | — | COM | 00817Y108 |
| — | VERISIGN INC | 1,695,000 | $4,618 | 0.2% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | CEDAR FAIR L P | 63,845 | $4,603 | 0.2% | $65.84 | — | DEPOSITRY UNIT | 150185106 |
| NVO | NOVO-NORDISK A S | 107,056 | $4,592 | 0.2% | $68.29 | — | ADR | 670100205 |
| HON | HONEYWELL INTL INC | 33,539 | $4,470 | 0.2% | $68.71 | +43.7% | COM | 438516106 |
| — | INTEL CORP | 2,694,000 | $4,452 | 0.2% | $1.65 | — | SDCV 3.250% 8/0 | 458140af7 |
| — | XPO LOGISTICS INC | 1,125,000 | $4,426 | 0.2% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | CEMEX SAB DE CV | 3,685,000 | $4,409 | 0.2% | $1.16 | — | NOTE 3.750% 3/1 | 151290bc6 |
| PFE | PFIZER INC | 130,990 | $4,400 | 0.2% | $17.01 | +27.0% | COM | 717081103 |
| — | BROOKDALE SR LIVING INC | 4,426,000 | $4,398 | 0.2% | $1.01 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | LAZARD LTD | 92,380 | $4,280 | 0.2% | $38.90 | — | SHS A | G54050102 |
| — | COLONY NORTHSTAR INC | 300,983 | $4,241 | 0.2% | $13.12 | — | CL A COM | 19625W104 |
| MCD | MCDONALDS CORP | 27,546 | $4,219 | 0.2% | $86.16 | +36.9% | COM | 580135101 |
| HMN | HORACE MANN EDUCATORS CORP N | 111,610 | $4,219 | 0.2% | $39.81 | -3.2% | COM | 440327104 |
| — | HURON CONSULTING GROUP INC | 4,326,000 | $4,156 | 0.2% | $0.97 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | DOW CHEM CO | 63,574 | $4,010 | 0.2% | $59.42 | — | COM | 260543103 |
| — | WORKDAY INC | 3,000,000 | $3,995 | 0.1% | $1.21 | — | NOTE 1.500% 7/1 | 98138had3 |
| — | ROYAL DUTCH SHELL PLC | 75,090 | $3,994 | 0.1% | $53.98 | — | SPONS ADR A | 780259206 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3,940 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | ARCONIC INC | 109,923 | $3,935 | 0.1% | $30.17 | — | PFD CONV B SER 1 | 03965L308 |
| — | NUANCE COMMUNICATIONS INC | 3,887,000 | $3,907 | 0.1% | $1.01 | — | NOTE 2.750%11/0 | 67020yaf7 |
| META | FACEBOOK INC | 25,857 | $3,904 | 0.1% | $98.05 | +50.6% | CL A | 30303M102 |
| T | AT&T INC | 103,275 | $3,897 | 0.1% | $16.93 | -5.9% | COM | 00206R102 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $3,868 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | WELLTOWER INC | 58,084 | $3,842 | 0.1% | $64.09 | — | 6.50% PFD PREPET | 95040Q203 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $3,822 | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | TESLA INC | 3,300,000 | $3,817 | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| CVX | CHEVRON CORP NEW | 36,390 | $3,797 | 0.1% | $79.87 | -8.3% | COM | 166764100 |
| EPD | ENTERPRISE PRODS PARTNERS L | 139,932 | $3,789 | 0.1% | $41.68 | — | COM | 293792107 |
| — | CSG SYS INTL INC | 3,500,000 | $3,784 | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | TESLA INC | 3,000,000 | $3,773 | 0.1% | $1.26 | — | NOTE 2.375% 3/1 | 88160rad3 |
| — | CTRIP COM INTL LTD | 3,244,000 | $3,741 | 0.1% | $1.04 | — | NOTE 1.000% 7/0 | 22943faf7 |
| V | VISA INC | 39,283 | $3,684 | 0.1% | $68.87 | +27.0% | COM CL A | 92826C839 |
| — | EPR PPTYS | 103,515 | $3,681 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | ROVI CORP | 3,688,000 | $3,649 | 0.1% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3,609 | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| — | KNOWLES CORP | 3,000,000 | $3,529 | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,648 | $3,430 | 0.1% | $44.67 | — | COM | 26138E109 |
| — | TOLL BROS FIN CORP | 3,414,000 | $3,410 | 0.1% | $0.99 | — | NOTE 0.500% 9/1 | 88947eam2 |
| — | PANDORA MEDIA INC | 3,500,000 | $3,339 | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 698354ab3 |
| — | SUNPOWER CORP | 3,476,000 | $3,337 | 0.1% | $1.31 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | INCYTE CORP | 1,321,000 | $3,315 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | WEBMD HEALTH CORP | 2,600,000 | $3,303 | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| — | STANLEY BLACK & DECKER INC | 30,000 | $3,243 | 0.1% | $108.10 | — | UNIT 05/15/2020 | 854502887 |
| QCOM | QUALCOMM INC | 58,189 | $3,213 | 0.1% | $60.04 | -26.3% | COM | 747525103 |
| — | ALON USA ENERGY INC | 2,806,000 | $3,198 | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| ARCC | ARES CAP CORP | 194,545 | $3,187 | 0.1% | $12.74 | -41.8% | COM | 04010L103 |
| — | CITRIX SYS INC | 2,650,000 | $3,183 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| ROP | ROPER TECHNOLOGIES INC | 13,740 | $3,181 | 0.1% | $182.69 | +15.2% | COM | 776696106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 18,024 | $3,145 | 0.1% | $128.86 | +27.3% | COM | 883556102 |
| — | MEDICINES CO | 3,000,000 | $3,145 | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | ALBANY MOLECULAR RESH INC | 2,200,000 | $3,141 | 0.1% | $1.18 | — | NOTE 2.250%11/1 | 012423ab5 |
| — | NVIDIA CORP | 425,000 | $3,057 | 0.1% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 12 | $3,056 | 0.1% | $134052.62 | +86.2% | CL A | 084670108 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,238,000 | $3,033 | 0.1% | $0.98 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | MERITAGE HOMES CORP | 3,000,000 | $3,004 | 0.1% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| — | TIFFANY & CO NEW | 31,705 | $2,976 | 0.1% | $83.10 | — | COM | 886547108 |
| — | DEPOMED INC | 3,371,000 | $2,969 | 0.1% | $1.28 | — | NOTE 2.500% 9/0 | 249908aa2 |
| XOM | EXXON MOBIL CORP | 36,690 | $2,962 | 0.1% | $69.43 | -20.1% | COM | 30231G102 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $2,914 | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| SMP | STANDARD MTR PRODS INC | 55,455 | $2,896 | 0.1% | $49.82 | 0.0% | COM | 853666105 |
| HIG | HARTFORD FINL SVCS GROUP INC | 55,000 | $2,891 | 0.1% | $25.51 | +60.9% | COM | 416515104 |
| — | MEDICINES CO | 2,200,000 | $2,866 | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | RED HAT INC | 1,987,000 | $2,750 | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| — | ENDOLOGIX INC | 2,885,000 | $2,741 | 0.1% | $0.95 | — | NOTE 2.250%12/1 | 29266saa4 |
| — | FRONTIER COMMUNICATIONS CORP | 93,504 | $2,724 | 0.1% | $96.59 | — | PFD CONV SER-A | 35906A207 |
| ABBV | ABBVIE INC | 37,430 | $2,714 | 0.1% | $39.27 | +19.6% | COM | 00287Y109 |
| — | PDC ENERGY INC | 2,986,000 | $2,714 | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| HLF | HERBALIFE LTD | 36,850 | $2,629 | 0.1% | $26.86 | +25.5% | COM USD SHS | G4412G101 |
| — | LIVE NATION ENTERTAINMENT IN | 2,284,000 | $2,624 | 0.1% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,189,000 | $2,613 | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | TRINITY INDS INC | 2,043,000 | $2,568 | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522af6 |
| — | BLACKSTONE MTG TR INC | 2,500,000 | $2,553 | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | STANDARD PAC CORP NEW | 2,551,000 | $2,552 | 0.1% | $1.14 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| — | ILLUMINA INC | 2,494,000 | $2,529 | 0.1% | $1.01 | — | NOTE 6/1 | 452327af6 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 742,000 | $2,529 | 0.1% | $2.29 | — | NOTE 1.000% 7/0 | 874054ad1 |
| — | BOTTOMLINE TECH DEL INC | 2,489,000 | $2,526 | 0.1% | $1.02 | — | NOTE 1.500%12/0 | 101388aa4 |
| — | WEATHERFORD INTL LTD | 2,493,000 | $2,522 | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | PROS HOLDINGS INC | 2,350,000 | $2,512 | 0.1% | $0.89 | — | NOTE 2.000%12/0 | 74346yab9 |
| PG | PROCTER AND GAMBLE CO | 28,440 | $2,479 | 0.1% | $66.66 | +5.2% | COM | 742718109 |
| — | IGI LABORATORIES INC | 2,300,000 | $2,466 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | SM ENERGY CO | 2,734,000 | $2,462 | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | SERVICENOW INC | 1,645,000 | $2,411 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | TTM TECHNOLOGIES INC | 1,280,000 | $2,408 | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 87305rad1 |
| IBM | INTERNATIONAL BUSINESS MACHS | 15,473 | $2,380 | 0.1% | $109.51 | -5.2% | COM | 459200101 |
| — | SILVER STD RES INC | 2,394,000 | $2,332 | 0.1% | $0.97 | — | NOTE 2.875% 2/0 | 82823lac0 |
| BGS | B & G FOODS INC NEW | 65,315 | $2,325 | 0.1% | $16.56 | +15.6% | COM | 05508R106 |
| — | WEBMD HEALTH CORP | 2,211,000 | $2,309 | 0.1% | $1.04 | — | NOTE 2.500% 1/3 | 94770vaf9 |
| SLM | SLM CORP | 197,650 | $2,273 | 0.1% | $10.09 | +12.8% | COM | 78442P106 |
| NAVI | NAVIENT CORPORATION | 135,400 | $2,254 | 0.1% | $16.89 | -10.7% | COM | 63938C108 |
| — | KKR & CO L P DEL | 120,798 | $2,247 | 0.1% | $23.85 | — | COM UNITS | 48248M102 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,200,000 | $2,217 | 0.1% | $1.00 | — | NOTE 3.000% 8/0 | 02917taa2 |
| VZ | VERIZON COMMUNICATIONS INC | 49,495 | $2,210 | 0.1% | $28.96 | +2.0% | COM | 92343V104 |
| — | VERINT SYS INC | 2,255,000 | $2,209 | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | ON SEMICONDUCTOR CORP | 2,120,000 | $2,203 | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | JAZZ INVESTMENTS I LTD | 1,981,000 | $2,174 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,170 | 0.1% | $1.01 | — | NOTE 4.550% 3/0 | 85571baa3 |
| VOD | VODAFONE GROUP PLC NEW | 74,817 | $2,149 | 0.1% | $35.81 | — | SPONSORED ADR | 92857W308 |
| — | WORKDAY INC | 1,739,000 | $2,148 | 0.1% | $1.08 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | NEVRO CORP | 2,000,000 | $2,144 | 0.1% | $1.07 | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | ALLETE INC | 29,000 | $2,079 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | VEECO INSTRS INC DEL | 2,000,000 | $2,044 | 0.1% | $1.04 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | THERAVANCE INC | 2,220,000 | $2,037 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| TXN | TEXAS INSTRS INC | 26,300 | $2,023 | 0.1% | $30.88 | +104.5% | COM | 882508104 |
| — | INFINERA CORPORATION | 1,881,000 | $2,020 | 0.1% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | NEW YORK MTG TR INC | 2,000,000 | $2,015 | 0.1% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 1,900,000 | $2,008 | 0.1% | $0.99 | — | NOTE 2.250% 6/0 | 049164bh8 |
| NKE | NIKE INC | 33,941 | $2,003 | 0.1% | $51.28 | -5.9% | CL B | 654106103 |
| HSIC | SCHEIN HENRY INC | 10,880 | $1,991 | 0.1% | $69.42 | +0.4% | COM | 806407102 |
| — | TITAN MACHY INC | 2,032,000 | $1,971 | 0.1% | $0.97 | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | WEBMD HEALTH CORP | 2,000,000 | $1,963 | 0.1% | $0.98 | — | NOTE 2.625% 6/1 | 94770vam4 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 2,000,000 | $1,910 | 0.1% | $0.91 | — | NOTE 3.000% 8/0 | 73640qab1 |
| PPL | PPL CORP | 48,569 | $1,878 | 0.1% | $18.74 | +40.1% | COM | 69351T106 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1,834 | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | KB HOME | 1,700,000 | $1,823 | 0.1% | $1.06 | — | NOTE 1.375% 2/0 | 48666kas8 |
| NXPI | NXP SEMICONDUCTORS N V | 16,500 | $1,806 | 0.1% | $95.18 | 0.0% | COM | N6596X109 |
| — | NUVASIVE INC | 1,300,000 | $1,797 | 0.1% | $1.37 | — | NOTE 2.250% 3/1 | 670704ag0 |
| IWN | ISHARES TR | 15,039 | $1,788 | 0.1% | $118.89 | — | RUS 2000 VAL ETF | 464287630 |
| — | RED HAT INC | 18,400 | $1,762 | 0.1% | $73.72 | — | COM | 756577102 |
| — | HOLOGIC INC | 1,379,000 | $1,743 | 0.1% | $1.23 | — | FRNT 12/1 | 436440ag6 |
| — | NATIONAL OILWELL VARCO INC | 52,874 | $1,742 | 0.1% | $37.75 | — | COM | 637071101 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,300,000 | $1,741 | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| CMCSA | COMCAST CORP NEW | 44,376 | $1,728 | 0.1% | $28.83 | +10.7% | CL A | 20030N101 |
| — | INPHI CORP | 1,500,000 | $1,683 | 0.1% | $1.30 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | SEACOR HOLDINGS INC | 1,966,000 | $1,670 | 0.1% | $0.85 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | FIREEYE INC | 1,795,000 | $1,635 | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,424,000 | $1,588 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | ANI PHARMACEUTICALS INC | 1,500,000 | $1,585 | 0.1% | $1.06 | — | NOTE 3.000%12/0 | 00182caa1 |
| — | SUNPOWER CORP | 1,800,000 | $1,561 | 0.1% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | ALERE INC | 3,950 | $1,556 | 0.1% | $270.49 | — | PERP PFD CONV SE | 01449J204 |
| — | STERICYCLE INC | 24,195 | $1,548 | 0.1% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $1,547 | 0.1% | $181.48 | +19.8% | COM | 666807102 |
| — | UNISYS CORP | 1,000,000 | $1,526 | 0.1% | $1.53 | — | NOTE 5.500% 3/0 | 909214bs6 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1,479 | 0.1% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1,439 | 0.1% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| NTRS | NORTHERN TR CORP | 14,000 | $1,361 | 0.1% | $50.14 | +40.4% | COM | 665859104 |
| — | SYMANTEC CORP | 47,634 | $1,346 | 0.1% | $26.08 | — | COM | 871503108 |
| — | YAHOO INC | 1,150,000 | $1,305 | 0.0% | $1.06 | — | NOTE 12/0 | 984332af3 |
| — | ZIONS BANCORPORATION | 100,000 | $1,280 | 0.0% | $11.53 | — | *W EXP 05/22/202 | 989701115 |
| MTG | MGIC INVT CORP WIS | 113,806 | $1,275 | 0.0% | $10.75 | 0.0% | COM | 552848103 |
| — | KINDER MORGAN INC DEL | 29,093 | $1,262 | 0.0% | $43.46 | — | PFD SER A | 49456B200 |
| — | MOLINA HEALTHCARE INC | 971,000 | $1,241 | 0.0% | $1.11 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | ELECTRONICS FOR IMAGING INC | 1,145,000 | $1,230 | 0.0% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | HORIZON GLOBAL CORP | 1,250,000 | $1,194 | 0.0% | $0.91 | — | NOTE 2.750% 7/0 | 44052waa2 |
| — | PROOFPOINT INC | 950,000 | $1,186 | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | WRIGHT MED GROUP INC | 1,058,000 | $1,178 | 0.0% | $0.90 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | WPX ENERGY INC | 25,000 | $1,172 | 0.0% | $46.88 | — | PFD SER A CV | 98212B202 |
| — | STARWOOD WAYPOINT RESIDENTL | 971,000 | $1,153 | 0.0% | $0.93 | — | NOTE 3.000% 7/0 | 85571wab5 |
| — | STARWOOD PPTY TR INC | 1,004,000 | $1,144 | 0.0% | $1.09 | — | NOTE 4.000% 1/1 | 85571bab1 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1,142 | 0.0% | $44.53 | +124.9% | COM | 285512109 |
| — | ARES CAP CORP | 1,100,000 | $1,136 | 0.0% | $1.03 | — | NOTE 4.375% 1/1 | 04010lam5 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,014,000 | $1,123 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| COST | COSTCO WHSL CORP NEW | 6,935 | $1,109 | 0.0% | $143.13 | +5.5% | COM | 22160K105 |
| HEI | HEICO CORP NEW | 15,312 | $1,100 | 0.0% | $32.07 | +43.5% | COM | 422806109 |
| PBI | PITNEY BOWES INC | 71,992 | $1,087 | 0.0% | $20.53 | -28.9% | COM | 724479100 |
| — | MICRON TECHNOLOGY INC | 347,000 | $1,083 | 0.0% | $1.85 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | BARD C R INC | 3,382 | $1,069 | 0.0% | $262.87 | — | COM | 067383109 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $1,064 | 0.0% | $19.14 | +12.2% | COM | 15189T107 |
| — | MEDIDATA SOLUTIONS INC | 759,000 | $1,060 | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| WFC | WELLS FARGO CO NEW | 18,600 | $1,031 | 0.0% | $44.36 | -4.9% | COM | 949746101 |
| — | FINISAR CORP | 918,000 | $1,025 | 0.0% | $1.02 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | ENVESTNET INC | 1,030,000 | $1,010 | 0.0% | $0.96 | — | NOTE 1.750%12/1 | 29404kaa4 |
| — | DU PONT E I DE NEMOURS & CO | 12,513 | $1,010 | 0.0% | $48.44 | — | COM | 263534109 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $1,009 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | DOMINION ENERGY INC | 20,000 | $1,006 | 0.0% | $50.50 | — | UNIT 08/15/2019 | 25746u836 |
| — | CIENA CORP | 704,000 | $996 | 0.0% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| — | IMMUNOMEDICS INC | 535,000 | $982 | 0.0% | $0.67 | — | NOTE 4.750% 2/1 | 452907ak4 |
| — | UNILEVER N V | 17,745 | $981 | 0.0% | $46.80 | — | N Y SHS NEW | 904784709 |
| — | SOUTHWESTERN ENERGY CO | 67,297 | $977 | 0.0% | $23.25 | — | DEP SHS 1/20 B | 845467208 |
| — | EMERGENT BIOSOLUTIONS INC | 751,000 | $971 | 0.0% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| KEY | KEYCORP NEW | 47,803 | $896 | 0.0% | $12.49 | -0.7% | COM | 493267108 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $881 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,331,000 | $880 | 0.0% | $1.03 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | TWENTY FIRST CENTY FOX INC | 30,850 | $874 | 0.0% | $33.81 | — | CL A | 90130A101 |
| FISV | FISERV INC | 7,119 | $871 | 0.0% | $55.89 | +8.2% | COM | 337738108 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $847 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| DVN | DEVON ENERGY CORP NEW | 26,115 | $835 | 0.0% | $46.14 | -44.0% | COM | 25179M103 |
| — | MOBILEYE N V AMSTELVEEN | 13,183 | $828 | 0.0% | $46.46 | — | ORD SHS | N51488117 |
| — | HAWAIIAN HOLDINGS INC | 17,500 | $822 | 0.0% | $46.52 | — | COM | 419879101 |
| — | CARDTRONICS PLC | 23,750 | $780 | 0.0% | $32.84 | — | SHS CL A | G1991C105 |
| COP | CONOCOPHILLIPS | 17,700 | $778 | 0.0% | $55.96 | -36.6% | COM | 20825C104 |
| — | CARDTRONICS INC | 794,000 | $759 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| GOOGL | ALPHABET INC | 807 | $750 | 0.0% | $37.79 | +22.8% | CAP STK CL A | 02079K305 |
| — | MONMOUTH REAL ESTATE INVT CO | 49,000 | $737 | 0.0% | $10.93 | — | CL A | 609720107 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 11,750 | $733 | 0.0% | $62.38 | — | SHS | 337345102 |
| INTU | INTUIT | 5,465 | $726 | 0.0% | $91.41 | +33.5% | COM | 461202103 |
| TMUS | T MOBILE US INC | 11,650 | $706 | 0.0% | $62.94 | 0.0% | COM | 872590104 |
| GS | GOLDMAN SACHS GROUP INC | 3,141 | $697 | 0.0% | $198.61 | -7.0% | COM | 38141G104 |
| OEC | ORION ENGINEERED CARBONS S A | 34,470 | $688 | 0.0% | $20.23 | -6.3% | COM | L72967109 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $670 | 0.0% | $26.13 | — | COM | 025676206 |
| BMY | BRISTOL MYERS SQUIBB CO | 11,698 | $652 | 0.0% | $45.02 | -11.4% | COM | 110122108 |
| — | NOVAVAX INC | 1,500,000 | $643 | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| GILD | GILEAD SCIENCES INC | 8,800 | $623 | 0.0% | $65.75 | -26.5% | COM | 375558103 |
| BAC | BANK AMER CORP | 25,600 | $621 | 0.0% | $16.36 | +16.8% | COM | 060505104 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $618 | 0.0% | $159.00 | +33.4% | COM | 573284106 |
| — | INSULET CORP | 497,000 | $606 | 0.0% | $1.07 | — | NOTE 2.000% 6/1 | 45784pad3 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $606 | 0.0% | $55.52 | +6.8% | COM | 209115104 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 34,150 | $596 | 0.0% | $8.35 | +16.4% | SH BEN INT | 20451Q104 |
| — | PLATFORM SPECIALTY PRODS COR | 45,300 | $574 | 0.0% | $14.73 | — | COM | 72766Q105 |
| SLB | SCHLUMBERGER LTD | 8,680 | $571 | 0.0% | $58.61 | -4.8% | COM | 806857108 |
| — | RYLAND GROUP INC | 600,000 | $571 | 0.0% | $0.95 | — | NOTE 0.250% 6/0 | 783764as2 |
| MSFT | MICROSOFT CORP | 8,101 | $558 | 0.0% | $33.88 | +84.0% | COM | 594918104 |
| — | DTE ENERGY CO | 10,000 | $544 | 0.0% | $52.70 | — | UNIT 99/99/9999 | 233331883 |
| — | NEXTERA ENERGY INC | 10,000 | $536 | 0.0% | $49.50 | — | UNIT 09/01/2019 | 65339f820 |
| — | GREAT PLAINS ENERGY INC | 10,000 | $533 | 0.0% | $50.60 | — | DEP SHS 1/20 B | 391164878 |
| D | DOMINION ENERGY INC | 6,805 | $521 | 0.0% | $47.99 | +12.0% | COM | 25746U109 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 15,522 | $516 | 0.0% | $45.93 | — | SPONSORED ADR | 881624209 |
| WMB | WILLIAMS COS INC DEL | 16,500 | $500 | 0.0% | $19.05 | -2.0% | COM | 969457100 |
| — | FCB FINL HLDGS INC | 10,400 | $497 | 0.0% | $30.25 | — | CL A | 30255G103 |
| HD | HOME DEPOT INC | 3,211 | $493 | 0.0% | $107.59 | +15.7% | COM | 437076102 |
| — | YANDEX NV | 500,000 | $484 | 0.0% | $0.97 | — | NOTE 1.125%12/1 | 98474tab3 |
| — | SOLARCITY CORP | 500,000 | $474 | 0.0% | $0.95 | — | NOTE 1.625%11/0 | 83416tac4 |
| PEP | PEPSICO INC | 4,059 | $469 | 0.0% | $71.19 | +23.9% | COM | 713448108 |
| AAL | AMERICAN AIRLS GROUP INC | 9,000 | $453 | 0.0% | $39.99 | +12.7% | COM | 02376R102 |
| SJT | SAN JUAN BASIN RTY TR | 64,500 | $439 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| UAL | UNITED CONTL HLDGS INC | 5,750 | $433 | 0.0% | $73.82 | +2.3% | COM | 910047109 |
| AFL | AFLAC INC | 5,400 | $419 | 0.0% | $52.76 | -41.8% | COM | 001055102 |
| AMG | AFFILIATED MANAGERS GROUP | 2,488 | $413 | 0.0% | $149.25 | +3.8% | COM | 008252108 |
| ADBE | ADOBE SYS INC | 2,832 | $401 | 0.0% | $94.00 | +45.7% | COM | 00724F101 |
| KBE | SPDR SERIES TRUST | 9,000 | $392 | 0.0% | $43.25 | — | S&P BK ETF | 78464A797 |
| MAS | MASCO CORP | 10,000 | $382 | 0.0% | $16.70 | +92.0% | COM | 574599106 |
| — | TIME WARNER INC | 3,770 | $379 | 0.0% | $79.17 | — | COM NEW | 887317303 |
| ON | ON SEMICONDUCTOR CORP | 26,000 | $365 | 0.0% | $11.94 | +25.9% | COM | 682189105 |
| JBLU | JETBLUE AIRWAYS CORP | 16,000 | $365 | 0.0% | $22.72 | -3.2% | COM | 477143101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 22,000 | $362 | 0.0% | $24.17 | — | COM | 87157B103 |
| — | AMERIGAS PARTNERS L P | 7,775 | $351 | 0.0% | $46.97 | — | UNIT L P INT | 030975106 |
| — | FIREEYE INC | 23,000 | $350 | 0.0% | $14.51 | — | COM | 31816Q101 |
| — | AK STL HLDG CORP | 52,995 | $348 | 0.0% | $7.03 | — | COM | 001547108 |
| CWB | SPDR SERIES TRUST | 6,500 | $323 | 0.0% | $47.08 | — | BLMBRG BRC CNVRT | 78464A359 |
| CTRA | CABOT OIL & GAS CORP | 12,771 | $320 | 0.0% | $20.45 | -15.6% | COM | 127097103 |
| — | SYNERGY PHARMACEUTICALS DEL | 71,174 | $317 | 0.0% | $6.09 | — | COM NEW | 871639308 |
| — | SUCAMPO PHARMACEUTICALS INC | 30,000 | $315 | 0.0% | $13.52 | — | CL A | 864909106 |
| EZPW | EZCORP INC | 39,112 | $301 | 0.0% | $8.99 | -3.2% | CL A NON VTG | 302301106 |
| — | APACHE CORP | 6,185 | $296 | 0.0% | $85.13 | — | COM | 037411105 |
| ZG | ZILLOW GROUP INC | 6,000 | $293 | 0.0% | $35.63 | +17.5% | CL A | 98954M101 |
| NVS | NOVARTIS A G | 3,506 | $293 | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| RDN | RADIAN GROUP INC | 17,878 | $292 | 0.0% | $14.17 | 0.0% | COM | 750236101 |
| — | PIONEER NAT RES CO | 1,817 | $290 | 0.0% | $184.47 | — | COM | 723787107 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $269 | 0.0% | $163.01 | +6.4% | COM | 893641100 |
| YELP | YELP INC | 8,141 | $244 | 0.0% | $37.09 | -15.9% | CL A | 985817105 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $242 | 0.0% | $235.82 | — | TR UNIT | 78462F103 |
| — | PDC ENERGY INC | 5,500 | $237 | 0.0% | $43.09 | — | COM | 69327R101 |
| — | FINISAR CORP | 9,000 | $234 | 0.0% | $26.00 | — | COM NEW | 31787A507 |
| — | OASIS PETE INC NEW | 29,000 | $233 | 0.0% | $8.03 | — | COM | 674215108 |
| GTLS | CHART INDS INC | 6,696 | $233 | 0.0% | $37.02 | -5.8% | COM PAR $0.01 | 16115Q308 |
| TSN | TYSON FOODS INC | 3,500 | $219 | 0.0% | $54.95 | -11.1% | CL A | 902494103 |
| — | PROOFPOINT INC | 2,500 | $217 | 0.0% | $74.44 | — | COM | 743424103 |
| — | INFINERA CORPORATION | 20,000 | $213 | 0.0% | $10.76 | — | COM | 45667G103 |
| LEN | LENNAR CORP | 4,000 | $213 | 0.0% | $36.93 | +21.8% | CL A | 526057104 |
| — | AERIE PHARMACEUTICALS INC | 4,043 | $212 | 0.0% | $52.44 | — | COM | 00771V108 |
| ESBA | EMPIRE ST RLTY OP L P | 10,000 | $208 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| — | BLACK KNIGHT FINL SVCS INC | 5,000 | $205 | 0.0% | $41.00 | — | CL A | 09214X100 |
| GSBD | GOLDMAN SACHS BDC INC | 9,000 | $203 | 0.0% | $23.52 | 0.0% | SHS | 38147U107 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $200 | 0.0% | $11.07 | — | COM | 46146L101 |
| AME | AMETEK INC NEW | 3,303 | $200 | 0.0% | $55.63 | 0.0% | COM | 031100100 |
| — | VEREIT INC | 16,500 | $134 | 0.0% | $8.46 | — | COM | 92339V100 |
| — | STREAMLINE HEALTH SOLUTIONS | 115,000 | $123 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | WHITING PETE CORP NEW | 22,000 | $121 | 0.0% | $5.50 | — | COM | 966387102 |
| — | JONES ENERGY INC | 59,900 | $96 | 0.0% | $1.60 | — | COM CL A | 48019R108 |
| — | CHESAPEAKE ENERGY CORP | 83,000 | $81 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| — | MERRIMACK PHARMACEUTICALS IN | 30,900 | $38 | 0.0% | $5.55 | — | COM | 590328100 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $16 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $8 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |