CIK: 0001009006 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Oct 31, 2017
Total Value ($000): $2,809,202 (78.9% shares, 21.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| RJF | RAYMOND JAMES FINANCIAL INC | 615,804 | $51,931 | 1.8% | $35.83 | +32.6% | COM | 754730109 |
| — | GENESEE & WYO INC | 551,515 | $40,818 | 1.5% | $76.18 | — | CL A | 371559105 |
| LFUS | LITTELFUSE INC | 190,352 | $37,286 | 1.3% | $107.26 | +69.2% | COM | 537008104 |
| — | REALPAGE INC | 886,110 | $35,356 | 1.3% | $39.90 | — | COM | 75606n109 |
| — | RENASANT CORP | 820,832 | $35,214 | 1.3% | $42.90 | — | COM | 75970e107 |
| IDA | IDACORP INC | 394,432 | $34,682 | 1.2% | $47.89 | +82.7% | COM | 451107106 |
| KWR | QUAKER CHEM CORP | 227,147 | $33,606 | 1.2% | $86.26 | +64.9% | COM | 747316107 |
| — | APPLIED INDL TECHNOLOGIES IN | 476,599 | $31,360 | 1.1% | $65.80 | — | COM | 03820c105 |
| HEI/A | HEICO CORP NEW | 403,335 | $30,734 | 1.1% | $28.57 | +58.0% | CL A | 422806208 |
| LKQ | LKQ CORP | 822,845 | $29,614 | 1.1% | $22.08 | +38.6% | COM | 501889208 |
| — | ICON PLC | 253,768 | $28,899 | 1.0% | $113.88 | — | SHS | g4705a100 |
| ODFL | OLD DOMINION FGHT LINES INC | 257,551 | $28,359 | 1.0% | $30.35 | +4.9% | COM | 679580100 |
| — | CORNERSTONE ONDEMAND INC | 694,245 | $28,193 | 1.0% | $35.49 | — | COM | 21925Y103 |
| — | BARNES GROUP INC | 397,866 | $28,026 | 1.0% | $38.12 | — | COM | 067806109 |
| — | SVB FINL GROUP | 147,930 | $27,676 | 1.0% | $187.09 | — | COM | 78486q101 |
| HCSG | HEALTHCARE SVCS GRP INC | 504,803 | $27,244 | 1.0% | $25.29 | +103.3% | COM | 421906108 |
| ACIW | ACI WORLDWIDE INC | 1,145,646 | $26,098 | 0.9% | $23.10 | -1.9% | COM | 004498101 |
| — | POLYONE CORP | 651,647 | $26,085 | 0.9% | $40.03 | — | COM | 73179p106 |
| AAPL | APPLE INC | 168,419 | $25,957 | 0.9% | $73.46 | -50.8% | COM | 037833100 |
| TDY | TELEDYNE TECHNOLOGIES INC | 161,777 | $25,752 | 0.9% | $78.08 | +86.1% | COM | 879360105 |
| WAL | WESTERN ALLIANCE BANCORP | 480,349 | $25,497 | 0.9% | $34.41 | +23.7% | COM | 957638109 |
| CFR | CULLEN FROST BANKERS INC | 267,045 | $25,348 | 0.9% | $59.07 | +19.7% | COM | 229899109 |
| RGEN | REPLIGEN CORP | 658,979 | $25,252 | 0.9% | $27.25 | +53.8% | COM | 759916109 |
| — | HMS HLDGS CORP | 1,248,358 | $24,792 | 0.9% | $19.86 | — | COM | 40425j101 |
| — | SS&C TECHNOLOGIES HLDGS INC | 612,787 | $24,603 | 0.9% | $40.15 | — | COM | 78467j100 |
| — | MEDNAX INC | 550,749 | $23,748 | 0.8% | $43.12 | — | COM | 58502b106 |
| — | COUSINS PPTYS INC | 2,533,156 | $23,660 | 0.8% | $9.31 | — | COM | 222795106 |
| FULT | FULTON FINL CORP PA | 1,249,759 | $23,433 | 0.8% | $8.86 | +44.9% | COM | 360271100 |
| — | HUNTINGTON BANCSHARES INC | 15,803 | $23,254 | 0.8% | $1268.20 | — | PFD CONV SER A | 446150401 |
| — | INC RESH HLDGS INC | 441,775 | $23,105 | 0.8% | $52.30 | — | CL A | 45329r109 |
| JPM | JPMORGAN CHASE & CO | 231,904 | $22,149 | 0.8% | $51.78 | +42.3% | COM | 46625H100 |
| APH | AMPHENOL CORP NEW | 260,271 | $22,029 | 0.8% | $35.58 | -49.0% | CL A | 032095101 |
| — | EDUCATION RLTY TR INC | 611,682 | $21,978 | 0.8% | $35.93 | — | COM NEW | 28140h203 |
| — | WELLS FARGO CO NEW | 16,427 | $21,766 | 0.8% | $504.32 | — | PERP PFD CNV A | 949746804 |
| — | K12 INC | 1,196,274 | $21,342 | 0.8% | $17.84 | — | COM | 48273u102 |
| — | CORELOGIC INC | 442,805 | $20,466 | 0.7% | $33.34 | — | COM | 21871D103 |
| — | SPARTANNASH CO | 751,965 | $19,829 | 0.7% | $23.18 | — | COM | 847215100 |
| SMTC | SEMTECH CORP | 524,020 | $19,677 | 0.7% | $26.00 | +43.4% | COM | 816850101 |
| WLY | WILEY JOHN & SONS INC | 359,994 | $19,260 | 0.7% | $37.01 | +11.1% | CL A | 968223206 |
| MLI | MUELLER INDS INC | 541,879 | $18,939 | 0.7% | $22.17 | -38.5% | COM | 624756102 |
| — | PTC INC | 335,423 | $18,878 | 0.7% | $56.28 | — | COM | 69370c100 |
| — | IBERIABANK CORP | 228,993 | $18,812 | 0.7% | $56.37 | — | COM | 450828108 |
| DHR | DANAHER CORP DEL | 210,546 | $18,061 | 0.6% | $51.55 | +37.9% | COM | 235851102 |
| PKG | PACKAGING CORP AMER | 157,199 | $18,028 | 0.6% | $43.34 | +101.2% | COM | 695156109 |
| DECK | DECKERS OUTDOOR CORP | 260,540 | $17,824 | 0.6% | $19.69 | -45.2% | COM | 243537107 |
| BRKR | BRUKER CORP | 563,496 | $16,764 | 0.6% | $17.69 | +57.9% | COM | 116794108 |
| WABC | WESTAMERICA BANCORPORATION | 280,629 | $16,709 | 0.6% | $38.39 | +7.4% | COM | 957090103 |
| — | AMERISAFE INC | 279,727 | $16,280 | 0.6% | $58.20 | — | COM | 03071h100 |
| — | VERIFONE SYS INC | 799,836 | $16,221 | 0.6% | $20.28 | — | COM | 92342y109 |
| — | G-III APPAREL GROUP LTD | 553,952 | $16,076 | 0.6% | $29.02 | — | COM | 36237h101 |
| PB | PROSPERITY BANCSHARES INC | 237,265 | $15,595 | 0.6% | $40.99 | +19.1% | COM | 743606105 |
| — | BLACKBAUD INC | 175,168 | $15,380 | 0.5% | $87.80 | — | COM | 09227q100 |
| OIS | OIL STS INTL INC | 601,890 | $15,258 | 0.5% | $40.20 | -38.8% | COM | 678026105 |
| TXRH | TEXAS ROADHOUSE INC | 305,501 | $15,012 | 0.5% | $22.42 | +89.4% | COM | 882681109 |
| — | MICROSEMI CORP | 288,675 | $14,861 | 0.5% | $25.22 | — | COM | 595137100 |
| — | RLJ LODGING TR | 668,960 | $14,717 | 0.5% | $22.00 | — | COM | 74965l101 |
| — | BANK AMER CORP | 11,181 | $14,647 | 0.5% | $1163.31 | — | 7.25%CNV PFD L | 060505682 |
| — | ILG INC | 543,299 | $14,522 | 0.5% | $26.73 | — | COM | 44967h101 |
| — | CHART INDS INC | 14,454,000 | $14,418 | 0.5% | $1.00 | — | NOTE 2.000% 8/0 | 16115qac4 |
| RLI | RLI CORP | 247,173 | $14,178 | 0.5% | $16.69 | +23.6% | COM | 749607107 |
| — | SENSIENT TECHNOLOGIES CORP | 181,269 | $13,943 | 0.5% | $76.92 | — | COM | 81725t100 |
| WTS | WATTS WATER TECHNOLOGIES INC | 201,205 | $13,923 | 0.5% | $63.23 | +1.7% | CL A | 942749102 |
| — | AARONS INC | 304,988 | $13,307 | 0.5% | $23.48 | — | COM PAR $0.50 | 002535300 |
| — | RESOURCES CONNECTION INC | 939,848 | $13,064 | 0.5% | $13.90 | — | COM | 76122q105 |
| — | CORESITE RLTY CORP | 116,509 | $13,037 | 0.5% | $37.98 | — | COM | 21870Q105 |
| — | SM ENERGY CO | 734,744 | $13,034 | 0.5% | $17.74 | — | COM | 78454l100 |
| NEE | NEXTERA ENERGY INC | 87,535 | $12,828 | 0.5% | $22.46 | +32.3% | COM | 65339F101 |
| AMZN | AMAZON COM INC | 13,117 | $12,610 | 0.4% | $38.75 | +26.8% | COM | 023135106 |
| — | PERFORMANCE FOOD GROUP CO | 445,266 | $12,579 | 0.4% | $28.25 | — | COM | 71377a103 |
| GPI | GROUP 1 AUTOMOTIVE INC | 172,552 | $12,503 | 0.4% | $72.21 | -14.9% | COM | 398905109 |
| WWD | WOODWARD INC | 160,061 | $12,422 | 0.4% | $41.10 | +62.4% | COM | 980745103 |
| OHI | OMEGA HEALTHCARE INVS INC | 382,307 | $12,199 | 0.4% | $30.21 | — | COM | 681936100 |
| — | DISH NETWORK CORP | 10,800,000 | $12,083 | 0.4% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | SALESFORCE COM INC | 8,447,000 | $11,869 | 0.4% | $1.19 | — | NOTE 0.250% 4/0 | 79466lad6 |
| JNJ | JOHNSON & JOHNSON | 91,253 | $11,864 | 0.4% | $72.39 | +45.0% | COM | 478160104 |
| FTV | FORTIVE CORP | 166,167 | $11,763 | 0.4% | $32.01 | +25.6% | COM | 34959J108 |
| CMC | COMMERCIAL METALS CO | 598,075 | $11,381 | 0.4% | $14.47 | +10.9% | COM | 201723103 |
| — | ACADIA HEALTHCARE COMPANY IN | 235,099 | $11,228 | 0.4% | $47.76 | — | COM | 00404a109 |
| — | MICRON TECHNOLOGY INC | 8,079,000 | $11,185 | 0.4% | $1.19 | — | NOTE 3.000%11/1 | 595112ay9 |
| CMP | COMPASS MINERALS INTL INC | 170,106 | $11,040 | 0.4% | $51.75 | +1.0% | COM | 20451N101 |
| — | PRESTIGE BRANDS HLDGS INC | 219,773 | $11,008 | 0.4% | $50.09 | — | COM | 74112d101 |
| — | RYLAND GROUP INC | 9,126,000 | $10,985 | 0.4% | $1.36 | — | NOTE 1.625% 5/1 | 783764aq6 |
| BURL | BURLINGTON STORES INC | 113,474 | $10,832 | 0.4% | $54.65 | +60.6% | COM | 122017106 |
| PM | PHILIP MORRIS INTL INC | 97,326 | $10,804 | 0.4% | $70.74 | +6.4% | COM | 718172109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 99,175 | $10,768 | 0.4% | $68.06 | +50.8% | CL A | 989207105 |
| — | FIDELITY NATIONAL FINANCIAL | 3,987,000 | $10,755 | 0.4% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | XILINX INC | 151,009 | $10,696 | 0.4% | $63.63 | — | COM | 983919101 |
| MO | ALTRIA GROUP INC | 168,318 | $10,675 | 0.4% | $29.56 | +22.1% | COM | 02209S103 |
| BDX | BECTON DICKINSON & CO | 52,635 | $10,314 | 0.4% | $160.97 | +6.3% | COM | 075887109 |
| CNC | CENTENE CORP DEL | 105,912 | $10,249 | 0.4% | $33.99 | +26.6% | COM | 15135B101 |
| — | TESARO INC | 2,718,000 | $10,193 | 0.4% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| — | CRACKER BARREL OLD CTRY STOR | 66,748 | $10,120 | 0.4% | $151.62 | — | COM | 22410j106 |
| NWL | NEWELL BRANDS INC | 236,799 | $10,104 | 0.4% | $31.47 | +6.3% | COM | 651229106 |
| — | PRICELINE GRP INC | 6,972,000 | $10,062 | 0.4% | $1.44 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | RUDOLPH TECHNOLOGIES INC | 375,590 | $9,878 | 0.4% | $13.94 | — | COM | 781270103 |
| — | FORUM ENERGY TECHNOLOGIES IN | 611,702 | $9,726 | 0.3% | $15.90 | — | COM | 34984v100 |
| GOOG | ALPHABET INC | 10,117 | $9,703 | 0.3% | $38.82 | +19.1% | CAP STK CL C | 02079K107 |
| — | CBS CORP NEW | 165,377 | $9,592 | 0.3% | $59.35 | — | CL B | 124857202 |
| — | NAVISTAR INTL CORP NEW | 8,550,000 | $9,384 | 0.3% | $0.98 | — | NOTE 4.750% 4/1 | 63934eas7 |
| — | TWITTER INC | 9,888,000 | $9,369 | 0.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| STZ | CONSTELLATION BRANDS INC | 46,967 | $9,368 | 0.3% | $133.63 | +29.9% | CL A | 21036P108 |
| FNV | FRANCO NEVADA CORP | 119,968 | $9,295 | 0.3% | $56.80 | +24.3% | COM | 351858105 |
| — | ANTHEM INC | 177,522 | $9,253 | 0.3% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| — | NOVELLUS SYS INC | 1,676,000 | $9,215 | 0.3% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | GREENBRIER COS INC | 6,566,000 | $9,110 | 0.3% | $1.38 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | NIC INC | 524,669 | $8,998 | 0.3% | $17.15 | — | COM | 62914b100 |
| — | CARRIZO OIL & GAS INC | 516,003 | $8,839 | 0.3% | $25.85 | — | COM | 144577103 |
| NMFC | NEW MTN FIN CORP | 616,678 | $8,788 | 0.3% | $10.17 | -43.6% | COM | 647551100 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 8,241,000 | $8,756 | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | BECTON DICKINSON & CO | 159,000 | $8,737 | 0.3% | $54.70 | — | PFD SHS CONV A | 075887208 |
| — | MICROCHIP TECHNOLOGY INC | 4,916,000 | $8,599 | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | PALO ALTO NETWORKS INC | 6,073,000 | $8,353 | 0.3% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| ZTS | ZOETIS INC | 130,080 | $8,294 | 0.3% | $31.14 | +88.6% | CL A | 98978V103 |
| — | FIREEYE INC | 8,739,000 | $8,286 | 0.3% | $0.92 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | SPANSION LLC | 2,750,000 | $8,150 | 0.3% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| HMN | HORACE MANN EDUCATORS CORP N | 203,699 | $8,016 | 0.3% | $38.47 | -4.2% | COM | 440327104 |
| AMAT | APPLIED MATLS INC | 153,503 | $7,996 | 0.3% | $25.43 | +61.9% | COM | 038222105 |
| BKE | BUCKLE INC | 468,962 | $7,902 | 0.3% | $26.76 | -76.3% | COM | 118440106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 113,499 | $7,797 | 0.3% | $51.52 | +14.8% | COM | 45866F104 |
| — | CONTROL4 CORP | 263,123 | $7,752 | 0.3% | $11.89 | — | COM | 21240D107 |
| — | RITCHIE BROS AUCTIONEERS | 241,974 | $7,651 | 0.3% | $24.76 | — | COM | 767744105 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 41,640 | $7,633 | 0.3% | $147.14 | +20.1% | CL B NEW | 084670702 |
| — | NAVISTAR INTL CORP NEW | 7,268,000 | $7,577 | 0.3% | $0.99 | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | MOLINA HEALTHCARE INC | 109,998 | $7,563 | 0.3% | $68.76 | — | COM | 60855r100 |
| — | SYMANTEC CORP | 227,816 | $7,475 | 0.3% | $31.40 | — | COM | 871503108 |
| — | HERBALIFE LTD | 7,437,000 | $7,446 | 0.3% | $0.98 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | AKAMAI TECHNOLOGIES INC | 7,639,000 | $7,429 | 0.3% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| — | CALAMP CORP | 6,769,000 | $7,262 | 0.3% | $0.98 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,843,000 | $7,246 | 0.3% | $1.08 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | PAYLOCITY HLDG CORP | 148,216 | $7,236 | 0.3% | $48.82 | — | COM | 70438v106 |
| — | WEST CORP | 304,615 | $7,149 | 0.3% | $24.52 | — | COM | 952355204 |
| — | NATIONAL INSTRS CORP | 168,770 | $7,117 | 0.3% | $34.26 | — | COM | 636518102 |
| — | DYCOM INDS INC | 6,080,000 | $6,939 | 0.2% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | RAYTHEON CO | 37,136 | $6,929 | 0.2% | $186.58 | — | COM NEW | 755111507 |
| — | NEW MTN FIN CORP | 6,623,000 | $6,888 | 0.2% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | EZCORP INC | 6,871,000 | $6,787 | 0.2% | $0.94 | — | NOTE 2.625% 6/1 | 302301ab2 |
| — | IAC INTERACTIVECORP | 57,300 | $6,737 | 0.2% | $62.34 | — | COM | 44919P508 |
| — | MICRON TECHNOLOGY INC | 1,855,000 | $6,688 | 0.2% | $1.46 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | SPIRIT RLTY CAP INC NEW | 6,638,000 | $6,655 | 0.2% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| UNP | UNION PAC CORP | 55,025 | $6,381 | 0.2% | $72.52 | +22.9% | COM | 907818108 |
| — | ENCORE CAP GROUP INC | 5,550,000 | $6,359 | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| KHC | KRAFT HEINZ CO | 81,044 | $6,285 | 0.2% | $47.82 | +18.0% | COM | 500754106 |
| — | NXP SEMICONDUCTORS N V | 5,170,000 | $6,269 | 0.2% | $1.15 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | SHUTTERFLY INC | 6,181,000 | $6,150 | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| CAKE | CHEESECAKE FACTORY INC | 144,927 | $6,104 | 0.2% | $37.13 | 0.0% | COM | 163072101 |
| — | DRIL-QUIP INC | 136,969 | $6,047 | 0.2% | $67.16 | — | COM | 262037104 |
| — | ADVANCED MICRO DEVICES INC | 3,400,000 | $6,027 | 0.2% | $1.49 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 6,485,000 | $6,023 | 0.2% | $0.92 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | HURON CONSULTING GROUP INC | 6,467,000 | $6,014 | 0.2% | $0.96 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | BLACKHAWK NETWORK HLDGS INC | 5,331,000 | $5,978 | 0.2% | $1.12 | — | NOTE 1.500% 1/1 | 09238eab0 |
| — | AETNA INC NEW | 37,145 | $5,906 | 0.2% | $73.82 | — | COM | 00817Y108 |
| — | VIPSHOP HLDGS LTD | 5,988,000 | $5,897 | 0.2% | $0.99 | — | NOTE 1.500% 3/1 | 92763waa1 |
| — | ECHO GLOBAL LOGISTICS INC | 6,047,000 | $5,832 | 0.2% | $0.98 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | CORNERSTONE ONDEMAND INC | 5,728,000 | $5,796 | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| MDLZ | MONDELEZ INTL INC | 141,383 | $5,749 | 0.2% | $26.98 | +28.5% | CL A | 609207105 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,850 | $5,736 | 0.2% | $17.29 | +33.9% | FNF GROUP COM | 31620R303 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $5,686 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| TMO | THERMO FISHER SCIENTIFIC INC | 30,052 | $5,686 | 0.2% | $148.15 | +19.5% | COM | 883556102 |
| SHW | SHERWIN WILLIAMS CO | 15,618 | $5,592 | 0.2% | $82.16 | +29.6% | COM | 824348106 |
| — | ENDOLOGIX INC | 1,253,647 | $5,591 | 0.2% | $4.46 | — | COM | 29266s106 |
| SMP | STANDARD MTR PRODS INC | 112,039 | $5,406 | 0.2% | $48.75 | -2.1% | COM | 853666105 |
| — | DOWDUPONT INC | 77,858 | $5,390 | 0.2% | $69.23 | — | COM | 26078J100 |
| — | RTI INTL METALS INC | 4,833,000 | $5,383 | 0.2% | $1.06 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | BROOKDALE SR LIVING INC | 5,347,000 | $5,327 | 0.2% | $1.01 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,303 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | VERISIGN INC | 1,695,000 | $5,278 | 0.2% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | SEACOR HOLDINGS INC | 5,195,000 | $5,221 | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | GRAMERCY PPTY TR | 172,150 | $5,208 | 0.2% | $26.30 | — | COM NEW | 385002308 |
| NVO | NOVO-NORDISK A S | 106,675 | $5,136 | 0.2% | $68.29 | — | ADR | 670100205 |
| — | LIGAND PHARMACEUTICALS INC | 2,800,000 | $5,126 | 0.2% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| — | ROYAL DUTCH SHELL PLC | 83,186 | $5,039 | 0.2% | $54.63 | — | SPONS ADR A | 780259206 |
| — | LUXFER HLDGS PLC | 402,910 | $5,016 | 0.2% | $16.78 | — | SPONSORED ADR | 550678106 |
| — | TUTOR PERINI CORP | 4,250,000 | $5,006 | 0.2% | $1.18 | — | NOTE 2.875% 6/1 | 901109ad0 |
| META | FACEBOOK INC | 29,120 | $4,976 | 0.2% | $105.63 | +56.9% | CL A | 30303M102 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $4,863 | 0.2% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| — | T MOBILE US INC | 48,518 | $4,852 | 0.2% | $63.73 | — | CONV PFD SER A | 872590203 |
| HON | HONEYWELL INTL INC | 33,751 | $4,784 | 0.2% | $68.71 | +51.9% | COM | 438516106 |
| — | COLONY CAP INC | 4,619,000 | $4,751 | 0.2% | $1.00 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | XPO LOGISTICS INC | 1,125,000 | $4,641 | 0.2% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | IGI LABORATORIES INC | 4,722,000 | $4,539 | 0.2% | $0.97 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | BLACKSTONE MTG TR INC | 4,500,000 | $4,534 | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | ROVI CORP | 4,385,000 | $4,412 | 0.2% | $0.98 | — | NOTE 0.500% 3/0 | 779376ad4 |
| CVX | CHEVRON CORP NEW | 36,875 | $4,333 | 0.2% | $79.82 | -4.5% | COM | 166764100 |
| MCD | MCDONALDS CORP | 27,521 | $4,312 | 0.2% | $86.16 | +49.3% | COM | 580135101 |
| — | CEMEX SAB DE CV | 3,674,000 | $4,200 | 0.1% | $1.16 | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | LAZARD LTD | 91,126 | $4,121 | 0.1% | $38.90 | — | SHS A | G54050102 |
| V | VISA INC | 38,983 | $4,103 | 0.1% | $68.87 | +39.0% | COM CL A | 92826C839 |
| — | CEDAR FAIR L P | 62,970 | $4,038 | 0.1% | $65.84 | — | DEPOSITRY UNIT | 150185106 |
| DIS | DISNEY WALT CO | 40,655 | $4,007 | 0.1% | $97.81 | -0.9% | COM DISNEY | 254687106 |
| — | COLONY NORTHSTAR INC | 318,783 | $4,004 | 0.1% | $13.09 | — | CL A COM | 19625W104 |
| GCO | GENESCO INC | 147,118 | $3,913 | 0.1% | $67.65 | -58.2% | COM | 371532102 |
| T | AT&T INC | 99,875 | $3,912 | 0.1% | $16.93 | -7.8% | COM | 00206R102 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3,882 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | NUANCE COMMUNICATIONS INC | 3,876,000 | $3,879 | 0.1% | $1.01 | — | NOTE 2.750%11/0 | 67020yaf7 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $3,848 | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,189,000 | $3,843 | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $3,833 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | CSG SYS INTL INC | 3,500,000 | $3,758 | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | TESLA INC | 3,300,000 | $3,722 | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | WELLTOWER INC | 58,834 | $3,718 | 0.1% | $64.08 | — | 6.50% PFD PREPET | 95040Q203 |
| — | CTRIP COM INTL LTD | 3,242,000 | $3,688 | 0.1% | $1.04 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | TESLA INC | 3,000,000 | $3,687 | 0.1% | $1.26 | — | NOTE 2.375% 3/1 | 88160rad3 |
| — | SUNPOWER CORP | 3,775,000 | $3,633 | 0.1% | $1.28 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | CROWN CASTLE INTL CORP NEW | 3,400 | $3,607 | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | EPR PPTYS | 100,100 | $3,585 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3,531 | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| ROP | ROPER TECHNOLOGIES INC | 14,478 | $3,524 | 0.1% | $184.77 | +21.0% | COM | 776696106 |
| — | SILVER STD RES INC | 3,500,000 | $3,520 | 0.1% | $0.98 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | STANLEY BLACK & DECKER INC | 30,000 | $3,424 | 0.1% | $108.10 | — | UNIT 05/15/2020 | 854502887 |
| ABBV | ABBVIE INC | 38,315 | $3,405 | 0.1% | $39.61 | +35.5% | COM | 00287Y109 |
| ARCC | ARES CAP CORP | 207,345 | $3,398 | 0.1% | $12.41 | -41.3% | COM | 04010L103 |
| — | KNOWLES CORP | 3,000,000 | $3,383 | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | TTM TECHNOLOGIES INC | 2,000,000 | $3,379 | 0.1% | $1.25 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,358,000 | $3,379 | 0.1% | $1.00 | — | NOTE 3.000% 8/0 | 02917taa2 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,648 | $3,331 | 0.1% | $44.67 | — | COM | 26138E109 |
| XOM | EXXON MOBIL CORP | 40,560 | $3,325 | 0.1% | $67.99 | -20.1% | COM | 30231G102 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 12 | $3,297 | 0.1% | $134052.62 | +98.0% | CL A | 084670108 |
| — | PANDORA MEDIA INC | 3,500,000 | $3,270 | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 698354ab3 |
| PFE | PFIZER INC | 90,303 | $3,224 | 0.1% | $17.01 | +30.8% | COM | 717081103 |
| — | ELECTRONICS FOR IMAGING INC | 3,046,000 | $3,172 | 0.1% | $1.04 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | MEDICINES CO | 3,000,000 | $3,156 | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | FINISAR CORP | 3,012,000 | $3,154 | 0.1% | $1.04 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | ALON USA ENERGY INC | 2,793,000 | $3,149 | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3,143 | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | CIENA CORP | 2,561,000 | $3,128 | 0.1% | $1.22 | — | NOTE 3.750%10/1 | 171779aj0 |
| — | SOLARCITY CORP | 3,287,000 | $3,119 | 0.1% | $0.95 | — | NOTE 1.625%11/0 | 83416tac4 |
| — | TIFFANY & CO NEW | 33,630 | $3,087 | 0.1% | $83.60 | — | COM | 886547108 |
| — | CITRIX SYS INC | 2,650,000 | $3,082 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | RED HAT INC | 1,987,000 | $3,062 | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| — | INPHI CORP | 2,500,000 | $3,056 | 0.1% | $1.27 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | INCYTE CORP | 1,321,000 | $3,050 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| HIG | HARTFORD FINL SVCS GROUP INC | 55,000 | $3,049 | 0.1% | $25.51 | +77.3% | COM | 416515104 |
| — | RADIUS HEALTH INC | 3,000,000 | $3,015 | 0.1% | $1.00 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | LIVE NATION ENTERTAINMENT IN | 2,277,000 | $3,011 | 0.1% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| QCOM | QUALCOMM INC | 58,050 | $3,009 | 0.1% | $60.04 | -29.5% | COM | 747525103 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $2,991 | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | PDC ENERGY INC | 2,986,000 | $2,911 | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | INFINERA CORPORATION | 2,809,000 | $2,889 | 0.1% | $1.04 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | KB HOME | 2,633,000 | $2,801 | 0.1% | $1.06 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | MEDICINES CO | 2,200,000 | $2,791 | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | ENDOLOGIX INC | 2,878,000 | $2,756 | 0.1% | $0.95 | — | NOTE 2.250%12/1 | 29266saa4 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,231,000 | $2,746 | 0.1% | $0.98 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | TRINITY INDS INC | 2,036,000 | $2,744 | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522af6 |
| — | WEATHERFORD INTL LTD | 2,493,000 | $2,726 | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | SERVICENOW INC | 1,645,000 | $2,643 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | ILLUMINA INC | 2,492,000 | $2,637 | 0.1% | $1.01 | — | NOTE 6/1 | 452327af6 |
| — | NUVASIVE INC | 2,300,000 | $2,623 | 0.1% | $1.27 | — | NOTE 2.250% 3/1 | 670704ag0 |
| TXN | TEXAS INSTRS INC | 29,225 | $2,620 | 0.1% | $34.31 | +90.0% | COM | 882508104 |
| — | TITAN MACHY INC | 2,629,000 | $2,603 | 0.1% | $0.97 | — | NOTE 3.750% 5/0 | 88830rab7 |
| BGS | B & G FOODS INC NEW | 81,115 | $2,584 | 0.1% | $16.45 | -2.7% | COM | 05508R106 |
| — | SM ENERGY CO | 2,734,000 | $2,579 | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 78454lam2 |
| PG | PROCTER AND GAMBLE CO | 28,290 | $2,574 | 0.1% | $66.66 | +9.5% | COM | 742718109 |
| VZ | VERIZON COMMUNICATIONS INC | 51,100 | $2,529 | 0.1% | $29.00 | +4.2% | COM | 92343V104 |
| — | STARWOOD PPTY TR INC | 2,500,000 | $2,502 | 0.1% | $1.00 | — | NOTE 3.750%10/1 | 85571bac9 |
| HLF | HERBALIFE LTD | 36,850 | $2,500 | 0.1% | $26.86 | +27.4% | COM USD SHS | G4412G101 |
| — | DEPOMED INC | 3,371,000 | $2,495 | 0.1% | $1.28 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | ON SEMICONDUCTOR CORP | 2,080,000 | $2,483 | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | KKR & CO L P DEL | 120,798 | $2,456 | 0.1% | $23.85 | — | COM UNITS | 48248M102 |
| — | NVIDIA CORP | 275,000 | $2,449 | 0.1% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| — | VEECO INSTRS INC DEL | 2,500,000 | $2,391 | 0.1% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | PROS HOLDINGS INC | 2,350,000 | $2,389 | 0.1% | $0.89 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | NEVRO CORP | 2,000,000 | $2,376 | 0.1% | $1.07 | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 492,000 | $2,336 | 0.1% | $2.29 | — | NOTE 1.000% 7/0 | 874054ad1 |
| SLM | SLM CORP | 197,650 | $2,267 | 0.1% | $10.09 | +7.5% | COM | 78442P106 |
| — | WORKDAY INC | 1,736,000 | $2,261 | 0.1% | $1.08 | — | NOTE 0.750% 7/1 | 98138hac5 |
| EPD | ENTERPRISE PRODS PARTNERS L | 86,546 | $2,256 | 0.1% | $41.68 | — | COM | 293792107 |
| — | ALLETE INC | 29,000 | $2,241 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | VERINT SYS INC | 2,255,000 | $2,213 | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | MONMOUTH REAL ESTATE INVT CO | 134,040 | $2,170 | 0.1% | $14.26 | — | CL A | 609720107 |
| — | THERAVANCE INC | 2,220,000 | $2,167 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | ARES CAP CORP | 2,080,000 | $2,135 | 0.1% | $1.03 | — | NOTE 4.375% 1/1 | 04010lam5 |
| VOD | VODAFONE GROUP PLC NEW | 74,817 | $2,129 | 0.1% | $35.81 | — | SPONSORED ADR | 92857W308 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,127 | 0.1% | $1.01 | — | NOTE 4.550% 3/0 | 85571baa3 |
| — | JAZZ INVESTMENTS I LTD | 1,981,000 | $2,092 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | RED HAT INC | 18,400 | $2,040 | 0.1% | $73.72 | — | COM | 756577102 |
| NAVI | NAVIENT CORPORATION | 135,400 | $2,034 | 0.1% | $16.89 | -13.7% | COM | 63938C108 |
| — | REDWOOD TR INC | 2,000,000 | $1,992 | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| NXPI | NXP SEMICONDUCTORS N V | 17,520 | $1,981 | 0.1% | $95.41 | +3.9% | COM | N6596X109 |
| — | YANDEX NV | 1,958,000 | $1,953 | 0.1% | $0.99 | — | NOTE 1.125%12/1 | 98474tab3 |
| — | RYLAND GROUP INC | 2,008,000 | $1,928 | 0.1% | $0.96 | — | NOTE 0.250% 6/0 | 783764as2 |
| PPL | PPL CORP | 48,569 | $1,843 | 0.1% | $18.74 | +41.5% | COM | 69351T106 |
| — | ENVESTNET INC | 1,727,000 | $1,824 | 0.1% | $1.00 | — | NOTE 1.750%12/1 | 29404kaa4 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1,819 | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | BOTTOMLINE TECH DEL INC | 1,685,000 | $1,799 | 0.1% | $1.02 | — | NOTE 1.500%12/0 | 101388aa4 |
| — | FRONTIER COMMUNICATIONS CORP | 93,504 | $1,770 | 0.1% | $96.59 | — | PFD CONV SER-A | 35906A207 |
| — | SEACOR HOLDINGS INC | 1,966,000 | $1,764 | 0.1% | $0.85 | — | NOTE 3.000%11/1 | 81170yab5 |
| NKE | NIKE INC | 33,625 | $1,743 | 0.1% | $51.28 | -1.8% | CL B | 654106103 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $1,734 | 0.1% | $181.48 | +29.5% | COM | 666807102 |
| WAB | WABTEC CORP | 22,605 | $1,712 | 0.1% | $69.48 | +5.4% | COM | 929740108 |
| CMCSA | COMCAST CORP NEW | 44,058 | $1,695 | 0.1% | $28.83 | +11.1% | CL A | 20030N101 |
| — | HOLOGIC INC | 1,379,000 | $1,669 | 0.1% | $1.23 | — | FRNT 12/1 | 436440ag6 |
| — | ANI PHARMACEUTICALS INC | 1,500,000 | $1,641 | 0.1% | $1.06 | — | NOTE 3.000%12/0 | 00182caa1 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,424,000 | $1,590 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | ALERE INC | 3,950 | $1,582 | 0.1% | $270.49 | — | PFD CNV SER B | 01449J204 |
| — | TCP CAP CORP | 1,500,000 | $1,562 | 0.1% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,300,000 | $1,546 | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | ZIONS BANCORPORATION | 100,000 | $1,540 | 0.1% | $11.53 | — | *W EXP 05/22/202 | 989701115 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1,508 | 0.1% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | SUNPOWER CORP | 1,800,000 | $1,503 | 0.1% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | YAHOO INC | 1,150,000 | $1,495 | 0.1% | $1.06 | — | NOTE 12/0 | 984332af3 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1,468 | 0.1% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| HSIC | SCHEIN HENRY INC | 17,880 | $1,466 | 0.1% | $68.96 | -1.1% | COM | 806407102 |
| UMH | UMH PPTYS INC | 92,925 | $1,445 | 0.1% | $15.55 | — | COM | 903002103 |
| — | STERICYCLE INC | 24,195 | $1,399 | 0.0% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | WPX ENERGY INC | 25,000 | $1,331 | 0.0% | $46.88 | — | PFD SER A CV | 98212B202 |
| NTRS | NORTHERN TR CORP | 14,000 | $1,287 | 0.0% | $50.14 | +41.7% | COM | 665859104 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1,275 | 0.0% | $44.53 | +152.9% | COM | 285512109 |
| — | KINDER MORGAN INC DEL | 29,093 | $1,222 | 0.0% | $43.46 | — | PFD SER A | 49456B200 |
| — | MOLINA HEALTHCARE INC | 969,000 | $1,215 | 0.0% | $1.11 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | PROOFPOINT INC | 950,000 | $1,187 | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | UNISYS CORP | 1,000,000 | $1,168 | 0.0% | $1.53 | — | NOTE 5.500% 3/0 | 909214bs6 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1,155 | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| — | WRIGHT MED GROUP INC | 1,058,000 | $1,144 | 0.0% | $0.90 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,331,000 | $1,138 | 0.0% | $1.03 | — | NOTE 4.500% 7/1 | 590328aa8 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $1,136 | 0.0% | $19.14 | +16.6% | COM | 15189T107 |
| COST | COSTCO WHSL CORP NEW | 6,800 | $1,117 | 0.0% | $143.13 | -2.1% | COM | 22160K105 |
| — | FIREEYE INC | 1,200,000 | $1,115 | 0.0% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | BARD C R INC | 3,382 | $1,084 | 0.0% | $262.87 | — | COM | 067383109 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,014,000 | $1,078 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| GOOGL | ALPHABET INC | 1,102 | $1,073 | 0.0% | $40.28 | +16.9% | CAP STK CL A | 02079K305 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $1,059 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | BLACKSTONE GROUP L P | 31,440 | $1,049 | 0.0% | $33.37 | — | COM UNIT LTD | 09253U108 |
| WFC | WELLS FARGO CO NEW | 18,850 | $1,040 | 0.0% | $44.33 | -5.0% | COM | 949746101 |
| — | DOMINION ENERGY INC | 20,000 | $1,011 | 0.0% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| BABA | ALIBABA GROUP HLDG LTD | 5,695 | $984 | 0.0% | $172.78 | — | SPONSORED ADS | 01609W102 |
| — | SOUTHWESTERN ENERGY CO | 67,297 | $984 | 0.0% | $23.25 | — | DEP SHS 1/20 B | 845467208 |
| MTG | MGIC INVT CORP WIS | 74,835 | $938 | 0.0% | $10.75 | +8.1% | COM | 552848103 |
| GS | GOLDMAN SACHS GROUP INC | 3,955 | $938 | 0.0% | $196.43 | -4.3% | COM | 38141G104 |
| — | KEYW HLDG CORP | 1,000,000 | $938 | 0.0% | $0.94 | — | NOTE 2.500% 7/1 | 493723aa8 |
| — | CIENA CORP | 704,000 | $935 | 0.0% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| FISV | FISERV INC | 7,119 | $918 | 0.0% | $55.89 | +11.2% | COM | 337738108 |
| COP | CONOCOPHILLIPS | 18,025 | $902 | 0.0% | $55.57 | -38.0% | COM | 20825C104 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $899 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | TECH DATA CORP | 10,000 | $888 | 0.0% | $88.80 | — | COM | 878237106 |
| IWN | ISHARES TR | 7,000 | $869 | 0.0% | $118.89 | — | RUS 2000 VAL ETF | 464287630 |
| DVN | DEVON ENERGY CORP NEW | 23,590 | $866 | 0.0% | $46.14 | -50.2% | COM | 25179M103 |
| PBI | PITNEY BOWES INC | 61,460 | $861 | 0.0% | $20.53 | -33.1% | COM | 724479100 |
| — | UNILEVER N V | 14,195 | $838 | 0.0% | $46.80 | — | N Y SHS NEW | 904784709 |
| — | TWENTY FIRST CENTY FOX INC | 30,850 | $814 | 0.0% | $33.81 | — | CL A | 90130A101 |
| — | CTRIP COM INTL LTD | 750,000 | $810 | 0.0% | $1.08 | — | NOTE 1.250% 9/1 | 22943fam2 |
| HD | HOME DEPOT INC | 4,921 | $805 | 0.0% | $113.69 | +10.1% | COM | 437076102 |
| — | ANTHEM INC | 300,000 | $780 | 0.0% | $2.60 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $778 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $741 | 0.0% | $26.13 | — | COM | 025676206 |
| — | CARDTRONICS INC | 794,000 | $736 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| UAL | UNITED CONTL HLDGS INC | 11,750 | $715 | 0.0% | $70.14 | -5.0% | COM | 910047109 |
| — | IMMUNOMEDICS INC | 250,000 | $703 | 0.0% | $0.67 | — | NOTE 4.750% 2/1 | 452907ak4 |
| — | MARRIOTT VACATIONS WRLDWDE C | 667,000 | $699 | 0.0% | $1.05 | — | NOTE 1.500% 9/1 | 57164yaa5 |
| MSFT | MICROSOFT CORP | 9,331 | $695 | 0.0% | $38.20 | +74.5% | COM | 594918104 |
| — | HAWAIIAN HOLDINGS INC | 18,400 | $691 | 0.0% | $46.09 | — | COM | 419879101 |
| OEC | ORION ENGINEERED CARBONS S A | 30,581 | $687 | 0.0% | $20.23 | +5.9% | COM | L72967109 |
| — | CARDTRONICS PLC | 29,120 | $670 | 0.0% | $31.03 | — | SHS CL A | G1991C105 |
| GILD | GILEAD SCIENCES INC | 8,235 | $667 | 0.0% | $65.75 | -14.9% | COM | 375558103 |
| — | ACTIVISION BLIZZARD INC | 10,220 | $659 | 0.0% | $64.48 | — | COM | 00507V109 |
| INTU | INTUIT | 4,580 | $651 | 0.0% | $91.41 | +42.4% | COM | 461202103 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 9,500 | $647 | 0.0% | $62.38 | — | SHS | 337345102 |
| APD | AIR PRODS & CHEMS INC | 4,145 | $627 | 0.0% | $119.15 | 0.0% | COM | 009158106 |
| D | DOMINION ENERGY INC | 8,110 | $624 | 0.0% | $48.90 | +9.7% | COM | 25746U109 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $605 | 0.0% | $55.52 | +10.3% | COM | 209115104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,173 | $605 | 0.0% | $109.51 | -11.5% | COM | 459200101 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 33,350 | $592 | 0.0% | $8.35 | +23.2% | SH BEN INT | 20451Q104 |
| PEP | PEPSICO INC | 5,159 | $575 | 0.0% | $75.07 | +19.1% | COM | 713448108 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $572 | 0.0% | $159.00 | +24.8% | COM | 573284106 |
| BAC | BANK AMER CORP | 22,100 | $560 | 0.0% | $16.36 | +22.0% | COM | 060505104 |
| — | NEXTERA ENERGY INC | 10,000 | $553 | 0.0% | $55.30 | — | UNIT 09/01/2019 | 65339F820 |
| — | CYPRESS SEMICONDUCTOR CORP | 423,000 | $552 | 0.0% | $1.30 | — | NOTE 4.500% 1/1 | 232806am1 |
| C | CITIGROUP INC | 7,470 | $543 | 0.0% | $51.91 | 0.0% | COM NEW | 172967424 |
| — | MEDIDATA SOLUTIONS INC | 375,000 | $522 | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| SJT | SAN JUAN BASIN RTY TR | 64,500 | $506 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | PLATFORM SPECIALTY PRODS COR | 45,300 | $505 | 0.0% | $14.73 | — | COM | 72766Q105 |
| — | FCB FINL HLDGS INC | 10,400 | $502 | 0.0% | $30.25 | — | CL A | 30255G103 |
| AMG | AFFILIATED MANAGERS GROUP | 2,488 | $472 | 0.0% | $149.25 | +15.8% | COM | 008252108 |
| — | NOVAVAX INC | 1,000,000 | $471 | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| KBE | SPDR SERIES TRUST | 10,000 | $451 | 0.0% | $43.43 | — | S&P BK ETF | 78464A797 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $450 | 0.0% | $19.05 | +1.1% | COM | 969457100 |
| AFL | AFLAC INC | 5,400 | $440 | 0.0% | $52.76 | -37.2% | COM | 001055102 |
| LUV | SOUTHWEST AIRLS CO | 7,250 | $406 | 0.0% | $50.59 | 0.0% | COM | 844741108 |
| — | AK STL HLDG CORP | 71,577 | $400 | 0.0% | $6.66 | — | COM | 001547108 |
| JBLU | JETBLUE AIRWAYS CORP | 21,500 | $398 | 0.0% | $22.27 | -5.9% | COM | 477143101 |
| MAS | MASCO CORP | 10,000 | $390 | 0.0% | $16.70 | +98.3% | COM | 574599106 |
| — | FIREEYE INC | 22,000 | $369 | 0.0% | $14.51 | — | COM | 31816Q101 |
| JD | JD COM INC | 9,585 | $366 | 0.0% | $38.18 | — | SPON ADR CL A | 47215P106 |
| — | KAMAN CORP | 6,264 | $349 | 0.0% | $55.72 | — | COM | 483548103 |
| — | SUCAMPO PHARMACEUTICALS INC | 29,500 | $348 | 0.0% | $13.52 | — | CL A | 864909106 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 18,100 | $319 | 0.0% | $41.90 | — | SPONSORED ADR | 881624209 |
| ADBE | ADOBE SYS INC | 2,040 | $304 | 0.0% | $94.00 | +58.8% | COM | 00724F101 |
| NVS | NOVARTIS A G | 3,506 | $301 | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| SLB | SCHLUMBERGER LTD | 4,255 | $297 | 0.0% | $58.61 | -11.5% | COM | 806857108 |
| — | AMERIGAS PARTNERS L P | 6,575 | $295 | 0.0% | $46.97 | — | UNIT L P INT | 030975106 |
| HOLX | HOLOGIC INC | 8,000 | $294 | 0.0% | $40.36 | 0.0% | COM | 436440101 |
| — | CELGENE CORP | 2,010 | $293 | 0.0% | $145.77 | — | COM | 151020104 |
| — | DELPHI AUTOMOTIVE PLC | 2,760 | $272 | 0.0% | $98.55 | — | SHS | G27823106 |
| HURN | HURON CONSULTING GROUP INC | 7,900 | $271 | 0.0% | $35.34 | 0.0% | COM | 447462102 |
| — | FINISAR CORP | 12,000 | $266 | 0.0% | $25.04 | — | COM NEW | 31787A507 |
| — | APACHE CORP | 5,616 | $257 | 0.0% | $85.13 | — | COM | 037411105 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $256 | 0.0% | $163.01 | +16.5% | COM | 893641100 |
| — | MACQUARIE INFRASTRUCTURE COR | 3,500 | $253 | 0.0% | $72.29 | — | COM | 55608B105 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $251 | 0.0% | $235.82 | — | TR UNIT | 78462F103 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $250 | 0.0% | $20.45 | -9.0% | COM | 127097103 |
| INCY | INCYTE CORP | 2,100 | $245 | 0.0% | $126.52 | 0.0% | COM | 45337C102 |
| ZG | ZILLOW GROUP INC | 6,000 | $241 | 0.0% | $35.63 | +18.7% | CL A | 98954M101 |
| — | SYNERGY PHARMACEUTICALS DEL | 80,674 | $234 | 0.0% | $5.72 | — | COM NEW | 871639308 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $230 | 0.0% | $112.31 | 0.0% | COM | 03027X100 |
| — | ENVISION HEALTHCARE CORP | 5,105 | $229 | 0.0% | $44.86 | — | COM | 29414d100 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 24,000 | $224 | 0.0% | $22.93 | — | COM | 87157B103 |
| — | NUVASIVE INC | 4,000 | $222 | 0.0% | $55.50 | — | COM | 670704105 |
| CLX | CLOROX CO DEL | 1,675 | $221 | 0.0% | $105.56 | 0.0% | COM | 189054109 |
| — | ANADARKO PETE CORP | 4,500 | $220 | 0.0% | $48.89 | — | COM | 032511107 |
| UPS | UNITED PARCEL SERVICE INC | 1,815 | $218 | 0.0% | $82.86 | 0.0% | CL B | 911312106 |
| AME | AMETEK INC NEW | 3,303 | $218 | 0.0% | $55.63 | +7.4% | COM | 031100100 |
| EXPE | EXPEDIA INC DEL | 1,500 | $216 | 0.0% | $142.74 | 0.0% | COM NEW | 30212P303 |
| — | BLACK KNIGHT FINL SVCS INC | 5,000 | $215 | 0.0% | $41.00 | — | CL A | 09214X100 |
| ITW | ILLINOIS TOOL WKS INC | 1,445 | $214 | 0.0% | $116.05 | 0.0% | COM | 452308109 |
| LEN | LENNAR CORP | 3,998 | $211 | 0.0% | $36.93 | +23.6% | CL A | 526057104 |
| AAL | AMERICAN AIRLS GROUP INC | 4,400 | $209 | 0.0% | $39.99 | +17.5% | COM | 02376R102 |
| — | AERIE PHARMACEUTICALS INC | 4,250 | $207 | 0.0% | $52.25 | — | COM | 00771V108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 4,250 | $207 | 0.0% | $47.83 | 0.0% | COM | 00971T101 |
| — | JACOBS ENGR GROUP INC DEL | 3,540 | $206 | 0.0% | $58.19 | — | COM | 469814107 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $205 | 0.0% | $11.07 | — | COM | 46146L101 |
| ESBA | EMPIRE ST RLTY OP L P | 10,000 | $205 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 1,710 | $204 | 0.0% | $119.30 | — | SPONSORED ADR | 03524A108 |
| — | INFINERA CORPORATION | 22,000 | $195 | 0.0% | $10.59 | — | COM | 45667G103 |
| — | OASIS PETE INC NEW | 21,000 | $192 | 0.0% | $8.03 | — | COM | 674215108 |
| — | TEAM INC | 14,000 | $187 | 0.0% | $13.36 | — | COM | 878155100 |
| — | STREAMLINE HEALTH SOLUTIONS | 105,551 | $155 | 0.0% | $5.74 | — | COM | 86323X106 |
| TTMI | TTM TECHNOLOGIES INC | 10,000 | $154 | 0.0% | $15.59 | 0.0% | COM | 87305R109 |
| — | JONES ENERGY INC | 76,700 | $147 | 0.0% | $1.67 | — | COM CL A | 48019R108 |
| — | WHITING PETE CORP NEW | 26,000 | $142 | 0.0% | $5.49 | — | COM | 966387102 |
| — | VEREIT INC | 16,500 | $137 | 0.0% | $8.46 | — | COM | 92339V100 |
| — | ACETO CORP | 11,689 | $131 | 0.0% | $11.21 | — | COM | 004446100 |
| — | IMMUNOGEN INC | 12,300 | $94 | 0.0% | $7.64 | — | COM | 45253H101 |
| — | CHESAPEAKE ENERGY CORP | 82,000 | $80 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $20 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $13 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |