CIK: 0001009006 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 9, 2018
Total Value ($000): $2,953,386 (78.9% shares, 21.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| RJF | RAYMOND JAMES FINANCIAL INC | 493,147 | $44,038 | 1.5% | $35.83 | +42.0% | COM | 754730109 |
| — | GENESEE & WYO INC | 557,234 | $43,871 | 1.5% | $76.21 | — | CL A | 371559105 |
| LFUS | LITTELFUSE INC | 185,510 | $36,698 | 1.2% | $107.26 | +86.9% | COM | 537008104 |
| — | REALPAGE INC | 827,746 | $36,669 | 1.2% | $44.30 | — | COM | 75606N109 |
| KWR | QUAKER CHEM CORP | 226,383 | $34,136 | 1.2% | $86.26 | +79.3% | COM | 747316107 |
| ODFL | OLD DOMINION FGHT LINES INC | 253,609 | $33,362 | 1.1% | $30.35 | +27.8% | COM | 679580100 |
| — | RENASANT CORP | 813,685 | $33,272 | 1.1% | $42.90 | — | COM | 75970e107 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 474,094 | $32,286 | 1.1% | $56.74 | 0.0% | COM | 03820C105 |
| IDA | IDACORP INC | 350,553 | $32,027 | 1.1% | $47.89 | +95.2% | COM | 451107106 |
| HEI/A | HEICO CORP NEW | 394,180 | $31,160 | 1.1% | $28.57 | +69.0% | CL A | 422806208 |
| LKQ | LKQ CORP | 763,796 | $31,064 | 1.1% | $22.08 | +55.7% | COM | 501889208 |
| IWM | ISHARES TR | 200,000 | $30,492 | 1.0% | — | — | Put | 464287655 |
| TDY | TELEDYNE TECHNOLOGIES INC | 160,905 | $29,148 | 1.0% | $78.08 | +125.0% | COM | 879360105 |
| WAL | WESTERN ALLIANCE BANCORP | 506,719 | $28,690 | 1.0% | $35.13 | +37.6% | COM | 957638109 |
| AAPL | APPLE INC | 168,720 | $28,552 | 1.0% | $73.46 | -46.8% | COM | 037833100 |
| MD | MEDNAX INC | 530,345 | $28,342 | 1.0% | $47.18 | 0.0% | COM | 58502B106 |
| ICLR | ICON PLC | 252,483 | $28,316 | 1.0% | $115.23 | 0.0% | SHS | G4705A100 |
| — | POLYONE CORP | 648,137 | $28,194 | 1.0% | $43.50 | — | COM | 73179P106 |
| CFR | CULLEN FROST BANKERS INC | 287,797 | $27,240 | 0.9% | $60.27 | +25.7% | COM | 229899109 |
| ACIW | ACI WORLDWIDE INC | 1,192,228 | $27,028 | 0.9% | $23.11 | +0.5% | COM | 004498101 |
| RGEN | REPLIGEN CORP | 737,144 | $26,744 | 0.9% | $28.20 | +28.4% | COM | 759916109 |
| HCSG | HEALTHCARE SVCS GRP INC | 502,029 | $26,467 | 0.9% | $25.29 | +107.2% | COM | 421906108 |
| — | BARNES GROUP INC | 395,769 | $25,040 | 0.8% | $38.12 | — | COM | 067806109 |
| JPM | JPMORGAN CHASE & CO | 232,444 | $24,858 | 0.8% | $51.78 | +57.1% | COM | 46625H100 |
| — | COUSINS PPTYS INC | 2,675,692 | $24,750 | 0.8% | $9.31 | — | COM | 222795106 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 610,084 | $24,696 | 0.8% | $40.75 | 0.0% | COM | 78467J100 |
| WLY | WILEY JOHN & SONS INC | 368,793 | $24,248 | 0.8% | $37.20 | +20.0% | CL A | 968223206 |
| — | EDUCATION RLTY TR INC | 677,969 | $23,675 | 0.8% | $34.92 | — | COM NEW | 28140H203 |
| APH | AMPHENOL CORP NEW | 260,760 | $22,895 | 0.8% | $35.58 | -42.8% | CL A | 032095101 |
| — | CORNERSTONE ONDEMAND INC | 647,550 | $22,878 | 0.8% | $35.49 | — | COM | 21925Y103 |
| — | HUNTINGTON BANCSHARES INC | 15,788 | $22,482 | 0.8% | $1268.20 | — | PFD CONV SER A | 446150401 |
| FULT | FULTON FINL CORP PA | 1,241,799 | $22,228 | 0.8% | $8.86 | +49.1% | COM | 360271100 |
| — | WELLS FARGO CO NEW | 16,587 | $21,729 | 0.7% | $504.32 | — | PERP PFD CNV A | 949746804 |
| GIII | G-III APPAREL GROUP LTD | 575,508 | $21,230 | 0.7% | $29.11 | 0.0% | COM | 36237H101 |
| — | IBERIABANK CORP | 271,990 | $21,079 | 0.7% | $59.71 | — | COM | 450828108 |
| — | HMS HLDGS CORP | 1,241,654 | $21,046 | 0.7% | $16.95 | — | COM | 40425J101 |
| — | MICROSEMI CORP | 403,565 | $20,844 | 0.7% | $32.75 | — | COM | 595137100 |
| DECK | DECKERS OUTDOOR CORP | 258,892 | $20,776 | 0.7% | $19.69 | -39.2% | COM | 243537107 |
| — | INC RESH HLDGS INC | 469,886 | $20,487 | 0.7% | $43.60 | — | CL A | 45329R109 |
| — | CORELOGIC INC | 439,988 | $20,332 | 0.7% | $33.34 | — | COM | 21871D103 |
| — | SPARTANNASH CO | 748,171 | $19,961 | 0.7% | $23.18 | — | COM | 847215100 |
| WABC | WESTAMERICA BANCORPORATION | 327,536 | $19,505 | 0.7% | $39.39 | +15.2% | COM | 957090103 |
| DHR | DANAHER CORP DEL | 208,589 | $19,361 | 0.7% | $51.55 | +51.8% | COM | 235851102 |
| MLI | MUELLER INDS INC | 538,443 | $19,077 | 0.6% | $22.17 | -29.6% | COM | 624756102 |
| — | K12 INC | 1,190,091 | $18,922 | 0.6% | $17.84 | — | COM | 48273u102 |
| OIS | OIL STS INTL INC | 636,551 | $18,014 | 0.6% | $39.33 | -38.4% | COM | 678026105 |
| BRKR | BRUKER CORP | 505,092 | $17,335 | 0.6% | $17.69 | +79.8% | COM | 116794108 |
| — | AMERISAFE INC | 277,965 | $17,123 | 0.6% | $58.20 | — | COM | 03071h100 |
| SM | SM ENERGY CO | 763,310 | $16,854 | 0.6% | $18.13 | 0.0% | COM | 78454L100 |
| WTS | WATTS WATER TECHNOLOGIES INC | 218,432 | $16,590 | 0.6% | $63.86 | +11.6% | CL A | 942749102 |
| PB | PROSPERITY BANCSHARES INC | 235,762 | $16,520 | 0.6% | $40.99 | +27.7% | COM | 743606105 |
| RLI | RLI CORP | 268,921 | $16,313 | 0.6% | $17.15 | +30.3% | COM | 749607107 |
| TXRH | TEXAS ROADHOUSE INC | 303,744 | $16,001 | 0.5% | $22.42 | +97.4% | COM | 882681109 |
| RLJ | RLJ LODGING TR | 714,993 | $15,708 | 0.5% | $21.97 | — | COM | 74965L101 |
| AMZN | AMAZON COM INC | 13,312 | $15,568 | 0.5% | $38.98 | +41.1% | COM | 023135106 |
| — | AARONS INC | 384,445 | $15,320 | 0.5% | $26.86 | — | COM PAR $0.50 | 002535300 |
| — | CEMEX SAB DE CV | 14,404,000 | $15,008 | 0.5% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| BLKB | BLACKBAUD INC | 158,546 | $14,981 | 0.5% | $94.95 | 0.0% | COM | 09227Q100 |
| — | BANK AMER CORP | 11,281 | $14,880 | 0.5% | $1163.31 | — | 7.25%CNV PFD L | 060505682 |
| — | RESOURCES CONNECTION INC | 958,365 | $14,807 | 0.5% | $13.93 | — | COM | 76122q105 |
| — | VERIFONE SYS INC | 835,957 | $14,805 | 0.5% | $17.71 | — | COM | 92342Y109 |
| PFGC | PERFORMANCE FOOD GROUP CO | 443,187 | $14,669 | 0.5% | $29.33 | 0.0% | COM | 71377A103 |
| BURL | BURLINGTON STORES INC | 112,783 | $13,876 | 0.5% | $54.65 | +86.3% | COM | 122017106 |
| — | CORESITE RLTY CORP | 115,861 | $13,197 | 0.4% | $37.98 | — | COM | 21870Q105 |
| SXT | SENSIENT TECHNOLOGIES CORP | 180,014 | $13,168 | 0.4% | $76.23 | 0.0% | COM | 81725T100 |
| JNJ | JOHNSON & JOHNSON | 92,795 | $12,965 | 0.4% | $73.03 | +52.0% | COM | 478160104 |
| V | VISA INC | 111,785 | $12,746 | 0.4% | $92.00 | +13.5% | COM CL A | 92826C839 |
| CMC | COMMERCIAL METALS CO | 594,271 | $12,670 | 0.4% | $14.47 | +18.3% | COM | 201723103 |
| CMP | COMPASS MINERALS INTL INC | 169,266 | $12,229 | 0.4% | $51.75 | +2.7% | COM | 20451N101 |
| FTV | FORTIVE CORP | 168,428 | $12,186 | 0.4% | $32.18 | +37.7% | COM | 34959J108 |
| NGVT | INGEVITY CORP | 172,880 | $12,183 | 0.4% | $72.15 | 0.0% | COM | 45688C107 |
| — | SALESFORCE COM INC | 7,697,000 | $11,811 | 0.4% | $1.19 | — | NOTE 0.250% 4/0 | 79466lad6 |
| — | DISH NETWORK CORP | 10,800,000 | $11,763 | 0.4% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| CNC | CENTENE CORP DEL | 115,987 | $11,701 | 0.4% | $35.25 | +37.4% | COM | 15135B101 |
| BDX | BECTON DICKINSON & CO | 54,237 | $11,610 | 0.4% | $161.70 | +14.7% | COM | 075887109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 111,694 | $11,594 | 0.4% | $72.62 | +49.7% | CL A | 989207105 |
| — | RITCHIE BROS AUCTIONEERS | 386,314 | $11,562 | 0.4% | $26.69 | — | COM | 767744105 |
| — | ILG INC | 403,403 | $11,489 | 0.4% | $28.48 | — | COM | 44967H101 |
| PKG | PACKAGING CORP AMER | 95,305 | $11,489 | 0.4% | $43.34 | +109.7% | COM | 695156109 |
| PBH | PRESTIGE BRANDS HLDGS INC | 252,966 | $11,234 | 0.4% | $45.55 | 0.0% | COM | 74112D101 |
| NEE | NEXTERA ENERGY INC | 71,760 | $11,208 | 0.4% | $22.46 | +40.4% | COM | 65339F101 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 339,525 | $11,079 | 0.4% | $34.65 | 0.0% | COM | 00404A109 |
| — | SVB FINL GROUP | 47,377 | $11,075 | 0.4% | $233.76 | — | COM | 78486Q101 |
| BKE | BUCKLE INC | 465,997 | $11,067 | 0.4% | $26.76 | -70.1% | COM | 118440106 |
| — | FIDELITY NATIONAL FINANCIAL | 3,587,000 | $10,978 | 0.4% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | CARRIZO OIL & GAS INC | 513,574 | $10,929 | 0.4% | $25.85 | — | COM | 144577103 |
| HMN | HORACE MANN EDUCATORS CORP N | 246,482 | $10,870 | 0.4% | $39.36 | +10.8% | COM | 440327104 |
| STZ | CONSTELLATION BRANDS INC | 47,519 | $10,861 | 0.4% | $134.29 | +41.6% | CL A | 21036P108 |
| NXPI | NXP SEMICONDUCTORS N V | 92,500 | $10,831 | 0.4% | $95.41 | +7.6% | Call | N6596X109 |
| DIS | DISNEY WALT CO | 100,457 | $10,800 | 0.4% | $97.50 | -0.2% | COM DISNEY | 254687106 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 66,312 | $10,536 | 0.4% | $112.20 | 0.0% | COM | 22410J106 |
| MO | ALTRIA GROUP INC | 144,957 | $10,351 | 0.4% | $29.56 | +24.0% | COM | 02209S103 |
| PM | PHILIP MORRIS INTL INC | 97,551 | $10,306 | 0.3% | $70.74 | -1.6% | COM | 718172109 |
| GOOG | ALPHABET INC | 9,667 | $10,116 | 0.3% | $38.82 | +30.1% | CAP STK CL C | 02079K107 |
| FNV | FRANCO NEVADA CORP | 126,203 | $10,090 | 0.3% | $57.65 | +28.4% | COM | 351858105 |
| PTC | PTC INC | 165,072 | $10,031 | 0.3% | $62.10 | 0.0% | COM | 69370C100 |
| — | ANTHEM INC | 177,522 | $9,925 | 0.3% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| — | GREENBRIER COS INC | 6,566,000 | $9,864 | 0.3% | $1.38 | — | NOTE 3.500% 4/0 | 393657ah4 |
| GPI | GROUP 1 AUTOMOTIVE INC | 137,863 | $9,784 | 0.3% | $72.21 | +5.5% | COM | 398905109 |
| WWD | WOODWARD INC | 127,137 | $9,731 | 0.3% | $41.10 | +80.2% | COM | 980745103 |
| — | BIOTELEMETRY INC | 324,803 | $9,712 | 0.3% | $29.90 | — | COM | 090672106 |
| — | CAESARS ENTMT CORP | 5,000,000 | $9,694 | 0.3% | $1.94 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | PRICELINE GRP INC | 6,972,000 | $9,621 | 0.3% | $1.44 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | MICRON TECHNOLOGY INC | 2,522,000 | $9,502 | 0.3% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 608,742 | $9,466 | 0.3% | $15.55 | — | COM | 34984V100 |
| — | NAVISTAR INTL CORP NEW | 8,550,000 | $9,316 | 0.3% | $0.98 | — | NOTE 4.750% 4/1 | 63934eas7 |
| — | BECTON DICKINSON & CO | 159,700 | $9,290 | 0.3% | $54.70 | — | PFD SHS CONV A | 075887208 |
| — | TWITTER INC | 9,702,000 | $9,265 | 0.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| ZTS | ZOETIS INC | 128,359 | $9,247 | 0.3% | $31.14 | +107.0% | CL A | 98978V103 |
| — | RYLAND GROUP INC | 5,126,000 | $9,218 | 0.3% | $1.36 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | NOVELLUS SYS INC | 1,676,000 | $9,204 | 0.3% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| PCTY | PAYLOCITY HLDG CORP | 194,314 | $9,164 | 0.3% | $48.50 | 0.0% | COM | 70438V106 |
| — | ALTABA INC | 128,929 | $9,006 | 0.3% | $69.85 | — | COM | 021346101 |
| — | RUDOLPH TECHNOLOGIES INC | 372,898 | $8,912 | 0.3% | $13.94 | — | COM | 781270103 |
| CAKE | CHEESECAKE FACTORY INC | 183,883 | $8,859 | 0.3% | $37.34 | +2.1% | COM | 163072101 |
| — | RAYTHEON CO | 47,036 | $8,836 | 0.3% | $186.85 | — | COM NEW | 755111507 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 8,241,000 | $8,817 | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 121,418 | $8,567 | 0.3% | $52.19 | +18.5% | COM | 45866F104 |
| NMFC | NEW MTN FIN CORP | 627,452 | $8,502 | 0.3% | $10.09 | -42.2% | COM | 647551100 |
| — | HERBALIFE LTD | 8,431,000 | $8,471 | 0.3% | $0.98 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | XILINX INC | 125,482 | $8,460 | 0.3% | $63.63 | — | COM | 983919101 |
| AMAT | APPLIED MATLS INC | 164,788 | $8,424 | 0.3% | $27.07 | +82.6% | COM | 038222105 |
| MOH | MOLINA HEALTHCARE INC | 109,807 | $8,420 | 0.3% | $72.18 | 0.0% | COM | 60855R100 |
| — | MICROCHIP TECHNOLOGY INC | 4,916,000 | $8,372 | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | PALO ALTO NETWORKS INC | 6,073,000 | $8,315 | 0.3% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| SMTC | SEMTECH CORP | 242,634 | $8,298 | 0.3% | $26.00 | +44.0% | COM | 816850101 |
| — | AKAMAI TECHNOLOGIES INC | 8,139,000 | $8,195 | 0.3% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 41,010 | $8,129 | 0.3% | $147.14 | +29.0% | CL B NEW | 084670702 |
| — | FIREEYE INC | 8,471,000 | $7,963 | 0.3% | $0.92 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | DYCOM INDS INC | 6,080,000 | $7,932 | 0.3% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| IEF | ISHARES TR | 75,000 | $7,918 | 0.3% | — | — | Put | 464287440 |
| — | NIC INC | 471,860 | $7,833 | 0.3% | $17.15 | — | COM | 62914b100 |
| — | ELECTRONICS FOR IMAGING INC | 7,896,000 | $7,650 | 0.3% | $0.99 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | NAVISTAR INTL CORP NEW | 7,262,000 | $7,521 | 0.3% | $0.99 | — | NOTE 4.500%10/1 | 63934eaq1 |
| AME | AMETEK INC NEW | 103,207 | $7,479 | 0.3% | $65.62 | +0.5% | COM | 031100100 |
| — | SPIRIT RLTY CAP INC NEW | 7,388,000 | $7,401 | 0.3% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | BUNGE LIMITED | 110,000 | $7,379 | 0.2% | — | — | Put | G16962105 |
| UNP | UNION PAC CORP | 55,025 | $7,379 | 0.2% | $72.52 | +39.0% | COM | 907818108 |
| — | NEW MTN FIN CORP | 7,123,000 | $7,337 | 0.2% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | IAC INTERACTIVECORP | 59,985 | $7,335 | 0.2% | $65.02 | — | COM | 44919P508 |
| SMP | STANDARD MTR PRODS INC | 162,848 | $7,314 | 0.2% | $47.55 | -5.6% | COM | 853666105 |
| — | DRIL-QUIP INC | 152,220 | $7,261 | 0.2% | $65.21 | — | COM | 262037104 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,843,000 | $7,224 | 0.2% | $1.08 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | CALAMP CORP | 6,769,000 | $7,141 | 0.2% | $0.98 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | NATIONAL INSTRS CORP | 167,850 | $6,988 | 0.2% | $34.26 | — | COM | 636518102 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 7,235,000 | $6,927 | 0.2% | $0.93 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | SHUTTERFLY INC | 6,898,000 | $6,864 | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | HURON CONSULTING GROUP INC | 7,213,000 | $6,789 | 0.2% | $0.96 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | TESARO INC | 2,718,000 | $6,727 | 0.2% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| — | VIPSHOP HLDGS LTD | 6,688,000 | $6,661 | 0.2% | $0.99 | — | NOTE 1.500% 3/1 | 92763waa1 |
| — | ENDOLOGIX INC | 1,222,421 | $6,540 | 0.2% | $4.46 | — | COM | 29266s106 |
| — | AETNA INC NEW | 36,165 | $6,524 | 0.2% | $73.82 | — | COM | 00817Y108 |
| — | BLACKHAWK NETWORK HLDGS INC | 6,331,000 | $6,507 | 0.2% | $1.11 | — | NOTE 1.500% 1/1 | 09238eab0 |
| — | NXP SEMICONDUCTORS N V | 5,170,000 | $6,411 | 0.2% | $1.15 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | EZCORP INC | 6,221,000 | $6,394 | 0.2% | $0.94 | — | NOTE 2.625% 6/1 | 302301ab2 |
| SHW | SHERWIN WILLIAMS CO | 15,528 | $6,367 | 0.2% | $82.16 | +48.9% | COM | 824348106 |
| KHC | KRAFT HEINZ CO | 81,519 | $6,339 | 0.2% | $47.82 | +11.7% | COM | 500754106 |
| — | CORNERSTONE ONDEMAND INC | 6,225,000 | $6,198 | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | CBS CORP NEW | 105,029 | $6,197 | 0.2% | $59.35 | — | CL B | 124857202 |
| — | ENCORE CAP GROUP INC | 5,550,000 | $6,179 | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | CONTROL4 CORP | 205,946 | $6,129 | 0.2% | $11.89 | — | COM | 21240D107 |
| CVX | CHEVRON CORP NEW | 48,754 | $6,104 | 0.2% | $80.73 | +3.5% | COM | 166764100 |
| — | ROYAL DUTCH SHELL PLC | 90,495 | $6,037 | 0.2% | $55.60 | — | SPONS ADR A | 780259206 |
| — | ECHO GLOBAL LOGISTICS INC | 5,797,000 | $5,994 | 0.2% | $0.98 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | MICRON TECHNOLOGY INC | 4,079,000 | $5,884 | 0.2% | $1.19 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $5,835 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,709 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| NVO | NOVO-NORDISK A S | 106,175 | $5,698 | 0.2% | $68.29 | — | ADR | 670100205 |
| — | VERISIGN INC | 1,695,000 | $5,669 | 0.2% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| TMO | THERMO FISHER SCIENTIFIC INC | 29,827 | $5,664 | 0.2% | $148.15 | +26.5% | COM | 883556102 |
| — | DOWDUPONT INC | 78,252 | $5,573 | 0.2% | $69.23 | — | COM | 26078J100 |
| TMUS | T MOBILE US INC | 85,009 | $5,399 | 0.2% | $58.95 | 0.0% | COM | 872590104 |
| HON | HONEYWELL INTL INC | 35,111 | $5,385 | 0.2% | $70.44 | +61.0% | COM | 438516106 |
| — | BROOKDALE SR LIVING INC | 5,340,000 | $5,327 | 0.2% | $1.01 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | SEACOR HOLDINGS INC | 5,188,000 | $5,269 | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| META | FACEBOOK INC | 29,825 | $5,263 | 0.2% | $107.28 | +63.6% | CL A | 30303M102 |
| — | SEACOR HOLDINGS INC | 5,466,000 | $5,179 | 0.2% | $0.91 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | LIGAND PHARMACEUTICALS INC | 2,800,000 | $5,117 | 0.2% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| — | GRAMERCY PPTY TR | 191,822 | $5,114 | 0.2% | $26.34 | — | COM NEW | 385002308 |
| — | ADVANCED MICRO DEVICES INC | 3,400,000 | $5,106 | 0.2% | $1.49 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | KEYW HLDG CORP | 5,500,000 | $5,033 | 0.2% | $0.92 | — | NOTE 2.500% 7/1 | 493723aa8 |
| — | MACQUARIE INFRASTRUCTURE COR | 4,814,000 | $4,961 | 0.2% | $1.05 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | COLONY CAP INC | 4,619,000 | $4,780 | 0.2% | $1.00 | — | NOTE 5.000% 4/1 | 19624raa4 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,850 | $4,742 | 0.2% | $17.29 | +50.1% | FNF GROUP COM | 31620R303 |
| — | LAZARD LTD | 90,253 | $4,738 | 0.2% | $38.90 | — | SHS A | G54050102 |
| MCD | MCDONALDS CORP | 27,521 | $4,737 | 0.2% | $86.16 | +60.9% | COM | 580135101 |
| — | TUTOR PERINI CORP | 4,250,000 | $4,718 | 0.2% | $1.18 | — | NOTE 2.875% 6/1 | 901109ad0 |
| MDLZ | MONDELEZ INTL INC | 109,898 | $4,704 | 0.2% | $26.98 | +27.8% | CL A | 609207105 |
| — | ROVI CORP | 4,835,000 | $4,598 | 0.2% | $0.98 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | DIPLOMAT PHARMACY INC | 228,671 | $4,589 | 0.2% | $20.07 | — | COM | 25456K101 |
| — | ENSCO JERSEY FIN LTD | 5,035,000 | $4,505 | 0.2% | $0.89 | — | NOTE 3.000% 1/3 | 29359wab1 |
| T | AT&T INC | 112,525 | $4,375 | 0.1% | $16.74 | -8.9% | COM | 00206R102 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $4,325 | 0.1% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $4,227 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | TITAN MACHY INC | 4,208,000 | $4,187 | 0.1% | $0.98 | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | SILVER STD RES INC | 4,250,000 | $4,180 | 0.1% | $0.98 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | WELLTOWER INC | 68,984 | $4,172 | 0.1% | $63.55 | — | 6.50% PFD PREPET | 95040Q203 |
| — | IGI LABORATORIES INC | 4,722,000 | $4,161 | 0.1% | $0.97 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | SUNPOWER CORP | 4,175,000 | $4,123 | 0.1% | $1.25 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | TESLA INC | 3,500,000 | $4,076 | 0.1% | $1.24 | — | NOTE 2.375% 3/1 | 88160rad3 |
| — | BLACKSTONE MTG TR INC | 3,983,000 | $4,041 | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $4,029 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $4,029 | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | PANDORA MEDIA INC | 4,504,000 | $3,985 | 0.1% | $1.00 | — | NOTE 1.750%12/0 | 698354ab3 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,858,000 | $3,858 | 0.1% | $1.00 | — | NOTE 3.000% 8/0 | 02917taa2 |
| — | DR PEPPER SNAPPLE GROUP INC | 39,737 | $3,857 | 0.1% | $47.42 | — | COM | 26138E109 |
| — | CROWN CASTLE INTL CORP NEW | 3,400 | $3,847 | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | CSG SYS INTL INC | 3,500,000 | $3,819 | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,189,000 | $3,779 | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| ROP | ROPER TECHNOLOGIES INC | 14,555 | $3,770 | 0.1% | $184.77 | +32.4% | COM | 776696106 |
| QCOM | QUALCOMM INC | 58,150 | $3,723 | 0.1% | $60.04 | -18.4% | COM | 747525103 |
| ABBV | ABBVIE INC | 38,465 | $3,720 | 0.1% | $39.61 | +68.9% | COM | 00287Y109 |
| — | ALON USA ENERGY INC | 2,788,000 | $3,712 | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| — | STANLEY BLACK & DECKER INC | 30,000 | $3,685 | 0.1% | $108.10 | — | UNIT 05/15/2020 | 854502887 |
| — | WRIGHT MED GROUP N V | 3,000,000 | $3,658 | 0.1% | $1.22 | — | NOTE 2.250%11/1 | 98236jab4 |
| — | EPR PPTYS | 98,800 | $3,593 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3,586 | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 12 | $3,571 | 0.1% | $134052.62 | +112.5% | CL A | 084670108 |
| — | TESLA INC | 3,300,000 | $3,568 | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | FINISAR CORP | 3,510,000 | $3,536 | 0.1% | $1.03 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | PROS HOLDINGS INC | 3,350,000 | $3,535 | 0.1% | $0.94 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | SOLARCITY CORP | 3,787,000 | $3,522 | 0.1% | $0.95 | — | NOTE 1.625%11/0 | 83416tac4 |
| VZ | VERIZON COMMUNICATIONS INC | 66,319 | $3,510 | 0.1% | $29.68 | +7.7% | COM | 92343V104 |
| — | WRIGHT MED GROUP INC | 3,408,000 | $3,498 | 0.1% | $0.99 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | RYLAND GROUP INC | 3,458,000 | $3,488 | 0.1% | $0.98 | — | NOTE 0.250% 6/0 | 783764as2 |
| — | CITRIX SYS INC | 2,650,000 | $3,433 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | TTM TECHNOLOGIES INC | 2,000,000 | $3,433 | 0.1% | $1.25 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | CTRIP COM INTL LTD | 3,237,000 | $3,408 | 0.1% | $1.04 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | ARES CAP CORP | 3,330,000 | $3,403 | 0.1% | $1.03 | — | NOTE 4.375% 1/1 | 04010lam5 |
| XOM | EXXON MOBIL CORP | 40,585 | $3,395 | 0.1% | $67.99 | -16.0% | COM | 30231G102 |
| PFE | PFIZER INC | 92,953 | $3,367 | 0.1% | $17.20 | +38.4% | COM | 717081103 |
| — | TIFFANY & CO NEW | 32,180 | $3,345 | 0.1% | $83.60 | — | COM | 886547108 |
| — | KNOWLES CORP | 3,000,000 | $3,331 | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | COLONY NORTHSTAR INC | 288,322 | $3,290 | 0.1% | $13.09 | — | CL A COM | 19625W104 |
| — | RED HAT INC | 1,987,000 | $3,273 | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| ARCC | ARES CAP CORP | 207,345 | $3,259 | 0.1% | $12.41 | -39.7% | COM | 04010L103 |
| — | DEPOMED INC | 3,871,000 | $3,257 | 0.1% | $1.22 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | KB HOME | 2,633,000 | $3,242 | 0.1% | $1.06 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | TRINITY INDS INC | 2,036,000 | $3,206 | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522af6 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3,203 | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | CTRIP COM INTL LTD | 3,100,000 | $3,173 | 0.1% | $1.04 | — | NOTE 1.250% 9/1 | 22943fam2 |
| RYAM | RAYONIER ADVANCED MATLS INC | 155,000 | $3,170 | 0.1% | — | — | Put | 75508B104 |
| — | NEVRO CORP | 3,000,000 | $3,129 | 0.1% | $1.06 | — | NOTE 1.750% 6/0 | 64157faa1 |
| HIG | HARTFORD FINL SVCS GROUP INC | 55,000 | $3,095 | 0.1% | $25.51 | +82.7% | COM | 416515104 |
| — | INFINERA CORPORATION | 3,059,000 | $3,057 | 0.1% | $1.04 | — | DBCV 1.750% 6/0 | 45667gab9 |
| TXN | TEXAS INSTRS INC | 29,225 | $3,052 | 0.1% | $34.31 | +126.3% | COM | 882508104 |
| — | CIENA CORP | 2,561,000 | $2,990 | 0.1% | $1.22 | — | NOTE 3.750%10/1 | 171779aj0 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $2,989 | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | LIVE NATION ENTERTAINMENT IN | 2,272,000 | $2,940 | 0.1% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,231,000 | $2,931 | 0.1% | $0.98 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | PDC ENERGY INC | 2,986,000 | $2,924 | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | SERVICENOW INC | 1,645,000 | $2,908 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | RAYONIER ADVANCED MATLS INC | 20,000 | $2,904 | 0.1% | $145.20 | — | PFD CV SER A | 75508B203 |
| — | INPHI CORP | 2,500,000 | $2,901 | 0.1% | $1.27 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,634,000 | $2,854 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | RADIUS HEALTH INC | 3,000,000 | $2,844 | 0.1% | $1.00 | — | NOTE 3.000% 9/0 | 750469aa6 |
| BGS | B & G FOODS INC NEW | 80,350 | $2,824 | 0.1% | $16.45 | +3.0% | COM | 05508R106 |
| — | ENDOLOGIX INC | 2,878,000 | $2,792 | 0.1% | $0.95 | — | NOTE 2.250%12/1 | 29266saa4 |
| — | MEDICINES CO | 3,000,000 | $2,761 | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | ILLUMINA INC | 2,487,000 | $2,703 | 0.1% | $1.01 | — | NOTE 6/1 | 452327af6 |
| — | WEATHERFORD INTL LTD | 2,493,000 | $2,699 | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | NUVASIVE INC | 2,300,000 | $2,698 | 0.1% | $1.27 | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | YANDEX NV | 2,708,000 | $2,688 | 0.1% | $0.99 | — | NOTE 1.125%12/1 | 98474tab3 |
| — | SM ENERGY CO | 2,734,000 | $2,679 | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | ON SEMICONDUCTOR CORP | 2,080,000 | $2,661 | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | PROOFPOINT INC | 29,800 | $2,647 | 0.1% | $88.83 | — | COM | 743424103 |
| — | AEROJET ROCKETDYNE HLDGS INC | 1,880,000 | $2,590 | 0.1% | $1.38 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | BLACK KNIGHT INC | 57,746 | $2,549 | 0.1% | $44.14 | — | COM | 09215C105 |
| — | KKR & CO L P DEL | 120,798 | $2,544 | 0.1% | $23.85 | — | COM UNITS | 48248M102 |
| — | INCYTE CORP | 1,321,000 | $2,543 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | MONMOUTH REAL ESTATE INVT CO | 136,840 | $2,436 | 0.1% | $14.34 | — | CL A | 609720107 |
| PG | PROCTER AND GAMBLE CO | 26,423 | $2,428 | 0.1% | $66.66 | +9.0% | COM | 742718109 |
| VOD | VODAFONE GROUP PLC NEW | 73,733 | $2,352 | 0.1% | $35.81 | — | SPONSORED ADR | 92857W308 |
| — | MEDICINES CO | 2,200,000 | $2,331 | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | ENVESTNET INC | 2,227,000 | $2,315 | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 29404kaa4 |
| EPD | ENTERPRISE PRODS PARTNERS L | 86,546 | $2,294 | 0.1% | $41.68 | — | COM | 293792107 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,000,000 | $2,294 | 0.1% | $1.15 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | VERINT SYS INC | 2,255,000 | $2,205 | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | THERAVANCE INC | 2,220,000 | $2,198 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | VEECO INSTRS INC DEL | 2,500,000 | $2,178 | 0.1% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | WORKDAY INC | 1,733,000 | $2,174 | 0.1% | $1.08 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | ALLETE INC | 29,000 | $2,156 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | FINISAR CORP | 2,250,000 | $2,099 | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787aap6 |
| — | FORESTAR GROUP INC | 2,000,000 | $2,081 | 0.1% | $1.04 | — | NOTE 3.750% 3/0 | 346232ab7 |
| NKE | NIKE INC | 33,025 | $2,066 | 0.1% | $51.28 | +1.0% | CL B | 654106103 |
| NXPI | NXP SEMICONDUCTORS N V | 17,520 | $2,051 | 0.1% | $95.41 | +7.6% | COM | N6596X109 |
| SLM | SLM CORP | 178,200 | $2,014 | 0.1% | $10.09 | +8.5% | COM | 78442P106 |
| — | CYPRESS SEMICONDUCTOR CORP | 131,980 | $2,011 | 0.1% | $15.24 | — | COM | 232806109 |
| — | SYMANTEC CORP | 71,303 | $2,001 | 0.1% | $31.40 | — | COM | 871503108 |
| — | JAZZ INVESTMENTS I LTD | 1,981,000 | $1,988 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | REDWOOD TR INC | 2,000,000 | $1,936 | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | ZIONS BANCORPORATION | 100,000 | $1,880 | 0.1% | $11.53 | — | *W EXP 05/22/202 | 989701115 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $1,849 | 0.1% | $181.48 | +44.9% | COM | 666807102 |
| — | CEDAR FAIR L P | 28,165 | $1,830 | 0.1% | $65.84 | — | DEPOSITRY UNIT | 150185106 |
| CMCSA | COMCAST CORP NEW | 44,408 | $1,779 | 0.1% | $28.83 | +6.4% | CL A | 20030N101 |
| — | INSULET CORP | 1,335,000 | $1,743 | 0.1% | $1.31 | — | NOTE 1.250% 9/1 | 45784paf8 |
| — | ANI PHARMACEUTICALS INC | 1,500,000 | $1,733 | 0.1% | $1.06 | — | NOTE 3.000%12/0 | 00182caa1 |
| — | MACQUARIE INFRASTRUCTURE COR | 27,000 | $1,733 | 0.1% | $65.24 | — | COM | 55608B105 |
| NAVI | NAVIENT CORPORATION | 129,800 | $1,729 | 0.1% | $16.89 | -25.2% | COM | 63938C108 |
| — | NVIDIA CORP | 175,000 | $1,685 | 0.1% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1,678 | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | YAHOO INC | 1,200,000 | $1,615 | 0.1% | $1.07 | — | NOTE 12/0 | 984332af3 |
| — | WPX ENERGY INC | 25,000 | $1,551 | 0.1% | $46.88 | — | PFD SER A CV | 98212B202 |
| — | SUNPOWER CORP | 1,800,000 | $1,546 | 0.1% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | TCP CAP CORP | 1,500,000 | $1,538 | 0.1% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1,526 | 0.1% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,300,000 | $1,512 | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1,508 | 0.1% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | TERADYNE INC | 1,000,000 | $1,431 | 0.0% | $1.43 | — | NOTE 1.250%12/1 | 880770ag7 |
| NTRS | NORTHERN TR CORP | 14,000 | $1,398 | 0.0% | $50.14 | +50.1% | COM | 665859104 |
| — | MOLINA HEALTHCARE INC | 969,000 | $1,334 | 0.0% | $1.11 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | STERICYCLE INC | 24,195 | $1,286 | 0.0% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | CEMEX SAB DE CV | 1,250,000 | $1,272 | 0.0% | $1.16 | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | FLEXION THERAPEUTICS INC | 50,000 | $1,252 | 0.0% | — | — | Put | 33938J106 |
| — | SUCAMPO PHARMACEUTICALS INC | 1,000,000 | $1,215 | 0.0% | $1.22 | — | NOTE 3.250%12/1 | 864909ab2 |
| — | PROOFPOINT INC | 950,000 | $1,192 | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1,183 | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| HSIC | SCHEIN HENRY INC | 16,840 | $1,177 | 0.0% | $68.96 | -15.9% | COM | 806407102 |
| GOOGL | ALPHABET INC | 1,112 | $1,171 | 0.0% | $40.28 | +27.2% | CAP STK CL A | 02079K305 |
| OEC | ORION ENGINEERED CARBONS S A | 44,940 | $1,150 | 0.0% | $21.32 | +10.9% | COM | L72967109 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1,135 | 0.0% | $44.53 | +142.7% | COM | 285512109 |
| — | UNISYS CORP | 1,000,000 | $1,129 | 0.0% | $1.53 | — | NOTE 5.500% 3/0 | 909214bs6 |
| — | FIREEYE INC | 1,200,000 | $1,107 | 0.0% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| MSFT | MICROSOFT CORP | 12,931 | $1,106 | 0.0% | $48.52 | +55.1% | COM | 594918104 |
| — | KINDER MORGAN INC DEL | 29,093 | $1,096 | 0.0% | $43.46 | — | PFD SER A | 49456B200 |
| CNP | CENTERPOINT ENERGY INC | 37,450 | $1,062 | 0.0% | $19.14 | +18.8% | COM | 15189T107 |
| HD | HOME DEPOT INC | 5,486 | $1,040 | 0.0% | $116.57 | +21.5% | COM | 437076102 |
| — | DOMINION ENERGY INC | 20,000 | $1,035 | 0.0% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $1,007 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| COP | CONOCOPHILLIPS | 18,025 | $989 | 0.0% | $55.57 | -28.6% | COM | 20825C104 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 192,000 | $978 | 0.0% | $2.29 | — | NOTE 1.000% 7/0 | 874054ad1 |
| — | FRONTIER COMMUNICATIONS CORP | 93,504 | $968 | 0.0% | $96.59 | — | PFD CONV SER-A | 35906A207 |
| — | EVOLENT HEALTH INC | 1,000,000 | $955 | 0.0% | $0.95 | — | NOTE 2.000%12/0 | 30050bab7 |
| FISV | FISERV INC | 7,279 | $954 | 0.0% | $56.08 | +15.2% | COM | 337738108 |
| — | HESS CORP | 20,000 | $949 | 0.0% | — | — | Put | 42809H107 |
| BABA | ALIBABA GROUP HLDG LTD | 5,450 | $940 | 0.0% | $172.78 | — | SPONSORED ADS | 01609W102 |
| — | ANTHEM INC | 300,000 | $924 | 0.0% | $2.60 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | ALLERGAN PLC | 5,621 | $919 | 0.0% | $163.49 | — | SHS | G0177J108 |
| — | CIENA CORP | 704,000 | $919 | 0.0% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $852 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| DVN | DEVON ENERGY CORP NEW | 19,990 | $828 | 0.0% | $46.14 | -41.8% | COM | 25179M103 |
| — | CELGENE CORP | 7,875 | $822 | 0.0% | $114.95 | — | COM | 151020104 |
| — | SOUTHWESTERN ENERGY CO | 67,297 | $815 | 0.0% | $23.25 | — | DEP SHS 1/20 B | 845467208 |
| — | UNILEVER N V | 14,445 | $814 | 0.0% | $46.97 | — | N Y SHS NEW | 904784709 |
| — | ANDEAVOR | 7,110 | $813 | 0.0% | $114.35 | — | COM | 03349M105 |
| EXPE | EXPEDIA INC DEL | 6,750 | $808 | 0.0% | $129.18 | -3.0% | COM NEW | 30212P303 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $783 | 0.0% | $26.13 | — | COM | 025676206 |
| — | BLACKSTONE GROUP L P | 24,290 | $778 | 0.0% | $33.37 | — | COM UNIT LTD | 09253U108 |
| UAL | UNITED CONTL HLDGS INC | 11,500 | $775 | 0.0% | $70.14 | -11.1% | COM | 910047109 |
| — | AMERICAN RLTY CAP PPTYS INC | 750,000 | $772 | 0.0% | $1.03 | — | NOTE 3.750%12/1 | 02917tab0 |
| UMH | UMH PPTYS INC | 50,000 | $745 | 0.0% | $15.55 | — | COM | 903002103 |
| INTU | INTUIT | 4,555 | $719 | 0.0% | $91.41 | +57.7% | COM | 461202103 |
| — | CARDTRONICS INC | 794,000 | $711 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $679 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| D | DOMINION ENERGY INC | 8,355 | $677 | 0.0% | $49.12 | +14.9% | COM | 25746U109 |
| CWB | SPDR SERIES TRUST | 13,250 | $670 | 0.0% | $50.57 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | ACTIVISION BLIZZARD INC | 10,460 | $662 | 0.0% | $64.45 | — | COM | 00507V109 |
| GILD | GILEAD SCIENCES INC | 9,235 | $662 | 0.0% | $64.68 | -13.6% | COM | 375558103 |
| APD | AIR PRODS & CHEMS INC | 4,020 | $660 | 0.0% | $119.15 | +9.4% | COM | 009158106 |
| NWL | NEWELL BRANDS INC | 21,350 | $660 | 0.0% | $31.47 | -24.6% | COM | 651229106 |
| C | CITIGROUP INC | 8,770 | $653 | 0.0% | $52.59 | +7.4% | COM NEW | 172967424 |
| ALLE | ALLEGION PUB LTD CO | 8,191 | $652 | 0.0% | $75.87 | 0.0% | ORD SHS | G0176J109 |
| ADBE | ADOBE SYS INC | 3,700 | $648 | 0.0% | $129.01 | +33.4% | COM | 00724F101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,173 | $640 | 0.0% | $109.51 | -6.8% | COM | 459200101 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $637 | 0.0% | $55.52 | +15.4% | COM | 209115104 |
| RH | RH | 7,250 | $625 | 0.0% | $90.43 | 0.0% | COM | 74967X103 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $613 | 0.0% | $159.00 | +23.9% | COM | 573284106 |
| — | RTW HLDGS INC | 600,000 | $610 | 0.0% | $1.02 | — | NOTE 5.625%11/1 | 749772ab5 |
| — | AERIE PHARMACEUTICALS INC | 10,100 | $603 | 0.0% | $56.57 | — | COM | 00771V108 |
| — | NEXTERA ENERGY INC | 10,585 | $603 | 0.0% | $55.39 | — | UNIT 09/01/2019 | 65339F820 |
| — | CYPRESS SEMICONDUCTOR CORP | 423,000 | $557 | 0.0% | $1.30 | — | NOTE 4.500% 1/1 | 232806am1 |
| — | SINA CORP | 5,450 | $547 | 0.0% | $100.37 | — | ORD | G81477104 |
| SJT | SAN JUAN BASIN RTY TR | 64,500 | $531 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | CARDTRONICS PLC | 28,500 | $528 | 0.0% | $31.03 | — | SHS CL A | G1991C105 |
| — | FCB FINL HLDGS INC | 10,400 | $528 | 0.0% | $30.25 | — | CL A | 30255G103 |
| PEP | PEPSICO INC | 4,404 | $528 | 0.0% | $75.07 | +18.5% | COM | 713448108 |
| AMG | AFFILIATED MANAGERS GROUP | 2,544 | $522 | 0.0% | $150.12 | +25.5% | COM | 008252108 |
| — | INPHI CORP | 500,000 | $498 | 0.0% | $1.00 | — | NOTE 0.750% 9/0 | 45772fac1 |
| — | NOVAVAX INC | 1,000,000 | $477 | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| AFL | AFLAC INC | 5,400 | $474 | 0.0% | $52.76 | -33.1% | COM | 001055102 |
| JD | JD COM INC | 11,360 | $471 | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| GS | GOLDMAN SACHS GROUP INC | 1,810 | $461 | 0.0% | $196.43 | +4.4% | COM | 38141G104 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $457 | 0.0% | $19.05 | -2.4% | COM | 969457100 |
| — | PLATFORM SPECIALTY PRODS COR | 45,300 | $449 | 0.0% | $14.73 | — | COM | 72766Q105 |
| MAS | MASCO CORP | 10,000 | $439 | 0.0% | $16.70 | +114.4% | COM | 574599106 |
| — | HAWAIIAN HOLDINGS INC | 11,000 | $438 | 0.0% | $46.09 | — | COM | 419879101 |
| — | MEDIDATA SOLUTIONS INC | 375,000 | $436 | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| RACE | FERRARI N V | 3,950 | $414 | 0.0% | $111.18 | 0.0% | COM | N3167Y103 |
| BAC | BANK AMER CORP | 14,000 | $413 | 0.0% | $16.36 | +39.2% | COM | 060505104 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 5,500 | $396 | 0.0% | $62.38 | — | SHS | 337345102 |
| — | AK STL HLDG CORP | 68,500 | $388 | 0.0% | $6.66 | — | COM | 001547108 |
| GPRO | GOPRO INC | 50,000 | $378 | 0.0% | — | — | Put | 38268T103 |
| WFC | WELLS FARGO CO NEW | 6,100 | $370 | 0.0% | $44.33 | +1.7% | COM | 949746101 |
| KBE | SPDR SERIES TRUST | 7,250 | $343 | 0.0% | $43.43 | — | S&P BK ETF | 78464A797 |
| — | CLEVELAND CLIFFS INC | 300,000 | $328 | 0.0% | $1.09 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | FIREEYE INC | 23,000 | $327 | 0.0% | $14.50 | — | COM | 31816Q101 |
| MTG | MGIC INVT CORP WIS | 22,500 | $317 | 0.0% | $10.75 | +30.8% | COM | 552848103 |
| INTC | INTEL CORP | 6,504 | $300 | 0.0% | $36.55 | 0.0% | COM | 458140100 |
| — | APTIV PLC | 3,480 | $295 | 0.0% | $84.77 | — | SHS | G6095L109 |
| — | ANADARKO PETE CORP | 5,460 | $293 | 0.0% | $49.73 | — | COM | 032511107 |
| JBLU | JETBLUE AIRWAYS CORP | 13,000 | $290 | 0.0% | $22.27 | -8.3% | COM | 477143101 |
| — | FINISAR CORP | 14,000 | $285 | 0.0% | $24.37 | — | COM NEW | 31787A507 |
| — | BRISTOW GROUP INC | 250,000 | $276 | 0.0% | $1.10 | — | NOTE 4.500% 6/0 | 110394af0 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $275 | 0.0% | $163.01 | +23.7% | COM | 893641100 |
| NVS | NOVARTIS A G | 3,256 | $273 | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| — | ARCONIC INC | 10,000 | $272 | 0.0% | $27.20 | — | COM | 03965L100 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $267 | 0.0% | $20.45 | -1.5% | COM | 127097103 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $267 | 0.0% | $235.82 | — | TR UNIT | 78462F103 |
| — | PRICELINE GRP INC | 150 | $261 | 0.0% | $1740.00 | — | COM NEW | 741503403 |
| UPS | UNITED PARCEL SERVICE INC | 2,115 | $252 | 0.0% | $83.35 | +3.5% | CL B | 911312106 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 14,800 | $251 | 0.0% | $8.35 | +24.9% | SH BEN INT | 20451Q104 |
| INCY | INCYTE CORP | 2,600 | $246 | 0.0% | $122.29 | -14.5% | COM | 45337C102 |
| — | TECH DATA CORP | 2,500 | $245 | 0.0% | $88.80 | — | COM | 878237106 |
| ITW | ILLINOIS TOOL WKS INC | 1,445 | $241 | 0.0% | $116.05 | +12.8% | COM | 452308109 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $240 | 0.0% | $112.31 | +3.1% | COM | 03027X100 |
| — | JACOBS ENGR GROUP INC DEL | 3,540 | $233 | 0.0% | $58.19 | — | COM | 469814107 |
| AAL | AMERICAN AIRLS GROUP INC | 4,184 | $218 | 0.0% | $39.99 | +21.3% | COM | 02376R102 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 24,000 | $215 | 0.0% | $22.93 | — | COM | 87157B103 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $208 | 0.0% | $11.07 | — | COM | 46146L101 |
| SBUX | STARBUCKS CORP | 3,555 | $204 | 0.0% | $47.41 | 0.0% | COM | 855244109 |
| — | OASIS PETE INC NEW | 20,100 | $169 | 0.0% | $8.03 | — | COM | 674215108 |
| — | INFINERA CORPORATION | 26,000 | $165 | 0.0% | $9.94 | — | COM | 45667G103 |
| — | SYNERGY PHARMACEUTICALS DEL | 73,774 | $165 | 0.0% | $5.72 | — | COM NEW | 871639308 |
| TTMI | TTM TECHNOLOGIES INC | 10,000 | $157 | 0.0% | $15.59 | +3.1% | COM | 87305R109 |
| — | VEREIT INC | 20,000 | $156 | 0.0% | $8.34 | — | COM | 92339V100 |
| — | FRONTIER COMMUNICATIONS CORP | 21,250 | $144 | 0.0% | $6.78 | — | COM NEW | 35906A306 |
| — | STREAMLINE HEALTH SOLUTIONS | 82,896 | $140 | 0.0% | $5.74 | — | COM | 86323X106 |
| MBI | MBIA INC | 18,000 | $132 | 0.0% | $3.39 | 0.0% | COM | 55262C100 |
| — | JONES ENERGY INC | 76,700 | $84 | 0.0% | $1.67 | — | COM CL A | 48019R108 |
| — | CHESAPEAKE ENERGY CORP | 82,000 | $81 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| — | IMMUNOGEN INC | 12,500 | $80 | 0.0% | $7.62 | — | COM | 45253H101 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $24 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $16 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |