CIK: 0001009006 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 9, 2018
Total Value ($000): $2,952,403 (76.6% shares, 23.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 598,302 | $42,354 | 1.4% | $75.84 | — | CL A | 371559105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 417,915 | $37,366 | 1.3% | $35.83 | +53.8% | COM | 754730109 |
| — | REALPAGE INC | 715,190 | $36,832 | 1.2% | $44.30 | — | COM | 75606N109 |
| LFUS | LITTELFUSE INC | 172,367 | $35,883 | 1.2% | $107.26 | +95.6% | COM | 537008104 |
| CFR | CULLEN FROST BANKERS INC | 326,025 | $34,581 | 1.2% | $62.90 | +31.5% | COM | 229899109 |
| — | RENASANT CORP | 806,245 | $34,314 | 1.2% | $42.90 | — | COM | 75970e107 |
| HEI/A | HEICO CORP NEW | 477,379 | $33,870 | 1.1% | $32.89 | +62.3% | CL A | 422806208 |
| KWR | QUAKER CHEM CORP | 227,350 | $33,677 | 1.1% | $86.26 | +75.7% | COM | 747316107 |
| WAL | WESTERN ALLIANCE BANCORP | 552,238 | $32,091 | 1.1% | $36.47 | +40.9% | COM | 957638109 |
| AAPL | APPLE INC | 190,584 | $31,976 | 1.1% | $69.67 | -42.0% | COM | 037833100 |
| ODFL | OLD DOMINION FGHT LINES INC | 217,565 | $31,976 | 1.1% | $30.35 | +50.8% | COM | 679580100 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 433,715 | $31,618 | 1.1% | $56.74 | +13.3% | COM | 03820C105 |
| TDY | TELEDYNE TECHNOLOGIES INC | 159,447 | $29,844 | 1.0% | $78.08 | +142.0% | COM | 879360105 |
| ICLR | ICON PLC | 250,187 | $29,557 | 1.0% | $115.23 | -0.5% | SHS | G4705A100 |
| IDA | IDACORP INC | 327,677 | $28,924 | 1.0% | $47.89 | +76.2% | COM | 451107106 |
| — | POLYONE CORP | 664,343 | $28,248 | 1.0% | $43.48 | — | COM | 73179P106 |
| ACIW | ACI WORLDWIDE INC | 1,185,917 | $28,130 | 1.0% | $23.11 | +2.3% | COM | 004498101 |
| — | CORNERSTONE ONDEMAND INC | 716,740 | $28,032 | 0.9% | $35.84 | — | COM | 21925Y103 |
| JPM | JPMORGAN CHASE & CO | 251,480 | $27,655 | 0.9% | $54.78 | +66.9% | COM | 46625H100 |
| RGEN | REPLIGEN CORP | 762,044 | $27,571 | 0.9% | $28.43 | +23.7% | COM | 759916109 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 500,479 | $26,846 | 0.9% | $40.75 | +21.7% | COM | 78467J100 |
| LKQ | LKQ CORP | 662,669 | $25,148 | 0.9% | $22.08 | +65.1% | COM | 501889208 |
| NGVT | INGEVITY CORP | 340,078 | $25,060 | 0.8% | $73.46 | +1.8% | COM | 45688C107 |
| — | BARNES GROUP INC | 394,043 | $23,599 | 0.8% | $38.12 | — | COM | 067806109 |
| WLY | WILEY JOHN & SONS INC | 365,369 | $23,274 | 0.8% | $37.20 | +35.1% | CL A | 968223206 |
| — | EDUCATION RLTY TR INC | 704,212 | $23,063 | 0.8% | $34.84 | — | COM NEW | 28140H203 |
| — | COUSINS PPTYS INC | 2,651,054 | $23,011 | 0.8% | $9.31 | — | COM | 222795106 |
| HBAN | HUNTINGTON BANCSHARES INC | 1,489,648 | $22,494 | 0.8% | $11.01 | 0.0% | COM | 446150104 |
| GIII | G-III APPAREL GROUP LTD | 592,441 | $22,323 | 0.8% | $29.34 | +26.2% | COM | 36237H101 |
| — | SYNEOS HEALTH INC | 627,770 | $22,286 | 0.8% | $35.50 | — | CL A | 87166B102 |
| — | WELLS FARGO CO NEW | 17,321 | $22,283 | 0.8% | $537.47 | — | PERP PFD CNV A | 949746804 |
| APH | AMPHENOL CORP NEW | 255,767 | $22,029 | 0.7% | $35.58 | -41.3% | CL A | 032095101 |
| FULT | FULTON FINL CORP PA | 1,230,524 | $21,842 | 0.7% | $8.86 | +50.7% | COM | 360271100 |
| HCSG | HEALTHCARE SVCS GRP INC | 497,470 | $21,630 | 0.7% | $25.29 | +93.4% | COM | 421906108 |
| WABC | WESTAMERICA BANCORPORATION | 371,104 | $21,554 | 0.7% | $40.18 | +14.7% | COM | 957090103 |
| MD | MEDNAX INC | 382,649 | $21,287 | 0.7% | $47.18 | +16.2% | COM | 58502B106 |
| — | IBERIABANK CORP | 271,108 | $21,146 | 0.7% | $59.71 | — | COM | 450828108 |
| — | HMS HLDGS CORP | 1,230,345 | $20,719 | 0.7% | $16.95 | — | COM | 40425J101 |
| DHR | DANAHER CORP DEL | 210,841 | $20,643 | 0.7% | $51.90 | +62.4% | COM | 235851102 |
| SMTC | SEMTECH CORP | 526,904 | $20,576 | 0.7% | $31.40 | +14.7% | COM | 816850101 |
| — | CORELOGIC INC | 436,019 | $19,721 | 0.7% | $33.34 | — | COM | 21871D103 |
| PB | PROSPERITY BANCSHARES INC | 264,072 | $19,180 | 0.6% | $42.92 | +37.5% | COM | 743606105 |
| FTV | FORTIVE CORP | 235,080 | $18,223 | 0.6% | $36.12 | +27.6% | COM | 34959J108 |
| AMZN | AMAZON COM INC | 12,492 | $18,080 | 0.6% | $38.98 | +83.4% | COM | 023135106 |
| — | AARONS INC | 380,975 | $17,753 | 0.6% | $26.86 | — | COM PAR $0.50 | 002535300 |
| TXRH | TEXAS ROADHOUSE INC | 300,979 | $17,391 | 0.6% | $22.42 | +125.3% | COM | 882681109 |
| DECK | DECKERS OUTDOOR CORP | 190,671 | $17,166 | 0.6% | $19.69 | -23.7% | COM | 243537107 |
| — | ALTABA INC | 228,929 | $16,950 | 0.6% | $71.68 | — | COM | 021346101 |
| RLI | RLI CORP | 267,002 | $16,925 | 0.6% | $17.15 | +40.2% | COM | 749607107 |
| WTS | WATTS WATER TECHNOLOGIES INC | 216,473 | $16,820 | 0.6% | $63.86 | +21.8% | CL A | 942749102 |
| — | K12 INC | 1,179,222 | $16,721 | 0.6% | $17.84 | — | COM | 48273u102 |
| OIS | OIL STS INTL INC | 630,928 | $16,530 | 0.6% | $39.33 | -27.2% | COM | 678026105 |
| BRKR | BRUKER CORP | 547,219 | $16,373 | 0.6% | $18.76 | +68.2% | COM | 116794108 |
| — | BANK AMER CORP | 12,551 | $16,184 | 0.5% | $1176.08 | — | 7.25%CNV PFD L | 060505682 |
| BLKB | BLACKBAUD INC | 157,131 | $15,998 | 0.5% | $94.95 | +3.8% | COM | 09227Q100 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 405,466 | $15,886 | 0.5% | $34.98 | +4.8% | COM | 00404A109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 110,669 | $15,404 | 0.5% | $72.62 | +76.3% | CL A | 989207105 |
| MLI | MUELLER INDS INC | 588,100 | $15,385 | 0.5% | $21.44 | -36.9% | COM | 624756102 |
| — | RESOURCES CONNECTION INC | 949,641 | $15,384 | 0.5% | $13.93 | — | COM | 76122q105 |
| — | AMERISAFE INC | 275,445 | $15,218 | 0.5% | $58.20 | — | COM | 03071h100 |
| — | VERIFONE SYS INC | 976,395 | $15,017 | 0.5% | $17.38 | — | COM | 92342Y109 |
| — | CEMEX SAB DE CV | 14,404,000 | $14,957 | 0.5% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| SM | SM ENERGY CO | 775,698 | $13,986 | 0.5% | $18.15 | +7.0% | COM | 78454L100 |
| RLJ | RLJ LODGING TR | 708,394 | $13,771 | 0.5% | $21.97 | — | COM | 74965L101 |
| CNC | CENTENE CORP DEL | 127,229 | $13,597 | 0.5% | $36.74 | +41.9% | COM | 15135B101 |
| STZ | CONSTELLATION BRANDS INC | 58,001 | $13,220 | 0.4% | $145.10 | +33.8% | CL A | 21036P108 |
| PFGC | PERFORMANCE FOOD GROUP CO | 439,207 | $13,110 | 0.4% | $29.33 | +9.3% | COM | 71377A103 |
| — | RAYTHEON CO | 60,680 | $13,096 | 0.4% | $193.37 | — | COM NEW | 755111507 |
| BKE | BUCKLE INC | 581,852 | $12,888 | 0.4% | $23.28 | -60.2% | COM | 118440106 |
| WWD | WOODWARD INC | 179,556 | $12,867 | 0.4% | $49.99 | +43.2% | COM | 980745103 |
| — | SPARTANNASH CO | 741,357 | $12,759 | 0.4% | $23.18 | — | COM | 847215100 |
| BURL | BURLINGTON STORES INC | 95,060 | $12,657 | 0.4% | $54.65 | +126.1% | COM | 122017106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 178,388 | $12,591 | 0.4% | $76.23 | -5.6% | COM | 81725T100 |
| PCTY | PAYLOCITY HLDG CORP | 244,516 | $12,527 | 0.4% | $48.71 | +1.7% | COM | 70438V106 |
| BDX | BECTON DICKINSON & CO | 57,429 | $12,445 | 0.4% | $163.52 | +19.0% | COM | 075887109 |
| — | NAVISTAR INTL CORP NEW | 12,050,000 | $12,442 | 0.4% | $0.99 | — | NOTE 4.750% 4/1 | 63934eas7 |
| — | ILG INC | 399,720 | $12,435 | 0.4% | $28.48 | — | COM | 44967H101 |
| CMC | COMMERCIAL METALS CO | 588,910 | $12,049 | 0.4% | $14.47 | +45.0% | COM | 201723103 |
| — | RITCHIE BROS AUCTIONEERS | 382,786 | $12,046 | 0.4% | $26.69 | — | COM | 767744105 |
| HMN | HORACE MANN EDUCATORS CORP N | 280,362 | $11,985 | 0.4% | $39.75 | +7.1% | COM | 440327104 |
| JNJ | JOHNSON & JOHNSON | 92,804 | $11,893 | 0.4% | $73.03 | +48.4% | COM | 478160104 |
| — | CORESITE RLTY CORP | 114,789 | $11,509 | 0.4% | $37.98 | — | COM | 21870Q105 |
| CMP | COMPASS MINERALS INTL INC | 190,366 | $11,479 | 0.4% | $51.96 | +3.2% | COM | 20451N101 |
| — | INTEL CORP | 4,544,000 | $11,394 | 0.4% | $2.51 | — | SDCV 3.250% 8/0 | 458140af7 |
| — | MICROCHIP TECHNOLOGY INC | 9,600,000 | $11,388 | 0.4% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| — | RUDOLPH TECHNOLOGIES INC | 407,562 | $11,289 | 0.4% | $15.11 | — | COM | 781270103 |
| — | FIDELITY NATIONAL FINANCIAL | 3,587,000 | $11,222 | 0.4% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | PRICELINE GRP INC | 6,972,000 | $11,207 | 0.4% | $1.44 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | BECTON DICKINSON & CO | 192,500 | $11,184 | 0.4% | $55.28 | — | PFD SHS CONV A | 075887208 |
| FNV | FRANCO NEVADA CORP | 163,302 | $11,168 | 0.4% | $59.93 | +12.9% | COM | 351858105 |
| — | HERBALIFE LTD | 9,181,000 | $11,126 | 0.4% | $1.00 | — | NOTE 2.000% 8/1 | 42703mab9 |
| PBH | PRESTIGE BRANDS HLDGS INC | 326,953 | $11,025 | 0.4% | $43.93 | -12.7% | COM | 74112D101 |
| V | VISA INC | 91,978 | $11,002 | 0.4% | $92.00 | +24.7% | COM CL A | 92826C839 |
| AME | AMETEK INC NEW | 141,748 | $10,769 | 0.4% | $67.35 | +6.9% | COM | 031100100 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 66,250 | $10,547 | 0.4% | $112.20 | +6.3% | COM | 22410J106 |
| — | MICROCHIP TECHNOLOGY INC | 5,916,000 | $10,501 | 0.4% | $1.29 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | DISH NETWORK CORP | 10,800,000 | $10,418 | 0.4% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | TWITTER INC | 10,452,000 | $10,050 | 0.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | PALO ALTO NETWORKS INC | 6,073,000 | $10,046 | 0.3% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| — | BIOTELEMETRY INC | 321,864 | $9,994 | 0.3% | $29.90 | — | COM | 090672106 |
| SMP | STANDARD MTR PRODS INC | 208,133 | $9,901 | 0.3% | $47.50 | -0.4% | COM | 853666105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 149,981 | $9,800 | 0.3% | $72.36 | +2.3% | COM | 398905109 |
| NMFC | NEW MTN FIN CORP | 733,234 | $9,642 | 0.3% | $9.45 | -40.7% | COM | 647551100 |
| — | ANTHEM INC | 177,522 | $9,542 | 0.3% | $49.72 | — | UNIT 05/01/20188 | 036752202 |
| — | AETNA INC NEW | 55,818 | $9,433 | 0.3% | $107.33 | — | COM | 00817Y108 |
| AMAT | APPLIED MATLS INC | 169,029 | $9,400 | 0.3% | $27.67 | +83.9% | COM | 038222105 |
| — | AKAMAI TECHNOLOGIES INC | 9,139,000 | $9,385 | 0.3% | $0.99 | — | DBCV 2/1 | 00971tag6 |
| — | IAC INTERACTIVECORP | 59,960 | $9,377 | 0.3% | $65.02 | — | COM | 44919P508 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 9,241,000 | $9,286 | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| PM | PHILIP MORRIS INTL INC | 92,957 | $9,240 | 0.3% | $70.74 | -2.9% | COM | 718172109 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 126,539 | $9,177 | 0.3% | $52.75 | +25.2% | COM | 45866F104 |
| — | NIC INC | 670,063 | $8,912 | 0.3% | $16.01 | — | COM | 62914b100 |
| — | CARRIZO OIL & GAS INC | 556,617 | $8,906 | 0.3% | $25.09 | — | COM | 144577103 |
| MO | ALTRIA GROUP INC | 142,406 | $8,875 | 0.3% | $29.56 | +23.7% | COM | 02209S103 |
| CAKE | CHEESECAKE FACTORY INC | 182,201 | $8,786 | 0.3% | $37.34 | +8.5% | COM | 163072101 |
| — | FIREEYE INC | 9,221,000 | $8,755 | 0.3% | $0.92 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | CAESARS ENTMT CORP | 5,000,000 | $8,732 | 0.3% | $1.94 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | NOVELLUS SYS INC | 1,426,000 | $8,654 | 0.3% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| GOOG | ALPHABET INC | 8,372 | $8,638 | 0.3% | $38.82 | +41.1% | CAP STK CL C | 02079K107 |
| — | GREENBRIER COS INC | 7,450,000 | $8,535 | 0.3% | $1.15 | — | NOTE 2.875% 2/0 | 393657ak7 |
| — | NATIONAL INSTRS CORP | 166,335 | $8,412 | 0.3% | $34.26 | — | COM | 636518102 |
| — | ELECTRONICS FOR IMAGING INC | 8,646,000 | $8,402 | 0.3% | $0.99 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | NEW MTN FIN CORP | 8,123,000 | $8,326 | 0.3% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 40,813 | $8,141 | 0.3% | $147.14 | +39.6% | CL B NEW | 084670702 |
| — | VIPSHOP HLDGS LTD | 7,438,000 | $7,992 | 0.3% | $1.00 | — | NOTE 1.500% 3/1 | 92763waa1 |
| PTC | PTC INC | 99,303 | $7,747 | 0.3% | $62.10 | +17.5% | COM | 69370C100 |
| — | DYCOM INDS INC | 6,080,000 | $7,716 | 0.3% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 7,985,000 | $7,706 | 0.3% | $0.93 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | HURON CONSULTING GROUP INC | 7,963,000 | $7,545 | 0.3% | $0.96 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | ROYAL DUTCH SHELL PLC | 118,002 | $7,530 | 0.3% | $57.52 | — | SPONS ADR A | 780259206 |
| — | FORUM ENERGY TECHNOLOGIES IN | 674,549 | $7,420 | 0.3% | $15.11 | — | COM | 34984V100 |
| — | DIPLOMAT PHARMACY INC | 367,845 | $7,412 | 0.3% | $20.10 | — | COM | 25456K101 |
| UNP | UNION PAC CORP | 54,725 | $7,357 | 0.2% | $72.52 | +55.9% | COM | 907818108 |
| — | MICRON TECHNOLOGY INC | 1,522,000 | $7,258 | 0.2% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| PKG | PACKAGING CORP AMER | 63,305 | $7,134 | 0.2% | $43.34 | +119.3% | COM | 695156109 |
| — | EZCORP INC | 6,717,000 | $7,103 | 0.2% | $0.95 | — | NOTE 2.625% 6/1 | 302301ab2 |
| NEE | NEXTERA ENERGY INC | 43,130 | $7,044 | 0.2% | $22.46 | +41.1% | COM | 65339F101 |
| DIS | DISNEY WALT CO | 69,447 | $6,975 | 0.2% | $97.50 | +3.5% | COM DISNEY | 254687106 |
| ZTS | ZOETIS INC | 83,278 | $6,955 | 0.2% | $31.14 | +137.9% | CL A | 98978V103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 75,092 | $6,860 | 0.2% | $39.79 | 0.0% | COM | 595017104 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,843,000 | $6,785 | 0.2% | $1.08 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | SEACOR HOLDINGS INC | 6,966,000 | $6,766 | 0.2% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | DRIL-QUIP INC | 150,838 | $6,758 | 0.2% | $65.21 | — | COM | 262037104 |
| — | CORNERSTONE ONDEMAND INC | 6,725,000 | $6,724 | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | ECHO GLOBAL LOGISTICS INC | 6,547,000 | $6,688 | 0.2% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | NXP SEMICONDUCTORS N V | 5,170,000 | $6,424 | 0.2% | $1.15 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | MICRON TECHNOLOGY INC | 3,579,000 | $6,418 | 0.2% | $1.19 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | ENCORE CAP GROUP INC | 5,550,000 | $6,383 | 0.2% | $1.08 | — | NOTE 3.000% 7/0 | 292554AF9 |
| CVX | CHEVRON CORP NEW | 55,824 | $6,366 | 0.2% | $81.27 | +4.6% | COM | 166764100 |
| — | SPIRIT RLTY CAP INC NEW | 6,388,000 | $6,356 | 0.2% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | CALAMP CORP | 5,709,000 | $6,098 | 0.2% | $0.98 | — | NOTE 1.625% 5/1 | 128126ab5 |
| SHW | SHERWIN WILLIAMS CO | 15,218 | $5,967 | 0.2% | $82.16 | +54.7% | COM | 824348106 |
| — | VERISIGN INC | 1,695,000 | $5,861 | 0.2% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | KEYW HLDG CORP | 6,000,000 | $5,841 | 0.2% | $0.92 | — | NOTE 2.500% 7/1 | 493723aa8 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $5,788 | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | SILVER STD RES INC | 5,750,000 | $5,689 | 0.2% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | COLONY STARWOOD HOMES | 5,000,000 | $5,578 | 0.2% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| — | CLEVELAND CLIFFS INC | 5,000,000 | $5,400 | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | CBS CORP NEW | 104,709 | $5,381 | 0.2% | $59.35 | — | CL B | 124857202 |
| — | SEACOR HOLDINGS INC | 5,188,000 | $5,363 | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | BROOKDALE SR LIVING INC | 5,340,000 | $5,327 | 0.2% | $1.01 | — | NOTE 2.750% 6/1 | 112463aa2 |
| KHC | KRAFT HEINZ CO | 85,183 | $5,306 | 0.2% | $47.86 | +2.3% | COM | 500754106 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,314,000 | $5,261 | 0.2% | $1.05 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | COLONY CAP INC | 5,619,000 | $5,247 | 0.2% | $0.99 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | SHUTTERFLY INC | 4,148,000 | $5,236 | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| NVO | NOVO-NORDISK A S | 106,175 | $5,229 | 0.2% | $68.29 | — | ADR | 670100205 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,209 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | ROVI CORP | 5,335,000 | $5,167 | 0.2% | $0.98 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | DOWDUPONT INC | 81,108 | $5,167 | 0.2% | $69.03 | — | COM | 26078J100 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $5,166 | 0.2% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| HON | HONEYWELL INTL INC | 35,561 | $5,139 | 0.2% | $71.03 | +65.4% | COM | 438516106 |
| — | ENDOLOGIX INC | 1,211,402 | $5,124 | 0.2% | $4.46 | — | COM | 29266s106 |
| META | FACEBOOK INC | 31,650 | $5,057 | 0.2% | $111.38 | +60.1% | CL A | 30303M102 |
| — | PANDORA MEDIA INC | 5,504,000 | $5,036 | 0.2% | $0.98 | — | NOTE 1.750%12/0 | 698354ab3 |
| BL | BLACKLINE INC | 128,319 | $5,031 | 0.2% | $37.36 | 0.0% | COM | 09239B109 |
| — | WRIGHT MED GROUP INC | 5,008,000 | $4,992 | 0.2% | $0.99 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | ADVANCED MICRO DEVICES INC | 3,400,000 | $4,988 | 0.2% | $1.49 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | TITAN MACHY INC | 4,958,000 | $4,958 | 0.2% | $0.98 | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | ARES CAP CORP | 4,830,000 | $4,896 | 0.2% | $1.02 | — | NOTE 4.375% 1/1 | 04010lam5 |
| — | TESARO INC | 2,718,000 | $4,892 | 0.2% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,850 | $4,836 | 0.2% | $17.29 | +57.7% | FNF GROUP COM | 31620R303 |
| — | CHESAPEAKE ENERGY CORP | 5,517,000 | $4,753 | 0.2% | $0.86 | — | NOTE 5.500% 9/1 | 165167cy1 |
| — | DR PEPPER SNAPPLE GROUP INC | 39,737 | $4,704 | 0.2% | $47.42 | — | COM | 26138E109 |
| — | LAZARD LTD | 89,336 | $4,696 | 0.2% | $38.90 | — | SHS A | G54050102 |
| ROP | ROPER TECHNOLOGIES INC | 16,438 | $4,614 | 0.2% | $193.78 | +35.9% | COM | 776696106 |
| — | PACIRA PHARMACEUTICALS INC | 5,000,000 | $4,590 | 0.2% | $0.92 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | WRIGHT MED GROUP N V | 4,000,000 | $4,550 | 0.2% | $1.20 | — | NOTE 2.250%11/1 | 98236jab4 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,075,000 | $4,523 | 0.2% | $0.89 | — | NOTE 2.000%10/0 | 55608bab1 |
| — | EXACT SCIENCES CORP | 5,100,000 | $4,523 | 0.2% | $0.89 | — | DBCV 1.000% 1/1 | 30063paa3 |
| — | INPHI CORP | 4,300,000 | $4,521 | 0.2% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | TUTOR PERINI CORP | 4,250,000 | $4,488 | 0.2% | $1.18 | — | NOTE 2.875% 6/1 | 901109ad0 |
| ALLE | ALLEGION PUB LTD CO | 52,515 | $4,479 | 0.2% | $76.03 | +0.0% | ORD SHS | G0176J109 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $4,454 | 0.2% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | CONTROL4 CORP | 204,053 | $4,383 | 0.1% | $11.89 | — | COM | 21240D107 |
| — | SQUARE INC | 2,000,000 | $4,382 | 0.1% | $2.19 | — | NOTE 0.375% 3/0 | 852234ab9 |
| MCD | MCDONALDS CORP | 27,521 | $4,304 | 0.1% | $86.16 | +58.6% | COM | 580135101 |
| — | ALON USA ENERGY INC | 2,788,000 | $4,257 | 0.1% | $0.92 | — | NOTE 3.000% 9/1 | 020520ab8 |
| — | SOLARCITY CORP | 4,537,000 | $4,146 | 0.1% | $0.94 | — | NOTE 1.625%11/0 | 83416tac4 |
| — | SUNPOWER CORP | 4,173,000 | $4,115 | 0.1% | $1.25 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | ENSCO JERSEY FIN LTD | 5,035,000 | $4,056 | 0.1% | $0.89 | — | NOTE 3.000% 1/3 | 29359wab1 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $4,055 | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | RED HAT INC | 1,987,000 | $4,036 | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| — | FINISAR CORP | 4,010,000 | $3,963 | 0.1% | $1.03 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | BLACKSTONE MTG TR INC | 3,983,000 | $3,928 | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,250,000 | $3,910 | 0.1% | $0.92 | — | NOTE 2.500% 2/0 | 014339aa3 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3,887 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | CSG SYS INTL INC | 3,500,000 | $3,852 | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | PROS HOLDINGS INC | 3,350,000 | $3,810 | 0.1% | $0.94 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | CROWN CASTLE INTL CORP NEW | 3,400 | $3,790 | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| TRUP | TRUPANION INC | 126,599 | $3,784 | 0.1% | $32.04 | 0.0% | COM | 898202106 |
| — | CTRIP COM INTL LTD | 3,600,000 | $3,753 | 0.1% | $1.04 | — | NOTE 1.250% 9/1 | 22943fam2 |
| — | XILINX INC | 51,375 | $3,711 | 0.1% | $63.63 | — | COM | 983919101 |
| TXN | TEXAS INSTRS INC | 35,725 | $3,711 | 0.1% | $43.87 | +98.0% | COM | 882508104 |
| — | NAVISTAR INTL CORP NEW | 3,639,000 | $3,687 | 0.1% | $0.99 | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | TESLA INC | 3,500,000 | $3,653 | 0.1% | $1.24 | — | NOTE 2.375% 3/1 | 88160rad3 |
| ABBV | ABBVIE INC | 38,320 | $3,627 | 0.1% | $39.61 | +98.3% | COM | 00287Y109 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 12 | $3,589 | 0.1% | $134052.62 | +129.9% | CL A | 084670108 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3,565 | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| MDLZ | MONDELEZ INTL INC | 84,964 | $3,546 | 0.1% | $26.98 | +32.9% | CL A | 609207105 |
| — | LUMENTUM HLDGS INC | 2,800,000 | $3,543 | 0.1% | $1.27 | — | NOTE 0.250% 3/1 | 55024uab5 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,189,000 | $3,519 | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | CITRIX SYS INC | 2,650,000 | $3,496 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | CTRIP COM INTL LTD | 3,237,000 | $3,491 | 0.1% | $1.04 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | ASSURANT INC | 33,000 | $3,425 | 0.1% | $103.79 | — | 6.50% CONV PFD D | 04621x207 |
| LEN | LENNAR CORP | 57,431 | $3,385 | 0.1% | $55.25 | 0.0% | CL A | 526057104 |
| — | CIENA CORP | 2,561,000 | $3,381 | 0.1% | $1.22 | — | NOTE 3.750%10/1 | 171779aj0 |
| QCOM | QUALCOMM INC | 60,650 | $3,361 | 0.1% | $59.70 | -13.1% | COM | 747525103 |
| — | TTM TECHNOLOGIES INC | 2,000,000 | $3,343 | 0.1% | $1.25 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,234,000 | $3,319 | 0.1% | $1.07 | — | NOTE 0.750%10/1 | 09061gae1 |
| ARCC | ARES CAP CORP | 207,345 | $3,291 | 0.1% | $12.41 | -39.7% | COM | 04010L103 |
| — | TESLA INC | 3,300,000 | $3,275 | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | YANDEX NV | 3,208,000 | $3,260 | 0.1% | $0.99 | — | NOTE 1.125%12/1 | 98474tab3 |
| VZ | VERIZON COMMUNICATIONS INC | 67,719 | $3,238 | 0.1% | $29.75 | +11.0% | COM | 92343V104 |
| PFE | PFIZER INC | 91,019 | $3,230 | 0.1% | $17.20 | +40.9% | COM | 717081103 |
| — | DEPOMED INC | 3,871,000 | $3,165 | 0.1% | $1.22 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3,109 | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | FORESTAR GROUP INC | 3,000,000 | $3,071 | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,231,000 | $3,064 | 0.1% | $0.98 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | INFINERA CORPORATION | 3,047,000 | $3,059 | 0.1% | $1.04 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | PROOFPOINT INC | 26,731 | $3,038 | 0.1% | $88.83 | — | COM | 743424103 |
| — | MACQUARIE INFRASTRUCTURE COR | 82,200 | $3,036 | 0.1% | $46.23 | — | COM | 55608B105 |
| — | RADIUS HEALTH INC | 3,000,000 | $3,035 | 0.1% | $1.00 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $3,029 | 0.1% | $1.36 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $3,005 | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | RAYONIER ADVANCED MATLS INC | 20,000 | $3,003 | 0.1% | $145.20 | — | PFD CV SER A | 75508B203 |
| — | KB HOME | 2,633,000 | $2,990 | 0.1% | $1.06 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | ON SEMICONDUCTOR CORP | 2,080,000 | $2,970 | 0.1% | $0.90 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | LIVE NATION ENTERTAINMENT IN | 2,272,000 | $2,939 | 0.1% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | PDC ENERGY INC | 2,986,000 | $2,912 | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| XOM | EXXON MOBIL CORP | 38,985 | $2,909 | 0.1% | $67.99 | -18.0% | COM | 30231G102 |
| — | HESS CORP | 48,500 | $2,898 | 0.1% | $59.75 | — | DEP PDF SR A | 42809H404 |
| — | MEDICINES CO | 3,000,000 | $2,896 | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | NEVRO CORP | 2,500,000 | $2,877 | 0.1% | $1.06 | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | WAYFAIR INC | 3,000,000 | $2,850 | 0.1% | $0.95 | — | NOTE 0.375% 9/0 | 94419laa9 |
| — | EPR PPTYS | 83,400 | $2,843 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | SERVICENOW INC | 1,270,000 | $2,838 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | INSMED INC | 3,200,000 | $2,836 | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| HIG | HARTFORD FINL SVCS GROUP INC | 55,000 | $2,834 | 0.1% | $25.51 | +79.9% | COM | 416515104 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,700,000 | $2,834 | 0.1% | $1.05 | — | NOTE 1.000% 1/3 | 531229af9 |
| — | ALLERGAN PLC | 16,621 | $2,797 | 0.1% | $166.66 | — | SHS | G0177J108 |
| — | ENDOLOGIX INC | 2,874,000 | $2,793 | 0.1% | $0.95 | — | NOTE 2.250%12/1 | 29266saa4 |
| — | TRINITY INDS INC | 2,032,000 | $2,769 | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522af6 |
| — | ILLUMINA INC | 2,487,000 | $2,751 | 0.1% | $1.01 | — | NOTE 6/1 | 452327af6 |
| — | BLACK KNIGHT INC | 57,912 | $2,728 | 0.1% | $44.14 | — | COM | 09215C105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 13,112 | $2,707 | 0.1% | $148.15 | +38.7% | COM | 883556102 |
| — | WORKDAY INC | 1,733,000 | $2,637 | 0.1% | $1.08 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | CARDTRONICS INC | 2,807,000 | $2,612 | 0.1% | $0.95 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | SM ENERGY CO | 2,734,000 | $2,584 | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | J2 GLOBAL INC | 2,000,000 | $2,548 | 0.1% | $1.27 | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | MEDICINES CO | 2,200,000 | $2,540 | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | NUVASIVE INC | 2,300,000 | $2,534 | 0.1% | $1.27 | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | ENVESTNET INC | 2,227,000 | $2,463 | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 29404kaa4 |
| — | KKR & CO L P DEL | 120,798 | $2,452 | 0.1% | $23.85 | — | COM UNITS | 48248M102 |
| — | THERAVANCE INC | 2,220,000 | $2,378 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| NXPI | NXP SEMICONDUCTORS N V | 52,520 | $2,319 | 0.1% | $103.29 | +3.8% | COM | N6596X109 |
| — | VASCO DATA SEC INTL INC | 177,002 | $2,292 | 0.1% | $12.95 | — | COM | 92230Y104 |
| — | NEW YORK CMNTY CAP TR V | 46,366 | $2,290 | 0.1% | $49.39 | — | UNIT 11/01/2051 | 64944p307 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,000,000 | $2,286 | 0.1% | $1.15 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | VEECO INSTRS INC DEL | 2,500,000 | $2,275 | 0.1% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | OSI SYSTEMS INC | 2,500,000 | $2,269 | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | INCYTE CORP | 1,321,000 | $2,238 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | WEATHERFORD INTL LTD | 2,493,000 | $2,236 | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | VERINT SYS INC | 2,255,000 | $2,201 | 0.1% | $1.00 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| NKE | NIKE INC | 33,025 | $2,194 | 0.1% | $51.28 | +16.3% | CL B | 654106103 |
| EPD | ENTERPRISE PRODS PARTNERS L | 86,546 | $2,119 | 0.1% | $41.68 | — | COM | 293792107 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $2,103 | 0.1% | $181.48 | +62.2% | COM | 666807102 |
| — | ALLETE INC | 29,000 | $2,095 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | KNOWLES CORP | 2,000,000 | $2,076 | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | JAZZ INVESTMENTS I LTD | 1,981,000 | $2,073 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | INSULET CORP | 1,335,000 | $2,068 | 0.1% | $1.31 | — | NOTE 1.250% 9/1 | 45784paf8 |
| — | GOLAR LNG LTD | 2,000,000 | $2,058 | 0.1% | $1.03 | — | NOTE 2.750% 2/1 | 38046yab7 |
| — | FINISAR CORP | 2,250,000 | $2,034 | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787aap6 |
| VOD | VODAFONE GROUP PLC NEW | 72,933 | $2,029 | 0.1% | $35.81 | — | SPONSORED ADR | 92857W308 |
| — | NVIDIA CORP | 175,000 | $2,023 | 0.1% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| SLM | SLM CORP | 178,200 | $1,998 | 0.1% | $10.09 | +11.3% | COM | 78442P106 |
| — | REDWOOD TR INC | 2,000,000 | $1,939 | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| BGS | B & G FOODS INC NEW | 80,350 | $1,904 | 0.1% | $16.45 | -6.8% | COM | 05508R106 |
| — | COLONY CAP INC | 2,000,000 | $1,885 | 0.1% | $0.94 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | ENCORE CAP GROUP INC | 1,500,000 | $1,753 | 0.1% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1,736 | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | GUIDEWIRE SOFTWARE INC | 1,750,000 | $1,720 | 0.1% | $0.98 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| NAVI | NAVIENT CORPORATION | 129,800 | $1,703 | 0.1% | $16.89 | -19.5% | COM | 63938C108 |
| — | YAHOO INC | 1,200,000 | $1,679 | 0.1% | $1.07 | — | NOTE 12/0 | 984332af3 |
| — | IGI LABORATORIES INC | 1,800,000 | $1,674 | 0.1% | $0.97 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | COLONY NORTHSTAR INC | 297,616 | $1,673 | 0.1% | $12.86 | — | CL A COM | 19625W104 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1,652 | 0.1% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | ANI PHARMACEUTICALS INC | 1,500,000 | $1,645 | 0.1% | $1.06 | — | NOTE 3.000%12/0 | 00182caa1 |
| — | WPX ENERGY INC | 25,000 | $1,591 | 0.1% | $46.88 | — | PFD SER A CV | 98212B202 |
| — | STANLEY BLACK & DECKER INC | 13,500 | $1,553 | 0.1% | $108.10 | — | UNIT 05/15/2020 | 854502887 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,300,000 | $1,534 | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | TERADYNE INC | 1,000,000 | $1,525 | 0.1% | $1.43 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,500,000 | $1,521 | 0.1% | $1.02 | — | NOTE 3.750%12/1 | 02917tab0 |
| — | TCP CAP CORP | 1,500,000 | $1,511 | 0.1% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1,511 | 0.1% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| CMCSA | COMCAST CORP NEW | 44,008 | $1,504 | 0.1% | $28.83 | +10.3% | CL A | 20030N101 |
| — | SUNPOWER CORP | 1,800,000 | $1,447 | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| NTRS | NORTHERN TR CORP | 14,000 | $1,444 | 0.0% | $50.14 | +65.5% | COM | 665859104 |
| — | PROOFPOINT INC | 950,000 | $1,391 | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | MOLINA HEALTHCARE INC | 969,000 | $1,385 | 0.0% | $1.11 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | UNISYS CORP | 1,000,000 | $1,327 | 0.0% | $1.53 | — | NOTE 5.500% 3/0 | 909214bs6 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1,309 | 0.0% | $44.53 | +164.6% | COM | 285512109 |
| — | MONMOUTH REAL ESTATE INVT CO | 86,550 | $1,302 | 0.0% | $14.34 | — | CL A | 609720107 |
| OEC | ORION ENGINEERED CARBONS S A | 45,110 | $1,222 | 0.0% | $21.32 | +30.9% | COM | L72967109 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1,192 | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| MSFT | MICROSOFT CORP | 13,041 | $1,190 | 0.0% | $48.52 | +73.8% | COM | 594918104 |
| GOOGL | ALPHABET INC | 1,102 | $1,143 | 0.0% | $40.28 | +36.6% | CAP STK CL A | 02079K305 |
| — | SEMPRA ENERGY | 11,000 | $1,123 | 0.0% | $102.09 | — | 6% PFD CONV A | 816851406 |
| — | FIREEYE INC | 1,200,000 | $1,121 | 0.0% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| FISV | FISERV INC | 15,494 | $1,105 | 0.0% | $63.63 | +10.5% | COM | 337738108 |
| — | STERICYCLE INC | 24,195 | $1,092 | 0.0% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | SILICON LABORATORIES INC | 940,000 | $1,088 | 0.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919ab8 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $1,075 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| COP | CONOCOPHILLIPS | 18,025 | $1,069 | 0.0% | $55.57 | -21.3% | COM | 20825C104 |
| — | FRONTIER COMMUNICATIONS CORP | 93,504 | $1,061 | 0.0% | $96.59 | — | PFD CONV SER-A | 35906A207 |
| — | CYPRESS SEMICONDUCTOR CORP | 742,000 | $1,041 | 0.0% | $1.35 | — | NOTE 4.500% 1/1 | 232806am1 |
| CNP | CENTERPOINT ENERGY INC | 37,450 | $1,026 | 0.0% | $19.14 | +12.1% | COM | 15189T107 |
| — | TPG SPECIALTY LENDING INC | 1,000,000 | $1,024 | 0.0% | $1.02 | — | NOTE 4.500% 8/0 | 87265kad4 |
| — | VIAVI SOLUTIONS INC | 1,000,000 | $1,014 | 0.0% | $1.01 | — | NOTE 1.000% 3/0 | 925550ab1 |
| — | EVOLENT HEALTH INC | 1,000,000 | $1,005 | 0.0% | $0.95 | — | NOTE 2.000%12/0 | 30050bab7 |
| — | CIENA CORP | 704,000 | $990 | 0.0% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| BABA | ALIBABA GROUP HLDG LTD | 5,385 | $988 | 0.0% | $172.78 | — | SPONSORED ADS | 01609W102 |
| HD | HOME DEPOT INC | 5,486 | $978 | 0.0% | $116.57 | +32.7% | COM | 437076102 |
| BAC | BANK AMER CORP | 32,250 | $967 | 0.0% | $21.85 | +19.3% | COM | 060505104 |
| — | DOMINION ENERGY INC | 20,000 | $926 | 0.0% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| PG | PROCTER AND GAMBLE CO | 11,582 | $918 | 0.0% | $66.66 | +1.8% | COM | 742718109 |
| — | KINDER MORGAN INC DEL | 29,093 | $913 | 0.0% | $43.46 | — | PFD SER A | 49456B200 |
| — | ANTHEM INC | 300,000 | $907 | 0.0% | $2.60 | — | NOTE 2.750%10/1 | 94973vbg1 |
| IWM | ISHARES TR | 165,000 | $903 | 0.0% | $5.47 | — | RUSSELL 2000 ETF | 464287655 |
| — | CEDAR FAIR L P | 13,890 | $887 | 0.0% | $65.84 | — | DEPOSITRY UNIT | 150185106 |
| — | ACETO CORP | 1,000,000 | $881 | 0.0% | $0.88 | — | NOTE 2.000%11/0 | 004446ad2 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 192,000 | $871 | 0.0% | $2.29 | — | NOTE 1.000% 7/0 | 874054ad1 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $852 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| EXPE | EXPEDIA GROUP INC | 7,656 | $845 | 0.0% | $127.22 | -11.5% | COM NEW | 30212P303 |
| ADBE | ADOBE SYS INC | 3,700 | $799 | 0.0% | $129.01 | +57.6% | COM | 00724F101 |
| INTU | INTUIT | 4,555 | $790 | 0.0% | $91.41 | +74.5% | COM | 461202103 |
| MTG | MGIC INVT CORP WIS | 60,000 | $780 | 0.0% | $12.88 | +9.9% | COM | 552848103 |
| — | BLACKSTONE GROUP L P | 24,115 | $770 | 0.0% | $33.37 | — | COM UNIT LTD | 09253U108 |
| SPY | SPDR S&P 500 ETF TR | 2,850 | $750 | 0.0% | $253.57 | — | TR UNIT | 78462F103 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $748 | 0.0% | $26.13 | — | COM | 025676206 |
| — | NOVAVAX INC | 1,000,000 | $710 | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| WFC | WELLS FARGO CO NEW | 13,500 | $708 | 0.0% | $46.19 | +3.3% | COM | 949746101 |
| LUV | SOUTHWEST AIRLS CO | 12,082 | $692 | 0.0% | $54.35 | 0.0% | COM | 844741108 |
| — | ACTIVISION BLIZZARD INC | 10,180 | $687 | 0.0% | $64.45 | — | COM | 00507V109 |
| EXAS | EXACT SCIENCES CORP | 17,000 | $686 | 0.0% | $48.78 | 0.0% | COM | 30063P105 |
| — | AERIE PHARMACEUTICALS INC | 12,000 | $651 | 0.0% | $56.20 | — | COM | 00771V108 |
| — | CELGENE CORP | 7,230 | $645 | 0.0% | $114.95 | — | COM | 151020104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,173 | $640 | 0.0% | $109.51 | -2.0% | COM | 459200101 |
| APD | AIR PRODS & CHEMS INC | 4,020 | $639 | 0.0% | $119.15 | +13.9% | COM | 009158106 |
| DVN | DEVON ENERGY CORP NEW | 19,990 | $635 | 0.0% | $46.14 | -43.5% | COM | 25179M103 |
| BA | BOEING CO | 1,900 | $623 | 0.0% | $322.88 | 0.0% | COM | 097023105 |
| GILD | GILEAD SCIENCES INC | 8,235 | $621 | 0.0% | $64.68 | -8.9% | COM | 375558103 |
| — | NEXTERA ENERGY INC | 10,585 | $614 | 0.0% | $55.39 | — | UNIT 09/01/2019 | 65339F820 |
| — | RTW HLDGS INC | 600,000 | $606 | 0.0% | $1.02 | — | NOTE 5.625%11/1 | 749772ab5 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $585 | 0.0% | $55.52 | +5.3% | COM | 209115104 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $584 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| C | CITIGROUP INC | 8,570 | $578 | 0.0% | $52.59 | +9.6% | COM NEW | 172967424 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $575 | 0.0% | $159.00 | +28.6% | COM | 573284106 |
| KBE | SPDR SERIES TRUST | 12,000 | $575 | 0.0% | $45.21 | — | S&P BK ETF | 78464A797 |
| — | FCB FINL HLDGS INC | 10,400 | $531 | 0.0% | $30.25 | — | CL A | 30255G103 |
| AMG | AFFILIATED MANAGERS GROUP | 2,705 | $513 | 0.0% | $152.47 | +24.4% | COM | 008252108 |
| SJT | SAN JUAN BASIN RTY TR | 64,500 | $510 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | AMERICAN RLTY CAP PPTYS INC | 500,000 | $500 | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917taa2 |
| CWB | SPDR SERIES TRUST | 9,500 | $491 | 0.0% | $50.57 | — | BLMBRG BRC CNVRT | 78464A359 |
| THO | THOR INDS INC | 4,250 | $489 | 0.0% | $113.07 | 0.0% | COM | 885160101 |
| PEP | PEPSICO INC | 4,404 | $481 | 0.0% | $75.07 | +18.9% | COM | 713448108 |
| NWL | NEWELL BRANDS INC | 18,650 | $475 | 0.0% | $31.47 | -37.7% | COM | 651229106 |
| AFL | AFLAC INC | 10,800 | $473 | 0.0% | $44.78 | -17.8% | COM | 001055102 |
| — | INPHI CORP | 500,000 | $465 | 0.0% | $1.00 | — | NOTE 0.750% 9/0 | 45772fac1 |
| JD | JD COM INC | 11,140 | $451 | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| GS | GOLDMAN SACHS GROUP INC | 1,760 | $443 | 0.0% | $196.43 | +11.2% | COM | 38141G104 |
| AAL | AMERICAN AIRLS GROUP INC | 8,434 | $438 | 0.0% | $46.18 | +13.2% | COM | 02376R102 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 5,750 | $437 | 0.0% | $62.98 | — | SHS | 337345102 |
| — | PLATFORM SPECIALTY PRODS COR | 45,300 | $436 | 0.0% | $14.73 | — | COM | 72766Q105 |
| A | AGILENT TECHNOLOGIES INC | 6,311 | $422 | 0.0% | $66.14 | 0.0% | COM | 00846U101 |
| — | MEDIDATA SOLUTIONS INC | 375,000 | $421 | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| JBLU | JETBLUE AIRWAYS CORP | 20,500 | $417 | 0.0% | $21.90 | -2.9% | COM | 477143101 |
| MAS | MASCO CORP | 10,000 | $404 | 0.0% | $16.70 | +127.2% | COM | 574599106 |
| — | HAWAIIAN HOLDINGS INC | 10,000 | $387 | 0.0% | $46.09 | — | COM | 419879101 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $373 | 0.0% | $19.05 | +0.1% | COM | 969457100 |
| — | NICE SYS INC | 300,000 | $372 | 0.0% | $1.24 | — | NOTE 1.250% 1/1 | 65366hab9 |
| T | AT&T INC | 10,035 | $358 | 0.0% | $16.74 | -5.5% | COM | 00206R102 |
| — | FIREEYE INC | 21,000 | $356 | 0.0% | $14.50 | — | COM | 31816Q101 |
| — | SINA CORP | 3,250 | $339 | 0.0% | $100.37 | — | ORD | G81477104 |
| — | ANADARKO PETE CORP | 5,460 | $330 | 0.0% | $49.73 | — | COM | 032511107 |
| — | TECH DATA CORP | 3,830 | $326 | 0.0% | $87.52 | — | COM | 878237106 |
| UAL | UNITED CONTL HLDGS INC | 4,500 | $313 | 0.0% | $70.14 | -1.5% | COM | 910047109 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $307 | 0.0% | $163.01 | +34.1% | COM | 893641100 |
| TMUS | T MOBILE US INC | 5,000 | $305 | 0.0% | $58.95 | +2.5% | COM | 872590104 |
| — | FINISAR CORP | 19,000 | $300 | 0.0% | $22.11 | — | COM NEW | 31787A507 |
| — | APTIV PLC | 3,440 | $292 | 0.0% | $84.77 | — | SHS | G6095L109 |
| WDC | WESTERN DIGITAL CORP | 3,000 | $277 | 0.0% | $61.52 | 0.0% | COM | 958102105 |
| — | NUVASIVE INC | 5,250 | $274 | 0.0% | $52.19 | — | COM | 670704105 |
| — | PDC ENERGY INC | 5,500 | $270 | 0.0% | $49.09 | — | COM | 69327R101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 25,000 | $264 | 0.0% | $22.43 | — | COM | 87157B103 |
| — | NEW YORK CMNTY BANCORP INC | 20,000 | $261 | 0.0% | $13.05 | — | COM | 649445103 |
| XLE | SELECT SECTOR SPDR TR | 3,750 | $253 | 0.0% | $67.47 | — | ENERGY | 81369Y506 |
| D | DOMINION ENERGY INC | 3,710 | $250 | 0.0% | $49.12 | +5.7% | COM | 25746U109 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 15,000 | $246 | 0.0% | $8.37 | +24.3% | SH BEN INT | 20451Q104 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $245 | 0.0% | $112.31 | +2.2% | COM | 03027X100 |
| — | ARCONIC INC | 10,500 | $242 | 0.0% | $27.00 | — | COM | 03965L100 |
| NVS | NOVARTIS A G | 2,941 | $238 | 0.0% | $95.34 | — | SPONSORED ADR | 66987V109 |
| INCY | INCYTE CORP | 2,850 | $237 | 0.0% | $119.47 | -24.5% | COM | 45337C102 |
| LMT | LOCKHEED MARTIN CORP | 700 | $237 | 0.0% | $275.43 | 0.0% | COM | 539830109 |
| ITW | ILLINOIS TOOL WKS INC | 1,445 | $226 | 0.0% | $116.05 | +17.9% | COM | 452308109 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $224 | 0.0% | $20.45 | -7.5% | COM | 127097103 |
| WMT | WALMART INC | 2,500 | $222 | 0.0% | $28.34 | 0.0% | COM | 931142103 |
| — | OASIS PETE INC NEW | 27,300 | $221 | 0.0% | $8.05 | — | COM | 674215108 |
| FOLD | AMICUS THERAPEUTICS INC | 14,000 | $211 | 0.0% | $15.22 | 0.0% | COM | 03152W109 |
| — | JACOBS ENGR GROUP INC DEL | 3,540 | $209 | 0.0% | $58.19 | — | COM | 469814107 |
| SBUX | STARBUCKS CORP | 3,555 | $206 | 0.0% | $47.41 | +2.7% | COM | 855244109 |
| — | INFINERA CORPORATION | 19,000 | $206 | 0.0% | $9.94 | — | COM | 45667G103 |
| — | TWITTER INC | 7,000 | $203 | 0.0% | $29.00 | — | COM | 90184L102 |
| TTMI | TTM TECHNOLOGIES INC | 12,000 | $183 | 0.0% | $15.70 | +3.7% | COM | 87305R109 |
| — | INVESTORS BANCORP INC NEW | 13,000 | $177 | 0.0% | $11.07 | — | COM | 46146L101 |
| — | VEREIT INC | 22,500 | $157 | 0.0% | $8.19 | — | COM | 92339V100 |
| — | STREAMLINE HEALTH SOLUTIONS | 79,896 | $147 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | AK STL HLDG CORP | 22,500 | $102 | 0.0% | $6.66 | — | COM | 001547108 |
| — | DERMIRA INC | 11,000 | $88 | 0.0% | $8.00 | — | COM | 24983L104 |
| GPRO | GOPRO INC | 18,000 | $86 | 0.0% | $5.72 | 0.0% | CL A | 38268T103 |
| — | AVADEL PHARMACEUTICALS PLC | 11,000 | $80 | 0.0% | $7.27 | — | SPONSORED ADR | 05337M104 |
| — | SYNERGY PHARMACEUTICALS DEL | 43,674 | $79 | 0.0% | $5.72 | — | COM NEW | 871639308 |
| — | CHESAPEAKE ENERGY CORP | 81,000 | $79 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| BLNK | BLINK CHARGING CO | 24,294 | $67 | 0.0% | $5.22 | 0.0% | COM | 09354A100 |
| — | JONES ENERGY INC | 81,700 | $65 | 0.0% | $1.62 | — | COM CL A | 48019R108 |
| — | BLINK CHARGING CO | 48,588 | $21 | 0.0% | $0.43 | — | *W EXP 01/31/202 | 09354A118 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $21 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $18 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |