Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 9, 2018
Total Value: $2.952B (76.6% shares, 23.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 598,302 | $42.35M | 1.4% | $70.79 | — | — | CL A | 371559105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 417,915 | $37.37M | 1.3% | $89.41 | — | — | COM | 754730109 |
| — | REALPAGE INC | 715,190 | $36.83M | 1.2% | $51.50 | — | — | COM | 75606N109 |
| LFUS | LITTELFUSE INC | 172,367 | $35.88M | 1.2% | $208.18 | — | — | COM | 537008104 |
| CFR | CULLEN FROST BANKERS INC | 326,025 | $34.58M | 1.2% | $106.07 | — | — | COM | 229899109 |
| — | RENASANT CORP | 806,245 | $34.31M | 1.2% | $42.56 | — | — | COM | 75970e107 |
| HEI/A | HEICO CORP NEW | 477,379 | $33.87M | 1.1% | $70.95 | — | — | CL A | 422806208 |
| KWR | QUAKER CHEM CORP | 227,350 | $33.68M | 1.1% | $148.13 | — | — | COM | 747316107 |
| WAL | WESTERN ALLIANCE BANCORP | 552,238 | $32.09M | 1.1% | $58.11 | — | — | COM | 957638109 |
| ODFL | OLD DOMINION FGHT LINES INC | 217,565 | $31.98M | 1.1% | $146.97 | — | — | COM | 679580100 |
| AAPL | APPLE INC | 190,584 | $31.98M | 1.1% | $167.78 | — | — | COM | 037833100 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 433,715 | $31.62M | 1.1% | $72.90 | — | — | COM | 03820C105 |
| TDY | TELEDYNE TECHNOLOGIES INC | 159,447 | $29.84M | 1.0% | $187.17 | — | — | COM | 879360105 |
| ICLR | ICON PLC | 250,187 | $29.56M | 1.0% | $118.14 | — | — | SHS | G4705A100 |
| IDA | IDACORP INC | 327,677 | $28.92M | 1.0% | $88.27 | — | — | COM | 451107106 |
| — | POLYONE CORP | 664,343 | $28.25M | 1.0% | $42.52 | — | — | COM | 73179P106 |
| ACIW | ACI WORLDWIDE INC | 1,185,917 | $28.13M | 1.0% | $23.72 | — | — | COM | 004498101 |
| — | CORNERSTONE ONDEMAND INC | 716,740 | $28.03M | 0.9% | $39.11 | — | — | COM | 21925Y103 |
| JPM | JPMORGAN CHASE & CO | 251,480 | $27.66M | 0.9% | $109.97 | — | — | COM | 46625H100 |
| RGEN | REPLIGEN CORP | 762,044 | $27.57M | 0.9% | $36.18 | — | — | COM | 759916109 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 500,479 | $26.85M | 0.9% | $53.64 | — | — | COM | 78467J100 |
| LKQ | LKQ CORP | 662,669 | $25.15M | 0.9% | $37.95 | — | — | COM | 501889208 |
| NGVT | INGEVITY CORP | 340,078 | $25.06M | 0.8% | $73.69 | — | — | COM | 45688C107 |
| — | BARNES GROUP INC | 394,043 | $23.6M | 0.8% | $59.89 | — | — | COM | 067806109 |
| WLY | WILEY JOHN & SONS INC | 365,369 | $23.27M | 0.8% | $63.70 | — | — | CL A | 968223206 |
| — | EDUCATION RLTY TR INC | 704,212 | $23.06M | 0.8% | $32.75 | — | — | COM NEW | 28140H203 |
| — | COUSINS PPTYS INC | 2,651,054 | $23.01M | 0.8% | $8.68 | — | — | COM | 222795106 |
| HBAN | HUNTINGTON BANCSHARES INC | 1,489,648 | $22.49M | 0.8% | $15.10 | — | — | COM | 446150104 |
| GIII | G-III APPAREL GROUP LTD | 592,441 | $22.32M | 0.8% | $37.68 | — | — | COM | 36237H101 |
| — | SYNEOS HEALTH INC | 627,770 | $22.29M | 0.8% | $35.50 | — | — | CL A | 87166B102 |
| — | WELLS FARGO CO NEW | 17,321 | $22.28M | 0.8% | $1286.47 | — | — | PERP PFD CNV A | 949746804 |
| APH | AMPHENOL CORP NEW | 255,767 | $22.03M | 0.7% | $86.13 | — | — | CL A | 032095101 |
| FULT | FULTON FINL CORP PA | 1,230,524 | $21.84M | 0.7% | $17.75 | — | — | COM | 360271100 |
| HCSG | HEALTHCARE SVCS GRP INC | 497,470 | $21.63M | 0.7% | $43.48 | — | — | COM | 421906108 |
| WABC | WESTAMERICA BANCORPORATION | 371,104 | $21.55M | 0.7% | $58.08 | — | — | COM | 957090103 |
| MD | MEDNAX INC | 382,649 | $21.29M | 0.7% | $55.63 | — | — | COM | 58502B106 |
| — | IBERIABANK CORP | 271,108 | $21.15M | 0.7% | $78.00 | — | — | COM | 450828108 |
| — | HMS HLDGS CORP | 1,230,345 | $20.72M | 0.7% | $16.84 | — | — | COM | 40425J101 |
| DHR | DANAHER CORP DEL | 210,841 | $20.64M | 0.7% | $97.91 | — | — | COM | 235851102 |
| SMTC | SEMTECH CORP | 526,904 | $20.58M | 0.7% | $39.05 | — | — | COM | 816850101 |
| — | CORELOGIC INC | 436,019 | $19.72M | 0.7% | $45.23 | — | — | COM | 21871D103 |
| PB | PROSPERITY BANCSHARES INC | 264,072 | $19.18M | 0.6% | $72.63 | — | — | COM | 743606105 |
| FTV | FORTIVE CORP | 235,080 | $18.22M | 0.6% | $77.52 | — | — | COM | 34959J108 |
| AMZN | AMAZON COM INC | 12,492 | $18.08M | 0.6% | $1447.33 | — | — | COM | 023135106 |
| — | AARONS INC | 380,975 | $17.75M | 0.6% | $46.60 | — | — | COM PAR $0.50 | 002535300 |
| TXRH | TEXAS ROADHOUSE INC | 300,979 | $17.39M | 0.6% | $57.78 | — | — | COM | 882681109 |
| DECK | DECKERS OUTDOOR CORP | 190,671 | $17.17M | 0.6% | $90.03 | — | — | COM | 243537107 |
| — | ALTABA INC | 228,929 | $16.95M | 0.6% | $74.04 | — | — | COM | 021346101 |
| RLI | RLI CORP | 267,002 | $16.93M | 0.6% | $63.39 | — | — | COM | 749607107 |
| WTS | WATTS WATER TECHNOLOGIES INC | 216,473 | $16.82M | 0.6% | $77.70 | — | — | CL A | 942749102 |
| — | K12 INC | 1,179,222 | $16.72M | 0.6% | $14.18 | — | — | COM | 48273u102 |
| OIS | OIL STS INTL INC | 630,928 | $16.53M | 0.6% | $26.20 | — | — | COM | 678026105 |
| BRKR | BRUKER CORP | 547,219 | $16.37M | 0.6% | $29.92 | — | — | COM | 116794108 |
| — | BANK AMER CORP | 12,551 | $16.18M | 0.5% | $1289.46 | — | — | 7.25%CNV PFD L | 060505682 |
| BLKB | BLACKBAUD INC | 157,131 | $16M | 0.5% | $101.81 | — | — | COM | 09227Q100 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 405,466 | $15.89M | 0.5% | $39.18 | — | — | COM | 00404A109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 110,669 | $15.4M | 0.5% | $139.19 | — | — | CL A | 989207105 |
| MLI | MUELLER INDS INC | 588,100 | $15.38M | 0.5% | $26.16 | — | — | COM | 624756102 |
| — | RESOURCES CONNECTION INC | 949,641 | $15.38M | 0.5% | $16.20 | — | — | COM | 76122q105 |
| — | AMERISAFE INC | 275,445 | $15.22M | 0.5% | $55.25 | — | — | COM | 03071h100 |
| — | VERIFONE SYS INC | 976,395 | $15.02M | 0.5% | $15.38 | — | — | COM | 92342Y109 |
| — | CEMEX SAB DE CV | 14,404,000 | $14.96M | 0.5% | $1.04 | — | — | NOTE 3.720% 3/1 | 151290bt9 |
| SM | SM ENERGY CO | 775,698 | $13.99M | 0.5% | $18.03 | — | — | COM | 78454L100 |
| RLJ | RLJ LODGING TR | 708,394 | $13.77M | 0.5% | $19.44 | — | — | COM | 74965L101 |
| CNC | CENTENE CORP DEL | 127,229 | $13.6M | 0.5% | $106.87 | — | — | COM | 15135B101 |
| STZ | CONSTELLATION BRANDS INC | 58,001 | $13.22M | 0.4% | $227.93 | — | — | CL A | 21036P108 |
| PFGC | PERFORMANCE FOOD GROUP CO | 439,207 | $13.11M | 0.4% | $29.85 | — | — | COM | 71377A103 |
| — | RAYTHEON CO | 60,680 | $13.1M | 0.4% | $215.82 | — | — | COM NEW | 755111507 |
| BKE | BUCKLE INC | 581,852 | $12.89M | 0.4% | $22.15 | — | — | COM | 118440106 |
| WWD | WOODWARD INC | 179,556 | $12.87M | 0.4% | $71.66 | — | — | COM | 980745103 |
| — | SPARTANNASH CO | 741,357 | $12.76M | 0.4% | $17.21 | — | — | COM | 847215100 |
| BURL | BURLINGTON STORES INC | 95,060 | $12.66M | 0.4% | $133.15 | — | — | COM | 122017106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 178,388 | $12.59M | 0.4% | $70.58 | — | — | COM | 81725T100 |
| PCTY | PAYLOCITY HLDG CORP | 244,516 | $12.53M | 0.4% | $51.23 | — | — | COM | 70438V106 |
| BDX | BECTON DICKINSON & CO | 57,429 | $12.45M | 0.4% | $216.70 | — | — | COM | 075887109 |
| — | NAVISTAR INTL CORP NEW | 12,050,000 | $12.44M | 0.4% | $1.03 | — | — | NOTE 4.750% 4/1 | 63934eas7 |
| — | ILG INC | 399,720 | $12.44M | 0.4% | $31.11 | — | — | COM | 44967H101 |
| CMC | COMMERCIAL METALS CO | 588,910 | $12.05M | 0.4% | $20.46 | — | — | COM | 201723103 |
| — | RITCHIE BROS AUCTIONEERS | 382,786 | $12.05M | 0.4% | $31.47 | — | — | COM | 767744105 |
| HMN | HORACE MANN EDUCATORS CORP N | 280,362 | $11.98M | 0.4% | $42.75 | — | — | COM | 440327104 |
| JNJ | JOHNSON & JOHNSON | 92,804 | $11.89M | 0.4% | $128.15 | — | — | COM | 478160104 |
| — | CORESITE RLTY CORP | 114,789 | $11.51M | 0.4% | $100.26 | — | — | COM | 21870Q105 |
| CMP | COMPASS MINERALS INTL INC | 190,366 | $11.48M | 0.4% | $60.30 | — | — | COM | 20451N101 |
| — | INTEL CORP | 4,544,000 | $11.39M | 0.4% | $2.51 | — | — | SDCV 3.250% 8/0 | 458140af7 |
| — | MICROCHIP TECHNOLOGY INC | 9,600,000 | $11.39M | 0.4% | $1.19 | — | — | NOTE 1.625% 2/1 | 595017af1 |
| — | RUDOLPH TECHNOLOGIES INC | 407,562 | $11.29M | 0.4% | $27.70 | — | — | COM | 781270103 |
| — | FIDELITY NATIONAL FINANCIAL | 3,587,000 | $11.22M | 0.4% | $3.13 | — | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | PRICELINE GRP INC | 6,972,000 | $11.21M | 0.4% | $1.61 | — | — | NOTE 0.350% 6/1 | 741503as5 |
| — | BECTON DICKINSON & CO | 192,500 | $11.18M | 0.4% | $58.10 | — | — | PFD SHS CONV A | 075887208 |
| FNV | FRANCO NEVADA CORP | 163,302 | $11.17M | 0.4% | $68.39 | — | — | COM | 351858105 |
| — | HERBALIFE LTD | 9,181,000 | $11.13M | 0.4% | $1.21 | — | — | NOTE 2.000% 8/1 | 42703mab9 |
| PBH | PRESTIGE BRANDS HLDGS INC | 326,953 | $11.03M | 0.4% | $33.72 | — | — | COM | 74112D101 |
| V | VISA INC | 91,978 | $11M | 0.4% | $119.62 | — | — | COM CL A | 92826C839 |
| AME | AMETEK INC NEW | 141,748 | $10.77M | 0.4% | $75.97 | — | — | COM | 031100100 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 66,250 | $10.55M | 0.4% | $159.20 | — | — | COM | 22410J106 |
| — | MICROCHIP TECHNOLOGY INC | 5,916,000 | $10.5M | 0.4% | $1.78 | — | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | DISH NETWORK CORP | 10,800,000 | $10.42M | 0.4% | $0.96 | — | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | TWITTER INC | 10,452,000 | $10.05M | 0.3% | $0.96 | — | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | PALO ALTO NETWORKS INC | 6,073,000 | $10.05M | 0.3% | $1.65 | — | — | NOTE 7/0 | 697435ab1 |
| — | BIOTELEMETRY INC | 321,864 | $9.994M | 0.3% | $31.05 | — | — | COM | 090672106 |
| SMP | STANDARD MTR PRODS INC | 208,133 | $9.901M | 0.3% | $47.57 | — | — | COM | 853666105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 149,981 | $9.8M | 0.3% | $65.34 | — | — | COM | 398905109 |
| NMFC | NEW MTN FIN CORP | 733,234 | $9.642M | 0.3% | $13.15 | — | — | COM | 647551100 |
| — | ANTHEM INC | 177,522 | $9.542M | 0.3% | $53.75 | — | — | UNIT 05/01/20188 | 036752202 |
| — | AETNA INC NEW | 55,818 | $9.433M | 0.3% | $169.00 | — | — | COM | 00817Y108 |
| AMAT | APPLIED MATLS INC | 169,029 | $9.4M | 0.3% | $55.61 | — | — | COM | 038222105 |
| — | AKAMAI TECHNOLOGIES INC | 9,139,000 | $9.385M | 0.3% | $1.03 | — | — | DBCV 2/1 | 00971tag6 |
| — | IAC INTERACTIVECORP | 59,960 | $9.377M | 0.3% | $156.39 | — | — | COM | 44919P508 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 9,241,000 | $9.286M | 0.3% | $1.00 | — | — | NOTE 1.250% 7/0 | 01988pad0 |
| PM | PHILIP MORRIS INTL INC | 92,957 | $9.24M | 0.3% | $99.40 | — | — | COM | 718172109 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 126,539 | $9.177M | 0.3% | $72.52 | — | — | COM | 45866F104 |
| — | NIC INC | 670,063 | $8.912M | 0.3% | $13.30 | — | — | COM | 62914b100 |
| — | CARRIZO OIL & GAS INC | 556,617 | $8.906M | 0.3% | $16.00 | — | — | COM | 144577103 |
| MO | ALTRIA GROUP INC | 142,406 | $8.875M | 0.3% | $62.32 | — | — | COM | 02209S103 |
| CAKE | CHEESECAKE FACTORY INC | 182,201 | $8.786M | 0.3% | $48.22 | — | — | COM | 163072101 |
| — | FIREEYE INC | 9,221,000 | $8.755M | 0.3% | $0.95 | — | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | CAESARS ENTMT CORP | 5,000,000 | $8.732M | 0.3% | $1.75 | — | — | NOTE 5.000%10/0 | 127686aa1 |
| — | NOVELLUS SYS INC | 1,426,000 | $8.654M | 0.3% | $6.07 | — | — | NOTE 2.625% 5/1 | 670008ad3 |
| GOOG | ALPHABET INC | 8,372 | $8.638M | 0.3% | $1031.77 | — | — | CAP STK CL C | 02079K107 |
| — | GREENBRIER COS INC | 7,450,000 | $8.535M | 0.3% | $1.15 | — | — | NOTE 2.875% 2/0 | 393657ak7 |
| — | NATIONAL INSTRS CORP | 166,335 | $8.412M | 0.3% | $50.57 | — | — | COM | 636518102 |
| — | ELECTRONICS FOR IMAGING INC | 8,646,000 | $8.402M | 0.3% | $0.97 | — | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | NEW MTN FIN CORP | 8,123,000 | $8.326M | 0.3% | $1.02 | — | — | NOTE 5.000% 6/1 | 647551ab6 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 40,813 | $8.141M | 0.3% | $199.47 | — | — | CL B NEW | 084670702 |
| — | VIPSHOP HLDGS LTD | 7,438,000 | $7.992M | 0.3% | $1.07 | — | — | NOTE 1.500% 3/1 | 92763waa1 |
| PTC | PTC INC | 99,303 | $7.747M | 0.3% | $78.01 | — | — | COM | 69370C100 |
| — | DYCOM INDS INC | 6,080,000 | $7.716M | 0.3% | $1.27 | — | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 7,985,000 | $7.706M | 0.3% | $0.97 | — | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | HURON CONSULTING GROUP INC | 7,963,000 | $7.545M | 0.3% | $0.95 | — | — | NOTE 1.250%10/0 | 447462ab8 |
| — | ROYAL DUTCH SHELL PLC | 118,002 | $7.53M | 0.3% | $63.81 | — | — | SPONS ADR A | 780259206 |
| — | FORUM ENERGY TECHNOLOGIES IN | 674,549 | $7.42M | 0.3% | $11.00 | — | — | COM | 34984V100 |
| — | DIPLOMAT PHARMACY INC | 367,845 | $7.412M | 0.3% | $20.15 | — | — | COM | 25456K101 |
| UNP | UNION PAC CORP | 54,725 | $7.357M | 0.2% | $134.44 | — | — | COM | 907818108 |
| — | MICRON TECHNOLOGY INC | 1,522,000 | $7.258M | 0.2% | $4.77 | — | — | NOTE 2.125% 2/1 | 595112av5 |
| PKG | PACKAGING CORP AMER | 63,305 | $7.134M | 0.2% | $112.69 | — | — | COM | 695156109 |
| — | EZCORP INC | 6,717,000 | $7.103M | 0.2% | $1.06 | — | — | NOTE 2.625% 6/1 | 302301ab2 |
| NEE | NEXTERA ENERGY INC | 43,130 | $7.044M | 0.2% | $163.32 | — | — | COM | 65339F101 |
| DIS | DISNEY WALT CO | 69,447 | $6.975M | 0.2% | $100.44 | — | — | COM DISNEY | 254687106 |
| ZTS | ZOETIS INC | 83,278 | $6.955M | 0.2% | $83.52 | — | — | CL A | 98978V103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 75,092 | $6.86M | 0.2% | $91.35 | — | — | COM | 595017104 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,843,000 | $6.785M | 0.2% | $0.99 | — | — | NOTE 1.000%11/1 | 464337aj3 |
| — | SEACOR HOLDINGS INC | 6,966,000 | $6.766M | 0.2% | $0.97 | — | — | NOTE 3.000%11/1 | 81170yab5 |
| — | DRIL-QUIP INC | 150,838 | $6.758M | 0.2% | $44.80 | — | — | COM | 262037104 |
| — | CORNERSTONE ONDEMAND INC | 6,725,000 | $6.724M | 0.2% | $1.00 | — | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | ECHO GLOBAL LOGISTICS INC | 6,547,000 | $6.688M | 0.2% | $1.02 | — | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | NXP SEMICONDUCTORS N V | 5,170,000 | $6.424M | 0.2% | $1.24 | — | — | DBCV 1.000%12/0 | 62952qab6 |
| — | MICRON TECHNOLOGY INC | 3,579,000 | $6.418M | 0.2% | $1.79 | — | — | NOTE 3.000%11/1 | 595112ay9 |
| — | ENCORE CAP GROUP INC | 5,550,000 | $6.383M | 0.2% | $1.15 | — | — | NOTE 3.000% 7/0 | 292554AF9 |
| CVX | CHEVRON CORP NEW | 55,824 | $6.366M | 0.2% | $114.04 | — | — | COM | 166764100 |
| — | SPIRIT RLTY CAP INC NEW | 6,388,000 | $6.356M | 0.2% | $0.99 | — | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | CALAMP CORP | 5,709,000 | $6.098M | 0.2% | $1.07 | — | — | NOTE 1.625% 5/1 | 128126ab5 |
| SHW | SHERWIN WILLIAMS CO | 15,218 | $5.967M | 0.2% | $392.10 | — | — | COM | 824348106 |
| — | VERISIGN INC | 1,695,000 | $5.861M | 0.2% | $3.46 | — | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | KEYW HLDG CORP | 6,000,000 | $5.841M | 0.2% | $0.97 | — | — | NOTE 2.500% 7/1 | 493723aa8 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $5.788M | 0.2% | $0.92 | — | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | SILVER STD RES INC | 5,750,000 | $5.689M | 0.2% | $0.99 | — | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | COLONY STARWOOD HOMES | 5,000,000 | $5.578M | 0.2% | $1.12 | — | — | NOTE 3.500% 1/1 | 19625xab8 |
| — | CLEVELAND CLIFFS INC | 5,000,000 | $5.4M | 0.2% | $1.08 | — | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | CBS CORP NEW | 104,709 | $5.381M | 0.2% | $51.39 | — | — | CL B | 124857202 |
| — | SEACOR HOLDINGS INC | 5,188,000 | $5.363M | 0.2% | $1.03 | — | — | NOTE 2.500%12/1 | 811904am3 |
| — | BROOKDALE SR LIVING INC | 5,340,000 | $5.327M | 0.2% | $1.00 | — | — | NOTE 2.750% 6/1 | 112463aa2 |
| KHC | KRAFT HEINZ CO | 85,183 | $5.306M | 0.2% | $62.29 | — | — | COM | 500754106 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,314,000 | $5.261M | 0.2% | $0.99 | — | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | COLONY CAP INC | 5,619,000 | $5.247M | 0.2% | $0.93 | — | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | SHUTTERFLY INC | 4,148,000 | $5.236M | 0.2% | $1.26 | — | — | NOTE 0.250% 5/1 | 82568pab2 |
| NVO | NOVO-NORDISK A S | 106,175 | $5.229M | 0.2% | $49.25 | — | — | ADR | 670100205 |
| — | VECTOR GROUP LTD | 3,600,000 | $5.209M | 0.2% | $1.45 | — | — | FRNT 1/1 | 92240may4 |
| — | ROVI CORP | 5,335,000 | $5.167M | 0.2% | $0.97 | — | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | DOWDUPONT INC | 81,108 | $5.167M | 0.2% | $63.71 | — | — | COM | 26078J100 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $5.166M | 0.2% | $1.03 | — | — | NOTE 3.250% 6/0 | 00163uad8 |
| HON | HONEYWELL INTL INC | 35,561 | $5.139M | 0.2% | $144.51 | — | — | COM | 438516106 |
| — | ENDOLOGIX INC | 1,211,402 | $5.124M | 0.2% | $4.23 | — | — | COM | 29266s106 |
| META | FACEBOOK INC | 31,650 | $5.057M | 0.2% | $159.78 | — | — | CL A | 30303M102 |
| — | PANDORA MEDIA INC | 5,504,000 | $5.036M | 0.2% | $0.91 | — | — | NOTE 1.750%12/0 | 698354ab3 |
| BL | BLACKLINE INC | 128,319 | $5.031M | 0.2% | $39.21 | — | — | COM | 09239B109 |
| — | WRIGHT MED GROUP INC | 5,008,000 | $4.992M | 0.2% | $1.00 | — | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | ADVANCED MICRO DEVICES INC | 3,400,000 | $4.988M | 0.2% | $1.47 | — | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | TITAN MACHY INC | 4,958,000 | $4.958M | 0.2% | $1.00 | — | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | ARES CAP CORP | 4,830,000 | $4.896M | 0.2% | $1.01 | — | — | NOTE 4.375% 1/1 | 04010lam5 |
| — | TESARO INC | 2,718,000 | $4.892M | 0.2% | $1.80 | — | — | NOTE 3.000%10/0 | 881569aa5 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,850 | $4.836M | 0.2% | $40.02 | — | — | FNF GROUP COM | 31620R303 |
| — | CHESAPEAKE ENERGY CORP | 5,517,000 | $4.753M | 0.2% | $0.86 | — | — | NOTE 5.500% 9/1 | 165167cy1 |
| — | DR PEPPER SNAPPLE GROUP INC | 39,737 | $4.704M | 0.2% | $118.38 | — | — | COM | 26138E109 |
| — | LAZARD LTD | 89,336 | $4.696M | 0.2% | $52.57 | — | — | SHS A | G54050102 |
| ROP | ROPER TECHNOLOGIES INC | 16,438 | $4.614M | 0.2% | $280.69 | — | — | COM | 776696106 |
| — | PACIRA PHARMACEUTICALS INC | 5,000,000 | $4.59M | 0.2% | $0.92 | — | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | WRIGHT MED GROUP N V | 4,000,000 | $4.55M | 0.2% | $1.14 | — | — | NOTE 2.250%11/1 | 98236jab4 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,075,000 | $4.523M | 0.2% | $0.89 | — | — | NOTE 2.000%10/0 | 55608bab1 |
| — | EXACT SCIENCES CORP | 5,100,000 | $4.523M | 0.2% | $0.89 | — | — | DBCV 1.000% 1/1 | 30063paa3 |
| — | INPHI CORP | 4,300,000 | $4.521M | 0.2% | $1.05 | — | — | NOTE 1.125%12/0 | 45772fab3 |
| — | TUTOR PERINI CORP | 4,250,000 | $4.488M | 0.2% | $1.06 | — | — | NOTE 2.875% 6/1 | 901109ad0 |
| ALLE | ALLEGION PUB LTD CO | 52,515 | $4.479M | 0.2% | $85.29 | — | — | ORD SHS | G0176J109 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $4.454M | 0.2% | $2.02 | — | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | CONTROL4 CORP | 204,053 | $4.383M | 0.1% | $21.48 | — | — | COM | 21240D107 |
| — | SQUARE INC | 2,000,000 | $4.382M | 0.1% | $2.19 | — | — | NOTE 0.375% 3/0 | 852234ab9 |
| MCD | MCDONALDS CORP | 27,521 | $4.304M | 0.1% | $156.39 | — | — | COM | 580135101 |
| — | ALON USA ENERGY INC | 2,788,000 | $4.257M | 0.1% | $1.53 | — | — | NOTE 3.000% 9/1 | 020520ab8 |
| — | SOLARCITY CORP | 4,537,000 | $4.146M | 0.1% | $0.91 | — | — | NOTE 1.625%11/0 | 83416tac4 |
| — | SUNPOWER CORP | 4,173,000 | $4.115M | 0.1% | $0.99 | — | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | ENSCO JERSEY FIN LTD | 5,035,000 | $4.056M | 0.1% | $0.81 | — | — | NOTE 3.000% 1/3 | 29359wab1 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $4.055M | 0.1% | $1.13 | — | — | NOTE 0.875%11/1 | 458118ac0 |
| — | RED HAT INC | 1,987,000 | $4.036M | 0.1% | $2.03 | — | — | NOTE 0.250%10/0 | 756577ad4 |
| — | FINISAR CORP | 4,010,000 | $3.963M | 0.1% | $0.99 | — | — | NOTE 0.500%12/1 | 31787aam3 |
| — | BLACKSTONE MTG TR INC | 3,983,000 | $3.928M | 0.1% | $0.99 | — | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,250,000 | $3.91M | 0.1% | $0.92 | — | — | NOTE 2.500% 2/0 | 014339aa3 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3.887M | 0.1% | $1.14 | — | — | NOTE 5.250%12/0 | 09257waa8 |
| — | CSG SYS INTL INC | 3,500,000 | $3.852M | 0.1% | $1.10 | — | — | NOTE 4.250% 3/1 | 126349af6 |
| — | PROS HOLDINGS INC | 3,350,000 | $3.81M | 0.1% | $1.14 | — | — | NOTE 2.000%12/0 | 74346yab9 |
| — | CROWN CASTLE INTL CORP NEW | 3,400 | $3.79M | 0.1% | $1114.71 | — | — | 6.875% CON PFD A | 22822V309 |
| TRUP | TRUPANION INC | 126,599 | $3.784M | 0.1% | $29.89 | — | — | COM | 898202106 |
| — | CTRIP COM INTL LTD | 3,600,000 | $3.753M | 0.1% | $1.04 | — | — | NOTE 1.250% 9/1 | 22943fam2 |
| — | XILINX INC | 51,375 | $3.711M | 0.1% | $72.23 | — | — | COM | 983919101 |
| TXN | TEXAS INSTRS INC | 35,725 | $3.711M | 0.1% | $103.88 | — | — | COM | 882508104 |
| — | NAVISTAR INTL CORP NEW | 3,639,000 | $3.687M | 0.1% | $1.01 | — | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | TESLA INC | 3,500,000 | $3.653M | 0.1% | $1.04 | — | — | NOTE 2.375% 3/1 | 88160rad3 |
| ABBV | ABBVIE INC | 38,320 | $3.627M | 0.1% | $94.65 | — | — | COM | 00287Y109 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 12 | $3.589M | 0.1% | $299083.33 | — | — | CL A | 084670108 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3.565M | 0.1% | $0.95 | — | — | DBCV 1.000%12/1 | 67020yak6 |
| MDLZ | MONDELEZ INTL INC | 84,964 | $3.546M | 0.1% | $41.74 | — | — | CL A | 609207105 |
| — | LUMENTUM HLDGS INC | 2,800,000 | $3.543M | 0.1% | $1.27 | — | — | NOTE 0.250% 3/1 | 55024uab5 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,189,000 | $3.519M | 0.1% | $1.10 | — | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | CITRIX SYS INC | 2,650,000 | $3.496M | 0.1% | $1.32 | — | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | CTRIP COM INTL LTD | 3,237,000 | $3.491M | 0.1% | $1.08 | — | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | ASSURANT INC | 33,000 | $3.425M | 0.1% | $103.79 | — | — | 6.50% CONV PFD D | 04621x207 |
| LEN | LENNAR CORP | 57,431 | $3.385M | 0.1% | $58.94 | — | — | CL A | 526057104 |
| — | CIENA CORP | 2,561,000 | $3.381M | 0.1% | $1.32 | — | — | NOTE 3.750%10/1 | 171779aj0 |
| QCOM | QUALCOMM INC | 60,650 | $3.361M | 0.1% | $55.42 | — | — | COM | 747525103 |
| — | TTM TECHNOLOGIES INC | 2,000,000 | $3.343M | 0.1% | $1.67 | — | — | NOTE 1.750%12/1 | 87305rad1 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,234,000 | $3.319M | 0.1% | $1.03 | — | — | NOTE 0.750%10/1 | 09061gae1 |
| ARCC | ARES CAP CORP | 207,345 | $3.291M | 0.1% | $15.87 | — | — | COM | 04010L103 |
| — | TESLA INC | 3,300,000 | $3.275M | 0.1% | $0.99 | — | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | YANDEX NV | 3,208,000 | $3.26M | 0.1% | $1.02 | — | — | NOTE 1.125%12/1 | 98474tab3 |
| VZ | VERIZON COMMUNICATIONS INC | 67,719 | $3.238M | 0.1% | $47.82 | — | — | COM | 92343V104 |
| PFE | PFIZER INC | 91,019 | $3.23M | 0.1% | $35.49 | — | — | COM | 717081103 |
| — | DEPOMED INC | 3,871,000 | $3.165M | 0.1% | $0.82 | — | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3.109M | 0.1% | $1.04 | — | — | NOTE 5.750%10/1 | g81075af3 |
| — | FORESTAR GROUP INC | 3,000,000 | $3.071M | 0.1% | $1.02 | — | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,231,000 | $3.064M | 0.1% | $0.95 | — | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | INFINERA CORPORATION | 3,047,000 | $3.059M | 0.1% | $1.00 | — | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | PROOFPOINT INC | 26,731 | $3.038M | 0.1% | $113.65 | — | — | COM | 743424103 |
| — | MACQUARIE INFRASTRUCTURE COR | 82,200 | $3.036M | 0.1% | $36.93 | — | — | COM | 55608B105 |
| — | RADIUS HEALTH INC | 3,000,000 | $3.035M | 0.1% | $1.01 | — | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $3.029M | 0.1% | $1.27 | — | — | NOTE 2.250%12/1 | 007800ab1 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $3.005M | 0.1% | $1.00 | — | — | NOTE 6.750%10/0 | 95790daa3 |
| — | RAYONIER ADVANCED MATLS INC | 20,000 | $3.003M | 0.1% | $150.15 | — | — | PFD CV SER A | 75508B203 |
| — | KB HOME | 2,633,000 | $2.99M | 0.1% | $1.14 | — | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | ON SEMICONDUCTOR CORP | 2,080,000 | $2.97M | 0.1% | $1.43 | — | — | NOTE 1.000%12/0 | 682189ak1 |
| — | LIVE NATION ENTERTAINMENT IN | 2,272,000 | $2.939M | 0.1% | $1.29 | — | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | PDC ENERGY INC | 2,986,000 | $2.912M | 0.1% | $0.98 | — | — | NOTE 1.125% 9/1 | 69327rad3 |
| XOM | EXXON MOBIL CORP | 38,985 | $2.909M | 0.1% | $74.62 | — | — | COM | 30231G102 |
| — | HESS CORP | 48,500 | $2.898M | 0.1% | $59.75 | — | — | DEP PDF SR A | 42809H404 |
| — | MEDICINES CO | 3,000,000 | $2.896M | 0.1% | $0.97 | — | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | NEVRO CORP | 2,500,000 | $2.877M | 0.1% | $1.15 | — | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | WAYFAIR INC | 3,000,000 | $2.85M | 0.1% | $0.95 | — | — | NOTE 0.375% 9/0 | 94419laa9 |
| — | EPR PPTYS | 83,400 | $2.843M | 0.1% | $34.09 | — | — | CONV PFD 9% SR E | 26884U307 |
| — | SERVICENOW INC | 1,270,000 | $2.838M | 0.1% | $2.23 | — | — | NOTE 11/0 | 81762pab8 |
| — | INSMED INC | 3,200,000 | $2.836M | 0.1% | $0.89 | — | — | NOTE 1.750% 1/1 | 457669aa7 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,700,000 | $2.834M | 0.1% | $1.05 | — | — | NOTE 1.000% 1/3 | 531229af9 |
| HIG | HARTFORD FINL SVCS GROUP INC | 55,000 | $2.834M | 0.1% | $51.53 | — | — | COM | 416515104 |
| — | ALLERGAN PLC | 16,621 | $2.797M | 0.1% | $168.28 | — | — | SHS | G0177J108 |
| — | ENDOLOGIX INC | 2,874,000 | $2.793M | 0.1% | $0.97 | — | — | NOTE 2.250%12/1 | 29266saa4 |
| — | TRINITY INDS INC | 2,032,000 | $2.769M | 0.1% | $1.36 | — | — | NOTE 3.875% 6/0 | 896522af6 |
| — | ILLUMINA INC | 2,487,000 | $2.751M | 0.1% | $1.11 | — | — | NOTE 6/1 | 452327af6 |
| — | BLACK KNIGHT INC | 57,912 | $2.728M | 0.1% | $47.11 | — | — | COM | 09215C105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 13,112 | $2.707M | 0.1% | $206.45 | — | — | COM | 883556102 |
| — | WORKDAY INC | 1,733,000 | $2.637M | 0.1% | $1.52 | — | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | CARDTRONICS INC | 2,807,000 | $2.612M | 0.1% | $0.93 | — | — | NOTE 1.000%12/0 | 14161hag3 |
| — | SM ENERGY CO | 2,734,000 | $2.584M | 0.1% | $0.95 | — | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | J2 GLOBAL INC | 2,000,000 | $2.548M | 0.1% | $1.27 | — | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | MEDICINES CO | 2,200,000 | $2.54M | 0.1% | $1.15 | — | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | NUVASIVE INC | 2,300,000 | $2.534M | 0.1% | $1.10 | — | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | ENVESTNET INC | 2,227,000 | $2.463M | 0.1% | $1.11 | — | — | NOTE 1.750%12/1 | 29404kaa4 |
| — | KKR & CO L P DEL | 120,798 | $2.452M | 0.1% | $20.30 | — | — | COM UNITS | 48248M102 |
| — | THERAVANCE INC | 2,220,000 | $2.378M | 0.1% | $1.07 | — | — | NOTE 2.125% 1/1 | 88338tab0 |
| NXPI | NXP SEMICONDUCTORS N V | 52,520 | $2.319M | 0.1% | $44.15 | — | — | COM | N6596X109 |
| — | VASCO DATA SEC INTL INC | 177,002 | $2.292M | 0.1% | $12.95 | — | — | COM | 92230Y104 |
| — | NEW YORK CMNTY CAP TR V | 46,366 | $2.29M | 0.1% | $49.39 | — | — | UNIT 11/01/2051 | 64944p307 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,000,000 | $2.286M | 0.1% | $1.14 | — | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | VEECO INSTRS INC DEL | 2,500,000 | $2.275M | 0.1% | $0.91 | — | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.269M | 0.1% | $0.91 | — | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | INCYTE CORP | 1,321,000 | $2.238M | 0.1% | $1.69 | — | — | NOTE 1.250%11/1 | 45337can2 |
| — | WEATHERFORD INTL LTD | 2,493,000 | $2.236M | 0.1% | $0.90 | — | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | VERINT SYS INC | 2,255,000 | $2.201M | 0.1% | $0.98 | — | — | NOTE 1.500% 6/0 | 92343xaa8 |
| NKE | NIKE INC | 33,025 | $2.194M | 0.1% | $66.43 | — | — | CL B | 654106103 |
| EPD | ENTERPRISE PRODS PARTNERS L | 86,546 | $2.119M | 0.1% | $24.48 | — | — | COM | 293792107 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $2.103M | 0.1% | $349.05 | — | — | COM | 666807102 |
| — | ALLETE INC | 29,000 | $2.095M | 0.1% | $72.24 | — | — | COM NEW | 018522300 |
| — | KNOWLES CORP | 2,000,000 | $2.076M | 0.1% | $1.04 | — | — | NOTE 3.250%11/0 | 49926dab5 |
| — | JAZZ INVESTMENTS I LTD | 1,981,000 | $2.073M | 0.1% | $1.05 | — | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | INSULET CORP | 1,335,000 | $2.068M | 0.1% | $1.55 | — | — | NOTE 1.250% 9/1 | 45784paf8 |
| — | GOLAR LNG LTD | 2,000,000 | $2.058M | 0.1% | $1.03 | — | — | NOTE 2.750% 2/1 | 38046yab7 |
| — | FINISAR CORP | 2,250,000 | $2.034M | 0.1% | $0.90 | — | — | NOTE 0.500%12/1 | 31787aap6 |
| VOD | VODAFONE GROUP PLC NEW | 72,933 | $2.029M | 0.1% | $27.82 | — | — | SPONSORED ADR | 92857W308 |
| — | NVIDIA CORP | 175,000 | $2.023M | 0.1% | $11.56 | — | — | NOTE 1.000%12/0 | 67066gac8 |
| SLM | SLM CORP | 178,200 | $1.998M | 0.1% | $11.21 | — | — | COM | 78442P106 |
| — | REDWOOD TR INC | 2,000,000 | $1.939M | 0.1% | $0.97 | — | — | NOTE 4.750% 8/1 | 758075ac9 |
| BGS | B & G FOODS INC NEW | 80,350 | $1.904M | 0.1% | $23.70 | — | — | COM | 05508R106 |
| — | COLONY CAP INC | 2,000,000 | $1.885M | 0.1% | $0.94 | — | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | ENCORE CAP GROUP INC | 1,500,000 | $1.753M | 0.1% | $1.17 | — | — | NOTE 3.250% 3/1 | 292554ak8 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1.736M | 0.1% | $1.16 | — | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | GUIDEWIRE SOFTWARE INC | 1,750,000 | $1.72M | 0.1% | $0.98 | — | — | NOTE 1.250% 3/1 | 40171vaa8 |
| NAVI | NAVIENT CORPORATION | 129,800 | $1.703M | 0.1% | $13.12 | — | — | COM | 63938C108 |
| — | YAHOO INC | 1,200,000 | $1.679M | 0.1% | $1.40 | — | — | NOTE 12/0 | 984332af3 |
| — | IGI LABORATORIES INC | 1,800,000 | $1.674M | 0.1% | $0.93 | — | — | NOTE 3.750%12/1 | 449575ab5 |
| — | COLONY NORTHSTAR INC | 297,616 | $1.673M | 0.1% | $5.62 | — | — | CL A COM | 19625W104 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1.652M | 0.1% | $0.78 | — | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | ANI PHARMACEUTICALS INC | 1,500,000 | $1.645M | 0.1% | $1.10 | — | — | NOTE 3.000%12/0 | 00182caa1 |
| — | WPX ENERGY INC | 25,000 | $1.591M | 0.1% | $63.64 | — | — | PFD SER A CV | 98212B202 |
| — | STANLEY BLACK & DECKER INC | 13,500 | $1.553M | 0.1% | $115.04 | — | — | UNIT 05/15/2020 | 854502887 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,300,000 | $1.534M | 0.1% | $1.18 | — | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | TERADYNE INC | 1,000,000 | $1.525M | 0.1% | $1.52 | — | — | NOTE 1.250%12/1 | 880770ag7 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,500,000 | $1.521M | 0.1% | $1.01 | — | — | NOTE 3.750%12/1 | 02917tab0 |
| — | TCP CAP CORP | 1,500,000 | $1.511M | 0.1% | $1.01 | — | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1.511M | 0.1% | $1.01 | — | — | NOTE 6.250% 1/1 | 649604ad7 |
| CMCSA | COMCAST CORP NEW | 44,008 | $1.504M | 0.1% | $34.18 | — | — | CL A | 20030N101 |
| — | SUNPOWER CORP | 1,800,000 | $1.447M | 0.0% | $0.80 | — | — | DBCV 4.000% 1/1 | 867652al3 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.444M | 0.0% | $103.14 | — | — | COM | 665859104 |
| — | PROOFPOINT INC | 950,000 | $1.391M | 0.0% | $1.46 | — | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | MOLINA HEALTHCARE INC | 969,000 | $1.385M | 0.0% | $1.43 | — | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | UNISYS CORP | 1,000,000 | $1.327M | 0.0% | $1.33 | — | — | NOTE 5.500% 3/0 | 909214bs6 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1.309M | 0.0% | $121.20 | — | — | COM | 285512109 |
| — | MONMOUTH REAL ESTATE INVT CO | 86,550 | $1.302M | 0.0% | $15.04 | — | — | CL A | 609720107 |
| OEC | ORION ENGINEERED CARBONS S A | 45,110 | $1.222M | 0.0% | $27.09 | — | — | COM | L72967109 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1.192M | 0.0% | $0.81 | — | — | NOTE 3.250% 7/0 | 45845paa6 |
| MSFT | MICROSOFT CORP | 13,041 | $1.19M | 0.0% | $91.25 | — | — | COM | 594918104 |
| GOOGL | ALPHABET INC | 1,102 | $1.143M | 0.0% | $1037.21 | — | — | CAP STK CL A | 02079K305 |
| — | SEMPRA ENERGY | 11,000 | $1.123M | 0.0% | $102.09 | — | — | 6% PFD CONV A | 816851406 |
| — | FIREEYE INC | 1,200,000 | $1.121M | 0.0% | $0.93 | — | — | NOTE 1.625% 6/0 | 31816qad3 |
| FISV | FISERV INC | 15,494 | $1.105M | 0.0% | $71.32 | — | — | COM | 337738108 |
| — | STERICYCLE INC | 24,195 | $1.092M | 0.0% | $45.13 | — | — | DEP PFD A 1/10 | 858912207 |
| — | SILICON LABORATORIES INC | 940,000 | $1.088M | 0.0% | $1.16 | — | — | NOTE 1.375% 3/0 | 826919ab8 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $1.075M | 0.0% | $0.92 | — | — | NOTE 1.750% 6/1 | 00484maa4 |
| COP | CONOCOPHILLIPS | 18,025 | $1.069M | 0.0% | $59.31 | — | — | COM | 20825C104 |
| — | FRONTIER COMMUNICATIONS CORP | 93,504 | $1.061M | 0.0% | $11.35 | — | — | PFD CONV SER-A | 35906A207 |
| — | CYPRESS SEMICONDUCTOR CORP | 742,000 | $1.041M | 0.0% | $1.40 | — | — | NOTE 4.500% 1/1 | 232806am1 |
| CNP | CENTERPOINT ENERGY INC | 37,450 | $1.026M | 0.0% | $27.40 | — | — | COM | 15189T107 |
| — | TPG SPECIALTY LENDING INC | 1,000,000 | $1.024M | 0.0% | $1.02 | — | — | NOTE 4.500% 8/0 | 87265kad4 |
| — | VIAVI SOLUTIONS INC | 1,000,000 | $1.014M | 0.0% | $1.01 | — | — | NOTE 1.000% 3/0 | 925550ab1 |
| — | EVOLENT HEALTH INC | 1,000,000 | $1.005M | 0.0% | $1.00 | — | — | NOTE 2.000%12/0 | 30050bab7 |
| — | CIENA CORP | 704,000 | $990K | 0.0% | $1.41 | — | — | DEBT 4.000%12/1 | 171779ak7 |
| BABA | ALIBABA GROUP HLDG LTD | 5,385 | $988K | 0.0% | $183.47 | — | — | SPONSORED ADS | 01609W102 |
| HD | HOME DEPOT INC | 5,486 | $978K | 0.0% | $178.27 | — | — | COM | 437076102 |
| BAC | BANK AMER CORP | 32,250 | $967K | 0.0% | $29.98 | — | — | COM | 060505104 |
| — | DOMINION ENERGY INC | 20,000 | $926K | 0.0% | $46.30 | — | — | UNIT 08/15/2019 | 25746U836 |
| PG | PROCTER AND GAMBLE CO | 11,582 | $918K | 0.0% | $79.26 | — | — | COM | 742718109 |
| — | KINDER MORGAN INC DEL | 29,093 | $913K | 0.0% | $31.38 | — | — | PFD SER A | 49456B200 |
| — | ANTHEM INC | 300,000 | $907K | 0.0% | $3.02 | — | — | NOTE 2.750%10/1 | 94973vbg1 |
| IWM | ISHARES TR | 165,000 | $903K | 0.0% | $5.47 | — | — | RUSSELL 2000 ETF | 464287655 |
| — | CEDAR FAIR L P | 13,890 | $887K | 0.0% | $63.86 | — | — | DEPOSITRY UNIT | 150185106 |
| — | ACETO CORP | 1,000,000 | $881K | 0.0% | $0.88 | — | — | NOTE 2.000%11/0 | 004446ad2 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 192,000 | $871K | 0.0% | $4.54 | — | — | NOTE 1.000% 7/0 | 874054ad1 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $852K | 0.0% | $1.15 | — | — | NOTE 1.375%10/1 | 531229ab8 |
| EXPE | EXPEDIA GROUP INC | 7,656 | $845K | 0.0% | $110.37 | — | — | COM NEW | 30212P303 |
| ADBE | ADOBE SYS INC | 3,700 | $799K | 0.0% | $215.95 | — | — | COM | 00724F101 |
| INTU | INTUIT | 4,555 | $790K | 0.0% | $173.44 | — | — | COM | 461202103 |
| MTG | MGIC INVT CORP WIS | 60,000 | $780K | 0.0% | $13.00 | — | — | COM | 552848103 |
| — | BLACKSTONE GROUP L P | 24,115 | $770K | 0.0% | $31.93 | — | — | COM UNIT LTD | 09253U108 |
| SPY | SPDR S&P 500 ETF TR | 2,850 | $750K | 0.0% | $263.16 | — | — | TR UNIT | 78462F103 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $748K | 0.0% | $29.35 | — | — | COM | 025676206 |
| — | NOVAVAX INC | 1,000,000 | $710K | 0.0% | $0.71 | — | — | NOTE 3.750% 2/0 | 670002ab0 |
| WFC | WELLS FARGO CO NEW | 13,500 | $708K | 0.0% | $52.44 | — | — | COM | 949746101 |
| LUV | SOUTHWEST AIRLS CO | 12,082 | $692K | 0.0% | $57.28 | — | — | COM | 844741108 |
| — | ACTIVISION BLIZZARD INC | 10,180 | $687K | 0.0% | $67.49 | — | — | COM | 00507V109 |
| EXAS | EXACT SCIENCES CORP | 17,000 | $686K | 0.0% | $40.35 | — | — | COM | 30063P105 |
| — | AERIE PHARMACEUTICALS INC | 12,000 | $651K | 0.0% | $54.25 | — | — | COM | 00771V108 |
| — | CELGENE CORP | 7,230 | $645K | 0.0% | $89.21 | — | — | COM | 151020104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,173 | $640K | 0.0% | $153.37 | — | — | COM | 459200101 |
| APD | AIR PRODS & CHEMS INC | 4,020 | $639K | 0.0% | $158.96 | — | — | COM | 009158106 |
| DVN | DEVON ENERGY CORP NEW | 19,990 | $635K | 0.0% | $31.77 | — | — | COM | 25179M103 |
| BA | BOEING CO | 1,900 | $623K | 0.0% | $327.89 | — | — | COM | 097023105 |
| GILD | GILEAD SCIENCES INC | 8,235 | $621K | 0.0% | $75.41 | — | — | COM | 375558103 |
| — | NEXTERA ENERGY INC | 10,585 | $614K | 0.0% | $58.01 | — | — | UNIT 09/01/2019 | 65339F820 |
| — | RTW HLDGS INC | 600,000 | $606K | 0.0% | $1.01 | — | — | NOTE 5.625%11/1 | 749772ab5 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $585K | 0.0% | $78.00 | — | — | COM | 209115104 |
| — | CLOVIS ONCOLOGY INC | 500,000 | $584K | 0.0% | $1.17 | — | — | NOTE 2.500% 9/1 | 189464ab6 |
| C | CITIGROUP INC | 8,570 | $578K | 0.0% | $67.44 | — | — | COM NEW | 172967424 |
| KBE | SPDR SERIES TRUST | 12,000 | $575K | 0.0% | $47.92 | — | — | S&P BK ETF | 78464A797 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $575K | 0.0% | $207.21 | — | — | COM | 573284106 |
| — | FCB FINL HLDGS INC | 10,400 | $531K | 0.0% | $51.06 | — | — | CL A | 30255G103 |
| AMG | AFFILIATED MANAGERS GROUP | 2,705 | $513K | 0.0% | $189.65 | — | — | COM | 008252108 |
| SJT | SAN JUAN BASIN RTY TR | 64,500 | $510K | 0.0% | $7.91 | — | — | UNIT BEN INT | 798241105 |
| — | AMERICAN RLTY CAP PPTYS INC | 500,000 | $500K | 0.0% | $1.00 | — | — | NOTE 3.000% 8/0 | 02917taa2 |
| CWB | SPDR SERIES TRUST | 9,500 | $491K | 0.0% | $51.68 | — | — | BLMBRG BRC CNVRT | 78464A359 |
| THO | THOR INDS INC | 4,250 | $489K | 0.0% | $115.06 | — | — | COM | 885160101 |
| PEP | PEPSICO INC | 4,404 | $481K | 0.0% | $109.22 | — | — | COM | 713448108 |
| NWL | NEWELL BRANDS INC | 18,650 | $475K | 0.0% | $25.47 | — | — | COM | 651229106 |
| AFL | AFLAC INC | 10,800 | $473K | 0.0% | $43.80 | — | — | COM | 001055102 |
| — | INPHI CORP | 500,000 | $465K | 0.0% | $0.93 | — | — | NOTE 0.750% 9/0 | 45772fac1 |
| JD | JD COM INC | 11,140 | $451K | 0.0% | $40.48 | — | — | SPON ADR CL A | 47215P106 |
| GS | GOLDMAN SACHS GROUP INC | 1,760 | $443K | 0.0% | $251.70 | — | — | COM | 38141G104 |
| AAL | AMERICAN AIRLS GROUP INC | 8,434 | $438K | 0.0% | $51.93 | — | — | COM | 02376R102 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 5,750 | $437K | 0.0% | $76.00 | — | — | SHS | 337345102 |
| — | PLATFORM SPECIALTY PRODS COR | 45,300 | $436K | 0.0% | $9.62 | — | — | COM | 72766Q105 |
| A | AGILENT TECHNOLOGIES INC | 6,311 | $422K | 0.0% | $66.87 | — | — | COM | 00846U101 |
| — | MEDIDATA SOLUTIONS INC | 375,000 | $421K | 0.0% | $1.12 | — | — | NOTE 1.000% 8/0 | 58471aab1 |
| JBLU | JETBLUE AIRWAYS CORP | 20,500 | $417K | 0.0% | $20.34 | — | — | COM | 477143101 |
| MAS | MASCO CORP | 10,000 | $404K | 0.0% | $40.40 | — | — | COM | 574599106 |
| — | HAWAIIAN HOLDINGS INC | 10,000 | $387K | 0.0% | $38.70 | — | — | COM | 419879101 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $373K | 0.0% | $24.87 | — | — | COM | 969457100 |
| — | NICE SYS INC | 300,000 | $372K | 0.0% | $1.24 | — | — | NOTE 1.250% 1/1 | 65366hab9 |
| T | AT&T INC | 10,035 | $358K | 0.0% | $35.68 | — | — | COM | 00206R102 |
| — | FIREEYE INC | 21,000 | $356K | 0.0% | $16.95 | — | — | COM | 31816Q101 |
| — | SINA CORP | 3,250 | $339K | 0.0% | $104.31 | — | — | ORD | G81477104 |
| — | ANADARKO PETE CORP | 5,460 | $330K | 0.0% | $60.44 | — | — | COM | 032511107 |
| — | TECH DATA CORP | 3,830 | $326K | 0.0% | $85.12 | — | — | COM | 878237106 |
| UAL | UNITED CONTL HLDGS INC | 4,500 | $313K | 0.0% | $69.56 | — | — | COM | 910047109 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $307K | 0.0% | $307.00 | — | — | COM | 893641100 |
| TMUS | T MOBILE US INC | 5,000 | $305K | 0.0% | $61.00 | — | — | COM | 872590104 |
| — | FINISAR CORP | 19,000 | $300K | 0.0% | $15.79 | — | — | COM NEW | 31787A507 |
| — | APTIV PLC | 3,440 | $292K | 0.0% | $84.88 | — | — | SHS | G6095L109 |
| WDC | WESTERN DIGITAL CORP | 3,000 | $277K | 0.0% | $92.33 | — | — | COM | 958102105 |
| — | NUVASIVE INC | 5,250 | $274K | 0.0% | $52.19 | — | — | COM | 670704105 |
| — | PDC ENERGY INC | 5,500 | $270K | 0.0% | $49.09 | — | — | COM | 69327R101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 25,000 | $264K | 0.0% | $10.56 | — | — | COM | 87157B103 |
| — | NEW YORK CMNTY BANCORP INC | 20,000 | $261K | 0.0% | $13.05 | — | — | COM | 649445103 |
| XLE | SELECT SECTOR SPDR TR | 3,750 | $253K | 0.0% | $67.47 | — | — | ENERGY | 81369Y506 |
| D | DOMINION ENERGY INC | 3,710 | $250K | 0.0% | $67.39 | — | — | COM | 25746U109 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 15,000 | $246K | 0.0% | $16.40 | — | — | SH BEN INT | 20451Q104 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $245K | 0.0% | $145.57 | — | — | COM | 03027X100 |
| — | ARCONIC INC | 10,500 | $242K | 0.0% | $23.05 | — | — | COM | 03965L100 |
| NVS | NOVARTIS A G | 2,941 | $238K | 0.0% | $80.92 | — | — | SPONSORED ADR | 66987V109 |
| INCY | INCYTE CORP | 2,850 | $237K | 0.0% | $83.16 | — | — | COM | 45337C102 |
| LMT | LOCKHEED MARTIN CORP | 700 | $237K | 0.0% | $338.57 | — | — | COM | 539830109 |
| ITW | ILLINOIS TOOL WKS INC | 1,445 | $226K | 0.0% | $156.40 | — | — | COM | 452308109 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $224K | 0.0% | $24.00 | — | — | COM | 127097103 |
| WMT | WALMART INC | 2,500 | $222K | 0.0% | $88.80 | — | — | COM | 931142103 |
| — | OASIS PETE INC NEW | 27,300 | $221K | 0.0% | $8.10 | — | — | COM | 674215108 |
| FOLD | AMICUS THERAPEUTICS INC | 14,000 | $211K | 0.0% | $15.07 | — | — | COM | 03152W109 |
| — | JACOBS ENGR GROUP INC DEL | 3,540 | $209K | 0.0% | $59.04 | — | — | COM | 469814107 |
| — | INFINERA CORPORATION | 19,000 | $206K | 0.0% | $10.84 | — | — | COM | 45667G103 |
| SBUX | STARBUCKS CORP | 3,555 | $206K | 0.0% | $57.95 | — | — | COM | 855244109 |
| — | TWITTER INC | 7,000 | $203K | 0.0% | $29.00 | — | — | COM | 90184L102 |
| TTMI | TTM TECHNOLOGIES INC | 12,000 | $183K | 0.0% | $15.25 | — | — | COM | 87305R109 |
| — | INVESTORS BANCORP INC NEW | 13,000 | $177K | 0.0% | $13.62 | — | — | COM | 46146L101 |
| — | VEREIT INC | 22,500 | $157K | 0.0% | $6.98 | — | — | COM | 92339V100 |
| — | STREAMLINE HEALTH SOLUTIONS | 79,896 | $147K | 0.0% | $1.84 | — | — | COM | 86323X106 |
| — | AK STL HLDG CORP | 22,500 | $102K | 0.0% | $4.53 | — | — | COM | 001547108 |
| — | DERMIRA INC | 11,000 | $88,000 | 0.0% | $8.00 | — | — | COM | 24983L104 |
| GPRO | GOPRO INC | 18,000 | $86,000 | 0.0% | $4.78 | — | — | CL A | 38268T103 |
| — | AVADEL PHARMACEUTICALS PLC | 11,000 | $80,000 | 0.0% | $7.27 | — | — | SPONSORED ADR | 05337M104 |
| — | CHESAPEAKE ENERGY CORP | 81,000 | $79,000 | 0.0% | $0.98 | — | — | NOTE 2.250%12/1 | 165167cb1 |
| — | SYNERGY PHARMACEUTICALS DEL | 43,674 | $79,000 | 0.0% | $1.81 | — | — | COM NEW | 871639308 |
| BLNK | BLINK CHARGING CO | 24,294 | $67,000 | 0.0% | $2.76 | — | — | COM | 09354A100 |
| — | JONES ENERGY INC | 81,700 | $65,000 | 0.0% | $0.80 | — | — | COM CL A | 48019R108 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $21,000 | 0.0% | $1.10 | — | — | COM PAR $ .01 | 696077403 |
| — | BLINK CHARGING CO | 48,588 | $21,000 | 0.0% | $0.43 | — | — | *W EXP 01/31/202 | 09354A118 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $18,000 | 0.0% | $1.80 | — | — | UNIT LPI | Y62267102 |