Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 13, 2018
Total Value: $3.458B (78.3% shares, 21.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 698,735 | $56.82M | 1.6% | $76.62 | — | CL A | 371559105 |
| LFUS | LITTELFUSE INC | 202,053 | $46.1M | 1.3% | $123.03 | +74.4% | COM | 537008104 |
| RNST | RENASANT CORP | 980,281 | $44.62M | 1.3% | $46.52 | 0.0% | COM | 75970E107 |
| RJF | RAYMOND JAMES FINANCIAL INC | 483,145 | $43.17M | 1.2% | $38.43 | +43.4% | COM | 754730109 |
| RGEN | REPLIGEN CORP | 910,704 | $42.84M | 1.2% | $30.50 | +34.9% | COM | 759916109 |
| KWR | QUAKER CHEM CORP | 268,340 | $41.56M | 1.2% | $96.59 | +59.3% | COM | 747316107 |
| CFR | CULLEN FROST BANKERS INC | 368,642 | $39.9M | 1.2% | $66.01 | +36.1% | COM | 229899109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 194,198 | $38.66M | 1.1% | $99.43 | +98.5% | COM | 879360105 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 543,142 | $38.1M | 1.1% | $58.16 | +9.7% | COM | 03820C105 |
| WAL | WESTERN ALLIANCE BANCORP | 672,969 | $38.1M | 1.1% | $39.26 | +32.5% | COM | 957638109 |
| ACIW | ACI WORLDWIDE INC | 1,501,993 | $37.05M | 1.1% | $23.37 | +4.2% | COM | 004498101 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 712,952 | $37M | 1.1% | $43.69 | +15.9% | COM | 78467J100 |
| IDA | IDACORP INC | 399,169 | $36.82M | 1.1% | $55.39 | +62.1% | COM | 451107106 |
| — | SYNEOS HEALTH INC | 784,653 | $36.8M | 1.1% | $37.78 | — | CL A | 87166B102 |
| ICLR | ICON PLC | 273,627 | $36.26M | 1.0% | $116.03 | +7.4% | SHS | G4705A100 |
| — | EDUCATION RLTY TR INC | 857,118 | $35.57M | 1.0% | $36.03 | — | COM NEW | 28140H203 |
| — | POLYONE CORP | 809,206 | $34.97M | 1.0% | $43.43 | — | COM | 73179P106 |
| — | CORNERSTONE ONDEMAND INC | 730,290 | $34.64M | 1.0% | $36.06 | — | COM | 21925Y103 |
| NGVT | INGEVITY CORP | 427,773 | $34.59M | 1.0% | $74.69 | +6.4% | COM | 45688C107 |
| HEI/A | HEICO CORP NEW | 562,498 | $34.28M | 1.0% | $36.84 | +60.1% | CL A | 422806208 |
| AAPL | APPLE INC | 184,861 | $34.22M | 1.0% | $69.67 | -38.6% | COM | 037833100 |
| — | HMS HLDGS CORP | 1,498,656 | $32.4M | 0.9% | $17.79 | — | COM | 40425J101 |
| LKQ | LKQ CORP | 1,003,313 | $32.01M | 0.9% | $24.75 | +21.0% | COM | 501889208 |
| — | REALPAGE INC | 569,892 | $31.4M | 0.9% | $44.30 | — | COM | 75606N109 |
| — | COUSINS PPTYS INC | 3,224,503 | $31.25M | 0.9% | $9.38 | — | COM | 222795106 |
| SMTC | SEMTECH CORP | 642,192 | $30.21M | 0.9% | $33.81 | +32.6% | COM | 816850101 |
| — | BARNES GROUP INC | 497,884 | $29.32M | 0.8% | $42.46 | — | COM | 067806109 |
| HCSG | HEALTHCARE SVCS GRP INC | 674,735 | $29.14M | 0.8% | $29.08 | +36.5% | COM | 421906108 |
| GIII | G-III APPAREL GROUP LTD | 638,490 | $28.35M | 0.8% | $30.14 | +34.4% | COM | 36237H101 |
| WLY | WILEY JOHN & SONS INC | 444,710 | $27.75M | 0.8% | $39.79 | +30.0% | CL A | 968223206 |
| — | CORELOGIC INC | 530,859 | $27.55M | 0.8% | $36.65 | — | COM | 21871D103 |
| ODFL | OLD DOMINION FGHT LINES INC | 181,236 | $27M | 0.8% | $30.35 | +58.0% | COM | 679580100 |
| WABC | WESTAMERICA BANCORPORATION | 452,190 | $25.55M | 0.7% | $41.08 | +10.1% | COM | 957090103 |
| JPM | JPMORGAN CHASE & CO | 244,598 | $25.49M | 0.7% | $54.78 | +62.5% | COM | 46625H100 |
| — | IBERIABANK CORP | 330,363 | $25.04M | 0.7% | $62.60 | — | COM | 450828108 |
| FULT | FULTON FINL CORP PA | 1,498,236 | $24.72M | 0.7% | $9.54 | +32.5% | COM | 360271100 |
| IWM | ISHARES TR | 150,000 | $24.56M | 0.7% | $5.47 | — | RUSSELL 2000 ETF | 464287655 |
| — | AARONS INC | 558,349 | $24.26M | 0.7% | $32.13 | — | COM PAR $0.50 | 002535300 |
| MLI | MUELLER INDS INC | 820,343 | $24.21M | 0.7% | $19.05 | -31.8% | COM | 624756102 |
| APH | AMPHENOL CORP NEW | 274,263 | $23.9M | 0.7% | $34.54 | -41.5% | CL A | 032095101 |
| PB | PROSPERITY BANCSHARES INC | 345,374 | $23.61M | 0.7% | $46.41 | +24.4% | COM | 743606105 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 565,841 | $23.15M | 0.7% | $36.49 | +10.5% | COM | 00404A109 |
| — | SPARTANNASH CO | 903,140 | $23.05M | 0.7% | $23.60 | — | COM | 847215100 |
| SM | SM ENERGY CO | 890,782 | $22.88M | 0.7% | $18.53 | +13.6% | COM | 78454L100 |
| RLI | RLI CORP | 340,709 | $22.55M | 0.7% | $18.99 | +35.1% | COM | 749607107 |
| — | K12 INC | 1,357,615 | $22.22M | 0.6% | $17.65 | — | COM | 48273u102 |
| MD | MEDNAX INC | 509,820 | $22.07M | 0.6% | $47.37 | +1.2% | COM | 58502B106 |
| — | WELLS FARGO CO NEW | 17,281 | $21.73M | 0.6% | $537.47 | — | PERP PFD CNV A | 949746804 |
| BRKR | BRUKER CORP | 737,540 | $21.42M | 0.6% | $21.55 | +37.3% | COM | 116794108 |
| DECK | DECKERS OUTDOOR CORP | 189,463 | $21.39M | 0.6% | $19.69 | -12.1% | COM | 243537107 |
| DHR | DANAHER CORP DEL | 211,384 | $20.86M | 0.6% | $51.90 | +65.7% | COM | 235851102 |
| WTS | WATTS WATER TECHNOLOGIES INC | 263,725 | $20.68M | 0.6% | $66.33 | +17.0% | CL A | 942749102 |
| OIS | OIL STS INTL INC | 637,788 | $20.47M | 0.6% | $39.27 | -14.3% | COM | 678026105 |
| TXRH | TEXAS ROADHOUSE INC | 302,766 | $19.83M | 0.6% | $22.42 | +147.1% | COM | 882681109 |
| BLKB | BLACKBAUD INC | 191,616 | $19.63M | 0.6% | $96.22 | +6.0% | COM | 09227Q100 |
| PFGC | PERFORMANCE FOOD GROUP CO | 534,888 | $19.63M | 0.6% | $30.13 | +12.3% | COM | 71377A103 |
| — | RESOURCES CONNECTION INC | 1,156,846 | $19.55M | 0.6% | $14.46 | — | COM | 76122q105 |
| — | AMERISAFE INC | 338,495 | $19.55M | 0.6% | $58.12 | — | COM | 03071h100 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 134,762 | $19.3M | 0.6% | $85.96 | +71.3% | CL A | 989207105 |
| BKE | BUCKLE INC | 708,974 | $19.07M | 0.6% | $21.11 | -47.2% | COM | 118440106 |
| RLJ | RLJ LODGING TR | 861,554 | $19M | 0.5% | $21.98 | — | COM | 74965L101 |
| FTV | FORTIVE CORP | 242,859 | $18.73M | 0.5% | $36.45 | +27.0% | COM | 34959J108 |
| — | RITCHIE BROS AUCTIONEERS | 520,011 | $17.74M | 0.5% | $28.65 | — | COM | 767744105 |
| — | BIOTELEMETRY INC | 392,052 | $17.64M | 0.5% | $32.60 | — | COM | 090672106 |
| PCTY | PAYLOCITY HLDG CORP | 298,100 | $17.55M | 0.5% | $50.25 | +14.0% | COM | 70438V106 |
| — | CARRIZO OIL & GAS INC | 623,158 | $17.36M | 0.5% | $25.39 | — | COM | 144577103 |
| WWD | WOODWARD INC | 218,739 | $16.81M | 0.5% | $53.85 | +32.8% | COM | 980745103 |
| — | ALTABA INC | 228,929 | $16.76M | 0.5% | $71.68 | — | COM | 021346101 |
| — | BANK AMER CORP | 12,876 | $16.29M | 0.5% | $1178.32 | — | 7.25%CNV PFD L | 060505682 |
| CNC | CENTENE CORP DEL | 130,703 | $16.1M | 0.5% | $37.30 | +54.6% | COM | 15135B101 |
| HMN | HORACE MANN EDUCATORS CORP N | 356,005 | $15.88M | 0.5% | $40.72 | +8.8% | COM | 440327104 |
| — | CEMEX SAB DE CV | 15,647,000 | $15.76M | 0.5% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| — | CORESITE RLTY CORP | 139,611 | $15.47M | 0.4% | $50.93 | — | COM | 21870Q105 |
| PBH | PRESTIGE BRANDS HLDGS INC | 398,307 | $15.29M | 0.4% | $42.10 | -19.9% | COM | 74112D101 |
| CMP | COMPASS MINERALS INTL INC | 231,914 | $15.25M | 0.4% | $52.28 | +2.8% | COM | 20451N101 |
| CMC | COMMERCIAL METALS CO | 717,012 | $15.14M | 0.4% | $15.35 | +26.5% | COM | 201723103 |
| — | RUDOLPH TECHNOLOGIES INC | 496,404 | $14.69M | 0.4% | $17.70 | — | COM | 781270103 |
| BDX | BECTON DICKINSON & CO | 60,723 | $14.55M | 0.4% | $165.42 | +20.0% | COM | 075887109 |
| — | NAVISTAR INTL CORP NEW | 13,393,000 | $13.83M | 0.4% | $1.00 | — | NOTE 4.750% 4/1 | 63934eas7 |
| SXT | SENSIENT TECHNOLOGIES CORP | 191,885 | $13.73M | 0.4% | $75.75 | -8.4% | COM | 81725T100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 211,675 | $13.34M | 0.4% | $71.13 | -4.2% | COM | 398905109 |
| SMP | STANDARD MTR PRODS INC | 272,774 | $13.19M | 0.4% | $47.34 | -1.1% | COM | 853666105 |
| — | DIPLOMAT PHARMACY INC | 506,783 | $12.95M | 0.4% | $21.60 | — | COM | 25456K101 |
| — | BECTON DICKINSON & CO | 208,500 | $12.93M | 0.4% | $55.80 | — | PFD SHS CONV A | 075887208 |
| BURL | BURLINGTON STORES INC | 84,987 | $12.79M | 0.4% | $54.65 | +160.4% | COM | 122017106 |
| — | NIC INC | 816,523 | $12.7M | 0.4% | $15.93 | — | COM | 62914b100 |
| STZ | CONSTELLATION BRANDS INC | 57,932 | $12.68M | 0.4% | $145.10 | +37.6% | CL A | 21036P108 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 80,688 | $12.6M | 0.4% | $113.08 | +3.6% | COM | 22410J106 |
| — | HERBALIFE LTD | 9,587,000 | $12.4M | 0.4% | $1.01 | — | NOTE 2.000% 8/1 | 42703mab9 |
| HBAN | HUNTINGTON BANCSHARES INC | 830,618 | $12.26M | 0.4% | $11.01 | -3.6% | COM | 446150104 |
| CAKE | CHEESECAKE FACTORY INC | 221,996 | $12.22M | 0.4% | $38.71 | +16.2% | COM | 163072101 |
| V | VISA INC | 91,695 | $12.14M | 0.4% | $92.00 | +32.7% | COM CL A | 92826C839 |
| — | MICROCHIP TECHNOLOGY INC | 6,916,000 | $12.14M | 0.4% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | RAYTHEON CO | 58,743 | $11.35M | 0.3% | $193.37 | — | COM NEW | 755111507 |
| — | MICROCHIP TECHNOLOGY INC | 9,600,000 | $11.27M | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| JNJ | JOHNSON & JOHNSON | 91,531 | $11.11M | 0.3% | $73.03 | +37.9% | COM | 478160104 |
| — | FORUM ENERGY TECHNOLOGIES IN | 890,055 | $10.99M | 0.3% | $14.44 | — | COM | 34984V100 |
| BL | BLACKLINE INC | 250,651 | $10.89M | 0.3% | $39.75 | +6.3% | COM | 09239B109 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 147,723 | $10.87M | 0.3% | $54.65 | +20.7% | COM | 45866F104 |
| AME | AMETEK INC NEW | 148,912 | $10.74M | 0.3% | $67.49 | +4.2% | COM | 031100100 |
| DIS | DISNEY WALT CO | 102,121 | $10.7M | 0.3% | $97.39 | -0.2% | COM DISNEY | 254687106 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 10,563,000 | $10.69M | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| MNRO | MONRO INC | 183,460 | $10.66M | 0.3% | $56.46 | 0.0% | COM | 610236101 |
| — | AETNA INC NEW | 58,011 | $10.64M | 0.3% | $110.21 | — | COM | 00817Y108 |
| — | FIDELITY NATIONAL FINANCIAL | 3,587,000 | $10.61M | 0.3% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | DISH NETWORK CORP | 10,800,000 | $10.39M | 0.3% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| CSGS | CSG SYS INTL INC | 248,975 | $10.18M | 0.3% | $36.17 | 0.0% | COM | 126349109 |
| — | TWITTER INC | 10,414,000 | $10.12M | 0.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | FIREEYE INC | 10,307,000 | $9.898M | 0.3% | $0.93 | — | NOTE 1.000% 6/0 | 31816qab7 |
| FNV | FRANCO NEVADA CORP | 134,414 | $9.815M | 0.3% | $59.93 | +9.7% | COM | 351858105 |
| MCHP | MICROCHIP TECHNOLOGY INC | 105,884 | $9.63M | 0.3% | $39.91 | +0.7% | COM | 595017104 |
| MSA | MSA SAFETY INC | 98,656 | $9.505M | 0.3% | $90.37 | 0.0% | COM | 553498106 |
| — | DRIL-QUIP INC | 183,749 | $9.445M | 0.3% | $62.74 | — | COM | 262037104 |
| — | NEW MTN FIN CORP | 9,208,000 | $9.438M | 0.3% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| CVX | CHEVRON CORP NEW | 74,169 | $9.377M | 0.3% | $83.22 | +7.1% | COM | 166764100 |
| — | ENDOLOGIX INC | 1,622,804 | $9.185M | 0.3% | $4.76 | — | COM | 29266s106 |
| NMFC | NEW MTN FIN CORP | 673,118 | $9.154M | 0.3% | $9.45 | -37.5% | COM | 647551100 |
| — | IAC INTERACTIVECORP | 59,960 | $9.143M | 0.3% | $65.02 | — | COM | 44919P508 |
| GOOG | ALPHABET INC | 8,193 | $9.141M | 0.3% | $38.82 | +38.2% | CAP STK CL C | 02079K107 |
| — | AKAMAI TECHNOLOGIES INC | 9,015,000 | $9.06M | 0.3% | $0.99 | — | DBCV 2/1 | 00971tag6 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,193,000 | $8.963M | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | TUTOR PERINI CORP | 8,750,000 | $8.761M | 0.3% | $1.09 | — | NOTE 2.875% 6/1 | 901109ad0 |
| — | HURON CONSULTING GROUP INC | 9,295,000 | $8.737M | 0.3% | $0.95 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | ELECTRONICS FOR IMAGING INC | 8,632,000 | $8.61M | 0.2% | $0.99 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | GREENBRIER COS INC | 7,450,000 | $8.578M | 0.2% | $1.15 | — | NOTE 2.875% 2/0 | 393657ak7 |
| — | CALAMP CORP | 8,036,000 | $8.564M | 0.2% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | NATIONAL INSTRS CORP | 202,600 | $8.505M | 0.2% | $35.64 | — | COM | 636518102 |
| — | CAESARS ENTMT CORP | 5,000,000 | $8.503M | 0.2% | $1.94 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | INTEL CORP | 3,544,000 | $8.491M | 0.2% | $2.51 | — | SDCV 3.250% 8/0 | 458140af7 |
| — | CBS CORP NEW | 146,643 | $8.244M | 0.2% | $58.45 | — | CL B | 124857202 |
| — | VIPSHOP HLDGS LTD | 8,340,000 | $8.227M | 0.2% | $1.00 | — | NOTE 1.500% 3/1 | 92763waa1 |
| — | ECHO GLOBAL LOGISTICS INC | 7,781,000 | $8.133M | 0.2% | $1.00 | — | NOTE 2.500% 5/0 | 27875taa9 |
| ZTS | ZOETIS INC | 92,306 | $7.864M | 0.2% | $35.87 | +121.6% | CL A | 98978V103 |
| UNP | UNION PAC CORP | 54,725 | $7.753M | 0.2% | $72.52 | +62.3% | COM | 907818108 |
| — | PRICELINE GRP INC | 4,997,000 | $7.748M | 0.2% | $1.44 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | ROYAL DUTCH SHELL PLC | 111,898 | $7.747M | 0.2% | $57.52 | — | SPONS ADR A | 780259206 |
| — | SEACOR HOLDINGS INC | 7,466,000 | $7.61M | 0.2% | $1.02 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | ISIS PHARMACEUTICALS INC DEL | 7,593,000 | $7.442M | 0.2% | $1.07 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | NOVELLUS SYS INC | 1,426,000 | $7.413M | 0.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | NXP SEMICONDUCTORS N V | 6,170,000 | $7.408M | 0.2% | $1.16 | — | NOTE 1.000%12/0 | 62952qab6 |
| — | EZCORP INC | 7,205,000 | $7.289M | 0.2% | $0.95 | — | NOTE 2.125% 6/1 | 302301ab2 |
| — | MICRON TECHNOLOGY INC | 1,522,000 | $7.286M | 0.2% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| MO | ALTRIA GROUP INC | 126,947 | $7.209M | 0.2% | $29.56 | +8.9% | COM | 02209S103 |
| NEE | NEXTERA ENERGY INC | 43,130 | $7.204M | 0.2% | $22.46 | +48.7% | COM | 65339F101 |
| — | DYCOM INDS INC | 6,080,000 | $7.057M | 0.2% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | SILVER STD RES INC | 6,866,000 | $6.796M | 0.2% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | ADVANCED MICRO DEVICES INC | 3,400,000 | $6.77M | 0.2% | $1.49 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | EXACT SCIENCES CORP | 6,350,000 | $6.699M | 0.2% | $0.92 | — | DBCV 1.000% 1/1 | 30063paa3 |
| VZ | VERIZON COMMUNICATIONS INC | 132,832 | $6.683M | 0.2% | $30.96 | +4.0% | COM | 92343V104 |
| — | VERINT SYS INC | 6,755,000 | $6.645M | 0.2% | $0.99 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | WRIGHT MED GROUP INC | 6,077,000 | $6.601M | 0.2% | $1.01 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | FLEXION THERAPEUTICS INC | 5,300,000 | $6.512M | 0.2% | $1.23 | — | NOTE 3.375% 5/0 | 33938jab2 |
| SHW | SHERWIN WILLIAMS CO | 15,558 | $6.341M | 0.2% | $83.01 | +45.7% | COM | 824348106 |
| — | MACQUARIE INFRASTRUCTURE COR | 6,336,000 | $6.273M | 0.2% | $1.04 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | ROVI CORP | 6,468,000 | $6.2M | 0.2% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | CLEVELAND CLIFFS INC | 5,000,000 | $6.047M | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | CONTROL4 CORP | 248,417 | $6.039M | 0.2% | $14.11 | — | COM | 21240D107 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $6.031M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| AMZN | AMAZON COM INC | 3,546 | $6.027M | 0.2% | $38.98 | +103.6% | COM | 023135106 |
| — | ARES CAP CORP | 5,983,000 | $6.013M | 0.2% | $1.02 | — | NOTE 4.375% 1/1 | 04010lam5 |
| PM | PHILIP MORRIS INTL INC | 74,025 | $5.977M | 0.2% | $70.74 | -20.0% | COM | 718172109 |
| TRUP | TRUPANION INC | 154,072 | $5.947M | 0.2% | $31.87 | -2.5% | COM | 898202106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 31,599 | $5.898M | 0.2% | $147.14 | +32.5% | CL B NEW | 084670702 |
| — | DERMIRA INC | 7,142,000 | $5.892M | 0.2% | $0.82 | — | NOTE 3.000% 5/1 | 24983lab0 |
| FISV | FISERV INC | 78,009 | $5.78M | 0.2% | $70.83 | +2.5% | COM | 337738108 |
| META | FACEBOOK INC | 29,550 | $5.742M | 0.2% | $111.38 | +61.1% | CL A | 30303M102 |
| — | ENCORE CAP GROUP INC | 5,650,000 | $5.692M | 0.2% | $1.07 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | SEACOR HOLDINGS INC | 5,188,000 | $5.681M | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | CHESAPEAKE ENERGY CORP | 5,517,000 | $5.624M | 0.2% | $0.86 | — | NOTE 5.500% 9/1 | 165167cy1 |
| — | COLONY STARWOOD HOMES | 5,000,000 | $5.582M | 0.2% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| — | SPIRIT RLTY CAP INC NEW | 5,602,000 | $5.58M | 0.2% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | JAZZ INVESTMENTS I LTD | 4,981,000 | $5.417M | 0.2% | $1.06 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | SQUARE INC | 2,000,000 | $5.377M | 0.2% | $2.19 | — | NOTE 0.375% 3/0 | 852234ab9 |
| — | WRIGHT MED GROUP N V | 4,000,000 | $5.35M | 0.2% | $1.20 | — | NOTE 2.250%11/1 | 98236jab4 |
| — | MOLINA HEALTHCARE INC | 2,210,000 | $5.348M | 0.2% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | DOWDUPONT INC | 80,978 | $5.338M | 0.2% | $69.03 | — | COM | 26078J100 |
| — | COLONY CAP INC | 5,619,000 | $5.324M | 0.2% | $0.99 | — | NOTE 5.000% 4/1 | 19624raa4 |
| BDC | BELDEN INC | 85,526 | $5.227M | 0.2% | $59.78 | 0.0% | COM | 077454106 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,700,000 | $5.128M | 0.1% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| — | RTI INTL METALS INC | 5,091,000 | $5.118M | 0.1% | $1.01 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | COLONY CAP INC | 5,272,000 | $5.013M | 0.1% | $0.95 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | TITAN MACHY INC | 5,056,000 | $5.005M | 0.1% | $0.99 | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | FINISAR CORP | 5,020,000 | $4.989M | 0.1% | $1.02 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | ENCORE CAP GROUP INC | 5,386,000 | $4.98M | 0.1% | $0.92 | — | NOTE 2.875% 3/1 | 292554ah5 |
| — | NUVASIVE INC | 4,543,000 | $4.929M | 0.1% | $1.18 | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | NEVRO CORP | 4,500,000 | $4.905M | 0.1% | $1.07 | — | NOTE 1.750% 6/0 | 64157faa1 |
| NVO | NOVO-NORDISK A S | 105,175 | $4.851M | 0.1% | $68.29 | — | ADR | 670100205 |
| — | VECTOR GROUP LTD | 3,600,000 | $4.851M | 0.1% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | DR PEPPER SNAPPLE GROUP INC | 39,237 | $4.787M | 0.1% | $47.42 | — | COM | 26138E109 |
| — | ENSCO JERSEY FIN LTD | 5,035,000 | $4.716M | 0.1% | $0.89 | — | NOTE 3.000% 1/3 | 29359wab1 |
| ROP | ROPER TECHNOLOGIES INC | 16,898 | $4.662M | 0.1% | $195.68 | +34.8% | COM | 776696106 |
| — | PACIRA PHARMACEUTICALS INC | 5,000,000 | $4.653M | 0.1% | $0.92 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | INPHI CORP | 4,300,000 | $4.631M | 0.1% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,175,000 | $4.606M | 0.1% | $0.89 | — | NOTE 2.000%10/0 | 55608bab1 |
| — | PALO ALTO NETWORKS INC | 2,473,000 | $4.595M | 0.1% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,850 | $4.546M | 0.1% | $17.29 | +52.2% | FNF GROUP COM | 31620R303 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,250,000 | $4.453M | 0.1% | $0.92 | — | NOTE 2.500% 2/0 | 014339aa3 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,380,000 | $4.398M | 0.1% | $1.34 | — | NOTE 2.250%12/1 | 007800ab1 |
| MCD | MCDONALDS CORP | 27,521 | $4.312M | 0.1% | $86.16 | +57.3% | COM | 580135101 |
| — | YANDEX NV | 4,323,000 | $4.309M | 0.1% | $1.00 | — | NOTE 1.125%12/1 | 98474tab3 |
| — | LAZARD LTD | 88,040 | $4.306M | 0.1% | $38.90 | — | SHS A | G54050102 |
| — | PRA GROUP INC | 4,000,000 | $4.301M | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| — | TESLA INC | 3,500,000 | $4.25M | 0.1% | $1.24 | — | NOTE 2.375% 3/1 | 88160rad3 |
| — | SOLARCITY CORP | 4,531,000 | $4.241M | 0.1% | $0.94 | — | NOTE 1.625%11/0 | 83416tac4 |
| OSPN | ONESPAN INC | 215,795 | $4.24M | 0.1% | $17.45 | 0.0% | COM | 68287N100 |
| — | PROS HOLDINGS INC | 3,503,000 | $4.199M | 0.1% | $0.95 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,600,000 | $4.102M | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,834,000 | $4.085M | 0.1% | $1.07 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | TESARO INC | 2,718,000 | $4.06M | 0.1% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| — | MICRON TECHNOLOGY INC | 2,257,000 | $4.054M | 0.1% | $1.19 | — | NOTE 3.000%11/1 | 595112ay9 |
| AMAT | APPLIED MATLS INC | 87,659 | $4.049M | 0.1% | $27.67 | +70.7% | COM | 038222105 |
| — | CTRIP COM INTL LTD | 3,909,000 | $4.031M | 0.1% | $1.04 | — | NOTE 1.250% 9/1 | 22943fam2 |
| — | CTRIP COM INTL LTD | 3,753,000 | $3.962M | 0.1% | $1.05 | — | NOTE 1.000% 7/0 | 22943faf7 |
| MSFT | MICROSOFT CORP | 39,891 | $3.934M | 0.1% | $76.28 | +17.7% | COM | 594918104 |
| — | BLACKSTONE MTG TR INC | 3,983,000 | $3.928M | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3.906M | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | AMAG PHARMACEUTICALS INC | 3,766,000 | $3.905M | 0.1% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| — | REALPAGE INC | 2,750,000 | $3.902M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| — | INSMED INC | 4,200,000 | $3.866M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| — | WAYFAIR INC | 3,000,000 | $3.863M | 0.1% | $0.95 | — | NOTE 0.375% 9/0 | 94419laa9 |
| — | CITRIX SYS INC | 2,650,000 | $3.852M | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,239,000 | $3.834M | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| TXN | TEXAS INSTRS INC | 34,633 | $3.818M | 0.1% | $43.87 | +99.0% | COM | 882508104 |
| — | GUIDEWIRE SOFTWARE INC | 3,750,000 | $3.803M | 0.1% | $1.00 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| — | TTM TECHNOLOGIES INC | 2,000,000 | $3.771M | 0.1% | $1.25 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | INVACARE CORP | 2,802,000 | $3.754M | 0.1% | $1.34 | — | NOTE 4.500% 6/0 | 461203ah4 |
| — | ASSURANT INC | 33,000 | $3.752M | 0.1% | $103.79 | — | 6.50% CONV PFD D | 04621x207 |
| — | HUBSPOT INC | 2,620,000 | $3.743M | 0.1% | $1.43 | — | NOTE 0.250% 6/0 | 443573ab6 |
| — | TESLA INC | 3,300,000 | $3.713M | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | CSG SYS INTL INC | 3,500,000 | $3.71M | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| KHC | KRAFT HEINZ CO | 59,007 | $3.707M | 0.1% | $47.86 | -14.2% | COM | 500754106 |
| — | NAVISTAR INTL CORP NEW | 3,639,000 | $3.666M | 0.1% | $0.99 | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | HESS CORP | 48,500 | $3.654M | 0.1% | $59.75 | — | DEP PDF SR A | 42809H404 |
| — | CROWN CASTLE INTL CORP NEW | 3,400 | $3.651M | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | RED HAT INC | 1,987,000 | $3.626M | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| — | VECTOR GROUP LTD | 3,368,000 | $3.575M | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | MACQUARIE INFRASTRUCTURE COR | 81,700 | $3.448M | 0.1% | $46.23 | — | COM | 55608B105 |
| ARCC | ARES CAP CORP | 207,345 | $3.411M | 0.1% | $12.41 | -36.0% | COM | 04010L103 |
| QCOM | QUALCOMM INC | 60,650 | $3.404M | 0.1% | $59.70 | -23.1% | COM | 747525103 |
| — | CIENA CORP | 2,561,000 | $3.387M | 0.1% | $1.22 | — | NOTE 3.750%10/1 | 171779aj0 |
| — | XILINX INC | 51,875 | $3.385M | 0.1% | $63.63 | — | COM | 983919101 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 12 | $3.384M | 0.1% | $134052.62 | +118.5% | CL A | 084670108 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3.371M | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| — | TERADYNE INC | 2,500,000 | $3.327M | 0.1% | $1.37 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | CYPRESS SEMICONDUCTOR CORP | 2,492,000 | $3.311M | 0.1% | $1.33 | — | NOTE 4.500% 1/1 | 232806am1 |
| — | LUMENTUM HLDGS INC | 2,800,000 | $3.311M | 0.1% | $1.27 | — | NOTE 0.250% 3/1 | 55024uab5 |
| — | ILLUMINA INC | 2,811,000 | $3.31M | 0.1% | $1.03 | — | NOTE 6/1 | 452327af6 |
| — | RADIUS HEALTH INC | 3,500,000 | $3.274M | 0.1% | $1.00 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | KB HOME | 2,987,000 | $3.273M | 0.1% | $1.06 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | LIVE NATION ENTERTAINMENT IN | 2,272,000 | $3.255M | 0.1% | $1.08 | — | NOTE 2.500% 5/1 | 538034aj8 |
| — | CARDTRONICS INC | 3,457,000 | $3.235M | 0.1% | $0.94 | — | NOTE 1.000%12/0 | 14161hag3 |
| XOM | EXXON MOBIL CORP | 38,985 | $3.225M | 0.1% | $67.99 | -17.4% | COM | 30231G102 |
| — | FORESTAR GROUP INC | 3,200,000 | $3.2M | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | DEPOMED INC | 3,871,000 | $3.183M | 0.1% | $1.22 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,700,000 | $3.167M | 0.1% | $1.05 | — | NOTE 1.000% 1/3 | 531229af9 |
| — | BLACK KNIGHT INC | 58,271 | $3.12M | 0.1% | $44.14 | — | COM | 09215C105 |
| — | PDC ENERGY INC | 2,986,000 | $3.114M | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3.101M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| HON | HONEYWELL INTL INC | 21,441 | $3.089M | 0.1% | $71.03 | +59.9% | COM | 438516106 |
| MDLZ | MONDELEZ INTL INC | 74,904 | $3.071M | 0.1% | $26.98 | +23.6% | CL A | 609207105 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $3.04M | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | MEDICINES CO | 3,000,000 | $3.012M | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | EPR PPTYS | 83,400 | $2.937M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | ENDOLOGIX INC | 2,874,000 | $2.813M | 0.1% | $0.95 | — | NOTE 2.250%12/1 | 29266saa4 |
| HIG | HARTFORD FINL SVCS GROUP INC | 55,000 | $2.812M | 0.1% | $25.51 | +73.1% | COM | 416515104 |
| — | ON SEMICONDUCTOR CORP | 2,130,000 | $2.796M | 0.1% | $0.91 | — | NOTE 1.000%12/0 | 682189ak1 |
| ABBV | ABBVIE INC | 29,675 | $2.749M | 0.1% | $39.61 | +78.0% | COM | 00287Y109 |
| — | J2 GLOBAL INC | 2,000,000 | $2.715M | 0.1% | $1.27 | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | MEDICINES CO | 2,200,000 | $2.676M | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | ENVESTNET INC | 2,486,000 | $2.642M | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 29404kaa4 |
| NKE | NIKE INC | 33,025 | $2.631M | 0.1% | $51.28 | +24.5% | CL B | 654106103 |
| — | PROOFPOINT INC | 22,621 | $2.608M | 0.1% | $88.83 | — | COM | 743424103 |
| — | OASIS PETE INC NEW | 2,000,000 | $2.602M | 0.1% | $1.30 | — | NOTE 2.625% 9/1 | 674215aj7 |
| — | NABORS INDUSTRIES LTD | 55,000 | $2.511M | 0.1% | $45.65 | — | 6% PFD CNV SR A | G6359f129 |
| — | WEATHERFORD INTL LTD | 2,493,000 | $2.471M | 0.1% | $1.09 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,000,000 | $2.457M | 0.1% | $1.15 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | RAYONIER ADVANCED MATLS INC | 20,000 | $2.443M | 0.1% | $145.20 | — | PFD CV SER A | 75508B203 |
| BGS | B & G FOODS INC NEW | 81,350 | $2.432M | 0.1% | $16.42 | -16.5% | COM | 05508R106 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.419M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| EPD | ENTERPRISE PRODS PARTNERS L | 86,296 | $2.388M | 0.1% | $41.68 | — | COM | 293792107 |
| — | NEW YORK CMNTY CAP TR V | 46,366 | $2.311M | 0.1% | $49.39 | — | UNIT 11/01/2051 | 64944p307 |
| — | ALLETE INC | 29,000 | $2.245M | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | SYNAPTICS INC | 2,280,000 | $2.239M | 0.1% | $0.98 | — | NOTE 0.500% 6/1 | 87157dad1 |
| — | KNOWLES CORP | 2,000,000 | $2.238M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | VEECO INSTRS INC DEL | 2,500,000 | $2.201M | 0.1% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | GOLAR LNG LTD | 2,000,000 | $2.171M | 0.1% | $1.03 | — | NOTE 2.750% 2/1 | 38046yab7 |
| — | ALLERGAN PLC | 12,892 | $2.149M | 0.1% | $166.66 | — | SHS | G0177J108 |
| — | THERAVANCE INC | 2,220,000 | $2.149M | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | QUIDEL CORP | 1,000,000 | $2.148M | 0.1% | $2.15 | — | NOTE 3.250%12/1 | 74838jaa9 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,100,000 | $2.121M | 0.1% | $1.02 | — | NOTE 3.750%12/1 | 02917tab0 |
| — | LENDINGTREE INC NEW | 1,750,000 | $2.12M | 0.1% | $1.21 | — | NOTE 0.625% 6/0 | 52603baa5 |
| — | NVIDIA CORP | 175,000 | $2.07M | 0.1% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| — | FINISAR CORP | 2,250,000 | $2.048M | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787aap6 |
| — | REDWOOD TR INC | 2,000,000 | $1.945M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | ANI PHARMACEUTICALS INC | 1,718,000 | $1.945M | 0.1% | $1.07 | — | NOTE 3.000%12/0 | 00182caa1 |
| SLM | SLM CORP | 167,700 | $1.92M | 0.1% | $10.09 | +14.7% | COM | 78442P106 |
| NXPI | NXP SEMICONDUCTORS N V | 17,520 | $1.914M | 0.1% | $103.29 | -5.2% | COM | N6596X109 |
| NOC | NORTHROP GRUMMAN CORP | 6,025 | $1.854M | 0.1% | $181.48 | +60.6% | COM | 666807102 |
| — | INCYTE CORP | 1,321,000 | $1.854M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | COLONY CAP INC NEW | 295,150 | $1.842M | 0.1% | $6.24 | — | CL A COM | 19626G108 |
| VOD | VODAFONE GROUP PLC NEW | 72,025 | $1.751M | 0.1% | $35.81 | — | SPONSORED ADR | 92857W308 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,300,000 | $1.742M | 0.1% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1.721M | 0.0% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| ALLE | ALLEGION PUB LTD CO | 22,073 | $1.708M | 0.0% | $76.03 | -4.2% | ORD SHS | G0176J109 |
| — | IGI LABORATORIES INC | 1,800,000 | $1.703M | 0.0% | $0.97 | — | NOTE 3.750%12/1 | 449575ab5 |
| NAVI | NAVIENT CORPORATION | 129,800 | $1.691M | 0.0% | $16.89 | -19.4% | COM | 63938C108 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1.679M | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | YAHOO INC | 1,200,000 | $1.64M | 0.0% | $1.07 | — | NOTE 12/0 | 984332af3 |
| — | MOLINA HEALTHCARE INC | 969,000 | $1.633M | 0.0% | $1.11 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | WORLD WRESTLING ENTMT INC | 22,225 | $1.618M | 0.0% | $72.80 | — | CL A | 98156Q108 |
| — | NEUROCRINE BIOSCIENCES INC | 1,100,000 | $1.595M | 0.0% | $1.45 | — | NOTE 2.250% 5/1 | 64125cad1 |
| — | NABORS INDS INC NEW | 2,000,000 | $1.579M | 0.0% | $0.79 | — | NOTE 0.750% 1/1 | 62957hab1 |
| — | ENCORE CAP GROUP INC | 1,500,000 | $1.535M | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| INTU | INTUIT | 7,513 | $1.535M | 0.0% | $127.17 | +43.3% | COM | 461202103 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1.523M | 0.0% | $44.53 | +183.6% | COM | 285512109 |
| — | TCP CAP CORP | 1,500,000 | $1.512M | 0.0% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | UNISYS CORP | 1,000,000 | $1.505M | 0.0% | $1.53 | — | NOTE 5.500% 3/0 | 909214bs6 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1.489M | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | SUNPOWER CORP | 1,800,000 | $1.479M | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.44M | 0.0% | $50.14 | +68.2% | COM | 665859104 |
| CMCSA | COMCAST CORP NEW | 43,850 | $1.439M | 0.0% | $28.83 | -6.9% | CL A | 20030N101 |
| — | SERVICENOW INC | 615,000 | $1.43M | 0.0% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | STANLEY BLACK & DECKER INC | 13,500 | $1.429M | 0.0% | $108.10 | — | UNIT 05/15/2020 | 854502887 |
| — | PROOFPOINT INC | 950,000 | $1.404M | 0.0% | $1.08 | — | DBCV 0.750% 6/1 | 743424ad5 |
| — | NUANCE COMMUNICATIONS INC | 1,500,000 | $1.404M | 0.0% | $0.94 | — | NOTE 1.250% 4/0 | 67020yan0 |
| — | MONMOUTH REAL ESTATE INVT CO | 84,200 | $1.392M | 0.0% | $14.34 | — | CL A | 609720107 |
| — | CLOVIS ONCOLOGY INC | 1,250,000 | $1.349M | 0.0% | $1.26 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,476,000 | $1.297M | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.269M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| COP | CONOCOPHILLIPS | 18,025 | $1.255M | 0.0% | $55.57 | -6.8% | COM | 20825C104 |
| GOOGL | ALPHABET INC | 1,094 | $1.235M | 0.0% | $40.28 | +34.0% | CAP STK CL A | 02079K305 |
| — | KAMAN CORP | 1,000,000 | $1.218M | 0.0% | $1.22 | — | NOTE 3.250% 5/0 | 483548af0 |
| — | EVOLENT HEALTH INC | 1,000,000 | $1.16M | 0.0% | $0.95 | — | NOTE 2.000%12/0 | 30050bab7 |
| — | SEMPRA ENERGY | 11,000 | $1.146M | 0.0% | $102.09 | — | 6% PFD CONV A | 816851406 |
| — | SILICON LABORATORIES INC | 940,000 | $1.144M | 0.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919ab8 |
| — | LAM RESEARCH CORP | 6,600 | $1.141M | 0.0% | $172.88 | — | COM | 512807108 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $1.136M | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | RTW HLDGS INC | 1,100,000 | $1.117M | 0.0% | $1.02 | — | NOTE 5.625%11/1 | 749772ab5 |
| — | WORKDAY INC | 741,000 | $1.106M | 0.0% | $1.08 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | FIREEYE INC | 1,200,000 | $1.094M | 0.0% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| HD | HOME DEPOT INC | 5,486 | $1.07M | 0.0% | $116.57 | +33.0% | COM | 437076102 |
| CNP | CENTERPOINT ENERGY INC | 37,450 | $1.038M | 0.0% | $19.14 | +9.1% | COM | 15189T107 |
| — | CIENA CORP | 704,000 | $1.003M | 0.0% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| BABA | ALIBABA GROUP HLDG LTD | 5,385 | $999K | 0.0% | $172.78 | — | SPONSORED ADS | 01609W102 |
| — | KINDER MORGAN INC DEL | 29,093 | $999K | 0.0% | $43.46 | — | PFD SER A | 49456B200 |
| — | TPG SPECIALTY LENDING INC | 1,000,000 | $998K | 0.0% | $1.02 | — | NOTE 4.500% 8/0 | 87265kad4 |
| — | ANTHEM INC | 300,000 | $984K | 0.0% | $2.60 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | VISTRA ENERGY CORP | 10,000 | $952K | 0.0% | $95.20 | — | UNIT 02/02/2024 | 92840M300 |
| — | DOMINION ENERGY INC | 20,000 | $922K | 0.0% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $920K | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $918K | 0.0% | $26.13 | — | COM | 025676206 |
| OEC | ORION ENGINEERED CARBONS S A | 29,330 | $905K | 0.0% | $21.32 | +36.5% | COM | L72967109 |
| ADBE | ADOBE SYS INC | 3,700 | $902K | 0.0% | $129.01 | +83.4% | COM | 00724F101 |
| PG | PROCTER AND GAMBLE CO | 11,500 | $898K | 0.0% | $66.66 | -7.3% | COM | 742718109 |
| DVN | DEVON ENERGY CORP NEW | 19,990 | $879K | 0.0% | $46.14 | -40.2% | COM | 25179M103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,150 | $860K | 0.0% | $148.15 | +40.4% | COM | 883556102 |
| EXPE | EXPEDIA GROUP INC | 7,156 | $860K | 0.0% | $127.22 | -11.9% | COM NEW | 30212P303 |
| BAC | BANK AMER CORP | 30,250 | $853K | 0.0% | $21.85 | +13.7% | COM | 060505104 |
| C | CITIGROUP INC | 12,370 | $828K | 0.0% | $52.72 | +0.6% | COM NEW | 172967424 |
| — | CEDAR FAIR L P | 12,828 | $808K | 0.0% | $65.84 | — | DEPOSITRY UNIT | 150185106 |
| — | ACTIVISION BLIZZARD INC | 10,180 | $777K | 0.0% | $64.45 | — | COM | 00507V109 |
| — | ACETO CORP | 1,000,000 | $770K | 0.0% | $0.88 | — | NOTE 2.000%11/0 | 004446ad2 |
| PFE | PFIZER INC | 20,802 | $755K | 0.0% | $17.20 | +41.3% | COM | 717081103 |
| PANW | PALO ALTO NETWORKS INC | 3,600 | $740K | 0.0% | $33.34 | 0.0% | COM | 697435105 |
| WFC | WELLS FARGO CO NEW | 13,000 | $721K | 0.0% | $46.19 | -6.2% | COM | 949746101 |
| MTG | MGIC INVT CORP WIS | 62,500 | $670K | 0.0% | $12.80 | -15.0% | COM | 552848103 |
| INTC | INTEL CORP | 13,400 | $666K | 0.0% | $45.05 | 0.0% | COM | 458140100 |
| AAL | AMERICAN AIRLS GROUP INC | 17,500 | $664K | 0.0% | $44.59 | -3.3% | COM | 02376R102 |
| HSIC | SCHEIN HENRY INC | 9,035 | $656K | 0.0% | $56.36 | 0.0% | COM | 806407102 |
| LUV | SOUTHWEST AIRLS CO | 12,832 | $653K | 0.0% | $53.97 | -11.5% | COM | 844741108 |
| APD | AIR PRODS & CHEMS INC | 4,020 | $626K | 0.0% | $119.15 | +13.8% | COM | 009158106 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $620K | 0.0% | $159.00 | +26.8% | COM | 573284106 |
| — | FCB FINL HLDGS INC | 10,400 | $612K | 0.0% | $30.25 | — | CL A | 30255G103 |
| — | NEXTERA ENERGY INC | 10,585 | $605K | 0.0% | $55.39 | — | UNIT 09/01/2019 | 65339F820 |
| — | NOVAVAX INC | 1,000,000 | $593K | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $585K | 0.0% | $55.52 | +4.5% | COM | 209115104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,173 | $583K | 0.0% | $109.51 | -8.7% | COM | 459200101 |
| GILD | GILEAD SCIENCES INC | 8,235 | $583K | 0.0% | $64.68 | -18.5% | COM | 375558103 |
| LMT | LOCKHEED MARTIN CORP | 1,956 | $578K | 0.0% | $267.15 | -1.7% | COM | 539830109 |
| — | CELGENE CORP | 7,230 | $574K | 0.0% | $114.95 | — | COM | 151020104 |
| — | RED HAT INC | 4,100 | $551K | 0.0% | $134.39 | — | COM | 756577102 |
| XPO | XPO LOGISTICS INC | 5,350 | $536K | 0.0% | $36.28 | 0.0% | COM | 983793100 |
| AVGO | BROADCOM INC | 2,200 | $534K | 0.0% | $19.73 | 0.0% | COM | 11135F101 |
| CWB | SPDR SERIES TRUST | 10,000 | $530K | 0.0% | $50.69 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | PLATFORM SPECIALTY PRODS COR | 45,300 | $525K | 0.0% | $14.73 | — | COM | 72766Q105 |
| — | MEDIDATA SOLUTIONS INC | 375,000 | $520K | 0.0% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| — | WALGREENS BOOTS ALLIANCE INC | 8,589 | $515K | 0.0% | $59.96 | — | COM | 931427108 |
| A | AGILENT TECHNOLOGIES INC | 8,311 | $514K | 0.0% | $65.07 | -5.2% | COM | 00846U101 |
| — | AMERICAN RLTY CAP PPTYS INC | 500,000 | $500K | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917taa2 |
| — | STERICYCLE INC | 10,000 | $490K | 0.0% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | SINA CORP | 5,750 | $487K | 0.0% | $93.55 | — | ORD | G81477104 |
| WDC | WESTERN DIGITAL CORP | 6,250 | $484K | 0.0% | $59.94 | -2.4% | COM | 958102105 |
| NWL | NEWELL BRANDS INC | 18,650 | $481K | 0.0% | $31.47 | -42.1% | COM | 651229106 |
| — | INPHI CORP | 500,000 | $473K | 0.0% | $1.00 | — | NOTE 0.750% 9/0 | 45772fac1 |
| LEN | LENNAR CORP | 9,000 | $472K | 0.0% | $55.25 | -13.1% | CL A | 526057104 |
| THO | THOR INDS INC | 4,839 | $471K | 0.0% | $109.85 | -21.1% | COM | 885160101 |
| AFL | AFLAC INC | 10,800 | $465K | 0.0% | $44.78 | -16.1% | COM | 001055102 |
| SYNA | SYNAPTICS INC | 9,000 | $453K | 0.0% | $45.37 | 0.0% | COM | 87157D109 |
| TMUS | T MOBILE US INC | 7,500 | $448K | 0.0% | $58.36 | -2.0% | COM | 872590104 |
| KBE | SPDR SERIES TRUST | 9,500 | $448K | 0.0% | $45.21 | — | S&P BK ETF | 78464A797 |
| JD | JD COM INC | 11,140 | $434K | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| JBLU | JETBLUE AIRWAYS CORP | 22,000 | $418K | 0.0% | $21.72 | -11.4% | COM | 477143101 |
| — | BLACKSTONE GROUP L P | 12,740 | $410K | 0.0% | $33.37 | — | COM UNIT LTD | 09253U108 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $407K | 0.0% | $19.05 | -9.4% | COM | 969457100 |
| AMG | AFFILIATED MANAGERS GROUP | 2,681 | $399K | 0.0% | $152.47 | +5.4% | COM | 008252108 |
| — | NICE SYS INC | 300,000 | $397K | 0.0% | $1.24 | — | NOTE 1.250% 1/1 | 65366hab9 |
| MU | MICRON TECHNOLOGY INC | 7,500 | $393K | 0.0% | $52.77 | 0.0% | COM | 595112103 |
| GS | GOLDMAN SACHS GROUP INC | 1,760 | $388K | 0.0% | $196.43 | +2.1% | COM | 38141G104 |
| MAS | MASCO CORP | 10,000 | $374K | 0.0% | $16.70 | +104.1% | COM | 574599106 |
| PEP | PEPSICO INC | 3,430 | $373K | 0.0% | $75.07 | +8.8% | COM | 713448108 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $345K | 0.0% | $163.01 | +49.6% | COM | 893641100 |
| — | FINISAR CORP | 19,000 | $342K | 0.0% | $22.11 | — | COM NEW | 31787A507 |
| — | ARCONIC INC | 19,500 | $332K | 0.0% | $22.40 | — | COM | 03965L100 |
| SJT | SAN JUAN BASIN RTY TR | 57,000 | $330K | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| TREE | LENDINGTREE INC NEW | 1,500 | $321K | 0.0% | $214.00 | — | COM | 52603B107 |
| — | TECH DATA CORP | 3,830 | $315K | 0.0% | $87.52 | — | COM | 878237106 |
| — | APTIV PLC | 3,440 | $315K | 0.0% | $84.77 | — | SHS | G6095L109 |
| DOCU | DOCUSIGN INC | 5,900 | $312K | 0.0% | $50.48 | 0.0% | COM | 256163106 |
| NVDA | NVIDIA CORP | 1,300 | $308K | 0.0% | $6.01 | 0.0% | COM | 67066G104 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 4,000 | $308K | 0.0% | $62.98 | — | SHS | 337345102 |
| — | ANADARKO PETE CORP | 4,180 | $306K | 0.0% | $49.73 | — | COM | 032511107 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $305K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| — | FIREEYE INC | 19,410 | $299K | 0.0% | $14.50 | — | COM | 31816Q101 |
| T | AT&T INC | 8,934 | $287K | 0.0% | $16.74 | -13.2% | COM | 00206R102 |
| — | TIVO CORP | 21,000 | $282K | 0.0% | $13.43 | — | COM | 88870P106 |
| — | CANOPY GROWTH CORP | 9,500 | $278K | 0.0% | $29.26 | — | COM | 138035100 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $271K | 0.0% | $253.57 | — | TR UNIT | 78462F103 |
| — | LUMENTUM HLDGS INC | 4,500 | $261K | 0.0% | $58.00 | — | COM | 55024u109 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 15,000 | $259K | 0.0% | $8.37 | +24.1% | SH BEN INT | 20451Q104 |
| URI | UNITED RENTALS INC | 1,700 | $251K | 0.0% | $158.24 | 0.0% | COM | 911363109 |
| DAL | DELTA AIR LINES INC DEL | 5,000 | $248K | 0.0% | $49.40 | 0.0% | COM NEW | 247361702 |
| — | SEACOR HOLDINGS INC | 250,000 | $247K | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $243K | 0.0% | $112.31 | +1.4% | COM | 03027X100 |
| D | DOMINION ENERGY INC | 3,565 | $243K | 0.0% | $49.12 | -5.6% | COM | 25746U109 |
| — | INFINERA CORPORATION | 23,900 | $237K | 0.0% | $9.93 | — | COM | 45667G103 |
| — | LOXO ONCOLOGY INC | 1,300 | $226K | 0.0% | $173.85 | — | COM | 548862101 |
| — | JACOBS ENGR GROUP INC DEL | 3,540 | $225K | 0.0% | $58.19 | — | COM | 469814107 |
| INCY | INCYTE CORP | 3,350 | $224K | 0.0% | $111.84 | -38.9% | COM | 45337C102 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $222K | 0.0% | $20.45 | -15.9% | COM | 127097103 |
| — | NEW YORK CMNTY BANCORP INC | 20,000 | $221K | 0.0% | $13.05 | — | COM | 649445103 |
| BA | BOEING CO | 650 | $218K | 0.0% | $322.88 | +2.3% | COM | 097023105 |
| CIEN | CIENA CORP | 8,000 | $212K | 0.0% | $25.40 | 0.0% | COM NEW | 171779309 |
| — | NUVASIVE INC | 4,000 | $208K | 0.0% | $52.19 | — | COM | 670704105 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 3,850 | $208K | 0.0% | $39.69 | 0.0% | COM | 744573106 |
| ITW | ILLINOIS TOOL WKS INC | 1,445 | $200K | 0.0% | $116.05 | +5.7% | COM | 452308109 |
| — | INVESTORS BANCORP INC NEW | 13,000 | $166K | 0.0% | $11.07 | — | COM | 46146L101 |
| VECO | VEECO INSTRS INC DEL | 11,000 | $157K | 0.0% | $16.55 | 0.0% | COM | 922417100 |
| — | SM ENERGY CO | 125,000 | $130K | 0.0% | $1.16 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | NANTHEALTH INC | 38,000 | $126K | 0.0% | $3.32 | — | COM | 630104107 |
| — | STREAMLINE HEALTH SOLUTIONS | 79,896 | $117K | 0.0% | $5.74 | — | COM | 86323X106 |
| — | DERMIRA INC | 12,000 | $110K | 0.0% | $8.10 | — | COM | 24983L104 |
| — | AK STL HLDG CORP | 22,500 | $98,000 | 0.0% | $6.66 | — | COM | 001547108 |
| — | AVADEL PHARMACEUTICALS PLC | 15,000 | $92,000 | 0.0% | $6.97 | — | SPONSORED ADR | 05337M104 |
| — | CHESAPEAKE ENERGY CORP | 81,000 | $80,000 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| — | PANDORA MEDIA INC | 68,000 | $65,000 | 0.0% | $0.98 | — | NOTE 1.750%12/0 | 698354ab3 |
| — | JONES ENERGY INC | 81,700 | $30,000 | 0.0% | $1.62 | — | COM CL A | 48019R108 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $19,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $19,000 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |