Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $3.619B (78.8% shares, 21.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 680,930 | $61.96M | 1.7% | $76.62 | — | CL A | 371559105 |
| — | HMS HLDGS CORP | 1,362,867 | $44.72M | 1.2% | $17.79 | — | COM | 40425J101 |
| LFUS | LITTELFUSE INC | 217,079 | $42.96M | 1.2% | $129.74 | +69.6% | COM | 537008104 |
| KWR | QUAKER CHEM CORP | 211,707 | $42.81M | 1.2% | $96.59 | +80.9% | COM | 747316107 |
| IDA | IDACORP INC | 427,861 | $42.46M | 1.2% | $58.13 | +65.7% | COM | 451107106 |
| RGEN | REPLIGEN CORP | 763,457 | $42.34M | 1.2% | $30.50 | +69.0% | COM | 759916109 |
| NGVT | INGEVITY CORP | 415,559 | $42.34M | 1.2% | $74.69 | +29.2% | COM | 45688C107 |
| HEI/A | HEICO CORP NEW | 555,296 | $41.92M | 1.2% | $36.84 | +84.8% | CL A | 422806208 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 531,722 | $41.61M | 1.1% | $58.16 | +17.6% | COM | 03820C105 |
| ACIW | ACI WORLDWIDE INC | 1,470,855 | $41.39M | 1.1% | $23.37 | +16.7% | COM | 004498101 |
| AAPL | APPLE INC | 182,876 | $41.28M | 1.1% | $69.67 | -29.3% | COM | 037833100 |
| ICLR | ICON PLC | 266,010 | $40.9M | 1.1% | $116.03 | +23.6% | SHS | G4705A100 |
| RJF | RAYMOND JAMES FINANCIAL INC | 440,895 | $40.58M | 1.1% | $38.43 | +42.8% | COM | 754730109 |
| — | SYNEOS HEALTH INC | 768,002 | $39.59M | 1.1% | $37.78 | — | CL A | 87166B102 |
| RNST | RENASANT CORP | 958,324 | $39.49M | 1.1% | $46.52 | -2.6% | COM | 75970E107 |
| TDY | TELEDYNE TECHNOLOGIES INC | 154,674 | $38.16M | 1.1% | $99.43 | +129.3% | COM | 879360105 |
| CFR | CULLEN FROST BANKERS INC | 360,700 | $37.67M | 1.0% | $66.01 | +34.7% | COM | 229899109 |
| WAL | WESTERN ALLIANCE BANCORP | 658,773 | $37.48M | 1.0% | $39.26 | +27.3% | COM | 957638109 |
| IWM | ISHARES TR | 220,000 | $37.08M | 1.0% | $5.47 | — | Put | 464287655 |
| — | REALPAGE INC | 558,717 | $36.82M | 1.0% | $44.30 | — | COM | 75606N109 |
| — | POLYONE CORP | 809,866 | $35.41M | 1.0% | $43.43 | — | COM | 73179P106 |
| SMTC | SEMTECH CORP | 628,693 | $34.95M | 1.0% | $33.81 | +54.6% | COM | 816850101 |
| — | BARNES GROUP INC | 487,570 | $34.63M | 1.0% | $42.46 | — | COM | 067806109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 192,386 | $34.02M | 0.9% | $108.20 | +48.1% | CL A | 989207105 |
| — | CORNERSTONE ONDEMAND INC | 594,074 | $33.71M | 0.9% | $36.06 | — | COM | 21925Y103 |
| WLY | WILEY JOHN & SONS INC | 516,095 | $31.27M | 0.9% | $41.03 | +18.8% | CL A | 968223206 |
| LKQ | LKQ CORP | 982,149 | $31.11M | 0.9% | $24.75 | +20.6% | COM | 501889208 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 541,429 | $30.77M | 0.9% | $43.69 | +27.0% | COM | 78467J100 |
| GIII | G-III APPAREL GROUP LTD | 624,979 | $30.12M | 0.8% | $30.14 | +50.3% | COM | 36237H101 |
| — | AARONS INC | 546,670 | $29.77M | 0.8% | $32.13 | — | COM PAR $0.50 | 002535300 |
| — | COUSINS PPTYS INC | 3,334,048 | $29.64M | 0.8% | $9.36 | — | COM | 222795106 |
| ODFL | OLD DOMINION FGHT LINES INC | 183,344 | $29.57M | 0.8% | $30.56 | +60.2% | COM | 679580100 |
| SM | SM ENERGY CO | 900,050 | $28.38M | 0.8% | $18.60 | +39.0% | COM | 78454L100 |
| HCSG | HEALTHCARE SVCS GRP INC | 683,136 | $27.75M | 0.8% | $29.23 | +42.1% | COM | 421906108 |
| JPM | JPMORGAN CHASE & CO | 237,195 | $26.77M | 0.7% | $54.78 | +69.1% | COM | 46625H100 |
| WABC | WESTAMERICA BANCORPORATION | 442,459 | $26.62M | 0.7% | $41.08 | +17.9% | COM | 957090103 |
| RLI | RLI CORP | 335,267 | $26.34M | 0.7% | $18.99 | +54.6% | COM | 749607107 |
| — | IBERIABANK CORP | 323,626 | $26.33M | 0.7% | $62.60 | — | COM | 450828108 |
| APH | AMPHENOL CORP NEW | 277,055 | $26.05M | 0.7% | $34.41 | -37.1% | CL A | 032095101 |
| — | CORELOGIC INC | 519,788 | $25.68M | 0.7% | $36.65 | — | COM | 21871D103 |
| PB | PROSPERITY BANCSHARES INC | 365,224 | $25.33M | 0.7% | $47.00 | +21.8% | COM | 743606105 |
| RLJ | RLJ LODGING TR | 1,146,780 | $25.26M | 0.7% | $22.00 | — | COM | 74965L101 |
| MD | MEDNAX INC | 541,426 | $25.26M | 0.7% | $47.28 | -2.9% | COM | 58502B106 |
| FULT | FULTON FINL CORP PA | 1,466,866 | $24.42M | 0.7% | $9.54 | +34.7% | COM | 360271100 |
| BRKR | BRUKER CORP | 721,921 | $24.15M | 0.7% | $21.55 | +48.9% | COM | 116794108 |
| — | K12 INC | 1,328,297 | $23.51M | 0.6% | $17.65 | — | COM | 48273u102 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 664,316 | $23.38M | 0.6% | $36.99 | +7.7% | COM | 00404A109 |
| MLI | MUELLER INDS INC | 802,643 | $23.26M | 0.6% | $19.05 | -27.1% | COM | 624756102 |
| DHR | DANAHER CORP DEL | 213,227 | $23.17M | 0.6% | $51.90 | +69.6% | COM | 235851102 |
| — | WELLS FARGO CO NEW | 17,264 | $22.21M | 0.6% | $537.47 | — | PERP PFD CNV A | 949746804 |
| DECK | DECKERS OUTDOOR CORP | 185,466 | $21.99M | 0.6% | $19.69 | -1.4% | COM | 243537107 |
| WTS | WATTS WATER TECHNOLOGIES INC | 258,192 | $21.43M | 0.6% | $66.33 | +24.8% | CL A | 942749102 |
| FTV | FORTIVE CORP | 251,821 | $21.2M | 0.6% | $36.92 | +34.7% | COM | 34959J108 |
| — | AMERISAFE INC | 339,140 | $21.01M | 0.6% | $58.12 | — | COM | 03071h100 |
| OIS | OIL STS INTL INC | 624,371 | $20.73M | 0.6% | $39.27 | -16.9% | COM | 678026105 |
| TXRH | TEXAS ROADHOUSE INC | 296,433 | $20.54M | 0.6% | $22.42 | +168.3% | COM | 882681109 |
| — | RITCHIE BROS AUCTIONEERS | 557,506 | $20.14M | 0.6% | $29.15 | — | COM | 767744105 |
| — | RESOURCES CONNECTION INC | 1,189,048 | $19.74M | 0.5% | $14.52 | — | COM | 76122q105 |
| CNC | CENTENE CORP DEL | 135,698 | $19.65M | 0.5% | $38.48 | +80.4% | COM | 15135B101 |
| — | BIOTELEMETRY INC | 297,551 | $19.18M | 0.5% | $32.60 | — | COM | 090672106 |
| BLKB | BLACKBAUD INC | 187,602 | $19.04M | 0.5% | $96.22 | +7.4% | COM | 09227Q100 |
| CMP | COMPASS MINERALS INTL INC | 266,355 | $17.9M | 0.5% | $52.41 | +1.6% | COM | 20451N101 |
| — | SPARTANNASH CO | 883,790 | $17.73M | 0.5% | $23.60 | — | COM | 847215100 |
| EGP | EASTGROUP PPTY INC | 183,024 | $17.5M | 0.5% | $95.62 | — | COM | 277276101 |
| WWD | WOODWARD INC | 215,991 | $17.46M | 0.5% | $53.85 | +42.3% | COM | 980745103 |
| PFGC | PERFORMANCE FOOD GROUP CO | 523,721 | $17.44M | 0.5% | $30.13 | +16.9% | COM | 71377A103 |
| — | CARRIZO OIL & GAS INC | 658,115 | $16.58M | 0.5% | $25.38 | — | COM | 144577103 |
| — | BANK AMER CORP | 12,714 | $16.43M | 0.5% | $1178.32 | — | 7.25%CNV PFD L | 060505682 |
| — | CEMEX SAB DE CV | 15,977,000 | $16.18M | 0.4% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| BKE | BUCKLE INC | 694,017 | $16M | 0.4% | $21.11 | -46.9% | COM | 118440106 |
| BDX | BECTON DICKINSON & CO | 61,153 | $15.96M | 0.4% | $165.42 | +33.2% | COM | 075887109 |
| HMN | HORACE MANN EDUCATORS CORP N | 348,430 | $15.64M | 0.4% | $40.72 | +11.7% | COM | 440327104 |
| — | ALTABA INC | 228,929 | $15.6M | 0.4% | $71.68 | — | COM | 021346101 |
| PCTY | PAYLOCITY HLDG CORP | 190,718 | $15.32M | 0.4% | $50.25 | +41.0% | COM | 70438V106 |
| WSFS | WSFS FINL CORP | 323,996 | $15.28M | 0.4% | $51.47 | 0.0% | COM | 929328102 |
| — | CORESITE RLTY CORP | 136,554 | $15.18M | 0.4% | $50.93 | — | COM | 21870Q105 |
| SXT | SENSIENT TECHNOLOGIES CORP | 190,051 | $14.54M | 0.4% | $75.75 | -5.8% | COM | 81725T100 |
| CMC | COMMERCIAL METALS CO | 702,063 | $14.41M | 0.4% | $15.35 | +22.7% | COM | 201723103 |
| DIS | DISNEY WALT CO | 122,137 | $14.28M | 0.4% | $98.90 | +7.8% | COM DISNEY | 254687106 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 372,223 | $14.1M | 0.4% | $42.10 | -10.2% | COM | 74112D101 |
| BL | BLACKLINE INC | 245,232 | $13.85M | 0.4% | $39.75 | +25.3% | COM | 09239B109 |
| STZ | CONSTELLATION BRANDS INC | 63,867 | $13.77M | 0.4% | $149.14 | +26.4% | CL A | 21036P108 |
| V | VISA INC | 90,936 | $13.65M | 0.4% | $92.00 | +46.8% | COM CL A | 92826C839 |
| BURL | BURLINGTON STORES INC | 82,358 | $13.42M | 0.4% | $54.65 | +192.0% | COM | 122017106 |
| SMP | STANDARD MTR PRODS INC | 267,155 | $13.15M | 0.4% | $47.34 | +4.8% | COM | 853666105 |
| — | FORUM ENERGY TECHNOLOGIES IN | 1,270,115 | $13.15M | 0.4% | $13.22 | — | COM | 34984V100 |
| — | IAC INTERACTIVECORP | 59,460 | $12.89M | 0.4% | $65.02 | — | COM | 44919P508 |
| GPI | GROUP 1 AUTOMOTIVE INC | 197,686 | $12.83M | 0.4% | $71.13 | +1.6% | COM | 398905109 |
| — | BECTON DICKINSON & CO | 193,500 | $12.68M | 0.4% | $55.80 | — | PFD SHS CONV A | 075887208 |
| MSA | MSA SAFETY INC | 118,425 | $12.61M | 0.3% | $92.15 | +9.6% | COM | 553498106 |
| MNRO | MONRO INC | 179,495 | $12.49M | 0.3% | $56.46 | +21.2% | COM | 610236101 |
| CSGS | CSG SYS INTL INC | 310,214 | $12.45M | 0.3% | $35.71 | -5.3% | COM | 126349109 |
| — | DIPLOMAT PHARMACY INC | 630,117 | $12.23M | 0.3% | $21.17 | — | COM | 25456K101 |
| JNJ | JOHNSON & JOHNSON | 86,746 | $11.99M | 0.3% | $73.03 | +47.9% | COM | 478160104 |
| — | RUDOLPH TECHNOLOGIES INC | 485,735 | $11.88M | 0.3% | $17.70 | — | COM | 781270103 |
| — | NAVISTAR INTL CORP NEW | 11,668,000 | $11.84M | 0.3% | $1.00 | — | NOTE 4.750% 4/1 | 63934eas7 |
| — | NIC INC | 798,914 | $11.82M | 0.3% | $15.93 | — | COM | 62914b100 |
| AME | AMETEK INC NEW | 148,763 | $11.77M | 0.3% | $67.49 | +7.9% | COM | 031100100 |
| CAKE | CHEESECAKE FACTORY INC | 217,322 | $11.63M | 0.3% | $38.71 | +19.3% | COM | 163072101 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 79,072 | $11.63M | 0.3% | $113.08 | -1.1% | COM | 22410J106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 149,482 | $11.2M | 0.3% | $54.81 | +24.7% | COM | 45866F104 |
| HBAN | HUNTINGTON BANCSHARES INC | 750,257 | $11.19M | 0.3% | $11.01 | +0.9% | COM | 446150104 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 10,594,000 | $11.17M | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | EXACT SCIENCES CORP | 8,850,000 | $10.96M | 0.3% | $1.01 | — | DBCV 1.000% 1/1 | 30063paa3 |
| — | COTT CORP QUE | 676,368 | $10.92M | 0.3% | $16.15 | — | COM | 22163N106 |
| GOOG | ALPHABET INC | 9,085 | $10.84M | 0.3% | $40.84 | +45.6% | CAP STK CL C | 02079K107 |
| — | FIREEYE INC | 10,962,000 | $10.52M | 0.3% | $0.93 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | MICROCHIP TECHNOLOGY INC | 6,916,000 | $10.48M | 0.3% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | TWITTER INC | 10,713,000 | $10.37M | 0.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | DISH NETWORK CORP | 10,800,000 | $10.3M | 0.3% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | MICROCHIP TECHNOLOGY INC | 9,600,000 | $10.22M | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| BDC | BELDEN INC | 140,393 | $10.03M | 0.3% | $62.63 | +7.1% | COM | 077454106 |
| — | NATIONAL INSTRS CORP | 198,433 | $9.59M | 0.3% | $35.64 | — | COM | 636518102 |
| — | TUTOR PERINI CORP | 9,266,000 | $9.47M | 0.3% | $1.08 | — | NOTE 2.875% 6/1 | 901109ad0 |
| — | WEATHERFORD INTL LTD | 9,819,000 | $9.279M | 0.3% | $0.98 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | AKAMAI TECHNOLOGIES INC | 9,247,000 | $9.187M | 0.3% | $0.99 | — | DBCV 2/1 | 00971tag6 |
| — | NXP SEMICONDUCTORS N V | 8,714,000 | $9.103M | 0.3% | $1.12 | — | NOTE 1.000%12/0 | 62952qab6 |
| CVX | CHEVRON CORP NEW | 73,340 | $8.968M | 0.2% | $83.22 | +5.6% | COM | 166764100 |
| — | GREENBRIER COS INC | 7,450,000 | $8.903M | 0.2% | $1.15 | — | NOTE 2.875% 2/0 | 393657ak7 |
| — | ELECTRONICS FOR IMAGING INC | 8,923,000 | $8.901M | 0.2% | $0.99 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,229,000 | $8.895M | 0.2% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | HURON CONSULTING GROUP INC | 9,146,000 | $8.881M | 0.2% | $0.95 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | NEW MTN FIN CORP | 8,726,000 | $8.846M | 0.2% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| UNP | UNION PAC CORP | 53,475 | $8.707M | 0.2% | $72.52 | +76.2% | COM | 907818108 |
| — | SEACOR HOLDINGS INC | 8,966,000 | $8.605M | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | HERBALIFE LTD | 6,528,000 | $8.513M | 0.2% | $1.01 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | CBS CORP NEW | 147,214 | $8.457M | 0.2% | $58.45 | — | CL B | 124857202 |
| — | CALAMP CORP | 7,986,000 | $8.42M | 0.2% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| ZTS | ZOETIS INC | 91,955 | $8.419M | 0.2% | $35.87 | +133.2% | CL A | 98978V103 |
| NMFC | NEW MTN FIN CORP | 620,564 | $8.378M | 0.2% | $9.45 | -34.6% | COM | 647551100 |
| — | ECHO GLOBAL LOGISTICS INC | 7,839,000 | $8.245M | 0.2% | $1.00 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | CLEVELAND CLIFFS INC | 5,000,000 | $8.228M | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | CAESARS ENTMT CORP | 5,000,000 | $8.178M | 0.2% | $1.94 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | INTEL CORP | 3,544,000 | $8.136M | 0.2% | $2.51 | — | SDCV 3.250% 8/0 | 458140af7 |
| — | VIPSHOP HLDGS LTD | 8,246,000 | $8.086M | 0.2% | $1.00 | — | NOTE 1.500% 3/1 | 92763waa1 |
| — | ROYAL DUTCH SHELL PLC | 111,591 | $7.604M | 0.2% | $57.52 | — | SPONS ADR A | 780259206 |
| — | PRICELINE GRP INC | 4,997,000 | $7.565M | 0.2% | $1.44 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | VERINT SYS INC | 7,253,000 | $7.511M | 0.2% | $0.99 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | ISIS PHARMACEUTICALS INC DEL | 7,093,000 | $7.474M | 0.2% | $1.07 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | SERVICENOW INC | 5,000,000 | $7.452M | 0.2% | $1.49 | — | NOTE 6/0 | 81762pac6 |
| TRUP | TRUPANION INC | 208,002 | $7.432M | 0.2% | $33.61 | +14.8% | COM | 898202106 |
| AMZN | AMAZON COM INC | 3,701 | $7.413M | 0.2% | $41.29 | +127.7% | COM | 023135106 |
| FNV | FRANCO NEVADA CORP | 115,827 | $7.245M | 0.2% | $59.93 | +6.2% | COM | 351858105 |
| NEE | NEXTERA ENERGY INC | 43,080 | $7.22M | 0.2% | $22.46 | +57.9% | COM | 65339F101 |
| — | EZCORP INC | 7,223,000 | $7.149M | 0.2% | $0.95 | — | NOTE 2.125% 6/1 | 302301ab2 |
| — | SILVER STD RES INC | 7,224,000 | $7.125M | 0.2% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| SHW | SHERWIN WILLIAMS CO | 15,524 | $7.067M | 0.2% | $83.01 | +67.0% | COM | 824348106 |
| — | MACQUARIE INFRASTRUCTURE COR | 6,984,000 | $6.923M | 0.2% | $1.03 | — | NOTE 2.875% 7/1 | 55608baa3 |
| MO | ALTRIA GROUP INC | 113,705 | $6.858M | 0.2% | $29.56 | +13.5% | COM | 02209S103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 31,705 | $6.788M | 0.2% | $147.14 | +39.4% | CL B NEW | 084670702 |
| — | WRIGHT MED GROUP INC | 6,132,000 | $6.757M | 0.2% | $1.01 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | DYCOM INDS INC | 6,080,000 | $6.73M | 0.2% | $1.09 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | LUMENTUM HLDGS INC | 5,545,000 | $6.657M | 0.2% | $1.23 | — | NOTE 0.250% 3/1 | 55024uab5 |
| VZ | VERIZON COMMUNICATIONS INC | 124,516 | $6.648M | 0.2% | $30.96 | +15.1% | COM | 92343V104 |
| — | AETNA INC NEW | 32,404 | $6.573M | 0.2% | $110.21 | — | COM | 00817Y108 |
| — | ENCORE CAP GROUP INC | 6,550,000 | $6.562M | 0.2% | $1.06 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | NOVELLUS SYS INC | 1,426,000 | $6.536M | 0.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | NEVRO CORP | 6,551,000 | $6.502M | 0.2% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| FISV | FISERV INC | 78,432 | $6.461M | 0.2% | $70.83 | +10.8% | COM | 337738108 |
| — | ARES CAP CORP | 6,317,000 | $6.345M | 0.2% | $1.02 | — | NOTE 4.375% 1/1 | 04010lam5 |
| — | HORIZON PHARMA INVT LTD | 6,278,000 | $6.332M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | MICRON TECHNOLOGY INC | 1,522,000 | $6.286M | 0.2% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | ROVI CORP | 6,499,000 | $6.19M | 0.2% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | RAYTHEON CO | 29,781 | $6.155M | 0.2% | $193.37 | — | COM NEW | 755111507 |
| — | INTRICON CORP | 107,686 | $6.052M | 0.2% | $56.20 | — | COM | 46121H109 |
| — | DERMIRA INC | 7,142,000 | $5.944M | 0.2% | $0.82 | — | NOTE 3.000% 5/1 | 24983lab0 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,700,000 | $5.861M | 0.2% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| — | WRIGHT MED GROUP N V | 4,000,000 | $5.79M | 0.2% | $1.20 | — | NOTE 2.250%11/1 | 98236jab4 |
| OSPN | ONESPAN INC | 299,383 | $5.703M | 0.2% | $17.63 | +2.7% | COM | 68287N100 |
| — | SPIRIT RLTY CAP INC NEW | 5,556,000 | $5.543M | 0.2% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | RTI INTL METALS INC | 5,416,000 | $5.542M | 0.2% | $1.01 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | COLONY STARWOOD HOMES | 5,000,000 | $5.53M | 0.2% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| — | CHESAPEAKE ENERGY CORP | 5,517,000 | $5.437M | 0.2% | $0.86 | — | NOTE 5.500% 9/1 | 165167cy1 |
| — | ADVANCED MICRO DEVICES INC | 1,400,000 | $5.436M | 0.2% | $1.49 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | FLEXION THERAPEUTICS INC | 5,300,000 | $5.393M | 0.1% | $1.23 | — | NOTE 3.375% 5/0 | 33938jab2 |
| — | JAZZ INVESTMENTS I LTD | 4,981,000 | $5.342M | 0.1% | $1.06 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | MOLINA HEALTHCARE INC | 1,460,000 | $5.325M | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | PACIRA PHARMACEUTICALS INC | 5,000,000 | $5.306M | 0.1% | $0.92 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | NUVASIVE INC | 4,134,000 | $5.235M | 0.1% | $1.18 | — | NOTE 2.250% 3/1 | 670704ag0 |
| MDLZ | MONDELEZ INTL INC | 120,708 | $5.186M | 0.1% | $30.25 | +17.7% | CL A | 609207105 |
| — | SEACOR HOLDINGS INC | 5,151,000 | $5.151M | 0.1% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | DOWDUPONT INC | 79,262 | $5.097M | 0.1% | $69.03 | — | COM | 26078J100 |
| — | ENCORE CAP GROUP INC | 5,434,000 | $5.067M | 0.1% | $0.92 | — | NOTE 2.875% 3/1 | 292554ah5 |
| — | RADIUS HEALTH INC | 6,500,000 | $5.038M | 0.1% | $0.89 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | PALO ALTO NETWORKS INC | 2,473,000 | $5.034M | 0.1% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| — | FINISAR CORP | 5,050,000 | $5.02M | 0.1% | $1.02 | — | NOTE 0.500%12/1 | 31787aam3 |
| — | TITAN MACHY INC | 5,042,000 | $5.004M | 0.1% | $0.99 | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | INPHI CORP | 4,300,000 | $4.959M | 0.1% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| NVO | NOVO-NORDISK A S | 105,025 | $4.951M | 0.1% | $68.29 | — | ADR | 670100205 |
| MSFT | MICROSOFT CORP | 42,743 | $4.889M | 0.1% | $77.91 | +29.4% | COM | 594918104 |
| META | FACEBOOK INC | 29,400 | $4.835M | 0.1% | $111.38 | +61.4% | CL A | 30303M102 |
| — | FORTIVE CORP | 4,500 | $4.835M | 0.1% | $1074.44 | — | 5% PFD CNV SER A | 34959J207 |
| FNF | FIDELITY NATIONAL FINANCIAL | 121,900 | $4.797M | 0.1% | $17.29 | +60.5% | FNF GROUP COM | 31620R303 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,175,000 | $4.667M | 0.1% | $0.89 | — | NOTE 2.000%10/0 | 55608bab1 |
| MCD | MCDONALDS CORP | 27,521 | $4.604M | 0.1% | $86.16 | +56.5% | COM | 580135101 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,250,000 | $4.566M | 0.1% | $0.92 | — | NOTE 2.500% 2/0 | 014339aa3 |
| — | WAYFAIR INC | 3,000,000 | $4.534M | 0.1% | $1.51 | — | NOTE 0.375% 9/0 | 94419lab7 |
| HON | HONEYWELL INTL INC | 27,216 | $4.529M | 0.1% | $81.76 | +48.7% | COM | 438516106 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,000,000 | $4.519M | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | REALPAGE INC | 2,750,000 | $4.503M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| — | YANDEX NV | 4,465,000 | $4.426M | 0.1% | $1.00 | — | NOTE 1.125%12/1 | 98474tab3 |
| PM | PHILIP MORRIS INTL INC | 53,245 | $4.342M | 0.1% | $70.74 | -21.6% | COM | 718172109 |
| — | HUBSPOT INC | 2,620,000 | $4.32M | 0.1% | $1.43 | — | NOTE 0.250% 6/0 | 443573ab6 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,107,000 | $4.256M | 0.1% | $1.07 | — | NOTE 0.750%10/1 | 09061gae1 |
| QCOM | QUALCOMM INC | 58,050 | $4.181M | 0.1% | $59.70 | -8.5% | COM | 747525103 |
| — | NABORS INDUSTRIES LTD | 95,000 | $4.163M | 0.1% | $44.88 | — | 6% PFD CNV SR A | G6359f129 |
| — | PRA GROUP INC | 4,000,000 | $4.133M | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| — | LAZARD LTD | 85,587 | $4.119M | 0.1% | $38.90 | — | SHS A | G54050102 |
| — | PROS HOLDINGS INC | 3,522,000 | $4.101M | 0.1% | $0.95 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | CITRIX SYS INC | 2,650,000 | $4.075M | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | GUIDEWIRE SOFTWARE INC | 3,750,000 | $4.021M | 0.1% | $1.00 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| — | ENSCO JERSEY FIN LTD | 4,000,000 | $3.983M | 0.1% | $0.89 | — | NOTE 3.000% 1/3 | 29359wab1 |
| — | YAHOO INC | 3,100,000 | $3.954M | 0.1% | $1.20 | — | NOTE 12/0 | 984332af3 |
| — | XILINX INC | 49,075 | $3.934M | 0.1% | $63.63 | — | COM | 983919101 |
| — | WHITING PETE CORP NEW | 4,097,000 | $3.931M | 0.1% | $0.96 | — | NOTE 1.250% 4/0 | 966387al6 |
| — | PANDORA MEDIA INC | 3,996,000 | $3.912M | 0.1% | $0.98 | — | NOTE 1.750%12/0 | 698354ab3 |
| — | TERADYNE INC | 3,000,000 | $3.904M | 0.1% | $1.36 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | VECTOR GROUP LTD | 3,600,000 | $3.897M | 0.1% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,239,000 | $3.873M | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | HESS CORP | 48,500 | $3.857M | 0.1% | $59.75 | — | DEP PDF SR A | 42809H404 |
| — | MACQUARIE INFRASTRUCTURE COR | 83,500 | $3.852M | 0.1% | $46.23 | — | COM | 55608B105 |
| — | CTRIP COM INTL LTD | 3,920,000 | $3.842M | 0.1% | $1.04 | — | NOTE 1.250% 9/1 | 22943fam2 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 12 | $3.84M | 0.1% | $134052.62 | +131.0% | CL A | 084670108 |
| — | DEXCOM INC | 2,500,000 | $3.833M | 0.1% | $1.53 | — | NOTE 0.750% 5/1 | 252131af4 |
| — | CTRIP COM INTL LTD | 3,768,000 | $3.705M | 0.1% | $1.05 | — | NOTE 1.000% 7/0 | 22943faf7 |
| ROP | ROPER TECHNOLOGIES INC | 12,419 | $3.679M | 0.1% | $195.68 | +44.3% | COM | 776696106 |
| — | RED HAT INC | 1,987,000 | $3.675M | 0.1% | $1.22 | — | NOTE 0.250%10/0 | 756577ad4 |
| TXN | TEXAS INSTRS INC | 34,225 | $3.672M | 0.1% | $43.87 | +105.7% | COM | 882508104 |
| — | CARDTRONICS INC | 3,782,000 | $3.672M | 0.1% | $0.95 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | NAVISTAR INTL CORP NEW | 3,639,000 | $3.639M | 0.1% | $0.99 | — | NOTE 4.500%10/1 | 63934eaq1 |
| — | TESARO INC | 2,718,000 | $3.62M | 0.1% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| — | TESLA INC | 3,500,000 | $3.576M | 0.1% | $1.24 | — | NOTE 2.375% 3/1 | 88160rad3 |
| — | INSMED INC | 4,200,000 | $3.575M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| ARCC | ARES CAP CORP | 207,345 | $3.564M | 0.1% | $12.41 | -31.7% | COM | 04010L103 |
| — | VECTOR GROUP LTD | 3,408,000 | $3.553M | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | NUANCE COMMUNICATIONS INC | 3,750,000 | $3.529M | 0.1% | $0.91 | — | DBCV 1.000%12/1 | 67020yak6 |
| T | AT&T INC | 104,797 | $3.519M | 0.1% | $14.67 | -1.3% | COM | 00206R102 |
| — | MICRON TECHNOLOGY INC | 2,257,000 | $3.501M | 0.1% | $1.19 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | LIVE NATION ENTERTAINMENT IN | 2,190,000 | $3.448M | 0.1% | $1.08 | — | NOTE 2.500% 5/1 | 538034aj8 |
| — | KB HOME | 3,366,000 | $3.439M | 0.1% | $1.06 | — | NOTE 1.375% 2/0 | 48666kas8 |
| KKR | KKR & CO INC | 125,798 | $3.431M | 0.1% | $24.47 | 0.0% | CL A | 48251W104 |
| — | TTM TECHNOLOGIES INC | 2,000,000 | $3.415M | 0.1% | $1.25 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | ANTHEM INC | 900,000 | $3.401M | 0.1% | $3.39 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $3.395M | 0.1% | $1.34 | — | NOTE 2.250%12/1 | 007800ab1 |
| AMAT | APPLIED MATLS INC | 87,549 | $3.384M | 0.1% | $27.67 | +47.1% | COM | 038222105 |
| — | BLACKSTONE MTG TR INC | 3,375,000 | $3.381M | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | CROWN CASTLE INTL CORP NEW | 3,100 | $3.355M | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | REDFIN CORP | 3,600,000 | $3.272M | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737faa6 |
| NOC | NORTHROP GRUMMAN CORP | 10,065 | $3.194M | 0.1% | $216.92 | +24.4% | COM | 666807102 |
| — | FORESTAR GROUP INC | 3,200,000 | $3.184M | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | INVACARE CORP | 2,802,000 | $3.177M | 0.1% | $1.34 | — | NOTE 4.500% 6/0 | 461203ah4 |
| — | TESLA INC | 3,300,000 | $3.168M | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | CYPRESS SEMICONDUCTOR CORP | 2,492,000 | $3.146M | 0.1% | $1.33 | — | NOTE 4.500% 1/1 | 232806am1 |
| KHC | KRAFT HEINZ CO | 56,948 | $3.138M | 0.1% | $47.86 | -12.7% | COM | 500754106 |
| — | AMAG PHARMACEUTICALS INC | 3,000,000 | $3.133M | 0.1% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| — | BLACK KNIGHT INC | 59,779 | $3.106M | 0.1% | $44.34 | — | COM | 09215C105 |
| — | TELADOC HEALTH INC | 1,500,000 | $3.101M | 0.1% | $2.07 | — | NOTE 3.000%12/1 | 87918aab1 |
| — | ENDOLOGIX INC | 1,587,792 | $3.033M | 0.1% | $4.76 | — | COM | 29266s106 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $3.027M | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3.005M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| XOM | EXXON MOBIL CORP | 35,085 | $2.983M | 0.1% | $67.99 | -14.4% | COM | 30231G102 |
| — | EPR PPTYS | 83,400 | $2.974M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | TRANSOCEAN INC | 2,000,000 | $2.97M | 0.1% | $1.49 | — | DEB 0.500% 1/3 | 893830bj7 |
| — | SM ENERGY CO | 2,686,000 | $2.941M | 0.1% | $1.10 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | TEAM INC | 2,300,000 | $2.913M | 0.1% | $1.27 | — | NOTE 5.000% 8/0 | 878155ae0 |
| — | PDC ENERGY INC | 2,986,000 | $2.902M | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | EVOLENT HEALTH INC | 2,125,000 | $2.884M | 0.1% | $1.17 | — | NOTE 2.000%12/0 | 30050bab7 |
| — | MERITOR INC | 3,000,000 | $2.863M | 0.1% | $0.95 | — | NOTE 3.250%10/1 | 59001kaf7 |
| — | LENDINGTREE INC NEW | 2,250,000 | $2.853M | 0.1% | $1.22 | — | NOTE 0.625% 6/0 | 52603baa5 |
| ABBV | ABBVIE INC | 29,675 | $2.807M | 0.1% | $39.61 | +74.6% | COM | 00287Y109 |
| NKE | NIKE INC | 32,975 | $2.794M | 0.1% | $51.28 | +42.3% | CL B | 654106103 |
| — | ENVESTNET INC | 2,522,000 | $2.788M | 0.1% | $1.02 | — | NOTE 1.750%12/1 | 29404kaa4 |
| — | ON SEMICONDUCTOR CORP | 2,380,000 | $2.764M | 0.1% | $0.93 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | ENDOLOGIX INC | 2,846,000 | $2.761M | 0.1% | $0.95 | — | NOTE 2.250%12/1 | 29266saa4 |
| — | MEDICINES CO | 3,000,000 | $2.745M | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | OASIS PETE INC NEW | 2,000,000 | $2.695M | 0.1% | $1.30 | — | NOTE 2.625% 9/1 | 674215aj7 |
| HIG | HARTFORD FINL SVCS GROUP INC | 53,500 | $2.673M | 0.1% | $25.51 | +70.7% | COM | 416515104 |
| — | ASSURANT INC | 23,000 | $2.649M | 0.1% | $103.79 | — | 6.50% CONV PFD D | 04621x207 |
| — | J2 GLOBAL INC | 2,000,000 | $2.598M | 0.1% | $1.27 | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | RAYONIER ADVANCED MATLS INC | 20,000 | $2.577M | 0.1% | $145.20 | — | PFD CV SER A | 75508B203 |
| — | INFINERA CORPORATION | 2,500,000 | $2.536M | 0.1% | $1.01 | — | NOTE 2.125% 9/0 | 45667gac7 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,495,000 | $2.52M | 0.1% | $1.02 | — | NOTE 3.750%12/1 | 02917tab0 |
| EPD | ENTERPRISE PRODS PARTNERS L | 86,296 | $2.479M | 0.1% | $41.68 | — | COM | 293792107 |
| — | NVIDIA CORP | 175,000 | $2.449M | 0.1% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.41M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | MEDICINES CO | 2,200,000 | $2.366M | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| MCHP | MICROCHIP TECHNOLOGY INC | 29,790 | $2.351M | 0.1% | $39.91 | -3.6% | COM | 595017104 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,000,000 | $2.311M | 0.1% | $1.15 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | KNOWLES CORP | 2,000,000 | $2.298M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | NEW YORK CMNTY CAP TR V | 46,366 | $2.281M | 0.1% | $49.39 | — | UNIT 11/01/2051 | 64944p307 |
| — | UNISYS CORP | 1,000,000 | $2.206M | 0.1% | $1.53 | — | NOTE 5.500% 3/0 | 909214bs6 |
| BGS | B & G FOODS INC NEW | 80,250 | $2.203M | 0.1% | $16.42 | -2.0% | COM | 05508R106 |
| — | SYNAPTICS INC | 2,280,000 | $2.189M | 0.1% | $0.98 | — | NOTE 0.500% 6/1 | 87157dad1 |
| — | WORLD WRESTLING ENTMT INC | 22,350 | $2.162M | 0.1% | $72.80 | — | CL A | 98156Q108 |
| — | VEECO INSTRS INC DEL | 2,500,000 | $2.116M | 0.1% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | CSG SYS INTL INC | 2,000,000 | $2.115M | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | EZCORP INC | 1,700,000 | $2.111M | 0.1% | $1.24 | — | NOTE 2.875% 7/0 | 302301af3 |
| — | ALLETE INC | 28,000 | $2.1M | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | GOLAR LNG LTD | 2,000,000 | $2.1M | 0.1% | $1.03 | — | NOTE 2.750% 2/1 | 38046yab7 |
| — | FINISAR CORP | 2,250,000 | $2.064M | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787aap6 |
| ALLE | ALLEGION PUB LTD CO | 22,691 | $2.055M | 0.1% | $76.06 | +1.1% | ORD SHS | G0176J109 |
| — | RPM INTL INC | 1,600,000 | $1.977M | 0.1% | $1.24 | — | NOTE 2.250%12/1 | 749685at0 |
| — | VISTRA ENERGY CORP | 20,000 | $1.941M | 0.1% | $96.13 | — | UNIT 02/02/2024 | 92840M300 |
| — | REDWOOD TR INC | 2,000,000 | $1.931M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | COLONY CAP INC NEW | 310,785 | $1.893M | 0.1% | $6.23 | — | CL A COM | 19626G108 |
| — | ILLUMINA INC | 1,250,000 | $1.893M | 0.1% | $1.51 | — | NOTE 0.500% 6/1 | 452327ah2 |
| — | INCYTE CORP | 1,321,000 | $1.892M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| NXPI | NXP SEMICONDUCTORS N V | 22,120 | $1.891M | 0.1% | $99.54 | -14.4% | COM | N6596X109 |
| — | NEUROCRINE BIOSCIENCES INC | 1,100,000 | $1.879M | 0.1% | $1.45 | — | NOTE 2.250% 5/1 | 64125cad1 |
| — | ANI PHARMACEUTICALS INC | 1,758,000 | $1.862M | 0.1% | $1.07 | — | NOTE 3.000%12/0 | 00182caa1 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 1,500,000 | $1.811M | 0.1% | $1.21 | — | NOTE 1.875% 6/0 | 049164bj4 |
| — | II VI INC | 1,500,000 | $1.756M | 0.0% | $1.17 | — | NOTE 0.250% 9/0 | 902104ab4 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,500,000 | $1.755M | 0.0% | $1.05 | — | NOTE 1.000% 1/3 | 531229af9 |
| — | IGI LABORATORIES INC | 1,800,000 | $1.724M | 0.0% | $0.97 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | CHENIERE ENERGY INC | 2,120,000 | $1.706M | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,300,000 | $1.695M | 0.0% | $1.04 | — | DBCV 2.250% 6/1 | 46333xad0 |
| — | ROYAL GOLD INC | 1,679,000 | $1.694M | 0.0% | $1.01 | — | NOTE 2.875% 6/1 | 780287aa6 |
| — | ALLERGAN PLC | 8,892 | $1.694M | 0.0% | $166.66 | — | SHS | G0177J108 |
| INTU | INTUIT | 7,313 | $1.663M | 0.0% | $127.17 | +60.8% | COM | 461202103 |
| — | SERVICENOW INC | 615,000 | $1.623M | 0.0% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1.558M | 0.0% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| CMCSA | COMCAST CORP NEW | 43,850 | $1.553M | 0.0% | $28.83 | +1.8% | CL A | 20030N101 |
| — | NUANCE COMMUNICATIONS INC | 1,500,000 | $1.547M | 0.0% | $0.94 | — | NOTE 1.250% 4/0 | 67020yan0 |
| — | SUNPOWER CORP | 1,800,000 | $1.512M | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | ENCORE CAP GROUP INC | 1,500,000 | $1.503M | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| — | BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.5M | 0.0% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | STANLEY BLACK & DECKER INC | 13,500 | $1.496M | 0.0% | $108.10 | — | UNIT 05/15/2020 | 854502887 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1.489M | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | CANOPY GROWTH CORP | 30,000 | $1.459M | 0.0% | $29.26 | — | Call | 138035100 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 18,250 | $1.448M | 0.0% | $75.76 | — | SHS | 337345102 |
| — | RTW HLDGS INC | 1,417,000 | $1.435M | 0.0% | $1.02 | — | NOTE 5.625%11/1 | 749772ab5 |
| VOD | VODAFONE GROUP PLC NEW | 66,024 | $1.433M | 0.0% | $35.81 | — | SPONSORED ADR | 92857W308 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.43M | 0.0% | $50.14 | +70.7% | COM | 665859104 |
| COP | CONOCOPHILLIPS | 18,025 | $1.395M | 0.0% | $55.57 | +1.4% | COM | 20825C104 |
| GOOGL | ALPHABET INC | 1,144 | $1.381M | 0.0% | $41.14 | +46.0% | CAP STK CL A | 02079K305 |
| RH | RH | 10,500 | $1.376M | 0.0% | $140.28 | 0.0% | COM | 74967X103 |
| — | MONMOUTH REAL ESTATE INVT CO | 82,034 | $1.372M | 0.0% | $14.34 | — | CL A | 609720107 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1.301M | 0.0% | $44.53 | +181.5% | COM | 285512109 |
| — | ZILLOW GROUP INC | 1,400,000 | $1.293M | 0.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954mac5 |
| — | RESTORATION HARDWARE HLDGS I | 1,000,000 | $1.234M | 0.0% | $1.23 | — | DBCV 7/1 | 761283ac4 |
| — | RETROPHIN INC | 1,200,000 | $1.233M | 0.0% | $1.03 | — | NOTE 2.500% 9/1 | 761299ab2 |
| NAVI | NAVIENT CORPORATION | 89,200 | $1.202M | 0.0% | $16.89 | -19.9% | COM | 63938C108 |
| — | KAMAN CORP | 1,000,000 | $1.175M | 0.0% | $1.22 | — | NOTE 3.250% 5/0 | 483548af0 |
| — | CLOVIS ONCOLOGY INC | 1,250,000 | $1.17M | 0.0% | $1.26 | — | NOTE 2.500% 9/1 | 189464ab6 |
| HD | HOME DEPOT INC | 5,587 | $1.157M | 0.0% | $117.50 | +42.9% | COM | 437076102 |
| CWB | SPDR SERIES TRUST | 21,000 | $1.133M | 0.0% | $52.40 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.124M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| — | SEMPRA ENERGY | 11,000 | $1.12M | 0.0% | $102.09 | — | 6% PFD CONV A | 816851406 |
| — | SOLARCITY CORP | 1,259,000 | $1.108M | 0.0% | $0.94 | — | NOTE 1.625%11/0 | 83416tac4 |
| — | FIREEYE INC | 1,200,000 | $1.1M | 0.0% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| HSIC | SCHEIN HENRY INC | 12,720 | $1.082M | 0.0% | $58.07 | +7.2% | COM | 806407102 |
| — | SILICON LABORATORIES INC | 940,000 | $1.075M | 0.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919ab8 |
| CNP | CENTERPOINT ENERGY INC | 37,450 | $1.035M | 0.0% | $19.14 | +17.7% | COM | 15189T107 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,200 | $1.025M | 0.0% | $149.08 | +51.3% | COM | 883556102 |
| — | JAZZ INVESTMENTS I LTD | 1,000,000 | $1.016M | 0.0% | $1.02 | — | NOTE 1.500% 8/1 | 472145ad3 |
| — | TPG SPECIALTY LENDING INC | 1,000,000 | $1.011M | 0.0% | $1.02 | — | NOTE 4.500% 8/0 | 87265kad4 |
| — | LAM RESEARCH CORP | 6,600 | $1.001M | 0.0% | $172.88 | — | COM | 512807108 |
| — | ACORDA THERAPEUTICS INC | 1,173,000 | $1M | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| ADBE | ADOBE SYS INC | 3,700 | $999K | 0.0% | $129.01 | +99.9% | COM | 00724F101 |
| — | INTERCEPT PHARMACEUTICALS IN | 975,000 | $985K | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| — | KINDER MORGAN INC DEL | 29,093 | $971K | 0.0% | $43.46 | — | PFD SER A | 49456B200 |
| PG | PROCTER AND GAMBLE CO | 11,623 | $967K | 0.0% | $66.67 | +1.7% | COM | 742718109 |
| — | DOMINION ENERGY INC | 20,000 | $948K | 0.0% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| OEC | ORION ENGINEERED CARBONS S A | 29,320 | $941K | 0.0% | $21.32 | +55.6% | COM | L72967109 |
| BABA | ALIBABA GROUP HLDG LTD | 5,685 | $937K | 0.0% | $172.36 | — | SPONSORED ADS | 01609W102 |
| PFE | PFIZER INC | 20,944 | $923K | 0.0% | $17.20 | +60.8% | COM | 717081103 |
| SLM | SLM CORP | 81,200 | $905K | 0.0% | $10.09 | +14.8% | COM | 78442P106 |
| — | LIBERTY MEDIA CORP DELAWARE | 743,000 | $903K | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| AAL | AMERICAN AIRLS GROUP INC | 21,750 | $899K | 0.0% | $43.36 | -11.6% | COM | 02376R102 |
| C | CITIGROUP INC | 12,370 | $887K | 0.0% | $52.72 | +3.9% | COM NEW | 172967424 |
| — | AMERICAN EQTY INVT LIFE HLD | 24,987 | $884K | 0.0% | $26.13 | — | COM | 025676206 |
| EXPE | EXPEDIA GROUP INC | 6,656 | $868K | 0.0% | $127.22 | -0.7% | COM NEW | 30212P303 |
| BAC | BANK AMER CORP | 29,250 | $862K | 0.0% | $21.85 | +16.6% | COM | 060505104 |
| KDP | KEURIG DR PEPPER INC | 36,937 | $856K | 0.0% | $19.52 | 0.0% | COM | 49271V100 |
| INGN | INOGEN INC | 3,500 | $854K | 0.0% | $231.25 | 0.0% | COM | 45780L104 |
| — | ACTIVISION BLIZZARD INC | 10,180 | $847K | 0.0% | $64.45 | — | COM | 00507V109 |
| DVN | DEVON ENERGY CORP NEW | 19,990 | $798K | 0.0% | $46.14 | -34.2% | COM | 25179M103 |
| MTG | MGIC INVT CORP WIS | 58,000 | $772K | 0.0% | $12.80 | -3.2% | COM | 552848103 |
| — | ACETO CORP | 1,000,000 | $750K | 0.0% | $0.88 | — | NOTE 2.000%11/0 | 004446ad2 |
| INTC | INTEL CORP | 15,000 | $709K | 0.0% | $44.67 | -7.1% | COM | 458140100 |
| APD | AIR PRODS & CHEMS INC | 4,020 | $672K | 0.0% | $119.15 | +14.1% | COM | 009158106 |
| — | NEKTAR THERAPEUTICS | 11,000 | $671K | 0.0% | $61.00 | — | COM | 640268108 |
| — | CELGENE CORP | 7,430 | $665K | 0.0% | $114.26 | — | COM | 151020104 |
| WFC | WELLS FARGO CO NEW | 12,600 | $662K | 0.0% | $46.19 | +0.7% | COM | 949746101 |
| — | LUMENTUM HLDGS INC | 11,000 | $659K | 0.0% | $59.13 | — | COM | 55024u109 |
| — | TECH DATA CORP | 9,000 | $644K | 0.0% | $78.35 | — | COM | 878237106 |
| SYNA | SYNAPTICS INC | 14,000 | $639K | 0.0% | $46.16 | +3.1% | COM | 87157D109 |
| GILD | GILEAD SCIENCES INC | 8,235 | $636K | 0.0% | $64.68 | -12.1% | COM | 375558103 |
| WDC | WESTERN DIGITAL CORP | 10,750 | $629K | 0.0% | $54.46 | -14.0% | COM | 958102105 |
| — | NOVAVAX INC | 1,000,000 | $610K | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| — | NEXTERA ENERGY INC | 10,585 | $607K | 0.0% | $55.39 | — | UNIT 09/01/2019 | 65339F820 |
| ED | CONSOLIDATED EDISON INC | 7,526 | $573K | 0.0% | $55.52 | +8.8% | COM | 209115104 |
| — | PLATFORM SPECIALTY PRODS COR | 45,000 | $561K | 0.0% | $14.73 | — | COM | 72766Q105 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 10,000 | $545K | 0.0% | $54.50 | — | UNIT 09/15/2021 | 459506309 |
| THO | THOR INDS INC | 6,450 | $540K | 0.0% | $102.79 | -20.6% | COM | 885160101 |
| — | SINA CORP | 7,750 | $538K | 0.0% | $87.33 | — | ORD | G81477104 |
| MU | MICRON TECHNOLOGY INC | 11,500 | $520K | 0.0% | $51.53 | -4.5% | COM | 595112103 |
| — | BLACKSTONE GROUP L P | 13,435 | $512K | 0.0% | $33.61 | — | COM UNIT LTD | 09253U108 |
| AFL | AFLAC INC | 10,800 | $508K | 0.0% | $44.78 | -14.1% | COM | 001055102 |
| MLM | MARTIN MARIETTA MATLS INC | 2,775 | $505K | 0.0% | $159.00 | +22.9% | COM | 573284106 |
| — | INPHI CORP | 500,000 | $493K | 0.0% | $1.00 | — | NOTE 0.750% 9/0 | 45772fac1 |
| — | FCB FINL HLDGS INC | 10,400 | $493K | 0.0% | $30.25 | — | CL A | 30255G103 |
| LUV | SOUTHWEST AIRLS CO | 7,832 | $489K | 0.0% | $53.97 | -1.3% | COM | 844741108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,172 | $480K | 0.0% | $109.51 | -7.5% | COM | 459200101 |
| — | PDC ENERGY INC | 9,600 | $470K | 0.0% | $48.96 | — | COM | 69327R101 |
| KBE | SPDR SERIES TRUST | 10,000 | $466K | 0.0% | $45.28 | — | S&P BK ETF | 78464A797 |
| JBLU | JETBLUE AIRWAYS CORP | 21,750 | $421K | 0.0% | $21.72 | -12.7% | COM | 477143101 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 9,500 | $420K | 0.0% | $44.21 | — | SPONSORED ADR | 874039100 |
| AMG | AFFILIATED MANAGERS GROUP | 3,027 | $414K | 0.0% | $151.54 | -4.8% | COM | 008252108 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $408K | 0.0% | $19.05 | +1.0% | COM | 969457100 |
| GS | GOLDMAN SACHS GROUP INC | 1,760 | $395K | 0.0% | $196.43 | -0.0% | COM | 38141G104 |
| FDX | FEDEX CORP | 1,600 | $385K | 0.0% | $212.22 | 0.0% | COM | 31428X106 |
| PEP | PEPSICO INC | 3,430 | $383K | 0.0% | $75.07 | +20.3% | COM | 713448108 |
| NWL | NEWELL BRANDS INC | 18,650 | $379K | 0.0% | $31.47 | -47.3% | COM | 651229106 |
| — | SEAGATE TECHNOLOGY PLC | 8,000 | $379K | 0.0% | $47.38 | — | SHS | G7945M107 |
| LEN | LENNAR CORP | 8,000 | $374K | 0.0% | $55.25 | -16.4% | CL A | 526057104 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $372K | 0.0% | $163.01 | +63.9% | COM | 893641100 |
| MAS | MASCO CORP | 10,000 | $366K | 0.0% | $16.70 | +104.5% | COM | 574599106 |
| PYPL | PAYPAL HLDGS INC | 4,000 | $351K | 0.0% | $87.86 | 0.0% | COM | 70450Y103 |
| LMT | LOCKHEED MARTIN CORP | 1,000 | $346K | 0.0% | $267.15 | -1.1% | COM | 539830109 |
| PVH | PVH CORP | 2,378 | $343K | 0.0% | $146.28 | 0.0% | COM | 693656100 |
| — | FINISAR CORP | 18,000 | $343K | 0.0% | $22.11 | — | COM NEW | 31787A507 |
| — | FIREEYE INC | 18,000 | $306K | 0.0% | $14.50 | — | COM | 31816Q101 |
| VECO | VEECO INSTRS INC DEL | 29,000 | $297K | 0.0% | $14.05 | -10.9% | COM | 922417100 |
| — | PIVOTAL SOFTWARE INC | 15,000 | $294K | 0.0% | $19.60 | — | COM CL A | 72582H107 |
| JD | JD COM INC | 11,140 | $291K | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $291K | 0.0% | $253.57 | — | TR UNIT | 78462F103 |
| — | APTIV PLC | 3,440 | $289K | 0.0% | $84.77 | — | SHS | G6095L109 |
| SJT | SAN JUAN BASIN RTY TR | 57,000 | $283K | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | ANADARKO PETE CORP | 4,180 | $282K | 0.0% | $49.73 | — | COM | 032511107 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 15,300 | $278K | 0.0% | $8.44 | +36.0% | SH BEN INT | 20451Q104 |
| — | ARCONIC INC | 12,500 | $275K | 0.0% | $22.40 | — | COM | 03965L100 |
| — | TIVO CORP | 22,000 | $274K | 0.0% | $13.38 | — | COM | 88870P106 |
| SWKS | SKYWORKS SOLUTIONS INC | 3,000 | $272K | 0.0% | $78.84 | 0.0% | COM | 83088M102 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $257K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| TREE | LENDINGTREE INC NEW | 1,100 | $253K | 0.0% | $214.00 | — | COM | 52603B107 |
| D | DOMINION ENERGY INC | 3,565 | $251K | 0.0% | $49.12 | +3.8% | COM | 25746U109 |
| CRSP | CRISPR THERAPEUTICS AG | 5,550 | $246K | 0.0% | $52.37 | 0.0% | NAMEN AKT | H17182108 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $245K | 0.0% | $112.31 | +7.6% | COM | 03027X100 |
| — | RETROPHIN INC | 8,500 | $244K | 0.0% | $28.71 | — | COM | 761299106 |
| — | SEACOR HOLDINGS INC | 250,000 | $242K | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| INCY | INCYTE CORP | 3,442 | $238K | 0.0% | $110.69 | -38.0% | COM | 45337C102 |
| — | JACOBS ENGR GROUP INC DEL | 3,090 | $236K | 0.0% | $58.19 | — | COM | 469814107 |
| A | AGILENT TECHNOLOGIES INC | 3,000 | $212K | 0.0% | $65.07 | -3.6% | COM | 00846U101 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $210K | 0.0% | $20.45 | -15.6% | COM | 127097103 |
| ABT | ABBOTT LABS | 2,850 | $209K | 0.0% | $57.83 | 0.0% | COM | 002824100 |
| — | NEW YORK CMNTY BANCORP INC | 20,000 | $207K | 0.0% | $13.05 | — | COM | 649445103 |
| ITW | ILLINOIS TOOL WKS INC | 1,445 | $204K | 0.0% | $116.05 | +1.2% | COM | 452308109 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 3,850 | $203K | 0.0% | $39.69 | +2.5% | COM | 744573106 |
| SBUX | STARBUCKS CORP | 3,555 | $202K | 0.0% | $45.07 | 0.0% | COM | 855244109 |
| — | INFINERA CORPORATION | 27,000 | $197K | 0.0% | $9.63 | — | COM | 45667G103 |
| — | INVESTORS BANCORP INC NEW | 13,000 | $160K | 0.0% | $11.07 | — | COM | 46146L101 |
| — | OASIS PETE INC NEW | 11,000 | $156K | 0.0% | $14.18 | — | COM | 674215108 |
| — | PARATEK PHARMACEUTICALS INC | 13,000 | $126K | 0.0% | $9.69 | — | COM | 699374302 |
| — | AVADEL PHARMACEUTICALS PLC | 27,000 | $119K | 0.0% | $5.83 | — | SPONSORED ADR | 05337M104 |
| — | SIRIUS XM HLDGS INC | 15,000 | $95,000 | 0.0% | $6.33 | — | COM | 82968B103 |
| — | CHESAPEAKE ENERGY CORP | 78,000 | $78,000 | 0.0% | $0.95 | — | NOTE 2.250%12/1 | 165167cb1 |
| — | NANTHEALTH INC | 39,000 | $61,000 | 0.0% | $3.27 | — | COM | 630104107 |
| — | STREAMLINE HEALTH SOLUTIONS | 33,136 | $39,000 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $19,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $17,000 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |