Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 12, 2019
Total Value: $2.728B (76.1% shares, 23.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 400,000 | $53.56M | 2.0% | $133.91 | — | Put | 464287655 |
| — | GENESEE & WYO INC | 584,069 | $43.23M | 1.6% | $76.62 | — | CL A | 371559105 |
| ACIW | ACI WORLDWIDE INC | 1,242,566 | $34.38M | 1.3% | $23.37 | +15.8% | COM | 004498101 |
| IDA | IDACORP INC | 360,991 | $33.59M | 1.2% | $58.13 | +68.0% | COM | 451107106 |
| HEI/A | HEICO CORP NEW | 530,758 | $33.44M | 1.2% | $36.84 | +79.8% | CL A | 422806208 |
| LFUS | LITTELFUSE INC | 189,945 | $32.57M | 1.2% | $129.74 | +37.5% | COM | 537008104 |
| NGVT | INGEVITY CORP | 377,151 | $31.56M | 1.2% | $74.69 | +21.2% | COM | 45688C107 |
| KWR | QUAKER CHEM CORP | 164,593 | $29.25M | 1.1% | $96.59 | +99.5% | COM | 747316107 |
| RJF | RAYMOND JAMES FINANCIAL INC | 391,486 | $29.13M | 1.1% | $38.43 | +23.9% | COM | 754730109 |
| — | HMS HLDGS CORP | 1,014,558 | $28.54M | 1.0% | $17.79 | — | COM | 40425J101 |
| — | K12 INC | 1,122,133 | $27.82M | 1.0% | $17.65 | — | COM | 48273u102 |
| TDY | TELEDYNE TECHNOLOGIES INC | 129,222 | $26.76M | 1.0% | $99.43 | +120.0% | COM | 879360105 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 164,702 | $26.23M | 1.0% | $108.20 | +53.9% | CL A | 989207105 |
| ICLR | ICON PLC | 200,719 | $25.93M | 1.0% | $116.03 | +19.0% | SHS | G4705A100 |
| — | CORNERSTONE ONDEMAND INC | 500,968 | $25.26M | 0.9% | $36.06 | — | COM | 21925Y103 |
| RGEN | REPLIGEN CORP | 477,694 | $25.19M | 0.9% | $30.50 | +92.3% | COM | 759916109 |
| AAPL | APPLE INC | 159,413 | $25.15M | 0.9% | $69.67 | -34.0% | COM | 037833100 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 453,459 | $24.46M | 0.9% | $58.16 | +1.9% | COM | 03820C105 |
| RNST | RENASANT CORP | 795,323 | $24M | 0.9% | $46.52 | -24.6% | COM | 75970E107 |
| HCSG | HEALTHCARE SVCS GRP INC | 574,895 | $23.1M | 0.8% | $29.23 | +44.6% | COM | 421906108 |
| — | SYNEOS HEALTH INC | 580,929 | $22.86M | 0.8% | $37.78 | — | CL A | 87166B102 |
| CFR | CULLEN FROST BANKERS INC | 259,820 | $22.85M | 0.8% | $66.01 | +18.7% | COM | 229899109 |
| SMTC | SEMTECH CORP | 496,009 | $22.75M | 0.8% | $33.81 | +40.8% | COM | 816850101 |
| — | REALPAGE INC | 466,599 | $22.48M | 0.8% | $44.30 | — | COM | 75606N109 |
| — | COUSINS PPTYS INC | 2,798,237 | $22.11M | 0.8% | $9.36 | — | COM | 222795106 |
| — | BARNES GROUP INC | 410,834 | $22.03M | 0.8% | $42.46 | — | COM | 067806109 |
| JPM | JPMORGAN CHASE & CO | 225,507 | $22.01M | 0.8% | $54.78 | +59.8% | COM | 46625H100 |
| DHR | DANAHER CORP DEL | 212,476 | $21.91M | 0.8% | $51.90 | +69.4% | COM | 235851102 |
| WAL | WESTERN ALLIANCE BANCORP | 547,417 | $21.62M | 0.8% | $39.26 | +4.5% | COM | 957638109 |
| WABC | WESTAMERICA BANCORPORATION | 372,767 | $20.76M | 0.8% | $41.08 | +13.6% | COM | 957090103 |
| — | WELLS FARGO CO NEW | 16,163 | $20.41M | 0.7% | $537.47 | — | PERP PFD CNV A | 949746804 |
| WLY | WILEY JOHN & SONS INC | 433,885 | $20.38M | 0.7% | $41.03 | +3.3% | CL A | 968223206 |
| — | POLYONE CORP | 711,607 | $20.35M | 0.7% | $43.43 | — | COM | 73179P106 |
| APH | AMPHENOL CORP NEW | 250,368 | $20.29M | 0.7% | $34.41 | -41.7% | CL A | 032095101 |
| RLI | RLI CORP | 293,344 | $20.24M | 0.7% | $18.99 | +50.9% | COM | 749607107 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 446,682 | $20.15M | 0.7% | $43.69 | +11.1% | COM | 78467J100 |
| DECK | DECKERS OUTDOOR CORP | 156,362 | $20.01M | 0.7% | $19.69 | +3.0% | COM | 243537107 |
| LKQ | LKQ CORP | 825,548 | $19.59M | 0.7% | $24.75 | -1.4% | COM | 501889208 |
| — | AARONS INC | 460,929 | $19.38M | 0.7% | $32.13 | — | COM PAR $0.50 | 002535300 |
| PB | PROSPERITY BANCSHARES INC | 308,040 | $19.19M | 0.7% | $47.00 | +12.2% | COM | 743606105 |
| FULT | FULTON FINL CORP PA | 1,235,693 | $19.13M | 0.7% | $9.54 | +26.3% | COM | 360271100 |
| EGP | EASTGROUP PPTY INC | 202,646 | $18.59M | 0.7% | $95.24 | — | COM | 277276101 |
| ODFL | OLD DOMINION FGHT LINES INC | 149,987 | $18.52M | 0.7% | $30.56 | +40.4% | COM | 679580100 |
| MD | MEDNAX INC | 549,322 | $18.13M | 0.7% | $47.18 | -14.8% | COM | 58502B106 |
| BRKR | BRUKER CORP | 608,081 | $18.1M | 0.7% | $21.55 | +42.9% | COM | 116794108 |
| — | IBERIABANK CORP | 273,666 | $17.59M | 0.6% | $62.60 | — | COM | 450828108 |
| — | RITCHIE BROS AUCTIONEERS | 509,471 | $16.67M | 0.6% | $29.15 | — | COM | 767744105 |
| — | AMERISAFE INC | 285,912 | $16.21M | 0.6% | $58.12 | — | COM | 03071h100 |
| CNC | CENTENE CORP DEL | 138,152 | $15.93M | 0.6% | $38.98 | +71.7% | COM | 15135B101 |
| RLJ | RLJ LODGING TR | 963,543 | $15.8M | 0.6% | $22.00 | — | COM | 74965L101 |
| MLI | MUELLER INDS INC | 674,562 | $15.76M | 0.6% | $19.05 | -41.2% | COM | 624756102 |
| PFGC | PERFORMANCE FOOD GROUP CO | 486,899 | $15.71M | 0.6% | $30.13 | +5.4% | COM | 71377A103 |
| GIII | G-III APPAREL GROUP LTD | 559,985 | $15.62M | 0.6% | $30.14 | +22.4% | COM | 36237H101 |
| — | BANK AMER CORP | 12,361 | $15.5M | 0.6% | $1178.32 | — | 7.25%CNV PFD L | 060505682 |
| TXRH | TEXAS ROADHOUSE INC | 250,350 | $14.95M | 0.5% | $22.42 | +154.6% | COM | 882681109 |
| FTV | FORTIVE CORP | 215,028 | $14.55M | 0.5% | $36.92 | +23.5% | COM | 34959J108 |
| — | RESOURCES CONNECTION INC | 999,895 | $14.2M | 0.5% | $14.52 | — | COM | 76122q105 |
| WTS | WATTS WATER TECHNOLOGIES INC | 217,705 | $14.05M | 0.5% | $66.33 | +8.3% | CL A | 942749102 |
| WWD | WOODWARD INC | 183,620 | $13.64M | 0.5% | $53.85 | +37.0% | COM | 980745103 |
| — | BIOTELEMETRY INC | 222,918 | $13.31M | 0.5% | $32.60 | — | COM | 090672106 |
| — | ALTABA INC | 228,929 | $13.26M | 0.5% | $71.68 | — | COM | 021346101 |
| BDX | BECTON DICKINSON & CO | 56,825 | $12.8M | 0.5% | $165.42 | +25.9% | COM | 075887109 |
| SM | SM ENERGY CO | 816,307 | $12.64M | 0.5% | $18.60 | +12.1% | COM | 78454L100 |
| — | SPARTANNASH CO | 718,785 | $12.35M | 0.5% | $23.60 | — | COM | 847215100 |
| HMN | HORACE MANN EDUCATORS CORP N | 329,390 | $12.34M | 0.5% | $40.72 | -2.9% | COM | 440327104 |
| — | WEATHERFORD INTL LTD | 18,696,000 | $12.15M | 0.4% | $0.82 | — | NOTE 5.875% 7/0 | 947075ah0 |
| V | VISA INC | 91,587 | $12.08M | 0.4% | $92.00 | +42.8% | COM CL A | 92826C839 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 463,544 | $11.92M | 0.4% | $36.99 | -6.4% | COM | 00404A109 |
| BURL | BURLINGTON STORES INC | 71,817 | $11.68M | 0.4% | $54.65 | +195.5% | COM | 122017106 |
| — | CORELOGIC INC | 344,992 | $11.53M | 0.4% | $36.65 | — | COM | 21871D103 |
| GPI | GROUP 1 AUTOMOTIVE INC | 217,079 | $11.44M | 0.4% | $69.75 | -20.3% | COM | 398905109 |
| BKE | BUCKLE INC | 584,890 | $11.31M | 0.4% | $21.11 | -55.8% | COM | 118440106 |
| BL | BLACKLINE INC | 275,597 | $11.29M | 0.4% | $40.05 | +6.1% | COM | 09239B109 |
| — | NXP SEMICONDUCTORS N V | 11,223,000 | $11.26M | 0.4% | $1.10 | — | NOTE 1.000%12/0 | 62952qab6 |
| CMC | COMMERCIAL METALS CO | 701,463 | $11.24M | 0.4% | $15.35 | +6.8% | COM | 201723103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 146,636 | $11.05M | 0.4% | $54.81 | +27.5% | COM | 45866F104 |
| WSFS | WSFS FINL CORP | 290,519 | $11.01M | 0.4% | $51.47 | -18.2% | COM | 929328102 |
| SMP | STANDARD MTR PRODS INC | 226,623 | $10.97M | 0.4% | $47.34 | +5.1% | COM | 853666105 |
| JNJ | JOHNSON & JOHNSON | 84,791 | $10.94M | 0.4% | $73.03 | +56.3% | COM | 478160104 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 67,158 | $10.74M | 0.4% | $113.08 | +9.7% | COM | 22410J106 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 345,168 | $10.66M | 0.4% | $42.10 | -13.3% | COM | 74112D101 |
| — | IAC INTERACTIVECORP | 57,860 | $10.59M | 0.4% | $65.02 | — | COM | 44919P508 |
| — | DYCOM INDS INC | 11,400,000 | $10.59M | 0.4% | $1.02 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | CEMEX SAB DE CV | 10,781,000 | $10.53M | 0.4% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| — | EXACT SCIENCES CORP | 9,581,000 | $10.49M | 0.4% | $1.02 | — | DBCV 1.000% 1/1 | 30063paa3 |
| — | FIREEYE INC | 10,941,000 | $10.49M | 0.4% | $0.93 | — | NOTE 1.000% 6/0 | 31816qab7 |
| MNRO | MONRO INC | 151,317 | $10.4M | 0.4% | $56.46 | +29.4% | COM | 610236101 |
| — | TWITTER INC | 10,688,000 | $10.37M | 0.4% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 10,447,000 | $10.11M | 0.4% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | CORESITE RLTY CORP | 114,972 | $10.03M | 0.4% | $50.93 | — | COM | 21870Q105 |
| — | BECTON DICKINSON & CO | 172,145 | $9.967M | 0.4% | $55.80 | — | PFD SHS CONV A | 075887208 |
| PCTY | PAYLOCITY HLDG CORP | 160,914 | $9.689M | 0.4% | $50.25 | +27.6% | COM | 70438V106 |
| MSA | MSA SAFETY INC | 101,240 | $9.544M | 0.3% | $92.15 | +10.8% | COM | 553498106 |
| CMP | COMPASS MINERALS INTL INC | 224,065 | $9.341M | 0.3% | $52.41 | -17.0% | COM | 20451N101 |
| — | COTT CORP QUE | 669,136 | $9.328M | 0.3% | $16.15 | — | COM | 22163N106 |
| — | NAVISTAR INTL CORP NEW | 9,285,000 | $9.294M | 0.3% | $1.00 | — | NOTE 4.750% 4/1 | 63934eas7 |
| AMZN | AMAZON COM INC | 6,102 | $9.165M | 0.3% | $57.76 | +43.9% | COM | 023135106 |
| — | MICROCHIP TECHNOLOGY INC | 9,250,000 | $9.047M | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| STZ | CONSTELLATION BRANDS INC | 56,136 | $9.028M | 0.3% | $149.14 | +18.6% | CL A | 21036P108 |
| SXT | SENSIENT TECHNOLOGIES CORP | 161,338 | $9.011M | 0.3% | $75.75 | -13.7% | COM | 81725T100 |
| — | NEW MTN FIN CORP | 8,832,000 | $8.854M | 0.3% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | JAZZ INVESTMENTS I LTD | 9,127,000 | $8.853M | 0.3% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | HERBALIFE LTD | 6,387,000 | $8.83M | 0.3% | $1.01 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | ELECTRONICS FOR IMAGING INC | 9,041,000 | $8.798M | 0.3% | $0.99 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | AKAMAI TECHNOLOGIES INC | 8,834,000 | $8.794M | 0.3% | $0.99 | — | DBCV 2/1 | 00971tag6 |
| — | MICROCHIP TECHNOLOGY INC | 6,166,000 | $8.709M | 0.3% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| GOOG | ALPHABET INC | 8,331 | $8.628M | 0.3% | $40.84 | +30.1% | CAP STK CL C | 02079K107 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,339,000 | $8.626M | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | DIPLOMAT PHARMACY INC | 639,655 | $8.61M | 0.3% | $21.05 | — | COM | 25456K101 |
| — | ECHO GLOBAL LOGISTICS INC | 8,808,000 | $8.533M | 0.3% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | TUTOR PERINI CORP | 9,001,000 | $8.451M | 0.3% | $1.08 | — | NOTE 2.875% 6/1 | 901109ad0 |
| CSGS | CSG SYS INTL INC | 265,017 | $8.42M | 0.3% | $35.71 | -15.4% | COM | 126349109 |
| — | NIC INC | 672,272 | $8.39M | 0.3% | $15.93 | — | COM | 62914b100 |
| — | RUDOLPH TECHNOLOGIES INC | 408,610 | $8.364M | 0.3% | $17.70 | — | COM | 781270103 |
| OIS | OIL STS INTL INC | 582,132 | $8.313M | 0.3% | $39.27 | -41.4% | COM | 678026105 |
| MPC | MARATHON PETE CORP | 140,334 | $8.281M | 0.3% | $54.25 | 0.0% | COM | 56585A102 |
| — | VIPSHOP HLDGS LTD | 8,376,000 | $8.24M | 0.3% | $1.00 | — | NOTE 1.500% 3/1 | 92763waa1 |
| DIS | DISNEY WALT CO | 74,641 | $8.184M | 0.3% | $98.90 | +10.3% | COM DISNEY | 254687106 |
| FNV | FRANCO NEVADA CORP | 115,036 | $8.072M | 0.3% | $59.93 | +4.3% | COM | 351858105 |
| NMFC | NEW MTN FIN CORP | 641,586 | $8.071M | 0.3% | $9.34 | -35.2% | COM | 647551100 |
| CAKE | CHEESECAKE FACTORY INC | 183,479 | $7.983M | 0.3% | $38.71 | +7.7% | COM | 163072101 |
| — | CARRIZO OIL & GAS INC | 704,311 | $7.952M | 0.3% | $24.45 | — | COM | 144577103 |
| HRTX | HERON THERAPEUTICS INC | 303,606 | $7.876M | 0.3% | $27.49 | 0.0% | COM | 427746102 |
| ZTS | ZOETIS INC | 90,948 | $7.78M | 0.3% | $35.87 | +137.0% | CL A | 98978V103 |
| BLKB | BLACKBAUD INC | 121,323 | $7.631M | 0.3% | $96.22 | -25.8% | COM | 09227Q100 |
| — | NATIONAL INSTRS CORP | 167,819 | $7.616M | 0.3% | $35.64 | — | COM | 636518102 |
| — | SILVER STD RES INC | 7,344,000 | $7.34M | 0.3% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | SEACOR HOLDINGS INC | 8,641,000 | $7.326M | 0.3% | $1.01 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | HURON CONSULTING GROUP INC | 7,453,000 | $7.277M | 0.3% | $0.95 | — | NOTE 1.250%10/0 | 447462ab8 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 34,970 | $7.14M | 0.3% | $152.90 | +36.6% | CL B NEW | 084670702 |
| UNP | UNION PAC CORP | 51,385 | $7.103M | 0.3% | $72.52 | +74.3% | COM | 907818108 |
| — | EZCORP INC | 7,257,000 | $7.1M | 0.3% | $0.95 | — | NOTE 2.125% 6/1 | 302301ab2 |
| — | DISH NETWORK CORP | 8,765,000 | $7.1M | 0.3% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| VZ | VERIZON COMMUNICATIONS INC | 123,487 | $6.942M | 0.3% | $30.96 | +24.7% | COM | 92343V104 |
| — | GREENBRIER COS INC | 7,010,000 | $6.883M | 0.3% | $1.15 | — | NOTE 2.875% 2/0 | 393657ak7 |
| NEE | NEXTERA ENERGY INC | 39,013 | $6.781M | 0.2% | $22.46 | +63.2% | COM | 65339F101 |
| — | WORKDAY INC | 5,484,000 | $6.765M | 0.2% | $1.23 | — | NOTE 0.250%10/0 | 98138haf8 |
| — | VERINT SYS INC | 6,940,000 | $6.745M | 0.2% | $0.99 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | SERVICENOW INC | 4,737,000 | $6.65M | 0.2% | $1.49 | — | NOTE 6/0 | 81762pac6 |
| — | CAESARS ENTMT CORP | 5,290,000 | $6.566M | 0.2% | $1.90 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | WRIGHT MED GROUP N V | 4,750,000 | $6.537M | 0.2% | $1.23 | — | NOTE 2.250%11/1 | 98236jab4 |
| — | COLONY CAP INC | 6,948,000 | $6.531M | 0.2% | $0.94 | — | NOTE 3.875% 1/1 | 19624rab2 |
| AME | AMETEK INC NEW | 94,466 | $6.395M | 0.2% | $67.49 | +1.3% | COM | 031100100 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,871,000 | $6.319M | 0.2% | $1.07 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | ROVI CORP | 6,354,000 | $6.052M | 0.2% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| BDC | BELDEN INC | 144,472 | $6.035M | 0.2% | $62.37 | -14.7% | COM | 077454106 |
| — | COLONY CAP INC | 6,619,000 | $6.007M | 0.2% | $0.91 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | MACQUARIE INFRASTRUCTURE COR | 6,003,000 | $5.947M | 0.2% | $1.03 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | CALAMP CORP | 6,102,000 | $5.818M | 0.2% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | ENCORE CAP GROUP INC | 6,265,000 | $5.717M | 0.2% | $1.06 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | GUIDEWIRE SOFTWARE INC | 5,880,000 | $5.683M | 0.2% | $0.99 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| — | PRICELINE GRP INC | 4,197,000 | $5.645M | 0.2% | $1.44 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | HORIZON PHARMA INVT LTD | 5,603,000 | $5.595M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | NEVRO CORP | 5,988,000 | $5.553M | 0.2% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| MO | ALTRIA GROUP INC | 111,826 | $5.523M | 0.2% | $29.56 | +12.1% | COM | 02209S103 |
| — | RTI INTL METALS INC | 5,505,000 | $5.481M | 0.2% | $1.01 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | CLEVELAND CLIFFS INC | 4,871,000 | $5.431M | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| IWM | ISHARES TR | 40,019 | $5.359M | 0.2% | $133.91 | — | RUSSELL 2000 ETF | 464287655 |
| — | FORUM ENERGY TECHNOLOGIES IN | 1,296,989 | $5.357M | 0.2% | $13.03 | — | COM | 34984V100 |
| ROP | ROPER TECHNOLOGIES INC | 19,744 | $5.262M | 0.2% | $223.68 | +21.2% | COM | 776696106 |
| — | WAYFAIR INC | 4,833,000 | $5.218M | 0.2% | $1.35 | — | NOTE 0.375% 9/0 | 94419lab7 |
| TRUP | TRUPANION INC | 204,416 | $5.204M | 0.2% | $33.61 | -20.0% | COM | 898202106 |
| — | NOVELLUS SYS INC | 1,253,000 | $5.2M | 0.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | INTRICON CORP | 194,508 | $5.131M | 0.2% | $42.89 | — | COM | 46121H109 |
| — | LUMENTUM HLDGS INC | 5,001,000 | $5.011M | 0.2% | $1.23 | — | NOTE 0.250% 3/1 | 55024uab5 |
| — | COLONY STARWOOD HOMES | 4,877,000 | $5.002M | 0.2% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| — | INPHI CORP | 5,361,000 | $4.992M | 0.2% | $0.94 | — | NOTE 0.750% 9/0 | 45772fac1 |
| — | FORTIVE CORP | 5,433 | $4.941M | 0.2% | $1046.11 | — | 5% PFD CNV SER A | 34959J207 |
| — | WRIGHT MED GROUP INC | 4,661,000 | $4.933M | 0.2% | $1.01 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | DERMIRA INC | 6,392,000 | $4.926M | 0.2% | $0.82 | — | NOTE 3.000% 5/1 | 24983lab0 |
| FISV | FISERV INC | 66,193 | $4.865M | 0.2% | $70.83 | +9.1% | COM | 337738108 |
| — | DEXCOM INC | 3,567,000 | $4.827M | 0.2% | $1.48 | — | NOTE 0.750% 5/1 | 252131af4 |
| MCD | MCDONALDS CORP | 26,521 | $4.709M | 0.2% | $86.16 | +74.2% | COM | 580135101 |
| — | ENCORE CAP GROUP INC | 5,516,000 | $4.671M | 0.2% | $0.92 | — | NOTE 2.875% 3/1 | 292554ah5 |
| — | RADIUS HEALTH INC | 6,000,000 | $4.648M | 0.2% | $0.89 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | SEACOR HOLDINGS INC | 5,144,000 | $4.578M | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | INPHI CORP | 4,330,000 | $4.566M | 0.2% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| SHW | SHERWIN WILLIAMS CO | 11,435 | $4.499M | 0.2% | $83.01 | +52.5% | COM | 824348106 |
| CVX | CHEVRON CORP NEW | 41,316 | $4.495M | 0.2% | $83.22 | +1.8% | COM | 166764100 |
| MSFT | MICROSOFT CORP | 44,183 | $4.488M | 0.2% | $78.63 | +27.2% | COM | 594918104 |
| NVO | NOVO-NORDISK A S | 96,234 | $4.434M | 0.2% | $68.29 | — | ADR | 670100205 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,610,000 | $4.389M | 0.2% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| — | AK STL CORP | 4,341,000 | $4.307M | 0.2% | $0.99 | — | NOTE 5.000%11/1 | 001546ap5 |
| — | CHESAPEAKE ENERGY CORP | 5,205,000 | $4.219M | 0.2% | $0.86 | — | NOTE 5.500% 9/1 | 165167cy1 |
| — | HUBSPOT INC | 2,920,000 | $4.2M | 0.2% | $1.43 | — | NOTE 0.250% 6/0 | 443573ab6 |
| — | FLEXION THERAPEUTICS INC | 5,050,000 | $4.154M | 0.2% | $1.23 | — | NOTE 3.375% 5/0 | 33938jab2 |
| — | XILINX INC | 47,075 | $4.009M | 0.1% | $63.63 | — | COM | 983919101 |
| — | WHITING PETE CORP NEW | 4,184,000 | $3.964M | 0.1% | $0.96 | — | NOTE 1.250% 4/0 | 966387al6 |
| MDLZ | MONDELEZ INTL INC | 98,156 | $3.929M | 0.1% | $30.25 | +18.3% | CL A | 609207105 |
| — | PANDORA MEDIA INC | 4,103,000 | $3.904M | 0.1% | $0.98 | — | NOTE 1.750%12/0 | 698354ab3 |
| — | CTRIP COM INTL LTD | 4,005,000 | $3.88M | 0.1% | $1.04 | — | NOTE 1.250% 9/1 | 22943fam2 |
| — | MICRON TECHNOLOGY INC | 1,322,000 | $3.847M | 0.1% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | PROS HOLDINGS INC | 3,522,000 | $3.813M | 0.1% | $0.95 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | VECTOR GROUP LTD | 3,676,000 | $3.734M | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | ADVANCED MICRO DEVICES INC | 1,530,000 | $3.718M | 0.1% | $1.57 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | TESLA INC | 3,300,000 | $3.713M | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | TESLA INC | 3,033,000 | $3.685M | 0.1% | $1.24 | — | NOTE 2.375% 3/1 | 88160rad3 |
| META | FACEBOOK INC | 28,093 | $3.683M | 0.1% | $111.38 | +29.2% | CL A | 30303M102 |
| FNF | FIDELITY NATIONAL FINANCIAL | 116,900 | $3.675M | 0.1% | $17.29 | +36.9% | FNF GROUP COM | 31620R303 |
| — | TITAN MACHY INC | 3,710,000 | $3.654M | 0.1% | $0.99 | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,221,000 | $3.613M | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| QCOM | QUALCOMM INC | 63,351 | $3.605M | 0.1% | $58.96 | -13.8% | COM | 747525103 |
| — | NUVASIVE INC | 3,384,000 | $3.558M | 0.1% | $1.18 | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | ON SEMICONDUCTOR CORP | 3,214,000 | $3.548M | 0.1% | $0.98 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $3.505M | 0.1% | $1.34 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | CTRIP COM INTL LTD | 3,763,000 | $3.495M | 0.1% | $1.05 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | PALO ALTO NETWORKS INC | 2,035,000 | $3.477M | 0.1% | $1.56 | — | NOTE 7/0 | 697435ab1 |
| — | ROYAL DUTCH SHELL PLC | 59,478 | $3.466M | 0.1% | $57.52 | — | SPONS ADR A | 780259206 |
| — | MOLINA HEALTHCARE INC | 1,210,000 | $3.447M | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| PM | PHILIP MORRIS INTL INC | 51,544 | $3.441M | 0.1% | $70.74 | -19.0% | COM | 718172109 |
| — | TELADOC HEALTH INC | 2,500,000 | $3.435M | 0.1% | $1.79 | — | NOTE 3.000%12/1 | 87918aab1 |
| — | ILLUMINA INC | 2,615,000 | $3.435M | 0.1% | $1.41 | — | NOTE 0.500% 6/1 | 452327ah2 |
| — | KB HOME | 3,415,000 | $3.405M | 0.1% | $1.06 | — | NOTE 1.375% 2/0 | 48666kas8 |
| HON | HONEYWELL INTL INC | 25,138 | $3.321M | 0.1% | $81.76 | +44.0% | COM | 438516106 |
| TXN | TEXAS INSTRS INC | 35,121 | $3.319M | 0.1% | $44.77 | +76.7% | COM | 882508104 |
| — | REALPAGE INC | 2,556,000 | $3.305M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| — | RAMBUS INC DEL | 3,811,000 | $3.304M | 0.1% | $0.87 | — | NOTE 1.375% 2/0 | 750917ag1 |
| — | BLACKSTONE MTG TR INC | 3,375,000 | $3.283M | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | TERADYNE INC | 2,720,000 | $3.238M | 0.1% | $1.36 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,000,000 | $3.221M | 0.1% | $0.92 | — | NOTE 2.500% 2/0 | 014339aa3 |
| — | PRA GROUP INC | 3,775,000 | $3.214M | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| ARCC | ARES CAP CORP | 204,345 | $3.184M | 0.1% | $12.41 | -32.6% | COM | 04010L103 |
| — | FORESTAR GROUP INC | 3,200,000 | $3.184M | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | CLOVIS ONCOLOGY INC | 3,639,000 | $3.08M | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 189464ab6 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 10 | $3.06M | 0.1% | $134052.62 | +133.6% | CL A | 084670108 |
| — | CARDTRONICS INC | 3,244,000 | $3.044M | 0.1% | $0.95 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | CITRIX SYS INC | 2,110,000 | $3M | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | CHINA LODGING GROUP LTD | 3,000,000 | $2.93M | 0.1% | $0.98 | — | NOTE 0.375%11/0 | 16949nac3 |
| ABBV | ABBVIE INC | 31,600 | $2.913M | 0.1% | $41.14 | +57.5% | COM | 00287Y109 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $2.879M | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 2,982,000 | $2.878M | 0.1% | $0.97 | — | NOTE 0.750% 8/1 | 87157baa1 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 42,100 | $2.865M | 0.1% | $71.39 | — | SHS | 337345102 |
| — | CROWN CASTLE INTL CORP NEW | 2,708 | $2.852M | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | REDFIN CORP | 3,420,000 | $2.844M | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737faa6 |
| — | ANTHEM INC | 782,000 | $2.836M | 0.1% | $3.39 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | PACIRA PHARMACEUTICALS INC | 2,813,000 | $2.824M | 0.1% | $0.92 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $2.806M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | GOLAR LNG LTD | 3,000,000 | $2.799M | 0.1% | $1.00 | — | NOTE 2.750% 2/1 | 38046yab7 |
| — | AMAG PHARMACEUTICALS INC | 3,000,000 | $2.74M | 0.1% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| HBAN | HUNTINGTON BANCSHARES INC | 229,525 | $2.736M | 0.1% | $11.01 | -9.6% | COM | 446150104 |
| — | INFINERA CORPORATION | 3,700,000 | $2.722M | 0.1% | $0.92 | — | NOTE 2.125% 9/0 | 45667gac7 |
| — | EPR PPTYS | 79,400 | $2.718M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | ENSCO JERSEY FIN LTD | 4,000,000 | $2.702M | 0.1% | $0.89 | — | NOTE 3.000% 1/3 | 29359wab1 |
| — | CYPRESS SEMICONDUCTOR CORP | 2,272,000 | $2.679M | 0.1% | $1.33 | — | NOTE 4.500% 1/1 | 232806am1 |
| — | BLACK KNIGHT INC | 59,059 | $2.661M | 0.1% | $44.34 | — | COM | 09215C105 |
| — | ENVESTNET INC | 2,628,000 | $2.661M | 0.1% | $1.02 | — | NOTE 1.750%12/1 | 29404kaa4 |
| — | SM ENERGY CO | 2,827,000 | $2.633M | 0.1% | $1.09 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | INSMED INC | 3,550,000 | $2.541M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| — | ASSURANT INC | 25,721 | $2.53M | 0.1% | $103.21 | — | 6.50% CONV PFD D | 04621x207 |
| — | TRANSOCEAN INC | 2,649,000 | $2.523M | 0.1% | $1.35 | — | DEB 0.500% 1/3 | 893830bj7 |
| — | MICRON TECHNOLOGY INC | 2,257,000 | $2.5M | 0.1% | $1.19 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | CBS CORP NEW | 57,015 | $2.493M | 0.1% | $58.45 | — | CL B | 124857202 |
| NKE | NIKE INC | 33,375 | $2.474M | 0.1% | $51.48 | +32.4% | CL B | 654106103 |
| NOC | NORTHROP GRUMMAN CORP | 10,096 | $2.473M | 0.1% | $216.92 | +13.2% | COM | 666807102 |
| KKR | KKR & CO INC | 122,998 | $2.414M | 0.1% | $24.47 | -13.9% | CL A | 48251W104 |
| HIG | HARTFORD FINL SVCS GROUP INC | 53,796 | $2.391M | 0.1% | $25.51 | +50.4% | COM | 416515104 |
| — | CARBONITE INC | 2,000,000 | $2.385M | 0.1% | $1.19 | — | NOTE 2.500% 4/0 | 141337ab1 |
| — | LAZARD LTD | 64,558 | $2.383M | 0.1% | $38.90 | — | SHS A | G54050102 |
| — | PDC ENERGY INC | 2,626,000 | $2.331M | 0.1% | $1.11 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.32M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | TTM TECHNOLOGIES INC | 2,000,000 | $2.32M | 0.1% | $1.25 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | NABORS INDUSTRIES LTD | 130,300 | $2.319M | 0.1% | $37.54 | — | 6% PFD CNV SR A | G6359f129 |
| SPY | SPDR S&P 500 ETF TR | 9,250 | $2.312M | 0.1% | $250.34 | — | TR UNIT | 78462F103 |
| — | MEDICINES CO | 3,000,000 | $2.297M | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | RAYONIER ADVANCED MATLS INC | 27,841 | $2.289M | 0.1% | $127.46 | — | PFD CV SER A | 75508B203 |
| — | HESS CORP | 45,350 | $2.25M | 0.1% | $59.75 | — | DEP PDF SR A | 42809H404 |
| — | TWITTER INC | 2,423,000 | $2.211M | 0.1% | $0.91 | — | NOTE 1.000% 9/1 | 90184lad4 |
| BGS | B & G FOODS INC NEW | 76,250 | $2.204M | 0.1% | $16.42 | -8.2% | COM | 05508R106 |
| — | RAYTHEON CO | 14,285 | $2.191M | 0.1% | $193.37 | — | COM NEW | 755111507 |
| — | NUANCE COMMUNICATIONS INC | 2,329,000 | $2.186M | 0.1% | $0.94 | — | DEBT 1.500%11/0 | 67020yag5 |
| — | NEW YORK CMNTY CAP TR V | 46,366 | $2.149M | 0.1% | $49.39 | — | UNIT 11/01/2051 | 64944p307 |
| EPD | ENTERPRISE PRODS PARTNERS L | 86,296 | $2.122M | 0.1% | $41.68 | — | COM | 293792107 |
| — | KNOWLES CORP | 2,000,000 | $2.066M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| XOM | EXXON MOBIL CORP | 30,068 | $2.05M | 0.1% | $67.99 | -17.1% | COM | 30231G102 |
| — | CSG SYS INTL INC | 2,000,000 | $2.009M | 0.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,000,000 | $1.945M | 0.1% | $1.15 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | INVACARE CORP | 2,802,000 | $1.933M | 0.1% | $1.34 | — | NOTE 4.500% 6/0 | 461203ah4 |
| — | MACQUARIE INFRASTRUCTURE COR | 52,300 | $1.912M | 0.1% | $46.23 | — | COM | 55608B105 |
| — | LENDINGTREE INC NEW | 1,519,000 | $1.892M | 0.1% | $1.22 | — | NOTE 0.625% 6/0 | 52603baa5 |
| — | REDWOOD TR INC | 2,000,000 | $1.843M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | ANI PHARMACEUTICALS INC | 1,809,000 | $1.833M | 0.1% | $1.06 | — | NOTE 3.000%12/0 | 00182caa1 |
| — | VISTRA ENERGY CORP | 20,000 | $1.819M | 0.1% | $96.13 | — | UNIT 02/02/2024 | 92840M300 |
| — | SYNAPTICS INC | 2,040,000 | $1.785M | 0.1% | $0.98 | — | NOTE 0.500% 6/1 | 87157dad1 |
| — | MERITOR INC | 2,000,000 | $1.771M | 0.1% | $0.95 | — | NOTE 3.250%10/1 | 59001kaf7 |
| — | VEECO INSTRS INC DEL | 2,320,000 | $1.757M | 0.1% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | DOWDUPONT INC | 32,618 | $1.744M | 0.1% | $69.03 | — | COM | 26078J100 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 33,500 | $1.739M | 0.1% | $52.68 | — | UNIT 09/15/2021 | 459506309 |
| — | ROYAL GOLD INC | 1,723,000 | $1.725M | 0.1% | $1.01 | — | NOTE 2.875% 6/1 | 780287aa6 |
| — | ASSERTIO THERAPEUTICS INC | 2,400,000 | $1.681M | 0.1% | $0.70 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | EVOLENT HEALTH INC | 1,500,000 | $1.665M | 0.1% | $1.17 | — | NOTE 2.000%12/0 | 30050bab7 |
| — | WORLD WRESTLING ENTMT INC | 20,850 | $1.558M | 0.1% | $72.80 | — | CL A | 98156Q108 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,500,000 | $1.553M | 0.1% | $1.05 | — | NOTE 1.000% 1/3 | 531229af9 |
| — | INTEGRATED DEVICE TECHNOLOGY | 1,000,000 | $1.55M | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ac0 |
| — | RETROPHIN INC | 1,700,000 | $1.524M | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 761299ab2 |
| — | LIVE NATION ENTERTAINMENT IN | 1,061,000 | $1.522M | 0.1% | $1.08 | — | NOTE 2.500% 5/1 | 538034aj8 |
| ADBE | ADOBE INC | 6,700 | $1.516M | 0.1% | $179.34 | +34.6% | COM | 00724F101 |
| — | MONMOUTH REAL ESTATE INVT CO | 121,329 | $1.504M | 0.1% | $13.71 | — | CL A | 609720107 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1.485M | 0.1% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.463M | 0.1% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | II VI INC | 1,500,000 | $1.457M | 0.1% | $1.17 | — | NOTE 0.250% 9/0 | 902104ab4 |
| — | CTRIP COM INTL LTD | 1,500,000 | $1.454M | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943fah3 |
| — | SUNPOWER CORP | 1,800,000 | $1.436M | 0.1% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | INCYTE CORP | 1,071,000 | $1.432M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| CMCSA | COMCAST CORP NEW | 41,014 | $1.397M | 0.1% | $28.83 | +5.5% | CL A | 20030N101 |
| HD | HOME DEPOT INC | 8,054 | $1.384M | 0.1% | $127.58 | +17.9% | COM | 437076102 |
| — | TEAM INC | 1,380,000 | $1.377M | 0.1% | $1.27 | — | NOTE 5.000% 8/0 | 878155ae0 |
| — | NEUROCRINE BIOSCIENCES INC | 1,100,000 | $1.313M | 0.0% | $1.45 | — | NOTE 2.250% 5/1 | 64125cad1 |
| — | CHENIERE ENERGY INC | 1,795,000 | $1.259M | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 1,300,000 | $1.242M | 0.0% | $1.21 | — | NOTE 1.875% 6/0 | 049164bj4 |
| — | ZILLOW GROUP INC | 1,400,000 | $1.211M | 0.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954mac5 |
| GOOGL | ALPHABET INC | 1,156 | $1.208M | 0.0% | $41.27 | +30.0% | CAP STK CL A | 02079K305 |
| — | EZCORP INC | 1,200,000 | $1.195M | 0.0% | $1.24 | — | NOTE 2.875% 7/0 | 302301af3 |
| — | FINISAR CORP | 1,250,000 | $1.19M | 0.0% | $0.93 | — | NOTE 0.500%12/1 | 31787aap6 |
| COP | CONOCOPHILLIPS | 18,816 | $1.173M | 0.0% | $55.48 | -3.7% | COM | 20825C104 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.17M | 0.0% | $50.14 | +50.2% | COM | 665859104 |
| — | MEDICINES CO | 1,350,000 | $1.165M | 0.0% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | FIREEYE INC | 1,200,000 | $1.098M | 0.0% | $0.88 | — | NOTE 1.625% 6/0 | 31816qad3 |
| PG | PROCTER AND GAMBLE CO | 11,847 | $1.089M | 0.0% | $66.82 | +11.9% | COM | 742718109 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.072M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| XPO | XPO LOGISTICS INC | 18,750 | $1.069M | 0.0% | $27.71 | 0.0% | COM | 983793100 |
| — | KAMAN CORP | 1,000,000 | $1.067M | 0.0% | $1.22 | — | NOTE 3.250% 5/0 | 483548af0 |
| — | ALLERGAN PLC | 7,892 | $1.055M | 0.0% | $166.66 | — | SHS | G0177J108 |
| NXPI | NXP SEMICONDUCTORS N V | 14,370 | $1.053M | 0.0% | $99.54 | -29.1% | COM | N6596X109 |
| ILMN | ILLUMINA INC | 3,500 | $1.05M | 0.0% | $309.79 | 0.0% | COM | 452327109 |
| SRPT | SAREPTA THERAPEUTICS INC | 9,537 | $1.041M | 0.0% | $125.06 | 0.0% | COM | 803607100 |
| T | AT&T INC | 35,925 | $1.025M | 0.0% | $14.67 | -4.4% | COM | 00206R102 |
| — | RESTORATION HARDWARE HLDGS I | 871,000 | $1.015M | 0.0% | $1.23 | — | DBCV 7/1 | 761283ac4 |
| — | SEMPRA ENERGY | 10,440 | $1.006M | 0.0% | $102.09 | — | 6% PFD CONV A | 816851406 |
| — | SILICON LABORATORIES INC | 940,000 | $994K | 0.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919ab8 |
| — | TPG SPECIALTY LENDING INC | 1,000,000 | $986K | 0.0% | $1.02 | — | NOTE 4.500% 8/0 | 87265kad4 |
| HSIC | SCHEIN HENRY INC | 12,422 | $975K | 0.0% | $58.07 | +13.4% | COM | 806407102 |
| EXPE | EXPEDIA GROUP INC | 8,606 | $969K | 0.0% | $124.85 | -6.5% | COM NEW | 30212P303 |
| — | ALTRA INDL MOTION CORP | 38,261 | $962K | 0.0% | $25.14 | — | COM | 02208R106 |
| — | ENDOLOGIX INC | 1,334,138 | $955K | 0.0% | $4.76 | — | COM | 29266s106 |
| PFE | PFIZER INC | 21,712 | $948K | 0.0% | $17.65 | +70.1% | COM | 717081103 |
| CNP | CENTERPOINT ENERGY INC | 33,450 | $944K | 0.0% | $19.14 | +18.4% | COM | 15189T107 |
| EA | ELECTRONIC ARTS INC | 11,930 | $941K | 0.0% | $48.76 | +82.9% | COM | 285512109 |
| KHC | KRAFT HEINZ CO | 21,715 | $935K | 0.0% | $47.86 | -23.5% | COM | 500754106 |
| INTU | INTUIT | 4,735 | $932K | 0.0% | $127.17 | +56.1% | COM | 461202103 |
| — | INTERCEPT PHARMACEUTICALS IN | 975,000 | $900K | 0.0% | $1.12 | — | NOTE 3.250% 7/0 | 45845paa6 |
| — | LAM RESEARCH CORP | 6,600 | $899K | 0.0% | $172.88 | — | COM | 512807108 |
| — | OASIS PETE INC NEW | 1,000,000 | $898K | 0.0% | $1.30 | — | NOTE 2.625% 9/1 | 674215aj7 |
| KDP | KEURIG DR PEPPER INC | 34,737 | $891K | 0.0% | $19.52 | +9.3% | COM | 49271V100 |
| PYPL | PAYPAL HLDGS INC | 10,539 | $886K | 0.0% | $84.90 | -2.1% | COM | 70450Y103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 3,950 | $884K | 0.0% | $149.08 | +54.5% | COM | 883556102 |
| — | ACTIVISION BLIZZARD INC | 18,880 | $879K | 0.0% | $56.21 | — | COM | 00507V109 |
| LUV | SOUTHWEST AIRLS CO | 18,782 | $873K | 0.0% | $50.76 | -4.5% | COM | 844741108 |
| BAC | BANK AMER CORP | 35,000 | $862K | 0.0% | $22.01 | +3.6% | COM | 060505104 |
| — | DOMINION ENERGY INC | 17,371 | $832K | 0.0% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $829K | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| RH | RH | 6,707 | $804K | 0.0% | $140.28 | -14.3% | COM | 74967X103 |
| BABA | ALIBABA GROUP HLDG LTD | 5,825 | $798K | 0.0% | $171.51 | — | SPONSORED ADS | 01609W102 |
| AAL | AMERICAN AIRLS GROUP INC | 24,800 | $796K | 0.0% | $42.24 | -19.0% | COM | 02376R102 |
| ALLE | ALLEGION PUB LTD CO | 9,868 | $787K | 0.0% | $76.06 | +3.7% | ORD SHS | G0176J109 |
| — | ALLETE INC | 10,000 | $762K | 0.0% | $51.35 | — | COM NEW | 018522300 |
| — | ACETO CORP | 1,000,000 | $750K | 0.0% | $0.88 | — | NOTE 2.000%11/0 | 004446ad2 |
| OEC | ORION ENGINEERED CARBONS S A | 28,985 | $733K | 0.0% | $21.32 | +22.4% | COM | L72967109 |
| — | TESARO INC | 335,000 | $730K | 0.0% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| URI | UNITED RENTALS INC | 7,000 | $718K | 0.0% | $116.64 | 0.0% | COM | 911363109 |
| INGN | INOGEN INC | 5,550 | $689K | 0.0% | $206.66 | -20.3% | COM | 45780L104 |
| INTC | INTEL CORP | 14,662 | $688K | 0.0% | $44.67 | -10.0% | COM | 458140100 |
| SLM | SLM CORP | 81,200 | $675K | 0.0% | $10.09 | -1.4% | COM | 78442P106 |
| NAVI | NAVIENT CORPORATION | 76,200 | $671K | 0.0% | $16.89 | -32.1% | COM | 63938C108 |
| C | CITIGROUP INC | 12,494 | $650K | 0.0% | $52.69 | -6.3% | COM NEW | 172967424 |
| APD | AIR PRODS & CHEMS INC | 4,020 | $643K | 0.0% | $119.15 | +11.8% | COM | 009158106 |
| PEP | PEPSICO INC | 5,776 | $638K | 0.0% | $81.41 | +11.4% | COM | 713448108 |
| SYNA | SYNAPTICS INC | 17,000 | $633K | 0.0% | $44.64 | -15.9% | COM | 87157D109 |
| — | NOVAVAX INC | 1,000,000 | $628K | 0.0% | $0.46 | — | NOTE 3.750% 2/0 | 670002ab0 |
| PVH | PVH CORP | 6,598 | $613K | 0.0% | $125.14 | -9.5% | COM | 693656100 |
| MTG | MGIC INVT CORP WIS | 58,000 | $607K | 0.0% | $12.80 | -8.6% | COM | 552848103 |
| — | AMERICAN EQTY INVT LIFE HLD | 21,478 | $600K | 0.0% | $26.13 | — | COM | 025676206 |
| MU | MICRON TECHNOLOGY INC | 18,500 | $587K | 0.0% | $46.03 | -19.6% | COM | 595112103 |
| — | MARRIOTT VACATIONS WRLDWDE C | 667,000 | $585K | 0.0% | $0.88 | — | NOTE 1.500% 9/1 | 57164yab3 |
| WFC | WELLS FARGO CO NEW | 12,640 | $582K | 0.0% | $46.19 | -9.0% | COM | 949746101 |
| NVDA | NVIDIA CORP | 4,340 | $579K | 0.0% | $4.74 | 0.0% | COM | 67066G104 |
| ED | CONSOLIDATED EDISON INC | 7,526 | $575K | 0.0% | $55.52 | +8.9% | COM | 209115104 |
| — | WHITING PETE CORP NEW | 25,000 | $567K | 0.0% | $22.68 | — | COM NEW | 966387409 |
| — | LUMENTUM HLDGS INC | 13,000 | $546K | 0.0% | $56.49 | — | COM | 55024u109 |
| — | AMERICAN RLTY CAP PPTYS INC | 500,000 | $496K | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917tab0 |
| AFL | AFLAC INC | 10,872 | $495K | 0.0% | $44.78 | -16.1% | COM | 001055102 |
| — | NEXTERA ENERGY INC | 8,203 | $474K | 0.0% | $55.39 | — | UNIT 09/01/2019 | 65339F820 |
| WDC | WESTERN DIGITAL CORP | 12,250 | $453K | 0.0% | $51.84 | -36.2% | COM | 958102105 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 11,829 | $437K | 0.0% | $42.78 | — | SPONSORED ADR | 874039100 |
| LMT | LOCKHEED MARTIN CORP | 1,606 | $421K | 0.0% | $260.70 | -4.1% | COM | 539830109 |
| — | SVB FINL GROUP | 2,200 | $418K | 0.0% | $190.00 | — | COM | 78486Q101 |
| — | SINA CORP | 7,750 | $416K | 0.0% | $87.33 | — | ORD | G81477104 |
| — | KANSAS CITY SOUTHERN | 4,250 | $406K | 0.0% | $95.53 | — | COM NEW | 485170302 |
| — | CELGENE CORP | 6,340 | $406K | 0.0% | $114.26 | — | COM | 151020104 |
| — | NEKTAR THERAPEUTICS | 12,250 | $403K | 0.0% | $58.13 | — | COM | 640268108 |
| — | BLACKSTONE GROUP L P | 13,410 | $400K | 0.0% | $33.61 | — | COM UNIT LTD | 09253U108 |
| DVN | DEVON ENERGY CORP NEW | 17,548 | $396K | 0.0% | $46.14 | -52.4% | COM | 25179M103 |
| MLM | MARTIN MARIETTA MATLS INC | 2,275 | $391K | 0.0% | $159.00 | +6.1% | COM | 573284106 |
| KBE | SPDR SERIES TRUST | 10,000 | $373K | 0.0% | $45.28 | — | S&P BK ETF | 78464A797 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,172 | $361K | 0.0% | $109.51 | -19.7% | COM | 459200101 |
| — | PLATFORM SPECIALTY PRODS COR | 34,600 | $357K | 0.0% | $14.73 | — | COM | 72766Q105 |
| JBLU | JETBLUE AIRWAYS CORP | 21,750 | $349K | 0.0% | $21.72 | -19.8% | COM | 477143101 |
| — | SEAGATE TECHNOLOGY PLC | 9,000 | $347K | 0.0% | $46.40 | — | SHS | G7945M107 |
| THO | THOR INDS INC | 6,550 | $341K | 0.0% | $102.10 | -43.3% | COM | 885160101 |
| AMAT | APPLIED MATLS INC | 10,421 | $341K | 0.0% | $27.67 | +14.6% | COM | 038222105 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $340K | 0.0% | $163.01 | +56.2% | COM | 893641100 |
| WMB | WILLIAMS COS INC DEL | 15,048 | $332K | 0.0% | $19.05 | -12.0% | COM | 969457100 |
| FDX | FEDEX CORP | 2,000 | $323K | 0.0% | $206.95 | -10.2% | COM | 31428X106 |
| TTMI | TTM TECHNOLOGIES INC | 31,000 | $302K | 0.0% | $12.26 | 0.0% | COM | 87305R109 |
| — | PIVOTAL SOFTWARE INC | 18,500 | $302K | 0.0% | $18.98 | — | COM CL A | 72582H107 |
| DOCU | DOCUSIGN INC | 7,502 | $301K | 0.0% | $42.02 | 0.0% | COM | 256163106 |
| GS | GOLDMAN SACHS GROUP INC | 1,773 | $296K | 0.0% | $196.43 | -13.0% | COM | 38141G104 |
| MAS | MASCO CORP | 10,000 | $292K | 0.0% | $16.70 | +65.8% | COM | 574599106 |
| — | ARCONIC INC | 17,000 | $287K | 0.0% | $20.94 | — | COM | 03965L100 |
| VECO | VEECO INSTRS INC DEL | 38,500 | $285K | 0.0% | $12.69 | -32.6% | COM | 922417100 |
| SBUX | STARBUCKS CORP | 4,218 | $272K | 0.0% | $46.42 | +15.6% | COM | 855244109 |
| UNH | UNITEDHEALTH GROUP INC | 1,074 | $268K | 0.0% | $235.05 | 0.0% | COM | 91324P102 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $266K | 0.0% | $112.31 | +15.3% | COM | 03027X100 |
| — | BLACKROCK INC | 668 | $262K | 0.0% | $392.22 | — | COM | 09247X101 |
| — | OASIS PETE INC NEW | 47,000 | $260K | 0.0% | $7.56 | — | COM | 674215108 |
| XLE | SELECT SECTOR SPDR TR | 4,503 | $258K | 0.0% | $57.30 | — | ENERGY | 81369Y506 |
| D | DOMINION ENERGY INC | 3,602 | $257K | 0.0% | $49.16 | +8.3% | COM | 25746U109 |
| LEN | LENNAR CORP | 6,500 | $254K | 0.0% | $55.25 | -32.3% | CL A | 526057104 |
| — | PDC ENERGY INC | 8,500 | $253K | 0.0% | $48.96 | — | COM | 69327R101 |
| — | RETROPHIN INC | 10,752 | $243K | 0.0% | $27.43 | — | COM | 761299106 |
| SWKS | SKYWORKS SOLUTIONS INC | 3,500 | $235K | 0.0% | $76.90 | -15.1% | COM | 83088M102 |
| — | TIVO CORP | 25,000 | $235K | 0.0% | $12.91 | — | COM | 88870P106 |
| — | SEACOR HOLDINGS INC | 250,000 | $234K | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | SPIRIT RLTY CAP INC NEW | 234,000 | $233K | 0.0% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $233K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| GILD | GILEAD SCIENCES INC | 3,650 | $228K | 0.0% | $64.68 | -18.0% | COM | 375558103 |
| VB | VANGUARD INDEX FDS | 1,690 | $223K | 0.0% | $131.95 | — | SMALL CP ETF | 922908751 |
| JD | JD COM INC | 10,595 | $222K | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| — | ATLASSIAN CORP PLC | 2,500 | $222K | 0.0% | $88.80 | — | CL A | G06242104 |
| — | COLONY CAP INC NEW | 47,027 | $220K | 0.0% | $6.23 | — | CL A COM | 19626G108 |
| INCY | INCYTE CORP | 3,442 | $219K | 0.0% | $110.69 | -41.3% | COM | 45337C102 |
| ROK | ROCKWELL AUTOMATION INC | 1,416 | $213K | 0.0% | $146.34 | 0.0% | COM | 773903109 |
| ABT | ABBOTT LABS | 2,948 | $213K | 0.0% | $57.97 | +7.2% | COM | 002824100 |
| — | APTIV PLC | 3,414 | $210K | 0.0% | $84.77 | — | SHS | G6095L109 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $209K | 0.0% | $20.45 | -12.5% | COM | 127097103 |
| — | INFINERA CORPORATION | 51,500 | $205K | 0.0% | $6.94 | — | COM | 45667G103 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 3,901 | $203K | 0.0% | $39.72 | +6.5% | COM | 744573106 |
| — | NEW YORK CMNTY BANCORP INC | 20,000 | $188K | 0.0% | $13.05 | — | COM | 649445103 |
| — | FIREEYE INC | 11,000 | $178K | 0.0% | $14.50 | — | COM | 31816Q101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 26,000 | $160K | 0.0% | $6.15 | — | COM | 87157B103 |
| — | INVESTORS BANCORP INC NEW | 13,000 | $135K | 0.0% | $11.07 | — | COM | 46146L101 |
| GPRO | GOPRO INC | 30,500 | $129K | 0.0% | $5.59 | 0.0% | CL A | 38268T103 |
| — | STREAMLINE HEALTH SOLUTIONS | 33,136 | $27,000 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | NANTHEALTH INC | 45,000 | $24,000 | 0.0% | $2.91 | — | COM | 630104107 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $13,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $8,000 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |