Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 13, 2019
Total Value: $3.115B (77.4% shares, 22.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 377,500 | $57.79M | 1.9% | $133.91 | — | Put | 464287655 |
| — | GENESEE & WYO INC | 585,879 | $51.05M | 1.6% | $76.62 | — | CL A | 371559105 |
| IDA | IDACORP INC | 412,187 | $41.03M | 1.3% | $62.97 | +54.2% | COM | 451107106 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 195,279 | $40.92M | 1.3% | $120.73 | +55.9% | CL A | 989207105 |
| HEI/A | HEICO CORP NEW | 482,475 | $40.56M | 1.3% | $36.84 | +97.1% | CL A | 422806208 |
| NGVT | INGEVITY CORP | 378,772 | $40M | 1.3% | $74.69 | +34.5% | COM | 45688C107 |
| ACIW | ACI WORLDWIDE INC | 1,106,440 | $36.37M | 1.2% | $23.37 | +30.4% | COM | 004498101 |
| LFUS | LITTELFUSE INC | 198,593 | $36.24M | 1.2% | $132.13 | +39.7% | COM | 537008104 |
| RJF | RAYMOND JAMES FINANCIAL INC | 420,401 | $33.8M | 1.1% | $39.10 | +23.0% | COM | 754730109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 133,732 | $31.7M | 1.0% | $103.72 | +118.4% | COM | 879360105 |
| — | HMS HLDGS CORP | 1,063,490 | $31.49M | 1.0% | $18.33 | — | COM | 40425J101 |
| IWM | ISHARES TR | 200,000 | $30.62M | 1.0% | $133.91 | — | Call | 464287655 |
| RGEN | REPLIGEN CORP | 500,868 | $29.59M | 0.9% | $31.75 | +81.1% | COM | 759916109 |
| — | COUSINS PPTYS INC | 3,018,829 | $29.16M | 0.9% | $9.38 | — | COM | 222795106 |
| — | REALPAGE INC | 474,851 | $28.82M | 0.9% | $44.58 | — | COM | 75606N109 |
| ICLR | ICON PLC | 210,259 | $28.72M | 0.9% | $116.95 | +16.5% | SHS | G4705A100 |
| DHR | DANAHER CORPORATION | 216,947 | $28.64M | 0.9% | $52.88 | +88.0% | COM | 235851102 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 476,393 | $28.33M | 0.9% | $57.91 | -8.7% | COM | 03820C105 |
| RNST | RENASANT CORP | 835,147 | $28.27M | 0.9% | $46.00 | -22.5% | COM | 75970E107 |
| AAPL | APPLE INC | 147,847 | $28.08M | 0.9% | $69.67 | -42.0% | COM | 037833100 |
| KWR | QUAKER CHEM CORP | 138,568 | $27.76M | 0.9% | $96.59 | +105.6% | COM | 747316107 |
| — | K12 INC | 806,092 | $27.51M | 0.9% | $17.65 | — | COM | 48273u102 |
| — | AARONS INC | 483,390 | $25.43M | 0.8% | $33.08 | — | COM PAR $0.50 | 002535300 |
| — | SYNEOS HEALTH INC | 489,504 | $25.34M | 0.8% | $37.78 | — | CL A | 87166B102 |
| — | CORNERSTONE ONDEMAND INC | 455,272 | $24.94M | 0.8% | $36.06 | — | COM | 21925Y103 |
| LKQ | LKQ CORP | 868,850 | $24.66M | 0.8% | $24.72 | -2.3% | COM | 501889208 |
| BRKR | BRUKER CORP | 638,731 | $24.55M | 0.8% | $22.21 | +58.8% | COM | 116794108 |
| WABC | WESTAMERICA BANCORPORATION | 391,612 | $24.2M | 0.8% | $41.49 | +19.3% | COM | 957090103 |
| EGP | EASTGROUP PPTY INC | 212,047 | $23.67M | 0.8% | $95.97 | — | COM | 277276101 |
| WAL | WESTERN ALLIANCE BANCORP | 575,857 | $23.63M | 0.8% | $39.21 | -2.5% | COM | 957638109 |
| GIII | G-III APPAREL GROUP LTD | 587,355 | $23.47M | 0.8% | $30.35 | +14.1% | COM | 36237H101 |
| CFR | CULLEN FROST BANKERS INC | 240,083 | $23.3M | 0.7% | $66.01 | +21.9% | COM | 229899109 |
| APH | AMPHENOL CORP NEW | 244,334 | $23.07M | 0.7% | $34.41 | -39.2% | CL A | 032095101 |
| PB | PROSPERITY BANCSHARES INC | 323,614 | $22.35M | 0.7% | $47.49 | +20.8% | COM | 743606105 |
| MLI | MUELLER INDS INC | 709,969 | $22.25M | 0.7% | $18.77 | -28.8% | COM | 624756102 |
| SMTC | SEMTECH CORP | 434,940 | $22.14M | 0.7% | $33.81 | +52.7% | COM | 816850101 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 153,050 | $22.1M | 0.7% | $30.85 | +46.8% | COM | 679580100 |
| — | POLYONE CORP | 748,677 | $21.94M | 0.7% | $42.73 | — | COM | 73179P106 |
| RLI | RLI CORP | 304,835 | $21.87M | 0.7% | $19.31 | +42.4% | COM | 749607107 |
| WLY | WILEY JOHN & SONS INC | 490,364 | $21.68M | 0.7% | $40.78 | -4.6% | CL A | 968223206 |
| — | WELLS FARGO CO NEW | 16,157 | $21M | 0.7% | $537.47 | — | PERP PFD CNV A | 949746804 |
| — | IBERIABANK CORP | 289,239 | $20.74M | 0.7% | $63.09 | — | COM | 450828108 |
| — | BARNES GROUP INC | 398,113 | $20.47M | 0.7% | $42.46 | — | COM | 067806109 |
| PFGC | PERFORMANCE FOOD GROUP CO | 510,328 | $20.23M | 0.6% | $30.43 | +20.4% | COM | 71377A103 |
| FULT | FULTON FINL CORP PA | 1,300,231 | $20.13M | 0.6% | $9.67 | +26.2% | COM | 360271100 |
| — | RITCHIE BROS AUCTIONEERS | 590,898 | $20.09M | 0.6% | $29.82 | — | COM | 767744105 |
| RLJ | RLJ LODGING TR | 1,122,699 | $19.73M | 0.6% | $21.37 | — | COM | 74965L101 |
| — | CORELOGIC INC | 518,445 | $19.32M | 0.6% | $36.86 | — | COM | 21871D103 |
| GPI | GROUP 1 AUTOMOTIVE INC | 294,391 | $19.05M | 0.6% | $67.39 | -9.8% | COM | 398905109 |
| JPM | JPMORGAN CHASE & CO | 186,705 | $18.9M | 0.6% | $54.78 | +55.8% | COM | 46625H100 |
| HCSG | HEALTHCARE SVCS GRP INC | 568,447 | $18.75M | 0.6% | $29.23 | +31.0% | COM | 421906108 |
| WTS | WATTS WATER TECHNOLOGIES INC | 228,758 | $18.49M | 0.6% | $66.80 | +14.0% | CL A | 942749102 |
| WWD | WOODWARD INC | 193,578 | $18.37M | 0.6% | $55.43 | +52.8% | COM | 980745103 |
| MD | MEDNAX INC | 662,220 | $17.99M | 0.6% | $44.85 | -25.2% | COM | 58502B106 |
| AMZN | AMAZON COM INC | 10,012 | $17.83M | 0.6% | $67.70 | +22.9% | COM | 023135106 |
| AMSF | AMERISAFE INC | 299,922 | $17.82M | 0.6% | $33.88 | 0.0% | COM | 03071H100 |
| — | RESOURCES CONNECTION INC | 1,049,039 | $17.35M | 0.6% | $14.61 | — | COM | 76122q105 |
| — | COTT CORP QUE | 1,179,385 | $17.23M | 0.6% | $15.48 | — | COM | 22163N106 |
| — | ALTABA INC | 228,929 | $16.97M | 0.5% | $71.68 | — | COM | 021346101 |
| FTV | FORTIVE CORP | 200,114 | $16.79M | 0.5% | $36.92 | +28.2% | COM | 34959J108 |
| BURL | BURLINGTON STORES INC | 105,901 | $16.59M | 0.5% | $88.95 | +81.2% | COM | 122017106 |
| DECK | DECKERS OUTDOOR CORP | 111,914 | $16.45M | 0.5% | $19.69 | +15.4% | COM | 243537107 |
| TXRH | TEXAS ROADHOUSE INC | 262,794 | $16.34M | 0.5% | $24.00 | +132.9% | COM | 882681109 |
| CNC | CENTENE CORP DEL | 300,995 | $15.98M | 0.5% | $50.73 | +19.6% | COM | 15135B101 |
| — | BANK AMER CORP | 12,049 | $15.78M | 0.5% | $1178.32 | — | 7.25%CNV PFD L | 060505682 |
| SM | SM ENERGY CO | 889,329 | $15.55M | 0.5% | $18.39 | -12.8% | COM | 78454L100 |
| WSFS | WSFS FINL CORP | 402,322 | $15.53M | 0.5% | $48.72 | -14.6% | COM | 929328102 |
| CMP | COMPASS MINERALS INTL INC | 279,265 | $15.18M | 0.5% | $50.44 | -15.8% | COM | 20451N101 |
| V | VISA INC | 96,406 | $15.06M | 0.5% | $94.27 | +45.7% | COM CL A | 92826C839 |
| — | BIOTELEMETRY INC | 233,661 | $14.63M | 0.5% | $33.98 | — | COM | 090672106 |
| BL | BLACKLINE INC | 315,855 | $14.63M | 0.5% | $40.94 | +14.8% | COM | 09239B109 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 487,813 | $14.3M | 0.5% | $36.56 | -22.5% | COM | 00404A109 |
| BDX | BECTON DICKINSON & CO | 55,393 | $13.83M | 0.4% | $165.42 | +28.6% | COM | 075887109 |
| MNRO | MONRO INC | 158,642 | $13.73M | 0.4% | $57.35 | +32.0% | COM | 610236101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 169,579 | $12.91M | 0.4% | $56.67 | +20.9% | COM | 45866F104 |
| — | CORESITE RLTY CORP | 120,567 | $12.9M | 0.4% | $53.53 | — | COM | 21870Q105 |
| — | JAZZ INVESTMENTS I LTD | 12,600,000 | $12.82M | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| CMC | COMMERCIAL METALS CO | 736,302 | $12.58M | 0.4% | $15.32 | -4.4% | COM | 201723103 |
| BLKB | BLACKBAUD INC | 153,495 | $12.24M | 0.4% | $91.32 | -20.2% | COM | 09227Q100 |
| HMN | HORACE MANN EDUCATORS CORP N | 345,718 | $12.17M | 0.4% | $40.62 | -4.7% | COM | 440327104 |
| — | NIC INC | 706,925 | $12.08M | 0.4% | $15.99 | — | COM | 62914b100 |
| — | IAC INTERACTIVECORP | 57,210 | $12.02M | 0.4% | $65.02 | — | COM | 44919P508 |
| CSGS | CSG SYS INTL INC | 281,154 | $11.89M | 0.4% | $35.58 | -6.0% | COM | 126349109 |
| — | DYCOM INDS INC | 12,841,000 | $11.86M | 0.4% | $1.01 | — | NOTE 0.750% 9/1 | 267475ab7 |
| SMP | STANDARD MTR PRODS INC | 238,808 | $11.72M | 0.4% | $47.44 | +4.0% | COM | 853666105 |
| — | EXACT SCIENCES CORP | 8,581,000 | $11.72M | 0.4% | $1.02 | — | NOTE 1.000% 1/1 | 30063paa3 |
| JNJ | JOHNSON & JOHNSON | 83,633 | $11.69M | 0.4% | $73.03 | +51.1% | COM | 478160104 |
| SXT | SENSIENT TECHNOLOGIES CORP | 170,954 | $11.59M | 0.4% | $75.03 | -16.1% | COM | 81725T100 |
| BKE | BUCKLE INC | 614,566 | $11.51M | 0.4% | $20.52 | -56.6% | COM | 118440106 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 70,931 | $11.46M | 0.4% | $113.71 | +9.9% | COM | 22410J106 |
| — | CARRIZO OIL & GAS INC | 905,108 | $11.29M | 0.4% | $21.79 | — | COM | 144577103 |
| MSA | MSA SAFETY INC | 107,002 | $11.06M | 0.4% | $92.61 | +8.8% | COM | 553498106 |
| OIS | OIL STS INTL INC | 648,684 | $11M | 0.4% | $36.98 | -54.3% | COM | 678026105 |
| CAKE | CHEESECAKE FACTORY INC | 223,804 | $10.95M | 0.4% | $38.90 | +2.2% | COM | 163072101 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 360,664 | $10.79M | 0.3% | $41.52 | -31.0% | COM | 74112D101 |
| — | NATIONAL INSTRS CORP | 241,549 | $10.71M | 0.3% | $38.30 | — | COM | 636518102 |
| — | BECTON DICKINSON & CO | 172,145 | $10.71M | 0.3% | $55.80 | — | PFD SHS CONV A | 075887208 |
| — | SPARTANNASH CO | 668,610 | $10.61M | 0.3% | $23.60 | — | COM | 847215100 |
| NMFC | NEW MTN FIN CORP | 776,885 | $10.54M | 0.3% | $8.82 | -27.5% | COM | 647551100 |
| — | TWITTER INC | 10,695,000 | $10.53M | 0.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| FNV | FRANCO NEVADA CORP | 139,316 | $10.46M | 0.3% | $61.62 | +13.0% | COM | 351858105 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 10,451,000 | $10.23M | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | MICROCHIP TECHNOLOGY INC | 9,250,000 | $10.2M | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| AME | AMETEK INC NEW | 122,272 | $10.14M | 0.3% | $68.64 | +5.7% | COM | 031100100 |
| — | MICROCHIP TECHNOLOGY INC | 6,166,000 | $10.1M | 0.3% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | VERINT SYS INC | 9,113,000 | $10.05M | 0.3% | $1.02 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| PCTY | PAYLOCITY HLDG CORP | 110,678 | $9.871M | 0.3% | $50.25 | +54.6% | COM | 70438V106 |
| — | RUDOLPH TECHNOLOGIES INC | 429,769 | $9.799M | 0.3% | $17.95 | — | COM | 781270103 |
| HRTX | HERON THERAPEUTICS INC | 384,741 | $9.403M | 0.3% | $27.22 | -3.8% | COM | 427746102 |
| GOOG | ALPHABET INC | 7,945 | $9.322M | 0.3% | $40.84 | +36.4% | CAP STK CL C | 02079K107 |
| — | ALTAIR ENGR INC | 253,138 | $9.318M | 0.3% | $36.81 | — | COM CL A | 021369103 |
| ZTS | ZOETIS INC | 90,529 | $9.114M | 0.3% | $35.87 | +139.5% | CL A | 98978V103 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,345,000 | $8.995M | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| FISV | FISERV INC | 101,273 | $8.94M | 0.3% | $74.88 | +10.2% | COM | 337738108 |
| — | ELECTRONICS FOR IMAGING INC | 9,046,000 | $8.921M | 0.3% | $0.99 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | NEW MTN FIN CORP | 8,837,000 | $8.854M | 0.3% | $1.03 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | SERVICENOW INC | 4,737,000 | $8.772M | 0.3% | $1.49 | — | NOTE 6/0 | 81762pac6 |
| — | ECHO GLOBAL LOGISTICS INC | 8,813,000 | $8.752M | 0.3% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | TUTOR PERINI CORP | 9,006,000 | $8.635M | 0.3% | $1.08 | — | NOTE 2.875% 6/1 | 901109ad0 |
| UNP | UNION PACIFIC CORP | 51,025 | $8.531M | 0.3% | $72.52 | +90.4% | COM | 907818108 |
| MPC | MARATHON PETE CORP | 140,047 | $8.382M | 0.3% | $54.25 | -7.0% | COM | 56585A102 |
| DIS | DISNEY WALT CO | 74,308 | $8.25M | 0.3% | $98.90 | +9.1% | COM DISNEY | 254687106 |
| — | GREENBRIER COS INC | 8,510,000 | $8.169M | 0.3% | $1.11 | — | NOTE 2.875% 2/0 | 393657ak7 |
| BDC | BELDEN INC | 151,926 | $8.158M | 0.3% | $61.94 | -13.5% | COM | 077454106 |
| CVX | CHEVRON CORP NEW | 65,431 | $8.06M | 0.3% | $84.78 | +3.2% | COM | 166764100 |
| — | FORUM ENERGY TECHNOLOGIES IN | 1,571,245 | $8.029M | 0.3% | $11.65 | — | COM | 34984V100 |
| — | CEMEX SAB DE CV | 7,985,000 | $7.935M | 0.3% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| — | NXP SEMICONDUCTORS N V | 7,557,000 | $7.781M | 0.2% | $1.10 | — | NOTE 1.000%12/0 | 62952qab6 |
| — | SEACOR HOLDINGS INC | 8,641,000 | $7.766M | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | WORKDAY INC | 5,484,000 | $7.756M | 0.2% | $1.23 | — | NOTE 0.250%10/0 | 98138haf8 |
| — | CAESARS ENTMT CORP | 5,290,000 | $7.542M | 0.2% | $1.90 | — | NOTE 5.000%10/0 | 127686aa1 |
| NEE | NEXTERA ENERGY INC | 38,880 | $7.516M | 0.2% | $22.46 | +71.8% | COM | 65339F101 |
| — | DISH NETWORK CORP | 8,765,000 | $7.478M | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | INTRICON CORP | 293,316 | $7.356M | 0.2% | $36.89 | — | COM | 46121H109 |
| — | HURON CONSULTING GROUP INC | 7,460,000 | $7.329M | 0.2% | $0.95 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | NAVISTAR INTL CORP NEW | 7,291,000 | $7.3M | 0.2% | $1.00 | — | NOTE 4.750% 4/1 | 63934eas7 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 36,124 | $7.257M | 0.2% | $154.47 | +30.7% | CL B NEW | 084670702 |
| VZ | VERIZON COMMUNICATIONS INC | 122,496 | $7.243M | 0.2% | $30.96 | +25.8% | COM | 92343V104 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 113,653 | $7.239M | 0.2% | $43.69 | +27.3% | COM | 78467J100 |
| — | EZCORP INC | 7,262,000 | $7.234M | 0.2% | $0.95 | — | NOTE 2.125% 6/1 | 302301ab2 |
| TRUP | TRUPANION INC | 214,653 | $7.028M | 0.2% | $33.37 | -14.7% | COM | 898202106 |
| — | ARES CAP CORP | 6,915,000 | $6.906M | 0.2% | $1.00 | — | NOTE 3.750% 2/0 | 04010lat0 |
| — | PRICELINE GRP INC | 4,967,000 | $6.74M | 0.2% | $1.43 | — | NOTE 0.350% 6/1 | 741503as5 |
| — | CLEVELAND CLIFFS INC | 4,871,000 | $6.64M | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | ETSY INC | 3,352,000 | $6.49M | 0.2% | $1.94 | — | NOTE 3/0 | 29786aac0 |
| — | GUIDEWIRE SOFTWARE INC | 5,880,000 | $6.406M | 0.2% | $0.99 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| — | HORIZON PHARMA INVT LTD | 5,603,000 | $6.356M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| STZ | CONSTELLATION BRANDS INC | 35,797 | $6.276M | 0.2% | $149.14 | +0.9% | CL A | 21036P108 |
| — | SPIRIT RLTY CAP INC NEW | 6,263,000 | $6.259M | 0.2% | $1.00 | — | NOTE 3.750% 5/1 | 84860wab8 |
| — | COLONY CAP INC | 6,619,000 | $6.24M | 0.2% | $0.91 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | COLONY CAP INC | 6,454,000 | $6.197M | 0.2% | $0.94 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | WAYFAIR INC | 4,000,000 | $6.127M | 0.2% | $1.35 | — | NOTE 0.375% 9/0 | 94419lab7 |
| MSFT | MICROSOFT CORP | 51,660 | $6.093M | 0.2% | $82.06 | +24.7% | COM | 594918104 |
| — | NEVRO CORP | 5,990,000 | $6.045M | 0.2% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | PDC ENERGY INC | 6,408,000 | $6.007M | 0.2% | $1.01 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | ENCORE CAP GROUP INC | 6,265,000 | $5.964M | 0.2% | $1.06 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | LUMENTUM HLDGS INC | 5,001,000 | $5.917M | 0.2% | $1.23 | — | NOTE 0.250% 3/1 | 55024uab5 |
| ROP | ROPER TECHNOLOGIES INC | 17,294 | $5.914M | 0.2% | $223.68 | +30.3% | COM | 776696106 |
| — | XILINX INC | 46,475 | $5.893M | 0.2% | $63.63 | — | COM | 983919101 |
| — | CSG SYS INTL INC | 5,400,000 | $5.67M | 0.2% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | DERMIRA INC | 6,392,000 | $5.669M | 0.2% | $0.82 | — | NOTE 3.000% 5/1 | 24983lab0 |
| — | WEATHERFORD INTL LTD | 6,979,000 | $5.636M | 0.2% | $0.82 | — | NOTE 5.875% 7/0 | 947075ah0 |
| — | INPHI CORP | 5,365,000 | $5.606M | 0.2% | $0.94 | — | NOTE 0.750% 9/0 | 45772fac1 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,566,000 | $5.547M | 0.2% | $1.03 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | NOVELLUS SYS INC | 1,000,000 | $5.491M | 0.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | HERBALIFE LTD | 4,388,000 | $5.458M | 0.2% | $1.01 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | ROVI CORP | 5,540,000 | $5.367M | 0.2% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | WRIGHT MED GROUP INC | 4,665,000 | $5.333M | 0.2% | $1.01 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | HUBSPOT INC | 2,920,000 | $5.285M | 0.2% | $1.43 | — | NOTE 0.250% 6/0 | 443573ab6 |
| — | NUTANIX INC | 4,947,000 | $5.269M | 0.2% | $1.07 | — | NOTE 1/1 | 67059nab4 |
| — | ISIS PHARMACEUTICALS INC DEL | 3,871,000 | $5.231M | 0.2% | $1.07 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | TTM TECHNOLOGIES INC | 4,000,000 | $5.217M | 0.2% | $1.28 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | ENCORE CAP GROUP INC | 5,521,000 | $5.091M | 0.2% | $0.92 | — | NOTE 2.875% 3/1 | 292554ah5 |
| NVO | NOVO-NORDISK A S | 96,025 | $5.023M | 0.2% | $68.29 | — | ADR | 670100205 |
| — | ADVANCED MICRO DEVICES INC | 1,530,000 | $5.001M | 0.2% | $1.57 | — | NOTE 2.125% 9/0 | 007903bd8 |
| — | MICRON TECHNOLOGY INC | 1,322,000 | $4.991M | 0.2% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| MDLZ | MONDELEZ INTL INC | 99,986 | $4.991M | 0.2% | $30.41 | +27.5% | CL A | 609207105 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,610,000 | $4.966M | 0.2% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| — | RTI INTL METALS INC | 5,010,000 | $4.961M | 0.2% | $1.01 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | NICE SYS INC | 3,200,000 | $4.886M | 0.2% | $1.53 | — | NOTE 1.250% 1/1 | 65366hab9 |
| MCD | MCDONALDS CORP | 25,621 | $4.865M | 0.2% | $86.16 | +79.4% | COM | 580135101 |
| — | SEACOR HOLDINGS INC | 5,143,000 | $4.842M | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| — | CHESAPEAKE ENERGY CORP | 5,205,000 | $4.829M | 0.2% | $0.86 | — | NOTE 5.500% 9/1 | 165167cy1 |
| — | SAREPTA THERAPEUTICS INC | 2,585,000 | $4.666M | 0.1% | $1.81 | — | DBCV 1.500%11/1 | 803607ab6 |
| — | MONMOUTH REAL ESTATE INVT CO | 351,406 | $4.632M | 0.1% | $13.36 | — | CL A | 609720107 |
| META | FACEBOOK INC | 27,418 | $4.57M | 0.1% | $111.38 | +41.8% | CL A | 30303M102 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,175,000 | $4.554M | 0.1% | $0.88 | — | NOTE 2.000%10/0 | 55608bab1 |
| — | PROS HOLDINGS INC | 3,513,000 | $4.519M | 0.1% | $0.95 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | CALAMP CORP | 4,606,000 | $4.497M | 0.1% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | FIREEYE INC | 4,587,000 | $4.449M | 0.1% | $0.93 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | FLEXION THERAPEUTICS INC | 5,050,000 | $4.422M | 0.1% | $1.23 | — | NOTE 3.375% 5/0 | 33938jab2 |
| PM | PHILIP MORRIS INTL INC | 49,968 | $4.417M | 0.1% | $70.74 | -20.7% | COM | 718172109 |
| — | AK STL CORP | 4,341,000 | $4.371M | 0.1% | $0.99 | — | NOTE 5.000%11/1 | 001546ap5 |
| FNF | FIDELITY NATIONAL FINANCIAL | 119,100 | $4.353M | 0.1% | $17.43 | +42.5% | FNF GROUP COM | 31620R303 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,721,000 | $4.254M | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | OKTA INC | 2,339,000 | $4.24M | 0.1% | $1.81 | — | NOTE 0.250% 2/1 | 679295ab1 |
| — | ILLUMINA INC | 3,115,000 | $4.229M | 0.1% | $1.40 | — | NOTE 0.500% 6/1 | 452327ah2 |
| — | MOLINA HEALTHCARE INC | 1,210,000 | $4.216M | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,272,000 | $4.184M | 0.1% | $1.32 | — | NOTE 4.500% 1/1 | 232806am1 |
| HON | HONEYWELL INTL INC | 26,305 | $4.18M | 0.1% | $83.51 | +45.1% | COM | 438516106 |
| — | RADIUS HEALTH INC | 5,000,000 | $4.172M | 0.1% | $0.89 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | PATRICK INDS INC | 4,600,000 | $4.111M | 0.1% | $0.89 | — | DBCV 1.000% 2/0 | 703343ab9 |
| — | INPHI CORP | 3,330,000 | $4.088M | 0.1% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | CTRIP COM INTL LTD | 4,008,000 | $4.066M | 0.1% | $1.04 | — | NOTE 1.250% 9/1 | 22943fam2 |
| — | WHITING PETE CORP NEW | 4,188,000 | $4.047M | 0.1% | $0.96 | — | NOTE 1.250% 4/0 | 966387al6 |
| — | ON SEMICONDUCTOR CORP | 3,214,000 | $3.986M | 0.1% | $0.98 | — | NOTE 1.000%12/0 | 682189ak1 |
| — | NUANCE COMMUNICATIONS INC | 3,978,000 | $3.98M | 0.1% | $0.96 | — | DEBT 1.500%11/0 | 67020yag5 |
| — | ZILLOW GROUP INC | 3,887,000 | $3.975M | 0.1% | $1.02 | — | NOTE 2.000%12/0 | 98954mab7 |
| — | REALPAGE INC | 2,556,000 | $3.941M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| MO | ALTRIA GROUP INC | 68,061 | $3.909M | 0.1% | $29.56 | +0.5% | COM | 02209S103 |
| — | EVOLENT HEALTH INC | 4,000,000 | $3.89M | 0.1% | $1.05 | — | NOTE 2.000%12/0 | 30050bab7 |
| — | WRIGHT MED GROUP N V | 2,500,000 | $3.873M | 0.1% | $1.23 | — | NOTE 2.250%11/1 | 98236jab4 |
| — | CTRIP COM INTL LTD | 3,769,000 | $3.844M | 0.1% | $1.05 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,000,000 | $3.83M | 0.1% | $0.92 | — | NOTE 2.500% 2/0 | 014339aa3 |
| — | TERADYNE INC | 2,720,000 | $3.808M | 0.1% | $1.36 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | BLACK KNIGHT INC | 69,593 | $3.793M | 0.1% | $45.88 | — | COM | 09215C105 |
| ARCC | ARES CAP CORP | 219,745 | $3.766M | 0.1% | $12.14 | -28.5% | COM | 04010L103 |
| — | VECTOR GROUP LTD | 3,681,000 | $3.745M | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | TELADOC HEALTH INC | 2,500,000 | $3.719M | 0.1% | $1.79 | — | NOTE 3.000%12/1 | 87918aab1 |
| — | TITAN MACHY INC | 3,705,000 | $3.686M | 0.1% | $0.99 | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | INSMED INC | 3,550,000 | $3.579M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| — | Q2 HLDGS INC | 2,730,000 | $3.573M | 0.1% | $1.31 | — | NOTE 0.750% 2/1 | 74736lab5 |
| — | RAMBUS INC DEL | 3,811,000 | $3.556M | 0.1% | $0.87 | — | NOTE 1.375% 2/0 | 750917ag1 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $3.528M | 0.1% | $1.34 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | RINGCENTRAL INC | 2,470,000 | $3.514M | 0.1% | $1.42 | — | NOTE 3/1 | 76680rad9 |
| — | TPG SPECIALTY LENDING INC | 3,474,000 | $3.494M | 0.1% | $1.01 | — | NOTE 4.500%12/1 | 87265kab8 |
| — | DEXCOM INC | 2,567,000 | $3.449M | 0.1% | $1.48 | — | NOTE 0.750% 5/1 | 252131af4 |
| — | CHINA LODGING GROUP LTD | 3,000,000 | $3.446M | 0.1% | $0.98 | — | NOTE 0.375%11/0 | 16949nac3 |
| QCOM | QUALCOMM INC | 60,350 | $3.442M | 0.1% | $58.96 | -22.4% | COM | 747525103 |
| — | ZENDESK INC | 2,350,000 | $3.427M | 0.1% | $1.46 | — | NOTE 0.250% 3/1 | 98936jab7 |
| — | BLACKSTONE MTG TR INC | 3,375,000 | $3.409M | 0.1% | $1.02 | — | NOTE 4.375% 5/0 | 09257wab6 |
| — | PRA GROUP INC | 3,775,000 | $3.398M | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| — | TESLA INC | 3,300,000 | $3.394M | 0.1% | $0.94 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | CLOVIS ONCOLOGY INC | 3,641,000 | $3.374M | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | TESLA INC | 3,033,000 | $3.326M | 0.1% | $1.24 | — | NOTE 2.375% 3/1 | 88160rad3 |
| — | REDFIN CORP | 3,420,000 | $3.298M | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737faa6 |
| — | COLONY STARWOOD HOMES | 2,877,000 | $3.296M | 0.1% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| NOC | NORTHROP GRUMMAN CORP | 11,961 | $3.225M | 0.1% | $221.09 | +10.2% | COM | 666807102 |
| — | CROWN CASTLE INTL CORP NEW | 2,708 | $3.206M | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | FORESTAR GROUP INC | 3,200,000 | $3.184M | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| T | AT&T INC | 100,931 | $3.165M | 0.1% | $14.34 | -1.3% | COM | 00206R102 |
| — | ANTHEM INC | 782,000 | $3.105M | 0.1% | $3.39 | — | NOTE 2.750%10/1 | 94973vbg1 |
| TXN | TEXAS INSTRS INC | 29,225 | $3.1M | 0.1% | $44.77 | +90.7% | COM | 882508104 |
| — | ENSCO JERSEY FIN LTD | 4,000,000 | $3.095M | 0.1% | $0.89 | — | NOTE 3.000% 1/3 | 29359wab1 |
| — | FORTIVE CORP | 2,933 | $3.088M | 0.1% | $1046.11 | — | 5% PFD CNV SER A | 34959J207 |
| SCI | SERVICE CORP INTL | 76,557 | $3.074M | 0.1% | $41.74 | 0.0% | COM | 817565104 |
| — | LIVE NATION ENTERTAINMENT IN | 2,635,000 | $3.042M | 0.1% | $1.15 | — | NOTE 2.500% 3/1 | 538034aq2 |
| — | EPR PPTYS | 79,400 | $2.989M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $2.97M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | TRANSOCEAN INC | 2,649,000 | $2.96M | 0.1% | $1.35 | — | DEB 0.500% 1/3 | 893830bj7 |
| — | INFINERA CORPORATION | 3,700,000 | $2.956M | 0.1% | $0.92 | — | NOTE 2.125% 9/0 | 45667gac7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 2,969,000 | $2.926M | 0.1% | $0.97 | — | NOTE 0.750% 8/1 | 87157baa1 |
| NKE | NIKE INC | 34,575 | $2.912M | 0.1% | $52.31 | +44.1% | CL B | 654106103 |
| WELL | WELLTOWER INC | 37,449 | $2.906M | 0.1% | $60.30 | 0.0% | COM | 95040Q104 |
| DPZ | DOMINOS PIZZA INC | 11,225 | $2.897M | 0.1% | $239.79 | 0.0% | COM | 25754A201 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $2.886M | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| KKR | KKR & CO INC | 122,758 | $2.884M | 0.1% | $24.47 | -13.9% | CL A | 48251W104 |
| — | GOLAR LNG LTD | 3,000,000 | $2.869M | 0.1% | $1.00 | — | NOTE 2.750% 2/1 | 38046yab7 |
| — | SILVER STD RES INC | 2,832,000 | $2.846M | 0.1% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| — | NABORS INDUSTRIES LTD | 105,300 | $2.839M | 0.1% | $37.54 | — | 6% PFD CNV SR A | G6359f129 |
| — | PACIRA PHARMACEUTICALS INC | 2,813,000 | $2.775M | 0.1% | $0.92 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | RAYONIER ADVANCED MATLS INC | 27,841 | $2.756M | 0.1% | $127.46 | — | PFD CV SER A | 75508B203 |
| — | CBS CORP NEW | 56,315 | $2.677M | 0.1% | $58.45 | — | CL B | 124857202 |
| — | SM ENERGY CO | 2,829,000 | $2.673M | 0.1% | $1.09 | — | NOTE 1.500% 7/0 | 78454lam2 |
| — | LENDINGTREE INC NEW | 1,519,000 | $2.671M | 0.1% | $1.22 | — | NOTE 0.625% 6/0 | 52603baa5 |
| — | INTERDIGITAL INC | 2,515,000 | $2.643M | 0.1% | $1.05 | — | NOTE 1.500% 3/0 | 458660ad9 |
| — | CARDTRONICS INC | 2,570,000 | $2.544M | 0.1% | $0.95 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.541M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| HIG | HARTFORD FINL SVCS GROUP INC | 51,000 | $2.536M | 0.1% | $25.51 | +59.8% | COM | 416515104 |
| — | MEDICINES CO | 3,000,000 | $2.524M | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 49,750 | $2.502M | 0.1% | $51.90 | — | UNIT 09/15/2021 | 459506309 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,300,000 | $2.451M | 0.1% | $1.15 | — | NOTE 1.875% 6/0 | 049164bj4 |
| — | NEWPARK RES INC | 2,000,000 | $2.449M | 0.1% | $1.22 | — | NOTE 4.000%12/0 | 651718ae8 |
| — | HERCULES CAPITAL INC | 2,415,000 | $2.367M | 0.1% | $0.98 | — | DBCV 4.375% 2/0 | 427096af9 |
| — | RWT HLDGS INC | 2,336,000 | $2.357M | 0.1% | $1.01 | — | NOTE 5.625%11/1 | 749772ab5 |
| — | KNOWLES CORP | 2,000,000 | $2.346M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | ASSURANT INC | 22,721 | $2.346M | 0.1% | $103.21 | — | 6.50% CONV PFD D | 04621x207 |
| — | CARBONITE INC | 2,000,000 | $2.341M | 0.1% | $1.19 | — | NOTE 2.500% 4/0 | 141337ab1 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,330 | $2.338M | 0.1% | $41.68 | — | COM | 293792107 |
| XOM | EXXON MOBIL CORP | 28,897 | $2.335M | 0.1% | $67.99 | -18.5% | COM | 30231G102 |
| — | TWITTER INC | 2,425,000 | $2.284M | 0.1% | $0.91 | — | NOTE 1.000% 9/1 | 90184lad4 |
| — | NEW YORK CMNTY CAP TR V | 46,366 | $2.214M | 0.1% | $49.39 | — | UNIT 11/01/2051 | 64944p307 |
| — | SILICON LABORATORIES INC | 2,000,000 | $2.169M | 0.1% | $1.12 | — | NOTE 1.375% 3/0 | 826919ab8 |
| — | NEUROCRINE BIOSCIENCES INC | 1,600,000 | $2.166M | 0.1% | $1.42 | — | NOTE 2.250% 5/1 | 64125cad1 |
| HBAN | HUNTINGTON BANCSHARES INC | 167,908 | $2.129M | 0.1% | $11.01 | -11.4% | COM | 446150104 |
| — | DANAHER CORPORATION | 2,000 | $2.099M | 0.1% | $1049.50 | — | 4.75 MND CV PFD | 235851300 |
| ABBV | ABBVIE INC | 25,975 | $2.093M | 0.1% | $41.14 | +48.3% | COM | 00287Y109 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,000,000 | $2.077M | 0.1% | $1.15 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | FIREEYE INC | 2,200,000 | $2.056M | 0.1% | $0.91 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | RAYTHEON CO | 11,248 | $2.048M | 0.1% | $193.37 | — | COM NEW | 755111507 |
| — | ANI PHARMACEUTICALS INC | 1,811,000 | $1.997M | 0.1% | $1.06 | — | NOTE 3.000%12/0 | 00182caa1 |
| — | MACQUARIE INFRASTRUCTURE COR | 48,200 | $1.987M | 0.1% | $46.23 | — | COM | 55608B105 |
| — | VISTRA ENERGY CORP | 20,000 | $1.974M | 0.1% | $96.13 | — | UNIT 02/02/2024 | 92840M300 |
| — | MERITOR INC | 2,000,000 | $1.931M | 0.1% | $0.95 | — | NOTE 3.250%10/1 | 59001kaf7 |
| — | REDWOOD TR INC | 2,000,000 | $1.916M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | SYNAPTICS INC | 2,040,000 | $1.886M | 0.1% | $0.98 | — | NOTE 0.500% 6/1 | 87157dad1 |
| BGS | B & G FOODS INC NEW | 74,050 | $1.808M | 0.1% | $16.42 | -14.6% | COM | 05508R106 |
| — | INCYTE CORP | 1,071,000 | $1.806M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | WORLD WRESTLING ENTMT INC | 20,250 | $1.757M | 0.1% | $72.80 | — | CL A | 98156Q108 |
| — | AMAG PHARMACEUTICALS INC | 2,000,000 | $1.74M | 0.1% | $0.96 | — | NOTE 3.250% 6/0 | 00163uad8 |
| — | ROYAL GOLD INC | 1,730,000 | $1.73M | 0.1% | $1.01 | — | NOTE 2.875% 6/1 | 780287aa6 |
| SHW | SHERWIN WILLIAMS CO | 4,000 | $1.723M | 0.1% | $83.01 | +57.6% | COM | 824348106 |
| — | RETROPHIN INC | 1,700,000 | $1.596M | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 761299ab2 |
| — | II VI INC | 1,500,000 | $1.573M | 0.1% | $1.17 | — | NOTE 0.250% 9/0 | 902104ab4 |
| CMCSA | COMCAST CORP NEW | 39,250 | $1.569M | 0.1% | $28.83 | +9.4% | CL A | 20030N101 |
| — | AMERICAN ELEC PWR CO INC | 30,000 | $1.531M | 0.0% | $51.03 | — | UNIT 03/15/2022 | 025537127 |
| — | TEAM INC | 1,380,000 | $1.498M | 0.0% | $1.27 | — | NOTE 5.000% 8/0 | 878155ae0 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1.495M | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.485M | 0.0% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| GOOGL | ALPHABET INC | 1,228 | $1.445M | 0.0% | $42.14 | +33.0% | CAP STK CL A | 02079K305 |
| — | CHENIERE ENERGY INC | 1,795,000 | $1.411M | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | SEMPRA ENERGY | 12,840 | $1.359M | 0.0% | $102.79 | — | 6% PFD CONV A | 816851406 |
| — | MEDICINES CO | 1,350,000 | $1.354M | 0.0% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| HD | HOME DEPOT INC | 7,049 | $1.353M | 0.0% | $127.58 | +21.3% | COM | 437076102 |
| — | EZCORP INC | 1,200,000 | $1.35M | 0.0% | $1.24 | — | NOTE 2.875% 7/0 | 302301af3 |
| — | ENDOLOGIX INC | 201,013 | $1.329M | 0.0% | $6.61 | — | COM NEW | 29266S304 |
| — | ZILLOW GROUP INC | 1,400,000 | $1.276M | 0.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954mac5 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.266M | 0.0% | $50.14 | +45.5% | COM | 665859104 |
| COP | CONOCOPHILLIPS | 18,725 | $1.25M | 0.0% | $55.48 | -4.5% | COM | 20825C104 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.231M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| PG | PROCTER AND GAMBLE CO | 11,791 | $1.227M | 0.0% | $66.82 | +22.8% | COM | 742718109 |
| — | ALLERGAN PLC | 7,992 | $1.17M | 0.0% | $166.41 | — | SHS | G0177J108 |
| ADBE | ADOBE INC | 4,250 | $1.133M | 0.0% | $179.34 | +40.6% | COM | 00724F101 |
| — | NUVASIVE INC | 1,000,000 | $1.111M | 0.0% | $1.18 | — | NOTE 2.250% 3/1 | 670704ag0 |
| — | VEECO INSTRS INC DEL | 1,300,000 | $1.109M | 0.0% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | KAMAN CORP | 1,000,000 | $1.102M | 0.0% | $1.22 | — | NOTE 3.250% 5/0 | 483548af0 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1.098M | 0.0% | $48.76 | +89.0% | COM | 285512109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,000 | $1.095M | 0.0% | $150.27 | +62.7% | COM | 883556102 |
| — | SUNPOWER CORP | 1,300,000 | $1.069M | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| — | HERBALIFE LTD | 1,000,000 | $1.057M | 0.0% | $1.06 | — | NOTE 2.625% 3/1 | 42703mad5 |
| CWB | SPDR SERIES TRUST | 20,000 | $1.045M | 0.0% | $52.25 | — | BLMBRG BRC CNVRT | 78464A359 |
| CNP | CENTERPOINT ENERGY INC | 33,450 | $1.027M | 0.0% | $19.14 | +29.5% | COM | 15189T107 |
| EXPE | EXPEDIA GROUP INC | 8,556 | $1.018M | 0.0% | $124.85 | -4.9% | COM NEW | 30212P303 |
| BABA | ALIBABA GROUP HLDG LTD | 5,580 | $1.018M | 0.0% | $171.51 | — | SPONSORED ADS | 01609W102 |
| — | TPG SPECIALTY LENDING INC | 1,000,000 | $1.017M | 0.0% | $1.02 | — | NOTE 4.500% 8/0 | 87265kad4 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $996K | 0.0% | $1.00 | — | NOTE 1.125%10/1 | 00922rab1 |
| BAC | BANK AMER CORP | 35,500 | $979K | 0.0% | $22.03 | +8.4% | COM | 060505104 |
| XPO | XPO LOGISTICS INC | 18,000 | $967K | 0.0% | $27.71 | -30.7% | COM | 983793100 |
| — | RESTORATION HARDWARE HLDGS I | 871,000 | $952K | 0.0% | $1.23 | — | DBCV 7/1 | 761283ac4 |
| — | OASIS PETE INC NEW | 1,000,000 | $940K | 0.0% | $1.30 | — | NOTE 2.625% 9/1 | 674215aj7 |
| ILMN | ILLUMINA INC | 2,900 | $901K | 0.0% | $309.79 | -5.9% | COM | 452327109 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $888K | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| PFE | PFIZER INC | 20,867 | $886K | 0.0% | $17.65 | +65.6% | COM | 717081103 |
| PVH | PVH CORP | 6,900 | $841K | 0.0% | $124.41 | -12.9% | COM | 693656100 |
| INTU | INTUIT | 3,205 | $838K | 0.0% | $127.17 | +73.8% | COM | 461202103 |
| — | ALLETE INC | 10,000 | $822K | 0.0% | $51.35 | — | COM NEW | 018522300 |
| SLM | SLM CORP | 81,200 | $805K | 0.0% | $10.09 | +2.6% | COM | 78442P106 |
| NAVI | NAVIENT CORPORATION | 67,200 | $778K | 0.0% | $16.89 | -32.2% | COM | 63938C108 |
| APD | AIR PRODS & CHEMS INC | 4,020 | $768K | 0.0% | $119.15 | +22.2% | COM | 009158106 |
| C | CITIGROUP INC | 11,985 | $746K | 0.0% | $52.69 | -7.4% | COM NEW | 172967424 |
| HSIC | HENRY SCHEIN INC | 12,361 | $743K | 0.0% | $58.07 | +3.9% | COM | 806407102 |
| PEP | PEPSICO INC | 5,916 | $725K | 0.0% | $81.67 | +13.2% | COM | 713448108 |
| SYNA | SYNAPTICS INC | 17,500 | $696K | 0.0% | $44.49 | -11.2% | COM | 87157D109 |
| AAL | AMERICAN AIRLS GROUP INC | 21,050 | $669K | 0.0% | $42.24 | -21.6% | COM | 02376R102 |
| SRPT | SAREPTA THERAPEUTICS INC | 5,587 | $666K | 0.0% | $125.06 | +2.8% | COM | 803607100 |
| — | WHITING PETE CORP NEW | 25,000 | $653K | 0.0% | $22.68 | — | COM NEW | 966387409 |
| — | LUMENTUM HLDGS INC | 11,500 | $650K | 0.0% | $56.49 | — | COM | 55024u109 |
| IWM | ISHARES TR | 4,166 | $638K | 0.0% | $133.91 | — | RUSSELL 2000 ETF | 464287655 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $636K | 0.0% | $55.52 | +12.4% | COM | 209115104 |
| MU | MICRON TECHNOLOGY INC | 15,000 | $620K | 0.0% | $46.03 | -18.1% | COM | 595112103 |
| ARKW | ARK ETF TR | 11,400 | $591K | 0.0% | $51.84 | — | WEB X.O ETF | 00214Q401 |
| NXPI | NXP SEMICONDUCTORS N V | 6,670 | $590K | 0.0% | $99.54 | -21.1% | COM | N6596X109 |
| LUV | SOUTHWEST AIRLS CO | 11,000 | $571K | 0.0% | $50.76 | -4.9% | COM | 844741108 |
| LEN | LENNAR CORP | 11,147 | $547K | 0.0% | $49.56 | -16.1% | CL A | 526057104 |
| AFL | AFLAC INC | 10,800 | $540K | 0.0% | $44.78 | -8.5% | COM | 001055102 |
| ALLE | ALLEGION PUB LTD CO | 5,757 | $522K | 0.0% | $76.06 | +4.8% | ORD SHS | G0176J109 |
| ARKK | ARK ETF TR | 11,100 | $519K | 0.0% | $46.76 | — | INNOVATION ETF | 00214Q104 |
| — | NEXTERA ENERGY INC | 8,203 | $512K | 0.0% | $55.39 | — | UNIT 09/01/2019 | 65339F820 |
| MLM | MARTIN MARIETTA MATLS INC | 2,275 | $458K | 0.0% | $159.00 | +11.7% | COM | 573284106 |
| WDC | WESTERN DIGITAL CORP | 9,500 | $457K | 0.0% | $51.84 | -37.5% | COM | 958102105 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $454K | 0.0% | $163.01 | +84.8% | COM | 893641100 |
| — | BLACKSTONE GROUP L P | 12,860 | $450K | 0.0% | $33.61 | — | COM UNIT LTD | 09253U108 |
| — | DOWDUPONT INC | 8,430 | $449K | 0.0% | $69.03 | — | COM | 26078J100 |
| — | SVB FINL GROUP | 2,019 | $449K | 0.0% | $190.00 | — | COM | 78486Q101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,172 | $448K | 0.0% | $109.51 | -13.6% | COM | 459200101 |
| HTGC | HERCULES CAPITAL INC | 34,669 | $439K | 0.0% | $12.74 | 0.0% | COM | 427096508 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $431K | 0.0% | $19.05 | -4.2% | COM | 969457100 |
| — | ACTIVISION BLIZZARD INC | 9,300 | $423K | 0.0% | $56.21 | — | COM | 00507V109 |
| INGN | INOGEN INC | 4,250 | $405K | 0.0% | $206.66 | -39.6% | COM | 45780L104 |
| — | ALTRA INDL MOTION CORP | 12,750 | $396K | 0.0% | $25.14 | — | COM | 02208R106 |
| MAS | MASCO CORP | 10,000 | $393K | 0.0% | $16.70 | +91.1% | COM | 574599106 |
| KBH | KB HOME | 16,125 | $390K | 0.0% | $20.01 | 0.0% | COM | 48666K109 |
| WFC | WELLS FARGO CO NEW | 7,850 | $379K | 0.0% | $46.19 | -11.8% | COM | 949746101 |
| URI | UNITED RENTALS INC | 3,200 | $366K | 0.0% | $116.64 | +2.5% | COM | 911363109 |
| FDX | FEDEX CORP | 2,000 | $363K | 0.0% | $206.95 | -24.7% | COM | 31428X106 |
| — | SINA CORP | 6,039 | $358K | 0.0% | $87.33 | — | ORD | G81477104 |
| ESI | ELEMENT SOLUTIONS INC | 34,600 | $349K | 0.0% | $10.31 | 0.0% | COM | 28618M106 |
| — | NEKTAR THERAPEUTICS | 10,000 | $336K | 0.0% | $58.13 | — | COM | 640268108 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 55,000 | $334K | 0.0% | $6.11 | — | COM | 87157B103 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $332K | 0.0% | $112.31 | +30.0% | COM | 03027X100 |
| — | NEW RELIC INC | 3,350 | $331K | 0.0% | $98.81 | — | COM | 64829B100 |
| JD | JD COM INC | 10,595 | $319K | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| GS | GOLDMAN SACHS GROUP INC | 1,640 | $315K | 0.0% | $196.43 | -16.4% | COM | 38141G104 |
| SBUX | STARBUCKS CORP | 4,218 | $314K | 0.0% | $46.42 | +27.7% | COM | 855244109 |
| BA | BOEING CO | 800 | $305K | 0.0% | $375.20 | 0.0% | COM | 097023105 |
| UAL | UNITED CONTL HLDGS INC | 3,750 | $299K | 0.0% | $84.40 | 0.0% | COM | 910047109 |
| PYPL | PAYPAL HLDGS INC | 2,839 | $295K | 0.0% | $84.90 | +11.2% | COM | 70450Y103 |
| MTG | MGIC INVT CORP WIS | 22,300 | $294K | 0.0% | $12.80 | -2.7% | COM | 552848103 |
| — | OASIS PETE INC NEW | 47,900 | $289K | 0.0% | $7.53 | — | COM | 674215108 |
| QTEC | FIRST TR NASDAQ100 TECH INDE | 3,500 | $288K | 0.0% | $71.39 | — | SHS | 337345102 |
| — | PDC ENERGY INC | 7,000 | $285K | 0.0% | $48.96 | — | COM | 69327R101 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $282K | 0.0% | $250.34 | — | TR UNIT | 78462F103 |
| VECO | VEECO INSTRS INC DEL | 25,000 | $271K | 0.0% | $12.69 | -18.7% | COM | 922417100 |
| CRM | SALESFORCE COM INC | 1,667 | $264K | 0.0% | $153.14 | 0.0% | COM | 79466L302 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 6,300 | $258K | 0.0% | $42.78 | — | SPONSORED ADS | 874039100 |
| RH | RH | 2,500 | $257K | 0.0% | $140.28 | -2.9% | COM | 74967X103 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $257K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| — | COLONY CAP INC NEW | 47,630 | $253K | 0.0% | $6.22 | — | CL A COM | 19626G108 |
| — | APTIV PLC | 3,140 | $250K | 0.0% | $84.77 | — | SHS | G6095L109 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $244K | 0.0% | $20.45 | -8.8% | COM | 127097103 |
| — | SEACOR HOLDINGS INC | 250,000 | $243K | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| JBLU | JETBLUE AWYS CORP | 14,750 | $241K | 0.0% | $21.72 | -21.2% | COM | 477143101 |
| — | RETROPHIN INC | 10,502 | $238K | 0.0% | $27.43 | — | COM | 761299106 |
| GILD | GILEAD SCIENCES INC | 3,650 | $237K | 0.0% | $64.68 | -21.4% | COM | 375558103 |
| — | SPIRIT RLTY CAP INC NEW | 234,000 | $234K | 0.0% | $0.99 | — | NOTE 2.875% 5/1 | 84860waa0 |
| — | TIVO CORP | 25,000 | $233K | 0.0% | $12.91 | — | COM | 88870P106 |
| — | JACOBS ENGR GROUP INC | 3,090 | $232K | 0.0% | $75.08 | — | COM | 469814107 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,850 | $229K | 0.0% | $39.72 | +11.5% | COM | 744573106 |
| ABT | ABBOTT LABS | 2,850 | $228K | 0.0% | $57.97 | +14.0% | COM | 002824100 |
| DVN | DEVON ENERGY CORP NEW | 6,900 | $218K | 0.0% | $46.14 | -56.6% | COM | 25179M103 |
| ITW | ILLINOIS TOOL WKS INC | 1,445 | $207K | 0.0% | $117.01 | 0.0% | COM | 452308109 |
| — | STEELCASE INC | 14,100 | $205K | 0.0% | $14.54 | — | CL A | 858155203 |
| — | INFINERA CORPORATION | 47,000 | $204K | 0.0% | $6.94 | — | COM | 45667G103 |
| DEO | DIAGEO P L C | 1,235 | $202K | 0.0% | $163.56 | — | SPON ADR NEW | 25243Q205 |
| — | ECHO GLOBAL LOGISTICS INC | 8,116 | $201K | 0.0% | $24.77 | — | COM | 27875T101 |
| — | NEW YORK CMNTY BANCORP INC | 17,000 | $197K | 0.0% | $13.05 | — | COM | 649445103 |
| UMH | UMH PPTYS INC | 14,000 | $197K | 0.0% | $14.07 | — | COM | 903002103 |
| — | FIREEYE INC | 11,000 | $185K | 0.0% | $14.50 | — | COM | 31816Q101 |
| — | SIRIUS XM HLDGS INC | 19,500 | $111K | 0.0% | $5.69 | — | COM | 82968B103 |
| — | AK STL HLDG CORP | 25,000 | $69,000 | 0.0% | $2.76 | — | COM | 001547108 |
| — | NANTHEALTH INC | 41,000 | $38,000 | 0.0% | $2.91 | — | COM | 630104107 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $19,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | NAVIOS MARITIME PARTNERS L P | 10,000 | $9,000 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |