Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 6, 2019
Total Value: $3.237B (77.5% shares, 22.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 509,841 | $50.98M | 1.6% | $76.62 | — | CL A | 371559105 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 216,014 | $45.25M | 1.4% | $128.50 | +56.9% | CL A | 989207105 |
| IDA | IDACORP INC | 436,965 | $43.88M | 1.4% | $65.12 | +55.0% | COM | 451107106 |
| HEI/A | HEICO CORP NEW | 402,694 | $41.63M | 1.3% | $36.84 | +147.7% | CL A | 422806208 |
| NGVT | INGEVITY CORP | 384,881 | $40.48M | 1.3% | $75.10 | +33.8% | COM | 45688C107 |
| RJF | RAYMOND JAMES FINANCIAL INC | 442,859 | $37.44M | 1.2% | $39.72 | +29.4% | COM | 754730109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 135,792 | $37.19M | 1.1% | $105.92 | +135.3% | COM | 879360105 |
| ACIW | ACI WORLDWIDE INC | 1,073,571 | $36.87M | 1.1% | $23.37 | +41.7% | COM | 004498101 |
| RGEN | REPLIGEN CORP | 421,791 | $36.25M | 1.1% | $31.75 | +114.7% | COM | 759916109 |
| — | HMS HLDGS CORP | 1,117,654 | $36.2M | 1.1% | $19.01 | — | COM | 40425J101 |
| LFUS | LITTELFUSE INC | 202,420 | $35.81M | 1.1% | $133.06 | +36.3% | COM | 537008104 |
| ICLR | ICON PLC | 220,962 | $34.02M | 1.1% | $118.08 | +18.8% | SHS | G4705A100 |
| BRKR | BRUKER CORP | 671,153 | $33.52M | 1.0% | $23.13 | +78.2% | COM | 116794108 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 527,997 | $32.49M | 1.0% | $57.48 | -6.8% | COM | 03820C105 |
| RNST | RENASANT CORP | 875,168 | $31.45M | 1.0% | $45.51 | -22.7% | COM | 75970E107 |
| DHR | DANAHER CORPORATION | 216,837 | $30.99M | 1.0% | $52.88 | +117.4% | COM | 235851102 |
| — | AARONS INC | 491,690 | $30.2M | 0.9% | $33.56 | — | COM PAR $0.50 | 002535300 |
| CUZ | COUSINS PPTYS INC | 793,357 | $28.7M | 0.9% | $36.17 | — | COM NEW | 222795502 |
| — | CORNERSTONE ONDEMAND INC | 478,639 | $27.73M | 0.9% | $37.13 | — | COM | 21925Y103 |
| RLI | RLI CORP | 318,792 | $27.32M | 0.8% | $19.91 | +65.3% | COM | 749607107 |
| AAPL | APPLE INC | 136,873 | $27.09M | 0.8% | $69.67 | -33.1% | COM | 037833100 |
| WAL | WESTERN ALLIANCE BANCORP | 605,516 | $27.08M | 0.8% | $39.19 | -1.1% | COM | 957638109 |
| — | POLYONE CORP | 847,265 | $26.6M | 0.8% | $41.41 | — | COM | 73179P106 |
| — | SYNEOS HEALTH INC | 514,854 | $26.3M | 0.8% | $38.43 | — | CL A | 87166B102 |
| — | CORELOGIC INC | 625,683 | $26.17M | 0.8% | $37.71 | — | COM | 21871D103 |
| SMTC | SEMTECH CORP | 540,842 | $25.99M | 0.8% | $36.70 | +32.3% | COM | 816850101 |
| EGP | EASTGROUP PPTY INC | 222,773 | $25.84M | 0.8% | $96.93 | — | COM | 277276101 |
| GPI | GROUP 1 AUTOMOTIVE INC | 310,684 | $25.44M | 0.8% | $67.80 | +10.9% | COM | 398905109 |
| WABC | WESTAMERICA BANCORPORATION | 411,547 | $25.36M | 0.8% | $41.90 | +19.3% | COM | 957090103 |
| KWR | QUAKER CHEM CORP | 123,034 | $24.96M | 0.8% | $96.59 | +110.5% | COM | 747316107 |
| — | K12 INC | 819,357 | $24.92M | 0.8% | $17.85 | — | COM | 48273u102 |
| LKQ | LKQ CORP | 913,626 | $24.31M | 0.8% | $24.74 | +1.6% | COM | 501889208 |
| — | REALPAGE INC | 412,467 | $24.27M | 0.7% | $44.58 | — | COM | 75606N109 |
| — | BARNES GROUP INC | 426,558 | $24.03M | 0.7% | $43.38 | — | COM | 067806109 |
| WLY | WILEY JOHN & SONS INC | 515,675 | $23.65M | 0.7% | $40.56 | -10.4% | CL A | 968223206 |
| APH | AMPHENOL CORP NEW | 242,719 | $23.29M | 0.7% | $34.41 | -34.4% | CL A | 032095101 |
| — | IAC INTERACTIVECORP | 106,702 | $23.21M | 0.7% | $135.76 | — | COM | 44919P508 |
| — | IBERIABANK CORP | 304,990 | $23.13M | 0.7% | $63.75 | — | COM | 450828108 |
| WWD | WOODWARD INC | 204,370 | $23.13M | 0.7% | $57.93 | +77.3% | COM | 980745103 |
| HCSG | HEALTHCARE SVCS GRP INC | 757,201 | $22.96M | 0.7% | $30.18 | +9.5% | COM | 421906108 |
| PB | PROSPERITY BANCSHARES INC | 346,457 | $22.88M | 0.7% | $48.05 | +16.5% | COM | 743606105 |
| WTS | WATTS WATER TECHNOLOGIES INC | 244,624 | $22.79M | 0.7% | $68.01 | +25.5% | CL A | 942749102 |
| IWM | ISHARES TR | 162,500 | $22.77M | 0.7% | $133.91 | — | Put | 464287655 |
| CFR | CULLEN FROST BANKERS INC | 241,170 | $22.59M | 0.7% | $66.01 | +20.9% | COM | 229899109 |
| FULT | FULTON FINL CORP PA | 1,366,900 | $22.38M | 0.7% | $9.80 | +26.5% | COM | 360271100 |
| — | WELLS FARGO CO NEW | 16,346 | $22.37M | 0.7% | $547.08 | — | PERP PFD CNV A | 949746804 |
| MLI | MUELLER INDS INC | 762,776 | $22.33M | 0.7% | $18.39 | -27.6% | COM | 624756102 |
| PFGC | PERFORMANCE FOOD GROUP CO | 536,940 | $21.49M | 0.7% | $30.91 | +29.6% | COM | 71377A103 |
| RLJ | RLJ LODGING TR | 1,179,372 | $20.92M | 0.6% | $21.19 | — | COM | 74965L101 |
| JPM | JPMORGAN CHASE & CO | 187,070 | $20.91M | 0.6% | $54.78 | +68.0% | COM | 46625H100 |
| DECK | DECKERS OUTDOOR CORP | 117,425 | $20.66M | 0.6% | $19.98 | +30.1% | COM | 243537107 |
| — | RITCHIE BROS AUCTIONEERS | 621,608 | $20.65M | 0.6% | $29.99 | — | COM | 767744105 |
| OIS | OIL STS INTL INC | 1,104,458 | $20.21M | 0.6% | $29.11 | -38.4% | COM | 678026105 |
| AMSF | AMERISAFE INC | 315,448 | $20.12M | 0.6% | $33.90 | +1.1% | COM | 03071H100 |
| — | RESOURCES CONNECTION INC | 1,224,541 | $19.61M | 0.6% | $14.81 | — | COM | 76122q105 |
| — | BANK AMER CORP | 14,194 | $19.52M | 0.6% | $1208.04 | — | 7.25%CNV PFD L | 060505682 |
| AMZN | AMAZON COM INC | 10,289 | $19.48M | 0.6% | $68.38 | +36.2% | COM | 023135106 |
| WSFS | WSFS FINL CORP | 469,066 | $19.37M | 0.6% | $47.69 | -13.1% | COM | 929328102 |
| BURL | BURLINGTON STORES INC | 111,685 | $19M | 0.6% | $92.81 | +76.1% | COM | 122017106 |
| MD | MEDNAX INC | 743,757 | $18.77M | 0.6% | $42.88 | -37.4% | COM | 58502B106 |
| CNC | CENTENE CORP DEL | 352,089 | $18.46M | 0.6% | $51.21 | +5.5% | COM | 15135B101 |
| GIII | G-III APPAREL GROUP LTD | 616,121 | $18.13M | 0.6% | $30.52 | +11.4% | COM | 36237H101 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 513,238 | $17.94M | 0.6% | $36.35 | -11.1% | COM | 00404A109 |
| BL | BLACKLINE INC | 332,307 | $17.78M | 0.5% | $41.38 | +20.3% | COM | 09239B109 |
| V | VISA INC | 101,617 | $17.64M | 0.5% | $97.45 | +60.4% | COM CL A | 92826C839 |
| — | NATIONAL INSTRS CORP | 412,712 | $17.33M | 0.5% | $39.83 | — | COM | 636518102 |
| CMP | COMPASS MINERALS INTL INC | 314,070 | $17.26M | 0.5% | $50.06 | -6.1% | COM | 20451N101 |
| ODFL | OLD DOMINION FREIGHT LINE IN | 113,063 | $16.88M | 0.5% | $30.85 | +52.9% | COM | 679580100 |
| BLKB | BLACKBAUD INC | 194,709 | $16.26M | 0.5% | $88.68 | -11.1% | COM | 09227Q100 |
| — | COTT CORP QUE | 1,214,604 | $16.21M | 0.5% | $15.42 | — | COM | 22163N106 |
| FTV | FORTIVE CORP | 193,748 | $15.79M | 0.5% | $36.92 | +36.8% | COM | 34959J108 |
| — | CORESITE RLTY CORP | 137,019 | $15.78M | 0.5% | $60.93 | — | COM | 21870Q105 |
| TXRH | TEXAS ROADHOUSE INC | 276,519 | $14.84M | 0.5% | $25.32 | +99.4% | COM | 882681109 |
| HMN | HORACE MANN EDUCATORS CORP N | 363,406 | $14.64M | 0.5% | $40.56 | -3.2% | COM | 440327104 |
| CSGS | CSG SYS INTL INC | 297,960 | $14.55M | 0.4% | $35.82 | +11.2% | COM | 126349109 |
| — | JAZZ INVESTMENTS I LTD | 13,799,000 | $14.12M | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 162,495 | $13.96M | 0.4% | $56.67 | +32.3% | COM | 45866F104 |
| CMC | COMMERCIAL METALS CO | 773,829 | $13.81M | 0.4% | $15.29 | -4.4% | COM | 201723103 |
| — | BIOTELEMETRY INC | 286,452 | $13.79M | 0.4% | $36.60 | — | COM | 090672106 |
| SM | SM ENERGY CO | 1,065,280 | $13.34M | 0.4% | $17.52 | -25.1% | COM | 78454L100 |
| SXT | SENSIENT TECHNOLOGIES CORP | 180,764 | $13.28M | 0.4% | $74.79 | -5.6% | COM | 81725T100 |
| FNV | FRANCO NEVADA CORP | 154,826 | $13.14M | 0.4% | $62.56 | +13.6% | COM | 351858105 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 74,910 | $12.79M | 0.4% | $114.34 | +9.8% | COM | 22410J106 |
| NMFC | NEW MTN FIN CORP | 915,033 | $12.78M | 0.4% | $8.51 | -20.9% | COM | 647551100 |
| MSA | MSA SAFETY INC | 121,114 | $12.76M | 0.4% | $94.06 | +11.7% | COM | 553498106 |
| — | DYCOM INDS INC | 12,841,000 | $12.62M | 0.4% | $1.01 | — | NOTE 0.750% 9/1 | 267475ab7 |
| — | NIC INC | 777,922 | $12.48M | 0.4% | $15.99 | — | COM | 62914b100 |
| MNRO | MONRO INC | 144,278 | $12.31M | 0.4% | $57.35 | +45.4% | COM | 610236101 |
| AME | AMETEK INC NEW | 134,149 | $12.19M | 0.4% | $69.82 | +17.4% | COM | 031100100 |
| PBH | PRESTIGE CONSMR HEALTHCARE I | 380,502 | $12.05M | 0.4% | $40.90 | -27.4% | COM | 74112D101 |
| — | RUDOLPH TECHNOLOGIES INC | 419,868 | $11.6M | 0.4% | $17.95 | — | COM | 781270103 |
| JNJ | JOHNSON & JOHNSON | 83,191 | $11.59M | 0.4% | $73.03 | +57.2% | COM | 478160104 |
| SMP | STANDARD MTR PRODS INC | 252,177 | $11.43M | 0.4% | $47.46 | +0.9% | COM | 853666105 |
| BDX | BECTON DICKINSON & CO | 45,347 | $11.43M | 0.4% | $165.42 | +26.8% | COM | 075887109 |
| — | CARRIZO OIL & GAS INC | 1,132,847 | $11.35M | 0.4% | $19.43 | — | COM | 144577103 |
| BKE | BUCKLE INC | 645,981 | $11.18M | 0.3% | $19.94 | -56.2% | COM | 118440106 |
| DIS | DISNEY WALT CO | 78,919 | $11.02M | 0.3% | $100.60 | +27.2% | COM DISNEY | 254687106 |
| — | MICROCHIP TECHNOLOGY INC | 9,250,000 | $10.93M | 0.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017af1 |
| — | VERINT SYS INC | 10,112,000 | $10.84M | 0.3% | $1.02 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | MICROCHIP TECHNOLOGY INC | 6,166,000 | $10.81M | 0.3% | $1.36 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | ALTAIR ENGR INC | 266,163 | $10.75M | 0.3% | $36.99 | — | COM CL A | 021369103 |
| — | BECTON DICKINSON & CO | 172,145 | $10.7M | 0.3% | $55.80 | — | PFD SHS CONV A | 075887208 |
| — | TWITTER INC | 10,695,000 | $10.63M | 0.3% | $0.91 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 10,455,000 | $10.48M | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| CAKE | CHEESECAKE FACTORY INC | 235,526 | $10.3M | 0.3% | $38.99 | +4.4% | COM | 163072101 |
| FISV | FISERV INC | 111,918 | $10.2M | 0.3% | $76.09 | +15.2% | COM | 337738108 |
| ZTS | ZOETIS INC | 89,290 | $10.13M | 0.3% | $35.87 | +176.7% | CL A | 98978V103 |
| — | SQUARE INC | 8,230,000 | $9.829M | 0.3% | $1.19 | — | NOTE 0.500% 5/1 | 852234ad5 |
| — | SERVICENOW INC | 4,737,000 | $9.772M | 0.3% | $1.49 | — | NOTE 6/0 | 81762pac6 |
| — | TUTOR PERINI CORP | 10,002,000 | $9.489M | 0.3% | $1.07 | — | NOTE 2.875% 6/1 | 901109ad0 |
| HRTX | HERON THERAPEUTICS INC | 507,421 | $9.433M | 0.3% | $25.47 | -21.6% | COM | 427746102 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 9,351,000 | $9.222M | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 73640qab1 |
| — | CAESARS ENTMT CORP | 5,290,000 | $9.081M | 0.3% | $1.90 | — | NOTE 5.000%10/0 | 127686aa1 |
| — | ECHO GLOBAL LOGISTICS INC | 8,820,000 | $8.744M | 0.3% | $0.99 | — | NOTE 2.500% 5/0 | 27875taa9 |
| GOOG | ALPHABET INC | 8,043 | $8.694M | 0.3% | $41.04 | +39.5% | CAP STK CL C | 02079K107 |
| UNP | UNION PACIFIC CORP | 51,225 | $8.663M | 0.3% | $72.52 | +103.8% | COM | 907818108 |
| CVX | CHEVRON CORP NEW | 67,627 | $8.416M | 0.3% | $84.96 | +6.2% | COM | 166764100 |
| — | INTRICON CORP | 352,043 | $8.224M | 0.3% | $34.63 | — | COM | 46121H109 |
| — | WORKDAY INC | 5,484,000 | $8.204M | 0.3% | $1.23 | — | NOTE 0.250%10/0 | 98138haf8 |
| — | SEACOR HOLDINGS INC | 8,641,000 | $8.196M | 0.3% | $1.01 | — | NOTE 3.250% 5/1 | 811904an1 |
| — | GREENBRIER COS INC | 8,510,000 | $8.18M | 0.3% | $1.11 | — | NOTE 2.875% 2/0 | 393657ak7 |
| TRUP | TRUPANION INC | 225,893 | $8.162M | 0.3% | $33.34 | -1.5% | COM | 898202106 |
| NEE | NEXTERA ENERGY INC | 38,980 | $7.985M | 0.2% | $22.46 | +86.1% | COM | 65339F101 |
| — | PACIRA BIOSCIENCES | 7,607,000 | $7.826M | 0.2% | $0.99 | — | NOTE 2.375% 4/0 | 695127ad2 |
| — | LIGAND PHARMACEUTICALS INC | 8,875,000 | $7.655M | 0.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220kaf5 |
| — | SPIRIT RLTY CAP INC NEW | 7,463,000 | $7.63M | 0.2% | $1.00 | — | NOTE 3.750% 5/1 | 84860wab8 |
| — | EXACT SCIENCES CORP | 4,375,000 | $7.557M | 0.2% | $1.02 | — | NOTE 1.000% 1/1 | 30063paa3 |
| — | DISH NETWORK CORP | 7,765,000 | $7.554M | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470mab5 |
| — | ARES CAP CORP | 7,416,000 | $7.536M | 0.2% | $1.00 | — | NOTE 3.750% 2/0 | 04010lat0 |
| MPC | MARATHON PETE CORP | 134,135 | $7.495M | 0.2% | $54.25 | -18.4% | COM | 56585A102 |
| — | HURON CONSULTING GROUP INC | 7,475,000 | $7.418M | 0.2% | $0.95 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | PRICELINE GRP INC | 4,967,000 | $7.136M | 0.2% | $1.43 | — | NOTE 0.350% 6/1 | 741503as5 |
| MSFT | MICROSOFT CORP | 52,660 | $7.054M | 0.2% | $82.77 | +44.4% | COM | 594918104 |
| — | CLEVELAND CLIFFS INC | 4,871,000 | $7.014M | 0.2% | $1.08 | — | DBCV 1.500% 1/1 | 185899aa9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 7,000,000 | $6.94M | 0.2% | $1.04 | — | NOTE 2.250% 6/0 | 049164bh8 |
| VZ | VERIZON COMMUNICATIONS INC | 121,330 | $6.932M | 0.2% | $30.96 | +29.3% | COM | 92343V104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 32,360 | $6.898M | 0.2% | $154.47 | +34.0% | CL B NEW | 084670702 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 117,466 | $6.767M | 0.2% | $44.23 | +36.3% | COM | 78467J100 |
| — | SPARTANNASH CO | 576,382 | $6.726M | 0.2% | $23.60 | — | COM | 847215100 |
| — | GUIDEWIRE SOFTWARE INC | 5,880,000 | $6.579M | 0.2% | $0.99 | — | NOTE 1.250% 3/1 | 40171vaa8 |
| — | ELECTRONICS FOR IMAGING INC | 6,545,000 | $6.512M | 0.2% | $0.99 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | PURE STORAGE INC | 6,775,000 | $6.489M | 0.2% | $0.96 | — | NOTE 0.125% 4/1 | 74624mab8 |
| — | CEMEX SAB DE CV | 6,492,000 | $6.482M | 0.2% | $1.04 | — | NOTE 3.720% 3/1 | 151290bt9 |
| — | HERCULES CAPITAL INC | 6,420,000 | $6.432M | 0.2% | $0.99 | — | DBCV 4.375% 2/0 | 427096af9 |
| — | COLONY CAP INC | 6,619,000 | $6.354M | 0.2% | $0.91 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | ENCORE CAP GROUP INC | 6,265,000 | $6.291M | 0.2% | $1.06 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | COLONY CAP INC | 6,452,000 | $6.29M | 0.2% | $0.94 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | NEVRO CORP | 5,994,000 | $6.248M | 0.2% | $1.05 | — | NOTE 1.750% 6/0 | 64157faa1 |
| — | NXP SEMICONDUCTORS N V | 5,883,000 | $6.221M | 0.2% | $1.10 | — | NOTE 1.000%12/0 | 62952qab6 |
| — | HORIZON PHARMA INVT LTD | 5,603,000 | $6.212M | 0.2% | $0.86 | — | NOTE 2.500% 3/1 | 44052tab7 |
| — | XILINX INC | 51,825 | $6.111M | 0.2% | $69.23 | — | COM | 983919101 |
| — | ETSY INC | 3,352,000 | $6.058M | 0.2% | $1.94 | — | NOTE 3/0 | 29786aac0 |
| — | WAYFAIR INC | 4,000,000 | $6.038M | 0.2% | $1.35 | — | NOTE 0.375% 9/0 | 94419lab7 |
| — | INPHI CORP | 5,365,000 | $5.975M | 0.2% | $0.94 | — | NOTE 0.750% 9/0 | 45772fac1 |
| ROP | ROPER TECHNOLOGIES INC | 16,306 | $5.972M | 0.2% | $223.68 | +52.6% | COM | 776696106 |
| — | PLANTRONICS INC NEW | 161,151 | $5.969M | 0.2% | $37.04 | — | COM | 727493108 |
| — | CSG SYS INTL INC | 5,394,000 | $5.96M | 0.2% | $1.04 | — | NOTE 4.250% 3/1 | 126349af6 |
| — | EXACT SCIENCES CORP | 4,700,000 | $5.936M | 0.2% | $1.26 | — | NOTE 0.375% 3/1 | 30063pab1 |
| — | TELADOC HEALTH INC | 4,000,000 | $5.932M | 0.2% | $1.48 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | ADVANCED MICRO DEVICES INC | 1,530,000 | $5.928M | 0.2% | $1.57 | — | NOTE 2.125% 9/0 | 007903bd8 |
| NXPI | NXP SEMICONDUCTORS N V | 60,000 | $5.857M | 0.2% | $99.54 | -12.7% | Call | N6596X109 |
| — | LUMENTUM HLDGS INC | 5,001,000 | $5.827M | 0.2% | $1.23 | — | NOTE 0.250% 3/1 | 55024uab5 |
| — | NOVELLUS SYS INC | 1,000,000 | $5.799M | 0.2% | $2.79 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | SAREPTA THERAPEUTICS INC | 2,585,000 | $5.751M | 0.2% | $1.81 | — | DBCV 1.500%11/1 | 803607ab6 |
| — | FIREEYE INC | 5,843,000 | $5.715M | 0.2% | $0.98 | — | NOTE 0.875% 6/0 | 31816qaf8 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,563,000 | $5.562M | 0.2% | $1.03 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | TPG SPECIALTY LENDING INC | 5,474,000 | $5.501M | 0.2% | $1.01 | — | NOTE 4.500%12/1 | 87265kab8 |
| MDLZ | MONDELEZ INTL INC | 102,018 | $5.499M | 0.2% | $30.68 | +43.8% | CL A | 609207105 |
| — | HUBSPOT INC | 2,920,000 | $5.422M | 0.2% | $1.43 | — | NOTE 0.250% 6/0 | 443573ab6 |
| MCD | MCDONALDS CORP | 25,621 | $5.32M | 0.2% | $86.16 | +97.0% | COM | 580135101 |
| — | ENCORE CAP GROUP INC | 5,527,000 | $5.278M | 0.2% | $0.92 | — | NOTE 2.875% 3/1 | 292554ah5 |
| META | FACEBOOK INC | 27,318 | $5.272M | 0.2% | $111.38 | +62.9% | CL A | 30303M102 |
| STZ | CONSTELLATION BRANDS INC | 26,558 | $5.23M | 0.2% | $149.14 | +17.5% | CL A | 21036P108 |
| PCTY | PAYLOCITY HLDG CORP | 54,815 | $5.143M | 0.2% | $50.25 | +88.9% | COM | 70438V106 |
| — | WRIGHT MED GROUP INC | 4,670,000 | $5.091M | 0.2% | $1.01 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | RTI INTL METALS INC | 5,006,000 | $5.072M | 0.2% | $1.01 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | SEACOR HOLDINGS INC | 5,140,000 | $5.052M | 0.2% | $1.04 | — | NOTE 2.500%12/1 | 811904am3 |
| ARCC | ARES CAP CORP | 275,392 | $4.941M | 0.2% | $11.59 | -19.0% | COM | 04010L103 |
| — | ROVI CORP | 5,045,000 | $4.92M | 0.2% | $0.97 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | MONMOUTH REAL ESTATE INVT CO | 362,555 | $4.913M | 0.2% | $13.37 | — | CL A | 609720107 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,610,000 | $4.902M | 0.2% | $1.90 | — | NOTE 4.750% 7/0 | 01741rag7 |
| — | DANAHER CORPORATION | 4,450 | $4.901M | 0.2% | $1078.05 | — | 4.75 MND CV PFD | 235851300 |
| FNF | FIDELITY NATIONAL FINANCIAL | 120,100 | $4.84M | 0.1% | $17.43 | +61.6% | FNF GROUP COM | 31620R303 |
| — | TTM TECHNOLOGIES INC | 4,000,000 | $4.717M | 0.1% | $1.28 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | DERMIRA INC | 5,392,000 | $4.674M | 0.1% | $0.82 | — | NOTE 3.000% 5/1 | 24983lab0 |
| — | EVOLENT HEALTH INC | 5,304,000 | $4.667M | 0.1% | $1.00 | — | NOTE 2.000%12/0 | 30050bab7 |
| HON | HONEYWELL INTL INC | 26,734 | $4.667M | 0.1% | $84.40 | +64.3% | COM | 438516106 |
| — | SILICON LABORATORIES INC | 3,750,000 | $4.659M | 0.1% | $1.18 | — | NOTE 1.375% 3/0 | 826919ab8 |
| NVO | NOVO-NORDISK A S | 90,575 | $4.623M | 0.1% | $68.29 | — | ADR | 670100205 |
| — | NUTANIX INC | 4,947,000 | $4.612M | 0.1% | $1.07 | — | NOTE 1/1 | 67059nab4 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,175,000 | $4.607M | 0.1% | $0.88 | — | NOTE 2.000%10/0 | 55608bab1 |
| — | ISIS PHARMACEUTICALS INC DEL | 3,871,000 | $4.593M | 0.1% | $1.07 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | TWITTER INC | 4,647,000 | $4.546M | 0.1% | $0.98 | — | NOTE 0.250% 6/1 | 90184laf9 |
| — | HERBALIFE LTD | 4,392,000 | $4.523M | 0.1% | $1.01 | — | NOTE 2.000% 8/1 | 42703mab9 |
| — | RADIUS HEALTH INC | 5,000,000 | $4.515M | 0.1% | $0.89 | — | NOTE 3.000% 9/0 | 750469aa6 |
| — | CALAMP CORP | 4,615,000 | $4.514M | 0.1% | $1.00 | — | NOTE 1.625% 5/1 | 128126ab5 |
| — | BLACK KNIGHT INC | 74,893 | $4.505M | 0.1% | $46.89 | — | COM | 09215C105 |
| — | FIREEYE INC | 4,581,000 | $4.488M | 0.1% | $0.93 | — | NOTE 1.000% 6/0 | 31816qab7 |
| — | INPHI CORP | 3,330,000 | $4.466M | 0.1% | $1.18 | — | NOTE 1.125%12/0 | 45772fab3 |
| — | EASTERLY GOVT PPTYS INC | 246,187 | $4.458M | 0.1% | $18.11 | — | COM | 27616P103 |
| — | TERADYNE INC | 2,720,000 | $4.416M | 0.1% | $1.36 | — | NOTE 1.250%12/1 | 880770ag7 |
| — | FLEXION THERAPEUTICS INC | 5,050,000 | $4.412M | 0.1% | $1.23 | — | NOTE 3.375% 5/0 | 33938jab2 |
| — | ZILLOW GROUP INC | 3,882,000 | $4.397M | 0.1% | $1.02 | — | NOTE 2.000%12/0 | 98954mab7 |
| — | AK STL CORP | 4,348,000 | $4.369M | 0.1% | $0.99 | — | NOTE 5.000%11/1 | 001546ap5 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,380,000 | $4.26M | 0.1% | $1.34 | — | NOTE 2.250%12/1 | 007800ab1 |
| — | TELADOC HEALTH INC | 2,500,000 | $4.258M | 0.1% | $1.79 | — | NOTE 3.000%12/1 | 87918aab1 |
| — | MOLINA HEALTHCARE INC | 1,210,000 | $4.238M | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,721,000 | $4.189M | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | TWILIO INC | 2,076,000 | $4.172M | 0.1% | $2.01 | — | NOTE 0.250% 6/0 | 90138fab8 |
| QCOM | QUALCOMM INC | 54,850 | $4.172M | 0.1% | $58.96 | +6.4% | COM | 747525103 |
| — | WHITING PETE CORP NEW | 4,196,000 | $4.08M | 0.1% | $0.96 | — | NOTE 1.250% 4/0 | 966387al6 |
| — | ENDOLOGIX INC | 556,262 | $4.027M | 0.1% | $7.01 | — | COM NEW | 29266S304 |
| — | CTRIP COM INTL LTD | 4,013,000 | $3.996M | 0.1% | $1.04 | — | NOTE 1.250% 9/1 | 22943fam2 |
| WELL | WELLTOWER INC | 49,008 | $3.996M | 0.1% | $61.17 | +4.6% | COM | 95040Q104 |
| — | NUANCE COMMUNICATIONS INC | 3,973,000 | $3.958M | 0.1% | $0.96 | — | DEBT 1.500%11/0 | 67020yag5 |
| — | ON SEMICONDUCTOR CORP | 3,214,000 | $3.935M | 0.1% | $0.98 | — | NOTE 1.000%12/0 | 682189ak1 |
| NOC | NORTHROP GRUMMAN CORP | 11,955 | $3.863M | 0.1% | $221.09 | +20.9% | COM | 666807102 |
| — | REALPAGE INC | 2,556,000 | $3.854M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606nab5 |
| PM | PHILIP MORRIS INTL INC | 48,714 | $3.826M | 0.1% | $70.74 | -17.6% | COM | 718172109 |
| — | VECTOR GROUP LTD | 3,680,000 | $3.793M | 0.1% | $1.06 | — | FRNT 4/1 | 92240mbc1 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,000,000 | $3.736M | 0.1% | $0.92 | — | NOTE 2.500% 2/0 | 014339aa3 |
| — | RAMBUS INC DEL | 3,811,000 | $3.734M | 0.1% | $0.87 | — | NOTE 1.375% 2/0 | 750917ag1 |
| — | CTRIP COM INTL LTD | 3,780,000 | $3.731M | 0.1% | $1.05 | — | NOTE 1.000% 7/0 | 22943faf7 |
| — | RESTORATION HARDWARE HLDGS I | 3,171,000 | $3.717M | 0.1% | $1.19 | — | DBCV 7/1 | 761283ac4 |
| — | WRIGHT MED GROUP N V | 2,500,000 | $3.708M | 0.1% | $1.23 | — | NOTE 2.250%11/1 | 98236jab4 |
| SCI | SERVICE CORP INTL | 77,927 | $3.645M | 0.1% | $41.77 | +3.3% | COM | 817565104 |
| — | PATRICK INDS INC | 4,000,000 | $3.637M | 0.1% | $0.89 | — | DBCV 1.000% 2/0 | 703343ab9 |
| — | ZENDESK INC | 2,350,000 | $3.607M | 0.1% | $1.46 | — | NOTE 0.250% 3/1 | 98936jab7 |
| — | PDC ENERGY INC | 3,789,000 | $3.549M | 0.1% | $1.01 | — | NOTE 1.125% 9/1 | 69327rad3 |
| — | PRA GROUP INC | 3,775,000 | $3.541M | 0.1% | $1.08 | — | NOTE 3.500% 6/0 | 69354nab2 |
| T | AT&T INC | 104,796 | $3.512M | 0.1% | $14.37 | +4.9% | COM | 00206R102 |
| — | AKAMAI TECHNOLOGIES INC | 3,250,000 | $3.477M | 0.1% | $1.07 | — | NOTE 0.125% 5/0 | 00971taj0 |
| — | GDS HLDGS LTD | 3,500,000 | $3.476M | 0.1% | $0.99 | — | NOTE 2.000% 6/0 | 36165lab4 |
| — | INSMED INC | 3,550,000 | $3.454M | 0.1% | $0.89 | — | NOTE 1.750% 1/1 | 457669aa7 |
| — | INSULET CORP | 2,400,000 | $3.412M | 0.1% | $1.42 | — | NOTE 1.375%11/1 | 45784pah4 |
| TXN | TEXAS INSTRS INC | 29,225 | $3.354M | 0.1% | $44.77 | +107.2% | COM | 882508104 |
| NKE | NIKE INC | 39,375 | $3.306M | 0.1% | $55.33 | +39.3% | CL B | 654106103 |
| — | DEXCOM INC | 2,067,000 | $3.299M | 0.1% | $1.48 | — | NOTE 0.750% 5/1 | 252131af4 |
| — | ILLUMINA INC | 2,115,000 | $3.27M | 0.1% | $1.40 | — | NOTE 0.500% 6/1 | 452327ah2 |
| — | CROWN CASTLE INTL CORP NEW | 2,708 | $3.247M | 0.1% | $1060.88 | — | 6.875% CON PFD A | 22822V309 |
| — | CHINA LODGING GROUP LTD | 3,000,000 | $3.246M | 0.1% | $0.98 | — | NOTE 0.375%11/0 | 16949nac3 |
| — | CLOVIS ONCOLOGY INC | 3,636,000 | $3.234M | 0.1% | $0.99 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | FORESTAR GROUP INC | 3,200,000 | $3.208M | 0.1% | $1.03 | — | NOTE 3.750% 3/0 | 346232ab7 |
| — | REDFIN CORP | 3,420,000 | $3.191M | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737faa6 |
| — | MICRON TECHNOLOGY INC | 900,000 | $3.171M | 0.1% | $2.07 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | LIVE NATION ENTERTAINMENT IN | 2,635,000 | $3.125M | 0.1% | $1.15 | — | NOTE 2.500% 3/1 | 538034aq2 |
| DPZ | DOMINOS PIZZA INC | 11,225 | $3.124M | 0.1% | $239.79 | +5.5% | COM | 25754A201 |
| KKR | KKR & CO INC | 122,758 | $3.102M | 0.1% | $24.47 | -9.0% | CL A | 48251W104 |
| — | NEW MTN FIN CORP | 3,000,000 | $3.09M | 0.1% | $1.03 | — | NOTE 5.750% 8/1 | 647551ac4 |
| MO | ALTRIA GROUP INC | 65,062 | $3.081M | 0.1% | $29.56 | +4.6% | COM | 02209S103 |
| — | ANTHEM INC | 782,000 | $3.061M | 0.1% | $3.39 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | SHIP FINANCE INTERNATIONAL L | 3,000,000 | $3.038M | 0.1% | $1.00 | — | NOTE 5.750%10/1 | g81075af3 |
| — | FORTIVE CORP | 2,933 | $3.01M | 0.1% | $1046.11 | — | 5% PFD CNV SER A | 34959J207 |
| — | MEDICINES CO | 3,000,000 | $2.997M | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688ag0 |
| — | EPR PPTYS | 79,400 | $2.995M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,900,000 | $2.979M | 0.1% | $1.12 | — | NOTE 1.875% 6/0 | 049164bj4 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $2.972M | 0.1% | $1.00 | — | NOTE 6.750%10/0 | 95790daa3 |
| — | OSI SYSTEMS INC | 2,500,000 | $2.965M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044ad7 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 54,500 | $2.937M | 0.1% | $52.08 | — | UNIT 09/15/2021 | 459506309 |
| — | SILVER STD RES INC | 2,832,000 | $2.849M | 0.1% | $0.99 | — | NOTE 2.875% 2/0 | 82823lac0 |
| HIG | HARTFORD FINL SVCS GROUP INC | 51,000 | $2.842M | 0.1% | $25.51 | +78.7% | COM | 416515104 |
| — | CBS CORP NEW | 56,315 | $2.81M | 0.1% | $58.45 | — | CL B | 124857202 |
| — | GOLAR LNG LTD | 3,000,000 | $2.795M | 0.1% | $1.00 | — | NOTE 2.750% 2/1 | 38046yab7 |
| — | J2 GLOBAL INC | 2,000,000 | $2.788M | 0.1% | $1.39 | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | FIVE9 INC | 2,000,000 | $2.775M | 0.1% | $1.39 | — | NOTE 0.125% 5/0 | 338307ab7 |
| — | OIL STS INTL INC | 3,000,000 | $2.675M | 0.1% | $0.89 | — | NOTE 1.500% 2/1 | 678026ah8 |
| — | PARATEK PHARMACEUTICALS INC | 3,750,000 | $2.643M | 0.1% | $0.70 | — | NOTE 4.750% 5/0 | 699374ab0 |
| — | INTERDIGITAL INC | 2,520,000 | $2.616M | 0.1% | $1.05 | — | NOTE 1.500% 3/0 | 458660ad9 |
| — | TRANSOCEAN INC | 2,649,000 | $2.613M | 0.1% | $1.35 | — | DEB 0.500% 1/3 | 893830bj7 |
| — | ASSURANT INC | 22,721 | $2.544M | 0.1% | $103.21 | — | 6.50% CONV PFD D | 04621x207 |
| — | LENDINGTREE INC NEW | 1,219,000 | $2.541M | 0.1% | $1.22 | — | NOTE 0.625% 6/0 | 52603baa5 |
| — | CARDTRONICS INC | 2,575,000 | $2.496M | 0.1% | $0.95 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | CHESAPEAKE ENERGY CORP | 3,018,000 | $2.425M | 0.1% | $0.86 | — | NOTE 5.500% 9/1 | 165167cy1 |
| — | CARBONITE INC | 2,000,000 | $2.41M | 0.1% | $1.19 | — | NOTE 2.500% 4/0 | 141337ab1 |
| — | VOCERA COMMUNICATIONS INC | 2,000,000 | $2.4M | 0.1% | $1.20 | — | NOTE 1.500% 5/1 | 92857fab3 |
| — | KNOWLES CORP | 2,000,000 | $2.393M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926dab5 |
| — | RWT HLDGS INC | 2,349,000 | $2.365M | 0.1% | $1.01 | — | NOTE 5.625%11/1 | 749772ab5 |
| — | TWITTER INC | 2,430,000 | $2.326M | 0.1% | $0.91 | — | NOTE 1.000% 9/1 | 90184lad4 |
| EPD | ENTERPRISE PRODS PARTNERS L | 80,330 | $2.319M | 0.1% | $41.68 | — | COM | 293792107 |
| — | NEWPARK RES INC | 2,000,000 | $2.234M | 0.1% | $1.22 | — | NOTE 4.000%12/0 | 651718ae8 |
| — | PROS HOLDINGS INC | 1,200,000 | $2.226M | 0.1% | $0.95 | — | NOTE 2.000%12/0 | 74346yab9 |
| — | NEW YORK CMNTY CAP TR V | 46,366 | $2.213M | 0.1% | $49.39 | — | UNIT 11/01/2051 | 64944p307 |
| — | ALTAIR ENGR INC | 2,000,000 | $2.17M | 0.1% | $1.08 | — | NOTE 0.250% 6/0 | 021369aa1 |
| XOM | EXXON MOBIL CORP | 28,301 | $2.169M | 0.1% | $67.99 | -16.3% | COM | 30231G102 |
| — | NEUROCRINE BIOSCIENCES INC | 1,600,000 | $2.112M | 0.1% | $1.42 | — | NOTE 2.250% 5/1 | 64125cad1 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2.082M | 0.1% | $1.04 | — | NOTE 0.599% 8/0 | 09061gah4 |
| — | FIREEYE INC | 2,200,000 | $2.068M | 0.1% | $0.91 | — | NOTE 1.625% 6/0 | 31816qad3 |
| — | RINGCENTRAL INC | 1,350,000 | $2.027M | 0.1% | $1.42 | — | NOTE 3/1 | 76680rad9 |
| — | SEMPRA ENERGY | 17,840 | $2.018M | 0.1% | $105.69 | — | 6% PFD CONV A | 816851406 |
| HBAN | HUNTINGTON BANCSHARES INC | 142,712 | $1.972M | 0.1% | $11.01 | -10.7% | COM | 446150104 |
| — | REDWOOD TR INC | 2,000,000 | $1.95M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075ac9 |
| — | HERBALIFE LTD | 2,000,000 | $1.942M | 0.1% | $1.01 | — | NOTE 2.625% 3/1 | 42703mad5 |
| ABBV | ABBVIE INC | 25,975 | $1.889M | 0.1% | $41.14 | +44.3% | COM | 00287Y109 |
| — | VISTRA ENERGY CORP | 20,000 | $1.847M | 0.1% | $96.13 | — | UNIT 02/02/2024 | 92840M300 |
| SHW | SHERWIN WILLIAMS CO | 4,000 | $1.833M | 0.1% | $83.01 | +69.8% | COM | 824348106 |
| — | SYNAPTICS INC | 2,040,000 | $1.826M | 0.1% | $0.98 | — | NOTE 0.500% 6/1 | 87157dad1 |
| — | INCYTE CORP | 1,071,000 | $1.795M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | RAYTHEON CO | 10,260 | $1.784M | 0.1% | $193.37 | — | COM NEW | 755111507 |
| — | MACQUARIE INFRASTRUCTURE COR | 42,800 | $1.735M | 0.1% | $46.23 | — | COM | 55608B105 |
| — | WORLD WRESTLING ENTMT INC | 23,450 | $1.693M | 0.1% | $72.72 | — | CL A | 98156Q108 |
| CMCSA | COMCAST CORP NEW | 39,250 | $1.659M | 0.1% | $28.83 | +23.3% | CL A | 20030N101 |
| — | ANCHIANO THERAPEUTICS LTD | 369,640 | $1.656M | 0.1% | $4.48 | — | SPONSORED ADS | 03280X102 |
| — | MEDICINES CO | 1,350,000 | $1.633M | 0.1% | $1.58 | — | NOTE 2.500% 1/1 | 584688ae5 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,619,000 | $1.609M | 0.0% | $0.97 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | AMERICAN ELEC PWR CO INC | 30,000 | $1.6M | 0.0% | $51.03 | — | UNIT 03/15/2022 | 025537127 |
| — | II VI INC | 1,500,000 | $1.584M | 0.0% | $1.17 | — | NOTE 0.250% 9/0 | 902104ab4 |
| — | RETROPHIN INC | 1,700,000 | $1.525M | 0.0% | $0.99 | — | NOTE 2.500% 9/1 | 761299ab2 |
| ADBE | ADOBE INC | 5,150 | $1.517M | 0.0% | $196.53 | +41.3% | COM | 00724F101 |
| — | BLACKROCK TCP CAPITAL CORP | 1,500,000 | $1.515M | 0.0% | $1.04 | — | NOTE 4.625% 3/0 | 87238qad5 |
| — | NEW YORK MTG TR INC | 1,500,000 | $1.506M | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604ad7 |
| — | CYPRESS SEMICONDUCTOR CORP | 883,000 | $1.48M | 0.0% | $1.32 | — | NOTE 4.500% 1/1 | 232806am1 |
| HD | HOME DEPOT INC | 7,049 | $1.466M | 0.0% | $127.58 | +32.9% | COM | 437076102 |
| — | TEAM INC | 1,380,000 | $1.415M | 0.0% | $1.27 | — | NOTE 5.000% 8/0 | 878155ae0 |
| — | CHENIERE ENERGY INC | 1,795,000 | $1.409M | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | ZILLOW GROUP INC | 1,400,000 | $1.382M | 0.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954mac5 |
| — | EZCORP INC | 1,200,000 | $1.367M | 0.0% | $1.24 | — | NOTE 2.875% 7/0 | 302301af3 |
| BABA | ALIBABA GROUP HLDG LTD | 8,055 | $1.365M | 0.0% | $170.88 | — | SPONSORED ADS | 01609W102 |
| — | NEW RELIC INC | 1,250,000 | $1.332M | 0.0% | $1.07 | — | NOTE 0.500% 5/0 | 64829bab6 |
| — | OKTA INC | 500,000 | $1.3M | 0.0% | $1.81 | — | NOTE 0.250% 2/1 | 679295ab1 |
| PG | PROCTER AND GAMBLE CO | 11,791 | $1.293M | 0.0% | $66.82 | +35.4% | COM | 742718109 |
| GOOGL | ALPHABET INC | 1,193 | $1.292M | 0.0% | $42.14 | +36.4% | CAP STK CL A | 02079K305 |
| NTRS | NORTHERN TR CORP | 14,000 | $1.26M | 0.0% | $50.14 | +49.6% | COM | 665859104 |
| BGS | B & G FOODS INC NEW | 60,250 | $1.253M | 0.0% | $16.42 | -23.4% | COM | 05508R106 |
| — | ALLERGAN PLC | 7,292 | $1.221M | 0.0% | $166.41 | — | SHS | G0177J108 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.219M | 0.0% | $1.27 | — | NOTE 1.625%10/1 | 682189ap0 |
| TMO | THERMO FISHER SCIENTIFIC INC | 4,100 | $1.204M | 0.0% | $153.21 | +76.7% | COM | 883556102 |
| — | KAMAN CORP | 1,000,000 | $1.166M | 0.0% | $1.22 | — | NOTE 3.250% 5/0 | 483548af0 |
| — | INFINERA CORPORATION | 1,700,000 | $1.157M | 0.0% | $0.92 | — | NOTE 2.125% 9/0 | 45667gac7 |
| — | VEECO INSTRS INC DEL | 1,300,000 | $1.154M | 0.0% | $1.02 | — | NOTE 2.700% 1/1 | 922417ad2 |
| — | SUNPOWER CORP | 1,300,000 | $1.147M | 0.0% | $0.71 | — | DBCV 4.000% 1/1 | 867652al3 |
| COP | CONOCOPHILLIPS | 18,725 | $1.142M | 0.0% | $55.48 | -11.3% | COM | 20825C104 |
| — | NUVASIVE INC | 1,000,000 | $1.134M | 0.0% | $1.18 | — | NOTE 2.250% 3/1 | 670704ag0 |
| EA | ELECTRONIC ARTS INC | 10,800 | $1.094M | 0.0% | $48.76 | +90.0% | COM | 285512109 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $1.019M | 0.0% | $1.00 | — | NOTE 1.125%10/1 | 00922rab1 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.009M | 0.0% | $1.17 | — | NOTE 3.250% 3/1 | 292554ak8 |
| — | ANI PHARMACEUTICALS INC | 816,000 | $992K | 0.0% | $1.06 | — | NOTE 3.000%12/0 | 00182caa1 |
| ARKW | ARK ETF TR | 18,800 | $978K | 0.0% | $51.91 | — | WEB X.O ETF | 00214Q401 |
| — | COLONY STARWOOD HOMES | 794,000 | $970K | 0.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625xab8 |
| BAC | BANK AMER CORP | 33,150 | $961K | 0.0% | $22.03 | +11.2% | COM | 060505104 |
| CNP | CENTERPOINT ENERGY INC | 33,450 | $958K | 0.0% | $19.14 | +28.9% | COM | 15189T107 |
| ARKK | ARK ETF TR | 19,300 | $926K | 0.0% | $47.28 | — | INNOVATION ETF | 00214Q104 |
| NAVI | NAVIENT CORPORATION | 67,200 | $917K | 0.0% | $16.89 | -22.8% | COM | 63938C108 |
| PFE | PFIZER INC | 20,802 | $901K | 0.0% | $17.65 | +65.5% | COM | 717081103 |
| APD | AIR PRODS & CHEMS INC | 3,870 | $876K | 0.0% | $119.15 | +47.9% | COM | 009158106 |
| INTU | INTUIT | 3,230 | $844K | 0.0% | $127.17 | +91.4% | COM | 461202103 |
| C | CITIGROUP INC | 11,985 | $839K | 0.0% | $52.69 | +0.4% | COM NEW | 172967424 |
| LUV | SOUTHWEST AIRLS CO | 16,500 | $838K | 0.0% | $49.70 | -4.3% | COM | 844741108 |
| — | ALLETE INC | 10,000 | $832K | 0.0% | $51.35 | — | COM NEW | 018522300 |
| SLM | SLM CORP | 81,200 | $789K | 0.0% | $10.09 | -1.8% | COM | 78442P106 |
| AAL | AMERICAN AIRLS GROUP INC | 21,050 | $686K | 0.0% | $42.24 | -24.4% | COM | 02376R102 |
| PVH | PVH CORP | 7,056 | $668K | 0.0% | $124.08 | -11.7% | COM | 693656100 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $658K | 0.0% | $55.52 | +22.2% | COM | 209115104 |
| ALLE | ALLEGION PUB LTD CO | 5,873 | $649K | 0.0% | $76.37 | +20.4% | ORD SHS | G0176J109 |
| PYPL | PAYPAL HLDGS INC | 5,339 | $611K | 0.0% | $96.93 | +14.1% | COM | 70450Y103 |
| AFL | AFLAC INC | 10,800 | $592K | 0.0% | $44.78 | -1.6% | COM | 001055102 |
| HTGC | HERCULES CAPITAL INC | 45,100 | $578K | 0.0% | $12.79 | +1.4% | COM | 427096508 |
| SYNA | SYNAPTICS INC | 19,500 | $568K | 0.0% | $43.27 | -24.6% | COM | 87157D109 |
| LEN | LENNAR CORP | 11,657 | $565K | 0.0% | $49.40 | -7.1% | CL A | 526057104 |
| EOLS | EVOLUS INC | 36,700 | $537K | 0.0% | $19.82 | 0.0% | COM | 30052C107 |
| — | NEXTERA ENERGY INC | 8,203 | $536K | 0.0% | $55.39 | — | UNIT 09/01/2019 | 65339F820 |
| MLM | MARTIN MARIETTA MATLS INC | 2,275 | $524K | 0.0% | $159.00 | +30.0% | COM | 573284106 |
| CRL | CHARLES RIV LABS INTL INC | 3,484 | $494K | 0.0% | $135.63 | 0.0% | COM | 159864107 |
| TDG | TRANSDIGM GROUP INC | 1,000 | $484K | 0.0% | $163.01 | +113.0% | COM | 893641100 |
| PEP | PEPSICO INC | 3,626 | $475K | 0.0% | $81.67 | +28.2% | COM | 713448108 |
| NXPI | NXP SEMICONDUCTORS N V | 4,620 | $451K | 0.0% | $99.54 | -12.7% | COM | N6596X109 |
| — | EZCORP INC | 500,000 | $450K | 0.0% | $0.90 | — | NOTE 2.375% 5/0 | 302301ae6 |
| — | ACTIVISION BLIZZARD INC | 9,310 | $439K | 0.0% | $56.21 | — | COM | 00507V109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,172 | $437K | 0.0% | $109.51 | -9.9% | COM | 459200101 |
| — | LUMENTUM HLDGS INC | 8,000 | $427K | 0.0% | $56.49 | — | COM | 55024u109 |
| MU | MICRON TECHNOLOGY INC | 11,000 | $424K | 0.0% | $46.03 | -19.2% | COM | 595112103 |
| WMB | WILLIAMS COS INC DEL | 15,000 | $421K | 0.0% | $19.05 | +0.7% | COM | 969457100 |
| KBH | KB HOME | 16,145 | $415K | 0.0% | $20.01 | +16.3% | COM | 48666K109 |
| CRM | SALESFORCE COM INC | 2,700 | $410K | 0.0% | $153.78 | +0.7% | COM | 79466L302 |
| MAS | MASCO CORP | 10,000 | $392K | 0.0% | $16.70 | +107.1% | COM | 574599106 |
| — | INFINERA CORPORATION | 127,500 | $371K | 0.0% | $4.40 | — | COM | 45667G103 |
| WFC | WELLS FARGO CO NEW | 7,750 | $367K | 0.0% | $46.19 | -15.4% | COM | 949746101 |
| ESI | ELEMENT SOLUTIONS INC | 34,600 | $358K | 0.0% | $10.31 | -5.0% | COM | 28618M106 |
| — | PIVOTAL SOFTWARE INC | 33,500 | $354K | 0.0% | $10.57 | — | COM CL A | 72582H107 |
| AMT | AMERICAN TOWER CORP NEW | 1,683 | $344K | 0.0% | $112.31 | +49.7% | COM | 03027X100 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 42,500 | $336K | 0.0% | $6.11 | — | COM | 87157B103 |
| GS | GOLDMAN SACHS GROUP INC | 1,640 | $336K | 0.0% | $196.43 | -13.9% | COM | 38141G104 |
| WDC | WESTERN DIGITAL CORP | 7,000 | $333K | 0.0% | $51.84 | -36.8% | COM | 958102105 |
| BA | BOEING CO | 900 | $328K | 0.0% | $373.21 | -4.3% | COM | 097023105 |
| JD | JD COM INC | 10,595 | $321K | 0.0% | $38.70 | — | SPON ADR CL A | 47215P106 |
| SBUX | STARBUCKS CORP | 3,560 | $298K | 0.0% | $46.42 | +46.3% | COM | 855244109 |
| SPY | SPDR S&P 500 ETF TR | 1,000 | $293K | 0.0% | $250.34 | — | TR UNIT | 78462F103 |
| — | JACOBS ENGR GROUP INC | 3,090 | $261K | 0.0% | $75.08 | — | COM | 469814107 |
| — | APTIV PLC | 3,140 | $254K | 0.0% | $84.77 | — | SHS | G6095L109 |
| GILD | GILEAD SCIENCES INC | 3,650 | $247K | 0.0% | $64.68 | -21.4% | COM | 375558103 |
| — | SEACOR HOLDINGS INC | 250,000 | $247K | 0.0% | $0.93 | — | NOTE 3.000%11/1 | 81170yab5 |
| — | VMWARE INC | 1,450 | $242K | 0.0% | $166.90 | — | CL A COM | 928563402 |
| ABT | ABBOTT LABS | 2,850 | $240K | 0.0% | $57.97 | +21.1% | COM | 002824100 |
| — | COLONY CAP INC NEW | 46,691 | $233K | 0.0% | $6.22 | — | CL A COM | 19626G108 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 1,600 | $232K | 0.0% | $116.30 | 0.0% | COM | 459506101 |
| — | RETROPHIN INC | 11,502 | $231K | 0.0% | $26.79 | — | COM | 761299106 |
| — | NEW RELIC INC | 2,550 | $221K | 0.0% | $98.81 | — | COM | 64829B100 |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | 3,700 | $218K | 0.0% | $39.72 | +19.7% | COM | 744573106 |
| CTRA | CABOT OIL & GAS CORP | 9,335 | $214K | 0.0% | $20.45 | -7.2% | COM | 127097103 |
| DEO | DIAGEO P L C | 1,235 | $213K | 0.0% | $163.56 | — | SPON ADR NEW | 25243Q205 |
| UMH | UMH PPTYS INC | 17,000 | $211K | 0.0% | $13.78 | — | COM | 903002103 |
| — | CLOVIS ONCOLOGY INC | 330,000 | $209K | 0.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464ac4 |
| D | DOMINION ENERGY INC | 2,645 | $205K | 0.0% | $56.85 | 0.0% | COM | 25746U109 |
| — | NEW YORK CMNTY BANCORP INC | 20,000 | $200K | 0.0% | $12.59 | — | COM | 649445103 |
| INGN | INOGEN INC | 3,000 | $200K | 0.0% | $206.66 | -63.2% | COM | 45780L104 |
| — | FIREEYE INC | 13,000 | $193K | 0.0% | $14.55 | — | COM | 31816Q101 |
| — | TIVO CORP | 25,000 | $184K | 0.0% | $12.91 | — | COM | 88870P106 |
| — | SIRIUS XM HLDGS INC | 22,000 | $123K | 0.0% | $5.68 | — | COM | 82968B103 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $22,000 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | NANTHEALTH INC | 41,000 | $22,000 | 0.0% | $2.91 | — | COM | 630104107 |