| RED HAT Inc Note 0.250%10/0 | CV | 756577AD4 | $3.1K | $2,400,000 | 0.0% |
| Murphy USA Inc COM(MUSA) | COM | 626755102 | $3.1K | 43,800 | 0.0% |
| Perficient Inc COM(PRFTUSD) | COM | 71375U101 | $3.2K | 158,628 | 0.0% |
| Voya Finl Inc COM(VOYA) | COM | 929089100 | $3.2K | 111,900 | 0.0% |
| Penske Automotive GRP Inc COM(PAG) | COM | 70959W103 | $3.2K | 67,100 | 0.0% |
| Ameris Bancorp COM(ABCB) | COM | 03076K108 | $3.2K | 92,800 | 0.0% |
| Keycorp New PFD 7.75% SR A | CVPFD | 493267405 | $3.3K | 23,899 | 0.0% |
| Mimecast LTD ORD SHS | COM | G14838109 | $3.3K | 175,000 | 0.0% |
| Starwood Ppty TR Inc COM(STWD) | COM | 85571B105 | $3.4K | 150,900 | 0.0% |
| Surgical Care Affiliates Inc COM | COM | 86881L106 | $3.4K | 70,010 | 0.0% |
| Murphy Oil Corp COM(MUR) | COM | 626717102 | $3.5K | 113,700 | 0.0% |
| Ares Cap Corp Note 4.875% 3/1 | CV | 04010LAG8 | $3.5K | $3,421,000 | 0.0% |
| Dominion RES Inc VA New Unit 99/99/9999 | CVPFD | 25746U869 | $3.5K | 70,000 | 0.0% |
| Toll Brothers Inc COM(TOL) | COM | 889478103 | $3.5K | 116,700 | 0.0% |
| Repligen Corp Note 2.125% 6/0 | CV | 759916AA7 | $3.5K | $3,050,000 | 0.0% |
| Microchip Technology Inc Sdcv 2.125%12/1 | CV | 595017AB0 | $3.5K | $1,350,000 | 0.0% |
| Simon Ppty Group Inc New COM(SPG) | COM | 828806109 | $3.5K | 16,977 | 0.0% |
| Hawaiian Holdings Inc COM(HAN) | COM | 419879101 | $3.5K | 72,519 | 0.0% |
| Proofpoint Inc Dbcv 0.750% 6/1 | CV | 743424AD5 | $3.5K | $3,043,000 | 0.0% |
| Welltower Inc COM(WELL) | COM | 95040Q104 | $3.6K | 47,500 | 0.0% |
| Wd-40 Co COM(WDFC) | COM | 929236107 | $3.6K | 31,903 | 0.0% |
| Pilgrims Pride Corp New COM(PPC) | COM | 72147K108 | $3.6K | 172,400 | 0.0% |
| Amerisafe Inc COM(AMSF) | COM | 03071H100 | $3.6K | 61,970 | 0.0% |
| Xcel Energy Inc COM(XEL) | COM | 98389B100 | $3.7K | 89,700 | 0.0% |
| Amber RD Inc COM(AMBRUSD) | COM | 02318Y108 | $3.7K | 387,433 | 0.0% |
| Cheniere Energy Inc COM New(LNG) | COM | 16411R208 | $3.8K | 86,900 | 0.0% |
| Cynosure Inc CL A | COM | 232577205 | $3.8K | 74,473 | 0.0% |
| Realty Income Corp COM(O) | COM | 756109104 | $3.9K | 57,800 | 0.0% |
| Principal Finl Group Inc COM(PFG) | COM | 74251V102 | $3.9K | 75,200 | 0.0% |
| Morgan Stanley COM New(MS) | COM | 617446448 | $3.9K | 121,252 | 0.0% |
| Globant S A COM(GLOB) | COM | L44385109 | $3.9K | 92,407 | 0.0% |
| Hain Celestial Group Inc COM(HAIN) | COM | 405217100 | $3.9K | 109,579 | 0.0% |
| Clubcorp Hldgs Inc COM | COM | 18948M108 | $3.9K | 269,490 | 0.0% |
| The Trade Desk Inc COM CL A(TTD) | COM | 88339J105 | $4.0K | 135,261 | 0.0% |
| Exelon Corp Unit 99/99/9999 | CVPFD | 30161N127 | $4.0K | 85,145 | 0.0% |
| Masco Corp COM(MAS) | COM | 574599106 | $4.0K | 116,800 | 0.0% |
| Brown Forman Corp CL B(BF/B) | COM | 115637209 | $4.1K | 86,094 | 0.0% |
| Host Hotels & Resorts Inc COM(HST) | COM | 44107P104 | $4.1K | 264,000 | 0.0% |
| MGP Ingredients Inc New COM(MGPI) | COM | 55303J106 | $4.1K | 101,450 | 0.0% |
| Apptio Inc CL A | COM | 03835C108 | $4.1K | 190,000 | 0.0% |
| Chart Inds Inc Note 2.000% 8/0 | CV | 16115QAC4 | $4.1K | $4,200,000 | 0.0% |
| Connecticut WTR SVC Inc COM(CTWSEUR) | COM | 207797101 | $4.2K | 83,600 | 0.0% |
| Jefferies Group Inc New Dbcv 3.875%11/0 | CV | 472319AG7 | $4.2K | $4,099,000 | 0.0% |
| Cyberark Software LTD SHS | COM | M2682V108 | $4.2K | 84,315 | 0.0% |
| RE MAX Hldgs Inc CL A(RMAX) | COM | 75524W108 | $4.2K | 96,294 | 0.0% |
| Xencor Inc COM(XNCR) | COM | 98401F105 | $4.3K | 173,816 | 0.0% |
| Chesapeake Utils Corp COM(CPK) | COM | 165303108 | $4.3K | 71,000 | 0.0% |
| Echo Global Logistics Inc Note 2.500% 5/0 | CV | 27875TAA9 | $4.3K | $4,591,000 | 0.0% |
| Smucker J M Co COM New(SJM) | COM | 832696405 | $4.4K | 32,500 | 0.0% |
| Nextera Energy Inc Unit 08/31/2018 | CVPFD | 65339F846 | $4.5K | 75,711 | 0.0% |