Location: Greenwich, CT
CIK: 0001167557 · Show all filings
Period: Q4 2012 (Next →)
Filing Date: May 29, 2013
Total Value: $23.35B (91.3% shares, 8.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 517,732 | $276M | 1.2% | $533.03 | $533.03 | — | COM | 037833100 |
| XOM | EXXON MOBIL CORP | 3,097,532 | $268M | 1.1% | $86.55 | $86.55 | — | COM | 30231G102 |
| JPM | JPMORGAN CHASE & CO | 4,385,355 | $193M | 0.8% | $43.97 | $43.97 | — | COM | 46625H100 |
| CVX | CHEVRON CORP NEW | 1,772,237 | $192M | 0.8% | $108.14 | $108.14 | — | COM | 166764100 |
| T | AT&T INC | 5,293,239 | $178M | 0.8% | $33.71 | $33.71 | — | COM | 00206R102 |
| PG | PROCTER & GAMBLE CO | 2,575,321 | $175M | 0.7% | $67.89 | $67.89 | — | COM | 742718109 |
| PFE | PFIZER INC | 6,398,129 | $160M | 0.7% | $25.08 | $25.08 | — | COM | 717081103 |
| LYB | LYONDELLBASELL INDUSTRIES N | 2,651,075 | $151M | 0.6% | $57.09 | $57.09 | — | SHS - A - | N53745100 |
| AMGN | AMGEN INC | 1,716,497 | $148M | 0.6% | $86.32 | $86.32 | — | COM | 031162100 |
| WMT | WAL-MART STORES INC | 2,153,968 | $147M | 0.6% | $68.23 | $68.23 | — | COM | 931142103 |
| ABT | ABBOTT LABS | 2,154,659 | $141M | 0.6% | $65.50 | $65.50 | — | COM | 002824100 |
| LLY | LILLY ELI & CO | 2,802,050 | $138M | 0.6% | $49.32 | $49.32 | — | COM | 532457108 |
| JNJ | JOHNSON & JOHNSON | 1,951,850 | $137M | 0.6% | $70.10 | $70.10 | — | COM | 478160104 |
| WFC | WELLS FARGO & CO NEW | 3,957,452 | $135M | 0.6% | $34.18 | $34.18 | — | COM | 949746101 |
| MSFT | MICROSOFT CORP | 5,017,296 | $134M | 0.6% | $26.73 | $26.73 | — | COM | 594918104 |
| MRK | MERCK & CO INC NEW | 3,128,641 | $128M | 0.5% | $40.94 | $40.94 | — | COM | 58933Y105 |
| — | HERTZ GLOBAL HOLDINGS INC | 60,550,000 | $123M | 0.5% | $2.03 | $2.03 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| CF | CF INDS HLDGS INC | 571,128 | $116M | 0.5% | $203.16 | $203.16 | — | COM | 125269100 |
| — | GOOGLE INC | 155,946 | $111M | 0.5% | $709.37 | $709.37 | — | CL A | 38259P508 |
| CVS | CVS CAREMARK CORPORATION | 2,273,415 | $110M | 0.5% | $48.35 | $48.35 | — | COM | 126650100 |
| NOC | NORTHROP GRUMMAN CORP | 1,608,925 | $109M | 0.5% | $67.58 | $67.58 | — | COM | 666807102 |
| — | HUDSON CITY BANCORP | 13,359,013 | $109M | 0.5% | $8.13 | $8.13 | — | COM | 443683107 |
| GME | GAMESTOP CORP NEW | 4,295,383 | $108M | 0.5% | $25.09 | $25.09 | — | CL A | 36467W109 |
| WDC | WESTERN DIGITAL CORP | 2,526,308 | $107M | 0.5% | $42.49 | $42.49 | — | COM | 958102105 |
| — | GENERAL ELECTRIC CO | 5,038,935 | $106M | 0.5% | $20.99 | $20.99 | — | COM | 369604103 |
| KMB | KIMBERLY CLARK CORP | 1,237,530 | $104M | 0.4% | $84.43 | $84.43 | — | COM | 494368103 |
| — | COVENTRY HEALTH CARE INC | 2,304,640 | $103M | 0.4% | $44.83 | $44.83 | — | COM | 222862104 |
| CMCSA | COMCAST CORP NEW | 2,749,607 | $103M | 0.4% | $37.38 | $37.38 | — | CL A | 20030N101 |
| VZ | VERIZON COMMUNICATIONS INC | 2,374,519 | $103M | 0.4% | $43.27 | $43.27 | — | COM | 92343V104 |
| KEY | KEYCORP NEW | 11,991,319 | $101M | 0.4% | $8.42 | $8.42 | — | COM | 493267108 |
| — | NEWS CORP | 3,939,189 | $101M | 0.4% | $25.54 | $25.54 | — | CL A | 65248E104 |
| — | VERISIGN INC | 78,524,000 | $99.43M | 0.4% | $1.27 | $1.27 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | WARNACO GROUP INC | 1,380,421 | $98.8M | 0.4% | $71.57 | $71.57 | — | COM NEW | 934390402 |
| — | SEAGATE TECHNOLOGY PLC | 3,237,905 | $98.69M | 0.4% | $30.48 | $30.48 | — | SHS | G7945M107 |
| — | EQUINIX INC | 37,825,000 | $95.86M | 0.4% | $2.53 | $2.53 | — | NOTE 4.750% 6/1 | 29444UAH9 |
| — | DISCOVER FINL SVCS | 2,481,923 | $95.68M | 0.4% | $38.55 | $38.55 | — | COM | 254709108 |
| AMP | AMERIPRISE FINL INC | 1,524,054 | $95.45M | 0.4% | $62.63 | $62.63 | — | COM | 03076C106 |
| PM | PHILIP MORRIS INTL INC | 1,125,654 | $94.15M | 0.4% | $83.64 | $83.64 | — | COM | 718172109 |
| GAP | GAP INC DEL | 2,977,224 | $92.41M | 0.4% | $31.04 | $31.04 | — | COM | 364760108 |
| BAC | BANK OF AMERICA CORPORATION | 7,835,654 | $90.89M | 0.4% | $11.60 | $11.60 | — | COM | 060505104 |
| ACN | ACCENTURE PLC IRELAND | 1,342,963 | $89.31M | 0.4% | $66.50 | $66.50 | — | SHS CLASS A | G1151C101 |
| KO | COCA COLA CO | 2,447,735 | $88.73M | 0.4% | $36.25 | $36.25 | — | COM | 191216100 |
| TRV | TRAVELERS COMPANIES INC | 1,168,255 | $83.9M | 0.4% | $71.82 | $71.82 | — | COM | 89417E109 |
| — | SALESFORCE COM INC | 41,725,000 | $83.71M | 0.4% | $2.01 | $2.01 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| TSN | TYSON FOODS INC | 4,250,060 | $82.45M | 0.4% | $19.40 | $19.40 | — | CL A | 902494103 |
| — | AMERICAN CAP LTD | 6,859,307 | $82.31M | 0.4% | $12.00 | $12.00 | — | COM | 02503Y103 |
| — | DISH NETWORK CORP | 2,249,272 | $81.87M | 0.4% | $36.40 | $36.40 | — | CL A | 25470M109 |
| CAG | CONAGRA FOODS INC | 2,738,519 | $80.79M | 0.3% | $29.50 | $29.50 | — | COM | 205887102 |
| — | SYMANTEC CORP | 4,257,100 | $80.08M | 0.3% | $18.81 | $18.81 | — | COM | 871503108 |
| — | FOREST LABS INC | 2,255,851 | $79.68M | 0.3% | $35.32 | $35.32 | — | COM | 345838106 |
| — | MARATHON OIL CORP | 2,576,694 | $79M | 0.3% | $30.66 | $30.66 | — | COM | 565849106 |
| IBM | INTERNATIONAL BUSINESS MACHS | 409,489 | $78.44M | 0.3% | $191.55 | $191.55 | — | COM | 459200101 |
| — | YAHOO INC | 3,824,007 | $76.1M | 0.3% | $19.90 | $19.90 | — | COM | 984332106 |
| AIZ | ASSURANT INC | 2,174,866 | $75.47M | 0.3% | $34.70 | $34.70 | — | COM | 04621X108 |
| LOW | LOWES COS INC | 2,112,056 | $75.02M | 0.3% | $35.52 | $35.52 | — | COM | 548661107 |
| GS | GOLDMAN SACHS GROUP INC | 583,660 | $74.45M | 0.3% | $127.56 | $127.56 | — | COM | 38141G104 |
| CSCO | CISCO SYS INC | 3,764,629 | $73.97M | 0.3% | $19.65 | $19.65 | — | COM | 17275R102 |
| — | WESTERN REFNG INC | 25,150,000 | $73.75M | 0.3% | $2.93 | $2.93 | — | NOTE 5.750% 6/1 | 959319AC8 |
| EG | EVEREST RE GROUP LTD | 665,370 | $73.16M | 0.3% | $109.95 | $109.95 | — | COM | G3223R108 |
| — | BROCADE COMMUNICATIONS SYS I | 13,723,821 | $73.15M | 0.3% | $5.33 | $5.33 | — | COM NEW | 111621306 |
| M | MACYS INC | 1,853,837 | $72.34M | 0.3% | $39.02 | $39.02 | — | COM | 55616P104 |
| — | RAYTHEON CO | 1,252,289 | $72.08M | 0.3% | $57.56 | $57.56 | — | COM NEW | 755111507 |
| FITB | FIFTH THIRD BANCORP | 4,688,725 | $71.22M | 0.3% | $15.19 | $15.19 | — | COM | 316773100 |
| — | WARNER CHILCOTT PLC IRELAND | 5,845,300 | $70.38M | 0.3% | $12.04 | $12.04 | — | SHS A | G94368100 |
| PEP | PEPSICO INC | 1,027,186 | $70.29M | 0.3% | $68.43 | $68.43 | — | COM | 713448108 |
| — | ROBBINS & MYERS INC | 1,165,798 | $69.31M | 0.3% | $59.45 | $59.45 | — | COM | 770196103 |
| — | SHAW GROUP INC | 1,451,785 | $67.67M | 0.3% | $46.61 | $46.61 | — | COM | 820280105 |
| ZBH | ZIMMER HLDGS INC | 998,761 | $66.58M | 0.3% | $66.66 | $66.66 | — | COM | 98956P102 |
| MCK | MCKESSON CORP | 684,053 | $66.33M | 0.3% | $96.96 | $96.96 | — | COM | 58155Q103 |
| — | CYMER INC | 731,568 | $66.16M | 0.3% | $90.43 | $90.43 | — | COM | 232572107 |
| — | FOOT LOCKER INC | 2,053,187 | $65.95M | 0.3% | $32.12 | $32.12 | — | COM | 344849104 |
| SLM | SLM CORP | 3,829,899 | $65.61M | 0.3% | $17.13 | $17.13 | — | COM | 78442P106 |
| — | PSS WORLD MED INC | 2,253,192 | $65.07M | 0.3% | $28.88 | $28.88 | — | COM | 69366A100 |
| — | D R HORTON INC | 39,875,000 | $63.33M | 0.3% | $1.59 | $1.59 | — | NOTE 2.000% 5/1 | 23331ABB4 |
| DDS | DILLARDS INC | 752,911 | $63.07M | 0.3% | $83.77 | $83.77 | — | CL A | 254067101 |
| — | IAC INTERACTIVECORP | 1,314,075 | $62.16M | 0.3% | $47.30 | $47.30 | — | COM PAR $.001 | 44919P508 |
| KBR | KBR INC | 2,010,136 | $60.14M | 0.3% | $29.92 | $29.92 | — | COM | 48242W106 |
| — | PLAINS EXPL& PRODTN CO | 1,275,649 | $59.88M | 0.3% | $46.94 | $46.94 | — | COM | 726505100 |
| EXPE | EXPEDIA INC DEL | 965,473 | $59.33M | 0.3% | $61.45 | $61.45 | — | COM NEW | 30212P303 |
| — | ACE LTD | 738,128 | $58.9M | 0.3% | $79.80 | $79.80 | — | SHS | H0023R105 |
| — | GILEAD SCIENCES INC | 34,725,000 | $58.62M | 0.3% | $1.69 | $1.69 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | CA INC | 2,659,700 | $58.46M | 0.3% | $21.98 | $21.98 | — | COM | 12673P105 |
| — | TEREX CORP NEW | 30,749,000 | $57.46M | 0.2% | $1.87 | $1.87 | — | NOTE 4.000% 6/0 | 880779AV5 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 639,540 | $57.37M | 0.2% | $89.70 | $89.70 | — | CL B NEW | 084670702 |
| — | MONSANTO CO NEW | 599,341 | $56.73M | 0.2% | $94.65 | $94.65 | — | COM | 61166W101 |
| MO | ALTRIA GROUP INC | 1,777,254 | $55.84M | 0.2% | $31.42 | $31.42 | — | COM | 02209S103 |
| PPG | PPG INDS INC | 411,902 | $55.75M | 0.2% | $135.35 | $135.35 | — | COM | 693506107 |
| WHR | WHIRLPOOL CORP | 547,625 | $55.72M | 0.2% | $101.75 | $101.75 | — | COM | 963320106 |
| — | ALPHA NATURAL RESOURCES INC | 5,667,200 | $55.2M | 0.2% | $9.74 | $9.74 | — | COM | 02076X102 |
| NRG | NRG ENERGY INC | 2,396,271 | $55.09M | 0.2% | $22.99 | $22.99 | — | COM NEW | 629377508 |
| — | XILINX INC | 43,025,000 | $54.72M | 0.2% | $1.27 | $1.27 | — | SDCV 3.125% 3/1 | 983919AD3 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 3,153,162 | $54.11M | 0.2% | $17.16 | $17.16 | — | SPONSORED ADR | 874039100 |
| DTE | DTE ENERGY CO | 893,021 | $53.63M | 0.2% | $60.05 | $60.05 | — | COM | 233331107 |
| HUM | HUMANA INC | 776,730 | $53.31M | 0.2% | $68.63 | $68.63 | — | COM | 444859102 |
| — | PHH CORP | 26,352,000 | $52.34M | 0.2% | $1.99 | $1.99 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | PETSMART INC | 756,996 | $51.73M | 0.2% | $68.34 | $68.34 | — | COM | 716768106 |
| — | NEXEN INC | 1,919,839 | $51.72M | 0.2% | $26.94 | $26.94 | — | COM | 65334H102 |
| AEP | AMERICAN ELEC PWR INC | 1,207,689 | $51.54M | 0.2% | $42.68 | $42.68 | — | COM | 025537101 |
| — | LSI CORPORATION | 7,270,640 | $51.48M | 0.2% | $7.08 | $7.08 | — | COM | 502161102 |
| MUR | MURPHY OIL CORP | 864,068 | $51.45M | 0.2% | $59.55 | $59.55 | — | COM | 626717102 |
| UNM | UNUM GROUP | 2,455,924 | $51.13M | 0.2% | $20.82 | $20.82 | — | COM | 91529Y106 |
| — | LIBERTY GLOBAL INC | 870,102 | $51.12M | 0.2% | $58.75 | $58.75 | — | COM SER C | 530555309 |
| COP | CONOCOPHILLIPS | 878,308 | $50.93M | 0.2% | $57.99 | $57.99 | — | COM | 20825C104 |
| — | CITIZENS REPUBLIC BANCORP IN | 2,622,400 | $49.75M | 0.2% | $18.97 | $18.97 | — | COM NEW | 174420307 |
| SYK | STRYKER CORP | 901,390 | $49.41M | 0.2% | $54.82 | $54.82 | — | COM | 863667101 |
| LNC | LINCOLN NATL CORP IND | 1,874,700 | $48.55M | 0.2% | $25.90 | $25.90 | — | COM | 534187109 |
| ADM | ARCHER DANIELS MIDLAND CO | 1,756,960 | $48.12M | 0.2% | $27.39 | $27.39 | — | COM | 039483102 |
| — | MARVELL TECHNOLOGY GROUP LTD | 6,515,788 | $47.3M | 0.2% | $7.26 | $7.26 | — | ORD | G5876H105 |
| L | LOEWS CORP | 1,149,862 | $46.86M | 0.2% | $40.75 | $40.75 | — | COM | 540424108 |
| MDLZ | MONDELEZ INTL INC | 1,839,034 | $46.84M | 0.2% | $25.47 | $25.47 | — | CL A | 609207105 |
| MMM | 3M CO | 502,227 | $46.63M | 0.2% | $92.85 | $92.85 | — | COM | 88579Y101 |
| AVY | AVERY DENNISON CORP | 1,325,270 | $46.28M | 0.2% | $34.92 | $34.92 | — | COM | 053611109 |
| TKR | TIMKEN CO | 964,409 | $46.13M | 0.2% | $47.83 | $47.83 | — | COM | 887389104 |
| — | SUNRISE SENIOR LIVING INC | 3,206,700 | $46.11M | 0.2% | $14.38 | $14.38 | — | COM | 86768K106 |
| TJX | TJX COS INC NEW | 1,085,027 | $46.06M | 0.2% | $42.45 | $42.45 | — | COM | 872540109 |
| — | VALE S A | 2,260,532 | $45.87M | 0.2% | $20.29 | $20.29 | — | ADR REPSTG PFD | 91912E204 |
| — | GEOEYE INC | 1,480,501 | $45.5M | 0.2% | $30.73 | $30.73 | — | COM | 37250W108 |
| — | DEVELOPERS DIVERSIFIED RLTY | 40,592,000 | $45.49M | 0.2% | $1.12 | $1.12 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | L-3 COMMUNICATIONS HLDGS INC | 592,924 | $45.43M | 0.2% | $76.62 | $76.62 | — | COM | 502424104 |
| — | AMERICA MOVIL SAB DE CV | 1,943,858 | $44.98M | 0.2% | $23.14 | $23.14 | — | SPON ADR L SHS | 02364W105 |
| AVT | AVNET INC | 1,463,384 | $44.79M | 0.2% | $30.61 | $30.61 | — | COM | 053807103 |
| — | RALCORP HLDGS INC NEW | 498,936 | $44.73M | 0.2% | $89.65 | $89.65 | — | COM | 751028101 |
| — | NABORS INDUSTRIES LTD | 3,084,600 | $44.57M | 0.2% | $14.45 | $14.45 | — | SHS | G6359F103 |
| SPG | SIMON PPTY GROUP INC NEW | 278,735 | $44.06M | 0.2% | $158.09 | $158.09 | — | COM | 828806109 |
| — | WELLPOINT INC | 709,948 | $43.25M | 0.2% | $60.92 | $60.92 | — | COM | 94973V107 |
| — | MICROCHIP TECHNOLOGY INC | 34,095,000 | $43.22M | 0.2% | $1.27 | $1.27 | — | SDCV 2.125%12/1 | 595017AB0 |
| INFY | INFOSYS LTD | 1,014,615 | $42.92M | 0.2% | $42.30 | $42.30 | — | SPONSORED ADR | 456788108 |
| — | NETAPP INC | 37,900,000 | $42.78M | 0.2% | $1.13 | $1.13 | — | NOTE 1.750% 6/0 | 64110DAB0 |
| — | KAYAK SOFTWARE CORP | 1,063,108 | $42.23M | 0.2% | $39.72 | $39.72 | — | CL A | 486577109 |
| — | LEVEL 3 COMMUNICATIONS INC | 29,727,000 | $42.19M | 0.2% | $1.42 | $1.42 | — | NOTE 6.500%10/0 | 52729NBR0 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 2,041,060 | $42.13M | 0.2% | $20.64 | $20.64 | — | COM | 42330P107 |
| — | METROPCS COMMUNICATIONS INC | 4,227,848 | $42.02M | 0.2% | $9.94 | $9.94 | — | COM | 591708102 |
| FIS | FIDELITY NATL INFORMATION SV | 1,198,200 | $41.71M | 0.2% | $34.81 | $34.81 | — | COM | 31620M106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 652,994 | $41.65M | 0.2% | $63.78 | $63.78 | — | COM | 883556102 |
| — | WYNDHAM WORLDWIDE CORP | 779,471 | $41.48M | 0.2% | $53.21 | $53.21 | — | COM | 98310W108 |
| BIIB | BIOGEN IDEC INC | 279,242 | $40.96M | 0.2% | $146.67 | $146.67 | — | COM | 09062X103 |
| — | OMNICARE INC | 1,125,058 | $40.62M | 0.2% | $36.10 | $36.10 | — | COM | 681904108 |
| VRTX | VERTEX PHARMACEUTICALS INC | 966,805 | $40.55M | 0.2% | $41.94 | $41.94 | — | COM | 92532F100 |
| — | CH ENERGY GROUP INC | 620,065 | $40.44M | 0.2% | $65.22 | $65.22 | — | COM | 12541M102 |
| C | CITIGROUP INC | 1,019,052 | $40.31M | 0.2% | $39.56 | $39.56 | — | COM NEW | 172967424 |
| — | EPOCH HOLDING CORP | 1,444,677 | $40.31M | 0.2% | $27.90 | $27.90 | — | COM | 29428R103 |
| — | HARMAN INTL INDS INC | 902,405 | $40.28M | 0.2% | $44.64 | $44.64 | — | COM | 413086109 |
| INTC | INTEL CORP | 1,923,141 | $39.67M | 0.2% | $20.63 | $20.63 | — | COM | 458140100 |
| — | TIME WARNER CABLE INC | 407,966 | $39.65M | 0.2% | $97.19 | $97.19 | — | COM | 88732J207 |
| AXS | AXIS CAPITAL HOLDINGS INV | 1,133,800 | $39.27M | 0.2% | $34.64 | $34.64 | — | SHS | G0692U109 |
| — | HILLSHIRE BRANDS CO | 1,391,614 | $39.16M | 0.2% | $28.14 | $28.14 | — | COM | 432589109 |
| — | CASCADE CORP | 604,108 | $38.84M | 0.2% | $64.30 | $64.30 | — | COM | 147195101 |
| ETR | ENTERGY CORP NEW | 607,252 | $38.71M | 0.2% | $63.75 | $63.75 | — | COM | 29364G103 |
| FLEX | FLEXTRONICS INTL LTD | 6,169,401 | $38.31M | 0.2% | $6.21 | $6.21 | — | ORD | Y2573F102 |
| STLD | STEEL DYNAMICS INC | 2,779,669 | $38.16M | 0.2% | $13.73 | $13.73 | — | COM | 858119100 |
| V | VISA INC | 250,663 | $37.99M | 0.2% | $151.58 | $151.58 | — | COM CL A | 92826C839 |
| DUK | DUKE ENERGY CORP NEW | 590,737 | $37.69M | 0.2% | $63.80 | $63.80 | — | COM NEW | 26441C204 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 1,820,597 | $37.34M | 0.2% | $20.51 | $20.51 | — | COM | 02553E106 |
| VLO | VALERO ENERGY CORP NEW | 1,093,595 | $37.31M | 0.2% | $34.12 | $34.12 | — | COM | 91913Y100 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 1,208,665 | $37.15M | 0.2% | $30.74 | $30.74 | — | COM | 203668108 |
| — | TUPPERWARE BRANDS CORP | 577,923 | $37.05M | 0.2% | $64.10 | $64.10 | — | COM | 899896104 |
| ORCL | ORACLE CORP | 1,104,953 | $36.82M | 0.2% | $33.32 | $33.32 | — | COM | 68389X105 |
| AFG | AMERICAN FINL GROUP INC OHIO | 928,755 | $36.7M | 0.2% | $39.52 | $39.52 | — | COM | 025932104 |
| HD | HOME DEPOT INC | 588,102 | $36.37M | 0.2% | $61.85 | $61.85 | — | COM | 437076102 |
| ALK | ALASKA AIR GROUP INC | 835,819 | $36.02M | 0.2% | $43.09 | $43.09 | — | COM | 011659109 |
| — | TATA MTRS LTD | 1,251,913 | $35.95M | 0.2% | $28.72 | $28.72 | — | SPONSORED ADR | 876568502 |
| EFX | EQUIFAX INC | 662,261 | $35.84M | 0.2% | $54.12 | $54.12 | — | COM | 294429105 |
| — | UNITED RENTALS INC | 8,600,000 | $35.48M | 0.2% | $4.13 | $4.13 | — | NOTE 4.000%11/1 | 911363AL3 |
| — | TOTAL SYS SVCS INC | 1,640,763 | $35.15M | 0.2% | $21.42 | $21.42 | — | COM | 891906109 |
| COF | CAPITAL ONE FINL CORP | 605,622 | $35.08M | 0.2% | $57.93 | $57.93 | — | COM | 14040H105 |
| DAL | DELTA AIR LINES INC DEL | 2,894,353 | $34.36M | 0.1% | $11.87 | $11.87 | — | COM NEW | 247361702 |
| UNH | UNITEDHEALTH GROUP INC | 630,352 | $34.19M | 0.1% | $54.24 | $54.24 | — | COM | 91324P102 |
| — | INTERMEC INC | 3,452,184 | $34.04M | 0.1% | $9.86 | $9.86 | — | COM | 458786100 |
| — | VIACOM INC NEW | 643,983 | $33.96M | 0.1% | $52.74 | $52.74 | — | CL B | 92553P201 |
| CL | COLGATE PALMOLIVE CO | 323,998 | $33.87M | 0.1% | $104.54 | $104.54 | — | COM | 194162103 |
| CTRA | CABOT OIL & GAS CORP | 677,830 | $33.72M | 0.1% | $49.74 | $49.74 | — | COM | 127097103 |
| AAP | ADVANCE AUTO PARTS INC | 463,076 | $33.5M | 0.1% | $72.35 | $72.35 | — | COM | 00751Y106 |
| JBL | JABIL CIRCUIT INC | 1,732,057 | $33.41M | 0.1% | $19.29 | $19.29 | — | COM | 466313103 |
| — | ALTERRA CAPITAL HOLDINGS LIM | 1,180,285 | $33.27M | 0.1% | $28.19 | $28.19 | — | COM | G0229R108 |
| — | CHICOS FAS INC | 1,799,200 | $33.21M | 0.1% | $18.46 | $18.46 | — | COM | 168615102 |
| — | CONVERGYS CORP | 2,007,533 | $32.94M | 0.1% | $16.41 | $16.41 | — | COM | 212485106 |
| — | GANNETT INC | 1,823,414 | $32.84M | 0.1% | $18.01 | $18.01 | — | COM | 364730101 |
| — | ALLIANT TECHSYSTEMS INC | 526,123 | $32.6M | 0.1% | $61.96 | $61.96 | — | COM | 018804104 |
| — | DOMTAR CORP | 390,289 | $32.6M | 0.1% | $83.52 | $83.52 | — | COM NEW | 257559203 |
| — | HOLLYFRONTIER CORP | 699,764 | $32.57M | 0.1% | $46.55 | $46.55 | — | COM | 436106108 |
| — | TEXTRON INC | 17,150,000 | $32.55M | 0.1% | $1.90 | $1.90 | — | NOTE 4.500% 5/0 | 883203BN0 |
| — | AK STL HLDG CORP | 7,067,643 | $32.51M | 0.1% | $4.60 | $4.60 | — | COM | 001547108 |
| — | WABCO HLDGS INC | 498,553 | $32.5M | 0.1% | $65.19 | $65.19 | — | COM | 92927K102 |
| — | DEAN FOODS CO NEW | 1,962,534 | $32.4M | 0.1% | $16.51 | $16.51 | — | COM | 242370104 |
| CAH | CARDINAL HEALTH INC | 778,227 | $32.05M | 0.1% | $41.18 | $41.18 | — | COM | 14149Y108 |
| — | PROTECTIVE LIFE CORP | 1,121,209 | $32.04M | 0.1% | $28.58 | $28.58 | — | COM | 743674103 |
| — | AMERICAN GREETINGS CORP | 1,884,004 | $31.82M | 0.1% | $16.89 | $16.89 | — | CL A | 026375105 |
| — | LENDER PROCESSING SVCS INC | 1,291,580 | $31.8M | 0.1% | $24.62 | $24.62 | — | COM | 52602E102 |
| PNC | PNC FINL SVCS GROUP INC | 545,266 | $31.79M | 0.1% | $58.31 | $58.31 | — | COM | 693475105 |
| — | INGRAM MICRO INC | 1,872,097 | $31.68M | 0.1% | $16.92 | $16.92 | — | CL A | 457153104 |
| — | SMITHFIELD FOODS INC | 29,700,000 | $31.5M | 0.1% | $1.06 | $1.06 | — | NOTE 4.000% 6/3 | 832248AR9 |
| MCD | MCDONALDS CORP | 357,065 | $31.5M | 0.1% | $88.21 | $88.21 | — | COM | 580135101 |
| — | VECTOR GROUP LTD | 26,100,000 | $31.04M | 0.1% | $1.19 | $1.19 | — | FRNT 11/1 | 92240MAS7 |
| BBY | BEST BUY INC | 2,613,370 | $30.97M | 0.1% | $11.85 | $11.85 | — | COM | 086516101 |
| — | COMPUTER SCIENCES CORP | 770,029 | $30.84M | 0.1% | $40.05 | $40.05 | — | COM | 205363104 |
| — | OWENS ILL INC | 1,437,980 | $30.59M | 0.1% | $21.27 | $21.27 | — | COM NEW | 690768403 |
| — | BUNGE LIMITED | 419,300 | $30.48M | 0.1% | $72.69 | $72.69 | — | COM | G16962105 |
| — | GENERAL CABLE CORP DEL NEW | 999,970 | $30.41M | 0.1% | $30.41 | $30.41 | — | COM | 369300108 |
| — | VIRGIN MEDIA INC | 14,725,000 | $30.38M | 0.1% | $2.06 | $2.06 | — | NOTE 6.500%11/1 | 92769LAB7 |
| RS | RELIANCE STEEL & ALUMINUM CO | 488,745 | $30.35M | 0.1% | $62.10 | $62.10 | — | COM | 759509102 |
| NWL | NEWELL RUBBERMAID INC | 1,355,400 | $30.18M | 0.1% | $22.27 | $22.27 | — | COM | 651229106 |
| CMA | COMERICA INC | 986,972 | $29.95M | 0.1% | $30.34 | $30.34 | — | COM | 200340107 |
| IVZ | INVESCO LTD | 1,142,176 | $29.8M | 0.1% | $26.09 | $26.09 | — | SHS | G491BT108 |
| — | TEAVANA HLDGS INC | 1,917,077 | $29.71M | 0.1% | $15.50 | $15.50 | — | COM | 87819P102 |
| — | RIVERBED TECHNOLOGY INC | 1,502,308 | $29.63M | 0.1% | $19.72 | $19.72 | — | COM | 768573107 |
| — | TECH DATA CORP | 648,289 | $29.52M | 0.1% | $45.53 | $45.53 | — | COM | 878237106 |
| — | WEST COAST BANCORP ORE NEW | 1,328,086 | $29.42M | 0.1% | $22.15 | $22.15 | — | COM NEW | 952145209 |
| — | HESS CORP | 555,293 | $29.41M | 0.1% | $52.96 | $52.96 | — | COM | 42809H107 |
| COST | COSTCO WHSL CORP NEW | 297,651 | $29.4M | 0.1% | $98.77 | $98.77 | — | COM | 22160K105 |
| ALL | ALLSTATE CORP | 730,051 | $29.33M | 0.1% | $40.17 | $40.17 | — | COM | 020002101 |
| — | INTERPUBLIC GROUP COS INC | 2,643,919 | $29.14M | 0.1% | $11.02 | $11.02 | — | COM | 460690100 |
| — | UNITED STATES STL CORP NEW | 26,775,000 | $29M | 0.1% | $1.08 | $1.08 | — | NOTE 4.000% 5/1 | 912909AE8 |
| AKAM | AKAMAI TECHNOLOGIES INC | 703,500 | $28.78M | 0.1% | $40.91 | $40.91 | — | COM | 00971T101 |
| BIGGQ | BIG LOTS INC | 1,010,077 | $28.75M | 0.1% | $28.46 | $28.46 | — | COM | 089302103 |
| — | YM BIOSCIENCES INC | 10,004,301 | $28.71M | 0.1% | $2.87 | $2.87 | — | COM | 984238105 |
| — | TYCO INTERNATIONAL LTD | 980,457 | $28.68M | 0.1% | $29.25 | $29.25 | — | SHS | H89128104 |
| RGA | REINSURANCE GROUP AMER INC | 534,933 | $28.63M | 0.1% | $53.52 | $53.52 | — | COM NEW | 759351604 |
| — | ST JUDE MED INC | 791,227 | $28.59M | 0.1% | $36.14 | $36.14 | — | COM | 790849103 |
| — | ORIENT-EXPRESS HOTELS LTD | 2,437,880 | $28.5M | 0.1% | $11.69 | $11.69 | — | CL A | G67743107 |
| — | WHITING PETE CORP NEW | 656,246 | $28.46M | 0.1% | $43.37 | $43.37 | — | COM | 966387102 |
| — | HEALTH CARE REIT INC | 23,025,000 | $28.36M | 0.1% | $1.23 | $1.23 | — | NOTE 3.000%12/0 | 42217KAR7 |
| PHM | PULTE GROUP INC | 1,561,850 | $28.36M | 0.1% | $18.16 | $18.16 | — | COM | 745867101 |
| PRU | PRUDENTIAL FINL INC | 531,099 | $28.32M | 0.1% | $53.33 | $53.33 | — | COM | 744320102 |
| — | KBW INC | 1,815,172 | $27.77M | 0.1% | $15.30 | $15.30 | — | COM | 482423100 |
| — | MEDTRONIC INC | 674,073 | $27.65M | 0.1% | $41.02 | $41.02 | — | COM | 585055106 |
| KR | KROGER CO | 1,059,845 | $27.58M | 0.1% | $26.02 | $26.02 | — | COM | 501044101 |
| — | TNS INC | 1,328,731 | $27.55M | 0.1% | $20.73 | $20.73 | — | COM | 872960109 |
| — | GUESS INC | 1,117,420 | $27.42M | 0.1% | $24.54 | $24.54 | — | COM | 401617105 |
| — | HILL ROM HLDGS INC | 956,330 | $27.25M | 0.1% | $28.50 | $28.50 | — | COM | 431475102 |
| — | PROLOGIS | 23,800,000 | $27.09M | 0.1% | $1.14 | $1.14 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | ITT CORP NEW | 1,152,318 | $27.03M | 0.1% | $23.46 | $23.46 | — | COM NEW | 450911201 |
| — | COMPUWARE CORP | 2,476,265 | $26.92M | 0.1% | $10.87 | $10.87 | — | COM | 205638109 |
| FDP | FRESH DEL MONTE PRODUCE INC | 1,006,989 | $26.53M | 0.1% | $26.35 | $26.35 | — | ORD | G36738105 |
| — | HEALTH NET INC | 1,087,400 | $26.42M | 0.1% | $24.30 | $24.30 | — | COM | 42222G108 |
| — | TYSON FOODS INC | 21,475,000 | $26.08M | 0.1% | $1.21 | $1.21 | — | NOTE 3.250%10/1 | 902494AP8 |
| — | ALLIANCE DATA SYSTEMS CORP | 8,500,000 | $26.08M | 0.1% | $3.07 | $3.07 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | AVIS BUDGET GROUP | 18,920,000 | $26M | 0.1% | $1.37 | $1.37 | — | NOTE 3.500%10/0 | 053774AB1 |
| — | TRW AUTOMOTIVE HLDGS CORP | 484,657 | $25.98M | 0.1% | $53.61 | $53.61 | — | COM | 87264S106 |
| PH | PARKER HANNIFIN CORP | 305,360 | $25.97M | 0.1% | $85.06 | $85.06 | — | COM | 701094104 |
| — | ALCOA INC | 18,020,000 | $25.89M | 0.1% | $1.44 | $1.44 | — | NOTE 5.250% 3/1 | 013817AT8 |
| HBAN | HUNTINGTON BANCSHARES INC | 4,039,447 | $25.81M | 0.1% | $6.39 | $6.39 | — | COM | 446150104 |
| — | PDL BIOPHARMA INC | 3,648,370 | $25.72M | 0.1% | $7.05 | $7.05 | — | COM | 69329Y104 |
| MAN | MANPOWERGROUP INC | 601,826 | $25.54M | 0.1% | $42.44 | $42.44 | — | COM | 56418H100 |
| HDB | HDFC BANK LTD | 626,600 | $25.52M | 0.1% | $40.72 | $40.72 | — | ADR REPS 3 SHS | 40415F101 |
| — | WALGREEN CO | 688,963 | $25.5M | 0.1% | $37.01 | $37.01 | — | COM | 931422109 |
| AMT | AMERICAN TOWER CORP NEW | 327,988 | $25.34M | 0.1% | $77.27 | $77.27 | — | COM | 03027X100 |
| ROST | ROSS STORES INC | 460,640 | $24.94M | 0.1% | $54.15 | $54.15 | — | COM | 778296103 |
| EIX | EDISON INTL | 551,233 | $24.91M | 0.1% | $45.19 | $45.19 | — | COM | 281020107 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 278,143 | $24.87M | 0.1% | $89.42 | $89.42 | — | COM | 67103H107 |
| NVDA | NVIDIA CORP | 2,017,300 | $24.79M | 0.1% | $12.29 | $12.29 | — | COM | 67066G104 |
| — | CHART INDS INC | 19,850,000 | $24.55M | 0.1% | $1.24 | $1.24 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| MKSI | MKS INSTRUMENT INC | 951,479 | $24.53M | 0.1% | $25.78 | $25.78 | — | COM | 55306N104 |
| VYX | NCR CORP NEW | 960,990 | $24.49M | 0.1% | $25.48 | $25.48 | — | COM | 62886E108 |
| — | BMC SOFTWARE INC | 616,600 | $24.45M | 0.1% | $39.66 | $39.66 | — | COM | 055921100 |
| — | COCA COLA ENTERPRISES INC NE | 770,169 | $24.44M | 0.1% | $31.73 | $31.73 | — | COM | 19122T109 |
| BSX | BOSTON SCIENTIFIC CORP | 4,243,400 | $24.32M | 0.1% | $5.73 | $5.73 | — | COM | 101137107 |
| PSX | PHILLIPS 66 | 456,686 | $24.25M | 0.1% | $53.10 | $53.10 | — | COM | 718546104 |
| BK | BANK NEW YORK MELLON CORP | 941,347 | $24.19M | 0.1% | $25.70 | $25.70 | — | COM | 064058100 |
| SCI | SERVICE CORP INTL | 1,741,047 | $24.04M | 0.1% | $13.81 | $13.81 | — | COM | 817565104 |
| — | UNITED STATES STL CORP NEW | 1,005,066 | $23.99M | 0.1% | $23.87 | $23.87 | — | COM | 912909108 |
| — | DR PEPPER SNAPPLE GROUP INC | 542,070 | $23.95M | 0.1% | $44.18 | $44.18 | — | COM | 26138E109 |
| — | VIROPHARMA INC | 17,125,000 | $23.93M | 0.1% | $1.40 | $1.40 | — | NOTE 2.000% 3/1 | 928241AH1 |
| OXY | OCCIDENTAL PETE CORP DEL | 311,192 | $23.84M | 0.1% | $76.61 | $76.61 | — | COM | 674599105 |
| — | APOLLO GROUP INC | 1,131,044 | $23.66M | 0.1% | $20.92 | $20.92 | — | CL A | 037604105 |
| PNW | PINNACLE WEST CAP CORP | 464,078 | $23.66M | 0.1% | $50.98 | $50.98 | — | COM | 723484101 |
| CROX | CROCS INC | 1,633,600 | $23.51M | 0.1% | $14.39 | $14.39 | — | COM | 227046109 |
| — | LEVEL 3 COMMUNICATIONS INC | 21,550,000 | $23.49M | 0.1% | $1.09 | $1.09 | — | NOTE 15.000% 1/1 | 52729NBM1 |
| ACM | AECOM TECHNOLOGY CORP DELAWA | 986,347 | $23.48M | 0.1% | $23.80 | $23.80 | — | COM | 00766T100 |
| — | CAREER EDUCATION CORP | 6,636,482 | $23.36M | 0.1% | $3.52 | $3.52 | — | COM | 141665109 |
| — | CHINA MOBILE LIMITED | 397,700 | $23.35M | 0.1% | $58.72 | $58.72 | — | SPONSORED ADR | 16941M109 |
| SJM | SMUCKER J M CO | 270,535 | $23.33M | 0.1% | $86.24 | $86.24 | — | COM NEW | 832696405 |
| AIG | AMERICAN INTL GROUP INC | 658,111 | $23.23M | 0.1% | $35.30 | $35.30 | — | COM NEW | 026874784 |
| — | GENERAL GROWTH PPTYS INC NEW | 1,151,809 | $22.86M | 0.1% | $19.85 | $19.85 | — | COM | 370023103 |
| — | GRACE W R & CO DEL NEW | 337,548 | $22.69M | 0.1% | $67.23 | $67.23 | — | COM | 38388F108 |
| — | MCDERMOTT INTL INC | 2,040,000 | $22.48M | 0.1% | $11.02 | $11.02 | — | COM | 580037109 |
| DVN | DEVON ENERGY CORP NEW | 429,951 | $22.38M | 0.1% | $52.04 | $52.04 | — | COM | 25179M103 |
| UNP | UNION PAC CORP | 177,389 | $22.3M | 0.1% | $125.72 | $125.72 | — | COM | 907818108 |
| CMC | COMMERCIAL METALS CO | 1,498,123 | $22.26M | 0.1% | $14.86 | $14.86 | — | COM | 201723103 |
| IBN | ICICI BK LTD | 509,387 | $22.21M | 0.1% | $43.61 | $43.61 | — | ADR | 45104G104 |
| — | SAFEWAY INC | 1,218,622 | $22.05M | 0.1% | $18.09 | $18.09 | — | COM NEW | 786514208 |
| — | COMPANHIA BRASILEIRA DE DIST | 494,700 | $21.96M | 0.1% | $44.39 | $44.39 | — | SPN ADR PFD CL A | 20440T201 |
| F | FORD MTR CO DEL | 1,692,327 | $21.92M | 0.1% | $12.95 | $12.95 | — | COM PAR $0.01 | 345370860 |
| — | ALLIED WRLD ASSUR COM HLDG A | 277,248 | $21.85M | 0.1% | $78.80 | $78.80 | — | SHS | H01531104 |
| KLAC | KLA-TENCOR CORP | 456,728 | $21.81M | 0.1% | $47.76 | $47.76 | — | COM | 482480100 |
| — | CADENCE DESIGN SYSTEM INC | 11,825,000 | $21.77M | 0.1% | $1.84 | $1.84 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | TIME WARNER INC | 454,759 | $21.75M | 0.1% | $47.83 | $47.83 | — | COM NEW | 887317303 |
| SIG | SIGNET JEWELERS LIMITED | 406,782 | $21.72M | 0.1% | $53.40 | $53.40 | — | SHS | G81276100 |
| — | GENERAL CABLE CORP DEL NEW | 19,900,000 | $21.57M | 0.1% | $1.08 | $1.08 | — | FRNT 4.500%11/1 | 369300AL2 |
| PLCE | CHILDRENS PL RETAIL STORES I | 486,549 | $21.55M | 0.1% | $44.29 | $44.29 | — | COM | 168905107 |
| — | ARBITRON INC | 461,497 | $21.54M | 0.1% | $46.68 | $46.68 | — | COM | 03875Q108 |
| — | AEROPOSTALE | 1,654,372 | $21.52M | 0.1% | $13.01 | $13.01 | — | COM | 007865108 |
| — | PATTERSON COMPANIES INC | 625,314 | $21.4M | 0.1% | $34.23 | $34.23 | — | COM | 703395103 |
| SBS | COMPANHIA DE SANEAMENTO BASI | 255,827 | $21.38M | 0.1% | $83.57 | $83.57 | — | SPONSORED ADR | 20441A102 |
| ED | CONSOLIDATED EDISON INC | 383,011 | $21.27M | 0.1% | $55.54 | $55.54 | — | COM | 209115104 |
| USB | US BANCORP DEL | 665,416 | $21.25M | 0.1% | $31.94 | $31.94 | — | COM NEW | 902973304 |
| DLB | DOLBY LABORATORIES INC | 723,000 | $21.21M | 0.1% | $29.33 | $29.33 | — | COM | 25659T107 |
| HMN | HORACE MANN EDUCATORS CORP N | 1,055,466 | $21.07M | 0.1% | $19.96 | $19.96 | — | COM | 440327104 |
| PBR/A | PETROLEO BRASILEIRO SA PETRO | 1,084,480 | $20.94M | 0.1% | $19.31 | $19.31 | — | SP ADR NON VTG | 71654V101 |
| — | STEWART INFORMATION SVCS COR | 10,050,000 | $20.9M | 0.1% | $2.08 | $2.08 | — | NOTE 6.000%10/1 | 860372AB7 |
| GNW | GENWORTH FINL INC | 2,781,600 | $20.89M | 0.1% | $7.51 | $7.51 | — | COM CL A | 37247D106 |
| TGT | TARGET CORP | 351,166 | $20.78M | 0.1% | $59.17 | $59.17 | — | COM | 87612E106 |
| SGI | TEMPUR PEDIC INTL INC | 652,600 | $20.55M | 0.1% | $31.49 | $31.49 | — | COM | 88023U101 |
| DGX | QUEST DIAGNOSTICS INC | 351,330 | $20.47M | 0.1% | $58.27 | $58.27 | — | COM | 74834L100 |
| — | MIPS TECHNOLOGIES INC | 2,617,564 | $20.47M | 0.1% | $7.82 | $7.82 | — | COM | 604567107 |
| — | THORATEC CORP | 544,101 | $20.41M | 0.1% | $37.52 | $37.52 | — | COM NEW | 885175307 |
| LMT | LOCKHEED MARTIN CORP | 221,107 | $20.41M | 0.1% | $92.29 | $92.29 | — | COM | 539830109 |
| CHE | CHEMED CORP NEW | 296,300 | $20.32M | 0.1% | $68.59 | $68.59 | — | COM | 16359R103 |
| INGR | INGREDION INC | 314,500 | $20.26M | 0.1% | $64.43 | $64.43 | — | COM | 457187102 |
| — | COMPANHIA DE BEBIDAS DAS AME | 478,603 | $20.1M | 0.1% | $41.99 | $41.99 | — | SPON ADR PFD | 20441W203 |
| — | SEACOR HOLDINGS INC | 237,978 | $19.94M | 0.1% | $83.80 | $83.80 | — | COM | 811904101 |
| ARW | ARROW ELECTRS INC | 523,276 | $19.93M | 0.1% | $38.08 | $38.08 | — | COM | 042735100 |
| — | TESORO CORP | 450,466 | $19.84M | 0.1% | $44.05 | $44.05 | — | COM | 881609101 |
| — | L-3 COMMUNICATIONS CORP | 19,475,000 | $19.82M | 0.1% | $1.02 | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | AIRCASTLE LTD | 1,579,710 | $19.81M | 0.1% | $12.54 | $12.54 | — | COM | G0129k104 |
| CMI | CUMMINS INC | 180,347 | $19.54M | 0.1% | $108.35 | $108.35 | — | COM | 231021106 |
| HRL | HORMEL FOODS CORP | 625,933 | $19.54M | 0.1% | $31.21 | $31.21 | — | COM | 440452100 |
| EAT | BRINKER INTL INC | 628,210 | $19.47M | 0.1% | $30.99 | $30.99 | — | COM | 109641100 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,826,345 | $19.41M | 0.1% | $10.63 | $10.63 | — | COM | 928298108 |
| EME | EMCOR GROUP INC | 557,383 | $19.29M | 0.1% | $34.61 | $34.61 | — | COM | 29084Q100 |
| CIG | COMPANHIA ENERGETICA DE MINA | 1,754,565 | $19.05M | 0.1% | $10.86 | $10.86 | — | SP ADR N-V PFD | 204409601 |
| — | DIRECTV | 378,347 | $18.98M | 0.1% | $50.16 | $50.16 | — | COM | 25490A309 |
| — | AVAGO TECHNOLOGIES LTD | 595,500 | $18.85M | 0.1% | $31.66 | $31.66 | — | SHS | Y0486S104 |
| ALV | AUTOLIV INC | 279,134 | $18.81M | 0.1% | $67.39 | $67.39 | — | COM | 052800109 |
| — | RETALIX LTD | 631,751 | $18.8M | 0.1% | $29.76 | $29.76 | — | ORD | M8215W109 |
| — | URS CORP NEW | 477,968 | $18.77M | 0.1% | $39.26 | $39.26 | — | COM | 903236107 |
| — | NYSE EURONEXT | 593,944 | $18.73M | 0.1% | $31.54 | $31.54 | — | COM | 629491101 |
| — | ENERSIS S A | 1,026,279 | $18.7M | 0.1% | $18.22 | $18.22 | — | SPONSORED ADR | 29274F104 |
| WY | WEYERHAEUSER CO | 669,082 | $18.61M | 0.1% | $27.82 | $27.82 | — | COM | 962166104 |
| — | ROYAL DUTCH SHELL PLC | 269,954 | $18.61M | 0.1% | $68.95 | $68.95 | — | SPONS ADR A | 780259206 |
| — | SCHULMAN A INC | 643,256 | $18.61M | 0.1% | $28.93 | $28.93 | — | COM | 808194104 |
| — | DIAMOND OFFSHORE DRILLING IN | 273,500 | $18.59M | 0.1% | $67.96 | $67.96 | — | COM | 25271C102 |
| — | COBALT INTL ENERGY INC | 18,275,000 | $18.54M | 0.1% | $1.01 | $1.01 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | ARRIS GROUP INC | 1,227,835 | $18.34M | 0.1% | $14.94 | $14.94 | — | COM | 04269Q100 |
| LUV | SOUTHWEST AIRLS CO | 1,778,999 | $18.22M | 0.1% | $10.24 | $10.24 | — | COM | 844741108 |
| — | REYNOLDS AMERICAN INC | 438,674 | $18.17M | 0.1% | $41.43 | $41.43 | — | COM | 761713106 |
| — | SEALY CORP | 244,971 | $18.07M | 0.1% | $73.75 | $73.75 | — | SR SECD 3RD 8% | 812139400 |
| — | HCP INC | 399,612 | $18.05M | 0.1% | $45.18 | $45.18 | — | COM | 40414L109 |
| DLTR | DOLLAR TREE INC | 444,799 | $18.04M | 0.1% | $40.56 | $40.56 | — | COM | 256746108 |
| — | SPARTECH CORP | 1,987,622 | $18.03M | 0.1% | $9.07 | $9.07 | — | COM NEW | 847220209 |
| — | LIFE TECHNOLOGIES CORP | 366,700 | $18M | 0.1% | $49.08 | $49.08 | — | COM | 53217V109 |
| GT | GOODYEAR TIRE & RUBR CO | 1,300,886 | $17.96M | 0.1% | $13.81 | $13.81 | — | COM | 382550101 |
| CRI | CARTER INC | 322,734 | $17.96M | 0.1% | $55.65 | $55.65 | — | COM | 146229109 |
| — | CELGENE CORP | 227,520 | $17.91M | 0.1% | $78.72 | $78.72 | — | COM | 151020104 |
| SO | SOUTHERN CO | 418,269 | $17.91M | 0.1% | $42.81 | $42.81 | — | COM | 842587107 |
| DIS | DISNEY WALT CO | 357,734 | $17.81M | 0.1% | $49.79 | $49.79 | — | COM DISNEY | 254687106 |
| — | TELLABS INC | 7,682,164 | $17.52M | 0.1% | $2.28 | $2.28 | — | COM | 879664100 |
| — | FOSTER WHEELER AG | 716,863 | $17.43M | 0.1% | $24.32 | $24.32 | — | COM | H27178104 |
| PSA | PUBLIC STORAGE | 119,785 | $17.36M | 0.1% | $144.96 | $144.96 | — | COM | 74460D109 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 565,147 | $17.29M | 0.1% | $30.60 | $30.60 | — | COM | 744573106 |
| — | CRANE CO | 373,479 | $17.29M | 0.1% | $46.28 | $46.28 | — | COM | 224399105 |
| CHD | CHURCH & DWIGHT INC | 315,982 | $16.93M | 0.1% | $53.57 | $53.57 | — | COM | 171340102 |
| — | QLOGIC CORP | 1,732,212 | $16.85M | 0.1% | $9.73 | $9.73 | — | COM | 747277101 |
| VTR | VENTAS INC | 260,227 | $16.84M | 0.1% | $64.72 | $64.72 | — | COM | 92276F100 |
| — | JEFFERIES GROUP INC NEW | 903,495 | $16.78M | 0.1% | $18.57 | $18.57 | — | COM | 472319102 |
| — | SK TELECOM LTD | 1,058,929 | $16.76M | 0.1% | $15.83 | $15.83 | — | SPONSORED ADR | 78440P108 |
| — | GLOBAL EAGLE ACQUISITION COR | 1,680,000 | $16.73M | 0.1% | $9.96 | $9.96 | — | COM | 37951D102 |
| — | MAXIM INTEGRATED PRODS INC | 568,867 | $16.73M | 0.1% | $29.40 | $29.40 | — | COM | 57772K101 |
| — | POLYCOM INC | 1,597,300 | $16.71M | 0.1% | $10.46 | $10.46 | — | COM | 73172K104 |
| — | FIRST CALIFORNIA FINANCIAL G | 2,161,781 | $16.69M | 0.1% | $7.72 | $7.72 | — | COM NEW | 319395109 |
| COR | AMERISOURCEBERGEN CORP | 385,135 | $16.63M | 0.1% | $43.18 | $43.18 | — | COM | 03073E105 |
| GIS | GENERAL MLS INC | 411,483 | $16.63M | 0.1% | $40.41 | $40.41 | — | COM | 370334104 |
| CCK | CROWN HOLDINGS INC | 451,032 | $16.6M | 0.1% | $36.81 | $36.81 | — | COM | 228368106 |
| AEE | AMEREN CORP | 537,523 | $16.51M | 0.1% | $30.72 | $30.72 | — | COM | 023608102 |
| — | CLEARWIRE CORP NEW | 5,705,328 | $16.49M | 0.1% | $2.89 | $2.89 | — | CL A | 18538Q105 |
| WMB | WILLIAMS COS INC DEL | 502,286 | $16.45M | 0.1% | $32.74 | $32.74 | — | COM | 969457100 |
| BDX | BECTON DICKINSON & CO | 209,425 | $16.38M | 0.1% | $78.19 | $78.19 | — | COM | 075887109 |
| BBD | BANCO BRADESCO S A | 938,273 | $16.3M | 0.1% | $17.37 | $17.37 | — | SP ADR PFD NEW | 059460303 |
| KSS | KOHLS CORP | 377,498 | $16.23M | 0.1% | $42.98 | $42.98 | — | COM | 500255104 |
| — | DUN & BRADSTREET CORP DEL NE | 206,072 | $16.21M | 0.1% | $78.65 | $78.65 | — | COM | 26483E100 |
| — | PRICELINE COM INC | 25,879 | $16.08M | 0.1% | $621.20 | $621.20 | — | COM NEW | 741503403 |
| MU | MICRON TECHNOLOGY INC | 2,516,227 | $15.98M | 0.1% | $6.35 | $6.35 | — | COM | 595112103 |
| — | SEABRIGHT HOLDINGS INC | 1,428,494 | $15.81M | 0.1% | $11.07 | $11.07 | — | COM | 811656107 |
| FLS | FLOWSERVE CORP | 107,300 | $15.75M | 0.1% | $146.80 | $146.80 | — | COM | 34354P105 |
| — | EPL OIL & GAS INC | 696,610 | $15.71M | 0.1% | $22.55 | $22.55 | — | COM | 26883D108 |
| CVLT | COMMVAULT SYSTEMS INC | 225,020 | $15.69M | 0.1% | $69.71 | $69.71 | — | COM | 204166102 |
| MA | MASTERCARD INC | 31,843 | $15.64M | 0.1% | $491.29 | $491.29 | — | CL A | 57636Q104 |
| RHI | ROBERT HALF INTL INC | 491,279 | $15.63M | 0.1% | $31.82 | $31.82 | — | COM | 770323103 |
| DPZ | DOMINOS PIZZA INC | 357,546 | $15.57M | 0.1% | $43.55 | $43.55 | — | COM | 25754A201 |
| — | PIER 1 IMPORTS INC | 777,089 | $15.54M | 0.1% | $20.00 | $20.00 | — | COM | 720279108 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 140,514 | $15.53M | 0.1% | $110.53 | $110.53 | — | COM | 23918K108 |
| — | NASH FINCH CO | 33,125,000 | $15.53M | 0.1% | $0.47 | $0.47 | — | FRNT 1.631% 3/1 | 631158AD4 |
| MAT | MATTEL INC | 422,502 | $15.47M | 0.1% | $36.62 | $36.62 | — | COM | 577081102 |
| NKE | NIKE INC | 299,446 | $15.45M | 0.1% | $51.60 | $51.60 | — | CL B | 654106103 |
| CRL | CHARLES RIV LABS INTL INC | 410,100 | $15.37M | 0.1% | $37.47 | $37.47 | — | COM | 159864107 |
| R | RYDER SYS INC | 306,994 | $15.33M | 0.1% | $49.93 | $49.93 | — | COM | 783549108 |
| — | CNO FINL GROUP INC | 8,552,000 | $15.23M | 0.1% | $1.78 | $1.78 | — | DBCV 7.000%12/3 | 12621EAE3 |
| ASB | ASSOCIATED BANC CORP | 1,155,157 | $15.16M | 0.1% | $13.12 | $13.12 | — | COM | 045487105 |
| DE | DEERE & CO | 173,700 | $15.01M | 0.1% | $86.42 | $86.42 | — | COM | 244199105 |
| — | CHART ACQUISITION CORP | 1,492,500 | $14.93M | 0.1% | $10.00 | $10.00 | — | UNIT 99/99/9999 | 161151204 |
| CTAS | CINTAS CORP | 363,405 | $14.86M | 0.1% | $40.90 | $40.90 | — | COM | 172908105 |
| ANDE | ANDERSONS INC | 344,120 | $14.76M | 0.1% | $42.90 | $42.90 | — | COM | 034164103 |
| — | INFINITY PPTY & CAS CORP | 253,470 | $14.76M | 0.1% | $58.24 | $58.24 | — | COM | 45665Q103 |
| — | MCMORAN EXPLORATION CO | 917,546 | $14.73M | 0.1% | $16.05 | $16.05 | — | COM | 582411104 |
| MPC | MARATHON PETE CORP | 233,441 | $14.71M | 0.1% | $63.00 | $63.00 | — | COM | 56585A102 |
| EMR | EMERSON ELEC CO | 277,031 | $14.67M | 0.1% | $52.96 | $52.96 | — | COM | 291011104 |
| — | CIGNA CORPORATION | 274,156 | $14.66M | 0.1% | $53.46 | $53.46 | — | COM | 125509109 |
| GFI | GOLD FIELDS LTD NEW | 1,172,639 | $14.65M | 0.1% | $12.49 | $12.49 | — | SPONSORED ADR | 38059T106 |
| — | CYTEC INDS INC | 212,549 | $14.63M | 0.1% | $68.83 | $68.83 | — | COM | 232820100 |
| — | COACH INC | 260,855 | $14.48M | 0.1% | $55.51 | $55.51 | — | COM | 189754104 |
| IP | INTL PAPER CO | 363,382 | $14.48M | 0.1% | $39.84 | $39.84 | — | COM | 460146103 |
| WSM | WILLIAMS SONOMA INC | 329,930 | $14.44M | 0.1% | $43.77 | $43.77 | — | COM | 969904101 |
| CACI | CACI INTL INC | 262,175 | $14.43M | 0.1% | $55.03 | $55.03 | — | CL A | 127190304 |
| — | SMITHFIELD FOODS INC | 668,548 | $14.42M | 0.1% | $21.57 | $21.57 | — | COM | 832248108 |
| NNI | NELNET INC | 482,897 | $14.39M | 0.1% | $29.79 | $29.79 | — | CL A | 64031N108 |
| GPC | GENUINE PARTS CO | 224,276 | $14.26M | 0.1% | $63.58 | $63.58 | — | COM | 372460105 |
| — | NATIONAL OILWELL VARCO INC | 208,554 | $14.26M | 0.1% | $68.35 | $68.35 | — | COM | 637071101 |
| BMY | BRISTOL MYERS SQUIBB CO | 436,570 | $14.23M | 0.1% | $32.59 | $32.59 | — | COM | 110122108 |
| — | HYDE PK ACQUISITION CORP II | 1,390,000 | $14.22M | 0.1% | $10.23 | $10.23 | — | COM | 448640102 |
| — | SCHNITZER STL INDS | 461,972 | $14.01M | 0.1% | $30.33 | $30.33 | — | CL A | 806882106 |
| — | CBS CORP NEW | 368,093 | $14.01M | 0.1% | $38.05 | $38.05 | — | CL B | 124857202 |
| OII | OCEANEERING INTL INC | 259,914 | $13.98M | 0.1% | $53.79 | $53.79 | — | COM | 675232102 |
| NVRI | HARSCO CORP | 594,719 | $13.98M | 0.1% | $23.50 | $23.50 | — | COM | 415864107 |
| — | AETNA INC NEW | 301,573 | $13.96M | 0.1% | $46.30 | $46.30 | — | COM | 00817Y108 |
| ESINQ | ITT EDUCATIONAL SERVICES INC | 806,536 | $13.96M | 0.1% | $17.31 | $17.31 | — | COM | 45068B109 |
| BPOP | POPULAR INC | 670,832 | $13.95M | 0.1% | $20.79 | $20.79 | — | COM NEW | 733174700 |
| — | CNO FINL GROUP INC | 7,816,000 | $13.92M | 0.1% | $1.78 | $1.78 | — | DBCV 7.000%12/3 | 12621EAC7 |
| STZ | CONSTELLATION BRANDS INC | 392,180 | $13.88M | 0.1% | $35.39 | $35.39 | — | CL A | 21036P108 |
| NSIT | INSIGHT ENTERPRISES INC | 798,216 | $13.87M | 0.1% | $17.37 | $17.37 | — | COM | 45765U103 |
| RL | RALPH LAUREN CORP | 92,440 | $13.86M | 0.1% | $149.92 | $149.92 | — | CL A | 751212101 |
| — | COMVERSE TECHNOLOGY INC | 3,592,928 | $13.8M | 0.1% | $3.84 | $3.84 | — | COM PAR $0.10 | 205862402 |
| — | NATIONAL FINL PARTNERS CORP | 9,275,000 | $13.79M | 0.1% | $1.49 | $1.49 | — | NOTE 4.000% 6/1 | 63607PAC3 |
| TLK | P T TELEKOMUNIKASI INDONESIA | 372,685 | $13.77M | 0.1% | $36.95 | $36.95 | — | SPONSORED ADR | 715684106 |
| RMD | RESMED INC | 331,100 | $13.76M | 0.1% | $41.57 | $41.57 | — | COM | 761152107 |
| MKC | MCCORMICK & CO INC | 216,614 | $13.76M | 0.1% | $63.53 | $63.53 | — | COM NON VTG | 579780206 |
| — | ENPRO INDS INC | 10,339,000 | $13.76M | 0.1% | $1.33 | $1.33 | — | DBCV 3.938%10/1 | 29355XAB3 |
| TDS | TELEPHONE & DATA SYS INC | 619,629 | $13.72M | 0.1% | $22.14 | $22.14 | — | COM NEW | 879433829 |
| — | FIDELITY NATIONAL FINANCIAL | 577,241 | $13.59M | 0.1% | $23.55 | $23.55 | — | CL A | 31620R105 |
| MSI | MOTOROLA SOLUTIONS INC | 243,707 | $13.57M | 0.1% | $55.68 | $55.68 | — | COM NEW | 620076307 |
| — | GENERAL CABLE CORP DEL NEW | 13,625,000 | $13.56M | 0.1% | $1.00 | $1.00 | — | NOTE 0.875%11/1 | 369300AD0 |
| FICO | FAIR ISAAC CORP | 322,463 | $13.55M | 0.1% | $42.03 | $42.03 | — | COM | 303250104 |
| SNPS | SYNOPSYS INC | 425,045 | $13.53M | 0.1% | $31.84 | $31.84 | — | COM | 871607107 |
| — | TIBCO SOFTWARE INC | 614,626 | $13.53M | 0.1% | $22.01 | $22.01 | — | COM | 88632Q103 |
| BXP | BOSTON PROPERTIES INC | 126,636 | $13.4M | 0.1% | $105.81 | $105.81 | — | COM | 101121101 |
| — | CATAMARAN CORP | 283,396 | $13.35M | 0.1% | $47.11 | $47.11 | — | COM | 148887102 |
| FISV | FISERV INC | 168,474 | $13.31M | 0.1% | $79.03 | $79.03 | — | COM | 337738108 |
| PLD | PROLOGIS INC | 363,218 | $13.25M | 0.1% | $36.49 | $36.49 | — | COM | 74340W103 |
| EQR | EQUITY RESIDENTIAL | 233,811 | $13.25M | 0.1% | $56.67 | $56.67 | — | SH BEN INT | 29476L107 |
| — | SIGNATURE BK NEW YORK N Y | 316,500 | $13.18M | 0.1% | $41.65 | $41.65 | — | *W EXP 12/12/201 | 82669G112 |
| PTEN | PATTERSON UTI ENERGY INC | 702,766 | $13.09M | 0.1% | $18.63 | $18.63 | — | COM | 703481101 |
| SQM | SOCIEDAD QUIMICA MINERA DE C | 226,707 | $13.07M | 0.1% | $57.64 | $57.64 | — | SPON ADR SER B | 833635105 |
| — | EXTERRAN HLDGS INC | 11,325,000 | $13.02M | 0.1% | $1.15 | $1.15 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| NWE | NORTHWESTERN CORP | 372,124 | $12.92M | 0.1% | $34.73 | $34.73 | — | COM NEW | 668074305 |
| PCG | PG&E CORP | 320,829 | $12.89M | 0.1% | $40.18 | $40.18 | — | COM | 69331C108 |
| ITRI | ITRON INC | 289,200 | $12.88M | 0.1% | $44.55 | $44.55 | — | COM | 465741106 |
| WM | WASTE MGMT INC DEL | 378,707 | $12.78M | 0.1% | $33.74 | $33.74 | — | COM | 94106L109 |
| — | BB&T CORP | 438,347 | $12.76M | 0.1% | $29.11 | $29.11 | — | COM | 054937107 |
| — | OMNICARE INC | 8,605,000 | $12.72M | 0.1% | $1.48 | $1.48 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | VALIDUS HOLDINGS LTD | 367,751 | $12.72M | 0.1% | $34.58 | $34.58 | — | COM SHS | G9319H102 |
| AYI | ACUITY BRANDS INC | 187,681 | $12.71M | 0.1% | $67.73 | $67.73 | — | COM | 00508Y102 |
| SCHL | SCHOLASTIC CORP | 428,778 | $12.68M | 0.1% | $29.56 | $29.56 | — | COM | 807066105 |
| — | BLACKROCK KELSO CAPITAL CORP | 1,254,267 | $12.62M | 0.1% | $10.06 | $10.06 | — | COM | 092533108 |
| EBAY | EBAY INC | 246,625 | $12.58M | 0.1% | $51.02 | $51.02 | — | COM | 278642103 |
| — | LEUCADIA NATL CORP | 10,707,000 | $12.53M | 0.1% | $1.17 | $1.17 | — | NOTE 3.750% 4/1 | 527288AX2 |
| AZO | AUTOZONE INC | 35,293 | $12.51M | 0.1% | $354.43 | $354.43 | — | COM | 053332102 |
| — | COOPER COS INC | 135,000 | $12.48M | 0.1% | $92.48 | $92.48 | — | COM NEW | 216648402 |
| IBOC | INTERNATIONAL BANCSHARES COR | 691,105 | $12.47M | 0.1% | $18.05 | $18.05 | — | COM | 459044103 |
| — | RADIAN GROUP INC | 14,000,000 | $12.45M | 0.1% | $0.89 | $0.89 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | WESCO INTL INC | 5,000,000 | $12.41M | 0.1% | $2.48 | $2.48 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ASCENA RETAIL GROUP INC | 668,074 | $12.35M | 0.1% | $18.49 | $18.49 | — | COM | 04351G101 |
| PCH | POTLATCH CORP NEW | 314,921 | $12.34M | 0.1% | $39.19 | $39.19 | — | COM | 737630103 |
| NSC | NORFOLK SOUTHERN CORP | 199,543 | $12.34M | 0.1% | $61.84 | $61.84 | — | COM | 655844108 |
| — | PPL CORP | 233,675 | $12.33M | 0.1% | $52.76 | $52.76 | — | UNIT 99/99/9999 | 69351T601 |
| — | EATON VANCE TAX MNGD GBL DV | 1,395,828 | $12.3M | 0.1% | $8.81 | $8.81 | — | COM | 27829F108 |
| — | BIOMIMETIC THERAPEUTICS INC | 1,697,407 | $12.29M | 0.1% | $7.24 | $7.24 | — | COM | 09064X101 |
| HSY | HERSHEY CO | 167,937 | $12.13M | 0.1% | $72.22 | $72.22 | — | COM | 427866108 |
| — | SPRINT NEXTEL CORP | 2,137,182 | $12.12M | 0.1% | $5.67 | $5.67 | — | COM SER 1 | 852061100 |
| — | MGIC INVT CORP WIS | 16,000,000 | $12.11M | 0.1% | $0.76 | $0.76 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | BRISTOW GROUP INC | 224,049 | $12.02M | 0.1% | $53.66 | $53.66 | — | COM | 110394103 |
| AES | AES CORP | 1,121,303 | $12M | 0.1% | $10.70 | $10.70 | — | COM | 00130H105 |
| NEM | NEWMONT MINING CORP | 258,138 | $11.99M | 0.1% | $46.44 | $46.44 | — | COM | 651639106 |
| — | PENN VA CORP | 2,700,249 | $11.91M | 0.1% | $4.41 | $4.41 | — | COM | 707882106 |
| — | JDS UNIPHASE CORP | 879,072 | $11.9M | 0.1% | $13.54 | $13.54 | — | COM PAR $0.001 | 46612J507 |
| AVB | AVALONBAY CMNTYS INC | 87,251 | $11.83M | 0.1% | $135.59 | $135.59 | — | COM | 053484101 |
| MOS | MOSAIC CO NEW | 208,891 | $11.83M | 0.1% | $56.63 | $56.63 | — | COM | 61945C103 |
| — | PARKER DRILLING CO | 2,566,400 | $11.8M | 0.1% | $4.60 | $4.60 | — | COM | 701081101 |
| — | CORRECTIONS CORP AMER NEW | 332,713 | $11.8M | 0.1% | $35.47 | $35.47 | — | COM NEW | 22025Y407 |
| GPN | GLOBAL PMTS INC | 260,300 | $11.79M | 0.1% | $45.30 | $45.30 | — | COM | 37940X102 |
| — | BED BATH & BEYOND INC | 210,782 | $11.79M | 0.1% | $55.91 | $55.91 | — | COM | 075896100 |
| — | FREDS INC | 883,872 | $11.76M | 0.1% | $13.31 | $13.31 | — | CL A | 356108100 |
| — | ENDO HEALTH SOLUTIONS INC | 447,489 | $11.76M | 0.1% | $26.27 | $26.27 | — | COM | 29264F205 |
| ROK | ROCKWELL AUTOMATION INC | 139,874 | $11.75M | 0.1% | $83.99 | $83.99 | — | COM | 773903109 |
| NUS | NU SKIN ENTERPRISES INC | 316,658 | $11.73M | 0.1% | $37.05 | $37.05 | — | CL A | 67018T105 |
| FCF | FIRST COMWLTH FINL CORP PA | 1,720,292 | $11.73M | 0.1% | $6.82 | $6.82 | — | COM | 319829107 |
| — | CNOOC LTD | 53,200 | $11.7M | 0.1% | $220.00 | $220.00 | — | SPONSORED ADR | 126132109 |
| — | AMERISTAR CASINOS INC | 445,763 | $11.7M | 0.1% | $26.24 | $26.24 | — | COM | 03070Q101 |
| — | RAMCO-GERSHENSON PPTYS TR | 878,271 | $11.69M | 0.1% | $13.31 | $13.31 | — | COM SH BEN INT | 751452202 |
| — | LEXMARK INTL NEW | 503,836 | $11.68M | 0.1% | $23.19 | $23.19 | — | CL A | 529771107 |
| AMAT | APPLIED MATLS INC | 1,019,953 | $11.67M | 0.0% | $11.44 | $11.44 | — | COM | 038222105 |
| — | RTI INTL METALS INC | 10,650,000 | $11.62M | 0.0% | $1.09 | $1.09 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | PHOTRONICS INC | 8,250,000 | $11.59M | 0.0% | $1.40 | $1.40 | — | NOTE 5.500%10/0 | 719405AF9 |
| CNMD | CONMED CORP | 414,630 | $11.59M | 0.0% | $27.95 | $27.95 | — | COM | 207410101 |
| HAS | HASBRO INC | 320,364 | $11.5M | 0.0% | $35.90 | $35.90 | — | COM | 418056107 |
| — | SOHU COM INC | 242,132 | $11.46M | 0.0% | $47.34 | $47.34 | — | COM | 83408W103 |
| — | CON-WAY INC | 411,610 | $11.45M | 0.0% | $27.82 | $27.82 | — | COM | 205944101 |
| — | SWIFT ENERGY CO | 739,380 | $11.38M | 0.0% | $15.39 | $15.39 | — | COM | 870738101 |
| JBLU | JETBLUE AIRWAYS CORP | 7,434,013 | $11.38M | 0.0% | $1.53 | $1.53 | — | COM | 477143101 |
| — | HCC INS HLDGS INC | 305,603 | $11.37M | 0.0% | $37.21 | $37.21 | — | COM | 404132102 |
| — | HUBBELL INC | 134,219 | $11.36M | 0.0% | $84.63 | $84.63 | — | CL B | 443510201 |
| LZB | LA Z BOY INC | 802,675 | $11.36M | 0.0% | $14.15 | $14.15 | — | COM | 505336107 |
| HCA | HCA HOLDINGS INC | 375,982 | $11.34M | 0.0% | $30.17 | $30.17 | — | COM | 40412C101 |
| CPT | CAMDEN PPTY TR | 165,963 | $11.32M | 0.0% | $68.21 | $68.21 | — | SH BEN INT | 133131102 |
| — | PLX TECHNOLOGY INC | 3,117,580 | $11.32M | 0.0% | $3.63 | $3.63 | — | COM | 693417107 |
| — | CHUBB CORP | 150,063 | $11.3M | 0.0% | $75.32 | $75.32 | — | COM | 171232101 |
| POR | PORTLAND GEN ELEC CO | 412,713 | $11.29M | 0.0% | $27.36 | $27.36 | — | COM NEW | 736508847 |
| MHK | MOHAWK INDS INC | 124,800 | $11.29M | 0.0% | $90.47 | $90.47 | — | COM | 608190104 |
| — | BROWN SHOE INC NEW | 613,931 | $11.28M | 0.0% | $18.37 | $18.37 | — | COM | 115736100 |
| — | INLAND REAL ESTATE CORP | 1,342,695 | $11.25M | 0.0% | $8.38 | $8.38 | — | COM NEW | 457461200 |
| PVH | PVH CORP | 101,232 | $11.24M | 0.0% | $111.01 | $111.01 | — | COM | 693656100 |
| — | REGIS CORP MINN | 9,100,000 | $11.23M | 0.0% | $1.23 | $1.23 | — | NOTE 5.000% 7/1 | 758932AA5 |
| GLW | CORNING INC | 890,028 | $11.23M | 0.0% | $12.62 | $12.62 | — | COM | 219350105 |
| — | PETROCHINA CO LTD | 78,065 | $11.22M | 0.0% | $143.78 | $143.78 | — | SPONSORED ADR | 71646E100 |
| KOF | COCA COLA FEMSA S A B DE C V | 75,150 | $11.2M | 0.0% | $149.04 | $149.04 | — | SPON ADR REP L | 191241108 |
| EGY | VAALCO ENERGY INC | 1,291,850 | $11.18M | 0.0% | $8.65 | $8.65 | — | COM NEW | 91851C201 |
| — | ARCELORMITTAL SA LUXEMBOURG | 10,690,000 | $11.16M | 0.0% | $1.04 | $1.04 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| OSK | OSHKOSH CORP | 374,208 | $11.1M | 0.0% | $29.65 | $29.65 | — | COM | 688239201 |
| — | DIEBOLD INC | 362,000 | $11.08M | 0.0% | $30.61 | $30.61 | — | COM | 253651103 |
| — | MASTEC INC | 6,500,000 | $11.04M | 0.0% | $1.70 | $1.70 | — | NOTE 4.250%12/1 | 576323AM1 |
| PII | POLARIS INDS INC | 130,167 | $10.95M | 0.0% | $84.15 | $84.15 | — | COM | 731068102 |
| CBT | CABOT CORP | 274,829 | $10.94M | 0.0% | $39.79 | $39.79 | — | COM | 127055101 |
| — | PDL BIOPHARMA INC | 8,600,000 | $10.93M | 0.0% | $1.27 | $1.27 | — | NOTE 2.875% 2/1 | 69329YAE4 |
| — | STERIS CORP | 314,098 | $10.91M | 0.0% | $34.73 | $34.73 | — | COM | 859152100 |
| UPS | UNITED PARCEL SERVICE INC | 147,855 | $10.9M | 0.0% | $73.73 | $73.73 | — | CL B | 911312106 |
| — | HEALTH CARE REIT INC | 176,658 | $10.83M | 0.0% | $61.29 | $61.29 | — | COM | 42217K106 |
| — | EXPRESS SCRIPTS HLDG CO | 200,474 | $10.83M | 0.0% | $54.00 | $54.00 | — | COM | 30219G108 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 471,417 | $10.79M | 0.0% | $22.88 | $22.88 | — | COM | 11133T103 |
| VNO | VORNADO RLTY TR | 134,442 | $10.77M | 0.0% | $80.08 | $80.08 | — | SH BEN INT | 929042109 |
| LTC | LTC PPTYS INC | 304,950 | $10.73M | 0.0% | $35.19 | $35.19 | — | COM | 502175102 |
| — | COINSTAR INC | 7,525,000 | $10.69M | 0.0% | $1.42 | $1.42 | — | NOTE 4.000% 9/0 | 19259PAF9 |
| UIS | UNISYS CORP | 617,753 | $10.69M | 0.0% | $17.30 | $17.30 | — | COM NEW | 909214306 |
| UHS | UNIVERSAL HLTH SVCS INC | 220,858 | $10.68M | 0.0% | $48.35 | $48.35 | — | CL B | 913903100 |
| ON | ON SEMICONDUCTOR CORP | 1,499,302 | $10.57M | 0.0% | $7.05 | $7.05 | — | COM | 682189105 |
| — | PLATINUM UNDERWRITER HLDGS L | 229,710 | $10.57M | 0.0% | $46.00 | $46.00 | — | COM | G7127P100 |
| AGCO | AGCO CORP | 214,961 | $10.56M | 0.0% | $49.12 | $49.12 | — | COM | 001084102 |
| HUN | HUNTSMAN CORP | 662,700 | $10.54M | 0.0% | $15.90 | $15.90 | — | COM | 447011107 |
| RIG | TRANSOCEAN LTD | 235,450 | $10.51M | 0.0% | $44.65 | $44.65 | — | REG SHS | H8817H100 |
| — | PANERA BREAD CO | 66,156 | $10.51M | 0.0% | $158.84 | $158.84 | — | CL A | 69840W108 |
| STT | STATE STR CORP | 223,432 | $10.5M | 0.0% | $47.01 | $47.01 | — | COM | 857477103 |
| — | DST SYS INC DEL | 173,209 | $10.5M | 0.0% | $60.60 | $60.60 | — | COM | 233326107 |
| — | CORINTHIAN COLLEGES INC | 4,301,573 | $10.5M | 0.0% | $2.44 | $2.44 | — | COM | 218868107 |
| — | ANNALY CAP MGMT INC | 747,045 | $10.49M | 0.0% | $14.04 | $14.04 | — | COM | 035710409 |
| CPB | CAMPBELL SOUP CO | 299,804 | $10.46M | 0.0% | $34.89 | $34.89 | — | COM | 134429109 |
| SHO | SUNSTONE HOTEL INVS INC NEW | 970,377 | $10.39M | 0.0% | $10.71 | $10.71 | — | COM | 867892101 |
| — | NAVISTAR INTL CORP NEW | 476,100 | $10.37M | 0.0% | $21.77 | $21.77 | — | COM | 63934E108 |
| — | DONNELLEY R R & SONS CO | 1,150,359 | $10.35M | 0.0% | $9.00 | $9.00 | — | COM | 257867101 |
| FSLR | FIRST SOLAR INC | 335,000 | $10.35M | 0.0% | $30.88 | $30.88 | — | COM | 336433107 |
| RDY | DR REDDYS LABS LTD | 310,245 | $10.33M | 0.0% | $33.29 | $33.29 | — | ADR | 256135203 |
| — | ACTIVISION BLIZZARD INC | 970,144 | $10.3M | 0.0% | $10.62 | $10.62 | — | COM | 00507V109 |
| KT | KT CORP | 614,221 | $10.28M | 0.0% | $16.74 | $16.74 | — | SPONSORED ADR | 48268K101 |
| — | SANDISK CORP | 10,350,000 | $10.27M | 0.0% | $0.99 | $0.99 | — | NOTE 1.000% 5/1 | 80004CAC5 |
| — | SANDERSON FARMS INC | 215,223 | $10.23M | 0.0% | $47.55 | $47.55 | — | COM | 800013104 |
| — | ANIXTER INTL INC | 159,943 | $10.23M | 0.0% | $63.98 | $63.98 | — | COM | 035290105 |
| — | ENERGIZER HLDGS INC | 127,900 | $10.23M | 0.0% | $79.98 | $79.98 | — | COM | 29266R108 |
| AFL | AFLAC INC | 192,117 | $10.21M | 0.0% | $53.12 | $53.12 | — | COM | 001055102 |
| NTAP | NETAPP INC | 303,661 | $10.19M | 0.0% | $33.55 | $33.55 | — | COM | 64110D104 |
| UAL | UNITED CONTL HLDGS INC | 435,061 | $10.17M | 0.0% | $23.38 | $23.38 | — | COM | 910047109 |
| — | VECTOR GROUP LTD | 9,250,000 | $10.13M | 0.0% | $1.09 | $1.09 | — | FRNT 1/1 | 92240MAY4 |
| DAN | DANA HLDG CORP | 648,300 | $10.12M | 0.0% | $15.61 | $15.61 | — | COM | 235825205 |
| — | COMVERSE INC | 354,121 | $10.1M | 0.0% | $28.53 | $28.53 | — | COM | 20585P105 |
| — | CNO FINL GROUP INC | 5,668,000 | $10.1M | 0.0% | $1.78 | $1.78 | — | DBCV 7.000%12/3 | 12621EAF0 |
| — | VALSPAR CORP | 161,700 | $10.09M | 0.0% | $62.40 | $62.40 | — | COM | 920355104 |
| — | ALLIANCE ONE INTL INC | 10,250,000 | $10.07M | 0.0% | $0.98 | $0.98 | — | NOTE 5.500% 7/1 | 018772AQ6 |
| — | NV ENERGY INC | 553,555 | $10.04M | 0.0% | $18.14 | $18.14 | — | COM | 67073Y106 |
| MTX | MINERALS TECHNOLOGIES INC | 251,422 | $10.04M | 0.0% | $39.92 | $39.92 | — | COM | 603158106 |
| ARCC | ARES CAP CORP | 571,531 | $10M | 0.0% | $17.50 | $17.50 | — | COM | 04010L103 |
| BAP | CREDICORP LTD | 67,752 | $9.93M | 0.0% | $146.56 | $146.56 | — | COM | G2519Y108 |
| GD | GENERAL DYNAMICS CORP | 142,962 | $9.903M | 0.0% | $69.27 | $69.27 | — | COM | 369550108 |
| — | ARGO GROUP INTL HLDGS LTD | 294,561 | $9.894M | 0.0% | $33.59 | $33.59 | — | COM | G0464B107 |
| SHW | SHERWIN WILLIAMS CO | 64,269 | $9.886M | 0.0% | $153.82 | $153.82 | — | COM | 824348106 |
| — | SPX CORP | 140,260 | $9.839M | 0.0% | $70.15 | $70.15 | — | COM | 784635104 |
| — | OCWEN FINL CORP | 283,025 | $9.79M | 0.0% | $34.59 | $34.59 | — | COM NEW | 675746309 |
| ROCK | GIBRALTAR INDS INC | 613,570 | $9.768M | 0.0% | $15.92 | $15.92 | — | COM | 374689107 |
| EL | LAUDER ESTEE COS INC | 163,069 | $9.761M | 0.0% | $59.86 | $59.86 | — | CL A | 518439104 |
| SBH | SALLY BEAUTY HLDGS INC | 413,547 | $9.747M | 0.0% | $23.57 | $23.57 | — | COM | 79546E104 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 304,019 | $9.738M | 0.0% | $32.03 | $32.03 | — | COM | 043436104 |
| — | UNITED ONLINE INC | 1,740,657 | $9.73M | 0.0% | $5.59 | $5.59 | — | COM | 911268100 |
| FDX | FEDEX CORP | 105,904 | $9.714M | 0.0% | $91.72 | $91.72 | — | COM | 31428X106 |
| — | PLANTRONICS INC NEW | 261,926 | $9.657M | 0.0% | $36.87 | $36.87 | — | COM | 727493108 |
| — | CREXUS INVT CORP | 788,165 | $9.655M | 0.0% | $12.25 | $12.25 | — | COM | 226553105 |
| MAR | MARRIOTT INTL INC NEW | 257,828 | $9.609M | 0.0% | $37.27 | $37.27 | — | CL A | 571903202 |
| — | NAUTILUS MARINE ACQUISIT COR | 960,000 | $9.6M | 0.0% | $10.00 | $10.00 | — | SHS | Y6255E101 |
| — | STERLITE INDS INDIA LTD | 9,925,000 | $9.596M | 0.0% | $0.97 | $0.97 | — | NOTE 4.000%10/3 | 859737AB4 |
| — | MONTPELIER RE HOLDINGS LTD | 419,435 | $9.588M | 0.0% | $22.86 | $22.86 | — | SHS | G62185106 |
| — | G & K SVCS INC | 278,535 | $9.512M | 0.0% | $34.15 | $34.15 | — | CL A | 361268105 |
| — | STEELCASE INC | 745,608 | $9.499M | 0.0% | $12.74 | $12.74 | — | CL A | 858155203 |
| WOR | WORTHINGTON INDS INC | 363,461 | $9.446M | 0.0% | $25.99 | $25.99 | — | COM | 981811102 |
| — | WET SEAL INC | 3,421,420 | $9.443M | 0.0% | $2.76 | $2.76 | — | CL A | 961840105 |
| ALB | ALBEMARLE CORP | 151,857 | $9.433M | 0.0% | $62.12 | $62.12 | — | COM | 012653101 |
| DOX | AMDOCS LTD | 276,917 | $9.412M | 0.0% | $33.99 | $33.99 | — | ORD | G02602103 |
| — | UNIT CORP | 208,761 | $9.405M | 0.0% | $45.05 | $45.05 | — | COM | 909218109 |
| CATO | CATO CORP NEW | 339,653 | $9.317M | 0.0% | $27.43 | $27.43 | — | CL A | 149205106 |
| — | CONVERGYS CORP | 5,675,000 | $9.272M | 0.0% | $1.63 | $1.63 | — | SDCV 5.750% 9/1 | 212485AE6 |
| YUM | YUM BRANDS INC | 139,287 | $9.249M | 0.0% | $66.40 | $66.40 | — | COM | 988498101 |
| FMX | FOMENTO ECONOMICO MEXICANO S | 91,800 | $9.244M | 0.0% | $100.70 | $100.70 | — | SPON ADR UNITS | 344419106 |
| BAX | BAXTER INTL INC | 138,532 | $9.235M | 0.0% | $66.66 | $66.66 | — | COM | 071813109 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 218,877 | $9.195M | 0.0% | $42.01 | $42.01 | — | COM | 03820C105 |
| — | CHIQUITA BRANDS INTL INC | 1,109,083 | $9.15M | 0.0% | $8.25 | $8.25 | — | COM | 170032809 |
| EOG | EOG RES INC | 75,607 | $9.133M | 0.0% | $120.80 | $120.80 | — | COM | 26875P101 |
| — | INVESTMENT TECHNOLOGY GRP NE | 1,010,809 | $9.097M | 0.0% | $9.00 | $9.00 | — | COM | 46145F105 |
| MOV | MOVADO GROUP INC | 295,765 | $9.074M | 0.0% | $30.68 | $30.68 | — | COM | 624580106 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 356,769 | $9.055M | 0.0% | $25.38 | $25.38 | — | COM NEW | 205826209 |
| — | FLIR SYS INC | 405,806 | $9.054M | 0.0% | $22.31 | $22.31 | — | COM | 302445101 |
| — | SUNTRUST BKS INC | 319,100 | $9.046M | 0.0% | $28.35 | $28.35 | — | COM | 867914103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 959,781 | $9.041M | 0.0% | $9.42 | $9.42 | — | COM | 01988P108 |
| — | ASSOCIATED ESTATES RLTY CORP | 558,411 | $9.002M | 0.0% | $16.12 | $16.12 | — | COM | 045604105 |
| — | PENNSYLVANIA RL ESTATE INVT | 509,163 | $8.982M | 0.0% | $17.64 | $17.64 | — | SH BEN INT | 709102107 |
| — | CHINA PETE & CHEM CORP | 78,135 | $8.979M | 0.0% | $114.92 | $114.92 | — | SPON ADR H SHS | 16941R108 |
| — | WINTRUST FINANCIAL CORP | 525,000 | $8.946M | 0.0% | $17.04 | $17.04 | — | *W EXP 12/19/201 | 97650W157 |
| — | GENCORP INC | 7,225,000 | $8.905M | 0.0% | $1.23 | $1.23 | — | SDCV 4.062%12/3 | 368682AN0 |
| RF | REGIONS FINL CORP NEW | 1,250,515 | $8.904M | 0.0% | $7.12 | $7.12 | — | COM | 7591EP100 |
| — | HEADWATERS INC | 1,038,616 | $8.891M | 0.0% | $8.56 | $8.56 | — | COM | 42210P102 |
| ICUI | ICU MED INC | 145,336 | $8.855M | 0.0% | $60.93 | $60.93 | — | COM | 44930G107 |
| — | NATIONAL PENN BANCSHARES INC | 948,362 | $8.839M | 0.0% | $9.32 | $9.32 | — | COM | 637138108 |
| HST | HOST HOTELS & RESORTS INC | 562,709 | $8.818M | 0.0% | $15.67 | $15.67 | — | COM | 44107P104 |
| — | TORCHMARK CORP | 170,290 | $8.799M | 0.0% | $51.67 | $51.67 | — | COM | 891027104 |
| — | ROI ACQUISITION CORP | 900,000 | $8.775M | 0.0% | $9.75 | $9.75 | — | COM | 74966A104 |
| CHCO | CITY HLDG CO | 251,558 | $8.767M | 0.0% | $34.85 | $34.85 | — | COM | 177835105 |
| — | MEDTRONIC INC | 8,725,000 | $8.763M | 0.0% | $1.00 | $1.00 | — | NOTE 1.625% 4/1 | 585055AM8 |
| — | JARDEN CORP | 169,481 | $8.762M | 0.0% | $51.70 | $51.70 | — | COM | 471109108 |
| — | ENERGY XXI (BERMUDA) LTD | 271,947 | $8.754M | 0.0% | $32.19 | $32.19 | — | USD UNRS SHS | G10082140 |
| — | TELEFONICA BRASIL SA | 361,801 | $8.705M | 0.0% | $24.06 | $24.06 | — | SPONSORED ADR | 87936R106 |
| MRSH | MARSH & MCLENNAN COS INC | 252,169 | $8.692M | 0.0% | $34.47 | $34.47 | — | COM | 571748102 |
| NBTB | NBT BANCORP INC | 428,550 | $8.687M | 0.0% | $20.27 | $20.27 | — | COM | 628778102 |
| — | NEWFIELD EXPL CO | 323,631 | $8.667M | 0.0% | $26.78 | $26.78 | — | COM | 651290108 |
| — | PALL CORP | 143,704 | $8.66M | 0.0% | $60.26 | $60.26 | — | COM | 696429307 |
| — | VIROPHARMA INC | 380,317 | $8.656M | 0.0% | $22.76 | $22.76 | — | COM | 928241108 |
| — | DELEK US HLDGS INC | 340,840 | $8.63M | 0.0% | $25.32 | $25.32 | — | COM | 246647101 |
| MTB | M & T BK CORP | 87,564 | $8.622M | 0.0% | $98.47 | $98.47 | — | COM | 55261F104 |
| — | PS BUSINESS PKS INC CALIF | 132,370 | $8.601M | 0.0% | $64.98 | $64.98 | — | COM | 69360J107 |
| — | MOMENTA PHARMACEUTICALS INC | 727,584 | $8.571M | 0.0% | $11.78 | $11.78 | — | COM | 60877T100 |
| AIN | ALBANY INTL CORP | 376,926 | $8.549M | 0.0% | $22.68 | $22.68 | — | CL A | 012348108 |
| PRI | PRIMERICA INC | 282,433 | $8.476M | 0.0% | $30.01 | $30.01 | — | COM | 74164M108 |
| PFS | PROVIDENT FINL SVCS INC | 563,245 | $8.404M | 0.0% | $14.92 | $14.92 | — | COM | 74386T105 |
| — | JEFFERIES GROUP INC NEW | 8,382,000 | $8.345M | 0.0% | $1.00 | $1.00 | — | DBCV 3.875%11/0 | 472319AG7 |
| MYGN | MYRIAD GENETICS INC | 305,122 | $8.315M | 0.0% | $27.25 | $27.25 | — | COM | 62855J104 |
| — | EATON VANCE TX MGD DIV EQ IN | 887,340 | $8.314M | 0.0% | $9.37 | $9.37 | — | COM | 27828N102 |
| — | RAMBUS INC DEL | 8,275,000 | $8.306M | 0.0% | $1.00 | $1.00 | — | NOTE 5.000% 6/1 | 750917AC0 |
| COLB | COLUMBIA BKG SYS INC | 462,300 | $8.294M | 0.0% | $17.94 | $17.94 | — | COM | 197236102 |
| CSGS | CSG SYS INTL INC | 456,029 | $8.291M | 0.0% | $18.18 | $18.18 | — | COM | 126349109 |
| — | MEADWESTVACO CORP | 259,544 | $8.272M | 0.0% | $31.87 | $31.87 | — | COM | 583334107 |
| — | AV HOMES INC | 8,020,000 | $8.241M | 0.0% | $1.03 | $1.03 | — | NOTE 7.500% 2/1 | 00234PAB8 |
| — | PACWEST BANCORP DEL | 329,937 | $8.176M | 0.0% | $24.78 | $24.78 | — | COM | 695263103 |
| — | GENTIVA HEALTH SERVICES INC | 808,847 | $8.129M | 0.0% | $10.05 | $10.05 | — | COM | 37247A102 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 159,723 | $8.103M | 0.0% | $50.73 | $50.73 | — | COM | 04247X102 |
| — | SAIC INC | 715,333 | $8.098M | 0.0% | $11.32 | $11.32 | — | COM | 78390X101 |
| MZTI | LANCASTER COLONY CORP | 117,028 | $8.097M | 0.0% | $69.19 | $69.19 | — | COM | 513847103 |
| — | KEY ENERGY SVCS INC | 1,162,447 | $8.079M | 0.0% | $6.95 | $6.95 | — | COM | 492914106 |
| BZH | BEAZER HOMES USA INC | 476,194 | $8.043M | 0.0% | $16.89 | $16.89 | — | COM NEW | 07556Q881 |
| DAR | DARLING INTL INC | 501,277 | $8.04M | 0.0% | $16.04 | $16.04 | — | COM | 237266101 |
| — | EXELIXIS INC | 8,200,000 | $8.021M | 0.0% | $0.98 | $0.98 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | CYPRESS SEMICONDUCTOR CORP | 739,700 | $8.018M | 0.0% | $10.84 | $10.84 | — | COM | 232806109 |
| PSEC | PROSPECT CAPITAL CORPORATION | 736,906 | $8.01M | 0.0% | $10.87 | $10.87 | — | COM | 74348T102 |
| DY | DYCOM INDS INC | 403,869 | $7.997M | 0.0% | $19.80 | $19.80 | — | COM | 267475101 |
| — | SYMETRA FINL CORP | 616,085 | $7.997M | 0.0% | $12.98 | $12.98 | — | COM | 87151Q106 |
| — | SCG FINL ACQUISITION CORP | 799,000 | $7.902M | 0.0% | $9.89 | $9.89 | — | COM | 78404K103 |
| AMZN | AMAZON COM INC | 31,430 | $7.893M | 0.0% | $251.13 | $251.13 | — | COM | 023135106 |
| XEL | XCEL ENERGY INC | 295,290 | $7.887M | 0.0% | $26.71 | $26.71 | — | COM | 98389B100 |
| HON | HONEYWELL INTL INC | 123,943 | $7.867M | 0.0% | $63.47 | $63.47 | — | COM | 438516106 |
| HRB | BLOCK H & R INC | 422,597 | $7.848M | 0.0% | $18.57 | $18.57 | — | COM | 093671105 |
| KBH | KB HOME | 496,585 | $7.846M | 0.0% | $15.80 | $15.80 | — | COM | 48666K109 |
| TXNM | PNM RES INC | 380,479 | $7.804M | 0.0% | $20.51 | $20.51 | — | COM | 69349H107 |
| — | BGS ACQUISITION CORP | 799,000 | $7.79M | 0.0% | $9.75 | $9.75 | — | SH | G1082J100 |
| IOSP | INNOSPEC INC | 223,903 | $7.722M | 0.0% | $34.49 | $34.49 | — | COM | 45768S105 |
| — | EATON VANCE RISK MNGD DIV EQ | 740,358 | $7.722M | 0.0% | $10.43 | $10.43 | — | COM | 27829G106 |
| — | XEROX CORP | 1,131,820 | $7.719M | 0.0% | $6.82 | $6.82 | — | COM | 984121103 |
| — | COMPLETE GENOMICS INC | 2,439,493 | $7.684M | 0.0% | $3.15 | $3.15 | — | COM | 20454K104 |
| BALL | BALL CORP | 171,200 | $7.661M | 0.0% | $44.75 | $44.75 | — | COM | 058498106 |
| — | LEVEL 3 COMMUNICATIONS INC | 6,405,000 | $7.65M | 0.0% | $1.19 | $1.19 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| CPA | COPA HOLDINGS SA | 76,800 | $7.638M | 0.0% | $99.45 | $99.45 | — | CL A | P31076105 |
| SMP | STANDARD MTR PRODS INC | 342,858 | $7.618M | 0.0% | $22.22 | $22.22 | — | COM | 853666105 |
| — | PARTNERRE LTD | 94,600 | $7.614M | 0.0% | $80.49 | $80.49 | — | COM | G6852T105 |
| — | UNITED TECHNOLOGIES CORP | 92,669 | $7.6M | 0.0% | $82.01 | $82.01 | — | COM | 913017109 |
| BEN | FRANKLIN RES INC | 60,439 | $7.597M | 0.0% | $125.70 | $125.70 | — | COM | 354613101 |
| HELE | HELEN OF TROY CORP LTD | 226,152 | $7.551M | 0.0% | $33.39 | $33.39 | — | COM | G4388N106 |
| — | ARCTIC CAT INC | 225,787 | $7.539M | 0.0% | $33.39 | $33.39 | — | COM | 039670104 |
| — | LIFEPOINT HOSPITALS INC | 199,377 | $7.526M | 0.0% | $37.75 | $37.75 | — | COM | 53219L109 |
| — | ADTRAN INC | 384,129 | $7.506M | 0.0% | $19.54 | $19.54 | — | COM | 00738A106 |
| — | EATON VANCE TXMGD GL BUYWR O | 701,721 | $7.501M | 0.0% | $10.69 | $10.69 | — | COM | 27829C105 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,150,000 | $7.499M | 0.0% | $1.22 | $1.22 | — | NOTE 4.375% 6/0 | 874054AA7 |
| — | DRESSER-RAND GROUP INC | 133,108 | $7.473M | 0.0% | $56.14 | $56.14 | — | COM | 261608103 |
| — | FAMILY DLR STORES INC | 117,816 | $7.471M | 0.0% | $63.41 | $63.41 | — | COM | 307000109 |
| — | RITE AID CORP | 5,470,121 | $7.439M | 0.0% | $1.36 | $1.36 | — | COM | 767754104 |
| — | THOMPSON CREEK METALS CO INC | 345,475 | $7.416M | 0.0% | $21.47 | $21.47 | — | UNIT 99/99/9999 | 884768300 |
| — | CORELOGIC INC | 275,100 | $7.406M | 0.0% | $26.92 | $26.92 | — | COM | 21871D103 |
| CME | CME GROUP INC | 145,947 | $7.401M | 0.0% | $50.71 | $50.71 | — | COM | 12572Q105 |
| AEIS | ADVANCED ENERGY INDS | 534,668 | $7.384M | 0.0% | $13.81 | $13.81 | — | COM | 007973100 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 138,163 | $7.381M | 0.0% | $53.42 | $53.42 | — | COM | 91307C102 |
| — | TRW AUTOMOTIVE INC | 3,850,000 | $7.375M | 0.0% | $1.92 | $1.92 | — | NOTE 3.500%12/0 | 87264MAH2 |
| DG | DOLLAR GEN CORP NEW | 166,686 | $7.349M | 0.0% | $44.09 | $44.09 | — | COM | 256677105 |
| TV | GRUPO TELEVISA SA | 275,573 | $7.325M | 0.0% | $26.58 | $26.58 | — | SPON ADR REP ORD | 40049J206 |
| BA | BOEING CO | 97,156 | $7.322M | 0.0% | $75.36 | $75.36 | — | COM | 097023105 |
| JLL | JONES LANG LASALLE INC | 86,800 | $7.286M | 0.0% | $83.94 | $83.94 | — | COM | 48020Q107 |
| FULT | FULTON FINL CORP PA | 757,200 | $7.277M | 0.0% | $9.61 | $9.61 | — | COM | 360271100 |
| VTGDF 7.875 09/01/42 | VANTAGE DRILLING COMPANY | 6,500,000 | $7.26M | 0.0% | $1.12 | $1.12 | — | NOTE 7.875% 9/0 | G93205AA3 |
| CPRT | COPART INC | 245,906 | $7.254M | 0.0% | $29.50 | $29.50 | — | COM | 217204106 |
| — | HEINZ H J CO | 125,710 | $7.251M | 0.0% | $57.68 | $57.68 | — | COM | 423074103 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 211,586 | $7.236M | 0.0% | $34.20 | $34.20 | — | COM | 35671D857 |
| DHI | D R HORTON INC | 364,984 | $7.219M | 0.0% | $19.78 | $19.78 | — | COM | 23331A109 |
| — | ENDURANCE SPECIALTY HLDGS LT | 180,719 | $7.173M | 0.0% | $39.69 | $39.69 | — | SHS | G30397106 |
| — | GREEN PLAINS RENEWABLE ENERG | 8,000,000 | $7.165M | 0.0% | $0.90 | $0.90 | — | NOTE 5.750%11/0 | 393222AB0 |
| — | AOL INC | 241,733 | $7.158M | 0.0% | $29.61 | $29.61 | — | COM | 00184X105 |
| — | INVACARE CORP | 438,060 | $7.14M | 0.0% | $16.30 | $16.30 | — | COM | 461203101 |
| — | COLLABRIUM JAPAN ACQUISITN C | 700,000 | $7.133M | 0.0% | $10.19 | $10.19 | — | SHS | G2266G102 |
| — | MAGELLAN HEALTH SVCS INC | 145,392 | $7.124M | 0.0% | $49.00 | $49.00 | — | COM NEW | 559079207 |
| ENS | ENERSYS | 189,247 | $7.121M | 0.0% | $37.63 | $37.63 | — | COM | 29275Y102 |
| — | ASPEN INSURANCE HOLDINGS LTD | 221,726 | $7.113M | 0.0% | $32.08 | $32.08 | — | SHS | G05384105 |
| — | AMEDISYS INC | 629,900 | $7.099M | 0.0% | $11.27 | $11.27 | — | COM | 023436108 |
| — | SOVRAN SELF STORAGE INC | 114,306 | $7.098M | 0.0% | $62.10 | $62.10 | — | COM | 84610H108 |
| AOS | SMITH A O | 112,129 | $7.072M | 0.0% | $63.07 | $63.07 | — | COM | 831865209 |
| MLI | MUELLER INDS INC | 140,792 | $7.044M | 0.0% | $50.03 | $50.03 | — | COM | 624756102 |
| OM2 | ORTHOFIX INTL N V | 178,300 | $7.013M | 0.0% | $39.33 | $39.33 | — | COM | N6748L102 |
| — | KELLOGG CO | 125,430 | $7.005M | 0.0% | $55.85 | $55.85 | — | COM | 487836108 |
| GILD | GILEAD SCIENCES INC | 95,221 | $6.994M | 0.0% | $73.45 | $73.45 | — | COM | 375558103 |
| TSCO | TRACTOR SUPPLY CO | 79,054 | $6.985M | 0.0% | $88.36 | $88.36 | — | COM | 892356106 |
| FAF | FIRST AMERN FINL CORP | 289,900 | $6.984M | 0.0% | $24.09 | $24.09 | — | COM | 31847R102 |
| — | LML PMT SYS INC | 2,028,740 | $6.979M | 0.0% | $3.44 | $3.44 | — | COM | 50208P109 |
| — | CORESITE RLTY CORP | 251,934 | $6.968M | 0.0% | $27.66 | $27.66 | — | COM | 21870Q105 |
| IT | GARTNER INC | 150,673 | $6.934M | 0.0% | $46.02 | $46.02 | — | COM | 366651107 |
| CNK | CINEMARK HOLDINGS INC | 265,411 | $6.895M | 0.0% | $25.98 | $25.98 | — | COM | 17243V102 |
| — | LACLEDE GROUP INC | 178,070 | $6.875M | 0.0% | $38.61 | $38.61 | — | COM | 505597104 |
| BF/B | BROWN FORMAN CORP | 108,328 | $6.852M | 0.0% | $63.25 | $63.25 | — | CL B | 115637209 |
| — | UMPQUA HLDGS CORP | 578,678 | $6.823M | 0.0% | $11.79 | $11.79 | — | COM | 904214103 |
| WERN | WERNER ENTERPRISES INC | 314,622 | $6.818M | 0.0% | $21.67 | $21.67 | — | COM | 950755108 |
| FR | FIRST INDUSTRIAL REALTY TRUS | 483,870 | $6.813M | 0.0% | $14.08 | $14.08 | — | COM | 32054K103 |
| SLRC | SOLAR CAP LTD | 283,767 | $6.785M | 0.0% | $23.91 | $23.91 | — | COM | 83413U100 |
| FLR | FLUOR CORP NEW | 115,287 | $6.772M | 0.0% | $58.74 | $58.74 | — | COM | 343412102 |
| CE | CELANESE CORP DEL | 151,224 | $6.734M | 0.0% | $44.53 | $44.53 | — | COM SER A | 150870103 |
| KLIC | KULICKE & SOFFA INDS INC | 559,124 | $6.704M | 0.0% | $11.99 | $11.99 | — | COM | 501242101 |
| TFX | TELEFLEX INC | 93,826 | $6.691M | 0.0% | $71.31 | $71.31 | — | COM | 879369106 |
| MGM | MGM RESORTS INTERNATIONAL | 574,538 | $6.688M | 0.0% | $11.64 | $11.64 | — | COM | 552953101 |
| — | WASHINGTON POST CO | 18,259 | $6.668M | 0.0% | $365.19 | $365.19 | — | CL B | 939640108 |
| — | NUVASIVE INC | 428,700 | $6.628M | 0.0% | $15.46 | $15.46 | — | COM | 670704105 |
| KMX | CARMAX INC | 175,400 | $6.585M | 0.0% | $37.54 | $37.54 | — | COM | 143130102 |
| — | TAUBMAN CTRS INC | 83,642 | $6.584M | 0.0% | $78.72 | $78.72 | — | COM | 876664103 |
| — | HEALTHCARE RLTY TR | 272,916 | $6.553M | 0.0% | $24.01 | $24.01 | — | COM | 421946104 |
| SBRA | SABRA HEALTH CARE REIT INC | 300,686 | $6.531M | 0.0% | $21.72 | $21.72 | — | COM | 78573L106 |
| SYY | SYSCO CORP | 206,093 | $6.525M | 0.0% | $31.66 | $31.66 | — | COM | 871829107 |
| — | BLUE WOLF MONGOLIA HOLDINGS | 650,000 | $6.461M | 0.0% | $9.94 | $9.94 | — | SHS | G11962100 |
| CNO | CNO FINL GROUP INC | 690,772 | $6.445M | 0.0% | $9.33 | $9.33 | — | COM | 12621E103 |
| — | ANN INC | 189,289 | $6.406M | 0.0% | $33.84 | $33.84 | — | COM | 035623107 |
| — | CORE MARK HOLDING CO INC | 134,849 | $6.385M | 0.0% | $47.35 | $47.35 | — | COM | 218681104 |
| RES | RPC INC | 520,250 | $6.368M | 0.0% | $12.24 | $12.24 | — | COM | 749660106 |
| CSX | CSX CORP | 322,669 | $6.366M | 0.0% | $19.73 | $19.73 | — | COM | 126408103 |
| WTI | W & T OFFSHORE INC | 396,335 | $6.353M | 0.0% | $16.03 | $16.03 | — | COM | 92922P106 |
| SLB | SCHLUMBERGER LTD | 91,621 | $6.348M | 0.0% | $69.29 | $69.29 | — | COM | 806857108 |
| RPM | RPM INTL INC | 215,956 | $6.34M | 0.0% | $29.36 | $29.36 | — | COM | 749685103 |
| QCOM | QUALCOMM INC | 101,920 | $6.321M | 0.0% | $62.02 | $62.02 | — | COM | 747525103 |
| MHO | M/I HOMES INC | 237,686 | $6.299M | 0.0% | $26.50 | $26.50 | — | COM | 55305B101 |
| — | COOPER TIRE & RUBR CO | 247,771 | $6.283M | 0.0% | $25.36 | $25.36 | — | COM | 216831107 |
| WBS | WEBSTER FINL CORP CONN | 304,452 | $6.256M | 0.0% | $20.55 | $20.55 | — | COM | 947890109 |
| DOV | DOVER CORP | 95,108 | $6.25M | 0.0% | $65.71 | $65.71 | — | COM | 260003108 |
| ITW | ILLINOIS TOOL WKS INC | 102,504 | $6.233M | 0.0% | $60.81 | $60.81 | — | COM | 452308109 |
| CENT | CENTRAL GARDEN & PET CO | 620,419 | $6.217M | 0.0% | $10.02 | $10.02 | — | COM | 153527106 |
| BDN | BRANDYWINE RLTY TR | 509,384 | $6.209M | 0.0% | $12.19 | $12.19 | — | SH BEN INT NEW | 105368203 |
| LNT | ALLIANT ENERGY CORP | 141,217 | $6.201M | 0.0% | $43.91 | $43.91 | — | COM | 018802108 |
| — | BOSTON PPTYS LTD PARTNERSHIP | 5,657,000 | $6.191M | 0.0% | $1.09 | $1.09 | — | NOTE 3.750% 5/1 | 10112RAG9 |
| — | TOWERS WATSON & CO | 110,018 | $6.184M | 0.0% | $56.21 | $56.21 | — | CL A | 891894107 |
| RYN | RAYONIER INC | 119,021 | $6.169M | 0.0% | $51.83 | $51.83 | — | COM | 754907103 |
| — | HAYNES INTERNATIONAL INC | 118,426 | $6.143M | 0.0% | $51.87 | $51.87 | — | COM NEW | 420877201 |
| SEM | SELECT MED HLDGS CORP | 650,422 | $6.133M | 0.0% | $9.43 | $9.43 | — | COM | 81619Q105 |
| TRIP | TRIPADVISOR INC | 145,554 | $6.107M | 0.0% | $41.96 | $41.96 | — | COM | 896945201 |
| — | JETBLUE AIRWAYS CORP | 4,500,000 | $6.075M | 0.0% | $1.35 | $1.35 | — | DBCV 5.500%10/1 | 477143AD3 |
| — | SEARS HLDGS CORP | 146,079 | $6.042M | 0.0% | $41.36 | $41.36 | — | COM | 812350106 |
| LEN | LENNAR CORP | 156,191 | $6.04M | 0.0% | $38.67 | $38.67 | — | CL A | 526057104 |
| — | HOT TOPIC INC | 625,645 | $6.037M | 0.0% | $9.65 | $9.65 | — | COM | 441339108 |
| CLX | CLOROX CO DEL | 82,195 | $6.018M | 0.0% | $73.22 | $73.22 | — | COM | 189054109 |
| ISRG | INTUITIVE SURGICAL INC | 12,236 | $6M | 0.0% | $490.36 | $490.36 | — | COM NEW | 46120E602 |
| OKE | ONEOK INC NEW | 140,177 | $5.993M | 0.0% | $42.75 | $42.75 | — | COM | 682680103 |
| EMN | EASTMAN CHEM CO | 87,870 | $5.98M | 0.0% | $68.06 | $68.06 | — | COM | 277432100 |
| INFIQ | INFINITY PHARMACEUTICALS INC | 170,704 | $5.975M | 0.0% | $35.00 | $35.00 | — | COM | 45665G303 |
| SNA | SNAP ON INC | 75,601 | $5.972M | 0.0% | $78.99 | $78.99 | — | COM | 833034101 |
| — | BLACKROCK ENHANCED EQT DIV T | 828,209 | $5.947M | 0.0% | $7.18 | $7.18 | — | COM | 09251A104 |
| APOG | APOGEE ENTERPRISES INC | 247,237 | $5.926M | 0.0% | $23.97 | $23.97 | — | COM | 037598109 |
| TBI | TRUEBLUE INC | 376,204 | $5.925M | 0.0% | $15.75 | $15.75 | — | COM | 89785X101 |
| KIM | KIMCO RLTY CORP | 306,241 | $5.917M | 0.0% | $19.32 | $19.32 | — | COM | 49446R109 |
| SCCO | SOUTHERN COPPER CORP | 155,799 | $5.899M | 0.0% | $37.86 | $37.86 | — | COM | 84265V105 |
| — | SYKES ENTERPRISES INC | 387,220 | $5.893M | 0.0% | $15.22 | $15.22 | — | COM | 871237103 |
| — | GOVERNMENT PPTYS INCOME TR | 245,300 | $5.88M | 0.0% | $23.97 | $23.97 | — | COM SHS BEN INT | 38376A103 |
| RLJ | RLJ LODGING TR | 302,400 | $5.857M | 0.0% | $19.37 | $19.37 | — | COM | 74965L101 |
| NC | NACCO INDS INC | 96,461 | $5.854M | 0.0% | $60.69 | $60.69 | — | CL A | 629579103 |
| — | STONE ENERGY CORP | 285,123 | $5.851M | 0.0% | $20.52 | $20.52 | — | COM | 861642106 |
| — | JAKKS PAC INC | 466,479 | $5.84M | 0.0% | $12.52 | $12.52 | — | COM | 47012E106 |
| — | WISCONSIN ENERGY CORP | 157,842 | $5.816M | 0.0% | $36.85 | $36.85 | — | COM | 976657106 |
| WYNN | WYNN RESORTS LTD | 51,637 | $5.809M | 0.0% | $112.50 | $112.50 | — | COM | 983134107 |
| — | KOHLBERG CAPITAL CORP | 5,000,000 | $5.803M | 0.0% | $1.16 | $1.16 | — | NOTE 8.750% 3/1 | 500233AB7 |
| — | ASHFORD HOSPITALITY TR INC | 550,699 | $5.788M | 0.0% | $10.51 | $10.51 | — | COM SHS | 044103109 |
| RNR | RENAISSANCERE HOLDINGS LTD | 70,900 | $5.761M | 0.0% | $81.26 | $81.26 | — | COM | G7496G103 |
| — | BOB EVANS FARMS INC | 142,916 | $5.745M | 0.0% | $40.20 | $40.20 | — | COM | 096761101 |
| — | BLACKROCK CREDIT ALL INC TR | 418,040 | $5.74M | 0.0% | $13.73 | $13.73 | — | COM | 092508100 |
| — | CAREFUSION CORP | 200,800 | $5.739M | 0.0% | $28.58 | $28.58 | — | COM | 14170T101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 116,140 | $5.72M | 0.0% | $49.25 | $49.25 | — | COM | 09061G101 |
| ITUB | ITAU UNIBANCO HLDG SA | 344,957 | $5.678M | 0.0% | $16.46 | $16.46 | — | SPON ADR REP PFD | 465562106 |
| URBN | URBAN OUTFITTERS INC | 144,200 | $5.676M | 0.0% | $39.36 | $39.36 | — | COM | 917047102 |
| — | BROADCOM CORP | 170,161 | $5.651M | 0.0% | $33.21 | $33.21 | — | CL A | 111320107 |
| — | WESTERN REFNG INC | 200,427 | $5.65M | 0.0% | $28.19 | $28.19 | — | COM | 959319104 |
| — | POST PPTYS INC | 112,812 | $5.635M | 0.0% | $49.95 | $49.95 | — | COM | 737464107 |
| SAIA | SAIA INC | 242,229 | $5.6M | 0.0% | $23.12 | $23.12 | — | COM | 78709Y105 |
| — | TRIO MERGER CORP | 558,600 | $5.586M | 0.0% | $10.00 | $10.00 | — | COM | 896697109 |
| MAC | MACERICH CO | 95,188 | $5.549M | 0.0% | $58.30 | $58.30 | — | COM | 554382101 |
| THG | HANOVER INS GROUP INC | 143,205 | $5.548M | 0.0% | $38.74 | $38.74 | — | COM | 410867105 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 56,250 | $5.527M | 0.0% | $98.26 | $98.26 | — | COM | 90384S303 |
| — | FINISAR CORP | 337,569 | $5.502M | 0.0% | $16.30 | $16.30 | — | COM NEW | 31787A507 |
| — | GT ADVANCED TECHNOLOGIES INC | 7,500,000 | $5.494M | 0.0% | $0.73 | $0.73 | — | NOTE 3.000%10/0 | 36191UAA4 |
| CAKE | CHEESECAKE FACTORY INC | 167,829 | $5.491M | 0.0% | $32.72 | $32.72 | — | COM | 163072101 |
| — | WELLS FARGO & CO NEW | 4,475 | $5.483M | 0.0% | $1225.25 | $1225.25 | — | PERP PFD CNV A | 949746804 |
| — | METALS USA HLDGS CORP | 312,507 | $5.466M | 0.0% | $17.49 | $17.49 | — | COM | 59132A104 |
| — | EL PASO ELEC CO | 171,120 | $5.46M | 0.0% | $31.91 | $31.91 | — | COM NEW | 283677854 |
| — | ENZON PHARMACEUTICALS INC | 5,400,000 | $5.447M | 0.0% | $1.01 | $1.01 | — | NOTE 4.000% 6/0 | 293904AE8 |
| — | DU PONT E I DE NEMOURS & CO | 120,903 | $5.437M | 0.0% | $44.97 | $44.97 | — | COM | 263534109 |
| OMC | OMNICOM GROUP INC | 108,700 | $5.431M | 0.0% | $49.96 | $49.96 | — | COM | 681919106 |
| TREX | TREX CO INC | 144,999 | $5.398M | 0.0% | $37.23 | $37.23 | — | COM | 89531P105 |
| BKE | BUCKLE INC | 120,541 | $5.381M | 0.0% | $44.64 | $44.64 | — | COM | 118440106 |
| — | MASTEC INC | 3,250,000 | $5.354M | 0.0% | $1.65 | $1.65 | — | NOTE 4.000% 6/1 | 576323AL3 |
| EPR | EPR PPTYS | 115,442 | $5.323M | 0.0% | $46.11 | $46.11 | — | COM SH BEN INT | 26884U109 |
| — | PRIME ACQUISITION CORP | 535,000 | $5.307M | 0.0% | $9.92 | $9.92 | — | SHS | G72436101 |
| — | PERVASIVE SOFTWARE INC | 595,556 | $5.306M | 0.0% | $8.91 | $8.91 | — | COM | 715710109 |
| — | RETAIL OPPORTUNITY INVTS COR | 410,931 | $5.285M | 0.0% | $12.86 | $12.86 | — | COM | 76131N101 |
| — | WILLBROS GROUP INC DEL | 984,983 | $5.28M | 0.0% | $5.36 | $5.36 | — | COM | 969203108 |
| — | WHOLE FOODS MKT INC | 57,607 | $5.261M | 0.0% | $91.33 | $91.33 | — | COM | 966837106 |
| — | STEWART ENTERPRISES INC | 687,221 | $5.25M | 0.0% | $7.64 | $7.64 | — | CL A | 860370105 |
| — | E M C CORP MASS | 207,100 | $5.24M | 0.0% | $25.30 | $25.30 | — | COM | 268648102 |
| MANH | MANHATTAN ASSOCS INC | 86,799 | $5.237M | 0.0% | $60.33 | $60.33 | — | COM | 562750109 |
| — | KANSAS CITY SOUTHERN | 62,451 | $5.213M | 0.0% | $83.47 | $83.47 | — | COM NEW | 485170302 |
| OGE | OGE ENERGY CORP | 92,574 | $5.213M | 0.0% | $56.31 | $56.31 | — | COM | 670837103 |
| — | BLACKROCK INC | 25,134 | $5.195M | 0.0% | $206.69 | $206.69 | — | COM | 09247X101 |
| SAH | SONIC AUTOMOTIVE INC | 248,484 | $5.191M | 0.0% | $20.89 | $20.89 | — | CL A | 83545G102 |
| — | TWO HBRS INVT CORP | 467,100 | $5.175M | 0.0% | $11.08 | $11.08 | — | COM | 90187B101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 229,399 | $5.148M | 0.0% | $22.44 | $22.44 | — | COM | 416515104 |
| — | ISTAR FINL INC | 5,000,000 | $5.119M | 0.0% | $1.02 | $1.02 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | LEXINGTON REALTY TRUST | 488,118 | $5.101M | 0.0% | $10.45 | $10.45 | — | COM | 529043101 |
| — | AGCO CORP | 4,000,000 | $5.075M | 0.0% | $1.27 | $1.27 | — | NOTE 1.250%12/1 | 001084AM4 |
| CNP | CENTERPOINT ENERGY INC | 261,892 | $5.041M | 0.0% | $19.25 | $19.25 | — | COM | 15189T107 |
| NDSN | NORDSON CORP | 79,800 | $5.037M | 0.0% | $63.12 | $63.12 | — | COM | 655663102 |
| SANM | SANMINA CORPORATION | 454,858 | $5.035M | 0.0% | $11.07 | $11.07 | — | COM | 801056102 |
| RGP | RESOURCES CONNECTION INC | 421,400 | $5.032M | 0.0% | $11.94 | $11.94 | — | COM | 76122Q105 |
| — | CHINA GROWTH EQUITY INV LTD | 500,000 | $5.015M | 0.0% | $10.03 | $10.03 | — | SHS | G2114K107 |
| ZION | ZIONS BANCORPORATION | 233,900 | $5.005M | 0.0% | $21.40 | $21.40 | — | COM | 989701107 |
| HMY | HARMONY GOLD MNG LTD | 558,000 | $5M | 0.0% | $8.96 | $8.96 | — | SPONSORED ADR | 413216300 |
| — | ANNALY CAP MGMT INC | 4,900,000 | $4.977M | 0.0% | $1.02 | $1.02 | — | NOTE 5.000% 5/1 | 035710AB8 |
| FORM | FORMFACTOR INC | 1,091,319 | $4.976M | 0.0% | $4.56 | $4.56 | — | COM | 346375108 |
| — | LEGG MASON INC | 193,400 | $4.974M | 0.0% | $25.72 | $25.72 | — | COM | 524901105 |
| ADP | AUTOMATIC DATA PROCESSING IN | 86,944 | $4.957M | 0.0% | $57.01 | $57.01 | — | COM | 053015103 |
| BVN | COMPANIA DE MINAS BUENAVENTU | 137,827 | $4.955M | 0.0% | $35.95 | $35.95 | — | SPONSORED ADR | 204448104 |
| — | MCGRAW HILL COS INC | 90,572 | $4.952M | 0.0% | $54.67 | $54.67 | — | COM | 580645109 |
| AWR | AMERICAN STS WTR CO | 102,868 | $4.936M | 0.0% | $47.98 | $47.98 | — | COM | 029899101 |
| — | NAVISTAR INTL CORP NEW | 5,375,000 | $4.935M | 0.0% | $0.92 | $0.92 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | BLUCORA INC | 313,097 | $4.919M | 0.0% | $15.71 | $15.71 | — | COM | 095229100 |
| — | ANDINA ACQUISITION CORP | 495,000 | $4.91M | 0.0% | $9.92 | $9.92 | — | COM | G0440W100 |
| LPL | LG DISPLAY CO LTD | 338,700 | $4.904M | 0.0% | $14.48 | $14.48 | — | SPONS ADR REP | 50186V102 |
| ADI | ANALOG DEVICES INC | 115,955 | $4.877M | 0.0% | $42.06 | $42.06 | — | COM | 032654105 |
| LSTR | LANDSTAR SYS INC | 92,084 | $4.831M | 0.0% | $52.46 | $52.46 | — | COM | 515098101 |
| — | ROCKWOOD HLDGS INC | 97,627 | $4.829M | 0.0% | $49.46 | $49.46 | — | COM | 774415103 |
| — | PPL CORP | 89,675 | $4.829M | 0.0% | $53.85 | $53.85 | — | UNIT 99/99/9999S | 69351T114 |
| — | REGIS CORP MINN | 284,018 | $4.806M | 0.0% | $16.92 | $16.92 | — | COM | 758932107 |
| HSIC | SCHEIN HENRY INC | 59,715 | $4.805M | 0.0% | $80.47 | $80.47 | — | COM | 806407102 |
| SEIC | SEI INVESTMENTS CO | 205,713 | $4.801M | 0.0% | $23.34 | $23.34 | — | COM | 784117103 |
| — | LASALLE HOTEL PPTYS | 188,692 | $4.791M | 0.0% | $25.39 | $25.39 | — | COM SH BEN INT | 517942108 |
| PBH | PRESTIGE BRANDS HLDGS INC | 239,142 | $4.79M | 0.0% | $20.03 | $20.03 | — | COM | 74112D101 |
| — | POLYONE CORP | 234,159 | $4.782M | 0.0% | $20.42 | $20.42 | — | COM | 73179P106 |
| — | POWER ONE INC NEW | 1,157,900 | $4.759M | 0.0% | $4.11 | $4.11 | — | COM | 73930R102 |
| — | BIGLARI HLDGS INC | 12,200 | $4.758M | 0.0% | $390.00 | $390.00 | — | COM | 08986R101 |
| CBU | COMMUNITY BK SYS INC | 173,116 | $4.736M | 0.0% | $27.36 | $27.36 | — | COM | 203607106 |
| — | TESCO CORP | 415,800 | $4.736M | 0.0% | $11.39 | $11.39 | — | COM | 88157K101 |
| OTTR | OTTER TAIL CORP | 189,315 | $4.733M | 0.0% | $25.00 | $25.00 | — | COM | 689648103 |
| TDG | TRANSDIGM GROUP INC | 34,632 | $4.722M | 0.0% | $136.35 | $136.35 | — | COM | 893641100 |
| FMC | F M C CORP | 80,544 | $4.713M | 0.0% | $58.51 | $58.51 | — | COM NEW | 302491303 |
| — | VERIFONE SYS INC | 158,748 | $4.712M | 0.0% | $29.68 | $29.68 | — | COM | 92342Y109 |
| FTNT | FORTINET INC | 222,624 | $4.691M | 0.0% | $21.07 | $21.07 | — | COM | 34959E109 |
| — | STERICYCLE INC | 50,248 | $4.687M | 0.0% | $93.28 | $93.28 | — | COM | 858912108 |
| SM | SM ENERGY CO | 89,646 | $4.68M | 0.0% | $52.21 | $52.21 | — | COM | 78454L100 |
| — | DEVRY INC DEL | 197,000 | $4.675M | 0.0% | $23.73 | $23.73 | — | COM | 251893103 |
| — | KRATON PERFORMANCE POLYMERS | 194,338 | $4.67M | 0.0% | $24.03 | $24.03 | — | COM | 50077C106 |
| PIPR | PIPER JAFFRAY COS | 143,598 | $4.614M | 0.0% | $32.13 | $32.13 | — | COM | 724078100 |
| UMBF | UMB FINL CORP | 105,179 | $4.611M | 0.0% | $43.84 | $43.84 | — | COM | 902788108 |
| — | PHARMERICA CORP | 322,674 | $4.595M | 0.0% | $14.24 | $14.24 | — | COM | 71714F104 |
| DECK | DECKERS OUTDOOR CORP | 114,028 | $4.592M | 0.0% | $40.27 | $40.27 | — | COM | 243537107 |
| — | PINNACLE FINL PARTNERS INC | 243,684 | $4.591M | 0.0% | $18.84 | $18.84 | — | COM | 72346Q104 |
| BRO | BROWN & BROWN INC | 179,098 | $4.56M | 0.0% | $25.46 | $25.46 | — | COM | 115236101 |
| — | ALEXION PHARMACEUTICALS INC | 48,500 | $4.55M | 0.0% | $93.81 | $93.81 | — | COM | 015351109 |
| EXR | EXTRA SPACE STORAGE INC | 124,954 | $4.547M | 0.0% | $36.39 | $36.39 | — | COM | 30225T102 |
| — | PMC-SIERRA INC | 870,665 | $4.536M | 0.0% | $5.21 | $5.21 | — | COM | 69344F106 |
| HY | HYSTER YALE MATLS HANDLING I | 92,624 | $4.52M | 0.0% | $48.80 | $48.80 | — | CL A | 449172105 |
| UPBD | RENT A CTR INC NEW | 131,344 | $4.513M | 0.0% | $34.36 | $34.36 | — | COM | 76009N100 |
| — | ALLERGAN INC | 49,155 | $4.509M | 0.0% | $91.73 | $91.73 | — | COM | 018490102 |
| VAC | MARRIOTT VACATIONS WRLDWDE C | 107,924 | $4.497M | 0.0% | $41.67 | $41.67 | — | COM | 57164Y107 |
| — | STEWART ENTERPRISES INC | 4,400,000 | $4.491M | 0.0% | $1.02 | $1.02 | — | NOTE 3.375% 7/1 | 860370AK1 |
| — | CLOUD PEAK ENERGY INC | 232,000 | $4.485M | 0.0% | $19.33 | $19.33 | — | COM | 18911Q102 |
| — | EMULEX CORP | 611,961 | $4.467M | 0.0% | $7.30 | $7.30 | — | COM NEW | 292475209 |
| — | INTERCONTINENTALEXCHANGE INC | 36,012 | $4.459M | 0.0% | $123.82 | $123.82 | — | COM | 45865V100 |
| VMI | VALMONT INDS INC | 32,625 | $4.455M | 0.0% | $136.55 | $136.55 | — | COM | 920253101 |
| KMI | KINDER MORGAN INC DEL | 125,885 | $4.448M | 0.0% | $35.33 | $35.33 | — | COM | 49456B101 |
| — | PIONEER NAT RES CO | 2,475,000 | $4.436M | 0.0% | $1.79 | $1.79 | — | NOTE 2.875% 1/1 | 723787AH0 |
| — | HORSEHEAD HLDG CORP | 433,987 | $4.431M | 0.0% | $10.21 | $10.21 | — | COM | 440694305 |
| — | SOTHEBYS | 4,047,000 | $4.394M | 0.0% | $1.09 | $1.09 | — | NOTE 3.125% 6/1 | 835898AC1 |
| CCJ | CAMECO CORP | 221,400 | $4.366M | 0.0% | $19.72 | $19.72 | — | COM | 13321L108 |
| HGGG | HHGREGG INC | 620,432 | $4.355M | 0.0% | $7.02 | $7.02 | — | COM | 42833L108 |
| — | KEMET CORP | 863,799 | $4.345M | 0.0% | $5.03 | $5.03 | — | COM NEW | 488360207 |
| MAIN | MAIN STREET CAPITAL CORP | 142,334 | $4.343M | 0.0% | $30.51 | $30.51 | — | COM | 56035L104 |
| STWD | STARWOOD PPTY TR INC | 188,300 | $4.323M | 0.0% | $22.96 | $22.96 | — | COM | 85571B105 |
| — | BARD C R INC | 44,111 | $4.311M | 0.0% | $97.73 | $97.73 | — | COM | 067383109 |
| — | EATON VANCE ENH EQTY INC FD | 412,515 | $4.307M | 0.0% | $10.44 | $10.44 | — | COM | 278277108 |
| — | SYNOVUS FINL CORP | 1,755,866 | $4.302M | 0.0% | $2.45 | $2.45 | — | COM | 87161C105 |
| — | BOISE INC | 540,991 | $4.301M | 0.0% | $7.95 | $7.95 | — | COM | 09746Y105 |
| — | COVANCE INC | 74,047 | $4.278M | 0.0% | $57.77 | $57.77 | — | COM | 222816100 |
| CRS | CARPENTER TECHNOLOGY CORP | 82,716 | $4.271M | 0.0% | $51.63 | $51.63 | — | COM | 144285103 |
| VRSN | VERISIGN INC | 109,800 | $4.262M | 0.0% | $38.82 | $38.82 | — | COM | 92343E102 |
| ODFL | OLD DOMINION FGHT LINES INC | 124,159 | $4.256M | 0.0% | $34.28 | $34.28 | — | COM | 679580100 |
| — | MCG CAPITAL CORP | 924,400 | $4.252M | 0.0% | $4.60 | $4.60 | — | COM | 58047P107 |
| — | TTM TECHNOLOGIES INC | 4,175,000 | $4.232M | 0.0% | $1.01 | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| UAA | UNDER ARMOUR INC | 86,582 | $4.202M | 0.0% | $48.53 | $48.53 | — | CL A | 904311107 |
| EBS | EMERGENT BIOSOLUTIONS INC | 261,801 | $4.199M | 0.0% | $16.04 | $16.04 | — | COM | 29089Q105 |
| PFG | PRINCIPAL FINL GROUP INC | 147,200 | $4.198M | 0.0% | $28.52 | $28.52 | — | COM | 74251V102 |
| — | BLUEGREEN CORP | 447,293 | $4.196M | 0.0% | $9.38 | $9.38 | — | COM | 096231105 |
| DLR | DIGITAL RLTY TR INC | 61,727 | $4.191M | 0.0% | $67.90 | $67.90 | — | COM | 253868103 |
| MDU | MDU RES GROUP INC | 197,269 | $4.19M | 0.0% | $21.24 | $21.24 | — | COM | 552690109 |
| — | ORITANI FINL CORP DEL | 272,760 | $4.179M | 0.0% | $15.32 | $15.32 | — | COM | 68633D103 |
| — | EATON VANCE ENHANCED EQ INC | 391,682 | $4.175M | 0.0% | $10.66 | $10.66 | — | COM | 278274105 |
| — | RED HAT INC | 78,800 | $4.173M | 0.0% | $52.96 | $52.96 | — | COM | 756577102 |
| — | M/I HOMES INC | 3,250,000 | $4.16M | 0.0% | $1.28 | $1.28 | — | NOTE 3.250% 9/1 | 55292PAA3 |
| — | WILSHIRE BANCORP INC | 705,500 | $4.141M | 0.0% | $5.87 | $5.87 | — | COM | 97186T108 |
| AGO | ASSURED GUARANTY LTD | 290,946 | $4.14M | 0.0% | $14.23 | $14.23 | — | COM | G0585R106 |
| — | DST SYS INC DEL | 3,125,000 | $4.1M | 0.0% | $1.31 | $1.31 | — | DBCV 8/1 | 233326AE7 |
| — | CEMEX SAB DE CV | 3,600,000 | $4.1M | 0.0% | $1.14 | $1.14 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | SCHIFF NUTRITION INTL INC | 97,422 | $4.092M | 0.0% | $42.00 | $42.00 | — | COM | 806693107 |
| — | DIGITAL RIV INC | 283,800 | $4.084M | 0.0% | $14.39 | $14.39 | — | COM | 25388B104 |
| PRA | PROASSURANCE CORP | 96,654 | $4.078M | 0.0% | $42.19 | $42.19 | — | COM | 74267C106 |
| — | MENTOR GRAPHICS CORP | 239,259 | $4.072M | 0.0% | $17.02 | $17.02 | — | COM | 587200106 |
| CVI | CVR ENERGY INC | 83,354 | $4.067M | 0.0% | $48.79 | $48.79 | — | COM | 12662P108 |
| — | FEDERAL REALTY INVT TR | 39,055 | $4.063M | 0.0% | $104.03 | $104.03 | — | SH BEN INT NEW | 313747206 |
| — | THE ADT CORPORATION | 86,896 | $4.04M | 0.0% | $46.49 | $46.49 | — | COM | 00101J106 |
| — | STILLWATER MNG CO | 3,450,000 | $4.039M | 0.0% | $1.17 | $1.17 | — | NOTE 1.750%10/1 | 86074QAL6 |
| BSAC | BANCO SANTANDER CHILE NEW | 141,192 | $4.023M | 0.0% | $28.49 | $28.49 | — | SP ADR REP COM | 05965X109 |
| MYRG | MYR GROUP INC DEL | 180,300 | $4.012M | 0.0% | $22.25 | $22.25 | — | COM | 55405W104 |
| — | ON SEMICONDUCTOR CORP | 4,000,000 | $4M | 0.0% | $1.00 | $1.00 | — | NOTE 1.875%12/1 | 682189AD7 |
| — | NASH FINCH CO | 187,942 | $3.999M | 0.0% | $21.28 | $21.28 | — | COM | 631158102 |
| — | BARNES GROUP INC | 177,767 | $3.993M | 0.0% | $22.46 | $22.46 | — | COM | 067806109 |
| — | BLACKROCK INTL GRWTH & INC T | 543,106 | $3.992M | 0.0% | $7.35 | $7.35 | — | COM BENE INTER | 092524107 |
| — | BLACKROCK GLOBAL OPP EQTY TR | 302,086 | $3.988M | 0.0% | $13.20 | $13.20 | — | COM | 092501105 |
| MED | MEDIFAST INC | 150,903 | $3.982M | 0.0% | $26.39 | $26.39 | — | COM | 58470H101 |
| PKG | PACKAGING CORP AMER | 103,433 | $3.979M | 0.0% | $38.47 | $38.47 | — | COM | 695156109 |
| — | MGM RESORTS INTERNATIONAL | 3,750,000 | $3.977M | 0.0% | $1.06 | $1.06 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | B/E AEROSPACE INC | 80,500 | $3.977M | 0.0% | $49.40 | $49.40 | — | COM | 073302101 |
| — | OFFICEMAX INC DEL | 407,053 | $3.973M | 0.0% | $9.76 | $9.76 | — | COM | 67622P101 |
| — | GLATFELTER | 224,218 | $3.919M | 0.0% | $17.48 | $17.48 | — | COM | 377316104 |
| — | ANALOGIC CORP | 52,696 | $3.915M | 0.0% | $74.29 | $74.29 | — | COM PAR $0.05 | 032657207 |
| BOH | BANK HAWAII CORP | 88,721 | $3.908M | 0.0% | $44.05 | $44.05 | — | COM | 062540109 |
| OIS | OIL STS INTL INC | 54,528 | $3.901M | 0.0% | $71.54 | $71.54 | — | COM | 678026105 |
| — | GULFPORT ENERGY CORP | 101,400 | $3.876M | 0.0% | $38.22 | $38.22 | — | COM NEW | 402635304 |
| — | HOME PROPERTIES INC | 63,194 | $3.874M | 0.0% | $61.30 | $61.30 | — | COM | 437306103 |
| — | HOME LN SERVICING SOLUTIONS | 205,000 | $3.874M | 0.0% | $18.90 | $18.90 | — | ORD SHS | G6648D109 |
| MTG | MGIC INVT CORP WIS | 1,446,993 | $3.849M | 0.0% | $2.66 | $2.66 | — | COM | 552848103 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 197,500 | $3.845M | 0.0% | $19.47 | $19.47 | — | SPONSORED ADR | 71654V408 |
| — | SUSQUEHANNA BANCSHARES INC P | 366,848 | $3.845M | 0.0% | $10.48 | $10.48 | — | COM | 869099101 |
| NEE | NEXTERA ENERGY INC | 55,341 | $3.829M | 0.0% | $69.19 | $69.19 | — | COM | 65339F101 |
| SXT | SENSIENT TECHNOLOGIES CORP | 107,400 | $3.819M | 0.0% | $35.56 | $35.56 | — | COM | 81725T100 |
| — | ANADARKO PETE CORP | 51,305 | $3.812M | 0.0% | $74.30 | $74.30 | — | COM | 032511107 |
| — | EATON VANCE TX MNG BY WRT OP | 304,604 | $3.808M | 0.0% | $12.50 | $12.50 | — | COM | 27828Y108 |
| — | CHESAPEAKE LODGING TR | 182,157 | $3.803M | 0.0% | $20.88 | $20.88 | — | SH BEN INT | 165240102 |
| RRX | REGAL BELOIT CORP | 53,890 | $3.798M | 0.0% | $70.48 | $70.48 | — | COM | 758750103 |
| — | TICC CAPITAL CORP | 374,800 | $3.793M | 0.0% | $10.12 | $10.12 | — | COM | 87244T109 |
| — | VIEWPOINT FINL GROUP INC MD | 181,101 | $3.792M | 0.0% | $20.94 | $20.94 | — | COM | 92672A101 |
| CLH | CLEAN HARBORS INC | 68,498 | $3.768M | 0.0% | $55.01 | $55.01 | — | COM | 184496107 |
| — | SMITH & WESSON HLDG CORP | 445,236 | $3.758M | 0.0% | $8.44 | $8.44 | — | COM | 831756101 |
| — | RADIOSHACK CORP | 1,770,098 | $3.753M | 0.0% | $2.12 | $2.12 | — | COM | 750438103 |
| — | HI-TECH PHARMACAL INC | 107,277 | $3.753M | 0.0% | $34.98 | $34.98 | — | COM | 42840B101 |
| — | CAMPUS CREST CMNTYS INC | 306,000 | $3.752M | 0.0% | $12.26 | $12.26 | — | COM | 13466Y105 |
| EXC | EXELON CORP | 125,521 | $3.733M | 0.0% | $29.74 | $29.74 | — | COM | 30161N101 |
| PZZA | PAPA JOHNS INTL INC | 67,912 | $3.731M | 0.0% | $54.94 | $54.94 | — | COM | 698813102 |
| — | JOY GLOBAL INC | 58,500 | $3.731M | 0.0% | $63.78 | $63.78 | — | COM | 481165108 |
| — | NORDSTROM INC | 69,659 | $3.727M | 0.0% | $53.50 | $53.50 | — | COM | 655664100 |
| — | LTX-CREDENCE CORP | 567,733 | $3.724M | 0.0% | $6.56 | $6.56 | — | COM NEW | 502403207 |
| — | ARCHER DANIELS MIDLAND CO | 3,700,000 | $3.721M | 0.0% | $1.01 | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | ALCOA INC | 427,100 | $3.707M | 0.0% | $8.68 | $8.68 | — | COM | 013817101 |
| ADSK | AUTODESK INC | 104,014 | $3.677M | 0.0% | $35.35 | $35.35 | — | COM | 052769106 |
| — | ACTUANT CORP | 131,698 | $3.676M | 0.0% | $27.91 | $27.91 | — | CL A NEW | 00508X203 |
| — | GENESEE & WYO INC | 32,750 | $3.657M | 0.0% | $111.66 | $111.66 | — | UNIT 10/01/2015 | 371559204 |
| CBSH | COMMERCE BANCSHARES INC | 103,522 | $3.629M | 0.0% | $35.06 | $35.06 | — | COM | 200525103 |
| — | MOLEX INC | 132,799 | $3.629M | 0.0% | $27.33 | $27.33 | — | COM | 608554101 |
| — | LHC GROUP INC | 169,383 | $3.608M | 0.0% | $21.30 | $21.30 | — | COM | 50187A107 |
| — | NORTHSTAR RLTY FIN CORP | 511,816 | $3.603M | 0.0% | $7.04 | $7.04 | — | COM | 66704R100 |
| — | STANDARD PAC CORP NEW | 3,050,000 | $3.591M | 0.0% | $1.18 | $1.18 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | CENTURYLINK INC | 90,811 | $3.553M | 0.0% | $39.13 | $39.13 | — | COM | 156700106 |
| THC | TENET HEALTHCARE CORP | 109,375 | $3.551M | 0.0% | $32.47 | $32.47 | — | COM NEW | 88033G407 |
| PLAB | PHOTRONICS INC | 595,337 | $3.548M | 0.0% | $5.96 | $5.96 | — | COM | 719405102 |
| — | MERITOR INC | 749,578 | $3.546M | 0.0% | $4.73 | $4.73 | — | COM | 59001K100 |
| TWI | TITAN INTL INC ILL | 163,279 | $3.546M | 0.0% | $21.72 | $21.72 | — | COM | 88830M102 |
| — | COMMONWEALTH REIT | 223,609 | $3.542M | 0.0% | $15.84 | $15.84 | — | COM SH BEN INT | 203233101 |
| MET | METLIFE INC | 107,420 | $3.538M | 0.0% | $32.94 | $32.94 | — | COM | 59156R108 |
| ENTG | ENTEGRIS INC | 382,650 | $3.513M | 0.0% | $9.18 | $9.18 | — | COM | 29362U104 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 99,539 | $3.513M | 0.0% | $35.29 | $35.29 | — | COM | 75689M101 |
| — | MERITAGE HOMES CORP | 3,500,000 | $3.502M | 0.0% | $1.00 | $1.00 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | REGAL ENTMT GROUP | 251,000 | $3.501M | 0.0% | $13.95 | $13.95 | — | CL A | 758766109 |
| SKYW | SKYWEST INC | 280,744 | $3.498M | 0.0% | $12.46 | $12.46 | — | COM | 830879102 |
| — | CONNS INC | 113,553 | $3.484M | 0.0% | $30.68 | $30.68 | — | COM | 208242107 |
| HOG | HARLEY DAVIDSON INC | 71,285 | $3.482M | 0.0% | $48.85 | $48.85 | — | COM | 412822108 |
| — | CHESAPEAKE ENERGY CORP | 209,282 | $3.478M | 0.0% | $16.62 | $16.62 | — | COM | 165167107 |
| PPL | PPL CORP | 120,936 | $3.462M | 0.0% | $28.63 | $28.63 | — | COM | 69351T106 |
| — | INTEGRYS ENERGY GROUP INC | 66,200 | $3.457M | 0.0% | $52.22 | $52.22 | — | COM | 45822P105 |
| — | AMERICAN CAPITAL AGENCY CORP | 119,400 | $3.455M | 0.0% | $28.94 | $28.94 | — | COM | 02503X105 |
| — | SENIOR HSG PPTYS TR | 146,129 | $3.454M | 0.0% | $23.64 | $23.64 | — | SH BEN INT | 81721M109 |
| SWKS | SKYWORKS SOLUTIONS INC | 170,140 | $3.454M | 0.0% | $20.30 | $20.30 | — | COM | 83088M102 |
| — | FERRO CORP | 825,000 | $3.449M | 0.0% | $4.18 | $4.18 | — | COM | 315405100 |
| MTZ | MASTEC INC | 137,677 | $3.432M | 0.0% | $24.93 | $24.93 | — | COM | 576323109 |
| FHI | FEDERATED INVS INC PA | 169,500 | $3.429M | 0.0% | $20.23 | $20.23 | — | CL B | 314211103 |
| — | MANNKIND CORP | 5,700,000 | $3.427M | 0.0% | $0.60 | $0.60 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| MMS | MAXIMUS INC | 54,142 | $3.423M | 0.0% | $63.22 | $63.22 | — | COM | 577933104 |
| CSL | CARLISLE COS INC | 58,200 | $3.42M | 0.0% | $58.76 | $58.76 | — | COM | 142339100 |
| — | APARTMENT INVT & MGMT CO | 126,100 | $3.412M | 0.0% | $27.06 | $27.06 | — | CL A | 03748R101 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 200,254 | $3.398M | 0.0% | $16.97 | $16.97 | — | COM CL A | 848574109 |
| — | VANTIV INC | 166,200 | $3.394M | 0.0% | $20.42 | $20.42 | — | CL A | 92210H105 |
| — | WELLCARE HEALTH PLANS INC | 69,497 | $3.384M | 0.0% | $48.69 | $48.69 | — | COM | 94946T106 |
| — | SUPERVALU INC | 1,363,200 | $3.367M | 0.0% | $2.47 | $2.47 | — | COM | 868536103 |
| — | SPECTRA ENERGY CORP | 122,943 | $3.366M | 0.0% | $27.38 | $27.38 | — | COM | 847560109 |
| — | OMNIVISION TECHNOLOGIES INC | 238,400 | $3.357M | 0.0% | $14.08 | $14.08 | — | COM | 682128103 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 49,879 | $3.356M | 0.0% | $67.28 | $67.28 | — | COM | 29472R108 |
| PPC | PILGRIMS PRIDE CORP NEW | 462,222 | $3.351M | 0.0% | $7.25 | $7.25 | — | COM | 72147K108 |
| — | U S AIRWAYS GROUP INC | 247,843 | $3.346M | 0.0% | $13.50 | $13.50 | — | COM | 90341W108 |
| — | WPX ENERGY INC | 224,566 | $3.342M | 0.0% | $14.88 | $14.88 | — | COM | 98212B103 |
| MSM | MSC INDL DIRECT INC | 43,879 | $3.308M | 0.0% | $75.39 | $75.39 | — | CL A | 553530106 |
| — | SANTARUS INC | 300,731 | $3.302M | 0.0% | $10.98 | $10.98 | — | COM | 802817304 |
| — | CAMBREX CORP | 289,499 | $3.294M | 0.0% | $11.38 | $11.38 | — | COM | 132011107 |
| — | CABLEVISION SYS CORP | 219,600 | $3.281M | 0.0% | $14.94 | $14.94 | — | CL A NY CABLVS | 12686C109 |
| — | PEABODY ENERGY CORP | 122,534 | $3.261M | 0.0% | $26.61 | $26.61 | — | COM | 704549104 |
| INTU | INTUIT | 54,483 | $3.242M | 0.0% | $59.50 | $59.50 | — | COM | 461202103 |
| NSP | INSPERITY INC | 99,515 | $3.24M | 0.0% | $32.56 | $32.56 | — | COM | 45778Q107 |
| — | CPFL ENERGIA S A | 154,584 | $3.24M | 0.0% | $20.96 | $20.96 | — | SPONSORED ADR | 126153105 |
| AWK | AMERICAN WTR WKS CO INC NEW | 87,181 | $3.237M | 0.0% | $37.13 | $37.13 | — | COM | 030420103 |
| AFFY | AFFYMAX INC | 170,362 | $3.237M | 0.0% | $19.00 | $19.00 | — | COM | 00826A109 |
| GM | GENERAL MTRS CO | 112,283 | $3.237M | 0.0% | $28.83 | $28.83 | — | COM | 37045V100 |
| ANF | ABERCROMBIE & FITCH CO | 67,200 | $3.224M | 0.0% | $47.98 | $47.98 | — | CL A | 002896207 |
| — | COLONIAL PPTYS TR | 150,670 | $3.22M | 0.0% | $21.37 | $21.37 | — | COM SH BEN INT | 195872106 |
| PEB | PEBBLEBROOK HOTEL TR | 139,076 | $3.213M | 0.0% | $23.10 | $23.10 | — | COM | 70509V100 |
| TEX | TEREX CORP NEW | 114,267 | $3.212M | 0.0% | $28.11 | $28.11 | — | COM | 880779103 |
| — | CEMEX SAB DE CV | 2,900,000 | $3.176M | 0.0% | $1.10 | $1.10 | — | NOTE 4.875% 3/1 | 151290AV5 |
| — | CUBIC CORP | 65,952 | $3.164M | 0.0% | $47.97 | $47.97 | — | COM | 229669106 |
| — | CONTINENTAL RESOURCES INC | 43,000 | $3.16M | 0.0% | $73.49 | $73.49 | — | COM | 212015101 |
| — | DESTINATION MATERNITY CORP | 145,800 | $3.143M | 0.0% | $21.56 | $21.56 | — | COM | 25065D100 |
| — | KEYCORP NEW | 25,000 | $3.139M | 0.0% | $125.56 | $125.56 | — | PFD 7.75% SR A | 493267405 |
| EW | EDWARDS LIFESCIENCES CORP | 34,802 | $3.138M | 0.0% | $90.17 | $90.17 | — | COM | 28176E108 |
| VALE | VALE S A | 149,500 | $3.134M | 0.0% | $20.96 | $20.96 | — | ADR | 91912E105 |
| — | FIRSTSERVICE CORP | 2,800,000 | $3.118M | 0.0% | $1.11 | $1.11 | — | SDCV 6.500%12/3 | 33761NAA7 |
| USNA | USANA HEALTH SCIENCES INC | 94,397 | $3.108M | 0.0% | $32.92 | $32.92 | — | COM | 90328M107 |
| — | ACXIOM CORP | 177,958 | $3.107M | 0.0% | $17.46 | $17.46 | — | COM | 005125109 |
| ONB | OLD NATL BANCORP IND | 261,145 | $3.1M | 0.0% | $11.87 | $11.87 | — | COM | 680033107 |
| — | M D C HLDGS INC | 84,279 | $3.098M | 0.0% | $36.76 | $36.76 | — | COM | 552676108 |
| — | DDR CORP | 197,778 | $3.097M | 0.0% | $15.66 | $15.66 | — | COM | 23317H102 |
| — | LUFKIN INDS INC | 53,200 | $3.093M | 0.0% | $58.14 | $58.14 | — | COM | 549764108 |
| — | SWIFT TRANSN CO | 337,600 | $3.079M | 0.0% | $9.12 | $9.12 | — | CL A | 87074U101 |
| SXI | STANDEX INTL CORP | 60,033 | $3.079M | 0.0% | $51.29 | $51.29 | — | COM | 854231107 |
| — | BANCTRUST FINANCIAL GP | 1,106,829 | $3.077M | 0.0% | $2.78 | $2.78 | — | COM | 05978R107 |
| PETS | PETMED EXPRESS INC | 276,800 | $3.072M | 0.0% | $11.10 | $11.10 | — | COM | 716382106 |
| — | ESTERLINE TECHNOLOGIES CORP | 48,169 | $3.064M | 0.0% | $63.61 | $63.61 | — | COM | 297425100 |
| — | CBL & ASSOC PPTYS INC | 143,699 | $3.048M | 0.0% | $21.21 | $21.21 | — | COM | 124830100 |
| D | DOMINION RES INC VA NEW | 58,760 | $3.044M | 0.0% | $51.80 | $51.80 | — | COM | 25746U109 |
| — | PHARMACYCLICS INC | 52,308 | $3.029M | 0.0% | $57.91 | $57.91 | — | COM | 716933106 |
| — | ROCKWELL COLLINS INC | 51,800 | $3.013M | 0.0% | $58.17 | $58.17 | — | COM | 774341101 |
| — | BEAM INC | 49,300 | $3.012M | 0.0% | $61.10 | $61.10 | — | COM | 073730103 |
| EWBC | EAST WEST BANCORP INC | 140,000 | $3.009M | 0.0% | $21.49 | $21.49 | — | COM | 27579R104 |
| — | DENDREON CORP | 568,877 | $3.004M | 0.0% | $5.28 | $5.28 | — | COM | 24823Q107 |
| WAB | WABTEC CORP | 34,275 | $3M | 0.0% | $87.53 | $87.53 | — | COM | 929740108 |
| — | KNIGHT CAP GROUP INC | 3,000,000 | $2.994M | 0.0% | $1.00 | $1.00 | — | NOTE 3.500% 3/1 | 499005AE6 |
| GVA | GRANITE CONSTR INC | 89,000 | $2.992M | 0.0% | $33.62 | $33.62 | — | COM | 387328107 |
| — | GREATBATCH INC | 128,407 | $2.984M | 0.0% | $23.24 | $23.24 | — | COM | 39153L106 |
| — | WEBMD HEALTH CORP | 208,100 | $2.984M | 0.0% | $14.34 | $14.34 | — | COM | 94770V102 |
| SKT | TANGER FACTORY OUTLET CTRS I | 86,686 | $2.965M | 0.0% | $34.20 | $34.20 | — | COM | 875465106 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,100,000 | $2.964M | 0.0% | $0.96 | $0.96 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | EXIDE TECHNOLOGIES | 864,523 | $2.957M | 0.0% | $3.42 | $3.42 | — | COM NEW | 302051206 |
| CAT | CATERPILLAR INC DEL | 33,000 | $2.956M | 0.0% | $89.58 | $89.58 | — | COM | 149123101 |
| PENN | PENN NATL GAMING INC | 60,000 | $2.947M | 0.0% | $49.12 | $49.12 | — | COM | 707569109 |
| — | WRIGHT MED GROUP INC | 140,338 | $2.946M | 0.0% | $20.99 | $20.99 | — | COM | 98235T107 |
| — | CAPITALSOURCE INC | 388,633 | $2.946M | 0.0% | $7.58 | $7.58 | — | COM | 14055X102 |
| RSG | REPUBLIC SVCS INC | 100,376 | $2.944M | 0.0% | $29.33 | $29.33 | — | COM | 760759100 |
| — | PENNEY J C INC | 149,000 | $2.937M | 0.0% | $19.71 | $19.71 | — | COM | 708160106 |
| REGN | REGENERON PHARMACEUTICALS | 17,120 | $2.929M | 0.0% | $171.09 | $171.09 | — | COM | 75886F107 |
| — | CIMAREX ENERGY CO | 50,640 | $2.923M | 0.0% | $57.72 | $57.72 | — | COM | 171798101 |
| — | NORTHGATE MINERALS CORP | 2,675,000 | $2.914M | 0.0% | $1.09 | $1.09 | — | NOTE 3.500%10/0 | 666416AB8 |
| URI | UNITED RENTALS INC | 63,912 | $2.909M | 0.0% | $45.52 | $45.52 | — | COM | 911363109 |
| VFC | V F CORP | 19,271 | $2.909M | 0.0% | $150.95 | $150.95 | — | COM | 918204108 |
| EGP | EASTGROUP PPTY INC | 54,015 | $2.907M | 0.0% | $53.82 | $53.82 | — | COM | 277276101 |
| IDCC | INTERDIGITAL INC | 70,550 | $2.9M | 0.0% | $41.11 | $41.11 | — | COM | 45867G101 |
| — | MOLINA HEALTHCARE INC | 2,500,000 | $2.897M | 0.0% | $1.16 | $1.16 | — | NOTE 3.750%10/0 | 60855RAA8 |
| WWW | WOLVERINE WORLD WIDE INC | 70,563 | $2.892M | 0.0% | $40.98 | $40.98 | — | COM | 978097103 |
| — | COMPANHIA PARANAENSE ENERG C | 188,318 | $2.891M | 0.0% | $15.35 | $15.35 | — | SPON ADR PFD | 20441B407 |
| — | EATON VANCE TX ADV GLB DIV O | 143,745 | $2.888M | 0.0% | $20.09 | $20.09 | — | COM | 27828U106 |
| RVTY | PERKINELMER INC | 90,872 | $2.884M | 0.0% | $31.74 | $31.74 | — | COM | 714046109 |
| HOMB | HOME BANCSHARES INC | 87,187 | $2.879M | 0.0% | $33.02 | $33.02 | — | COM | 436893200 |
| EXPO | EXPONENT INC | 51,540 | $2.877M | 0.0% | $55.82 | $55.82 | — | COM | 30214U102 |
| — | AAR CORP | 2,860,000 | $2.867M | 0.0% | $1.00 | $1.00 | — | NOTE 1.750% 2/0 | 000361AH8 |
| — | DOLLAR FINL CORP | 2,850,000 | $2.864M | 0.0% | $1.00 | $1.00 | — | NOTE 2.875% 6/3 | 256664AB9 |
| — | SCRIPPS NETWORKS INTERACT IN | 49,455 | $2.864M | 0.0% | $57.91 | $57.91 | — | CL A COM | 811065101 |
| — | APACHE CORP | 36,323 | $2.851M | 0.0% | $78.49 | $78.49 | — | COM | 037411105 |
| — | BIOMED REALTY TRUST INC | 147,295 | $2.847M | 0.0% | $19.33 | $19.33 | — | COM | 09063H107 |
| STAG | STAG INDL INC | 158,342 | $2.845M | 0.0% | $17.97 | $17.97 | — | COM | 85254J102 |
| — | SUNPOWER CORP | 3,000,000 | $2.842M | 0.0% | $0.95 | $0.95 | — | DBCV 4.750% 4/1 | 867652AC3 |
| — | KRISPY KREME DOUGHNUTS INC | 302,835 | $2.841M | 0.0% | $9.38 | $9.38 | — | COM | 501014104 |
| ELME | WASHINGTON REAL ESTATE INVT | 108,546 | $2.838M | 0.0% | $26.15 | $26.15 | — | SH BEN INT | 939653101 |
| — | HEWLETT PACKARD CO | 198,600 | $2.83M | 0.0% | $14.25 | $14.25 | — | COM | 428236103 |
| — | EATON VANCE TAX ADVT DIV INC | 171,415 | $2.828M | 0.0% | $16.50 | $16.50 | — | COM | 27828G107 |
| EA | ELECTRONIC ARTS INC | 193,846 | $2.817M | 0.0% | $14.53 | $14.53 | — | COM | 285512109 |
| — | FOREST OIL CORP | 420,600 | $2.814M | 0.0% | $6.69 | $6.69 | — | COM PAR $0.01 | 346091705 |
| NHI | NATIONAL HEALTH INVS INC | 49,756 | $2.813M | 0.0% | $56.54 | $56.54 | — | COM | 63633D104 |
| UGI | UGI CORP NEW | 85,960 | $2.812M | 0.0% | $32.71 | $32.71 | — | COM | 902681105 |
| TOL | TOLL BROTHERS INC | 86,800 | $2.806M | 0.0% | $32.33 | $32.33 | — | COM | 889478103 |
| — | SPRINT NEXTEL CORP | 4,500 | $2.801M | 0.0% | $622.44 | $5.67 | — | Call | 852061100 |
| — | NAVIGANT CONSULTING INC | 250,906 | $2.8M | 0.0% | $11.16 | $11.16 | — | COM | 63935N107 |
| ACH | OWENS & MINOR INC NEW | 97,973 | $2.793M | 0.0% | $28.51 | $28.51 | — | COM | 690732102 |
| — | ARKANSAS BEST CORP DEL | 292,211 | $2.791M | 0.0% | $9.55 | $9.55 | — | COM | 040790107 |
| ROP | ROPER INDS INC NEW | 25,000 | $2.787M | 0.0% | $111.48 | $111.48 | — | COM | 776696106 |
| GGB | GERDAU S A | 310,000 | $2.787M | 0.0% | $8.99 | $8.99 | — | SPON ADR REP PFD | 373737105 |
| AXP | AMERICAN EXPRESS CO | 48,440 | $2.784M | 0.0% | $57.47 | $57.47 | — | COM | 025816109 |
| — | MEDICINES CO | 116,006 | $2.781M | 0.0% | $23.97 | $23.97 | — | COM | 584688105 |
| — | E TRADE FINANCIAL CORP | 309,700 | $2.772M | 0.0% | $8.95 | $8.95 | — | COM NEW | 269246401 |
| — | TIM PARTICIPACOES S A | 139,690 | $2.769M | 0.0% | $19.82 | $19.82 | — | SPONSORED ADR | 88706P205 |
| — | POTASH CORP SASK INC | 68,000 | $2.767M | 0.0% | $40.69 | $40.69 | — | COM | 73755L107 |
| SBUX | STARBUCKS CORP | 51,571 | $2.765M | 0.0% | $53.62 | $53.62 | — | COM | 855244109 |
| NVR | NVR INC | 3,000 | $2.76M | 0.0% | $920.00 | $920.00 | — | COM | 62944T105 |
| — | OPLINK COMMUNICATIONS INC | 176,900 | $2.756M | 0.0% | $15.58 | $15.58 | — | COM NEW | 68375Q403 |
| PCAR | PACCAR INC | 60,720 | $2.745M | 0.0% | $45.21 | $45.21 | — | COM | 693718108 |
| LII | LENNOX INTL INC | 51,920 | $2.727M | 0.0% | $52.52 | $52.52 | — | COM | 526107107 |
| RGR | STURM RUGER & CO INC | 60,028 | $2.725M | 0.0% | $45.40 | $45.40 | — | COM | 864159108 |
| — | SENSATA TECHNOLOGIES HLDG BV | 83,724 | $2.719M | 0.0% | $32.48 | $32.48 | — | SHS | N7902X106 |
| — | OFFICE DEPOT INC | 826,954 | $2.712M | 0.0% | $3.28 | $3.28 | — | COM | 676220106 |
| — | CONCHO RES INC | 33,600 | $2.707M | 0.0% | $80.57 | $80.57 | — | COM | 20605P101 |
| BHE | BENCHMARK ELECTRS INC | 162,747 | $2.705M | 0.0% | $16.62 | $16.62 | — | COM | 08160H101 |
| — | MEDIVATION INC | 52,771 | $2.7M | 0.0% | $51.16 | $51.16 | — | COM | 58501N101 |
| CALX | CALIX INC | 351,100 | $2.7M | 0.0% | $7.69 | $7.69 | — | COM | 13100M509 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 92,186 | $2.694M | 0.0% | $29.22 | $29.22 | — | COM | 34964C106 |
| MWA | MUELLER WTR PRODS INC | 479,956 | $2.693M | 0.0% | $5.61 | $5.61 | — | COM SER A | 624758108 |
| — | LEVEL 3 COMMUNICATIONS INC | 116,325 | $2.688M | 0.0% | $23.11 | $23.11 | — | COM NEW | 52729N308 |
| — | NPS PHARMACEUTICALS INC | 294,538 | $2.68M | 0.0% | $9.10 | $9.10 | — | COM | 62936P103 |
| KFRC | KFORCE INC | 186,900 | $2.678M | 0.0% | $14.33 | $14.33 | — | COM | 493732101 |
| UVV | UNIVERSAL CORP VA | 53,642 | $2.677M | 0.0% | $49.90 | $49.90 | — | COM | 913456109 |
| — | SKECHERS U S A INC | 144,334 | $2.67M | 0.0% | $18.50 | $18.50 | — | CL A | 830566105 |
| PB | PROSPERITY BANCSHARES INC | 63,553 | $2.669M | 0.0% | $42.00 | $42.00 | — | COM | 743606105 |
| — | LIBERTY GLOBAL INC | 42,300 | $2.664M | 0.0% | $62.98 | $62.98 | — | COM SER A | 530555101 |
| CUBE | CUBESMART | 182,603 | $2.661M | 0.0% | $14.57 | $14.57 | — | COM | 229663109 |
| — | PENN WEST PETE LTD NEW | 244,400 | $2.654M | 0.0% | $10.86 | $10.86 | — | COM | 707887105 |
| — | ARTHROCARE CORP | 76,700 | $2.653M | 0.0% | $34.59 | $34.59 | — | COM | 043136100 |
| MOD | MODINE MFG CO | 325,900 | $2.65M | 0.0% | $8.13 | $8.13 | — | COM | 607828100 |
| — | HARRIS CORP DEL | 53,900 | $2.639M | 0.0% | $48.96 | $48.96 | — | COM | 413875105 |
| — | NORANDA ALUM HLDG CORP | 431,600 | $2.637M | 0.0% | $6.11 | $6.11 | — | COM | 65542W107 |
| — | EARTHLINK INC | 408,206 | $2.637M | 0.0% | $6.46 | $6.46 | — | COM | 270321102 |
| TG | TREDEGAR CORP | 128,674 | $2.628M | 0.0% | $20.42 | $20.42 | — | COM | 894650100 |
| — | CENTRAL EUROPEAN DIST CORP | 5,000,000 | $2.625M | 0.0% | $0.53 | $0.53 | — | NOTE 3.000% 3/1 | 153435AA0 |
| — | CHEMTURA CORP | 123,322 | $2.622M | 0.0% | $21.26 | $21.26 | — | COM NEW | 163893209 |
| — | AVATAR HLDGS INC | 2,580,000 | $2.619M | 0.0% | $1.02 | $1.02 | — | NOTE 7.500% 2/1 | 053494AG5 |
| — | JANUS CAP GROUP INC | 2,500,000 | $2.609M | 0.0% | $1.04 | $1.04 | — | NOTE 3.250% 7/1 | 47102XAG0 |
| — | INFINITY CROSS BORDER ACQUIS | 330,000 | $2.607M | 0.0% | $7.90 | $7.90 | — | SHS | G4772R101 |
| ACGL | ARCH CAP GROUP LTD | 58,886 | $2.592M | 0.0% | $44.02 | $44.02 | — | ORD | G0450A105 |
| KAI | KADANT INC | 97,659 | $2.589M | 0.0% | $26.51 | $26.51 | — | COM | 48282T104 |
| — | GARDNER DENVER INC | 37,625 | $2.577M | 0.0% | $68.49 | $68.49 | — | COM | 365558105 |
| EZPW | EZCORP INC | 129,460 | $2.571M | 0.0% | $19.86 | $19.86 | — | CL A NON VTG | 302301106 |
| POST | POST HLDGS INC | 74,877 | $2.565M | 0.0% | $34.26 | $34.26 | — | COM | 737446104 |
| — | SL GREEN RLTY CORP | 33,429 | $2.562M | 0.0% | $76.64 | $76.64 | — | COM | 78440X101 |
| — | MEMC ELECTR MATLS INC | 796,200 | $2.556M | 0.0% | $3.21 | $3.21 | — | COM | 552715104 |
| — | MOLEX INC | 113,996 | $2.544M | 0.0% | $22.32 | $22.32 | — | CL A | 608554200 |
| — | LINCOLN NATL CORP IND | 147,550 | $2.541M | 0.0% | $17.22 | $17.22 | — | *W EXP 07/10/201 | 534187117 |
| FDS | FACTSET RESH SYS INC | 28,808 | $2.537M | 0.0% | $88.07 | $88.07 | — | COM | 303075105 |
| — | PEOPLES UNITED FINANCIAL INC | 209,738 | $2.536M | 0.0% | $12.09 | $12.09 | — | COM | 712704105 |
| — | GMX RES INC | 5,571,000 | $2.535M | 0.0% | $0.46 | $0.46 | — | NOTE 4.500% 5/0 | 38011MAJ7 |
| WCC | WESCO INTL INC | 37,572 | $2.533M | 0.0% | $67.42 | $67.42 | — | COM | 95082P105 |
| PNNT | PENNANTPARK INVT CORP | 230,169 | $2.531M | 0.0% | $11.00 | $11.00 | — | COM | 708062104 |
| — | PETROLEUM & RES CORP | 105,752 | $2.53M | 0.0% | $23.92 | $23.92 | — | COM | 716549100 |
| — | LIMITED BRANDS INC | 53,660 | $2.525M | 0.0% | $47.06 | $47.06 | — | COM | 532716107 |
| — | AMSURG CORP | 84,053 | $2.522M | 0.0% | $30.00 | $30.00 | — | COM | 03232P405 |
| — | WGL HLDGS INC | 64,244 | $2.518M | 0.0% | $39.19 | $39.19 | — | COM | 92924F106 |
| — | STILLWATER MNG CO | 196,921 | $2.517M | 0.0% | $12.78 | $12.78 | — | COM | 86074Q102 |
| — | DOLE FOOD CO INC NEW | 219,479 | $2.517M | 0.0% | $11.47 | $11.47 | — | COM | 256603101 |
| — | INTEROIL CORP | 45,300 | $2.516M | 0.0% | $55.54 | $55.54 | — | COM | 460951106 |
| CCL | CARNIVAL CORP | 68,400 | $2.515M | 0.0% | $36.77 | $36.77 | — | PAIRED CTF | 143658300 |
| — | INVESCO MORTGAGE CAPITAL INC | 127,600 | $2.515M | 0.0% | $19.71 | $19.71 | — | COM | 46131B100 |
| — | XENOPORT INC | 323,608 | $2.514M | 0.0% | $7.77 | $7.77 | — | COM | 98411C100 |
| KRC | KILROY RLTY CORP | 53,011 | $2.511M | 0.0% | $47.37 | $47.37 | — | COM | 49427F108 |
| — | BLACK BOX CORP DEL | 102,972 | $2.506M | 0.0% | $24.34 | $24.34 | — | COM | 091826107 |
| — | WADDELL & REED FINL INC | 71,700 | $2.497M | 0.0% | $34.83 | $34.83 | — | CL A | 930059100 |
| — | TASER INTL INC | 278,564 | $2.49M | 0.0% | $8.94 | $8.94 | — | COM | 87651B104 |
| PAYX | PAYCHEX INC | 79,877 | $2.487M | 0.0% | $31.14 | $31.14 | — | COM | 704326107 |
| — | CYBERONICS INC | 47,251 | $2.482M | 0.0% | $52.53 | $52.53 | — | COM | 23251P102 |
| — | ROCK-TENN CO | 35,362 | $2.472M | 0.0% | $69.91 | $69.91 | — | CL A | 772739207 |
| HLIT | HARMONIC INC | 487,200 | $2.47M | 0.0% | $5.07 | $5.07 | — | COM | 413160102 |
| — | DYNAVAX TECHNOLOGIES CORP | 862,432 | $2.467M | 0.0% | $2.86 | $2.86 | — | COM | 268158102 |
| — | INVACARE CORP | 2,500,000 | $2.464M | 0.0% | $0.99 | $0.99 | — | SDCV 4.125% 2/0 | 461203AD3 |
| O | REALTY INCOME CORP | 61,174 | $2.46M | 0.0% | $40.21 | $40.21 | — | COM | 756109104 |
| — | NEENAH PAPER INC | 86,343 | $2.458M | 0.0% | $28.47 | $28.47 | — | COM | 640079109 |
| — | HEALTHSOUTH CORP | 116,184 | $2.453M | 0.0% | $21.11 | $21.11 | — | COM NEW | 421924309 |
| HAL | HALLIBURTON CO | 70,708 | $2.453M | 0.0% | $34.69 | $34.69 | — | COM | 406216101 |
| CDE | COEUR D ALENE MINES CORP IDA | 99,645 | $2.451M | 0.0% | $24.60 | $24.60 | — | COM NEW | 192108504 |
| — | LIBERTY PPTY TR | 67,900 | $2.429M | 0.0% | $35.77 | $35.77 | — | SH BEN INT | 531172104 |
| — | SKILLED HEALTHCARE GROUP INC | 380,523 | $2.424M | 0.0% | $6.37 | $6.37 | — | CL A | 83066R107 |
| — | AUXILIUM PHARMACEUTICALS INC | 130,000 | $2.409M | 0.0% | $18.53 | $18.53 | — | COM | 05334D107 |
| — | ARENA PHARMACEUTICALS INC | 264,365 | $2.385M | 0.0% | $9.02 | $9.02 | — | COM | 040047102 |
| SRE | SEMPRA ENERGY | 33,376 | $2.368M | 0.0% | $70.95 | $70.95 | — | COM | 816851109 |
| NTCT | NETSCOUT SYS INC | 91,076 | $2.367M | 0.0% | $25.99 | $25.99 | — | COM | 64115T104 |
| CDNS | CADENCE DESIGN SYSTEM INC | 174,764 | $2.361M | 0.0% | $13.51 | $13.51 | — | COM | 127387108 |
| — | DISCOVERY COMMUNICATNS NEW | 37,166 | $2.359M | 0.0% | $63.47 | $63.47 | — | COM SER A | 25470F104 |
| — | KRAFT FOODS GROUP INC | 51,867 | $2.358M | 0.0% | $45.46 | $45.46 | — | COM | 50076Q106 |
| — | GOLDCORP INC NEW | 63,900 | $2.345M | 0.0% | $36.70 | $36.70 | — | COM | 380956409 |
| ECPG | ENCORE CAP GROUP INC | 76,474 | $2.342M | 0.0% | $30.62 | $30.62 | — | COM | 292554102 |
| SU | SUNCOR ENERGY INC NEW | 71,000 | $2.342M | 0.0% | $32.99 | $32.99 | — | COM | 867224107 |
| ADC | AGREE REALTY CORP | 87,347 | $2.34M | 0.0% | $26.79 | $26.79 | — | COM | 008492100 |
| — | ACTUATE CORP | 415,630 | $2.328M | 0.0% | $5.60 | $5.60 | — | COM | 00508B102 |
| CRUS | CIRRUS LOGIC INC | 79,895 | $2.315M | 0.0% | $28.98 | $28.98 | — | COM | 172755100 |
| — | QUANTUM CORP | 1,866,300 | $2.314M | 0.0% | $1.24 | $1.24 | — | COM DSSG | 747906204 |
| — | ELLIE MAE INC | 83,187 | $2.308M | 0.0% | $27.74 | $27.74 | — | COM | 28849P100 |
| — | SCICLONE PHARMACEUTICALS INC | 532,500 | $2.295M | 0.0% | $4.31 | $4.31 | — | COM | 80862K104 |
| KOP | KOPPERS HOLDINGS INC | 60,138 | $2.294M | 0.0% | $38.15 | $38.15 | — | COM | 50060P106 |
| — | NUVEEN EQUITY PREM ADV FD | 192,618 | $2.292M | 0.0% | $11.90 | $11.90 | — | COM | 6706ET107 |
| — | SONIC CORP | 220,200 | $2.292M | 0.0% | $10.41 | $10.41 | — | COM | 835451105 |
| — | BANK OF AMERICA CORPORATION | 2,000 | $2.271M | 0.0% | $1135.50 | $1135.50 | — | 7.25%CNV PFD L | 060505682 |
| WAFD | WASHINGTON FED INC | 134,500 | $2.269M | 0.0% | $16.87 | $16.87 | — | COM | 938824109 |
| CENX | CENTURY ALUM CO | 259,000 | $2.269M | 0.0% | $8.76 | $8.76 | — | COM | 156431108 |
| ACCO | ACCO BRANDS CORP | 308,633 | $2.265M | 0.0% | $7.34 | $7.34 | — | COM | 00081T108 |
| CFR | CULLEN FROST BANKERS INC | 41,681 | $2.262M | 0.0% | $54.27 | $54.27 | — | COM | 229899109 |
| GWW | GRAINGER W W INC | 11,156 | $2.258M | 0.0% | $202.40 | $202.40 | — | COM | 384802104 |
| — | GLOBAL CASH ACCESS HLDGS INC | 287,628 | $2.255M | 0.0% | $7.84 | $7.84 | — | COM | 378967103 |
| LKQ | LKQ CORP | 106,802 | $2.254M | 0.0% | $21.10 | $21.10 | — | COM | 501889208 |
| — | QUESTCOR PHARMACEUTICALS INC | 84,301 | $2.253M | 0.0% | $26.73 | $26.73 | — | COM | 74835Y101 |
| — | ASPEN TECHNOLOGY INC | 81,481 | $2.252M | 0.0% | $27.64 | $27.64 | — | COM | 045327103 |
| — | NOBLE CORPORATION BAAR | 64,644 | $2.251M | 0.0% | $34.82 | $34.82 | — | NAMEN -AKT | H5833N103 |
| — | CROSSTEX ENERGY INC | 157,003 | $2.251M | 0.0% | $14.34 | $14.34 | — | COM | 22765Y104 |
| — | NUVEEN EQUITY PREM INCOME FD | 189,436 | $2.241M | 0.0% | $11.83 | $11.83 | — | COM | 6706ER101 |
| NWBI | NORTHWEST BANCSHARES INC MD | 184,529 | $2.24M | 0.0% | $12.14 | $12.14 | — | COM | 667340103 |
| MPT | MEDICAL PPTYS TRUST INC | 185,671 | $2.221M | 0.0% | $11.96 | $11.96 | — | COM | 58463J304 |
| NYT | NEW YORK TIMES CO | 259,052 | $2.21M | 0.0% | $8.53 | $8.53 | — | CL A | 650111107 |
| — | APOLLO INVT CORP | 263,302 | $2.201M | 0.0% | $8.36 | $8.36 | — | COM | 03761U106 |
| GRMN | GARMIN LTD | 53,900 | $2.2M | 0.0% | $40.82 | $40.82 | — | SHS | H2906T109 |
| — | CROWN CASTLE INTL CORP | 30,454 | $2.198M | 0.0% | $72.17 | $72.17 | — | COM | 228227104 |
| — | LABORATORY CORP AMER HLDGS | 25,313 | $2.193M | 0.0% | $86.64 | $86.64 | — | COM NEW | 50540R409 |
| — | PACER INTL INC TENN | 561,955 | $2.192M | 0.0% | $3.90 | $3.90 | — | COM | 69373H106 |
| — | LEUCADIA NATL CORP | 91,600 | $2.179M | 0.0% | $23.79 | $23.79 | — | COM | 527288104 |
| TXT | TEXTRON INC | 87,782 | $2.176M | 0.0% | $24.79 | $24.79 | — | COM | 883203101 |
| — | AFFYMETRIX INC | 683,429 | $2.166M | 0.0% | $3.17 | $3.17 | — | COM | 00826T108 |
| MCO | MOODYS CORP | 43,042 | $2.166M | 0.0% | $50.32 | $50.32 | — | COM | 615369105 |
| — | AMERICAN SCIENCE & ENGR INC | 33,200 | $2.165M | 0.0% | $65.21 | $65.21 | — | COM | 029429107 |
| PBI | PITNEY BOWES INC | 201,700 | $2.146M | 0.0% | $10.64 | $10.64 | — | COM | 724479100 |
| — | VALEANT PHARMACEUTICALS INTL | 35,829 | $2.141M | 0.0% | $59.76 | $59.76 | — | COM | 91911K102 |
| — | ENCANA CORP | 108,300 | $2.14M | 0.0% | $19.76 | $19.76 | — | COM | 292505104 |
| A | AGILENT TECHNOLOGIES INC | 52,185 | $2.136M | 0.0% | $40.93 | $40.93 | — | COM | 00846U101 |
| — | PLUM CREEK TIMBER CO INC | 48,000 | $2.13M | 0.0% | $44.38 | $44.38 | — | COM | 729251108 |
| — | CLECO CORP NEW | 52,753 | $2.111M | 0.0% | $40.02 | $40.02 | — | COM | 12561W105 |
| — | INFORMATICA CORP | 69,291 | $2.101M | 0.0% | $30.32 | $30.32 | — | COM | 45666Q102 |
| — | UNS ENERGY CORP | 49,496 | $2.1M | 0.0% | $42.43 | $42.43 | — | COM | 903119105 |
| — | CRAY INC | 131,652 | $2.1M | 0.0% | $15.95 | $15.95 | — | COM NEW | 225223304 |
| BANR | BANNER CORP | 68,012 | $2.09M | 0.0% | $30.73 | $30.73 | — | COM NEW | 06652V208 |
| — | MYLAN INC | 75,900 | $2.086M | 0.0% | $27.48 | $27.48 | — | COM | 628530107 |
| — | JONES GROUP INC | 188,478 | $2.085M | 0.0% | $11.06 | $11.06 | — | COM | 48020T101 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 30,000 | $2.08M | 0.0% | $69.33 | $69.33 | — | COM | 015271109 |
| — | ONYX PHARMACEUTICALS INC | 27,415 | $2.071M | 0.0% | $75.54 | $75.54 | — | COM | 683399109 |
| — | MULTIMEDIA GAMES HLDG CO INC | 139,590 | $2.053M | 0.0% | $14.71 | $14.71 | — | COM | 625453105 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2.05M | 0.0% | $0.41 | $0.41 | — | NOTE 5.875%11/3 | 20478NAD2 |
| HL | HECLA MNG CO | 351,600 | $2.05M | 0.0% | $5.83 | $5.83 | — | COM | 422704106 |
| — | MONSTER BEVERAGE CORP | 38,694 | $2.046M | 0.0% | $52.88 | $52.88 | — | COM | 611740101 |
| — | SIX FLAGS ENTMT CORP NEW | 33,433 | $2.046M | 0.0% | $61.20 | $61.20 | — | COM | 83001A102 |
| AME | AMETEK INC NEW | 54,250 | $2.038M | 0.0% | $37.57 | $37.57 | — | COM | 031100100 |
| — | CITY NATL CORP | 41,102 | $2.035M | 0.0% | $49.51 | $49.51 | — | COM | 178566105 |
| CIEN | CIENA CORP | 128,990 | $2.025M | 0.0% | $15.70 | $15.70 | — | COM NEW | 171779309 |
| — | MITCHAM INDS INC | 148,300 | $2.021M | 0.0% | $13.63 | $13.63 | — | COM | 606501104 |
| AVA | AVISTA CORP | 83,828 | $2.021M | 0.0% | $24.11 | $24.11 | — | COM | 05379B107 |
| — | BEMIS INC | 60,200 | $2.014M | 0.0% | $33.46 | $33.46 | — | COM | 081437105 |
| — | CHIQUITA BRANDS INTL INC | 2,300,000 | $2.013M | 0.0% | $0.88 | $0.88 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | CAMERON INTERNATIONAL CORP | 35,601 | $2.01M | 0.0% | $56.46 | $56.46 | — | COM | 13342B105 |
| — | CARBO CERAMICS INC | 25,660 | $2.01M | 0.0% | $78.33 | $78.33 | — | COM | 140781105 |
| WLK | WESTLAKE CHEM CORP | 25,100 | $1.99M | 0.0% | $79.28 | $79.28 | — | COM | 960413102 |
| VRSK | VERISK ANALYTICS INC | 38,932 | $1.986M | 0.0% | $51.01 | $51.01 | — | CL A | 92345Y106 |
| — | XILINX INC | 55,304 | $1.985M | 0.0% | $35.89 | $35.89 | — | COM | 983919101 |
| GTLS | CHART INDS INC | 29,757 | $1.984M | 0.0% | $66.67 | $66.67 | — | COM PAR $0.01 | 16115Q308 |
| — | SPECTRUM BRANDS HLDGS INC | 44,123 | $1.982M | 0.0% | $44.92 | $44.92 | — | COM | 84763R101 |
| — | PERRIGO CO | 19,047 | $1.981M | 0.0% | $104.01 | $104.01 | — | COM | 714290103 |
| BKH | BLACK HILLS CORP | 54,375 | $1.976M | 0.0% | $36.34 | $36.34 | — | COM | 092113109 |
| FFIV | F5 NETWORKS INC | 20,310 | $1.973M | 0.0% | $97.14 | $97.14 | — | COM | 315616102 |
| — | INTERNATIONAL GAME TECHNOLOG | 138,549 | $1.963M | 0.0% | $14.17 | $14.17 | — | COM | 459902102 |
| — | TIME WARNER TELECOM INC | 1,425,000 | $1.957M | 0.0% | $1.37 | $1.37 | — | DBCV 2.375% 4/0 | 887319AC5 |
| OHI | OMEGA HEALTHCARE INVS INC | 81,847 | $1.952M | 0.0% | $23.85 | $23.85 | — | COM | 681936100 |
| GPK | GRAPHIC PACKAGING HLDG CO | 302,023 | $1.951M | 0.0% | $6.46 | $6.46 | — | COM | 388689101 |
| NFLX | NETFLIX INC | 21,000 | $1.948M | 0.0% | $92.76 | $92.76 | — | COM | 64110L106 |
| — | METLIFE INC | 43,382 | $1.928M | 0.0% | $44.44 | $44.44 | — | UNIT 99/99/9999 | 59156R116 |
| MS | MORGAN STANLEY | 100,200 | $1.916M | 0.0% | $19.12 | $19.12 | — | COM NEW | 617446448 |
| — | STAGE STORES INC | 77,262 | $1.915M | 0.0% | $24.79 | $24.79 | — | COM NEW | 85254C305 |
| CHT | CHUNGHWA TELECOM CO LTD | 59,053 | $1.91M | 0.0% | $32.34 | $32.34 | — | SPON ADR NEW11 | 17133Q502 |
| — | HOSPITALITY PPTYS TR | 81,200 | $1.902M | 0.0% | $23.42 | $23.42 | — | COM SH BEN INT | 44106M102 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 81,064 | $1.891M | 0.0% | $23.33 | $23.33 | — | COM | 00404A109 |
| — | MAGICJACK VOCALTEC LTD | 103,500 | $1.885M | 0.0% | $18.21 | $18.21 | — | SHS | M6787E101 |
| ENSG | ENSIGN GROUP INC | 69,300 | $1.884M | 0.0% | $27.19 | $27.19 | — | COM | 29358P101 |
| TYL | TYLER TECHNOLOGIES INC | 38,837 | $1.881M | 0.0% | $48.43 | $48.43 | — | COM | 902252105 |
| — | VALASSIS COMMUNICATIONS INC | 72,900 | $1.879M | 0.0% | $25.78 | $25.78 | — | COM | 918866104 |
| — | AMERICAN RLTY CAP TR INC | 162,600 | $1.878M | 0.0% | $11.55 | $11.55 | — | COM | 02917L101 |
| HAIN | HAIN CELESTIAL GROUP INC | 34,280 | $1.859M | 0.0% | $54.23 | $54.23 | — | COM | 405217100 |
| — | FELCOR LODGING TR INC | 397,810 | $1.858M | 0.0% | $4.67 | $4.67 | — | COM | 31430F101 |
| GIII | G-III APPAREL GROUP LTD | 54,239 | $1.857M | 0.0% | $34.24 | $34.24 | — | COM | 36237H101 |
| — | ADVENT CLAY CONV SEC INC FD | 285,583 | $1.851M | 0.0% | $6.48 | $6.48 | — | COM | 007639107 |
| PDM | PIEDMONT OFFICE REALTY TR IN | 102,400 | $1.848M | 0.0% | $18.05 | $18.05 | — | COM CL A | 720190206 |
| — | SEADRILL LIMITED | 50,159 | $1.846M | 0.0% | $36.80 | $36.80 | — | SHS | G7945E105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 47,765 | $1.84M | 0.0% | $38.52 | $38.52 | — | COM | 754730109 |
| — | CERNER CORP | 23,496 | $1.824M | 0.0% | $77.63 | $77.63 | — | COM | 156782104 |
| KGC | KINROSS GOLD CORP | 186,800 | $1.816M | 0.0% | $9.72 | $9.72 | — | COM NO PAR | 496902404 |
| — | EXIDE TECHNOLOGIES | 1,950,000 | $1.814M | 0.0% | $0.93 | $0.93 | — | FRNT 9/1 | 302051AL1 |
| — | OREXIGEN THERAPEUTICS INC | 343,967 | $1.813M | 0.0% | $5.27 | $5.27 | — | COM | 686164104 |
| GNTX | GENTEX CORP | 96,300 | $1.812M | 0.0% | $18.82 | $18.82 | — | COM | 371901109 |
| — | BLACKROCK ENH CAP & INC FD I | 145,637 | $1.809M | 0.0% | $12.42 | $12.42 | — | COM | 09256A109 |
| — | DENNYS CORP | 369,400 | $1.803M | 0.0% | $4.88 | $4.88 | — | COM | 24869P104 |
| — | DENBURY RES INC | 111,224 | $1.802M | 0.0% | $16.20 | $16.20 | — | COM NEW | 247916208 |
| — | TRIANGLE CAP CORP | 70,616 | $1.8M | 0.0% | $25.49 | $25.49 | — | COM | 895848109 |
| — | ARRAY BIOPHARMA INC | 483,918 | $1.8M | 0.0% | $3.72 | $3.72 | — | COM | 04269X105 |
| KALU | KAISER ALUMINUM CORP | 29,122 | $1.797M | 0.0% | $61.71 | $61.71 | — | COM PAR $0.01 | 483007704 |
| — | TELENAV INC | 224,800 | $1.794M | 0.0% | $7.98 | $7.98 | — | COM | 879455103 |
| — | MELLANOX TECHNOLOGIES LTD | 30,200 | $1.793M | 0.0% | $59.37 | $59.37 | — | SHS | M51363113 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 52,700 | $1.792M | 0.0% | $34.00 | $34.00 | — | COM | V7780T103 |
| DDD | 3-D SYS CORP DEL | 33,546 | $1.79M | 0.0% | $53.36 | $53.36 | — | COM NEW | 88554D205 |
| DCI | DONALDSON INC | 54,484 | $1.789M | 0.0% | $32.84 | $32.84 | — | COM | 257651109 |
| — | LIMELIGHT NETWORKS INC | 806,000 | $1.789M | 0.0% | $2.22 | $2.22 | — | COM | 53261M104 |
| OLN | OLIN CORP | 82,832 | $1.788M | 0.0% | $21.59 | $21.59 | — | COM PAR $1 | 680665205 |
| — | NUVEEN EQTY PRM OPPORTUNITYF | 148,089 | $1.787M | 0.0% | $12.07 | $12.07 | — | COM | 6706EM102 |
| — | BLACKROCK INCOME OPP TRUST I | 157,562 | $1.787M | 0.0% | $11.34 | $11.34 | — | COM | 092475102 |
| — | PENTAIR LTD | 36,191 | $1.779M | 0.0% | $49.16 | $49.16 | — | SHS | H6169Q108 |
| RLI | RLI CORP | 27,500 | $1.778M | 0.0% | $64.65 | $64.65 | — | COM | 749607107 |
| — | INVESTORS REAL ESTATE TR | 203,351 | $1.775M | 0.0% | $8.73 | $8.73 | — | SH BEN INT | 461730103 |
| — | MOVE INC | 231,850 | $1.76M | 0.0% | $7.59 | $7.59 | — | COM NEW | 62458M207 |
| — | INSULET CORP | 1,500,000 | $1.754M | 0.0% | $1.17 | $1.17 | — | NOTE 5.375% 6/1 | 45784PAA9 |
| — | BLACKROCK CORE BD TR | 116,352 | $1.734M | 0.0% | $14.90 | $14.90 | — | SHS BEN INT | 09249E101 |
| REG | REGENCY CTRS CORP | 36,700 | $1.729M | 0.0% | $47.11 | $47.11 | — | COM | 758849103 |
| — | EQUINIX INC | 8,374 | $1.727M | 0.0% | $206.23 | $206.23 | — | COM NEW | 29444U502 |
| — | SHIP FINANCE INTERNATIONAL L | 103,659 | $1.724M | 0.0% | $16.63 | $16.63 | — | SHS | G81075106 |
| HP | HELMERICH & PAYNE INC | 30,721 | $1.721M | 0.0% | $56.02 | $56.02 | — | COM | 423452101 |
| AJG | GALLAGHER ARTHUR J & CO | 49,634 | $1.72M | 0.0% | $34.65 | $34.65 | — | COM | 363576109 |
| — | FOSSIL INC | 18,437 | $1.716M | 0.0% | $93.07 | $93.07 | — | COM | 349882100 |
| — | SBA COMMUNICATIONS CORP | 1,000,000 | $1.704M | 0.0% | $1.70 | $1.70 | — | NOTE 1.875% 5/0 | 78388JAN6 |
| WIT | WIPRO LTD | 193,966 | $1.699M | 0.0% | $8.76 | $8.76 | — | SPON ADR 1 SH | 97651M109 |
| — | ULTRA PETROLEUM CORP | 93,300 | $1.692M | 0.0% | $18.14 | $18.14 | — | COM | 903914109 |
| — | CAPELLA EDUCATION COMPANY | 59,898 | $1.691M | 0.0% | $28.23 | $28.23 | — | COM | 139594105 |
| — | STERLING FINL CORP WASH | 80,802 | $1.687M | 0.0% | $20.88 | $20.88 | — | COM NEW | 859319303 |
| — | AGL RES INC | 41,931 | $1.676M | 0.0% | $39.97 | $39.97 | — | COM | 001204106 |
| — | BERRY PETE CO | 49,900 | $1.674M | 0.0% | $33.55 | $33.55 | — | CL A | 085789105 |
| MGEE | MGE ENERGY INC | 32,778 | $1.67M | 0.0% | $50.95 | $50.95 | — | COM | 55277P104 |
| — | SBA COMMUNICATIONS CORP | 23,400 | $1.662M | 0.0% | $71.03 | $71.03 | — | COM | 78388J106 |
| — | BGC PARTNERS INC | 1,800,000 | $1.66M | 0.0% | $0.92 | $0.92 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| WRLD | WORLD ACCEP CORP DEL | 22,268 | $1.66M | 0.0% | $74.55 | $74.55 | — | COM | 981419104 |
| — | LORAL SPACE & COMMUNICATNS I | 30,246 | $1.653M | 0.0% | $54.65 | $54.65 | — | COM | 543881106 |
| — | SIRIUS XM RADIO INC | 567,352 | $1.64M | 0.0% | $2.89 | $2.89 | — | COM | 82967N108 |
| — | CARMIKE CINEMAS INC | 108,900 | $1.634M | 0.0% | $15.00 | $15.00 | — | COM | 143436400 |
| DEI | DOUGLAS EMMETT INC | 70,100 | $1.633M | 0.0% | $23.30 | $23.30 | — | COM | 25960P109 |
| — | HATTERAS FINL CORP | 65,662 | $1.629M | 0.0% | $24.81 | $24.81 | — | COM | 41902R103 |
| HTGC | HERCULES TECH GROWTH CAP INC | 145,724 | $1.622M | 0.0% | $11.13 | $11.13 | — | COM | 427096508 |
| LEN/B | LENNAR CORP | 53,116 | $1.622M | 0.0% | $30.54 | $30.54 | — | CL B | 526057302 |
| LAD | LITHIA MTRS INC | 43,169 | $1.615M | 0.0% | $37.41 | $37.41 | — | CL A | 536797103 |
| — | STEC INC | 325,800 | $1.606M | 0.0% | $4.93 | $4.93 | — | COM | 784774101 |
| FSTR | FOSTER L B CO | 36,949 | $1.605M | 0.0% | $43.44 | $43.44 | — | COM | 350060109 |
| — | H & E EQUIPMENT SERVICES INC | 106,389 | $1.603M | 0.0% | $15.07 | $15.07 | — | COM | 404030108 |
| — | HEALTHWAYS INC | 149,534 | $1.6M | 0.0% | $10.70 | $10.70 | — | COM | 422245100 |
| CINF | CINCINNATI FINL CORP | 40,800 | $1.598M | 0.0% | $39.17 | $39.17 | — | COM | 172062101 |
| HIW | HIGHWOODS PPTYS INC | 47,704 | $1.596M | 0.0% | $33.46 | $33.46 | — | COM | 431284108 |
| — | KNIGHT CAP GROUP INC | 454,452 | $1.595M | 0.0% | $3.51 | $3.51 | — | CL A COM | 499005106 |
| — | AFFYMETRIX INC | 1,925,000 | $1.582M | 0.0% | $0.82 | $0.82 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ELLIS PERRY INTL INC | 78,700 | $1.566M | 0.0% | $19.90 | $19.90 | — | COM | 288853104 |
| — | TELETECH HOLDINGS INC | 87,843 | $1.564M | 0.0% | $17.80 | $17.80 | — | COM | 879939106 |
| — | RENTECH INC | 591,630 | $1.556M | 0.0% | $2.63 | $2.63 | — | COM | 760112102 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 17,469 | $1.552M | 0.0% | $88.84 | $88.84 | — | COM | 37364X109 |
| GTY | GETTY RLTY CORP NEW | 85,780 | $1.549M | 0.0% | $18.06 | $18.06 | — | COM | 374297109 |
| VRE | MACK CALI RLTY CORP | 59,200 | $1.546M | 0.0% | $26.11 | $26.11 | — | COM | 554489104 |
| — | STEINER LEISURE LTD | 32,076 | $1.546M | 0.0% | $48.20 | $48.20 | — | ORD | P8744Y102 |
| — | HERSHA HOSPITALITY TR | 306,999 | $1.535M | 0.0% | $5.00 | $5.00 | — | SH BEN INT A | 427825104 |
| — | MENS WEARHOUSE INC | 49,153 | $1.532M | 0.0% | $31.17 | $31.17 | — | COM | 587118100 |
| LVS | LAS VEGAS SANDS CORP | 33,157 | $1.531M | 0.0% | $46.17 | $46.17 | — | COM | 517834107 |
| — | MANNKIND CORP | 2,150,000 | $1.527M | 0.0% | $0.71 | $0.71 | — | NOTE 3.750%12/1 | 56400PAA0 |
| — | NUANCE COMMUNICATIONS INC | 1,400,000 | $1.527M | 0.0% | $1.09 | $1.09 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | HEARTLAND PMT SYS INC | 51,774 | $1.527M | 0.0% | $29.49 | $29.49 | — | COM | 42235N108 |
| — | ASTORIA FINL CORP | 162,718 | $1.523M | 0.0% | $9.36 | $9.36 | — | COM | 046265104 |
| — | STANDARD PAC CORP NEW | 207,238 | $1.523M | 0.0% | $7.35 | $7.35 | — | COM | 85375C101 |
| NNN | NATIONAL RETAIL PPTYS INC | 48,747 | $1.521M | 0.0% | $31.20 | $31.20 | — | COM | 637417106 |
| — | CYS INVTS INC | 128,500 | $1.518M | 0.0% | $11.81 | $11.81 | — | COM | 12673A108 |
| — | NUANCE COMMUNICATIONS INC | 67,955 | $1.517M | 0.0% | $22.32 | $22.32 | — | COM | 67020Y100 |
| — | QUESTAR CORP | 76,791 | $1.517M | 0.0% | $19.75 | $19.75 | — | COM | 748356102 |
| LTRE | LEARNING TREE INTL INC | 277,365 | $1.512M | 0.0% | $5.45 | $5.45 | — | COM | 522015106 |
| — | LORILLARD INC | 12,881 | $1.503M | 0.0% | $116.68 | $116.68 | — | COM | 544147101 |
| — | THRESHOLD PHARMACEUTICAL INC | 356,395 | $1.5M | 0.0% | $4.21 | $4.21 | — | COM NEW | 885807206 |
| SEE | SEALED AIR CORP NEW | 84,700 | $1.483M | 0.0% | $17.51 | $17.51 | — | COM | 81211K100 |
| — | FINISAR CORP | 800,000 | $1.47M | 0.0% | $1.84 | $1.84 | — | NOTE 5.000%10/1 | 31787AAK7 |
| SMG | SCOTTS MIRACLE GRO CO | 33,300 | $1.467M | 0.0% | $44.05 | $44.05 | — | CL A | 810186106 |
| — | FINISH LINE INC | 77,369 | $1.465M | 0.0% | $18.94 | $18.94 | — | CL A | 317923100 |
| — | U S G CORP | 52,109 | $1.463M | 0.0% | $28.08 | $28.08 | — | COM NEW | 903293405 |
| — | ARCH COAL INC | 199,600 | $1.461M | 0.0% | $7.32 | $7.32 | — | COM | 039380100 |
| — | GNC HLDGS INC | 43,604 | $1.451M | 0.0% | $33.28 | $33.28 | — | COM CL A | 36191G107 |
| TDC | TERADATA CORP DEL | 23,426 | $1.45M | 0.0% | $61.90 | $61.90 | — | COM | 88076W103 |
| — | HERTZ GLOBAL HOLDINGS INC | 89,061 | $1.449M | 0.0% | $16.27 | $16.27 | — | COM | 42805T105 |
| — | PAREXEL INTL CORP | 48,928 | $1.448M | 0.0% | $29.59 | $29.59 | — | COM | 699462107 |
| — | SPANSION INC | 103,900 | $1.445M | 0.0% | $13.91 | $13.91 | — | COM CL A NEW | 84649R200 |
| AMD | ADVANCED MICRO DEVICES INC | 598,200 | $1.436M | 0.0% | $2.40 | $2.40 | — | COM | 007903107 |
| — | TALISMAN ENERGY INC | 126,500 | $1.433M | 0.0% | $11.33 | $11.33 | — | COM | 87425E103 |
| — | FIFTH & PAC COS INC | 115,000 | $1.432M | 0.0% | $12.45 | $12.45 | — | COM | 316645100 |
| — | NOBLE ENERGY INC | 14,077 | $1.432M | 0.0% | $101.73 | $101.73 | — | COM | 655044105 |
| — | SPIRIT AIRLS INC | 80,700 | $1.43M | 0.0% | $17.72 | $17.72 | — | COM | 848577102 |
| — | HEALTH MGMT ASSOC INC NEW | 152,200 | $1.419M | 0.0% | $9.32 | $9.32 | — | CL A | 421933102 |
| — | TURQUOISE HILL RES LTD | 186,300 | $1.418M | 0.0% | $7.61 | $7.61 | — | COM | 900435108 |
| ROG | ROGERS CORP | 28,480 | $1.414M | 0.0% | $49.65 | $49.65 | — | COM | 775133101 |
| — | HIBBETT SPORTS INC | 26,772 | $1.411M | 0.0% | $52.70 | $52.70 | — | COM | 428567101 |
| — | COBALT INTL ENERGY INC | 57,467 | $1.411M | 0.0% | $24.55 | $24.55 | — | COM | 19075F106 |
| LEA | LEAR CORP | 30,100 | $1.41M | 0.0% | $46.84 | $46.84 | — | COM NEW | 521865204 |
| — | JOHN HANCOCK HDG EQ & INC FD | 91,876 | $1.402M | 0.0% | $15.26 | $15.26 | — | COM | 47804L102 |
| — | RACKSPACE HOSTING INC | 18,882 | $1.402M | 0.0% | $74.25 | $74.25 | — | COM | 750086100 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 186,600 | $1.396M | 0.0% | $7.48 | $7.48 | — | COM | 64125C109 |
| UDR | UDR INC | 58,700 | $1.396M | 0.0% | $23.78 | $23.78 | — | COM | 902653104 |
| — | HANGER INC | 50,961 | $1.394M | 0.0% | $27.35 | $27.35 | — | COM NEW | 41043F208 |
| — | AMERICAN CAMPUS CMNTYS INC | 29,981 | $1.383M | 0.0% | $46.13 | $46.13 | — | COM | 024835100 |
| MYE | MYERS INDS INC | 90,999 | $1.379M | 0.0% | $15.15 | $15.15 | — | COM | 628464109 |
| JACK | JACK IN THE BOX INC | 48,090 | $1.375M | 0.0% | $28.59 | $28.59 | — | COM | 466367109 |
| OXM | OXFORD INDS INC | 29,640 | $1.374M | 0.0% | $46.36 | $46.36 | — | COM | 691497309 |
| — | HITTITE MICROWAVE CORP | 22,128 | $1.374M | 0.0% | $62.09 | $62.09 | — | COM | 43365Y104 |
| — | DCT INDUSTRIAL TRUST INC | 211,153 | $1.37M | 0.0% | $6.49 | $6.49 | — | COM | 233153105 |
| FLO | FLOWERS FOODS INC | 58,643 | $1.365M | 0.0% | $23.28 | $23.28 | — | COM | 343498101 |
| — | FIRST MIDWEST BANCORP DEL | 108,975 | $1.364M | 0.0% | $12.52 | $12.52 | — | COM | 320867104 |
| WRB | BERKLEY W R CORP | 36,099 | $1.362M | 0.0% | $37.73 | $37.73 | — | COM | 084423102 |
| — | ATWOOD OCEANICS INC | 29,689 | $1.359M | 0.0% | $45.77 | $45.77 | — | COM | 050095108 |
| — | USA MOBILITY INC | 116,088 | $1.356M | 0.0% | $11.68 | $11.68 | — | COM | 90341G103 |
| NX | QUANEX BUILDING PRODUCTS COR | 66,322 | $1.354M | 0.0% | $20.42 | $20.42 | — | COM | 747619104 |
| — | ORBITAL SCIENCES CORP | 98,307 | $1.354M | 0.0% | $13.77 | $13.77 | — | COM | 685564106 |
| BC | BRUNSWICK CORP | 46,455 | $1.351M | 0.0% | $29.08 | $29.08 | — | COM | 117043109 |
| — | HAWAIIAN HOLDINGS INC | 205,445 | $1.35M | 0.0% | $6.57 | $6.57 | — | COM | 419879101 |
| — | ENERGEN CORP | 29,889 | $1.348M | 0.0% | $45.10 | $45.10 | — | COM | 29265N108 |
| MTRX | MATRIX SVC CO | 117,000 | $1.346M | 0.0% | $11.50 | $11.50 | — | COM | 576853105 |
| — | BIO-REFERENCE LABS INC | 46,814 | $1.343M | 0.0% | $28.69 | $28.69 | — | COM $.01 NEW | 09057G602 |
| ECL | ECOLAB INC | 18,665 | $1.342M | 0.0% | $71.90 | $71.90 | — | COM | 278865100 |
| FAST | FASTENAL CO | 28,535 | $1.332M | 0.0% | $46.68 | $46.68 | — | COM | 311900104 |
| GNRC | GENERAC HLDGS INC | 38,548 | $1.323M | 0.0% | $34.32 | $34.32 | — | COM | 368736104 |
| — | LINKEDIN CORP | 11,514 | $1.322M | 0.0% | $114.82 | $114.82 | — | COM CL A | 53578A108 |
| — | MICHAEL KORS HLDGS LTD | 25,900 | $1.322M | 0.0% | $51.04 | $51.04 | — | SHS | G60754101 |
| TBHC | KIRKLANDS INC | 124,750 | $1.321M | 0.0% | $10.59 | $10.59 | — | COM | 497498105 |
| — | BGC PARTNERS INC | 381,571 | $1.32M | 0.0% | $3.46 | $3.46 | — | CL A | 05541T101 |
| — | CIRCOR INTL INC | 33,300 | $1.318M | 0.0% | $39.58 | $39.58 | — | COM | 17273K109 |
| — | AIRGAS INC | 14,430 | $1.317M | 0.0% | $91.27 | $91.27 | — | COM | 009363102 |
| — | TEXAS CAPITAL BANCSHARES INC | 47,286 | $1.317M | 0.0% | $27.85 | $27.85 | — | *W EXP 01/16/201 | 88224Q115 |
| TAP | MOLSON COORS BREWING CO | 30,786 | $1.317M | 0.0% | $42.78 | $42.78 | — | CL B | 60871R209 |
| — | EXPRESS INC | 87,194 | $1.316M | 0.0% | $15.09 | $15.09 | — | COM | 30219E103 |
| — | POWERSHARES QQQ TRUST | 20,200 | $1.316M | 0.0% | $65.15 | $65.15 | — | UNIT SER 1 | 73935A104 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 26,100 | $1.314M | 0.0% | $50.34 | $50.34 | — | COM | 205306103 |
| LYV | LIVE NATION ENTERTAINMENT IN | 141,000 | $1.313M | 0.0% | $9.31 | $9.31 | — | COM | 538034109 |
| — | WESTERN ASSET GLOBAL CP DEFI | 63,106 | $1.309M | 0.0% | $20.74 | $20.74 | — | COM | 95790C107 |
| MAS | MASCO CORP | 78,600 | $1.309M | 0.0% | $16.65 | $16.65 | — | COM | 574599106 |
| IDXX | IDEXX LABS INC | 14,090 | $1.308M | 0.0% | $92.83 | $92.83 | — | COM | 45168D104 |
| — | REALNETWORKS INC | 172,365 | $1.303M | 0.0% | $7.56 | $7.56 | — | COM NEW | 75605L708 |
| — | JACOBS ENGR GROUP INC DEL | 30,482 | $1.298M | 0.0% | $42.58 | $42.58 | — | COM | 469814107 |
| — | NUVEEN EQUITY PREM & GROWTH | 99,752 | $1.29M | 0.0% | $12.93 | $12.93 | — | COM | 6706EW100 |
| — | TW TELECOM INC | 50,546 | $1.287M | 0.0% | $25.46 | $25.46 | — | COM | 87311L104 |
| CENTA | CENTRAL GARDEN & PET CO | 122,900 | $1.284M | 0.0% | $10.45 | $10.45 | — | CL A NON-VTG | 153527205 |
| ESS | ESSEX PPTY TR INC | 8,722 | $1.279M | 0.0% | $146.64 | $146.64 | — | COM | 297178105 |
| CDP | CORPORATE OFFICE PPTYS TR | 50,990 | $1.274M | 0.0% | $24.99 | $24.99 | — | SH BEN INT | 22002T108 |
| — | MEADOWBROOK INS GROUP INC | 219,579 | $1.269M | 0.0% | $5.78 | $5.78 | — | COM | 58319P108 |
| JBHT | HUNT J B TRANS SVCS INC | 21,200 | $1.266M | 0.0% | $59.72 | $59.72 | — | COM | 445658107 |
| — | RITE AID CORP | 1,160,000 | $1.265M | 0.0% | $1.09 | $1.09 | — | NOTE 8.500% 5/1 | 767754BU7 |
| WU | WESTERN UN CO | 92,771 | $1.263M | 0.0% | $13.61 | $13.61 | — | COM | 959802109 |
| — | VECTOR GROUP LTD | 1,229,000 | $1.26M | 0.0% | $1.03 | $1.03 | — | DBCV 6/1 | 92240MAL2 |
| ATO | ATMOS ENERGY CORP | 35,839 | $1.259M | 0.0% | $35.13 | $35.13 | — | COM | 049560105 |
| — | FIFTH THIRD BANCORP | 8,860 | $1.253M | 0.0% | $141.42 | $141.42 | — | CNV PFD DEP1/250 | 316773209 |
| — | SEALY CORP | 576,694 | $1.251M | 0.0% | $2.17 | $2.17 | — | COM | 812139301 |
| — | PRECISION DRILLING CORP | 151,000 | $1.25M | 0.0% | $8.28 | $8.28 | — | COM 2010 | 74022D308 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 70,315 | $1.249M | 0.0% | $17.76 | $17.76 | — | COM | 477839104 |
| RAIL | FREIGHTCAR AMER INC | 55,700 | $1.249M | 0.0% | $22.42 | $22.42 | — | COM | 357023100 |
| JKHY | HENRY JACK & ASSOC INC | 31,795 | $1.248M | 0.0% | $39.25 | $39.25 | — | COM | 426281101 |
| — | LUMBER LIQUIDATORS HLDGS INC | 23,605 | $1.247M | 0.0% | $52.83 | $52.83 | — | COM | 55003T107 |
| BIDU | BAIDU INC | 12,400 | $1.244M | 0.0% | $100.32 | $100.32 | — | SPON ADR REP A | 056752108 |
| WABC | WESTAMERICA BANCORPORATION | 29,200 | $1.244M | 0.0% | $42.60 | $42.60 | — | COM | 957090103 |
| CHRW | C H ROBINSON WORLDWIDE INC | 19,610 | $1.24M | 0.0% | $63.23 | $63.23 | — | COM NEW | 12541W209 |
| — | SAKS INC | 117,400 | $1.234M | 0.0% | $10.51 | $10.51 | — | COM | 79377W108 |
| — | AIR TRANSPORT SERVICES GRP I | 307,100 | $1.231M | 0.0% | $4.01 | $4.01 | — | COM | 00922R105 |
| BYD | BOYD GAMING CORP | 185,213 | $1.23M | 0.0% | $6.64 | $6.64 | — | COM | 103304101 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 31,404 | $1.226M | 0.0% | $39.04 | $39.04 | — | COM | 808541106 |
| — | EDUCATION RLTY TR INC | 115,145 | $1.225M | 0.0% | $10.64 | $10.64 | — | COM | 28140H104 |
| EMBJ | EMBRAER S A | 42,900 | $1.223M | 0.0% | $28.51 | $28.51 | — | SP ADR REP 4 COM | 29082A107 |
| — | ATLANTIC PWR CORP | 107,000 | $1.223M | 0.0% | $11.43 | $11.43 | — | COM NEW | 04878Q863 |
| — | ARIAD PHARMACEUTICALS INC | 63,598 | $1.22M | 0.0% | $19.18 | $19.18 | — | COM | 04033A100 |
| ARAY | ACCURAY INC | 189,400 | $1.218M | 0.0% | $6.43 | $6.43 | — | COM | 004397105 |
| — | MINE SAFETY APPLIANCES CO | 28,461 | $1.216M | 0.0% | $42.73 | $42.73 | — | COM | 602720104 |
| — | BEBE STORES INC | 304,785 | $1.216M | 0.0% | $3.99 | $3.99 | — | COM | 075571109 |
| LOPE | GRAND CANYON ED INC | 51,768 | $1.215M | 0.0% | $23.47 | $23.47 | — | COM | 38526M106 |
| — | FRONTIER COMMUNICATIONS CORP | 282,900 | $1.211M | 0.0% | $4.28 | $4.28 | — | COM | 35906A108 |
| — | SELECT INCOME REIT | 48,777 | $1.208M | 0.0% | $24.77 | $24.77 | — | COM SH BEN INT | 81618T100 |
| SSL | SASOL LTD | 27,900 | $1.208M | 0.0% | $43.30 | $43.30 | — | SPONSORED ADR | 803866300 |
| BMO | BANK MONTREAL QUE | 19,600 | $1.201M | 0.0% | $61.28 | $61.28 | — | COM | 063671101 |
| — | STEWART ENTERPRISES INC | 1,175,000 | $1.195M | 0.0% | $1.02 | $1.02 | — | NOTE 3.125% 7/1 | 860370AH8 |
| — | ROYCE FOCUS TR | 181,084 | $1.195M | 0.0% | $6.60 | $6.60 | — | COM | 78080N108 |
| — | BUCKEYE TECHNOLOGIES INC | 41,620 | $1.195M | 0.0% | $28.71 | $28.71 | — | COM | 118255108 |
| — | WILLIAMS CLAYTON ENERGY INC | 29,738 | $1.19M | 0.0% | $40.02 | $40.02 | — | COM | 969490101 |
| AN | AUTONATION INC | 29,890 | $1.187M | 0.0% | $39.71 | $39.71 | — | COM | 05329W102 |
| — | GLOBAL EAGLE ACQUISITION COR | 1,680,000 | $1.183M | 0.0% | $0.70 | $0.70 | — | *W EXP 05/13/201 | 37951D110 |
| — | BANK OF THE OZARKS INC | 35,313 | $1.182M | 0.0% | $33.47 | $33.47 | — | COM | 063904106 |
| UHAL | AMERCO | 9,285 | $1.177M | 0.0% | $126.76 | $126.76 | — | COM | 023586100 |
| — | ARMOUR RESIDENTIAL REIT INC | 180,700 | $1.169M | 0.0% | $6.47 | $6.47 | — | COM | 042315101 |
| — | ALMOST FAMILY INC | 57,600 | $1.167M | 0.0% | $20.26 | $20.26 | — | COM | 020409108 |
| — | CONSOLIDATED GRAPHICS INC | 33,400 | $1.166M | 0.0% | $34.91 | $34.91 | — | COM | 209341106 |
| — | ORIENTAL FINL GROUP INC | 87,321 | $1.166M | 0.0% | $13.35 | $13.35 | — | COM | 68618W100 |
| WEN | WENDYS CO | 247,900 | $1.165M | 0.0% | $4.70 | $4.70 | — | COM | 95058W100 |
| — | WAUSAU PAPER CORP | 134,397 | $1.164M | 0.0% | $8.66 | $8.66 | — | COM | 943315101 |
| TDY | TELEDYNE TECHNOLOGIES INC | 17,865 | $1.162M | 0.0% | $65.04 | $65.04 | — | COM | 879360105 |
| — | QEP RES INC | 38,400 | $1.162M | 0.0% | $30.26 | $30.26 | — | COM | 74733V100 |
| AVD | AMERICAN VANGUARD CORP | 37,323 | $1.16M | 0.0% | $31.08 | $31.08 | — | COM | 030371108 |
| — | AIR METHODS CORP | 31,407 | $1.159M | 0.0% | $36.90 | $36.90 | — | COM PAR $.06 | 009128307 |
| FE | FIRSTENERGY CORP | 27,677 | $1.156M | 0.0% | $41.77 | $41.77 | — | COM | 337932107 |
| BOKF | BOK FINL CORP | 21,100 | $1.149M | 0.0% | $54.45 | $54.45 | — | COM NEW | 05561Q201 |
| — | AFFORDABLE RESIDENTIAL CMNTY | 975,000 | $1.147M | 0.0% | $1.18 | $1.18 | — | NOTE 7.500% 8/1 | 00828UAB9 |
| NPO | ENPRO INDS INC | 27,907 | $1.141M | 0.0% | $40.89 | $40.89 | — | COM | 29355X107 |
| — | CEMEX SAB DE CV | 1,000,000 | $1.141M | 0.0% | $1.14 | $1.14 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | RYLAND GROUP INC | 31,177 | $1.138M | 0.0% | $36.50 | $36.50 | — | COM | 783764103 |
| — | TESSERA TECHNOLOGIES INC | 69,335 | $1.138M | 0.0% | $16.41 | $16.41 | — | COM | 88164L100 |
| DKS | DICKS SPORTING GOODS INC | 24,900 | $1.133M | 0.0% | $45.50 | $45.50 | — | COM | 253393102 |
| AZTA | BROOKS AUTOMATION INC | 140,496 | $1.131M | 0.0% | $8.05 | $8.05 | — | COM | 114340102 |
| — | DICE HLDGS INC | 122,900 | $1.128M | 0.0% | $9.18 | $9.18 | — | COM | 253017107 |
| SUI | SUN CMNTYS INC | 28,266 | $1.128M | 0.0% | $39.91 | $39.91 | — | COM | 866674104 |
| SNX | SYNNEX CORP | 32,700 | $1.124M | 0.0% | $34.37 | $34.37 | — | COM | 87162W100 |
| — | HARRIS TEETER SUPERMARKETS I | 29,100 | $1.122M | 0.0% | $38.56 | $38.56 | — | COM | 414585109 |
| MFC | MANULIFE FINL CORP | 82,400 | $1.12M | 0.0% | $13.59 | $13.59 | — | COM | 56501R106 |
| — | DUKE REALTY CORP | 80,700 | $1.119M | 0.0% | $13.87 | $13.87 | — | COM NEW | 264411505 |
| — | SELECT COMFORT CORP | 42,708 | $1.118M | 0.0% | $26.18 | $26.18 | — | COM | 81616X103 |
| — | NUVEEN QUALITY PFD INCOME FD | 118,168 | $1.118M | 0.0% | $9.46 | $9.46 | — | COM | 67072C105 |
| CFFN | CAPITOL FED FINL INC | 95,500 | $1.116M | 0.0% | $11.69 | $11.69 | — | COM | 14057J101 |
| — | ING GLOBAL EQTY DIV & PREM O | 128,530 | $1.114M | 0.0% | $8.67 | $8.67 | — | COM | 45684E107 |
| — | GLIMCHER RLTY TR | 100,332 | $1.113M | 0.0% | $11.09 | $11.09 | — | SH BEN INT | 379302102 |
| — | WMS INDS INC | 63,600 | $1.113M | 0.0% | $17.50 | $17.50 | — | COM | 929297109 |
| RRC | RANGE RES CORP | 17,684 | $1.111M | 0.0% | $62.83 | $62.83 | — | COM | 75281A109 |
| — | ATMI INC | 53,213 | $1.111M | 0.0% | $20.88 | $20.88 | — | COM | 00207R101 |
| CRM | SALESFORCE COM INC | 6,600 | $1.109M | 0.0% | $168.03 | $168.03 | — | COM | 79466L302 |
| — | ENDOCYTE INC | 123,500 | $1.109M | 0.0% | $8.98 | $8.98 | — | COM | 29269A102 |
| — | ATLAS ENERGY LP | 31,631 | $1.099M | 0.0% | $34.74 | $34.74 | — | COM UNITS LP | 04930A104 |
| PRIM | PRIMORIS SVCS CORP | 73,014 | $1.098M | 0.0% | $15.04 | $15.04 | — | COM | 74164F103 |
| — | CAPSTEAD MTG CORP | 95,704 | $1.098M | 0.0% | $11.47 | $11.47 | — | COM NO PAR | 14067E506 |
| GIFI | GULF ISLAND FABRICATION INC | 45,590 | $1.096M | 0.0% | $24.04 | $24.04 | — | COM | 402307102 |
| — | FRESH MKT INC | 22,700 | $1.092M | 0.0% | $48.11 | $48.11 | — | COM | 35804H106 |
| — | EXCO RESOURCES INC | 161,000 | $1.09M | 0.0% | $6.77 | $6.77 | — | COM | 269279402 |
| BWA | BORGWARNER INC | 15,222 | $1.09M | 0.0% | $71.61 | $71.61 | — | COM | 099724106 |
| — | MFA FINANCIAL INC | 134,117 | $1.088M | 0.0% | $8.11 | $8.11 | — | COM | 55272X102 |
| CGNX | COGNEX CORP | 29,482 | $1.086M | 0.0% | $36.84 | $36.84 | — | COM | 192422103 |
| FFIN | FIRST FINL BANKSHARES | 27,850 | $1.086M | 0.0% | $38.99 | $38.99 | — | COM | 32020R109 |
| — | BROOKFIELD RESIDENTIAL PPTYS | 60,000 | $1.076M | 0.0% | $17.93 | $17.93 | — | COM | 11283W104 |
| CASY | CASEYS GEN STORES INC | 20,244 | $1.075M | 0.0% | $53.10 | $53.10 | — | COM | 147528103 |
| — | FUSION-IO INC | 46,835 | $1.074M | 0.0% | $22.93 | $22.93 | — | COM | 36112J107 |
| EXP | EAGLE MATERIALS INC | 18,354 | $1.074M | 0.0% | $58.52 | $58.52 | — | COM | 26969P108 |
| ILMN | ILLUMINA INC | 19,300 | $1.073M | 0.0% | $55.60 | $55.60 | — | COM | 452327109 |
| AEM | AGNICO EAGLE MINES LTD | 20,400 | $1.07M | 0.0% | $52.45 | $52.45 | — | COM | 008474108 |
| MTH | MERITAGE HOMES CORP | 28,548 | $1.066M | 0.0% | $37.34 | $37.34 | — | COM | 59001A102 |
| — | NEW YORK CMNTY BANCORP INC | 81,318 | $1.065M | 0.0% | $13.10 | $13.10 | — | COM | 649445103 |
| — | NEUSTAR INC | 25,369 | $1.064M | 0.0% | $41.94 | $41.94 | — | CL A | 64126X201 |
| TER | TERADYNE INC | 62,942 | $1.063M | 0.0% | $16.89 | $16.89 | — | COM | 880770102 |
| — | PRAXAIR INC | 9,689 | $1.06M | 0.0% | $109.40 | $109.40 | — | COM | 74005P104 |
| — | CHEMICAL FINL CORP | 44,631 | $1.06M | 0.0% | $23.75 | $23.75 | — | COM | 163731102 |
| TSLA | TESLA MTRS INC | 31,256 | $1.059M | 0.0% | $33.88 | $33.88 | — | COM | 88160R101 |
| — | VOLTERRA SEMICONDUCTOR CORP | 61,475 | $1.056M | 0.0% | $17.18 | $17.18 | — | COM | 928708106 |
| — | SALIX PHARMACEUTICALS INC | 26,000 | $1.052M | 0.0% | $40.46 | $40.46 | — | COM | 795435106 |
| — | HOVNANIAN ENTERPRISES INC | 150,109 | $1.051M | 0.0% | $7.00 | $7.00 | — | CL A | 442487203 |
| — | PETROQUEST ENERGY INC | 212,190 | $1.05M | 0.0% | $4.95 | $4.95 | — | COM | 716748108 |
| DB | DEUTSCHE BANK AG | 23,700 | $1.05M | 0.0% | $44.30 | $44.30 | — | NAMEN AKT | D18190898 |
| — | INTERNATIONAL GAME TECHNOLOG | 1,000,000 | $1.048M | 0.0% | $1.05 | $1.05 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| UNF | UNIFIRST CORP MASS | 14,300 | $1.048M | 0.0% | $73.29 | $73.29 | — | COM | 904708104 |
| — | ENCORE WIRE CORP | 34,299 | $1.04M | 0.0% | $30.32 | $30.32 | — | COM | 292562105 |
| PGR | PROGRESSIVE CORP OHIO | 49,259 | $1.039M | 0.0% | $21.09 | $21.09 | — | COM | 743315103 |
| — | WESTWAY GROUP INC | 155,571 | $1.038M | 0.0% | $6.67 | $6.67 | — | COM | 96169B100 |
| NTRS | NORTHERN TR CORP | 20,700 | $1.038M | 0.0% | $50.14 | $50.14 | — | COM | 665859104 |
| OSIS | OSI SYSTEMS INC | 16,155 | $1.035M | 0.0% | $64.07 | $64.07 | — | COM | 671044105 |
| LECO | LINCOLN ELEC HLDGS INC | 21,268 | $1.035M | 0.0% | $48.66 | $48.66 | — | COM | 533900106 |
| NI | NISOURCE INC | 41,489 | $1.033M | 0.0% | $24.90 | $24.90 | — | COM | 65473P105 |
| — | POZEN INC | 206,000 | $1.032M | 0.0% | $5.01 | $5.01 | — | COM | 73941U102 |
| — | GEO GROUP INC | 36,487 | $1.029M | 0.0% | $28.20 | $28.20 | — | COM | 36159R103 |
| — | COUSINS PPTYS INC | 123,241 | $1.029M | 0.0% | $8.35 | $8.35 | — | COM | 222795106 |
| — | VIVUS INC | 76,499 | $1.027M | 0.0% | $13.43 | $13.43 | — | COM | 928551100 |
| BCO | BRINKS CO | 36,003 | $1.027M | 0.0% | $28.53 | $28.53 | — | COM | 109696104 |
| — | COMTECH TELECOMMUNICATIONS C | 1,000,000 | $1.024M | 0.0% | $1.02 | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | BROOKFIELD ASSET MGMT INC | 27,900 | $1.023M | 0.0% | $36.67 | $36.67 | — | CL A LTD VT SH | 112585104 |
| — | CORNERSTONE ONDEMAND INC | 34,238 | $1.011M | 0.0% | $29.53 | $29.53 | — | COM | 21925Y103 |
| — | CABELAS INC | 24,202 | $1.01M | 0.0% | $41.73 | $41.73 | — | COM | 126804301 |
| AMCX | AMC NETWORKS INC | 20,400 | $1.01M | 0.0% | $49.51 | $49.51 | — | CL A | 00164V103 |
| — | PINNACLE ENTMT INC | 63,590 | $1.007M | 0.0% | $15.84 | $15.84 | — | COM | 723456109 |
| — | STILLWATER MNG CO | 1,000,000 | $1.005M | 0.0% | $1.00 | $1.00 | — | NOTE 1.875% 3/1 | 86074QAF9 |
| — | HOLOGIC INC | 1,000,000 | $1.002M | 0.0% | $1.00 | $1.00 | — | FRNT 2.000%12/1 | 436440AA9 |
| — | RAIT FINANCIAL TRUST | 175,383 | $991K | 0.0% | $5.65 | $5.65 | — | COM NEW | 749227609 |
| HII | HUNTINGTON INGALLS INDS INC | 22,800 | $988K | 0.0% | $43.33 | $43.33 | — | COM | 446413106 |
| — | EMPRESA NACIONAL DE ELCTRCID | 20,200 | $986K | 0.0% | $48.81 | $48.81 | — | SPONSORED ADR | 29244T101 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 15,322 | $985K | 0.0% | $64.29 | $64.29 | — | COM | 22410J106 |
| CACC | CREDIT ACCEP CORP MICH | 9,677 | $984K | 0.0% | $101.68 | $101.68 | — | COM | 225310101 |
| — | VIRGIN MEDIA INC | 26,781 | $984K | 0.0% | $36.74 | $36.74 | — | COM | 92769L101 |
| — | HUNTINGTON BANCSHARES INC | 800 | $984K | 0.0% | $1230.00 | $1230.00 | — | PFD CONV SER A | 446150401 |
| — | FIRST TR ENHANCED EQTY INC F | 82,722 | $979K | 0.0% | $11.83 | $11.83 | — | COM | 337318109 |
| CVBF | CVB FINL CORP | 94,158 | $979K | 0.0% | $10.40 | $10.40 | — | COM | 126600105 |
| KFY | KORN FERRY INTL | 61,415 | $974K | 0.0% | $15.86 | $15.86 | — | COM NEW | 500643200 |
| — | FIRST POTOMAC RLTY TR | 78,535 | $971K | 0.0% | $12.36 | $12.36 | — | COM | 33610F109 |
| SAFT | SAFETY INS GROUP INC | 21,006 | $970K | 0.0% | $46.18 | $46.18 | — | COM | 78648T100 |
| — | LAYNE CHRISTENSEN CO | 39,700 | $964K | 0.0% | $24.28 | $24.28 | — | COM | 521050104 |
| — | CAVIUM INC | 30,900 | $964K | 0.0% | $31.20 | $31.20 | — | COM | 14964U108 |
| — | STRATEGIC HOTELS & RESORTS I | 150,123 | $961K | 0.0% | $6.40 | $6.40 | — | COM | 86272T106 |
| SAM | BOSTON BEER INC | 7,143 | $960K | 0.0% | $134.40 | $134.40 | — | CL A | 100557107 |
| — | CHINA UNICOM (HONG KONG) LTD | 58,764 | $957K | 0.0% | $16.29 | $16.29 | — | SPONSORED ADR | 16945R104 |
| — | XL GROUP PLC | 38,119 | $955K | 0.0% | $25.05 | $25.05 | — | SHS | G98290102 |
| LPX | LOUISIANA PAC CORP | 49,409 | $955K | 0.0% | $19.33 | $19.33 | — | COM | 546347105 |
| — | SUN HYDRAULICS CORP | 36,433 | $950K | 0.0% | $26.08 | $26.08 | — | COM | 866942105 |
| — | LIBERTY MEDIA CORP | 1,000,000 | $950K | 0.0% | $0.95 | $0.95 | — | DEB 3.250% 3/1 | 530715AR2 |
| — | VITAMIN SHOPPE INC | 16,532 | $948K | 0.0% | $57.34 | $57.34 | — | COM | 92849E101 |
| NEU | NEWMARKET CORP | 3,614 | $948K | 0.0% | $262.31 | $262.31 | — | COM | 651587107 |
| RGLD | ROYAL GOLD INC | 11,648 | $947K | 0.0% | $81.30 | $81.30 | — | COM | 780287108 |
| — | GALENA BIOPHARMA | 618,600 | $946K | 0.0% | $1.53 | $1.53 | — | COM | 363256108 |
| — | HALCON RES CORP | 136,566 | $945K | 0.0% | $6.92 | $6.92 | — | COM NEW | 40537Q209 |
| — | BARRICK GOLD CORP | 26,900 | $942K | 0.0% | $35.02 | $35.02 | — | COM | 067901108 |
| — | ALTRA HOLDINGS INC | 42,700 | $942K | 0.0% | $22.06 | $22.06 | — | COM | 02208R106 |
| — | REXAHN PHARMACEUTICALS INC | 3,012,500 | $934K | 0.0% | $0.31 | $0.31 | — | COM | 761640101 |
| — | SUNPOWER CORP | 1,000,000 | $933K | 0.0% | $0.93 | $0.93 | — | DBCV 4.500% 3/1 | 867652AE9 |
| — | PIONEER NAT RES CO | 8,720 | $929K | 0.0% | $106.54 | $106.54 | — | COM | 723787107 |
| TTC | TORO CO | 21,600 | $928K | 0.0% | $42.96 | $42.96 | — | COM | 891092108 |
| NPK | NATIONAL PRESTO INDS INC | 13,400 | $926K | 0.0% | $69.10 | $69.10 | — | COM | 637215104 |
| JJSF | J & J SNACK FOODS CORP | 14,484 | $926K | 0.0% | $63.93 | $63.93 | — | COM | 466032109 |
| MEI | METHODE ELECTRS INC | 92,246 | $925K | 0.0% | $10.03 | $10.03 | — | COM | 591520200 |
| — | FLAGSTAR BANCORP INC | 47,557 | $923K | 0.0% | $19.41 | $19.41 | — | COM PAR .001 | 337930705 |
| HNI | HNI CORP | 30,652 | $921K | 0.0% | $30.05 | $30.05 | — | COM | 404251100 |
| AZZ | AZZ INC | 23,916 | $919K | 0.0% | $38.43 | $38.43 | — | COM | 002474104 |
| — | HOSPIRA INC | 29,400 | $918K | 0.0% | $31.22 | $31.22 | — | COM | 441060100 |
| CRMT | AMERICAS CAR MART INC | 22,561 | $914K | 0.0% | $40.51 | $40.51 | — | COM | 03062T105 |
| — | ULTRATECH INC | 24,316 | $907K | 0.0% | $37.30 | $37.30 | — | COM | 904034105 |
| — | GRAFTECH INTL LTD | 96,483 | $906K | 0.0% | $9.39 | $9.39 | — | COM | 384313102 |
| — | SANDISK CORP | 20,800 | $906K | 0.0% | $43.56 | $43.56 | — | COM | 80004C101 |
| — | ELIZABETH ARDEN INC | 20,114 | $905K | 0.0% | $44.99 | $44.99 | — | COM | 28660G106 |
| — | REPUBLIC AWYS HLDGS INC | 159,266 | $905K | 0.0% | $5.68 | $5.68 | — | COM | 760276105 |
| — | INVESCO BD FD | 42,334 | $903K | 0.0% | $21.33 | $21.33 | — | COM | 46132L107 |
| WTFC | WINTRUST FINANCIAL CORP | 24,569 | $902K | 0.0% | $36.71 | $36.71 | — | COM | 97650W108 |
| — | CHIMERA INVT CORP | 344,530 | $899K | 0.0% | $2.61 | $2.61 | — | COM | 16934Q109 |
| — | URSTADT BIDDLE PPTYS INC | 45,590 | $897K | 0.0% | $19.68 | $19.68 | — | CL A | 917286205 |
| — | OCLARO INC | 570,488 | $896K | 0.0% | $1.57 | $1.57 | — | COM NEW | 67555N206 |
| SRPT | SAREPTA THERAPEUTICS INC | 34,647 | $894K | 0.0% | $25.80 | $25.80 | — | COM | 803607100 |
| DXPE | DXP ENTERPRISES INC NEW | 18,177 | $892K | 0.0% | $49.07 | $49.07 | — | COM NEW | 233377407 |
| — | SAUER-DANFOSS INC | 16,700 | $891K | 0.0% | $53.35 | $53.35 | — | COM | 804137107 |
| — | MWI VETERINARY SUPPLY INC | 8,055 | $886K | 0.0% | $109.99 | $109.99 | — | COM | 55402X105 |
| WDFC | WD-40 CO | 18,778 | $885K | 0.0% | $47.13 | $47.13 | — | COM | 929236107 |
| — | PRECISION CASTPARTS CORP | 4,668 | $884K | 0.0% | $189.37 | $189.37 | — | COM | 740189105 |
| FELE | FRANKLIN ELEC INC | 14,201 | $883K | 0.0% | $62.18 | $62.18 | — | COM | 353514102 |
| CAR | AVIS BUDGET GROUP | 44,573 | $883K | 0.0% | $19.81 | $19.81 | — | COM | 053774105 |
| TRMK | TRUSTMARK CORP | 39,222 | $881K | 0.0% | $22.46 | $22.46 | — | COM | 898402102 |
| FFBC | FIRST FINL BANCORP OH | 60,261 | $881K | 0.0% | $14.62 | $14.62 | — | COM | 320209109 |
| COKE | COCA COLA BOTTLING CO CONS | 13,137 | $874K | 0.0% | $66.53 | $66.53 | — | COM | 191098102 |
| — | WEINGARTEN RLTY INVS | 32,500 | $870K | 0.0% | $26.77 | $26.77 | — | SH BEN INT | 948741103 |
| MAA | MID-AMER APT CMNTYS INC | 13,351 | $864K | 0.0% | $64.71 | $64.71 | — | COM | 59522J103 |
| — | SCBT FINANCIAL CORP | 21,425 | $861K | 0.0% | $40.19 | $40.19 | — | COM | 78401V102 |
| — | TIDEWATER INC | 19,218 | $859K | 0.0% | $44.70 | $44.70 | — | COM | 886423102 |
| — | SILVER WHEATON CORP | 23,800 | $859K | 0.0% | $36.09 | $36.09 | — | COM | 828336107 |
| — | HARVEST NATURAL RESOURCES IN | 94,103 | $854K | 0.0% | $9.08 | $9.08 | — | COM | 41754V103 |
| — | TRAVELZOO INC | 44,700 | $849K | 0.0% | $18.99 | $18.99 | — | COM | 89421Q106 |
| PLXS | PLEXUS CORP | 32,900 | $849K | 0.0% | $25.81 | $25.81 | — | COM | 729132100 |
| — | CANTEL MEDICAL CORP | 28,529 | $848K | 0.0% | $29.72 | $29.72 | — | COM | 138098108 |
| — | MORGAN STANLEY | 45,960 | $848K | 0.0% | $18.45 | $18.45 | — | INCOME SEC INC | 61745P874 |
| — | JAMES RIVER COAL CO | 264,300 | $846K | 0.0% | $3.20 | $3.20 | — | COM NEW | 470355207 |
| — | COINSTAR INC | 16,177 | $841K | 0.0% | $51.99 | $51.99 | — | COM | 19259P300 |
| — | NEKTAR THERAPEUTICS | 113,448 | $841K | 0.0% | $7.41 | $7.41 | — | COM | 640268108 |
| — | ON ASSIGNMENT INC | 41,326 | $838K | 0.0% | $20.28 | $20.28 | — | COM | 682159108 |
| — | BEAZER HOMES USA INC | 29,250 | $837K | 0.0% | $28.62 | $28.62 | — | UNIT 99/99/9999 | 07556Q709 |
| PKX | POSCO | 10,100 | $830K | 0.0% | $82.18 | $82.18 | — | SPONSORED ADR | 693483109 |
| IDT | IDT CORP | 86,800 | $828K | 0.0% | $9.54 | $9.54 | — | CL B NEW | 448947507 |
| — | INNOPHOS HOLDINGS INC | 17,661 | $821K | 0.0% | $46.49 | $46.49 | — | COM | 45774N108 |
| SHOO | MADDEN STEVEN LTD | 19,432 | $821K | 0.0% | $42.25 | $42.25 | — | COM | 556269108 |
| — | SIRONA DENTAL SYSTEMS INC | 12,700 | $819K | 0.0% | $64.49 | $64.49 | — | COM | 82966C103 |
| — | CONSOL ENERGY INC | 25,500 | $819K | 0.0% | $32.12 | $32.12 | — | COM | 20854P109 |
| — | BEACON ROOFING SUPPLY INC | 24,567 | $818K | 0.0% | $33.30 | $33.30 | — | COM | 073685109 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 5,633 | $815K | 0.0% | $144.68 | $144.68 | — | COM | 018581108 |
| — | STR HLDGS INC | 323,300 | $815K | 0.0% | $2.52 | $2.52 | — | COM | 78478V100 |
| NFG | NATIONAL FUEL GAS CO N J | 16,000 | $811K | 0.0% | $50.69 | $50.69 | — | COM | 636180101 |
| PRSU | VIAD CORP | 29,769 | $809K | 0.0% | $27.18 | $27.18 | — | COM NEW | 92552R406 |
| — | NORTHEAST UTILS | 20,657 | $807K | 0.0% | $39.07 | $39.07 | — | COM | 664397106 |
| — | RESEARCH IN MOTION LTD | 67,900 | $807K | 0.0% | $11.89 | $11.89 | — | COM | 760975102 |
| — | SUPERIOR INDS INTL INC | 39,528 | $806K | 0.0% | $20.39 | $20.39 | — | COM | 868168105 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 18,113 | $803K | 0.0% | $44.33 | $44.33 | — | COM NEW | 049164205 |
| — | MTS SYS CORP | 15,753 | $802K | 0.0% | $50.91 | $50.91 | — | COM | 553777103 |
| ADBE | ADOBE SYS INC | 21,253 | $801K | 0.0% | $37.69 | $37.69 | — | COM | 00724F101 |
| BGS | B & G FOODS INC NEW | 28,236 | $799K | 0.0% | $28.30 | $28.30 | — | COM | 05508R106 |
| — | VITESSE SEMICONDUCTOR CORP | 357,711 | $798K | 0.0% | $2.23 | $2.23 | — | COM NEW | 928497304 |
| — | PARKWAY PPTYS INC | 56,949 | $797K | 0.0% | $13.99 | $13.99 | — | COM | 70159Q104 |
| — | SOLARWINDS INC | 15,198 | $797K | 0.0% | $52.44 | $52.44 | — | COM | 83416B109 |
| — | RESOLUTE FST PRODS INC | 60,100 | $796K | 0.0% | $13.24 | $13.24 | — | COM | 76117W109 |
| KMPR | KEMPER CORP DEL | 26,936 | $795K | 0.0% | $29.51 | $29.51 | — | COM | 488401100 |
| LXU | LSB INDS INC | 22,279 | $789K | 0.0% | $35.41 | $35.41 | — | COM | 502160104 |
| THO | THOR INDS INC | 21,027 | $787K | 0.0% | $37.43 | $37.43 | — | COM | 885160101 |
| — | SOURCEFIRE INC | 16,553 | $782K | 0.0% | $47.24 | $47.24 | — | COM | 83616T108 |
| — | COMCAST CORP NEW | 21,700 | $780K | 0.0% | $35.94 | $35.94 | — | CL A SPL | 20030N200 |
| — | LAMAR ADVERTISING CO | 20,067 | $778K | 0.0% | $38.77 | $38.77 | — | CL A | 512815101 |
| — | BALLY TECHNOLOGIES INC | 17,300 | $773K | 0.0% | $44.68 | $44.68 | — | COM | 05874B107 |
| EIG | EMPLOYERS HOLDINGS INC | 37,519 | $772K | 0.0% | $20.58 | $20.58 | — | COM | 292218104 |
| WKC | WORLD FUEL SVCS CORP | 18,731 | $771K | 0.0% | $41.16 | $41.16 | — | COM | 981475106 |
| — | LAM RESEARCH CORP | 21,353 | $771K | 0.0% | $36.11 | $36.11 | — | COM | 512807108 |
| LINC | LINCOLN EDL SVCS CORP | 138,000 | $771K | 0.0% | $5.59 | $5.59 | — | COM | 533535100 |
| — | AMTRUST FINANCIAL SERVICES I | 26,749 | $767K | 0.0% | $28.67 | $28.67 | — | COM | 032359309 |
| — | IDENIX PHARMACEUTICALS INC | 157,934 | $766K | 0.0% | $4.85 | $4.85 | — | COM | 45166R204 |
| — | GREENHILL & CO INC | 14,600 | $759K | 0.0% | $51.99 | $51.99 | — | COM | 395259104 |
| — | LINEAR TECHNOLOGY CORP | 21,983 | $754K | 0.0% | $34.30 | $34.30 | — | COM | 535678106 |
| IDA | IDACORP INC | 17,384 | $754K | 0.0% | $43.37 | $43.37 | — | COM | 451107106 |
| — | BRE PROPERTIES INC | 14,750 | $750K | 0.0% | $50.85 | $50.85 | — | CL A | 05564E106 |
| BKD | BROOKDALE SR LIVING INC | 29,600 | $749K | 0.0% | $25.30 | $25.30 | — | COM | 112463104 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 16,658 | $747K | 0.0% | $44.84 | $44.84 | — | COM | 88224Q107 |
| — | TRIUMPH GROUP INC NEW | 11,387 | $744K | 0.0% | $65.34 | $65.34 | — | COM | 896818101 |
| ACIW | ACI WORLDWIDE INC | 16,947 | $740K | 0.0% | $43.67 | $43.67 | — | COM | 004498101 |
| DXCM | DEXCOM INC | 54,295 | $739K | 0.0% | $13.61 | $13.61 | — | COM | 252131107 |
| — | CARIBOU COFFEE INC | 45,643 | $739K | 0.0% | $16.19 | $16.19 | — | COM | 142042209 |
| ALGT | ALLEGIANT TRAVEL CO | 10,058 | $738K | 0.0% | $73.37 | $73.37 | — | COM | 01748X102 |
| — | TIFFANY & CO NEW | 12,839 | $736K | 0.0% | $57.33 | $57.33 | — | COM | 886547108 |
| TTI | TETRA TECHNOLOGIES INC DEL | 96,700 | $734K | 0.0% | $7.59 | $7.59 | — | COM | 88162F105 |
| XYL | XYLEM INC | 27,000 | $732K | 0.0% | $27.11 | $27.11 | — | COM | 98419M100 |
| — | CONTANGO OIL & GAS COMPANY | 17,200 | $729K | 0.0% | $42.38 | $42.38 | — | COM NEW | 21075N204 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 15,300 | $729K | 0.0% | $47.65 | $47.65 | — | ORD | M22465104 |
| — | UIL HLDG CORP | 20,352 | $729K | 0.0% | $35.82 | $35.82 | — | COM | 902748102 |
| FUL | FULLER H B CO | 20,915 | $728K | 0.0% | $34.81 | $34.81 | — | COM | 359694106 |
| VRTS | VIRTUS INVT PARTNERS INC | 5,995 | $725K | 0.0% | $120.93 | $120.93 | — | COM | 92828Q109 |
| DLX | DELUXE CORP | 22,467 | $724K | 0.0% | $32.23 | $32.23 | — | COM | 248019101 |
| — | SEMGROUP CORP | 18,444 | $721K | 0.0% | $39.09 | $39.09 | — | CL A | 81663A105 |
| GLNG | GOLAR LNG LTD BERMUDA | 19,571 | $720K | 0.0% | $36.79 | $36.79 | — | SHS | G9456A100 |
| — | REPROS THERAPEUTICS INC | 45,655 | $719K | 0.0% | $15.75 | $15.75 | — | COM NEW | 76028H209 |
| PBYI | PUMA BIOTECHNOLOGY INC | 38,327 | $719K | 0.0% | $18.76 | $18.76 | — | COM | 74587V107 |
| — | RF MICRODEVICES INC | 160,600 | $719K | 0.0% | $4.48 | $4.48 | — | COM | 749941100 |
| — | GT ADVANCED TECHNOLOGIES INC | 236,907 | $715K | 0.0% | $3.02 | $3.02 | — | COM | 36191U106 |
| — | DELL INC | 70,434 | $713K | 0.0% | $10.12 | $10.12 | — | COM | 24702R101 |
| — | WEIGHT WATCHERS INTL INC NEW | 13,551 | $710K | 0.0% | $52.39 | $52.39 | — | COM | 948626106 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 6,612 | $707K | 0.0% | $106.93 | $106.93 | — | COM | 73640Q105 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 4,300 | $703K | 0.0% | $163.49 | $163.49 | — | CL A | 31946M103 |
| GLDD | GREAT LAKES DREDGE & DOCK CO | 78,200 | $698K | 0.0% | $8.93 | $8.93 | — | COM | 390607109 |
| — | STRAYER ED INC | 12,400 | $697K | 0.0% | $56.21 | $56.21 | — | COM | 863236105 |
| — | IMPAX LABORATORIES INC | 33,900 | $695K | 0.0% | $20.50 | $20.50 | — | COM | 45256B101 |
| MTRN | MATERION CORP | 26,919 | $694K | 0.0% | $25.78 | $25.78 | — | COM | 576690101 |
| — | USEC INC | 1,306,664 | $693K | 0.0% | $0.53 | $0.53 | — | COM | 90333E108 |
| EPD | ENTERPRISE PRODS PARTNERS L | 13,830 | $693K | 0.0% | $50.11 | $50.11 | — | COM | 293792107 |
| ORN | ORION MARINE GROUP INC | 94,100 | $688K | 0.0% | $7.31 | $7.31 | — | COM | 68628V308 |
| — | HOVNANIAN ENTERPRISES INC | 20,000 | $688K | 0.0% | $34.40 | $34.40 | — | UNIT 99/99/9999 | 44248W208 |
| — | MEAD JOHNSON NUTRITION CO | 10,423 | $687K | 0.0% | $65.91 | $65.91 | — | COM | 582839106 |
| CEVA | CEVA INC | 43,613 | $687K | 0.0% | $15.75 | $15.75 | — | COM | 157210105 |
| — | IXIA | 40,444 | $687K | 0.0% | $16.99 | $16.99 | — | COM | 45071R109 |
| — | HEARTWARE INTL INC | 8,187 | $687K | 0.0% | $83.91 | $83.91 | — | COM | 422368100 |
| — | MORGAN STANLEY EMER MKTS FD | 44,241 | $686K | 0.0% | $15.51 | $15.51 | — | COM | 61744G107 |
| — | BIOSCRIP INC | 63,679 | $686K | 0.0% | $10.77 | $10.77 | — | COM | 09069N108 |
| HCSG | HEALTHCARE SVCS GRP INC | 29,518 | $686K | 0.0% | $23.24 | $23.24 | — | COM | 421906108 |
| — | YRC WORLDWIDE INC | 170,901 | $686K | 0.0% | $4.01 | $4.01 | — | COM PAR $.01 | 984249607 |
| CATY | CATHAY GENERAL BANCORP | 35,137 | $685K | 0.0% | $19.50 | $19.50 | — | COM | 149150104 |
| EXAS | EXACT SCIENCES CORP | 64,707 | $685K | 0.0% | $10.59 | $10.59 | — | COM | 30063P105 |
| — | NIC INC | 41,897 | $685K | 0.0% | $16.35 | $16.35 | — | COM | 62914B100 |
| — | ALTERA CORP | 19,849 | $684K | 0.0% | $34.46 | $34.46 | — | COM | 021441100 |
| MSTR | MICROSTRATEGY INC | 7,226 | $675K | 0.0% | $93.41 | $93.41 | — | CL A NEW | 594972408 |
| META | FACEBOOK INC | 25,300 | $674K | 0.0% | $26.64 | $26.64 | — | CL A | 30303M102 |
| WST | WEST PHARMACEUTICAL SVSC INC | 12,278 | $672K | 0.0% | $54.73 | $54.73 | — | COM | 955306105 |
| TS | TENARIS S A | 16,000 | $671K | 0.0% | $41.94 | $41.94 | — | SPONSORED ADR | 88031M109 |
| — | ASSISTED LIVING CONCPT NEV N | 68,300 | $666K | 0.0% | $9.75 | $9.75 | — | CL A NEW | 04544X300 |
| — | DESARROLLADORA HOMEX S A DE | 53,400 | $666K | 0.0% | $12.47 | $12.47 | — | SPONSORED ADR | 25030W100 |
| — | EXTERRAN HLDGS INC | 30,221 | $662K | 0.0% | $21.91 | $21.91 | — | COM | 30225X103 |
| — | JAGUAR MNG INC | 1,500,000 | $660K | 0.0% | $0.44 | $0.44 | — | NOTE 5.500% 3/3 | 47009MAJ2 |
| — | SIGMA ALDRICH CORP | 8,833 | $650K | 0.0% | $73.59 | $73.59 | — | COM | 826552101 |
| MLKN | MILLER HERMAN INC | 30,339 | $650K | 0.0% | $21.42 | $21.42 | — | COM | 600544100 |
| — | CINCINNATI BELL INC NEW | 118,283 | $648K | 0.0% | $5.48 | $5.48 | — | COM | 171871106 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 35,494 | $648K | 0.0% | $18.26 | $18.26 | — | COM | 02043Q107 |
| LFUS | LITTELFUSE INC | 10,400 | $642K | 0.0% | $61.73 | $61.73 | — | COM | 537008104 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 19,600 | $642K | 0.0% | $32.76 | $32.76 | — | COM | 33616C100 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $641K | 0.0% | $3.35 | $3.35 | — | COM | 04914Y102 |
| — | CALLON PETE CO DEL | 136,400 | $641K | 0.0% | $4.70 | $4.70 | — | COM | 13123X102 |
| LEG | LEGGETT & PLATT INC | 23,500 | $640K | 0.0% | $27.23 | $27.23 | — | COM | 524660107 |
| — | INVESCO DYNAMIC CR OPP FD | 51,267 | $640K | 0.0% | $12.48 | $12.48 | — | COM | 46132R104 |
| RDN | RADIAN GROUP INC | 104,591 | $639K | 0.0% | $6.11 | $6.11 | — | COM | 750236101 |
| — | GOODRICH PETE CORP | 675,000 | $637K | 0.0% | $0.94 | $0.94 | — | NOTE 5.000%10/0 | 382410AC2 |
| — | GENCORP INC | 69,459 | $636K | 0.0% | $9.16 | $9.16 | — | COM | 368682100 |
| — | COMERICA INC | 76,974 | $635K | 0.0% | $8.25 | $8.25 | — | *W EXP 11/14/201 | 200340115 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 9,500 | $632K | 0.0% | $66.53 | $66.53 | — | COM | 459506101 |
| — | ISIS PHARMACEUTICALS INC | 59,710 | $625K | 0.0% | $10.47 | $10.47 | — | COM | 464330109 |
| NJR | NEW JERSEY RES | 15,721 | $623K | 0.0% | $39.63 | $39.63 | — | COM | 646025106 |
| PCRX | PACIRA PHARMACEUTICALS INC | 35,352 | $618K | 0.0% | $17.48 | $17.48 | — | COM | 695127100 |
| STC | STEWART INFORMATION SVCS COR | 23,710 | $616K | 0.0% | $25.98 | $25.98 | — | COM | 860372101 |
| — | LEAPFROG ENTERPRISES INC | 71,101 | $614K | 0.0% | $8.64 | $8.64 | — | CL A | 52186N106 |
| — | AMAG PHARMACEUTICALS INC | 41,700 | $613K | 0.0% | $14.70 | $14.70 | — | COM | 00163U106 |
| PSMT | PRICESMART INC | 7,939 | $612K | 0.0% | $77.09 | $77.09 | — | COM | 741511109 |
| HSTM | HEALTHSTREAM INC | 25,155 | $612K | 0.0% | $24.33 | $24.33 | — | COM | 42222N103 |
| — | BOSTON PRIVATE FINL HLDGS IN | 67,825 | $611K | 0.0% | $9.01 | $9.01 | — | COM | 101119105 |
| — | GLU MOBILE INC | 265,554 | $608K | 0.0% | $2.29 | $2.29 | — | COM | 379890106 |
| — | SONUS NETWORKS INC | 357,300 | $607K | 0.0% | $1.70 | $1.70 | — | COM | 835916107 |
| — | TREEHOUSE FOODS INC | 11,597 | $605K | 0.0% | $52.17 | $52.17 | — | COM | 89469A104 |
| — | ADVENT CLAYMORE ENH GRW & IN | 66,423 | $604K | 0.0% | $9.09 | $9.09 | — | COM | 00765E104 |
| — | MEDIDATA SOLUTIONS INC | 15,349 | $602K | 0.0% | $39.22 | $39.22 | — | COM | 58471A105 |
| CNC | CENTENE CORP DEL | 14,661 | $601K | 0.0% | $40.99 | $40.99 | — | COM | 15135B101 |
| — | RIGEL PHARMACEUTICALS INC | 92,300 | $600K | 0.0% | $6.50 | $6.50 | — | COM NEW | 766559603 |
| — | PRIVATEBANCORP INC | 39,181 | $600K | 0.0% | $15.31 | $15.31 | — | COM | 742962103 |
| — | SUSSER HLDGS CORP | 17,295 | $597K | 0.0% | $34.52 | $34.52 | — | COM | 869233106 |
| — | BARNES & NOBLE INC | 39,588 | $597K | 0.0% | $15.08 | $15.08 | — | COM | 067774109 |
| UHT | UNIVERSAL HEALTH RLTY INCM T | 11,763 | $595K | 0.0% | $50.58 | $50.58 | — | SH BEN INT | 91359E105 |
| — | IRON MTN INC | 19,070 | $592K | 0.0% | $31.04 | $31.04 | — | COM | 462846106 |
| KELYA | KELLY SVCS INC | 37,293 | $587K | 0.0% | $15.74 | $15.74 | — | CL A | 488152208 |
| NPKI | NEWPARK RES INC | 74,804 | $587K | 0.0% | $7.85 | $7.85 | — | COM PAR $.01NEW | 651718504 |
| WMK | WEIS MKTS INC | 14,880 | $583K | 0.0% | $39.18 | $39.18 | — | COM | 948849104 |
| — | LEAP WIRELESS INTL INC | 87,600 | $583K | 0.0% | $6.66 | $6.66 | — | COM NEW | 521863308 |
| SCHW | SCHWAB CHARLES CORP NEW | 40,500 | $582K | 0.0% | $14.37 | $14.37 | — | COM | 808513105 |
| — | UNIVERSAL FST PRODS INC | 15,294 | $582K | 0.0% | $38.05 | $38.05 | — | COM | 913543104 |
| — | ITC HLDGS CORP | 7,537 | $580K | 0.0% | $76.95 | $76.95 | — | COM | 465685105 |
| — | ARUBA NETWORKS INC | 27,900 | $579K | 0.0% | $20.75 | $20.75 | — | COM | 043176106 |
| AXIA | CENTRAIS ELETRICAS BRASILEIR | 184,840 | $577K | 0.0% | $3.12 | $3.12 | — | SPONSORED ADR | 15234Q207 |
| — | NETSUITE INC | 8,572 | $577K | 0.0% | $67.31 | $67.31 | — | COM | 64118Q107 |
| BRC | BRADY CORP | 17,200 | $574K | 0.0% | $33.37 | $33.37 | — | CL A | 104674106 |
| — | SAPIENT CORP | 54,256 | $573K | 0.0% | $10.56 | $10.56 | — | COM | 803062108 |
| MCHP | MICROCHIP TECHNOLOGY INC | 17,519 | $571K | 0.0% | $32.59 | $32.59 | — | COM | 595017104 |
| — | WHITING PETE CORP NEW | 2,825 | $569K | 0.0% | $201.42 | $201.42 | — | PERP PFD CONV | 966387201 |
| AMN | AMN HEALTHCARE SERVICES INC | 49,287 | $569K | 0.0% | $11.54 | $11.54 | — | COM | 001744101 |
| — | CITRIX SYS INC | 8,587 | $565K | 0.0% | $65.80 | $65.80 | — | COM | 177376100 |
| — | LAZARD GLB TTL RET&INCM FD I | 37,446 | $565K | 0.0% | $15.09 | $15.09 | — | COM | 52106W103 |
| — | COHERENT INC | 11,151 | $564K | 0.0% | $50.58 | $50.58 | — | COM | 192479103 |
| — | CAPLEASE INC | 101,037 | $563K | 0.0% | $5.57 | $5.57 | — | COM | 140288101 |
| AKR | ACADIA RLTY TR | 22,429 | $563K | 0.0% | $25.10 | $25.10 | — | COM SH BEN INT | 004239109 |
| WGO | WINNEBAGO INDS INC | 32,800 | $562K | 0.0% | $17.13 | $17.13 | — | COM | 974637100 |
| CHDN | CHURCHILL DOWNS INC | 8,375 | $557K | 0.0% | $66.51 | $66.51 | — | COM | 171484108 |
| — | OM GROUP INC | 25,096 | $557K | 0.0% | $22.19 | $22.19 | — | COM | 670872100 |
| — | MAIDENFORM BRANDS INC | 28,500 | $555K | 0.0% | $19.47 | $19.47 | — | COM | 560305104 |
| BNS | BANK NOVA SCOTIA HALIFAX | 9,586 | $555K | 0.0% | $57.90 | $57.90 | — | COM | 064149107 |
| — | GOLDCORP INC NEW | 500,000 | $554K | 0.0% | $1.11 | $1.11 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | DSW INC | 8,351 | $549K | 0.0% | $65.74 | $65.74 | — | CL A | 23334L102 |
| — | TOWER GROUP INC | 30,900 | $549K | 0.0% | $17.77 | $17.77 | — | COM | 891777104 |
| — | WEB COM GROUP INC | 37,029 | $548K | 0.0% | $14.80 | $14.80 | — | COM | 94733A104 |
| — | ULTIMATE SOFTWARE GROUP INC | 5,808 | $548K | 0.0% | $94.35 | $94.35 | — | COM | 90385D107 |
| — | SINCLAIR BROADCAST GROUP INC | 43,235 | $546K | 0.0% | $12.63 | $12.63 | — | CL A | 829226109 |
| — | OASIS PETE INC NEW | 17,030 | $542K | 0.0% | $31.83 | $31.83 | — | COM | 674215108 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 14,104 | $542K | 0.0% | $38.43 | $38.43 | — | COM | 78377T107 |
| — | DUPONT FABROS TECHNOLOGY INC | 22,431 | $542K | 0.0% | $24.16 | $24.16 | — | COM | 26613Q106 |
| — | MACQUARIE INFRASTR CO LLC | 11,848 | $540K | 0.0% | $45.58 | $45.58 | — | MEMBERSHIP INT | 55608B105 |
| — | WILLIAMS PARTNERS L P | 11,080 | $539K | 0.0% | $48.65 | $48.65 | — | COM UNIT L P | 96950F104 |
| FIX | COMFORT SYS USA INC | 44,265 | $538K | 0.0% | $12.15 | $12.15 | — | COM | 199908104 |
| — | OMNICOM GROUP INC | 500,000 | $538K | 0.0% | $1.08 | $1.08 | — | NOTE 7/0 | 682134AA9 |
| — | ALLEGHANY CORP DEL | 1,600 | $537K | 0.0% | $335.63 | $335.63 | — | COM | 017175100 |
| — | TEXAS INDS INC | 10,511 | $536K | 0.0% | $50.99 | $50.99 | — | COM | 882491103 |
| — | MEDASSETS INC | 31,839 | $534K | 0.0% | $16.77 | $16.77 | — | COM | 584045108 |
| CWT | CALIFORNIA WTR SVC GROUP | 29,100 | $534K | 0.0% | $18.35 | $18.35 | — | COM | 130788102 |
| — | BRISTOW GROUP INC | 500,000 | $534K | 0.0% | $1.07 | $1.07 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | ASHLAND INC NEW | 6,600 | $531K | 0.0% | $80.45 | $80.45 | — | COM | 044209104 |
| — | NORTHWEST NAT GAS CO | 12,022 | $531K | 0.0% | $44.17 | $44.17 | — | COM | 667655104 |
| DORM | DORMAN PRODUCTS INC | 14,980 | $529K | 0.0% | $35.31 | $35.31 | — | COM | 258278100 |
| LNG | CHENIERE ENERGY INC | 28,088 | $527K | 0.0% | $18.76 | $18.76 | — | COM NEW | 16411R208 |
| VGZ | VISTA GOLD CORP | 193,800 | $523K | 0.0% | $2.70 | $2.70 | — | COM NEW | 927926303 |
| — | SUNPOWER CORP | 92,799 | $522K | 0.0% | $5.63 | $5.63 | — | COM | 867652406 |
| — | AVON PRODS INC | 36,300 | $521K | 0.0% | $14.35 | $14.35 | — | COM | 054303102 |
| CPK | CHESAPEAKE UTILS CORP | 11,472 | $521K | 0.0% | $45.41 | $45.41 | — | COM | 165303108 |
| — | CONCUR TECHNOLOGIES INC | 7,700 | $520K | 0.0% | $67.53 | $67.53 | — | COM | 206708109 |
| — | ASCENT CAP GROUP INC | 8,363 | $518K | 0.0% | $61.94 | $61.94 | — | COM SER A | 043632108 |
| MOH | MOLINA HEALTHCARE INC | 19,100 | $517K | 0.0% | $27.07 | $27.07 | — | COM | 60855R100 |
| — | IMMUNOGEN INC | 40,427 | $515K | 0.0% | $12.74 | $12.74 | — | COM | 45253H101 |
| NDAQ | NASDAQ OMX GROUP INC | 20,531 | $513K | 0.0% | $24.99 | $24.99 | — | COM | 631103108 |
| — | ARQULE INC | 183,500 | $512K | 0.0% | $2.79 | $2.79 | — | COM | 04269E107 |
| — | SILICON IMAGE INC | 102,947 | $511K | 0.0% | $4.96 | $4.96 | — | COM | 82705T102 |
| VMC | VULCAN MATLS CO | 9,800 | $510K | 0.0% | $52.04 | $52.04 | — | COM | 929160109 |
| — | TAL INTL GROUP INC | 14,000 | $509K | 0.0% | $36.36 | $36.36 | — | COM | 874083108 |
| — | CENTRAL SECS CORP | 25,451 | $509K | 0.0% | $20.00 | $20.00 | — | COM | 155123102 |
| DIN | DINEEQUITY INC | 7,599 | $509K | 0.0% | $66.98 | $66.98 | — | COM | 254423106 |
| — | ONYX PHARMACEUTICALS INC | 250,000 | $507K | 0.0% | $2.03 | $2.03 | — | NOTE 4.000% 8/1 | 683399AB5 |
| CBOE | CBOE HLDGS INC | 17,200 | $507K | 0.0% | $29.48 | $29.48 | — | COM | 12503M108 |
| — | VONAGE HLDGS CORP | 213,514 | $506K | 0.0% | $2.37 | $2.37 | — | COM | 92886T201 |
| CMS | CMS ENERGY CORP | 20,769 | $506K | 0.0% | $24.36 | $24.36 | — | COM | 125896100 |
| — | ENERPLUS CORP | 39,000 | $505K | 0.0% | $12.95 | $12.95 | — | COM | 292766102 |
| CNQ | CANADIAN NAT RES LTD | 17,500 | $505K | 0.0% | $28.86 | $28.86 | — | COM | 136385101 |
| — | CELSION CORPORATION | 61,635 | $505K | 0.0% | $8.19 | $8.19 | — | COM NEW | 15117N305 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 1,698 | $505K | 0.0% | $297.41 | $297.41 | — | COM | 169656105 |
| — | ROSETTA RESOURCES INC | 11,140 | $505K | 0.0% | $45.33 | $45.33 | — | COM | 777779307 |
| — | ATHENAHEALTH INC | 6,842 | $503K | 0.0% | $73.52 | $73.52 | — | COM | 04685W103 |
| — | ACCURAY INC | 500,000 | $503K | 0.0% | $1.01 | $1.01 | — | NOTE 3.750% 8/0 | 004397AB1 |
| MKTX | MARKETAXESS HLDGS INC | 14,248 | $503K | 0.0% | $35.30 | $35.30 | — | COM | 57060D108 |
| — | EQUITY ONE | 23,954 | $503K | 0.0% | $21.00 | $21.00 | — | COM | 294752100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 8,093 | $502K | 0.0% | $62.03 | $62.03 | — | COM | 398905109 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 45,560 | $502K | 0.0% | $11.02 | $11.02 | — | COM | 874054109 |
| — | HSN INC | 9,102 | $501K | 0.0% | $55.04 | $55.04 | — | COM | 404303109 |
| — | CADENCE DESIGN SYSTEM INC | 500,000 | $499K | 0.0% | $1.00 | $1.00 | — | NOTE 1.500%12/1 | 127387AF5 |
| — | CALPINE CORP | 27,325 | $495K | 0.0% | $18.12 | $18.12 | — | COM NEW | 131347304 |
| — | VIRNETX HLDG CORP | 16,880 | $494K | 0.0% | $29.27 | $29.27 | — | COM | 92823T108 |
| — | LIBERTY INTERACTIVE CORP | 25,100 | $494K | 0.0% | $19.68 | $19.68 | — | INT COM SER A | 53071M104 |
| — | GABELLI DIVD & INCOME TR | 30,474 | $493K | 0.0% | $16.18 | $16.18 | — | COM | 36242H104 |
| SCL | STEPAN CO | 8,884 | $493K | 0.0% | $55.49 | $55.49 | — | COM | 858586100 |
| — | RUDOLPH TECHNOLOGIES INC | 36,500 | $491K | 0.0% | $13.45 | $13.45 | — | COM | 781270103 |
| — | FIRST NIAGARA FINL GP INC | 61,800 | $490K | 0.0% | $7.93 | $7.93 | — | COM | 33582V108 |
| — | BAKER HUGHES INC | 12,000 | $490K | 0.0% | $40.83 | $40.83 | — | COM | 057224107 |
| — | COLONY FINL INC | 25,101 | $489K | 0.0% | $19.48 | $19.48 | — | COM | 19624R106 |
| FORR | FORRESTER RESH INC | 18,239 | $489K | 0.0% | $26.81 | $26.81 | — | COM | 346563109 |
| — | ENERGY TRANSFER PRTNRS L P | 11,370 | $488K | 0.0% | $42.92 | $42.92 | — | UNIT LTD PARTN | 29273R109 |
| WTS | WATTS WATER TECHNOLOGIES INC | 11,358 | $488K | 0.0% | $42.97 | $42.97 | — | CL A | 942749102 |
| HXL | HEXCEL CORP NEW | 18,109 | $488K | 0.0% | $26.95 | $26.95 | — | COM | 428291108 |
| — | ADVISORY BRD CO | 10,401 | $487K | 0.0% | $46.82 | $46.82 | — | COM | 00762W107 |
| — | GENESEE & WYO INC | 6,364 | $484K | 0.0% | $76.05 | $76.05 | — | CL A | 371559105 |
| HVT | HAVERTY FURNITURE INC | 29,671 | $484K | 0.0% | $16.31 | $16.31 | — | COM | 419596101 |
| — | ALON USA ENERGY INC | 26,592 | $481K | 0.0% | $18.09 | $18.09 | — | COM | 020520102 |
| — | AMERICAN RAILCAR INDS INC | 15,116 | $480K | 0.0% | $31.75 | $31.75 | — | COM | 02916P103 |
| CGIP | CELADON GROUP INC | 26,500 | $479K | 0.0% | $18.08 | $18.08 | — | COM | 150838100 |
| — | HEIDRICK & STRUGGLES INTL IN | 31,304 | $478K | 0.0% | $15.27 | $15.27 | — | COM | 422819102 |
| ACAD | ACADIA PHARMACEUTICALS INC | 102,474 | $477K | 0.0% | $4.65 | $4.65 | — | COM | 004225108 |
| NOW | SERVICENOW INC | 15,900 | $477K | 0.0% | $30.00 | $30.00 | — | COM | 81762P102 |
| — | POLYPORE INTL INC | 10,235 | $476K | 0.0% | $46.51 | $46.51 | — | COM | 73179V103 |
| — | KODIAK OIL & GAS CORP | 53,662 | $475K | 0.0% | $8.85 | $8.85 | — | COM | 50015Q100 |
| POOL | POOL CORPORATION | 11,199 | $474K | 0.0% | $42.33 | $42.33 | — | COM | 73278L105 |
| BDC | BELDEN INC | 10,518 | $473K | 0.0% | $44.97 | $44.97 | — | COM | 077454106 |
| — | BBCN BANCORP INC | 40,797 | $472K | 0.0% | $11.57 | $11.57 | — | COM | 073295107 |
| — | ALLIED NEVADA GOLD CORP | 15,673 | $472K | 0.0% | $30.12 | $30.12 | — | COM | 019344100 |
| — | C D I CORP | 20,943 | $470K | 0.0% | $22.44 | $22.44 | — | COM | 125071100 |
| — | ARVINMERITOR INC | 500,000 | $469K | 0.0% | $0.94 | $0.94 | — | FRNT 4.625% 3/0 | 043353AF8 |
| — | HILLENBRAND INC | 20,764 | $469K | 0.0% | $22.59 | $22.59 | — | COM | 431571108 |
| — | FBL FINL GROUP INC | 13,641 | $467K | 0.0% | $34.24 | $34.24 | — | CL A | 30239F106 |
| — | MICRON TECHNOLOGY INC | 500,000 | $465K | 0.0% | $0.93 | $0.93 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| — | AVX CORP NEW | 43,100 | $465K | 0.0% | $10.79 | $10.79 | — | COM | 002444107 |
| — | NUVEEN TX ADV TOTAL RET STRG | 44,101 | $464K | 0.0% | $10.52 | $10.52 | — | COM | 67090H102 |
| — | TEXTAINER GROUP HOLDINGS LTD | 14,731 | $463K | 0.0% | $31.43 | $31.43 | — | SHS | G8766E109 |
| — | ROUSE PPTYS INC | 27,377 | $463K | 0.0% | $16.91 | $16.91 | — | COM | 779287101 |
| — | CUBIST PHARMACEUTICALS INC | 10,974 | $462K | 0.0% | $42.10 | $42.10 | — | COM | 229678107 |
| — | DIGITAL GENERATION INC | 42,500 | $462K | 0.0% | $10.87 | $10.87 | — | COM | 25400B108 |
| — | RPX CORP | 51,000 | $461K | 0.0% | $9.04 | $9.04 | — | COM | 74972G103 |
| — | BELO CORP | 60,116 | $461K | 0.0% | $7.67 | $7.67 | — | COM SER A | 080555105 |
| — | WASTE CONNECTIONS INC | 13,583 | $459K | 0.0% | $33.79 | $33.79 | — | COM | 941053100 |
| DRH | DIAMONDROCK HOSPITALITY CO | 50,996 | $459K | 0.0% | $9.00 | $9.00 | — | COM | 252784301 |
| — | MANNKIND CORP | 198,241 | $458K | 0.0% | $2.31 | $2.31 | — | COM | 56400P201 |
| — | SVB FINL GROUP | 8,171 | $457K | 0.0% | $55.93 | $55.93 | — | COM | 78486Q101 |
| — | CELLDEX THERAPEUTICS INC NEW | 68,015 | $456K | 0.0% | $6.70 | $6.70 | — | COM | 15117B103 |
| AMSF | AMERISAFE INC | 16,715 | $455K | 0.0% | $27.22 | $27.22 | — | COM | 03071H100 |
| — | MB FINANCIAL INC NEW | 22,997 | $454K | 0.0% | $19.74 | $19.74 | — | COM | 55264U108 |
| — | BRAVO BRIO RESTAURANT GROUP | 33,700 | $453K | 0.0% | $13.44 | $13.44 | — | COM | 10567B109 |
| — | TEAM INC | 11,899 | $453K | 0.0% | $38.07 | $38.07 | — | COM | 878155100 |
| SBNY | SIGNATURE BK NEW YORK N Y | 6,340 | $452K | 0.0% | $71.29 | $71.29 | — | COM | 82669G104 |
| — | EATON VANCE CORP | 14,100 | $449K | 0.0% | $31.84 | $31.84 | — | COM NON VTG | 278265103 |
| PRGS | PROGRESS SOFTWARE CORP | 21,306 | $447K | 0.0% | $20.98 | $20.98 | — | COM | 743312100 |
| CALY | CALLAWAY GOLF CO | 68,541 | $446K | 0.0% | $6.51 | $6.51 | — | COM | 131193104 |
| — | CONCEPTUS INC | 21,206 | $446K | 0.0% | $21.03 | $21.03 | — | COM | 206016107 |
| INDB | INDEPENDENT BANK CORP MASS | 15,400 | $446K | 0.0% | $28.96 | $28.96 | — | COM | 453836108 |
| — | HAWAIIAN HOLDINGS INC | 400,000 | $445K | 0.0% | $1.11 | $1.11 | — | NOTE 5.000% 3/1 | 419879AD3 |
| KTOS | KRATOS DEFENSE & SEC SOLUTIO | 88,092 | $443K | 0.0% | $5.03 | $5.03 | — | COM NEW | 50077B207 |
| — | FIRSTMERIT CORP | 31,130 | $442K | 0.0% | $14.20 | $14.20 | — | COM | 337915102 |
| — | HUDSON PAC PPTYS INC | 20,872 | $440K | 0.0% | $21.08 | $21.08 | — | COM | 444097109 |
| — | MANITOWOC INC | 27,944 | $438K | 0.0% | $15.67 | $15.67 | — | COM | 563571108 |
| — | ELDORADO GOLD CORP NEW | 34,000 | $438K | 0.0% | $12.88 | $12.88 | — | COM | 284902103 |
| — | GENCO SHIPPING & TRADING LTD | 1,200,000 | $437K | 0.0% | $0.36 | $0.36 | — | NOTE 5.000% 8/1 | 36869MAA3 |
| — | GOLD RESV INC | 500,000 | $437K | 0.0% | $0.87 | $0.87 | — | NOTE 5.500% 6/1 | 38068NAB4 |
| — | MICROS SYS INC | 10,265 | $436K | 0.0% | $42.47 | $42.47 | — | COM | 594901100 |
| — | SUNOCO LOGISTICS PRTNRS L P | 8,736 | $434K | 0.0% | $49.68 | $49.68 | — | COM UNITS | 86764L108 |
| — | SOURCE CAP INC | 8,312 | $434K | 0.0% | $52.21 | $52.21 | — | COM | 836144105 |
| — | MONOTYPE IMAGING HOLDINGS IN | 27,088 | $433K | 0.0% | $15.98 | $15.98 | — | COM | 61022P100 |
| H | HYATT HOTELS CORP | 11,200 | $432K | 0.0% | $38.57 | $38.57 | — | COM CL A | 448579102 |
| LQDT | LIQUIDITY SERVICES INC | 10,581 | $432K | 0.0% | $40.83 | $40.83 | — | COM | 53635B107 |
| — | MEMSIC INC | 128,839 | $430K | 0.0% | $3.34 | $3.34 | — | COM | 586264103 |
| — | NUTRI SYS INC NEW | 52,200 | $428K | 0.0% | $8.20 | $8.20 | — | COM | 67069D108 |
| AMKR | AMKOR TECHNOLOGY INC | 99,979 | $425K | 0.0% | $4.25 | $4.25 | — | COM | 031652100 |
| HLF | HERBALIFE LTD | 12,771 | $421K | 0.0% | $32.97 | $32.97 | — | COM USD SHS | G4412G101 |
| — | CORPORATE EXECUTIVE BRD CO | 8,853 | $420K | 0.0% | $47.44 | $47.44 | — | COM | 21988R102 |
| — | ENSTAR GROUP LIMITED | 3,755 | $420K | 0.0% | $111.85 | $111.85 | — | SHS | G3075P101 |
| — | BROOKLINE BANCORP INC DEL | 49,000 | $417K | 0.0% | $8.51 | $8.51 | — | COM | 11373M107 |
| HOLX | HOLOGIC INC | 20,800 | $417K | 0.0% | $20.05 | $20.05 | — | COM | 436440101 |
| — | INVESTORS BANCORP INC | 23,391 | $416K | 0.0% | $17.78 | $17.78 | — | COM | 46146P102 |
| — | NATIONSTAR MTG HLDGS INC | 13,300 | $412K | 0.0% | $30.98 | $30.98 | — | COM | 63861C109 |
| — | ENDOLOGIX INC | 28,790 | $410K | 0.0% | $14.24 | $14.24 | — | COM | 29266S106 |
| CCOI | COGENT COMM GROUP INC | 18,114 | $410K | 0.0% | $22.63 | $22.63 | — | COM NEW | 19239V302 |
| — | LIVEPERSON INC | 31,197 | $410K | 0.0% | $13.14 | $13.14 | — | COM | 538146101 |
| — | AKORN INC | 30,663 | $410K | 0.0% | $13.37 | $13.37 | — | COM | 009728106 |
| TROW | PRICE T ROWE GROUP INC | 6,279 | $409K | 0.0% | $65.14 | $65.14 | — | COM | 74144T108 |
| ETD | ETHAN ALLEN INTERIORS INC | 15,821 | $407K | 0.0% | $25.73 | $25.73 | — | COM | 297602104 |
| AAT | AMERICAN ASSETS TR INC | 14,529 | $406K | 0.0% | $27.94 | $27.94 | — | COM | 024013104 |
| — | INTEGRATED DEVICE TECHNOLOGY | 55,488 | $405K | 0.0% | $7.30 | $7.30 | — | COM | 458118106 |
| — | CONNECTICUT WTR SVC INC | 13,597 | $405K | 0.0% | $29.79 | $29.79 | — | COM | 207797101 |
| — | XYRATEX LTD | 48,200 | $405K | 0.0% | $8.40 | $8.40 | — | COM | G98268108 |
| HTH | HILLTOP HOLDINGS INC | 29,780 | $403K | 0.0% | $13.53 | $13.53 | — | COM | 432748101 |
| — | WEATHERFORD INTERNATIONAL LT | 35,900 | $402K | 0.0% | $11.20 | $11.20 | — | REG SHS | H27013103 |
| GCO | GENESCO INC | 7,249 | $399K | 0.0% | $55.04 | $55.04 | — | COM | 371532102 |
| — | FMC TECHNOLOGIES INC | 9,264 | $397K | 0.0% | $42.85 | $42.85 | — | COM | 30249U101 |
| — | IHS INC | 4,100 | $394K | 0.0% | $96.10 | $96.10 | — | CL A | 451734107 |
| WEX | WEX INC | 5,234 | $394K | 0.0% | $75.28 | $75.28 | — | COM | 96208T104 |
| NUE | NUCOR CORP | 9,129 | $394K | 0.0% | $43.16 | $43.16 | — | COM | 670346105 |
| COLM | COLUMBIA SPORTSWEAR CO | 7,364 | $393K | 0.0% | $53.37 | $53.37 | — | COM | 198516106 |
| — | SHFL ENTMT INC | 27,000 | $392K | 0.0% | $14.52 | $14.52 | — | COM | 78423R105 |
| BCE | BCE INC | 9,100 | $391K | 0.0% | $42.97 | $42.97 | — | COM NEW | 05534B760 |
| EGHT | 8X8 INC NEW | 52,952 | $391K | 0.0% | $7.38 | $7.38 | — | COM | 282914100 |
| HE | HAWAIIAN ELEC INDUSTRIES | 15,477 | $389K | 0.0% | $25.13 | $25.13 | — | COM | 419870100 |
| — | GREEN MTN COFFEE ROASTERS IN | 9,384 | $388K | 0.0% | $41.35 | $41.35 | — | COM | 393122106 |
| — | FEI CO | 6,987 | $387K | 0.0% | $55.39 | $55.39 | — | COM | 30241L109 |
| — | PARK ELECTROCHEMICAL CORP | 14,967 | $385K | 0.0% | $25.72 | $25.72 | — | COM | 700416209 |
| — | PDC ENERGY INC | 11,597 | $385K | 0.0% | $33.20 | $33.20 | — | COM | 69327R101 |
| TNC | TENNANT CO | 8,762 | $385K | 0.0% | $43.94 | $43.94 | — | COM | 880345103 |
| — | ANSYS INC | 5,700 | $384K | 0.0% | $67.37 | $67.37 | — | COM | 03662Q105 |
| — | ZILLOW INC | 13,800 | $383K | 0.0% | $27.75 | $27.75 | — | CL A | 98954A107 |
| EEFT | EURONET WORLDWIDE INC | 16,243 | $383K | 0.0% | $23.58 | $23.58 | — | COM | 298736109 |
| — | CEPHEID | 11,265 | $381K | 0.0% | $33.82 | $33.82 | — | COM | 15670R107 |
| — | SOLERA HOLDINGS INC | 7,100 | $380K | 0.0% | $53.52 | $53.52 | — | COM | 83421A104 |
| QUAD | QUAD / GRAPHICS INC | 18,500 | $377K | 0.0% | $20.38 | $20.38 | — | COM CL A | 747301109 |
| DAKT | DAKTRONICS INC | 34,062 | $377K | 0.0% | $11.07 | $11.07 | — | COM | 234264109 |
| — | VMWARE INC | 3,989 | $376K | 0.0% | $94.26 | $94.26 | — | CL A COM | 928563402 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,690 | $375K | 0.0% | $43.15 | $43.15 | — | COM UNIT RP LP | 559080106 |
| — | CYTORI THERAPEUTICS INC | 133,100 | $375K | 0.0% | $2.82 | $2.82 | — | COM | 23283K105 |
| — | CAPITAL SR LIVING CORP | 19,932 | $373K | 0.0% | $18.71 | $18.71 | — | COM | 140475104 |
| — | MARKWEST ENERGY PARTNERS L P | 7,314 | $373K | 0.0% | $51.00 | $51.00 | — | UNIT LTD PARTN | 570759100 |
| — | WESTERN GAS PARTNERS LP | 7,781 | $371K | 0.0% | $47.68 | $47.68 | — | COM UNIT LP IN | 958254104 |
| ACTG | ACACIA RESH CORP | 14,472 | $371K | 0.0% | $25.64 | $25.64 | — | ACACIA TCH COM | 003881307 |
| — | HOMEOWNERS CHOICE INC | 17,837 | $371K | 0.0% | $20.80 | $20.80 | — | COM | 43741E103 |
| CQP | CHENIERE ENERGY PARTNERS LP | 17,460 | $371K | 0.0% | $21.25 | $21.25 | — | COM UNIT | 16411Q101 |
| — | FIBRIA CELULOSE S A | 32,500 | $370K | 0.0% | $11.38 | $11.38 | — | SP ADR REP COM | 31573A109 |
| — | BOSTON PRIVATE FINL HLDGS IN | 123,800 | $368K | 0.0% | $2.97 | $2.97 | — | *W EXP 11/21/201 | 101119113 |
| — | MEDLEY CAP CORP | 25,302 | $368K | 0.0% | $14.54 | $14.54 | — | COM | 58503F106 |
| — | KINDRED HEALTHCARE INC | 33,883 | $367K | 0.0% | $10.83 | $10.83 | — | COM | 494580103 |
| ALGN | ALIGN TECHNOLOGY INC | 13,205 | $366K | 0.0% | $27.72 | $27.72 | — | COM | 016255101 |
| — | PHH CORP | 16,035 | $365K | 0.0% | $22.76 | $22.76 | — | COM NEW | 693320202 |
| — | NANOMETRICS INC | 25,225 | $364K | 0.0% | $14.43 | $14.43 | — | COM | 630077105 |
| PAA | PLAINS ALL AMERN PIPELINE L | 8,056 | $364K | 0.0% | $45.18 | $45.18 | — | UNIT LTD PARTN | 726503105 |
| SATS | ECHOSTAR CORP | 10,600 | $363K | 0.0% | $34.25 | $34.25 | — | CL A | 278768106 |
| VECO | VEECO INSTRS INC DEL | 12,300 | $363K | 0.0% | $29.51 | $29.51 | — | COM | 922417100 |
| — | ACME PACKET INC | 16,400 | $363K | 0.0% | $22.13 | $22.13 | — | COM | 004764106 |
| GBCI | GLACIER BANCORP INC NEW | 24,600 | $362K | 0.0% | $14.72 | $14.72 | — | COM | 37637Q105 |
| — | SINA CORP | 7,200 | $362K | 0.0% | $50.28 | $50.28 | — | ORD | G81477104 |
| — | ROI ACQUISITION CORP | 900,000 | $361K | 0.0% | $0.40 | $0.40 | — | *W EXP 02/28/201 | 74966A112 |
| MPWR | MONOLITHIC PWR SYS INC | 16,200 | $361K | 0.0% | $22.28 | $22.28 | — | COM | 609839105 |
| LULU | LULULEMON ATHLETICA INC | 4,700 | $358K | 0.0% | $76.17 | $76.17 | — | COM | 550021109 |
| — | VOXX INTL CORP | 53,100 | $357K | 0.0% | $6.72 | $6.72 | — | CL A | 91829F104 |
| — | ANTARES PHARMA INC | 93,631 | $357K | 0.0% | $3.81 | $3.81 | — | COM | 036642106 |
| — | NEWPORT CORP | 26,512 | $357K | 0.0% | $13.47 | $13.47 | — | COM | 651824104 |
| AAON | AAON INC | 17,049 | $356K | 0.0% | $20.88 | $20.88 | — | COM PAR $0.004 | 000360206 |
| MG | MISTRAS GROUP INC | 14,436 | $356K | 0.0% | $24.66 | $24.66 | — | COM | 60649T107 |
| AGM | FEDERAL AGRIC MTG CORP | 10,883 | $354K | 0.0% | $32.53 | $32.53 | — | CL C | 313148306 |
| — | ONEBEACON INSURANCE GROUP LT | 25,361 | $353K | 0.0% | $13.92 | $13.92 | — | CL A | G67742109 |
| — | ABAXIS INC | 9,478 | $352K | 0.0% | $37.14 | $37.14 | — | COM | 002567105 |
| — | ZALE CORP NEW | 85,221 | $350K | 0.0% | $4.11 | $4.11 | — | COM | 988858106 |
| — | MONTGOMERY STR INCOME SECS I | 20,597 | $348K | 0.0% | $16.90 | $16.90 | — | COM | 614115103 |
| CRAI | CRA INTL INC | 17,508 | $346K | 0.0% | $19.76 | $19.76 | — | COM | 12618T105 |
| GEL | GENESIS ENERGY L P | 9,660 | $345K | 0.0% | $35.71 | $35.71 | — | UNIT LTD PARTN | 371927104 |
| — | ANIXTER INTL INC | 300,000 | $344K | 0.0% | $1.15 | $1.15 | — | NOTE 1.000% 2/1 | 035290AJ4 |
| — | QUICKSILVER RESOURCES INC | 119,700 | $342K | 0.0% | $2.86 | $2.86 | — | COM | 74837R104 |
| — | WALTER ENERGY INC | 9,500 | $341K | 0.0% | $35.89 | $35.89 | — | COM | 93317Q105 |
| ORI | OLD REP INTL CORP | 31,800 | $339K | 0.0% | $10.66 | $10.66 | — | COM | 680223104 |
| — | YAMANA GOLD INC | 19,700 | $339K | 0.0% | $17.21 | $17.21 | — | COM | 98462Y100 |
| — | FLOTEK INDS INC DEL | 27,774 | $339K | 0.0% | $12.21 | $12.21 | — | COM | 343389102 |
| — | RTI INTL METALS INC | 12,251 | $338K | 0.0% | $27.59 | $27.59 | — | COM | 74973W107 |
| MCY | MERCURY GENL CORP NEW | 8,500 | $337K | 0.0% | $39.65 | $39.65 | — | COM | 589400100 |
| — | HERCULES OFFSHORE INC | 54,526 | $337K | 0.0% | $6.18 | $6.18 | — | COM | 427093109 |
| — | GLOBAL INDEMNITY PLC | 15,205 | $336K | 0.0% | $22.10 | $22.10 | — | SHS | G39319101 |
| MTD | METTLER TOLEDO INTERNATIONAL | 1,722 | $333K | 0.0% | $193.38 | $193.38 | — | COM | 592688105 |
| — | MICREL INC | 35,000 | $333K | 0.0% | $9.51 | $9.51 | — | COM | 594793101 |
| — | STARWOOD HOTELS&RESORTS WRLD | 5,800 | $333K | 0.0% | $57.41 | $57.41 | — | COM | 85590A401 |
| — | DEMAND MEDIA INC | 35,700 | $332K | 0.0% | $9.30 | $9.30 | — | COM | 24802N109 |
| CW | CURTISS WRIGHT CORP | 10,066 | $330K | 0.0% | $32.78 | $32.78 | — | COM | 231561101 |
| LKFN | LAKELAND FINL CORP | 12,716 | $329K | 0.0% | $25.87 | $25.87 | — | COM | 511656100 |
| — | ONEOK PARTNERS LP | 6,078 | $328K | 0.0% | $53.97 | $53.97 | — | UNIT LTD PARTN | 68268N103 |
| CBRE | CBRE GROUP INC | 16,400 | $326K | 0.0% | $19.88 | $19.88 | — | CL A | 12504L109 |
| — | GFI GROUP INC | 97,406 | $326K | 0.0% | $3.35 | $3.35 | — | COM | 361652209 |
| KMT | KENNAMETAL INC | 8,129 | $325K | 0.0% | $39.98 | $39.98 | — | COM | 489170100 |
| RBC | RBC BEARINGS INC | 6,466 | $324K | 0.0% | $50.11 | $50.11 | — | COM | 75524B104 |
| JOE | ST JOE CO | 14,000 | $323K | 0.0% | $23.07 | $23.07 | — | COM | 790148100 |
| — | SILICONWARE PRECISION INDS L | 59,100 | $316K | 0.0% | $5.35 | $5.35 | — | SPONSD ADR SPL | 827084864 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 13,574 | $314K | 0.0% | $23.13 | $23.13 | — | COM | 78467J100 |
| — | QUALITY SYS INC | 18,100 | $314K | 0.0% | $17.35 | $17.35 | — | COM | 747582104 |
| — | HOLLY ENERGY PARTNERS L P | 4,765 | $313K | 0.0% | $65.69 | $65.69 | — | COM UT LTD PTN | 435763107 |
| — | TRI CONTL CORP | 19,479 | $313K | 0.0% | $16.07 | $16.07 | — | COM | 895436103 |
| — | UNIVERSAL BUSINESS PMT SOL A | 1,198,800 | $312K | 0.0% | $0.26 | $0.26 | — | *W EXP 05/09/201 | 913384111 |
| — | ADVENT CLAYMORE CV SECS & IN | 19,303 | $311K | 0.0% | $16.11 | $16.11 | — | COM | 00764C109 |
| GPRE | GREEN PLAINS RENEWABLE ENERG | 39,093 | $309K | 0.0% | $7.90 | $7.90 | — | COM | 393222104 |
| — | COHEN & STEERS GLOBAL INC BL | 29,955 | $309K | 0.0% | $10.32 | $10.32 | — | COM | 19248M103 |
| WSBC | WESBANCO INC | 13,852 | $308K | 0.0% | $22.24 | $22.24 | — | COM | 950810101 |
| — | TRUE RELIGION APPAREL INC | 12,123 | $308K | 0.0% | $25.41 | $25.41 | — | COM | 89784N104 |
| — | SCANA CORP NEW | 6,729 | $307K | 0.0% | $45.62 | $45.62 | — | COM | 80589M102 |
| ICFI | ICF INTL INC | 13,068 | $306K | 0.0% | $23.42 | $23.42 | — | COM | 44925C103 |
| — | RAVEN INDS INC | 11,600 | $306K | 0.0% | $26.38 | $26.38 | — | COM | 754212108 |
| — | CROSSTEX ENERGY L P | 20,970 | $305K | 0.0% | $14.54 | $14.54 | — | COM | 22765U102 |
| — | ACHILLION PHARMACEUTICALS IN | 38,045 | $305K | 0.0% | $8.02 | $8.02 | — | COM | 00448Q201 |
| — | FRANCESCAS HLDGS CORP | 11,720 | $304K | 0.0% | $25.94 | $25.94 | — | COM | 351793104 |
| — | WEBSENSE INC | 20,144 | $303K | 0.0% | $15.04 | $15.04 | — | COM | 947684106 |
| — | QUIKSILVER INC | 71,400 | $303K | 0.0% | $4.24 | $4.24 | — | COM | 74838C106 |
| — | AMERICAN EQTY INVT LIFE HLD | 24,747 | $302K | 0.0% | $12.20 | $12.20 | — | COM | 025676206 |
| — | SOUTHWESTERN ENERGY CO | 9,040 | $302K | 0.0% | $33.41 | $33.41 | — | COM | 845467109 |
| — | OMEGA PROTEIN CORP | 48,838 | $299K | 0.0% | $6.12 | $6.12 | — | COM | 68210P107 |
| ZD | J2 GLOBAL INC | 9,780 | $299K | 0.0% | $30.57 | $30.57 | — | COM | 48123V102 |
| OSUR | ORASURE TECHNOLOGIES INC | 41,684 | $299K | 0.0% | $7.17 | $7.17 | — | COM | 68554V108 |
| — | GENOMIC HEALTH INC | 10,924 | $298K | 0.0% | $27.28 | $27.28 | — | COM | 37244C101 |
| — | RF MICRODEVICES INC | 300,000 | $297K | 0.0% | $0.99 | $0.99 | — | NOTE 1.000% 4/1 | 749941AJ9 |
| — | BUFFALO WILD WINGS INC | 4,066 | $296K | 0.0% | $72.80 | $72.80 | — | COM | 119848109 |
| — | ACCESS MIDSTREAM PARTNERS L | 8,793 | $295K | 0.0% | $33.55 | $33.55 | — | UNIT | 00434L109 |
| — | NETSPEND HLDGS INC | 24,882 | $294K | 0.0% | $11.82 | $11.82 | — | COM | 64118V106 |
| — | SABA SOFTWARE INC | 33,685 | $294K | 0.0% | $8.73 | $8.73 | — | COM NEW | 784932600 |
| — | TARGA RESOURCES PARTNERS LP | 7,849 | $293K | 0.0% | $37.33 | $37.33 | — | COM UNIT | 87611X105 |
| BCPC | BALCHEM CORP | 7,958 | $290K | 0.0% | $36.44 | $36.44 | — | COM | 057665200 |
| — | WORLD WRESTLING ENTMT INC | 19,425 | $289K | 0.0% | $14.88 | $14.88 | — | CL A | 98156Q108 |
| KEX | KIRBY CORP | 4,647 | $288K | 0.0% | $61.98 | $61.98 | — | COM | 497266106 |
| — | AEGERION PHARMACEUTICALS INC | 11,338 | $288K | 0.0% | $25.40 | $25.40 | — | COM | 00767E102 |
| XPO | XPO LOGISTICS INC | 16,526 | $287K | 0.0% | $17.37 | $17.37 | — | COM | 983793100 |
| — | TIVO INC | 23,268 | $287K | 0.0% | $12.33 | $12.33 | — | COM | 888706108 |
| — | CEC ENTMT INC | 8,609 | $286K | 0.0% | $33.22 | $33.22 | — | COM | 125137109 |
| — | TRANSMONTAIGNE PARTNERS L P | 7,482 | $284K | 0.0% | $37.96 | $37.96 | — | COM UNIT L P | 89376V100 |
| — | KAPSTONE PAPER & PACKAGING C | 12,746 | $283K | 0.0% | $22.20 | $22.20 | — | COM | 48562P103 |
| — | LDK SOLAR CO LTD | 375,000 | $283K | 0.0% | $0.75 | $0.75 | — | NOTE 4.750% 4/1 | 50183LAD9 |
| CALM | CAL MAINE FOODS INC | 7,001 | $282K | 0.0% | $40.28 | $40.28 | — | COM NEW | 128030202 |
| — | PROCERA NETWORKS INC | 15,207 | $282K | 0.0% | $18.54 | $18.54 | — | COM NEW | 74269U203 |
| — | DCP MIDSTREAM PARTNERS LP | 6,724 | $281K | 0.0% | $41.79 | $41.79 | — | COM UT LTD PTN | 23311P100 |
| — | COPANO ENERGY L L C | 8,888 | $281K | 0.0% | $31.62 | $31.62 | — | COM UNITS | 217202100 |
| — | DEALERTRACK TECHNOLOGIES INC | 9,771 | $281K | 0.0% | $28.76 | $28.76 | — | COM | 242309102 |
| — | TEEKAY LNG PARTNERS L P | 7,425 | $281K | 0.0% | $37.85 | $37.85 | — | PRTNRSP UNITS | Y8564M105 |
| — | QUIDEL CORP | 15,003 | $280K | 0.0% | $18.66 | $18.66 | — | COM | 74838J101 |
| — | ROVI CORP | 18,100 | $279K | 0.0% | $15.41 | $15.41 | — | COM | 779376102 |
| — | DIGITALGLOBE INC | 11,400 | $279K | 0.0% | $24.47 | $24.47 | — | COM NEW | 25389M877 |
| SSD | SIMPSON MANUFACTURING CO INC | 8,489 | $278K | 0.0% | $32.75 | $32.75 | — | COM | 829073105 |
| — | MOLSON COORS BREWING CO | 275,000 | $276K | 0.0% | $1.00 | $1.00 | — | NOTE 2.500% 7/3 | 60871RAA8 |
| — | FORESTAR GROUP INC | 15,800 | $274K | 0.0% | $17.34 | $17.34 | — | COM | 346233109 |
| — | ALUMINUM CORP CHINA LTD | 23,000 | $274K | 0.0% | $11.91 | $11.91 | — | SPON ADR H SHS | 022276109 |
| — | EL PASO PIPELINE PARTNERS L | 7,402 | $274K | 0.0% | $37.02 | $37.02 | — | COM UNIT LPI | 283702108 |
| — | AFC ENTERPRISES INC | 10,473 | $274K | 0.0% | $26.16 | $26.16 | — | COM | 00104Q107 |
| VC | VISTEON CORP | 5,100 | $274K | 0.0% | $53.73 | $53.73 | — | COM NEW | 92839U206 |
| — | NEWSTAR FINANCIAL INC | 19,575 | $274K | 0.0% | $14.00 | $14.00 | — | COM | 65251F105 |
| — | CORE LABORATORIES N V | 2,500 | $273K | 0.0% | $109.20 | $109.20 | — | COM | N22717107 |
| — | INNERWORKINGS INC | 19,764 | $272K | 0.0% | $13.76 | $13.76 | — | COM | 45773Y105 |
| — | KINDER MORGAN ENERGY PARTNER | 3,396 | $271K | 0.0% | $79.80 | $79.80 | — | UT LTD PARTNER | 494550106 |
| — | CALAMOS CONV & HIGH INCOME F | 22,335 | $271K | 0.0% | $12.13 | $12.13 | — | COM SHS | 12811P108 |
| IEX | IDEX CORP | 5,800 | $270K | 0.0% | $46.55 | $46.55 | — | COM | 45167R104 |
| LGND | LIGAND PHARMACEUTICALS INC | 12,979 | $269K | 0.0% | $20.73 | $20.73 | — | COM NEW | 53220K504 |
| FNV | FRANCO NEVADA CORP | 4,700 | $269K | 0.0% | $57.23 | $57.23 | — | COM | 351858105 |
| — | ELECTRONICS FOR IMAGING INC | 14,183 | $269K | 0.0% | $18.97 | $18.97 | — | COM | 286082102 |
| ALX | ALEXANDERS INC | 811 | $268K | 0.0% | $330.46 | $330.46 | — | COM | 014752109 |
| SON | SONOCO PRODS CO | 9,000 | $268K | 0.0% | $29.78 | $29.78 | — | COM | 835495102 |
| — | PROS HOLDINGS INC | 14,571 | $267K | 0.0% | $18.32 | $18.32 | — | COM | 74346Y103 |
| — | DENDREON CORP | 350,000 | $266K | 0.0% | $0.76 | $0.76 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | CYNOSURE INC | 11,045 | $266K | 0.0% | $24.08 | $24.08 | — | CL A | 232577205 |
| — | SPECTRA ENERGY PARTNERS LP | 8,497 | $265K | 0.0% | $31.19 | $31.19 | — | COM | 84756N109 |
| — | SYMMETRY MED INC | 25,100 | $264K | 0.0% | $10.52 | $10.52 | — | COM | 871546206 |
| LNN | LINDSAY CORP | 3,300 | $264K | 0.0% | $80.00 | $80.00 | — | COM | 535555106 |
| — | MEASUREMENT SPECIALTIES INC | 7,659 | $263K | 0.0% | $34.34 | $34.34 | — | COM | 583421102 |
| — | EAGLE ROCK ENERGY PARTNERS L | 30,514 | $263K | 0.0% | $8.62 | $8.62 | — | UNIT | 26985R104 |
| — | PHOENIX COS INC NEW | 10,595 | $262K | 0.0% | $24.73 | $24.73 | — | COM NEW | 71902E604 |
| — | BABCOCK & WILCOX CO NEW | 10,000 | $262K | 0.0% | $26.20 | $26.20 | — | COM | 05615F102 |
| SYNA | SYNAPTICS INC | 8,700 | $261K | 0.0% | $30.00 | $30.00 | — | COM | 87157D109 |
| — | PREMIERE GLOBAL SVCS INC | 26,678 | $261K | 0.0% | $9.78 | $9.78 | — | COM | 740585104 |
| SPSC | SPS COMM INC | 6,979 | $260K | 0.0% | $37.25 | $37.25 | — | COM | 78463M107 |
| — | ENBRIDGE ENERGY PARTNERS L P | 9,277 | $259K | 0.0% | $27.92 | $27.92 | — | COM | 29250R106 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 8,334 | $259K | 0.0% | $31.08 | $31.08 | — | UNIT L P INT | 573331105 |
| — | STAR SCIENTIFIC INC | 96,501 | $259K | 0.0% | $2.68 | $2.68 | — | COM | 85517P101 |
| — | PROGENICS PHARMACEUTICALS IN | 86,703 | $258K | 0.0% | $2.98 | $2.98 | — | COM | 743187106 |
| — | AMERIGAS PARTNERS L P | 6,652 | $258K | 0.0% | $38.79 | $38.79 | — | UNIT L P INT | 030975106 |
| — | REGENCY ENERGY PARTNERS L P | 11,847 | $257K | 0.0% | $21.69 | $21.69 | — | COM UNITS L P | 75885Y107 |
| — | TC PIPELINES LP | 6,375 | $257K | 0.0% | $40.31 | $40.31 | — | UT COM LTD PRT | 87233Q108 |
| ASTE | ASTEC INDS INC | 7,703 | $257K | 0.0% | $33.36 | $33.36 | — | COM | 046224101 |
| SIGI | SELECTIVE INS GROUP INC | 13,292 | $256K | 0.0% | $19.26 | $19.26 | — | COM | 816300107 |
| IPGP | IPG PHOTONICS CORP | 3,843 | $256K | 0.0% | $66.61 | $66.61 | — | COM | 44980X109 |
| — | SYNTA PHARMACEUTICALS CORP | 28,181 | $254K | 0.0% | $9.01 | $9.01 | — | COM | 87162T206 |
| — | UNIVERSAL AMERN CORP NEW | 29,617 | $254K | 0.0% | $8.58 | $8.58 | — | COM | 91338E101 |
| — | INTERNATIONAL SPEEDWAY CORP | 9,200 | $254K | 0.0% | $27.61 | $27.61 | — | CL A | 460335201 |
| HAE | HAEMONETICS CORP | 6,200 | $253K | 0.0% | $40.81 | $40.81 | — | COM | 405024100 |
| EXLS | EXLSERVICE HOLDINGS INC | 9,462 | $251K | 0.0% | $26.53 | $26.53 | — | COM | 302081104 |
| — | ION GEOPHYSICAL CORP | 38,400 | $250K | 0.0% | $6.51 | $6.51 | — | COM | 462044108 |
| — | BOARDWALK PIPELINE PARTNERS | 10,012 | $249K | 0.0% | $24.87 | $24.87 | — | UT LTD PARTNER | 096627104 |
| — | VALUECLICK INC | 12,801 | $248K | 0.0% | $19.37 | $19.37 | — | COM | 92046N102 |
| — | JDA SOFTWARE GROUP INC | 5,481 | $248K | 0.0% | $45.25 | $45.25 | — | COM | 46612K108 |
| — | CRESTWOOD MIDSTREAM PRTNERS | 11,534 | $248K | 0.0% | $21.50 | $21.50 | — | COM UNITS REPSTG | 226372100 |
| — | BUCKEYE PARTNERS L P | 5,416 | $246K | 0.0% | $45.42 | $45.42 | — | UNIT LTD PARTN | 118230101 |
| CVE | CENOVUS ENERGY INC | 7,300 | $245K | 0.0% | $33.56 | $33.56 | — | COM | 15135U109 |
| SLAB | SILICON LABORATORIES INC | 5,827 | $244K | 0.0% | $41.87 | $41.87 | — | COM | 826919102 |
| SLF | SUN LIFE FINL INC | 9,200 | $244K | 0.0% | $26.52 | $26.52 | — | COM | 866796105 |
| MGRC | MCGRATH RENTCORP | 8,383 | $243K | 0.0% | $28.99 | $28.99 | — | COM | 580589109 |
| — | NUSTAR ENERGY LP | 5,726 | $243K | 0.0% | $42.44 | $42.44 | — | UNIT COM | 67058H102 |
| — | LIONS GATE ENTMNT CORP | 14,798 | $243K | 0.0% | $16.42 | $16.42 | — | COM NEW | 535919203 |
| — | NEOSTEM INC | 400,000 | $238K | 0.0% | $0.59 | $0.59 | — | COM NEW | 640650305 |
| — | MAIDEN HOLDINGS LTD | 25,947 | $238K | 0.0% | $9.17 | $9.17 | — | SHS | G5753U112 |
| — | ABIOMED INC | 17,635 | $237K | 0.0% | $13.44 | $13.44 | — | COM | 003654100 |
| — | SYNAGEVA BIOPHARMA CORP | 5,100 | $236K | 0.0% | $46.27 | $46.27 | — | COM | 87159A103 |
| — | DREW INDS INC | 7,270 | $234K | 0.0% | $32.19 | $32.19 | — | COM NEW | 26168L205 |
| — | VECTOR GROUP LTD | 15,761 | $234K | 0.0% | $14.85 | $14.85 | — | COM | 92240M108 |
| — | MCEWEN MNG INC | 61,048 | $234K | 0.0% | $3.83 | $3.83 | — | COM | 58039P107 |
| — | INPHI CORP | 24,200 | $232K | 0.0% | $9.59 | $9.59 | — | COM | 45772F107 |
| MMSI | MERIT MED SYS INC | 16,551 | $230K | 0.0% | $13.90 | $13.90 | — | COM | 589889104 |
| — | BROOKFIELD OFFICE PPTYS INC | 13,500 | $230K | 0.0% | $17.04 | $17.04 | — | COM | 112900105 |
| — | BPZ RESOURCES INC | 73,000 | $230K | 0.0% | $3.15 | $3.15 | — | COM | 055639108 |
| — | HUTCHINSON TECHNOLOGY INC | 380,000 | $227K | 0.0% | $0.60 | $0.60 | — | NOTE 8.500% 1/1 | 448407AG1 |
| SBSI | SOUTHSIDE BANCSHARES INC | 10,710 | $226K | 0.0% | $21.10 | $21.10 | — | COM | 84470P109 |
| — | CURIS INC | 65,947 | $226K | 0.0% | $3.43 | $3.43 | — | COM | 231269101 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 2,600 | $225K | 0.0% | $86.54 | $86.54 | — | REG SHS | L0175J104 |
| MIDD | MIDDLEBY CORP | 1,756 | $225K | 0.0% | $128.13 | $128.13 | — | COM | 596278101 |
| — | STAPLES INC | 19,500 | $222K | 0.0% | $11.38 | $11.38 | — | COM | 855030102 |
| OC | OWENS CORNING NEW | 6,000 | $222K | 0.0% | $37.00 | $37.00 | — | COM | 690742101 |
| — | ZYGO CORP | 14,058 | $221K | 0.0% | $15.72 | $15.72 | — | COM | 989855101 |
| OLED | UNIVERSAL DISPLAY CORP | 8,641 | $221K | 0.0% | $25.58 | $25.58 | — | COM | 91347P105 |
| — | MULTI COLOR CORP | 9,203 | $221K | 0.0% | $24.01 | $24.01 | — | COM | 625383104 |
| BBSI | BARRETT BUSINESS SERVICES IN | 5,787 | $220K | 0.0% | $38.02 | $38.02 | — | COM | 068463108 |
| — | DFC GLOBAL CORP | 11,877 | $220K | 0.0% | $18.52 | $18.52 | — | COM | 23324T107 |
| — | STERLITE INDS INDIA LTD | 25,600 | $220K | 0.0% | $8.59 | $8.59 | — | ADS | 859737207 |
| — | SPARTAN STORES INC | 14,204 | $218K | 0.0% | $15.35 | $15.35 | — | COM | 846822104 |
| EQT | EQT CORP | 3,682 | $217K | 0.0% | $58.94 | $58.94 | — | COM | 26884L109 |
| — | CAESARS ENTMT CORP | 31,400 | $217K | 0.0% | $6.91 | $6.91 | — | COM | 127686103 |
| — | ROMA FINANCIAL CORP | 14,372 | $217K | 0.0% | $15.10 | $15.10 | — | COM | 77581P109 |
| — | CLARCOR INC | 4,541 | $217K | 0.0% | $47.79 | $47.79 | — | COM | 179895107 |
| — | FORWARD AIR CORP | 6,130 | $215K | 0.0% | $35.07 | $35.07 | — | COM | 349853101 |
| — | DELTIC TIMBER CORP | 3,041 | $215K | 0.0% | $70.70 | $70.70 | — | COM | 247850100 |
| WAL | WESTERN ALLIANCE BANCORP | 20,325 | $214K | 0.0% | $10.53 | $10.53 | — | COM | 957638109 |
| — | ADAMS EXPRESS CO | 20,073 | $213K | 0.0% | $10.61 | $10.61 | — | COM | 006212104 |
| — | SEATTLE GENETICS INC | 9,200 | $213K | 0.0% | $23.15 | $23.15 | — | COM | 812578102 |
| — | MERIDIAN BIOSCIENCE INC | 10,540 | $213K | 0.0% | $20.21 | $20.21 | — | COM | 589584101 |
| NVEC | NVE CORP | 3,800 | $211K | 0.0% | $55.53 | $55.53 | — | COM NEW | 629445206 |
| — | SNYDERS-LANCE INC | 8,652 | $209K | 0.0% | $24.16 | $24.16 | — | COM | 833551104 |
| WT | WISDOMTREE INVTS INC | 34,068 | $208K | 0.0% | $6.11 | $6.11 | — | COM | 97717P104 |
| DRI | DARDEN RESTAURANTS INC | 4,600 | $207K | 0.0% | $45.00 | $45.00 | — | COM | 237194105 |
| SXC | SUNCOKE ENERGY INC | 13,221 | $206K | 0.0% | $15.58 | $15.58 | — | COM | 86722A103 |
| PDFS | PDF SOLUTIONS INC | 14,954 | $206K | 0.0% | $13.78 | $13.78 | — | COM | 693282105 |
| XFEOX | FIRST TR/ABERDEEN EMERG OPT | 9,336 | $206K | 0.0% | $22.07 | $22.07 | — | COM | 33731K102 |
| — | TOWN SPORTS INTL HLDGS INC | 19,240 | $205K | 0.0% | $10.65 | $10.65 | — | COM | 89214A102 |
| — | SPECTRANETICS CORP | 13,786 | $204K | 0.0% | $14.80 | $14.80 | — | COM | 84760C107 |
| — | MEREDITH CORP | 5,900 | $203K | 0.0% | $34.41 | $34.41 | — | COM | 589433101 |
| — | SEACUBE CONTAINER LEASING LT | 10,755 | $203K | 0.0% | $18.87 | $18.87 | — | SHS | G79978105 |
| TRMB | TRIMBLE NAVIGATION LTD | 3,400 | $203K | 0.0% | $59.71 | $59.71 | — | COM | 896239100 |
| — | HFF INC | 13,652 | $203K | 0.0% | $14.87 | $14.87 | — | CL A | 40418F108 |
| RUSHA | RUSH ENTERPRISES INC | 9,800 | $203K | 0.0% | $20.71 | $20.71 | — | CL A | 781846209 |
| — | DERMA SCIENCES INC | 18,217 | $202K | 0.0% | $11.09 | $11.09 | — | COM PAR $.01 | 249827502 |
| — | HARTFORD FINL SVCS GROUP INC | 9,665 | $202K | 0.0% | $20.90 | $20.90 | — | DEP CONV PFD | 416515708 |
| — | CBRE CLARION GLOBAL REAL EST | 22,636 | $201K | 0.0% | $8.88 | $8.88 | — | COM | 12504G100 |
| — | ANGLOGOLD ASHANTI LTD | 6,400 | $201K | 0.0% | $31.41 | $31.41 | — | SPONSORED ADR | 035128206 |
| — | BOFI HLDG INC | 7,211 | $201K | 0.0% | $27.87 | $27.87 | — | COM | 05566U108 |
| EGBN | EAGLE BANCORP INC MD | 10,012 | $200K | 0.0% | $19.98 | $19.98 | — | COM | 268948106 |
| — | INLAND REAL ESTATE CORP | 198,000 | $200K | 0.0% | $1.01 | $1.01 | — | NOTE 5.000%11/1 | 457461AC5 |
| — | TELESTONE TECHNOLOGIES CORP | 150,000 | $196K | 0.0% | $1.31 | $1.31 | — | COM | 87953J102 |
| — | BANCORPSOUTH INC | 13,400 | $195K | 0.0% | $14.55 | $14.55 | — | COM | 059692103 |
| — | INTERVAL LEISURE GROUP INC | 10,000 | $194K | 0.0% | $19.40 | $19.40 | — | COM | 46113M108 |
| — | NAVIDEA BIOPHARMACEUTICALS I | 68,138 | $193K | 0.0% | $2.83 | $2.83 | — | COM | 63937X103 |
| — | LYDALL INC DEL | 13,365 | $192K | 0.0% | $14.37 | $14.37 | — | COM | 550819106 |
| — | VIRGINIA COMM BANCORP INC | 21,236 | $190K | 0.0% | $8.95 | $8.95 | — | COM | 92778Q109 |
| — | NTELOS HLDGS CORP | 14,450 | $189K | 0.0% | $13.08 | $13.08 | — | COM NEW | 67020Q305 |
| INCY | INCYTE CORP | 11,397 | $189K | 0.0% | $16.58 | $16.58 | — | COM | 45337C102 |
| — | BANK MUTUAL CORP NEW | 15,931 | $189K | 0.0% | $11.86 | $11.86 | — | COM | 063750103 |
| — | NATIONAL FINL PARTNERS CORP | 10,953 | $188K | 0.0% | $17.16 | $17.16 | — | COM | 63607P208 |
| PATK | PATRICK INDS INC | 11,833 | $184K | 0.0% | $15.55 | $15.55 | — | COM | 703343103 |
| — | SYCAMORE NETWORKS INC | 80,200 | $180K | 0.0% | $2.24 | $2.24 | — | COM NEW | 871206405 |
| FRME | FIRST MERCHANTS CORP | 12,100 | $180K | 0.0% | $14.88 | $14.88 | — | COM | 320817109 |
| — | ALBANY MOLECULAR RESH INC | 18,142 | $179K | 0.0% | $9.87 | $9.87 | — | COM | 012423109 |
| — | MAP PHARMACEUTICALS INC | 11,300 | $178K | 0.0% | $15.75 | $15.75 | — | COM | 56509R108 |
| CPF | CENTRAL PAC FINL CORP | 25,664 | $177K | 0.0% | $6.90 | $6.90 | — | COM NEW | 154760409 |
| — | AVEO PHARMACEUTICALS INC | 22,000 | $177K | 0.0% | $8.05 | $8.05 | — | COM | 053588109 |
| — | CHECKPOINT SYS INC | 16,400 | $176K | 0.0% | $10.73 | $10.73 | — | COM | 162825103 |
| HALO | HALOZYME THERAPEUTICS INC | 26,049 | $175K | 0.0% | $6.72 | $6.72 | — | COM | 40637H109 |
| CVV | CVD EQUIPMENT CORP | 18,115 | $174K | 0.0% | $9.61 | $9.61 | — | COM | 126601103 |
| — | MONMOUTH REAL ESTATE INVT CO | 16,835 | $174K | 0.0% | $10.34 | $10.34 | — | CL A | 609720107 |
| MLR | MILLER INDS INC TENN | 11,412 | $174K | 0.0% | $15.25 | $15.25 | — | COM NEW | 600551204 |
| — | KNOLL INC | 11,200 | $172K | 0.0% | $15.36 | $15.36 | — | COM NEW | 498904200 |
| QNST | QUINSTREET INC | 25,300 | $170K | 0.0% | $6.72 | $6.72 | — | COM | 74874Q100 |
| — | KEYNOTE SYS INC | 11,910 | $168K | 0.0% | $14.11 | $14.11 | — | COM | 493308100 |
| RELL | RICHARDSON ELECTRS LTD | 14,732 | $167K | 0.0% | $11.34 | $11.34 | — | COM | 763165107 |
| TPC | TUTOR PERINI CORP | 12,100 | $166K | 0.0% | $13.72 | $13.72 | — | COM | 901109108 |
| — | DATALINK CORP | 19,394 | $166K | 0.0% | $8.56 | $8.56 | — | COM | 237934104 |
| — | IMATION CORP | 35,175 | $164K | 0.0% | $4.66 | $4.66 | — | COM | 45245A107 |
| — | ING GLBL ADV & PREM OPP FUND | 14,400 | $163K | 0.0% | $11.32 | $11.32 | — | COM | 44982N109 |
| EXTR | EXTREME NETWORKS INC | 44,200 | $161K | 0.0% | $3.64 | $3.64 | — | COM | 30226D106 |
| — | ENERGYSOLUTIONS INC | 31,988 | $161K | 0.0% | $5.03 | $5.03 | — | COM | 292756202 |
| — | SEACHANGE INTL INC | 16,433 | $159K | 0.0% | $9.68 | $9.68 | — | COM | 811699107 |
| — | SUPERMEDIA INC | 46,000 | $157K | 0.0% | $3.41 | $3.41 | — | COM | 868447103 |
| — | CORMEDIX INC | 216,223 | $156K | 0.0% | $0.72 | $0.72 | — | COM | 21900C100 |
| — | RTI BIOLOGICS INC | 36,111 | $154K | 0.0% | $4.26 | $4.26 | — | COM | 74975N105 |
| EPM | EVOLUTION PETROLEUM CORP | 18,987 | $154K | 0.0% | $8.11 | $8.11 | — | COM | 30049A107 |
| IMMR | IMMERSION CORP | 22,200 | $153K | 0.0% | $6.89 | $6.89 | — | COM | 452521107 |
| — | VICAL INC | 52,320 | $152K | 0.0% | $2.91 | $2.91 | — | COM | 925602104 |
| — | SPECTRUM PHARMACEUTICALS INC | 13,460 | $151K | 0.0% | $11.22 | $11.22 | — | COM | 84763A108 |
| MFIN | MEDALLION FINL CORP | 12,891 | $151K | 0.0% | $11.71 | $11.71 | — | COM | 583928106 |
| BONTQ | BON-TON STORES INC | 12,262 | $149K | 0.0% | $12.15 | $12.15 | — | COM | 09776J101 |
| — | ODYSSEY MARINE EXPLORATION I | 50,200 | $149K | 0.0% | $2.97 | $2.97 | — | COM | 676118102 |
| — | KNIGHT CAP GROUP INC | 1,439 | $149K | 0.0% | $103.54 | $3.51 | — | Call | 499005106 |
| CIA | CITIZENS INC | 13,364 | $148K | 0.0% | $11.07 | $11.07 | — | CL A | 174740100 |
| STAA | STAAR SURGICAL CO | 23,828 | $145K | 0.0% | $6.09 | $6.09 | — | COM PAR $0.01 | 852312305 |
| AGYS | AGILYSYS INC | 17,234 | $144K | 0.0% | $8.36 | $8.36 | — | COM | 00847J105 |
| — | ZWEIG FD | 11,838 | $144K | 0.0% | $12.16 | $12.16 | — | COM NEW | 989834205 |
| — | TCF FINL CORP | 11,886 | $144K | 0.0% | $12.12 | $12.12 | — | COM | 872275102 |
| — | COLDWATER CREEK INC | 29,825 | $143K | 0.0% | $4.79 | $4.79 | — | COM NEW | 193068202 |
| — | MOLYCORP INC DEL | 14,735 | $139K | 0.0% | $9.43 | $9.43 | — | COM | 608753109 |
| GFF | GRIFFON CORP | 12,048 | $138K | 0.0% | $11.45 | $11.45 | — | COM | 398433102 |
| — | SYSTEMAX INC | 14,218 | $137K | 0.0% | $9.64 | $9.64 | — | COM | 871851101 |
| — | CARDIOVASCULAR SYS INC DEL | 10,700 | $134K | 0.0% | $12.52 | $12.52 | — | COM | 141619106 |
| — | IXYS CORP | 14,400 | $132K | 0.0% | $9.17 | $9.17 | — | COM | 46600W106 |
| ABCB | AMERIS BANCORP | 10,223 | $128K | 0.0% | $12.52 | $12.52 | — | COM | 03076K108 |
| — | SUNESIS PHARMACEUTICALS INC | 30,476 | $128K | 0.0% | $4.20 | $4.20 | — | COM NEW | 867328601 |
| — | AMERICAN SUPERCONDUCTOR CORP | 48,600 | $127K | 0.0% | $2.61 | $2.61 | — | COM | 030111108 |
| — | ABRAXAS PETE CORP | 58,200 | $127K | 0.0% | $2.18 | $2.18 | — | COM | 003830106 |
| — | NCI BUILDING SYS INC | 17,936 | $121K | 0.0% | $6.75 | $6.75 | — | COM NEW | 628852204 |
| — | GRAMERCY CAP CORP | 40,653 | $120K | 0.0% | $2.95 | $2.95 | — | COM | 384871109 |
| — | HANSEN MEDICAL INC | 57,900 | $120K | 0.0% | $2.07 | $2.07 | — | COM | 411307101 |
| — | LCA-VISION INC | 10,551 | $120K | 0.0% | $11.37 | $11.37 | — | COM PAR $.001 | 501803308 |
| — | PACIFIC SUNWEAR CALIF INC | 75,397 | $120K | 0.0% | $1.59 | $1.59 | — | COM | 694873100 |
| — | RUTHS HOSPITALITY GROUP INC | 16,300 | $119K | 0.0% | $7.30 | $7.30 | — | COM | 783332109 |
| — | AMERICAN SOFTWARE INC | 15,031 | $117K | 0.0% | $7.78 | $7.78 | — | CL A | 029683109 |
| — | INTEGRATED SILICON SOLUTION | 12,974 | $117K | 0.0% | $9.02 | $9.02 | — | COM | 45812P107 |
| — | RESPONSYS INC | 19,400 | $116K | 0.0% | $5.98 | $5.98 | — | COM | 761248103 |
| — | MERGE HEALTHCARE INC | 46,546 | $115K | 0.0% | $2.47 | $2.47 | — | COM | 589499102 |
| — | DRYSHIPS INC | 72,100 | $114K | 0.0% | $1.58 | $1.58 | — | SHS | Y2109Q101 |
| — | ZIOPHARM ONCOLOGY INC | 27,300 | $114K | 0.0% | $4.18 | $4.18 | — | COM | 98973P101 |
| — | LADENBURG THALMAN FIN SVCS I | 80,819 | $113K | 0.0% | $1.40 | $1.40 | — | COM | 50575Q102 |
| — | QUALITY DISTR INC FLA | 18,453 | $111K | 0.0% | $6.02 | $6.02 | — | COM | 74756M102 |
| — | INTERSIL CORP | 13,100 | $109K | 0.0% | $8.32 | $8.32 | — | CL A | 46069S109 |
| — | KERYX BIOPHARMACEUTICALS INC | 41,500 | $109K | 0.0% | $2.63 | $2.63 | — | COM | 492515101 |
| SID | COMPANHIA SIDERURGICA NACION | 18,400 | $109K | 0.0% | $5.92 | $5.92 | — | SPONSORED ADR | 20440W105 |
| SSP | SCRIPPS E W CO OHIO | 10,000 | $108K | 0.0% | $10.80 | $10.80 | — | CL A NEW | 811054402 |
| — | ING RISK MANAGED NAT RES FD | 10,387 | $107K | 0.0% | $10.30 | $10.30 | — | COM | 449810100 |
| — | SAVIENT PHARMACEUTICALS INC | 101,100 | $106K | 0.0% | $1.05 | $1.05 | — | COM | 80517Q100 |
| — | ACCELRYS INC | 11,700 | $106K | 0.0% | $9.06 | $9.06 | — | COM | 00430U103 |
| — | COLEMAN CABLE INC | 11,477 | $106K | 0.0% | $9.24 | $9.24 | — | COM | 193459302 |
| DGII | DIGI INTL INC | 11,037 | $105K | 0.0% | $9.51 | $9.51 | — | COM | 253798102 |
| — | SWS GROUP INC | 19,621 | $104K | 0.0% | $5.30 | $5.30 | — | COM | 78503N107 |
| SGMO | SANGAMO BIOSCIENCES INC | 17,100 | $103K | 0.0% | $6.02 | $6.02 | — | COM | 800677106 |
| — | INTEL CORP | 100,000 | $103K | 0.0% | $1.03 | $1.03 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | INCONTACT INC | 19,295 | $100K | 0.0% | $5.18 | $5.18 | — | COM | 45336E109 |
| MGIC | MAGIC SOFTWARE ENTERPRISES L | 20,864 | $98,000 | 0.0% | $4.70 | $4.70 | — | ORD | 559166103 |
| — | BIOLASE INC | 52,407 | $97,000 | 0.0% | $1.85 | $1.85 | — | COM | 090911108 |
| — | DENDREON CORP | 100,000 | $96,000 | 0.0% | $0.96 | $0.96 | — | NOTE 4.750% 6/1 | 24823QAB3 |
| — | FUELCELL ENERGY INC | 104,300 | $96,000 | 0.0% | $0.92 | $0.92 | — | COM | 35952H106 |
| CERS | CERUS CORP | 29,921 | $95,000 | 0.0% | $3.18 | $3.18 | — | COM | 157085101 |
| — | JOURNAL COMMUNICATIONS INC | 20,627 | $95,000 | 0.0% | $4.61 | $4.61 | — | CL A | 481130102 |
| — | NUVEEN QUALITY PFD INCOME FD | 10,824 | $94,000 | 0.0% | $8.68 | $8.68 | — | COM | 67071S101 |
| — | SMITH MICRO SOFTWARE INC | 62,300 | $94,000 | 0.0% | $1.51 | $1.51 | — | COM | 832154108 |
| — | SUPPORT COM INC | 22,200 | $93,000 | 0.0% | $4.19 | $4.19 | — | COM | 86858W101 |
| — | JANUS CAP GROUP INC | 10,972 | $93,000 | 0.0% | $8.48 | $8.48 | — | COM | 47102X105 |
| GAIN | GLADSTONE INVT CORP | 13,320 | $93,000 | 0.0% | $6.98 | $6.98 | — | COM | 376546107 |
| — | SYNERON MEDICAL LTD | 10,707 | $93,000 | 0.0% | $8.69 | $8.69 | — | ORD SHS | M87245102 |
| — | GSV CAP CORP | 10,900 | $92,000 | 0.0% | $8.44 | $8.44 | — | COM | 36191J101 |
| — | FIRST BUSEY CORP | 19,712 | $92,000 | 0.0% | $4.67 | $4.67 | — | COM | 319383105 |
| MBI | MBIA INC | 11,675 | $92,000 | 0.0% | $7.88 | $7.88 | — | COM | 55262C100 |
| — | ACELRX PHARMACEUTICALS INC | 21,180 | $91,000 | 0.0% | $4.30 | $4.30 | — | COM | 00444T100 |
| — | WINDSTREAM CORP | 11,049 | $91,000 | 0.0% | $8.24 | $8.24 | — | COM | 97381W104 |
| — | CALAMP CORP | 10,949 | $91,000 | 0.0% | $8.31 | $8.31 | — | COM | 128126109 |
| — | IMMUNOMEDICS INC | 31,000 | $91,000 | 0.0% | $2.94 | $2.94 | — | COM | 452907108 |
| — | GLADSTONE CAPITAL CORP | 11,000 | $90,000 | 0.0% | $8.18 | $8.18 | — | COM | 376535100 |
| — | GASCO ENERGY INC | 1,272,248 | $89,000 | 0.0% | $0.07 | $0.07 | — | COM | 367220100 |
| — | FIRST MARBLEHEAD CORP | 28,435 | $87,000 | 0.0% | $3.06 | $3.06 | — | COM | 320771108 |
| — | POWERWAVE TECHNOLOGIES INC | 279,405 | $87,000 | 0.0% | $0.31 | $0.31 | — | COM NEW | 739363307 |
| — | GTX INC DEL | 20,394 | $86,000 | 0.0% | $4.22 | $4.22 | — | COM | 40052B108 |
| — | DYNEGY INC NEW DEL | 68,460 | $86,000 | 0.0% | $1.26 | $1.26 | — | *W EXP 99/99/999 | 26817R116 |
| CBZ | CBIZ INC | 14,100 | $83,000 | 0.0% | $5.89 | $5.89 | — | COM | 124805102 |
| — | TRIUS THERAPEUTICS INC | 17,400 | $83,000 | 0.0% | $4.77 | $4.77 | — | COM | 89685K100 |
| MCHX | MARCHEX INC | 20,200 | $83,000 | 0.0% | $4.11 | $4.11 | — | CL B | 56624R108 |
| — | HEELYS INC | 37,206 | $83,000 | 0.0% | $2.23 | $2.23 | — | COM | 42279M107 |
| — | GROUPON INC | 16,900 | $82,000 | 0.0% | $4.85 | $4.85 | — | COM CL A | 399473107 |
| CTS | CTS CORP | 13,004 | $81,000 | 0.0% | $6.23 | $6.23 | — | COM | 126501105 |
| — | CALLIDUS SOFTWARE INC | 16,900 | $77,000 | 0.0% | $4.56 | $4.56 | — | COM | 13123E500 |
| — | ANWORTH MORTGAGE ASSET CP | 11,242 | $73,000 | 0.0% | $6.49 | $6.49 | — | COM | 037347101 |
| FSS | FEDERAL SIGNAL CORP | 18,320 | $73,000 | 0.0% | $3.98 | $3.98 | — | COM | 313855108 |
| — | SYNERGETICS USA INC | 15,100 | $72,000 | 0.0% | $4.77 | $4.77 | — | COM | 87160G107 |
| CX | CEMEX SAB DE CV | 7,292 | $72,000 | 0.0% | $9.87 | $9.87 | — | SPON ADR NEW | 151290889 |
| CWST | CASELLA WASTE SYS INC | 16,100 | $71,000 | 0.0% | $4.41 | $4.41 | — | CL A | 147448104 |
| — | MAJESCO ENTERTAINMENT CO | 67,397 | $71,000 | 0.0% | $1.05 | $1.05 | — | COM NEW | 560690208 |
| — | PAIN THERAPEUTICS INC | 26,200 | $71,000 | 0.0% | $2.71 | $2.71 | — | COM | 69562K100 |
| — | MIDWAY GOLD CORP | 51,200 | $71,000 | 0.0% | $1.39 | $1.39 | — | COM | 598153104 |
| — | MECHEL OAO | 10,000 | $69,000 | 0.0% | $6.90 | $6.90 | — | SPONSORED ADR | 583840103 |
| ROYL | ROYALE ENERGY INC | 26,400 | $68,000 | 0.0% | $2.58 | $2.58 | — | COM NEW | 78074G200 |
| — | ZIX CORP | 23,800 | $67,000 | 0.0% | $2.82 | $2.82 | — | COM | 98974P100 |
| BLDR | BUILDERS FIRSTSOURCE INC | 11,859 | $66,000 | 0.0% | $5.57 | $5.57 | — | COM | 12008R107 |
| PODD | INSULET CORP | 3,105 | $66,000 | 0.0% | $21.26 | $21.26 | — | COM | 45784P101 |
| — | WESTELL TECHNOLOGIES INC | 33,900 | $63,000 | 0.0% | $1.86 | $1.86 | — | CL A | 957541105 |
| — | ONCOTHYREON INC | 32,559 | $63,000 | 0.0% | $1.93 | $1.93 | — | COM | 682324108 |
| GSIT | GSI TECHNOLOGY | 10,000 | $63,000 | 0.0% | $6.30 | $6.30 | — | COM | 36241U106 |
| — | PIZZA INN HOLDINGS INC | 18,128 | $62,000 | 0.0% | $3.42 | $3.42 | — | COM | 725846109 |
| — | UROPLASTY INC | 17,900 | $58,000 | 0.0% | $3.24 | $3.24 | — | COM NEW | 917277204 |
| — | CIBER INC | 17,380 | $58,000 | 0.0% | $3.34 | $3.34 | — | COM | 17163B102 |
| — | EMCORE CORP | 12,950 | $56,000 | 0.0% | $4.32 | $4.32 | — | COM NEW | 290846203 |
| — | METALICO INC | 27,200 | $53,000 | 0.0% | $1.95 | $1.95 | — | COM | 591176102 |
| — | DYNEGY INC NEW DEL | 2,734 | $52,000 | 0.0% | $19.02 | $19.02 | — | COM | 26817R108 |
| — | MELA SCIENCES INC | 29,200 | $52,000 | 0.0% | $1.78 | $1.78 | — | COM | 55277R100 |
| MITK | MITEK SYS INC | 15,900 | $51,000 | 0.0% | $3.21 | $3.21 | — | COM NEW | 606710200 |
| ASYS | AMTECH SYS INC | 15,900 | $51,000 | 0.0% | $3.21 | $3.21 | — | COM PAR $0.01N | 032332504 |
| — | VALLEY NATL BANCORP | 125,000 | $50,000 | 0.0% | $0.40 | $0.40 | — | *W EXP 11/14/201 | 919794131 |
| — | MILLER ENERGY RES INC | 12,400 | $49,000 | 0.0% | $3.95 | $3.95 | — | COM | 600527105 |
| — | ALLIANCE ONE INTL INC | 13,439 | $49,000 | 0.0% | $3.65 | $3.65 | — | COM | 018772103 |
| — | DOUBLE EAGLE PETE CO | 11,300 | $45,000 | 0.0% | $3.98 | $3.98 | — | COM PAR $0.10 | 258570209 |
| CDVIQ | CAL DIVE INTL INC DEL | 25,000 | $43,000 | 0.0% | $1.72 | $1.72 | — | COM | 12802T101 |
| — | LIONBRIDGE TECHNOLOGIES INC | 10,600 | $43,000 | 0.0% | $4.06 | $4.06 | — | COM | 536252109 |
| — | MOSYS INC | 11,700 | $41,000 | 0.0% | $3.50 | $3.50 | — | COM | 619718109 |
| — | MAXYGEN INC | 16,300 | $40,000 | 0.0% | $2.45 | $2.45 | — | COM | 577776107 |
| — | FLOW INTL CORP | 11,400 | $40,000 | 0.0% | $3.51 | $3.51 | — | COM | 343468104 |
| — | NEWS CORP | 1,500 | $39,000 | 0.0% | $26.00 | $26.00 | — | CL B | 65248E203 |
| — | EMAGIN CORP | 10,600 | $38,000 | 0.0% | $3.58 | $3.58 | — | COM NEW | 29076N206 |
| — | NOVATEL WIRELESS INC | 27,700 | $37,000 | 0.0% | $1.34 | $1.34 | — | COM NEW | 66987M604 |
| — | SOLTA MED INC | 11,877 | $32,000 | 0.0% | $2.69 | $2.69 | — | COM | 83438K103 |
| — | BSQUARE CORP | 10,800 | $32,000 | 0.0% | $2.96 | $2.96 | — | COM NEW | 11776U300 |
| — | APRICUS BIOSCIENCES INC | 14,649 | $29,000 | 0.0% | $1.98 | $1.98 | — | COM | 03832V109 |
| — | QUICKLOGIC CORP | 13,400 | $29,000 | 0.0% | $2.16 | $2.16 | — | COM | 74837P108 |
| — | SENOMYX INC | 17,400 | $29,000 | 0.0% | $1.67 | $1.67 | — | COM | 81724Q107 |
| — | ASSOCIATED BANC CORP | 24,175 | $28,000 | 0.0% | $1.16 | $1.16 | — | *W EXP 11/21/201 | 045487113 |
| — | DOT HILL SYS CORP | 29,200 | $27,000 | 0.0% | $0.92 | $0.92 | — | COM | 25848T109 |
| — | MARTHA STEWART LIVING OMNIME | 10,426 | $26,000 | 0.0% | $2.49 | $2.49 | — | CL A | 573083102 |
| — | KINDER MORGAN INC DEL | 6,976 | $26,000 | 0.0% | $3.73 | $3.73 | — | *W EXP 05/25/201 | 49456B119 |
| — | SEACOAST BKG CORP FLA | 14,896 | $24,000 | 0.0% | $1.61 | $1.61 | — | COM | 811707306 |
| — | KIT DIGITAL INC | 45,200 | $22,000 | 0.0% | $0.49 | $0.49 | — | COM NEW | 482470200 |
| — | URANERZ ENERGY CORP | 14,800 | $21,000 | 0.0% | $1.42 | $1.42 | — | COM | 91688T104 |
| — | MINES MGMT INC | 20,000 | $21,000 | 0.0% | $1.05 | $1.05 | — | COM | 603432105 |
| — | AASTROM BIOSCIENCES INC | 16,500 | $21,000 | 0.0% | $1.27 | $1.27 | — | COM NEW | 00253U305 |
| — | CORMEDIX INC | 145,000 | $16,000 | 0.0% | $0.11 | $0.11 | — | *W EXP 03/24/201 | 21900C118 |
| — | ELEPHANT TALK COMM CORP | 14,600 | $15,000 | 0.0% | $1.03 | $1.03 | — | COM NEW | 286202205 |
| NLST | NETLIST INC | 19,500 | $14,000 | 0.0% | $0.72 | $0.72 | — | COM | 64118P109 |
| CHGS | CHINA GENGSHENG MINERALS INC | 42,935 | $13,000 | 0.0% | $0.30 | $0.30 | — | COM | 16942P101 |
| — | AXCELIS TECHNOLOGIES INC | 23,177 | $12,000 | 0.0% | $0.52 | $0.52 | — | COM | 054540109 |
| — | SOTHEBYS | 280 | $9,000 | 0.0% | $32.14 | $32.14 | — | COM | 835898107 |
| — | GLOBALSTAR INC | 25,900 | $8,000 | 0.0% | $0.31 | $0.31 | — | COM | 378973408 |
| — | CEREPLAST INC | 315,790 | $7,000 | 0.0% | $0.02 | $0.02 | — | COM NEW | 156732307 |
| — | WAVE SYSTEMS CORP | 10,100 | $7,000 | 0.0% | $0.69 | $0.69 | — | COM NEW | 943526301 |
| — | CAMAC ENERGY INC | 11,900 | $7,000 | 0.0% | $0.59 | $0.59 | — | COM | 131745101 |
| — | UNIVERSAL BUSINESS PMT SOL A | 1,295 | $6,000 | 0.0% | $4.63 | $4.63 | — | COM | 913384103 |
| — | GOODRICH PETE CORP | 171 | $2,000 | 0.0% | $11.70 | $11.70 | — | COM NEW | 382410405 |
| ENZN | ENZON PHARMACEUTICALS INC | 176 | $1,000 | 0.0% | $5.68 | $5.68 | — | COM | 293904108 |
| RMBS | RAMBUS INC DEL | 194 | $1,000 | 0.0% | $5.15 | $5.15 | — | COM | 750917106 |
| EXEL | EXELIXIS INC | 177 | $1,000 | 0.0% | $5.65 | $5.65 | — | COM | 30161Q104 |
| — | AV HOMES INC | 80 | $1,000 | 0.0% | $12.50 | $12.50 | — | COM | 00234P102 |
| — | ARCELORMITTAL SA LUXEMBOURG | 40 | $1,000 | 0.0% | $25.00 | $25.00 | — | NY REGISTRY SH | 03938L104 |
| AIR | AAR CORP | 46 | $1,000 | 0.0% | $21.74 | $21.74 | — | COM | 000361105 |
| — | VALLEY NATL BANCORP | 1,000 | $0 | 0.0% | $0.00 | — | — | *W EXP 06/30/201 | 919794123 |