Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q2 2013 (← Previous) (Next →)
Filing Date: Aug 13, 2013
Total Value: $3.478B (83.3% shares, 16.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 747,252 | $63.4M | 1.8% | $84.84 | — | — | CL A | 371559105 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 1,325,844 | $43.62M | 1.3% | $32.90 | — | — | COM | 78467J100 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 981,564 | $32.46M | 0.9% | $33.07 | — | — | COM | 00404A109 |
| LKQ | LKQ CORP | 1,229,302 | $31.66M | 0.9% | $25.75 | — | — | COM | 501889208 |
| — | JARDEN CORP | 719,894 | $31.5M | 0.9% | $43.75 | — | — | COM | 471109108 |
| — | SOURCEFIRE INC | 534,039 | $29.67M | 0.9% | $55.55 | — | — | COM | 83616T108 |
| — | THORATEC CORP | 890,359 | $27.88M | 0.8% | $31.31 | — | — | COM NEW | 885175307 |
| RJF | RAYMOND JAMES FINANCIAL INC | 641,545 | $27.57M | 0.8% | $42.98 | — | — | COM | 754730109 |
| SMTC | SEMTECH CORP | 757,025 | $26.52M | 0.8% | $35.03 | — | — | COM | 816850101 |
| WWD | WOODWARD INC | 647,405 | $25.9M | 0.7% | $40.00 | — | — | COM | 980745103 |
| DXCM | DEXCOM INC | 1,123,858 | $25.23M | 0.7% | $22.45 | — | — | COM | 252131107 |
| — | HCC INS HLDGS INC | 563,340 | $24.29M | 0.7% | $43.11 | — | — | COM | 404132102 |
| ODFL | OLD DOMINION FGHT LINES INC | 575,297 | $23.94M | 0.7% | $41.62 | — | — | COM | 679580100 |
| — | TIBCO SOFTWARE INC | 1,112,020 | $23.81M | 0.7% | $21.41 | — | — | COM | 88632Q103 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 491,235 | $23.74M | 0.7% | $48.33 | — | — | COM | 03820C105 |
| — | HMS HLDGS CORP | 1,003,146 | $23.37M | 0.7% | $23.30 | — | — | COM | 40425J101 |
| HAIN | HAIN CELESTIAL GROUP INC | 357,016 | $23.21M | 0.7% | $65.01 | — | — | COM | 405217100 |
| — | TRIUMPH GROUP INC NEW | 291,548 | $23.08M | 0.7% | $79.15 | — | — | COM | 896818101 |
| — | MICROS SYS INC | 532,240 | $22.97M | 0.7% | $43.15 | — | — | COM | 594901100 |
| MD | MEDNAX INC | 250,435 | $22.93M | 0.7% | $91.58 | — | — | COM | 58502B106 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 242,030 | $22.91M | 0.7% | $94.66 | — | — | COM | 22410J106 |
| — | MAGELLAN HEALTH SVCS INC | 408,297 | $22.9M | 0.7% | $56.08 | — | — | COM NEW | 559079207 |
| CLH | CLEAN HARBORS INC | 438,522 | $22.16M | 0.6% | $50.53 | — | — | COM | 184496107 |
| PKG | PACKAGING CORP AMER | 450,700 | $22.07M | 0.6% | $48.96 | — | — | COM | 695156109 |
| PLCE | CHILDRENS PL RETAIL STORES I | 402,637 | $22.07M | 0.6% | $54.80 | — | — | COM | 168905107 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 714,622 | $22.06M | 0.6% | $30.87 | — | — | COM | 87157B103 |
| — | JIVE SOFTWARE INC | 1,164,039 | $21.15M | 0.6% | $18.17 | — | — | COM | 47760A108 |
| — | AKORN INC | 12,420,000 | $21.11M | 0.6% | $1.70 | — | — | NOTE 3.500% 6/0 | 009728ab2 |
| — | XILINX INC | 14,949,000 | $20.66M | 0.6% | $1.38 | — | — | SDCV 3.125% 3/1 | 983919ad3 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 373,327 | $20.6M | 0.6% | $55.18 | — | — | COM | 75689M101 |
| — | AEROPOSTALE | 1,427,524 | $19.7M | 0.6% | $13.80 | — | — | COM | 007865108 |
| — | BALLY TECHNOLOGIES INC | 348,172 | $19.64M | 0.6% | $56.42 | — | — | COM | 05874B107 |
| — | PROOFPOINT INC | 802,938 | $19.47M | 0.6% | $24.25 | — | — | COM | 743424103 |
| — | FINANCIAL ENGINES INC | 423,171 | $19.29M | 0.6% | $45.59 | — | — | COM | 317485100 |
| — | BIOMED REALTY TRUST INC | 950,855 | $19.24M | 0.6% | $20.23 | — | — | COM | 09063H107 |
| — | ENDOLOGIX INC | 1,448,234 | $19.23M | 0.6% | $13.28 | — | — | COM | 29266S106 |
| — | COHERENT INC | 343,009 | $18.89M | 0.5% | $55.07 | — | — | COM | 192479103 |
| — | QLIK TECHNOLOGIES INC | 667,980 | $18.88M | 0.5% | $28.27 | — | — | COM | 74733T105 |
| — | BARRETT BILL CORP | 932,580 | $18.86M | 0.5% | $20.22 | — | — | COM | 06846N104 |
| HURN | HURON CONSULTING GROUP INC | 401,890 | $18.58M | 0.5% | $46.24 | — | — | COM | 447462102 |
| BLKB | BLACKBAUD INC | 568,435 | $18.51M | 0.5% | $32.57 | — | — | COM | 09227Q100 |
| — | GILEAD SCIENCES INC | 8,059,000 | $18.27M | 0.5% | $2.27 | — | — | NOTE 1.625% 5/0 | 375558ap8 |
| HUBG | HUB GROUP INC | 500,869 | $18.24M | 0.5% | $36.42 | — | — | CL A | 443320106 |
| — | IMPERVA INC | 404,961 | $18.24M | 0.5% | $45.04 | — | — | COM | 45321L100 |
| ACAD | ACADIA PHARMACEUTICALS INC | 994,134 | $18.04M | 0.5% | $18.15 | — | — | COM | 004225108 |
| — | WELLCARE HEALTH PLANS INC | 324,545 | $18.03M | 0.5% | $55.55 | — | — | COM | 94946T106 |
| HXL | HEXCEL CORP NEW | 527,648 | $17.97M | 0.5% | $34.05 | — | — | COM | 428291108 |
| — | INFORMATICA CORP | 511,133 | $17.88M | 0.5% | $34.98 | — | — | COM | 45666Q102 |
| IDA | IDACORP INC | 373,230 | $17.82M | 0.5% | $47.76 | — | — | COM | 451107106 |
| — | RESTORATION HARDWARE HLDGS I | 237,112 | $17.78M | 0.5% | $75.00 | — | — | COM | 761283100 |
| — | THERAVANCE INC | 11,510,000 | $17.77M | 0.5% | $1.54 | — | — | NOTE 2.125% 1/1 | 88338tab0 |
| PB | PROSPERITY BANCSHARES INC | 342,210 | $17.72M | 0.5% | $51.79 | — | — | COM | 743606105 |
| CEVA | CEVA INC | 914,196 | $17.7M | 0.5% | $19.36 | — | — | COM | 157210105 |
| — | BIO-REFERENCE LABS INC | 615,117 | $17.68M | 0.5% | $28.75 | — | — | COM $.01 NEW | 09057G602 |
| — | WAGEWORKS INC | 505,127 | $17.4M | 0.5% | $34.45 | — | — | COM | 930427109 |
| — | MICROSEMI CORP | 763,000 | $17.36M | 0.5% | $22.75 | — | — | COM | 595137100 |
| OHI | OMEGA HEALTHCARE INVS INC | 553,365 | $17.16M | 0.5% | $31.02 | — | — | COM | 681936100 |
| CNK | CINEMARK HOLDINGS INC | 606,115 | $16.92M | 0.5% | $27.92 | — | — | COM | 17243V102 |
| PTC | PTC INC | 689,035 | $16.9M | 0.5% | $24.53 | — | — | COM | 69370C100 |
| — | SVB FINL GROUP | 202,803 | $16.9M | 0.5% | $83.32 | — | — | COM | 78486Q101 |
| SM | SM ENERGY CO | 278,675 | $16.71M | 0.5% | $59.98 | — | — | COM | 78454L100 |
| BRKR | BRUKER CORP | 1,028,195 | $16.61M | 0.5% | $16.15 | — | — | COM | 116794108 |
| CVLT | COMMVAULT SYSTEMS INC | 217,079 | $16.47M | 0.5% | $75.89 | — | — | COM | 204166102 |
| — | MICROCHIP TECHNOLOGY INC | 11,295,000 | $16.42M | 0.5% | $1.45 | — | — | SDCV 2.125%12/1 | 595017ab0 |
| — | MANITOWOC INC | 912,018 | $16.33M | 0.5% | $17.91 | — | — | COM | 563571108 |
| — | MEDIVATION INC | 326,871 | $16.08M | 0.5% | $49.20 | — | — | COM | 58501N101 |
| ALLT | ALLOT COMMUNICATIONS LTD | 1,172,124 | $16.07M | 0.5% | $13.71 | — | — | SHS | M0854Q105 |
| ACTG | ACACIA RESH CORP | 715,475 | $15.99M | 0.5% | $22.35 | — | — | ACACIA TCH COM | 003881307 |
| TDY | TELEDYNE TECHNOLOGIES INC | 205,256 | $15.88M | 0.5% | $77.35 | — | — | COM | 879360105 |
| APH | AMPHENOL CORP NEW | 198,738 | $15.49M | 0.4% | $77.94 | — | — | CL A | 032095101 |
| — | PIONEER ENERGY SVCS CORP | 2,335,141 | $15.46M | 0.4% | $6.62 | — | — | COM | 723664108 |
| — | COBALT INTL ENERGY INC | 14,535,000 | $15.42M | 0.4% | $1.06 | — | — | NOTE 2.625%12/0 | 19075faa4 |
| — | KNIGHT TRANSN INC | 915,275 | $15.39M | 0.4% | $16.82 | — | — | COM | 499064103 |
| FUL | FULLER H B CO | 400,874 | $15.16M | 0.4% | $37.81 | — | — | COM | 359694106 |
| — | VIROPHARMA INC | 9,202,000 | $15.11M | 0.4% | $1.64 | — | — | NOTE 2.000% 3/1 | 928241ah1 |
| ACH | OWENS & MINOR INC NEW | 446,510 | $15.11M | 0.4% | $33.83 | — | — | COM | 690732102 |
| ICLR | ICON PLC | 425,874 | $15.09M | 0.4% | $35.43 | — | — | SHS | G4705A100 |
| — | CORNERSTONE ONDEMAND INC | 345,377 | $14.96M | 0.4% | $43.30 | — | — | COM | 21925Y103 |
| ACIW | ACI WORLDWIDE INC | 321,456 | $14.94M | 0.4% | $46.48 | — | — | COM | 004498101 |
| — | CHEMTURA CORP | 735,981 | $14.94M | 0.4% | $20.30 | — | — | COM NEW | 163893209 |
| — | FRANCESCAS HLDGS CORP | 537,005 | $14.92M | 0.4% | $27.79 | — | — | COM | 351793104 |
| — | SIRONA DENTAL SYSTEMS INC | 223,987 | $14.76M | 0.4% | $65.88 | — | — | COM | 82966C103 |
| — | HEALTH MGMT ASSOC INC NEW | 928,609 | $14.6M | 0.4% | $15.72 | — | — | CL A | 421933102 |
| PZZA | PAPA JOHNS INTL INC | 222,717 | $14.56M | 0.4% | $65.37 | — | — | COM | 698813102 |
| — | INFOBLOX INC | 497,496 | $14.56M | 0.4% | $29.26 | — | — | COM | 45672H104 |
| — | WELLS FARGO & CO NEW | 12,105 | $14.38M | 0.4% | $1188.02 | — | — | PERP PFD CNV A | 949746804 |
| — | MASTEC INC | 6,793,000 | $14.3M | 0.4% | $2.10 | — | — | NOTE 4.000% 6/1 | 576323al3 |
| — | OASIS PETE INC NEW | 363,632 | $14.13M | 0.4% | $38.87 | — | — | COM | 674215108 |
| — | VERISIGN INC | 10,000,000 | $14.09M | 0.4% | $1.41 | — | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | INTREPID POTASH INC | 734,788 | $14M | 0.4% | $19.05 | — | — | COM | 46121Y102 |
| BKE | BUCKLE INC | 267,970 | $13.94M | 0.4% | $52.02 | — | — | COM | 118440106 |
| — | GENCORP INC | 7,500,000 | $13.89M | 0.4% | $1.85 | — | — | SDCV 4.062%12/3 | 368682an0 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 318,330 | $13.83M | 0.4% | $43.44 | — | — | CL A | 989207105 |
| CFR | CULLEN FROST BANKERS INC | 206,545 | $13.79M | 0.4% | $66.77 | — | — | COM | 229899109 |
| — | RTI INTL METALS INC | 14,500,000 | $13.72M | 0.4% | $0.95 | — | — | NOTE 1.625%10/1 | 74973wab3 |
| — | MAGNUM HUNTER RES CORP DEL | 3,750,322 | $13.69M | 0.4% | $3.65 | — | — | COM | 55973B102 |
| — | CYRUSONE INC | 653,329 | $13.55M | 0.4% | $20.74 | — | — | COM | 23283R100 |
| HCSG | HEALTHCARE SVCS GRP INC | 547,710 | $13.43M | 0.4% | $24.52 | — | — | COM | 421906108 |
| — | TEREX CORP NEW | 7,727,000 | $13.43M | 0.4% | $1.74 | — | — | NOTE 4.000% 6/0 | 880779av5 |
| — | TRW AUTOMOTIVE INC | 5,785,000 | $13.24M | 0.4% | $2.29 | — | — | NOTE 3.500%12/0 | 87264mah2 |
| — | CUBIST PHARMACEUTICALS INC | 7,524,000 | $13.22M | 0.4% | $1.76 | — | — | NOTE 2.500%11/0 | 229678ad9 |
| HEI/A | HEICO CORP NEW | 356,585 | $13.16M | 0.4% | $36.91 | — | — | CL A | 422806208 |
| — | CHART INDS INC | 8,703,000 | $13.13M | 0.4% | $1.51 | — | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | ON ASSIGNMENT INC | 490,618 | $13.11M | 0.4% | $26.72 | — | — | COM | 682159108 |
| — | BEACON ROOFING SUPPLY INC | 345,283 | $13.08M | 0.4% | $37.88 | — | — | COM | 073685109 |
| SXT | SENSIENT TECHNOLOGIES CORP | 319,050 | $12.91M | 0.4% | $40.47 | — | — | COM | 81725T100 |
| MLI | MUELLER INDS INC | 254,870 | $12.85M | 0.4% | $50.43 | — | — | COM | 624756102 |
| — | WEST CORP | 577,620 | $12.79M | 0.4% | $22.14 | — | — | COM | 952355204 |
| CMP | COMPASS MINERALS INTL INC | 151,265 | $12.79M | 0.4% | $84.53 | — | — | COM | 20451N101 |
| — | DRIL-QUIP INC | 141,470 | $12.77M | 0.4% | $90.29 | — | — | COM | 262037104 |
| — | EXTERRAN HLDGS INC | 9,901,000 | $12.76M | 0.4% | $1.29 | — | — | NOTE 4.250% 6/1 | 30225xaa1 |
| — | ENDO HEALTH SOLUTIONS INC | 9,500,000 | $12.7M | 0.4% | $1.34 | — | — | NOTE 1.750% 4/1 | 29264fab2 |
| — | HUNTINGTON BANCSHARES INC | 10,224 | $12.6M | 0.4% | $1232.49 | — | — | PFD CONV SER A | 446150401 |
| — | AXIALL CORP | 295,170 | $12.57M | 0.4% | $42.58 | — | — | COM | 05463D100 |
| — | OMNICARE INC | 10,000,000 | $12.43M | 0.4% | $1.24 | — | — | NOTE 3.750% 4/0 | 681904ap3 |
| FTNT | FORTINET INC | 708,696 | $12.4M | 0.4% | $17.50 | — | — | COM | 34959E109 |
| — | RUDOLPH TECHNOLOGIES INC | 1,100,060 | $12.32M | 0.4% | $11.20 | — | — | COM | 781270103 |
| — | AARONS INC | 436,002 | $12.21M | 0.4% | $28.01 | — | — | COM PAR $0.50 | 002535300 |
| PII | POLARIS INDS INC | 127,797 | $12.14M | 0.3% | $95.00 | — | — | COM | 731068102 |
| BDC | BELDEN INC | 242,175 | $12.09M | 0.3% | $49.93 | — | — | COM | 077454106 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 299,861 | $12.02M | 0.3% | $40.10 | — | — | COM | 043436104 |
| PANW | PALO ALTO NETWORKS INC | 282,730 | $11.92M | 0.3% | $42.16 | — | — | COM | 697435105 |
| — | RYLAND GROUP INC | 8,173,000 | $11.82M | 0.3% | $1.45 | — | — | NOTE 1.625% 5/1 | 783764aq6 |
| PWR | QUANTA SVCS INC | 446,360 | $11.81M | 0.3% | $26.46 | — | — | COM | 74762E102 |
| — | BROADSOFT INC | 423,736 | $11.7M | 0.3% | $27.60 | — | — | COM | 11133B409 |
| — | E M C CORP MASS | 7,878,000 | $11.64M | 0.3% | $1.48 | — | — | NOTE 1.750%12/0 | 268648am4 |
| — | WASTE CONNECTIONS INC | 281,719 | $11.59M | 0.3% | $41.14 | — | — | COM | 941053100 |
| — | TELEFLEX INC | 8,500,000 | $11.51M | 0.3% | $1.35 | — | — | NOTE 3.875% 8/0 | 879369aa4 |
| CMC | COMMERCIAL METALS CO | 767,637 | $11.34M | 0.3% | $14.77 | — | — | COM | 201723103 |
| JLL | JONES LANG LASALLE INC | 123,861 | $11.29M | 0.3% | $91.14 | — | — | COM | 48020Q107 |
| URBN | URBAN OUTFITTERS INC | 279,268 | $11.23M | 0.3% | $40.22 | — | — | COM | 917047102 |
| — | MICRON TECHNOLOGY INC | 7,240,000 | $11.12M | 0.3% | $1.54 | — | — | NOTE 1.500% 8/0 | 595112aq6 |
| — | FIRST CASH FINL SVCS INC | 222,366 | $10.94M | 0.3% | $49.21 | — | — | COM | 31942D107 |
| DECK | DECKERS OUTDOOR CORP | 216,125 | $10.92M | 0.3% | $50.51 | — | — | COM | 243537107 |
| — | UNITED THERAPEUTICS CORP DEL | 7,500,000 | $10.91M | 0.3% | $1.45 | — | — | NOTE 1.000% 9/1 | 91307caf9 |
| AAPL | APPLE INC | 26,737 | $10.6M | 0.3% | $396.53 | — | — | COM | 037833100 |
| CDNS | CADENCE DESIGN SYSTEM INC | 729,377 | $10.56M | 0.3% | $14.48 | — | — | COM | 127387108 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 212,422 | $10.44M | 0.3% | $49.14 | — | — | COM | 205306103 |
| — | ARIAD PHARMACEUTICALS INC | 593,181 | $10.38M | 0.3% | $17.49 | — | — | COM | 04033A100 |
| MCD | MCDONALDS CORP | 103,906 | $10.29M | 0.3% | $99.00 | — | — | COM | 580135101 |
| NOW | SERVICENOW INC | 253,635 | $10.24M | 0.3% | $40.39 | — | — | COM | 81762P102 |
| SBRA | SABRA HEALTH CARE REIT INC | 388,345 | $10.14M | 0.3% | $26.11 | — | — | COM | 78573L106 |
| WLY | WILEY JOHN & SONS INC | 252,242 | $10.11M | 0.3% | $40.09 | — | — | CL A | 968223206 |
| — | GLOBAL CASH ACCESS HLDGS INC | 1,608,964 | $10.07M | 0.3% | $6.26 | — | — | COM | 378967103 |
| — | IBERIABANK CORP | 182,010 | $9.758M | 0.3% | $53.61 | — | — | COM | 450828108 |
| — | ONYX PHARMACEUTICALS INC | 111,511 | $9.681M | 0.3% | $86.82 | — | — | COM | 683399109 |
| — | SEADRILL LIMITED | 235,070 | $9.577M | 0.3% | $40.74 | — | — | SHS | G7945E105 |
| — | ENPRO INDS INC | 6,000,000 | $9.521M | 0.3% | $1.59 | — | — | DBCV 3.938%10/1 | 29355xab3 |
| — | CORESITE RLTY CORP | 297,777 | $9.472M | 0.3% | $31.81 | — | — | COM | 21870Q105 |
| — | PRICELINE COM INC | 8,121,000 | $9.456M | 0.3% | $1.16 | — | — | DEBT 1.000% 3/1 | 741503aq9 |
| — | FOOT LOCKER INC | 268,750 | $9.441M | 0.3% | $35.13 | — | — | COM | 344849104 |
| — | VODAFONE GROUP PLC NEW | 325,577 | $9.359M | 0.3% | $28.75 | — | — | SPONS ADR NEW | 92857W209 |
| PM | PHILIP MORRIS INTL INC | 107,587 | $9.319M | 0.3% | $86.62 | — | — | COM | 718172109 |
| — | LAZARD LTD | 289,268 | $9.3M | 0.3% | $32.15 | — | — | SHS A | G54050102 |
| — | WALTER INVT MGMT CORP | 9,193,000 | $9.258M | 0.3% | $1.01 | — | — | NOTE 4.500%11/0 | 93317waa0 |
| QCOM | QUALCOMM INC | 151,322 | $9.244M | 0.3% | $61.09 | — | — | COM | 747525103 |
| MOH | MOLINA HEALTHCARE INC | 248,610 | $9.243M | 0.3% | $37.18 | — | — | COM | 60855R100 |
| — | WYNDHAM WORLDWIDE CORP | 160,700 | $9.197M | 0.3% | $57.23 | — | — | COM | 98310W108 |
| OIS | OIL STS INTL INC | 98,685 | $9.142M | 0.3% | $92.64 | — | — | COM | 678026105 |
| OXY | OCCIDENTAL PETE CORP DEL | 100,851 | $8.999M | 0.3% | $89.23 | — | — | COM | 674599105 |
| EVR | EVERCORE PARTNERS INC | 226,903 | $8.913M | 0.3% | $39.28 | — | — | CLASS A | 29977A105 |
| BCC | BOISE CASCADE CO DEL | 348,098 | $8.845M | 0.3% | $25.41 | — | — | COM | 09739D100 |
| WABC | WESTAMERICA BANCORPORATION | 188,515 | $8.613M | 0.2% | $45.69 | — | — | COM | 957090103 |
| JPM | JPMORGAN CHASE & CO | 161,861 | $8.545M | 0.2% | $52.79 | — | — | COM | 46625H100 |
| — | HIBBETT SPORTS INC | 151,521 | $8.42M | 0.2% | $55.57 | — | — | COM | 428567101 |
| — | ATMEL CORP | 1,144,692 | $8.402M | 0.2% | $7.34 | — | — | COM | 049513104 |
| — | CACI INTL INC | 7,000,000 | $8.388M | 0.2% | $1.20 | — | — | NOTE 2.125% 5/0 | 127190ad8 |
| — | SPECTRANETICS CORP | 441,340 | $8.244M | 0.2% | $18.68 | — | — | COM | 84760C107 |
| — | COLONY FINL INC | 8,000,000 | $8.18M | 0.2% | $1.02 | — | — | NOTE 5.000% 4/1 | 19624raa4 |
| PODD | INSULET CORP | 260,201 | $8.173M | 0.2% | $31.41 | — | — | COM | 45784P101 |
| — | COBALT INTL ENERGY INC | 306,161 | $8.135M | 0.2% | $26.57 | — | — | COM | 19075F106 |
| — | GENERAL CABLE CORP DEL NEW | 7,252,000 | $8.066M | 0.2% | $1.11 | — | — | FRNT 4.500%11/1 | 369300al2 |
| — | AMARIN CORP PLC | 1,381,603 | $8.013M | 0.2% | $5.80 | — | — | SPONS ADR NEW | 023111206 |
| NMFC | NEW MTN FIN CORP | 561,370 | $7.949M | 0.2% | $14.16 | — | — | COM | 647551100 |
| SHOO | MADDEN STEVEN LTD | 163,988 | $7.934M | 0.2% | $48.38 | — | — | COM | 556269108 |
| — | INTERXION HOLDING N.V | 302,330 | $7.9M | 0.2% | $26.13 | — | — | SHS | N47279109 |
| MLKN | MILLER HERMAN INC | 290,630 | $7.867M | 0.2% | $27.07 | — | — | COM | 600544100 |
| FULT | FULTON FINL CORP PA | 678,290 | $7.787M | 0.2% | $11.48 | — | — | COM | 360271100 |
| — | KRISPY KREME DOUGHNUTS INC | 443,800 | $7.744M | 0.2% | $17.45 | — | — | COM | 501014104 |
| AMG | AFFILIATED MANAGERS GROUP | 46,920 | $7.692M | 0.2% | $163.94 | — | — | COM | 008252108 |
| — | AETNA INC NEW | 120,942 | $7.685M | 0.2% | $63.54 | — | — | COM | 00817Y108 |
| — | SCRIPPS NETWORKS INTERACT IN | 115,095 | $7.684M | 0.2% | $66.76 | — | — | CL A COM | 811065101 |
| DHR | DANAHER CORP DEL | 121,370 | $7.683M | 0.2% | $63.30 | — | — | COM | 235851102 |
| TITN | TITAN MACHY INC | 387,702 | $7.611M | 0.2% | $19.63 | — | — | COM | 88830R101 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 75,809 | $7.59M | 0.2% | $100.12 | — | — | COM | 90384S303 |
| — | CYPRESS SEMICONDUCTOR CORP | 703,819 | $7.552M | 0.2% | $10.73 | — | — | COM | 232806109 |
| JNJ | JOHNSON & JOHNSON | 85,131 | $7.309M | 0.2% | $85.86 | — | — | COM | 478160104 |
| CWST | CASELLA WASTE SYS INC | 1,664,201 | $7.173M | 0.2% | $4.31 | — | — | CL A | 147448104 |
| MO | ALTRIA GROUP INC | 204,975 | $7.172M | 0.2% | $34.99 | — | — | COM | 02209S103 |
| — | INTEL CORP | 5,500,000 | $7.013M | 0.2% | $1.28 | — | — | SDCV 3.250% 8/0 | 458140af7 |
| DKS | DICKS SPORTING GOODS INC | 138,907 | $6.954M | 0.2% | $50.06 | — | — | COM | 253393102 |
| — | ASCENA RETAIL GROUP INC | 397,465 | $6.936M | 0.2% | $17.45 | — | — | COM | 04351G101 |
| — | PDL BIOPHARMA INC | 5,000,000 | $6.881M | 0.2% | $1.38 | — | — | NOTE 2.875% 2/1 | 69329yae4 |
| — | FIDELITY NATIONAL FINANCIAL | 5,222,000 | $6.877M | 0.2% | $1.32 | — | — | NOTE 4.250% 8/1 | 31620rae5 |
| TER | TERADYNE INC | 387,659 | $6.811M | 0.2% | $17.57 | — | — | COM | 880770102 |
| — | AUXILIUM PHARMACEUTICALS INC | 7,000,000 | $6.778M | 0.2% | $0.97 | — | — | NOTE 1.500% 7/1 | 05334daa5 |
| — | INVENSENSE INC | 440,155 | $6.77M | 0.2% | $15.38 | — | — | COM | 46123D205 |
| — | SHFL ENTMT INC | 382,031 | $6.766M | 0.2% | $17.71 | — | — | COM | 78423R105 |
| — | SOLERA HOLDINGS INC | 120,898 | $6.728M | 0.2% | $55.65 | — | — | COM | 83421A104 |
| PENN | PENN NATL GAMING INC | 126,526 | $6.696M | 0.2% | $52.92 | — | — | COM | 707569109 |
| — | LINKEDIN CORP | 37,438 | $6.675M | 0.2% | $178.29 | — | — | COM CL A | 53578A108 |
| XPO | XPO LOGISTICS INC | 367,603 | $6.65M | 0.2% | $18.09 | — | — | COM | 983793100 |
| — | POLYPORE INTL INC | 164,990 | $6.649M | 0.2% | $40.30 | — | — | COM | 73179V103 |
| — | MEDIVATION INC | 5,135,000 | $6.538M | 0.2% | $1.27 | — | — | NOTE 2.625% 4/0 | 58501naa9 |
| ESE | ESCO TECHNOLOGIES INC | 200,005 | $6.476M | 0.2% | $32.38 | — | — | COM | 296315104 |
| PRIM | PRIMORIS SVCS CORP | 326,145 | $6.432M | 0.2% | $19.72 | — | — | COM | 74164F103 |
| FMC | F M C CORP | 104,933 | $6.407M | 0.2% | $61.06 | — | — | COM NEW | 302491303 |
| — | EINSTEIN NOAH REST GROUP INC | 451,039 | $6.405M | 0.2% | $14.20 | — | — | COM | 28257U104 |
| — | ROWAN COMPANIES PLC | 187,634 | $6.393M | 0.2% | $34.07 | — | — | SHS CL A | G7665A101 |
| — | QEP RES INC | 229,508 | $6.376M | 0.2% | $27.78 | — | — | COM | 74733V100 |
| DVN | DEVON ENERGY CORP NEW | 122,850 | $6.373M | 0.2% | $51.88 | — | — | COM | 25179M103 |
| CBOE | CBOE HLDGS INC | 135,706 | $6.329M | 0.2% | $46.64 | — | — | COM | 12503M108 |
| — | GENESEE & WYO INC | 52,587 | $6.314M | 0.2% | $120.07 | — | — | UNIT 10/01/2015 | 371559204 |
| — | PHH CORP | 3,500,000 | $6.311M | 0.2% | $1.80 | — | — | NOTE 6.000% 6/1 | 693320aq6 |
| — | KRAFT FOODS GROUP INC | 112,429 | $6.281M | 0.2% | $55.87 | — | — | COM | 50076Q106 |
| — | BANK OF AMERICA CORPORATION | 5,572 | $6.213M | 0.2% | $1115.04 | — | — | 7.25%CNV PFD L | 060505682 |
| — | ENERSYS | 4,681,000 | $6.179M | 0.2% | $1.32 | — | — | NOTE 3.375% 6/0 | 29275yaa0 |
| MDLZ | MONDELEZ INTL INC | 212,277 | $6.056M | 0.2% | $28.53 | — | — | CL A | 609207105 |
| — | HERTZ GLOBAL HOLDINGS INC | 2,000,000 | $6.028M | 0.2% | $3.01 | — | — | NOTE 5.250% 6/0 | 42805taa3 |
| — | NV ENERGY INC | 256,655 | $6.021M | 0.2% | $23.46 | — | — | COM | 67073Y106 |
| — | ANALOGIC CORP | 82,540 | $6.011M | 0.2% | $72.83 | — | — | COM PAR $0.05 | 032657207 |
| — | KKR FINL HLDGS LLC | 562,726 | $5.937M | 0.2% | $10.55 | — | — | COM | 48248A306 |
| WSM | WILLIAMS SONOMA INC | 104,520 | $5.842M | 0.2% | $55.89 | — | — | COM | 969904101 |
| PFE | PFIZER INC | 208,284 | $5.834M | 0.2% | $28.01 | — | — | COM | 717081103 |
| — | NAVISTAR INTL CORP NEW | 6,000,000 | $5.83M | 0.2% | $0.97 | — | — | NOTE 3.000%10/1 | 63934eal2 |
| — | BRISTOW GROUP INC | 4,977,000 | $5.811M | 0.2% | $1.17 | — | — | NOTE 3.000% 6/1 | 110394ac7 |
| — | ONYX PHARMACEUTICALS INC | 2,500,000 | $5.712M | 0.2% | $2.28 | — | — | NOTE 4.000% 8/1 | 683399ab5 |
| ZTS | ZOETIS INC | 184,352 | $5.695M | 0.2% | $30.89 | — | — | CL A | 98978V103 |
| — | ACHILLION PHARMACEUTICALS IN | 694,458 | $5.681M | 0.2% | $8.18 | — | — | COM | 00448Q201 |
| — | EDUCATION RLTY TR INC | 552,910 | $5.656M | 0.2% | $10.23 | — | — | COM | 28140H104 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $5.57M | 0.2% | $2.79 | — | — | NOTE 1.875% 4/2 | 09061gad3 |
| — | LEVEL 3 COMMUNICATIONS INC | 4,050,000 | $5.523M | 0.2% | $1.36 | — | — | NOTE 6.500%10/0 | 52729nbr0 |
| — | XPO LOGISTICS INC | 4,450,000 | $5.502M | 0.2% | $1.24 | — | — | NOTE 4.500%10/0 | 983793aa8 |
| TXRH | TEXAS ROADHOUSE INC | 218,220 | $5.46M | 0.2% | $25.02 | — | — | COM | 882681109 |
| — | IXIA | 4,500,000 | $5.45M | 0.2% | $1.21 | — | — | NOTE 3.000%12/1 | 45071rab5 |
| — | POLYONE CORP | 211,895 | $5.251M | 0.2% | $24.78 | — | — | COM | 73179P106 |
| PAA | PLAINS ALL AMERN PIPELINE L | 93,190 | $5.201M | 0.1% | $55.81 | — | — | UNIT LTD PARTN | 726503105 |
| — | CVR REFNG LP | 172,665 | $5.19M | 0.1% | $30.06 | — | — | COMUNIT REP LT | 12663P107 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 282,215 | $5.153M | 0.1% | $18.26 | — | — | COM | 02553E106 |
| FNV | FRANCO NEVADA CORP | 139,740 | $4.998M | 0.1% | $35.77 | — | — | COM | 351858105 |
| — | ULTRATECH INC | 135,593 | $4.979M | 0.1% | $36.72 | — | — | COM | 904034105 |
| — | ON SEMICONDUCTOR CORP | 4,282,000 | $4.954M | 0.1% | $1.16 | — | — | NOTE 2.625%12/1 | 682189ah8 |
| — | NUANCE COMMUNICATIONS INC | 4,230,000 | $4.949M | 0.1% | $1.17 | — | — | DBCV 2.750% 8/1 | 67020yab6 |
| — | ALTRA HOLDINGS INC | 4,000,000 | $4.848M | 0.1% | $1.21 | — | — | NOTE 2.750% 3/0 | 02208rae6 |
| — | AIR METHODS CORP | 143,160 | $4.847M | 0.1% | $33.86 | — | — | COM PAR $.06 | 009128307 |
| — | LUXOTTICA GROUP S P A | 93,700 | $4.737M | 0.1% | $50.55 | — | — | SPONSORED ADR | 55068R202 |
| — | GENERAL MTRS CO | 98,134 | $4.718M | 0.1% | $48.08 | — | — | JR PFD CNV SRB | 37045V209 |
| — | HORSEHEAD HLDG CORP | 4,200,000 | $4.591M | 0.1% | $1.09 | — | — | NOTE 3.800% 7/0 | 440694ab3 |
| IBM | INTERNATIONAL BUSINESS MACHS | 23,354 | $4.463M | 0.1% | $191.10 | — | — | COM | 459200101 |
| — | PDL BIOPHARMA INC | 3,500,000 | $4.371M | 0.1% | $1.25 | — | — | NOTE 3.750% 5/0 | 69329yac8 |
| — | ARRIS GROUP INC | 4,124,000 | $4.264M | 0.1% | $1.03 | — | — | NOTE 2.000%11/1 | 04269qac4 |
| — | UNITED TECHNOLOGIES CORP | 71,080 | $4.213M | 0.1% | $59.27 | — | — | UNIT 99/99/9999 | 913017117 |
| DEO | DIAGEO P L C | 35,659 | $4.099M | 0.1% | $114.95 | — | — | SPON ADR NEW | 25243Q205 |
| EPD | ENTERPRISE PRODS PARTNERS L | 65,822 | $4.091M | 0.1% | $62.15 | — | — | COM | 293792107 |
| RGP | RESOURCES CONNECTION INC | 346,950 | $4.025M | 0.1% | $11.60 | — | — | COM | 76122Q105 |
| DUK | DUKE ENERGY CORP NEW | 59,141 | $3.992M | 0.1% | $67.50 | — | — | COM NEW | 26441C204 |
| MATW | MATTHEWS INTL CORP | 102,735 | $3.873M | 0.1% | $37.70 | — | — | CL A | 577128101 |
| — | HOLOGIC INC | 3,466,000 | $3.869M | 0.1% | $1.12 | — | — | FRNT 2.000%12/1 | 436440ab7 |
| — | KEYCORP NEW | 30,928 | $3.851M | 0.1% | $124.52 | — | — | PFD 7.75% SR A | 493267405 |
| NVRI | HARSCO CORP | 162,200 | $3.761M | 0.1% | $23.19 | — | — | COM | 415864107 |
| — | AVIS BUDGET GROUP | 2,036,000 | $3.745M | 0.1% | $1.84 | — | — | NOTE 3.500%10/0 | 053774ab1 |
| — | ROYAL GOLD INC | 4,000,000 | $3.657M | 0.1% | $0.91 | — | — | NOTE 2.875% 6/1 | 780287aa6 |
| — | ADTRAN INC | 148,045 | $3.645M | 0.1% | $24.62 | — | — | COM | 00738A106 |
| — | ELECTRONIC ARTS INC | 3,489,000 | $3.632M | 0.1% | $1.04 | — | — | NOTE 0.750% 7/1 | 285512aa7 |
| — | SANCHEZ ENERGY CORP | 155,725 | $3.575M | 0.1% | $22.96 | — | — | COM | 79970Y105 |
| — | NEWPARK RES INC | 2,737,000 | $3.541M | 0.1% | $1.29 | — | — | NOTE 4.000%10/0 | 651718ac2 |
| — | SALIX PHARMACEUTICALS INC | 2,908,000 | $3.495M | 0.1% | $1.20 | — | — | NOTE 1.500% 3/1 | 795435ae6 |
| NEE | NEXTERA ENERGY INC | 42,860 | $3.492M | 0.1% | $81.47 | — | — | COM | 65339F101 |
| — | BROOKDALE SR LIVING INC | 2,942,000 | $3.486M | 0.1% | $1.18 | — | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | EPR PPTYS | 109,400 | $3.432M | 0.1% | $31.37 | — | — | CONV PFD 9% SR E | 26884U307 |
| NVO | NOVO-NORDISK A S | 21,610 | $3.349M | 0.1% | $154.97 | — | — | ADR | 670100205 |
| — | LAM RESEARCH CORP | 3,116,000 | $3.317M | 0.1% | $1.06 | — | — | NOTE 0.500% 5/1 | 512807aj7 |
| NUS | NU SKIN ENTERPRISES INC | 53,400 | $3.264M | 0.1% | $61.12 | — | — | CL A | 67018T105 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 19 | $3.203M | 0.1% | $168578.95 | — | — | CL A | 084670108 |
| XOM | EXXON MOBIL CORP | 35,346 | $3.194M | 0.1% | $90.36 | — | — | COM | 30231G102 |
| — | SPARTAN STORES INC | 171,770 | $3.167M | 0.1% | $18.44 | — | — | COM | 846822104 |
| — | STERICYCLE INC | 28,623 | $3.161M | 0.1% | $110.44 | — | — | COM | 858912108 |
| — | HEALTH CARE REIT INC | 46,840 | $3.14M | 0.1% | $67.04 | — | — | COM | 42217K106 |
| CVX | CHEVRON CORP NEW | 26,080 | $3.086M | 0.1% | $118.33 | — | — | COM | 166764100 |
| — | WABASH NATL CORP | 2,492,000 | $3.078M | 0.1% | $1.24 | — | — | NOTE 3.375% 5/0 | 929566ah0 |
| — | PERRIGO CO | 25,415 | $3.075M | 0.1% | $120.99 | — | — | COM | 714290103 |
| — | SANDISK CORP | 2,253,000 | $3.03M | 0.1% | $1.34 | — | — | NOTE 1.500% 8/1 | 80004cad3 |
| — | ALERE INC | 12,500 | $2.897M | 0.1% | $231.76 | — | — | PERP PFD CONV SE | 01449J204 |
| — | LEAP WIRELESS INTL INC | 2,875,000 | $2.893M | 0.1% | $1.01 | — | — | NOTE 4.500% 7/1 | 521863al4 |
| — | SBA COMMUNICATIONS CORP | 1,154,000 | $2.841M | 0.1% | $2.46 | — | — | NOTE 4.000%10/0 | 78388jam8 |
| ARCC | ARES CAP CORP | 165,065 | $2.839M | 0.1% | $17.20 | — | — | COM | 04010L103 |
| CNC | CENTENE CORP DEL | 52,735 | $2.766M | 0.1% | $52.45 | — | — | COM | 15135B101 |
| — | FOREST CITY ENTERPRISES INC | 2,442,000 | $2.757M | 0.1% | $1.13 | — | — | NOTE 4.250% 8/1 | 345550ap2 |
| HSIC | SCHEIN HENRY INC | 28,757 | $2.753M | 0.1% | $95.73 | — | — | COM | 806407102 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,497,000 | $2.742M | 0.1% | $1.10 | — | — | NOTE 1.750%12/0 | 874054ac3 |
| ROP | ROPER INDS INC NEW | 21,841 | $2.713M | 0.1% | $124.22 | — | — | COM | 776696106 |
| — | TIBCO SOFTWARE INC | 2,701,000 | $2.645M | 0.1% | $0.98 | — | — | NOTE 2.250% 5/0 | 88632qab9 |
| LFUS | LITTELFUSE INC | 35,410 | $2.642M | 0.1% | $74.61 | — | — | COM | 537008104 |
| — | L BRANDS INC | 52,985 | $2.61M | 0.1% | $49.26 | — | — | COM | 501797104 |
| — | TITAN MACHY INC | 2,750,000 | $2.568M | 0.1% | $0.93 | — | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | CONTINENTAL AIRLS INC | 1,457,000 | $2.559M | 0.1% | $1.76 | — | — | NOTE 4.500% 1/1 | 210795pu8 |
| — | EQUINIX INC | 1,101,000 | $2.504M | 0.1% | $2.27 | — | — | NOTE 4.750% 6/1 | 29444uah9 |
| — | FORD MTR CO DEL | 1,377,000 | $2.49M | 0.1% | $1.81 | — | — | NOTE 4.250%11/1 | 345370cn8 |
| NNN | NATIONAL RETAIL PPTYS INC | 70,035 | $2.409M | 0.1% | $34.40 | — | — | COM | 637417106 |
| — | NIC INC | 144,495 | $2.389M | 0.1% | $16.53 | — | — | COM | 62914B100 |
| — | DR PEPPER SNAPPLE GROUP INC | 51,461 | $2.364M | 0.1% | $45.94 | — | — | COM | 26138E109 |
| TSCO | TRACTOR SUPPLY CO | 19,685 | $2.314M | 0.1% | $117.55 | — | — | COM | 892356106 |
| HSY | HERSHEY CO | 25,240 | $2.253M | 0.1% | $89.26 | — | — | COM | 427866108 |
| HCA | HCA HOLDINGS INC | 62,099 | $2.239M | 0.1% | $36.06 | — | — | COM | 40412C101 |
| F | FORD MTR CO DEL | 144,300 | $2.232M | 0.1% | $15.47 | — | — | COM PAR $0.01 | 345370860 |
| PG | PROCTER & GAMBLE CO | 28,868 | $2.223M | 0.1% | $77.01 | — | — | COM | 742718109 |
| — | CUBIST PHARMACEUTICALS INC | 44,892 | $2.168M | 0.1% | $48.29 | — | — | COM | 229678107 |
| PPG | PPG INDS INC | 14,640 | $2.143M | 0.1% | $146.38 | — | — | COM | 693506107 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,500,000 | $2.134M | 0.1% | $1.42 | — | — | NOTE 4.375% 6/0 | 874054aa7 |
| — | DSW INC | 27,650 | $2.031M | 0.1% | $73.45 | — | — | CL A | 23334L102 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,585,000 | $2.018M | 0.1% | $1.27 | — | — | NOTE 3.250% 3/1 | 42330pag2 |
| CASY | CASEYS GEN STORES INC | 33,512 | $2.016M | 0.1% | $60.16 | — | — | COM | 147528103 |
| — | NOBLE ENERGY INC | 33,171 | $1.992M | 0.1% | $60.05 | — | — | COM | 655044105 |
| — | ALERE INC | 2,000,000 | $1.98M | 0.1% | $0.99 | — | — | NOTE 3.000% 5/1 | 01449jaa3 |
| — | PPL CORP | 36,500 | $1.976M | 0.1% | $54.14 | — | — | UNIT 99/99/9999S | 69351T114 |
| T | AT&T INC | 55,197 | $1.954M | 0.1% | $35.40 | — | — | COM | 00206R102 |
| — | MYLAN INC | 821,000 | $1.947M | 0.1% | $2.37 | — | — | NOTE 3.750% 9/1 | 628530aj6 |
| — | ENDEAVOR INTL CORP INC | 3,208,000 | $1.924M | 0.1% | $0.60 | — | — | NOTE 5.500% 7/1 | 29257mae0 |
| HLF | HERBALIFE LTD | 42,050 | $1.898M | 0.1% | $45.14 | — | — | COM USD SHS | G4412G101 |
| — | NIELSEN HOLDINGS N V | 56,035 | $1.882M | 0.1% | $33.59 | — | — | COM | N63218106 |
| EXPD | EXPEDITORS INTL WASH INC | 48,278 | $1.836M | 0.1% | $38.03 | — | — | COM | 302130109 |
| — | ALEXION PHARMACEUTICALS INC | 19,560 | $1.804M | 0.1% | $92.23 | — | — | COM | 015351109 |
| — | RAYONIER TRS HLDGS INC | 1,041,000 | $1.748M | 0.1% | $1.68 | — | — | NOTE 4.500% 8/1 | 75508aac0 |
| SJT | SAN JUAN BASIN RTY TR | 108,468 | $1.741M | 0.1% | $16.05 | — | — | UNIT BEN INT | 798241105 |
| — | CADENCE DESIGN SYSTEM INC | 878,000 | $1.707M | 0.0% | $1.94 | — | — | NOTE 2.625% 6/0 | 127387aj7 |
| — | HOLOGIC INC | 1,695,000 | $1.697M | 0.0% | $1.00 | — | — | FRNT 2.000%12/1 | 436440aa9 |
| — | WHOLE FOODS MKT INC | 32,055 | $1.65M | 0.0% | $51.47 | — | — | COM | 966837106 |
| — | BROADCOM CORP | 48,526 | $1.64M | 0.0% | $33.80 | — | — | CL A | 111320107 |
| — | TIFFANY & CO NEW | 22,380 | $1.63M | 0.0% | $72.83 | — | — | COM | 886547108 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 58,283 | $1.609M | 0.0% | $27.61 | — | — | COM | 35671D857 |
| — | MICHAEL KORS HLDGS LTD | 25,850 | $1.603M | 0.0% | $62.01 | — | — | SHS | G60754101 |
| TKR | TIMKEN CO | 27,500 | $1.548M | 0.0% | $56.29 | — | — | COM | 887389104 |
| — | CITRIX SYS INC | 25,474 | $1.538M | 0.0% | $60.38 | — | — | COM | 177376100 |
| UAA | UNDER ARMOUR INC | 25,480 | $1.521M | 0.0% | $59.69 | — | — | CL A | 904311107 |
| — | PRECISION CASTPARTS CORP | 6,560 | $1.483M | 0.0% | $226.07 | — | — | COM | 740189105 |
| AME | AMETEK INC NEW | 34,907 | $1.477M | 0.0% | $42.31 | — | — | COM | 031100100 |
| — | EXELIXIS INC | 1,500,000 | $1.456M | 0.0% | $0.97 | — | — | NOTE 4.250% 8/1 | 30161qac8 |
| — | REDWOOD TR INC | 1,441,000 | $1.441M | 0.0% | $1.00 | — | — | NOTE 4.625% 4/1 | 758075ab1 |
| — | TD AMERITRADE HLDG CORP | 59,074 | $1.435M | 0.0% | $24.29 | — | — | COM | 87236Y108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 33,720 | $1.435M | 0.0% | $42.56 | — | — | COM | 00971T101 |
| — | OMNICARE CAP TR II | 24,200 | $1.422M | 0.0% | $58.76 | — | — | PFD B TR 4.00% | 68214Q200 |
| KO | COCA COLA CO | 35,260 | $1.414M | 0.0% | $40.10 | — | — | COM | 191216100 |
| — | ACTIVE NETWORK INC | 184,925 | $1.4M | 0.0% | $7.57 | — | — | COM | 00506D100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,450 | $1.393M | 0.0% | $111.89 | — | — | CL B NEW | 084670702 |
| SPY | SPDR S&P 500 ETF TR | 8,420 | $1.351M | 0.0% | $160.45 | — | — | TR UNIT | 78462F103 |
| — | BED BATH & BEYOND INC | 18,941 | $1.344M | 0.0% | $70.96 | — | — | COM | 075896100 |
| HIG | HARTFORD FINL SVCS GROUP INC | 42,348 | $1.309M | 0.0% | $30.91 | — | — | COM | 416515104 |
| — | NORDSTROM INC | 21,530 | $1.291M | 0.0% | $59.96 | — | — | COM | 655664100 |
| — | CAMERON INTERNATIONAL CORP | 20,655 | $1.263M | 0.0% | $61.15 | — | — | COM | 13342B105 |
| — | NOVELLUS SYS INC | 883,000 | $1.25M | 0.0% | $1.42 | — | — | NOTE 2.625% 5/1 | 670008ad3 |
| PVH | PVH CORP | 9,903 | $1.238M | 0.0% | $125.01 | — | — | COM | 693656100 |
| VRTX | VERTEX PHARMACEUTICALS INC | 14,999 | $1.201M | 0.0% | $80.07 | — | — | COM | 92532F100 |
| — | SBA COMMUNICATIONS CORP | 16,055 | $1.19M | 0.0% | $74.12 | — | — | COM | 78388J106 |
| — | TESLA MTRS INC | 1,000,000 | $1.124M | 0.0% | $1.12 | — | — | NOTE 1.500% 6/0 | 88160raa9 |
| UNP | UNION PAC CORP | 6,767 | $1.044M | 0.0% | $154.28 | — | — | COM | 907818108 |
| COP | CONOCOPHILLIPS | 16,300 | $986K | 0.0% | $60.49 | — | — | COM | 20825C104 |
| CNP | CENTERPOINT ENERGY INC | 38,275 | $899K | 0.0% | $23.49 | — | — | COM | 15189T107 |
| TXN | TEXAS INSTRS INC | 25,500 | $889K | 0.0% | $34.86 | — | — | COM | 882508104 |
| SLM | SLM CORP | 37,350 | $854K | 0.0% | $22.86 | — | — | COM | 78442P106 |
| — | EQUINIX INC | 500,000 | $843K | 0.0% | $1.69 | — | — | NOTE 3.000%10/1 | 29444uag1 |
| — | STREAMLINE HEALTH SOLUTIONS | 124,000 | $815K | 0.0% | $6.57 | — | — | COM | 86323X106 |
| NTRS | NORTHERN TR CORP | 14,000 | $811K | 0.0% | $57.93 | — | — | COM | 665859104 |
| — | APACHE CORP | 16,300 | $777K | 0.0% | $47.67 | — | — | PFD CONV SER D | 037411808 |
| — | NYSE EURONEXT | 18,500 | $766K | 0.0% | $41.41 | — | — | COM | 629491101 |
| — | MONMOUTH REAL ESTATE INVT CO | 75,850 | $749K | 0.0% | $9.87 | — | — | CL A | 609720107 |
| CRM | SALESFORCE COM INC | 19,069 | $728K | 0.0% | $38.18 | — | — | COM | 79466L302 |
| — | TUPPERWARE BRANDS CORP | 8,100 | $629K | 0.0% | $77.65 | — | — | COM | 899896104 |
| — | DU PONT E I DE NEMOURS & CO | 11,700 | $614K | 0.0% | $52.48 | — | — | COM | 263534109 |
| AL | AIR LEASE CORP | 22,000 | $607K | 0.0% | $27.59 | — | — | CL A | 00912X302 |
| — | GOOGLE INC | 682 | $600K | 0.0% | $879.77 | — | — | CL A | 38259P508 |
| MSFT | MICROSOFT CORP | 17,267 | $596K | 0.0% | $34.52 | — | — | COM | 594918104 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 33,850 | $593K | 0.0% | $17.52 | — | — | SH BEN INT | 20451Q104 |
| VZ | VERIZON COMMUNICATIONS INC | 10,773 | $542K | 0.0% | $50.31 | — | — | COM | 92343V104 |
| BMY | BRISTOL MYERS SQUIBB CO | 12,098 | $541K | 0.0% | $44.72 | — | — | COM | 110122108 |
| — | UNITED TECHNOLOGIES CORP | 5,400 | $502K | 0.0% | $92.96 | — | — | COM | 913017109 |
| AMZN | AMAZON COM INC | 1,775 | $493K | 0.0% | $277.75 | — | — | COM | 023135106 |
| — | CHESAPEAKE ENERGY CORP | 500,000 | $474K | 0.0% | $0.95 | — | — | NOTE 2.500% 5/1 | 165167bz9 |
| THC | TENET HEALTHCARE CORP | 10,000 | $461K | 0.0% | $46.10 | — | — | COM NEW | 88033G407 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $437K | 0.0% | $58.27 | — | — | COM | 209115104 |
| LOPE | GRAND CANYON ED INC | 13,000 | $419K | 0.0% | $32.23 | — | — | COM | 38526M106 |
| AFL | AFLAC INC | 7,200 | $418K | 0.0% | $58.06 | — | — | COM | 001055102 |
| DIS | DISNEY WALT CO | 5,736 | $362K | 0.0% | $63.11 | — | — | COM DISNEY | 254687106 |
| — | MONEYGRAM INTL INC | 16,000 | $362K | 0.0% | $22.63 | — | — | COM NEW | 60935Y208 |
| CL | COLGATE PALMOLIVE CO | 6,215 | $356K | 0.0% | $57.28 | — | — | COM | 194162103 |
| LCUT | LIFETIME BRANDS INC | 25,000 | $339K | 0.0% | $13.56 | — | — | COM | 53222Q103 |
| — | SOTHEBYS | 8,680 | $329K | 0.0% | $37.90 | — | — | COM | 835898107 |
| EA | ELECTRONIC ARTS INC | 14,200 | $326K | 0.0% | $22.96 | — | — | COM | 285512109 |
| — | MOVE INC | 25,000 | $320K | 0.0% | $12.80 | — | — | COM NEW | 62458M207 |
| KEX | KIRBY CORP | 4,000 | $318K | 0.0% | $79.50 | — | — | COM | 497266106 |
| TRN | TRINITY INDS INC | 8,000 | $308K | 0.0% | $38.50 | — | — | COM | 896522109 |
| — | VOCERA COMMUNICATIONS INC | 20,000 | $294K | 0.0% | $14.70 | — | — | COM | 92857F107 |
| — | WINDSTREAM CORP | 38,000 | $293K | 0.0% | $7.71 | — | — | COM | 97381W104 |
| — | GENERAL ELECTRIC CO | 12,200 | $283K | 0.0% | $23.20 | — | — | COM | 369604103 |
| — | STAGE STORES INC | 12,000 | $282K | 0.0% | $23.50 | — | — | COM NEW | 85254C305 |
| — | NAVIOS MARITIME PARTNERS L P | 19,000 | $275K | 0.0% | $14.47 | — | — | UNIT LPI | Y62267102 |
| — | A H BELO CORP | 40,000 | $274K | 0.0% | $6.85 | — | — | COM CL A | 001282102 |
| — | ROYAL DUTCH SHELL PLC | 4,200 | $268K | 0.0% | $63.81 | — | — | SPONS ADR A | 780259206 |
| — | QUALITY DISTR INC FLA | 30,000 | $265K | 0.0% | $8.83 | — | — | COM | 74756M102 |
| — | RAND LOGISTICS INC | 50,000 | $256K | 0.0% | $5.12 | — | — | COM | 752182105 |
| WFC | WELLS FARGO & CO NEW | 6,092 | $251K | 0.0% | $41.20 | — | — | COM | 949746101 |
| — | TARGA RESOURCES PARTNERS LP | 4,690 | $237K | 0.0% | $50.53 | — | — | COM UNIT | 87611X105 |
| WMT | WAL-MART STORES INC | 3,100 | $231K | 0.0% | $74.52 | — | — | COM | 931142103 |
| RIG | TRANSOCEAN LTD | 4,800 | $230K | 0.0% | $47.92 | — | — | REG SHS | H8817H100 |
| — | SENIOR HSG PPTYS TR | 8,800 | $228K | 0.0% | $25.91 | — | — | SH BEN INT | 81721M109 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $224K | 0.0% | $5.60 | — | — | COM | Y62196103 |
| UMH | U M H PROPERTIES INC | 21,779 | $224K | 0.0% | $10.29 | — | — | COM | 903002103 |
| — | INPHI CORP | 20,000 | $220K | 0.0% | $11.00 | — | — | COM | 45772F107 |
| FARM | FARMER BROS CO | 15,000 | $211K | 0.0% | $14.07 | — | — | COM | 307675108 |
| — | PETSMART INC | 3,000 | $201K | 0.0% | $67.00 | — | — | COM | 716768106 |
| — | RITE AID CORP | 70,000 | $200K | 0.0% | $2.86 | — | — | COM | 767754104 |
| CALY | CALLAWAY GOLF CO | 30,000 | $197K | 0.0% | $6.57 | — | — | COM | 131193104 |
| MAS | MASCO CORP | 10,000 | $195K | 0.0% | $19.50 | — | — | COM | 574599106 |
| — | PACER INTL INC TENN | 30,000 | $189K | 0.0% | $6.30 | — | — | COM | 69373H106 |
| THRM | GENTHERM INC | 10,000 | $186K | 0.0% | $18.60 | — | — | COM | 37253A103 |
| CPSS | CONSUMER PORTFOLIO SVCS INC | 25,000 | $183K | 0.0% | $7.32 | — | — | COM | 210502100 |
| — | FELCOR LODGING TR INC | 30,000 | $177K | 0.0% | $5.90 | — | — | COM | 31430F101 |
| — | U S AIRWAYS GROUP INC | 10,000 | $164K | 0.0% | $16.40 | — | — | COM | 90341W108 |
| — | HUTCHINSON TECHNOLOGY INC | 169,000 | $162K | 0.0% | $0.96 | — | — | NOTE 8.500% 1/1 | 448407ag1 |
| FIX | COMFORT SYS USA INC | 10,000 | $149K | 0.0% | $14.90 | — | — | COM | 199908104 |
| — | WET SEAL INC | 30,000 | $141K | 0.0% | $4.70 | — | — | CL A | 961840105 |
| — | HOUSTON WIRE & CABLE CO | 10,000 | $138K | 0.0% | $13.80 | — | — | COM | 44244K109 |
| — | AIR TRANSPORT SERVICES GRP I | 20,000 | $132K | 0.0% | $6.60 | — | — | COM | 00922R105 |
| BAC | BANK OF AMERICA CORPORATION | 10,100 | $130K | 0.0% | $12.87 | — | — | COM | 060505104 |
| HL | HECLA MNG CO | 40,000 | $119K | 0.0% | $2.98 | — | — | COM | 422704106 |
| — | JOES JEANS INC | 70,000 | $115K | 0.0% | $1.64 | — | — | COM | 47777N101 |
| — | ENTROPIC COMMUNICATIONS INC | 25,000 | $107K | 0.0% | $4.28 | — | — | COM | 29384R105 |
| — | COMSTOCK HLDG COS INC | 25,000 | $69,000 | 0.0% | $2.76 | — | — | CL A | 205684103 |
| SIEB | SIEBERT FINL CORP | 10,189 | $15,000 | 0.0% | $1.47 | — | — | COM | 826176109 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $12,000 | 0.0% | $0.63 | — | — | COM PAR $ .01 | 696077403 |