Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q4 2012 (Next →)
Filing Date: Aug 13, 2013
Total Value: $3.077B (78.9% shares, 21.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 713,768 | $54.3M | 1.8% | $76.08 | — | — | CL A | 371559105 |
| IWM | ISHARES TR | 600,000 | $53.75M | 1.7% | $89.58 | — | — | Put | 464287655 |
| — | GILEAD SCIENCES INC | 18,208,000 | $30.67M | 1.0% | $1.68 | — | — | NOTE 1.625% 5/0 | 375558ap8 |
| LKQ | LKQ CORP | 1,307,227 | $27.58M | 0.9% | $21.10 | — | — | COM | 501889208 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 1,181,033 | $27.27M | 0.9% | $23.09 | — | — | COM | 78467J100 |
| — | TRIUMPH GROUP INC NEW | 402,088 | $26.26M | 0.9% | $65.30 | — | — | COM | 896818101 |
| — | MYLAN INC | 12,214,000 | $25.99M | 0.8% | $2.13 | — | — | NOTE 3.750% 9/1 | 628530aj6 |
| — | JARDEN CORP | 502,515 | $25.98M | 0.8% | $51.70 | — | — | COM | 471109108 |
| PKG | PACKAGING CORP AMER | 673,665 | $25.92M | 0.8% | $38.47 | — | — | COM | 695156109 |
| — | ARBITRON INC | 555,110 | $25.91M | 0.8% | $46.68 | — | — | COM | 03875Q108 |
| — | MICROS SYS INC | 602,289 | $25.56M | 0.8% | $42.44 | — | — | COM | 594901100 |
| — | THORATEC CORP | 680,051 | $25.52M | 0.8% | $37.52 | — | — | COM NEW | 885175307 |
| — | VIRGIN MEDIA INC | 12,000,000 | $24.73M | 0.8% | $2.06 | — | — | NOTE 6.500%11/1 | 92769lab7 |
| — | HMS HLDGS CORP | 947,958 | $24.57M | 0.8% | $25.92 | — | — | COM | 40425J101 |
| — | SOURCEFIRE INC | 501,703 | $23.69M | 0.8% | $47.22 | — | — | COM | 83616T108 |
| RJF | RAYMOND JAMES FINANCIAL INC | 600,025 | $23.12M | 0.8% | $38.53 | — | — | COM | 754730109 |
| ODFL | OLD DOMINION FGHT LINES INC | 665,302 | $22.81M | 0.7% | $34.28 | — | — | COM | 679580100 |
| — | KKR FINANCIAL HLDGS LLC | 14,599,000 | $22.46M | 0.7% | $1.54 | — | — | NOTE 7.500% 1/1 | 48248aad0 |
| — | HCC INS HLDGS INC | 584,055 | $21.73M | 0.7% | $37.21 | — | — | COM | 404132102 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 509,115 | $21.39M | 0.7% | $42.01 | — | — | COM | 03820C105 |
| — | MASTEC INC | 12,985,000 | $21.34M | 0.7% | $1.64 | — | — | NOTE 4.000% 6/1 | 576323al3 |
| WWD | WOODWARD INC | 555,485 | $21.18M | 0.7% | $38.13 | — | — | COM | 980745103 |
| — | MEDNAX INC | 259,545 | $20.64M | 0.7% | $79.52 | — | — | COM | 58502b106 |
| — | WELLS FARGO & CO NEW | 16,335 | $20.13M | 0.7% | $1232.51 | — | — | PERP PFD CNV A | 949746804 |
| — | SALESFORCE COM INC | 10,000,000 | $20.01M | 0.7% | $2.00 | — | — | NOTE 0.750% 1/1 | 79466lab0 |
| OHI | OMEGA HEALTHCARE INVS INC | 838,425 | $20M | 0.6% | $23.85 | — | — | COM | 681936100 |
| — | D R HORTON INC | 12,500,000 | $19.79M | 0.6% | $1.58 | — | — | NOTE 2.000% 5/1 | 23331abb4 |
| — | FIRST CASH FINL SVCS INC | 389,747 | $19.34M | 0.6% | $49.62 | — | — | COM | 31942D107 |
| — | MANITOWOC INC | 1,207,174 | $18.93M | 0.6% | $15.68 | — | — | COM | 563571108 |
| — | POLYPORE INTL INC | 405,969 | $18.88M | 0.6% | $46.50 | — | — | COM | 73179V103 |
| — | ONYX PHARMACEUTICALS INC | 246,757 | $18.64M | 0.6% | $75.53 | — | — | COM | 683399109 |
| — | BIOMED REALTY TRUST INC | 937,735 | $18.13M | 0.6% | $19.33 | — | — | COM | 09063H107 |
| — | TIBCO SOFTWARE INC | 811,656 | $17.84M | 0.6% | $21.98 | — | — | COM | 88632Q103 |
| — | HERTZ GLOBAL HOLDINGS INC | 8,700,000 | $17.66M | 0.6% | $2.03 | — | — | NOTE 5.250% 6/0 | 42805taa3 |
| — | TEREX CORP NEW | 9,402,000 | $17.52M | 0.6% | $1.86 | — | — | NOTE 4.000% 6/0 | 880779av5 |
| — | SBA COMMUNICATIONS CORP | 7,215,000 | $17.14M | 0.6% | $2.38 | — | — | NOTE 4.000%10/0 | 78388jam8 |
| IDA | IDACORP INC | 390,640 | $16.93M | 0.6% | $43.35 | — | — | COM | 451107106 |
| — | BIO-REFERENCE LABS INC | 586,502 | $16.79M | 0.5% | $28.63 | — | — | COM $.01 NEW | 09057g602 |
| — | GENERAL CABLE CORP DEL NEW | 15,000,000 | $16.46M | 0.5% | $1.10 | — | — | FRNT 4.500%11/1 | 369300al2 |
| — | FOSTER WHEELER AG | 673,792 | $16.39M | 0.5% | $24.32 | — | — | COM | H27178104 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 696,671 | $16.27M | 0.5% | $23.35 | — | — | COM | 00404A109 |
| BRKR | BRUKER CORP | 1,065,915 | $16.24M | 0.5% | $15.24 | — | — | COM | 116794108 |
| — | CRACKER BARREL OLD CTRY STOR | 250,760 | $16.11M | 0.5% | $64.26 | — | — | COM | 22410j106 |
| — | PHH CORP | 8,000,000 | $15.93M | 0.5% | $1.99 | — | — | NOTE 6.000% 6/1 | 693320aq6 |
| — | MICROSEMI CORP | 754,230 | $15.87M | 0.5% | $21.04 | — | — | COM | 595137100 |
| — | ALLIANCE DATA SYSTEMS CORP | 8,537,000 | $15.72M | 0.5% | $1.84 | — | — | NOTE 1.750% 8/0 | 018581ad0 |
| — | COHERENT INC | 308,230 | $15.61M | 0.5% | $50.63 | — | — | COM | 192479103 |
| — | PIONEER ENERGY SVCS CORP | 2,114,689 | $15.35M | 0.5% | $7.26 | — | — | COM | 723664108 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 433,403 | $15.29M | 0.5% | $35.29 | — | — | COM | 75689M101 |
| CLH | CLEAN HARBORS INC | 276,383 | $15.2M | 0.5% | $55.01 | — | — | COM | 184496107 |
| — | KRATON PERFORMANCE POLYMERS | 632,369 | $15.2M | 0.5% | $24.03 | — | — | COM | 50077C106 |
| — | U S SILICA HLDGS INC | 904,979 | $15.14M | 0.5% | $16.73 | — | — | COM | 90346E103 |
| — | RUDOLPH TECHNOLOGIES INC | 1,122,250 | $15.08M | 0.5% | $13.44 | — | — | COM | 781270103 |
| — | E M C CORP MASS | 9,378,000 | $14.97M | 0.5% | $1.60 | — | — | NOTE 1.750%12/0 | 268648am4 |
| — | STILLWATER MNG CO | 12,717,000 | $14.91M | 0.5% | $1.17 | — | — | NOTE 1.750%10/1 | 86074qal6 |
| — | COINSTAR INC | 279,989 | $14.56M | 0.5% | $52.01 | — | — | COM | 19259P300 |
| — | MAGELLAN HEALTH SVCS INC | 297,015 | $14.55M | 0.5% | $49.00 | — | — | COM NEW | 559079207 |
| PWR | QUANTA SVCS INC | 533,015 | $14.55M | 0.5% | $27.29 | — | — | COM | 74762E102 |
| PB | PROSPERITY BANCSHARES INC | 345,335 | $14.5M | 0.5% | $42.00 | — | — | COM | 743606105 |
| — | ARUBA NETWORKS INC | 689,970 | $14.31M | 0.5% | $20.74 | — | — | COM | 043176106 |
| — | EXTERRAN HLDGS INC | 12,425,000 | $14.29M | 0.5% | $1.15 | — | — | NOTE 4.250% 6/1 | 30225xaa1 |
| ACTG | ACACIA RESH CORP | 556,752 | $14.29M | 0.5% | $25.66 | — | — | ACACIA TCH COM | 003881307 |
| — | QLIK TECHNOLOGIES INC | 654,938 | $14.22M | 0.5% | $21.72 | — | — | COM | 74733T105 |
| — | INFORMATICA CORP | 468,572 | $14.21M | 0.5% | $30.32 | — | — | COM | 45666Q102 |
| HXL | HEXCEL CORP NEW | 518,245 | $13.97M | 0.5% | $26.96 | — | — | COM | 428291108 |
| — | HEALTH MGMT ASSOC INC NEW | 1,496,737 | $13.95M | 0.5% | $9.32 | — | — | CL A | 421933102 |
| — | OMNICARE INC | 13,508,000 | $13.72M | 0.4% | $1.02 | — | — | NOTE 3.750% 4/0 | 681904ap3 |
| — | ENDOLOGIX INC | 958,770 | $13.65M | 0.4% | $14.24 | — | — | COM | 29266S106 |
| — | OASIS PETE INC NEW | 427,554 | $13.6M | 0.4% | $31.80 | — | — | COM | 674215108 |
| DXCM | DEXCOM INC | 999,570 | $13.58M | 0.4% | $13.59 | — | — | COM | 252131107 |
| HUBG | HUB GROUP INC | 403,049 | $13.54M | 0.4% | $33.60 | — | — | CL A | 443320106 |
| BLKB | BLACKBAUD INC | 589,335 | $13.46M | 0.4% | $22.83 | — | — | COM | 09227Q100 |
| OIS | OIL STS INTL INC | 188,030 | $13.45M | 0.4% | $71.54 | — | — | COM | 678026105 |
| — | BERRY PETE CO | 400,589 | $13.44M | 0.4% | $33.55 | — | — | CL A | 085789105 |
| — | WASTE CONNECTIONS INC | 394,639 | $13.34M | 0.4% | $33.79 | — | — | COM | 941053100 |
| SM | SM ENERGY CO | 255,330 | $13.33M | 0.4% | $52.21 | — | — | COM | 78454L100 |
| — | CINEMARK HOLDINGS INC | 511,061 | $13.28M | 0.4% | $25.98 | — | — | COM | 17243v102 |
| — | CHART INDS INC | 10,676,000 | $13.26M | 0.4% | $1.24 | — | — | NOTE 2.000% 8/0 | 16115qac4 |
| ACH | OWENS & MINOR INC NEW | 462,660 | $13.19M | 0.4% | $28.51 | — | — | COM | 690732102 |
| HCSG | HEALTHCARE SVCS GRP INC | 567,710 | $13.19M | 0.4% | $23.23 | — | — | COM | 421906108 |
| — | JIVE SOFTWARE INC | 902,455 | $13.11M | 0.4% | $14.53 | — | — | COM | 47760A108 |
| — | WELLCARE HEALTH PLANS INC | 269,224 | $13.11M | 0.4% | $48.69 | — | — | COM | 94946T106 |
| — | XILINX INC | 10,249,000 | $13.06M | 0.4% | $1.27 | — | — | SDCV 3.125% 3/1 | 983919ad3 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 407,059 | $13.04M | 0.4% | $32.03 | — | — | COM | 043436104 |
| AAPL | APPLE INC | 24,491 | $13.03M | 0.4% | $532.15 | — | — | COM | 037833100 |
| — | COINSTAR INC | 9,207,000 | $13.01M | 0.4% | $1.41 | — | — | NOTE 4.000% 9/0 | 19259paf9 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 330,085 | $12.98M | 0.4% | $39.31 | — | — | CL A | 989207105 |
| — | NEWMONT MINING CORP | 9,805,000 | $12.85M | 0.4% | $1.31 | — | — | NOTE 1.625% 7/1 | 651639aj5 |
| TER | TERADYNE INC | 754,893 | $12.75M | 0.4% | $16.89 | — | — | COM | 880770102 |
| — | SIRONA DENTAL SYSTEMS INC | 197,095 | $12.71M | 0.4% | $64.46 | — | — | COM | 82966C103 |
| — | HUNTINGTON BANCSHARES INC | 10,255 | $12.71M | 0.4% | $1238.91 | — | — | PFD CONV SER A | 446150401 |
| — | BALLY TECHNOLOGIES INC | 282,809 | $12.64M | 0.4% | $44.71 | — | — | COM | 05874B107 |
| MOH | MOLINA HEALTHCARE INC | 467,180 | $12.64M | 0.4% | $27.06 | — | — | COM | 60855R100 |
| — | INTREPID POTASH INC | 588,465 | $12.53M | 0.4% | $21.29 | — | — | COM | 46121Y102 |
| SMTC | SEMTECH CORP | 432,450 | $12.52M | 0.4% | $28.95 | — | — | COM | 816850101 |
| — | GLOBAL CASH ACCESS HLDGS INC | 1,588,494 | $12.45M | 0.4% | $7.84 | — | — | COM | 378967103 |
| APH | AMPHENOL CORP NEW | 192,246 | $12.44M | 0.4% | $64.70 | — | — | CL A | 032095101 |
| BKE | BUCKLE INC | 277,255 | $12.38M | 0.4% | $44.64 | — | — | COM | 118440106 |
| ACIW | ACI WORLDWIDE INC | 280,355 | $12.25M | 0.4% | $43.69 | — | — | COM | 004498101 |
| — | EQUINIX INC | 4,654,000 | $11.82M | 0.4% | $2.54 | — | — | NOTE 4.750% 6/1 | 29444uah9 |
| — | SVB FINL GROUP | 210,238 | $11.77M | 0.4% | $55.97 | — | — | COM | 78486Q101 |
| — | BROADSOFT INC | 323,527 | $11.75M | 0.4% | $36.33 | — | — | COM | 11133B409 |
| — | SENSIENT TECHNOLOGIES CORP | 330,490 | $11.75M | 0.4% | $35.56 | — | — | COM | 81725t100 |
| CMC | COMMERCIAL METALS CO | 789,627 | $11.73M | 0.4% | $14.86 | — | — | COM | 201723103 |
| — | VERISIGN INC | 9,000,000 | $11.46M | 0.4% | $1.27 | — | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | IXIA | 666,920 | $11.32M | 0.4% | $16.98 | — | — | COM | 45071R109 |
| — | MAGNUM HUNTER RES CORP DEL | 2,828,686 | $11.29M | 0.4% | $3.99 | — | — | COM | 55973B102 |
| URBN | URBAN OUTFITTERS INC | 285,315 | $11.23M | 0.4% | $39.36 | — | — | COM | 917047102 |
| TDY | TELEDYNE TECHNOLOGIES INC | 172,231 | $11.21M | 0.4% | $65.07 | — | — | COM | 879360105 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 530,848 | $11.2M | 0.4% | $21.09 | — | — | COM | 87157B103 |
| — | CYPRESS SEMICONDUCTOR CORP | 1,031,220 | $11.18M | 0.4% | $10.84 | — | — | COM | 232806109 |
| CEVA | CEVA INC | 708,154 | $11.15M | 0.4% | $15.75 | — | — | COM | 157210105 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 220,075 | $11.08M | 0.4% | $50.34 | — | — | COM | 205306103 |
| — | MEDIVATION INC | 214,299 | $10.96M | 0.4% | $51.16 | — | — | COM | 58501N101 |
| HWC | HANCOCK HLDG CO | 342,811 | $10.88M | 0.4% | $31.73 | — | — | COM | 410120109 |
| CFR | CULLEN FROST BANKERS INC | 199,555 | $10.83M | 0.4% | $54.27 | — | — | COM | 229899109 |
| — | MAP PHARMACEUTICALS INC | 687,090 | $10.75M | 0.3% | $15.65 | — | — | COM | 56509R108 |
| JLL | JONES LANG LASALLE INC | 127,950 | $10.74M | 0.3% | $83.94 | — | — | COM | 48020Q107 |
| AMG | AFFILIATED MANAGERS GROUP | 82,141 | $10.69M | 0.3% | $130.15 | — | — | COM | 008252108 |
| — | KNIGHT TRANSN INC | 726,649 | $10.63M | 0.3% | $14.63 | — | — | COM | 499064103 |
| HURN | HURON CONSULTING GROUP INC | 313,298 | $10.55M | 0.3% | $33.69 | — | — | COM | 447462102 |
| — | MICROCHIP TECHNOLOGY INC | 8,295,000 | $10.5M | 0.3% | $1.27 | — | — | SDCV 2.125%12/1 | 595017ab0 |
| — | RESTORATION HARDWARE HLDGS I | 311,035 | $10.49M | 0.3% | $33.73 | — | — | COM | 761283100 |
| DECK | DECKERS OUTDOOR CORP | 253,280 | $10.2M | 0.3% | $40.27 | — | — | COM | 243537107 |
| NUS | NU SKIN ENTERPRISES INC | 274,270 | $10.16M | 0.3% | $37.05 | — | — | CL A | 67018T105 |
| LNWO | SCIENTIFIC GAMES CORP | 1,167,650 | $10.12M | 0.3% | $8.67 | — | — | CL A | 80874P109 |
| — | CUBIST PHARMACEUTICALS INC | 238,765 | $10.04M | 0.3% | $42.05 | — | — | COM | 229678107 |
| — | IMPERVA INC | 318,235 | $10.03M | 0.3% | $31.53 | — | — | COM | 45321L100 |
| — | AARONS INC | 354,075 | $10.01M | 0.3% | $28.28 | — | — | COM PAR $0.50 | 002535300 |
| — | TELEFLEX INC | 7,712,000 | $9.915M | 0.3% | $1.29 | — | — | NOTE 3.875% 8/0 | 879369aa4 |
| SBRA | SABRA HEALTH CARE REIT INC | 455,625 | $9.896M | 0.3% | $21.72 | — | — | COM | 78573L106 |
| — | ASHLAND INC NEW | 121,046 | $9.733M | 0.3% | $80.41 | — | — | COM | 044209104 |
| — | ENDO HEALTH SOLUTIONS INC | 8,799,000 | $9.71M | 0.3% | $1.10 | — | — | NOTE 1.750% 4/1 | 29264fab2 |
| — | ROSETTA RESOURCES INC | 210,736 | $9.551M | 0.3% | $45.32 | — | — | COM | 777779307 |
| MLI | MUELLER INDS INC | 189,880 | $9.5M | 0.3% | $50.03 | — | — | COM | 624756102 |
| — | VIROPHARMA INC | 6,750,000 | $9.467M | 0.3% | $1.40 | — | — | NOTE 2.000% 3/1 | 928241ah1 |
| — | ION GEOPHYSICAL CORP | 1,452,743 | $9.457M | 0.3% | $6.51 | — | — | COM | 462044108 |
| — | EXACTTARGET INC | 472,005 | $9.44M | 0.3% | $20.00 | — | — | COM | 30064K105 |
| HEI/A | HEICO CORP NEW | 291,666 | $9.327M | 0.3% | $31.98 | — | — | CL A | 422806208 |
| — | ALLOT COMMUNICATIONS LTD | 521,066 | $9.285M | 0.3% | $17.82 | — | — | SHS | m0854q105 |
| — | EXPRESS INC | 611,493 | $9.227M | 0.3% | $15.09 | — | — | COM | 30219E103 |
| — | ASCENA RETAIL GROUP INC | 492,910 | $9.104M | 0.3% | $18.47 | — | — | COM | 04351G101 |
| — | BUFFALO WILD WINGS INC | 123,960 | $9.027M | 0.3% | $72.82 | — | — | COM | 119848109 |
| QCOM | QUALCOMM INC | 144,785 | $8.956M | 0.3% | $61.86 | — | — | COM | 747525103 |
| — | LSI CORPORATION | 1,265,029 | $8.944M | 0.3% | $7.07 | — | — | COM | 502161102 |
| CMP | COMPASS MINERALS INTL INC | 117,865 | $8.806M | 0.3% | $74.71 | — | — | COM | 20451N101 |
| — | HERTZ GLOBAL HOLDINGS INC | 538,133 | $8.755M | 0.3% | $16.27 | — | — | COM | 42805T105 |
| — | GENESEE & WYO INC | 76,817 | $8.702M | 0.3% | $113.28 | — | — | UNIT 10/01/2015 | 371559204 |
| WLY | WILEY JOHN & SONS INC | 222,912 | $8.678M | 0.3% | $38.93 | — | — | CL A | 968223206 |
| — | NOVELLUS SYS INC | 6,883,000 | $8.601M | 0.3% | $1.25 | — | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | CORESITE RLTY CORP | 310,436 | $8.587M | 0.3% | $27.66 | — | — | COM | 21870Q105 |
| — | ARIAD PHARMACEUTICALS INC | 447,375 | $8.581M | 0.3% | $19.18 | — | — | COM | 04033A100 |
| MCD | MCDONALDS CORP | 93,985 | $8.29M | 0.3% | $88.21 | — | — | COM | 580135101 |
| — | XPO LOGISTICS INC | 6,950,000 | $8.284M | 0.3% | $1.19 | — | — | NOTE 4.500%10/0 | 983793aa8 |
| — | ELOQUA INC | 346,910 | $8.184M | 0.3% | $23.59 | — | — | COM | 290139104 |
| CVLT | COMMVAULT SYSTEMS INC | 116,931 | $8.145M | 0.3% | $69.66 | — | — | COM | 204166102 |
| — | BANK OF AMERICA CORPORATION | 7,116 | $8.043M | 0.3% | $1130.27 | — | — | 7.25%CNV PFD L | 060505682 |
| — | VERTEX PHARMACEUTICALS INC | 7,084,000 | $7.976M | 0.3% | $1.13 | — | — | NOTE 3.350%10/0 | 92532fan0 |
| PM | PHILIP MORRIS INTL INC | 94,531 | $7.907M | 0.3% | $83.64 | — | — | COM | 718172109 |
| — | VODAFONE GROUP PLC NEW | 312,191 | $7.864M | 0.3% | $25.19 | — | — | SPONS ADR NEW | 92857W209 |
| — | SEADRILL LIMITED | 211,475 | $7.782M | 0.3% | $36.80 | — | — | SHS | g7945e105 |
| FTNT | FORTINET INC | 368,654 | $7.749M | 0.3% | $21.02 | — | — | COM | 34959E109 |
| — | LAZARD LTD | 257,965 | $7.698M | 0.3% | $29.84 | — | — | SHS A | G54050102 |
| — | DR PEPPER SNAPPLE GROUP INC | 170,726 | $7.543M | 0.2% | $44.18 | — | — | COM | 26138E109 |
| — | NUANCE COMMUNICATIONS INC | 5,695,000 | $7.538M | 0.2% | $1.32 | — | — | DBCV 2.750% 8/1 | 67020yab6 |
| — | AMARIN CORP PLC | 919,367 | $7.438M | 0.2% | $8.09 | — | — | SPONS ADR NEW | 023111206 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,000,000 | $7.414M | 0.2% | $1.24 | — | — | NOTE 4.375% 6/0 | 874054aa7 |
| WABC | WESTAMERICA BANCORPORATION | 169,500 | $7.219M | 0.2% | $42.59 | — | — | COM | 957090103 |
| — | IBERIABANK CORP | 146,460 | $7.194M | 0.2% | $49.12 | — | — | COM | 450828108 |
| — | WYNDHAM WORLDWIDE CORP | 133,650 | $7.112M | 0.2% | $53.21 | — | — | COM | 98310W108 |
| — | ONYX PHARMACEUTICALS INC | 3,500,000 | $7.109M | 0.2% | $2.03 | — | — | NOTE 4.000% 8/1 | 683399ab5 |
| — | COBALT INTL ENERGY INC | 7,000,000 | $7.079M | 0.2% | $1.01 | — | — | NOTE 2.625%12/0 | 19075faa4 |
| FNV | FRANCO NEVADA CORP | 123,532 | $7.062M | 0.2% | $57.17 | — | — | COM | 351858105 |
| — | CUBIST PHARMACEUTICALS INC | 4,475,000 | $7.037M | 0.2% | $1.57 | — | — | NOTE 2.500%11/0 | 229678ad9 |
| — | CORNERSTONE ONDEMAND INC | 238,281 | $7.036M | 0.2% | $29.53 | — | — | COM | 21925Y103 |
| PENN | PENN NATL GAMING INC | 141,429 | $6.946M | 0.2% | $49.11 | — | — | COM | 707569109 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,805,000 | $6.93M | 0.2% | $2.47 | — | — | NOTE 1.875% 4/2 | 09061gad3 |
| — | ROWAN COMPANIES PLC | 220,930 | $6.908M | 0.2% | $31.27 | — | — | SHS CL A | G7665A101 |
| NMFC | NEW MTN FIN CORP | 462,175 | $6.886M | 0.2% | $14.90 | — | — | COM | 647551100 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 179,000 | $6.884M | 0.2% | $38.46 | — | — | COM | 78377T107 |
| — | AEROPOSTALE | 528,195 | $6.872M | 0.2% | $13.01 | — | — | COM | 007865108 |
| — | DRIL-QUIP INC | 92,660 | $6.769M | 0.2% | $73.05 | — | — | COM | 262037104 |
| EVR | EVERCORE PARTNERS INC | 220,429 | $6.655M | 0.2% | $30.19 | — | — | CLASS A | 29977A105 |
| ESE | ESCO TECHNOLOGIES INC | 175,655 | $6.571M | 0.2% | $37.41 | — | — | COM | 296315104 |
| — | FOSSIL INC | 70,095 | $6.526M | 0.2% | $93.10 | — | — | COM | 349882100 |
| — | BOTTOMLINE TECH DEL INC | 5,850,000 | $6.513M | 0.2% | $1.11 | — | — | NOTE 1.500%12/0 | 101388aa4 |
| MLKN | MILLER HERMAN INC | 301,290 | $6.466M | 0.2% | $21.46 | — | — | COM | 600544100 |
| — | GNC HLDGS INC | 193,865 | $6.452M | 0.2% | $33.28 | — | — | COM CL A | 36191G107 |
| — | FINANCIAL ENGINES INC | 231,264 | $6.415M | 0.2% | $27.74 | — | — | COM | 317485100 |
| — | PDL BIOPHARMA INC | 5,000,000 | $6.38M | 0.2% | $1.28 | — | — | NOTE 2.875% 2/1 | 69329yae4 |
| — | HOLOGIC INC | 6,381,000 | $6.325M | 0.2% | $0.99 | — | — | DEBT 2.000% 3/0 | 436440ac5 |
| — | MICRON TECHNOLOGY INC | 6,840,000 | $6.323M | 0.2% | $0.92 | — | — | NOTE 1.500% 8/0 | 595112aq6 |
| — | INTERXION HOLDING N.V | 262,432 | $6.235M | 0.2% | $23.76 | — | — | SHS | N47279109 |
| JPM | JPMORGAN CHASE & CO | 140,387 | $6.173M | 0.2% | $43.97 | — | — | COM | 46625H100 |
| — | ROCK-TENN CO | 88,022 | $6.154M | 0.2% | $69.91 | — | — | CL A | 772739207 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 292,345 | $5.996M | 0.2% | $20.51 | — | — | COM | 02553E106 |
| TITN | TITAN MACHY INC | 240,485 | $5.94M | 0.2% | $24.70 | — | — | COM | 88830R101 |
| MO | ALTRIA GROUP INC | 187,330 | $5.89M | 0.2% | $31.44 | — | — | COM | 02209S103 |
| FMC | F M C CORP | 99,890 | $5.846M | 0.2% | $58.52 | — | — | COM NEW | 302491303 |
| — | SMITHFIELD FOODS INC | 269,000 | $5.802M | 0.2% | $21.57 | — | — | COM | 832248108 |
| — | FOOT LOCKER INC | 177,965 | $5.716M | 0.2% | $32.12 | — | — | COM | 344849104 |
| PODD | INSULET CORP | 266,750 | $5.66M | 0.2% | $21.22 | — | — | COM | 45784P101 |
| DVN | DEVON ENERGY CORP NEW | 107,680 | $5.604M | 0.2% | $52.04 | — | — | COM | 25179M103 |
| — | CATAMARAN CORP | 117,946 | $5.555M | 0.2% | $47.10 | — | — | COM | 148887102 |
| — | KRAFT FOODS GROUP INC | 122,081 | $5.551M | 0.2% | $45.47 | — | — | COM | 50076Q106 |
| JNJ | JOHNSON & JOHNSON | 79,003 | $5.538M | 0.2% | $70.10 | — | — | COM | 478160104 |
| FULT | FULTON FINL CORP PA | 573,420 | $5.511M | 0.2% | $9.61 | — | — | COM | 360271100 |
| — | ARRIS GROUP INC | 5,124,000 | $5.489M | 0.2% | $1.07 | — | — | NOTE 2.000%11/1 | 04269qac4 |
| — | ENERSYS | 4,681,000 | $5.478M | 0.2% | $1.17 | — | — | NOTE 3.375% 6/0 | 29275yaa0 |
| — | LAM RESEARCH CORP | 5,576,000 | $5.378M | 0.2% | $0.96 | — | — | NOTE 0.500% 5/1 | 512807aj7 |
| — | DUFF & PHELPS CORP NEW | 342,185 | $5.345M | 0.2% | $15.62 | — | — | CL A | 26433B107 |
| — | AETNA INC NEW | 114,060 | $5.282M | 0.2% | $46.31 | — | — | COM | 00817Y108 |
| XPO | XPO LOGISTICS INC | 302,544 | $5.258M | 0.2% | $17.38 | — | — | COM | 983793100 |
| — | FINISH LINE INC | 272,191 | $5.153M | 0.2% | $18.93 | — | — | CL A | 317923100 |
| — | GULFPORT ENERGY CORP | 134,835 | $5.153M | 0.2% | $38.22 | — | — | COM NEW | 402635304 |
| — | THERAVANCE INC | 4,500,000 | $5.062M | 0.2% | $1.12 | — | — | NOTE 3.000% 1/1 | 88338taa2 |
| MDLZ | MONDELEZ INTL INC | 192,538 | $4.901M | 0.2% | $25.45 | — | — | CL A | 609207105 |
| CWST | CASELLA WASTE SYS INC | 1,106,235 | $4.845M | 0.2% | $4.38 | — | — | CL A | 147448104 |
| — | ON ASSIGNMENT INC | 237,399 | $4.814M | 0.2% | $20.28 | — | — | COM | 682159108 |
| — | RYLAND GROUP INC | 3,500,000 | $4.773M | 0.2% | $1.36 | — | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | GENERAL MTRS CO | 107,266 | $4.762M | 0.2% | $44.39 | — | — | JR PFD CNV SRB | 37045V209 |
| — | WALTER INVT MGMT CORP | 4,471,000 | $4.759M | 0.2% | $1.06 | — | — | NOTE 4.500%11/0 | 93317waa0 |
| — | CARIBOU COFFEE INC | 292,878 | $4.742M | 0.2% | $16.19 | — | — | COM | 142042209 |
| — | NIC INC | 286,945 | $4.689M | 0.2% | $16.34 | — | — | COM | 62914B100 |
| — | PIER 1 IMPORTS INC | 233,852 | $4.677M | 0.2% | $20.00 | — | — | COM | 720279108 |
| PAA | PLAINS ALL AMERN PIPELINE L | 102,860 | $4.653M | 0.2% | $45.24 | — | — | UNIT LTD PARTN | 726503105 |
| — | SOLERA HOLDINGS INC | 86,158 | $4.607M | 0.1% | $53.47 | — | — | COM | 83421a104 |
| — | ON SEMICONDUCTOR CORP | 4,282,000 | $4.587M | 0.1% | $1.07 | — | — | NOTE 2.625%12/1 | 682189ah8 |
| — | HORNBECK OFFSHORE SVCS INC N | 4,500,000 | $4.559M | 0.1% | $1.01 | — | — | FRNT 1.625%11/1 | 440543ae6 |
| — | TEEKAY LNG PARTNERS L P | 120,510 | $4.553M | 0.1% | $37.78 | — | — | PRTNRSP UNITS | Y8564m105 |
| — | SHFL ENTMT INC | 310,490 | $4.502M | 0.1% | $14.50 | — | — | COM | 78423R105 |
| — | FIDELITY NATIONAL FINANCIAL | 3,500,000 | $4.476M | 0.1% | $1.28 | — | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | METLIFE INC | 100,000 | $4.43M | 0.1% | $44.30 | — | — | UNIT 99/99/9999 | 59156r116 |
| — | NV ENERGY INC | 243,413 | $4.416M | 0.1% | $18.14 | — | — | COM | 67073Y106 |
| — | GENCORP INC | 3,500,000 | $4.301M | 0.1% | $1.23 | — | — | SDCV 4.062%12/3 | 368682an0 |
| — | AIRTRAN HLDGS INC | 3,197,000 | $4.208M | 0.1% | $1.32 | — | — | NOTE 5.250%11/0 | 00949pad0 |
| — | ELECTRONIC ARTS INC | 4,456,000 | $4.127M | 0.1% | $0.93 | — | — | NOTE 0.750% 7/1 | 285512aa7 |
| — | EINSTEIN NOAH REST GROUP INC | 337,520 | $4.121M | 0.1% | $12.21 | — | — | COM | 28257u104 |
| — | PDL BIOPHARMA INC | 3,500,000 | $4.11M | 0.1% | $1.17 | — | — | NOTE 3.750% 5/0 | 69329yac8 |
| — | LINN ENERGY LLC | 113,173 | $3.988M | 0.1% | $35.24 | — | — | UNIT LTD LIAB | 536020100 |
| NVRI | HARSCO CORP | 167,725 | $3.942M | 0.1% | $23.50 | — | — | COM | 415864107 |
| — | KEYCORP NEW | 31,243 | $3.901M | 0.1% | $124.86 | — | — | PFD 7.75% SR A | 493267405 |
| TXRH | TEXAS ROADHOUSE INC | 226,200 | $3.8M | 0.1% | $16.80 | — | — | COM | 882681109 |
| — | NOBLE ENERGY INC | 37,337 | $3.799M | 0.1% | $101.75 | — | — | COM | 655044105 |
| OXY | OCCIDENTAL PETE CORP DEL | 49,202 | $3.769M | 0.1% | $76.60 | — | — | COM | 674599105 |
| — | AVIS BUDGET GROUP | 2,743,000 | $3.765M | 0.1% | $1.37 | — | — | NOTE 3.500%10/0 | 053774ab1 |
| — | NETAPP INC | 3,320,000 | $3.739M | 0.1% | $1.13 | — | — | NOTE 1.750% 6/0 | 64110dab0 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,880,000 | $3.729M | 0.1% | $0.96 | — | — | NOTE 1.750%12/0 | 874054ac3 |
| — | LUXOTTICA GROUP S P A | 90,150 | $3.728M | 0.1% | $41.35 | — | — | SPONSORED ADR | 55068R202 |
| DHR | DANAHER CORP DEL | 66,350 | $3.709M | 0.1% | $55.90 | — | — | COM | 235851102 |
| HSY | HERSHEY CO | 50,340 | $3.636M | 0.1% | $72.23 | — | — | COM | 427866108 |
| — | UNITED TECHNOLOGIES CORP | 63,680 | $3.558M | 0.1% | $55.87 | — | — | UNIT 99/99/9999 | 913017117 |
| — | ROYAL GOLD INC | 3,020,000 | $3.375M | 0.1% | $1.12 | — | — | NOTE 2.875% 6/1 | 780287aa6 |
| DLR | DIGITAL RLTY TR INC | 49,530 | $3.363M | 0.1% | $67.90 | — | — | COM | 253868103 |
| — | WABASH NATL CORP | 2,991,000 | $3.326M | 0.1% | $1.11 | — | — | NOTE 3.375% 5/0 | 929566ah0 |
| — | EPR PPTYS | 109,400 | $3.268M | 0.1% | $29.87 | — | — | CONV PFD 9% SR E | 26884U307 |
| — | SANDISK CORP | 2,753,000 | $3.207M | 0.1% | $1.16 | — | — | NOTE 1.500% 8/1 | 80004cad3 |
| — | COACH INC | 57,102 | $3.17M | 0.1% | $55.51 | — | — | COM | 189754104 |
| XOM | EXXON MOBIL CORP | 36,396 | $3.15M | 0.1% | $86.55 | — | — | COM | 30231G102 |
| — | STERICYCLE INC | 33,721 | $3.145M | 0.1% | $93.27 | — | — | COM | 858912108 |
| EPD | ENTERPRISE PRODS PARTNERS L | 59,522 | $2.981M | 0.1% | $50.08 | — | — | COM | 293792107 |
| UNH | UNITEDHEALTH GROUP INC | 54,820 | $2.973M | 0.1% | $54.23 | — | — | COM | 91324P102 |
| — | AKORN INC | 1,764,000 | $2.958M | 0.1% | $1.68 | — | — | NOTE 3.500% 6/0 | 009728ab2 |
| — | OMNICARE INC | 2,963,000 | $2.952M | 0.1% | $1.00 | — | — | DBCV 3.250%12/1 | 681904al2 |
| — | PERRIGO CO | 28,141 | $2.928M | 0.1% | $104.05 | — | — | COM | 714290103 |
| — | PRECISION CASTPARTS CORP | 14,967 | $2.835M | 0.1% | $189.42 | — | — | COM | 740189105 |
| — | FAMILY DLR STORES INC | 44,572 | $2.826M | 0.1% | $63.40 | — | — | COM | 307000109 |
| — | LIMITED BRANDS INC | 59,645 | $2.807M | 0.1% | $47.06 | — | — | COM | 532716107 |
| — | ROYAL DUTCH SHELL PLC | 40,600 | $2.799M | 0.1% | $68.94 | — | — | SPONS ADR A | 780259206 |
| — | COBALT INTL ENERGY INC | 113,065 | $2.777M | 0.1% | $24.56 | — | — | COM | 19075F106 |
| — | LEAP WIRELESS INTL INC | 2,900,000 | $2.77M | 0.1% | $0.96 | — | — | NOTE 4.500% 7/1 | 521863al4 |
| — | SYNGENTA AG | 34,235 | $2.766M | 0.1% | $80.79 | — | — | SPONSORED ADR | 87160a100 |
| CASY | CASEYS GEN STORES INC | 51,474 | $2.733M | 0.1% | $53.09 | — | — | COM | 147528103 |
| — | SPARTAN STORES INC | 177,615 | $2.728M | 0.1% | $15.36 | — | — | COM | 846822104 |
| — | NEXTERA ENERGY INC | 39,150 | $2.709M | 0.1% | $69.20 | — | — | COM | 65339f101 |
| NVO | NOVO-NORDISK A S | 16,600 | $2.709M | 0.1% | $163.19 | — | — | ADR | 670100205 |
| — | CADENCE DESIGN SYSTEM INC | 1,469,000 | $2.705M | 0.1% | $1.84 | — | — | NOTE 2.625% 6/0 | 127387aj7 |
| — | EXELIXIS INC | 2,700,000 | $2.65M | 0.1% | $0.98 | — | — | NOTE 4.250% 8/1 | 30161qac8 |
| PII | POLARIS INDS INC | 31,266 | $2.631M | 0.1% | $84.15 | — | — | COM | 731068102 |
| — | HEALTH CARE REIT INC | 42,285 | $2.592M | 0.1% | $61.30 | — | — | COM | 42217K106 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,800,000 | $2.564M | 0.1% | $1.42 | — | — | NOTE 6.500%10/0 | 52729nbr0 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 19 | $2.547M | 0.1% | $134052.63 | — | — | CL A | 084670108 |
| — | ENDEAVOR INTL CORP INC | 3,208,000 | $2.501M | 0.1% | $0.78 | — | — | NOTE 5.500% 7/1 | 29257mae0 |
| — | WHOLE FOODS MKT INC | 27,305 | $2.489M | 0.1% | $91.16 | — | — | COM | 966837106 |
| IBM | INTERNATIONAL BUSINESS MACHS | 12,783 | $2.449M | 0.1% | $191.58 | — | — | COM | 459200101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 59,635 | $2.44M | 0.1% | $40.92 | — | — | COM | 00971T101 |
| — | BROADCOM CORP | 73,121 | $2.428M | 0.1% | $33.21 | — | — | CL A | 111320107 |
| CVX | CHEVRON CORP NEW | 22,200 | $2.401M | 0.1% | $108.15 | — | — | COM | 166764100 |
| HSIC | SCHEIN HENRY INC | 29,704 | $2.389M | 0.1% | $80.43 | — | — | COM | 806407102 |
| — | ACTIVE NETWORK INC | 486,500 | $2.389M | 0.1% | $4.91 | — | — | COM | 00506D100 |
| — | BED BATH & BEYOND INC | 42,671 | $2.386M | 0.1% | $55.92 | — | — | COM | 075896100 |
| HCA | HCA HOLDINGS INC | 78,949 | $2.382M | 0.1% | $30.17 | — | — | COM | 40412C101 |
| ARCC | ARES CAP CORP | 134,700 | $2.357M | 0.1% | $17.50 | — | — | COM | 04010L103 |
| — | POLYONE CORP | 114,255 | $2.333M | 0.1% | $20.42 | — | — | COM | 73179P106 |
| — | CITRIX SYS INC | 35,153 | $2.307M | 0.1% | $65.63 | — | — | COM | 177376100 |
| EMN | EASTMAN CHEM CO | 33,826 | $2.302M | 0.1% | $68.05 | — | — | COM | 277432100 |
| — | FORD MTR CO DEL | 1,377,000 | $2.215M | 0.1% | $1.61 | — | — | NOTE 4.250%11/1 | 345370cn8 |
| — | MEDIVATION INC | 1,719,000 | $2.198M | 0.1% | $1.28 | — | — | NOTE 2.625% 4/0 | 58501naa9 |
| RGP | RESOURCES CONNECTION INC | 179,895 | $2.146M | 0.1% | $11.93 | — | — | COM | 76122Q105 |
| CNC | CENTENE CORP DEL | 51,295 | $2.103M | 0.1% | $41.00 | — | — | COM | 15135B101 |
| — | MAIDENFORM BRANDS INC | 106,329 | $2.072M | 0.1% | $19.49 | — | — | COM | 560305104 |
| — | TIFFANY & CO NEW | 35,730 | $2.049M | 0.1% | $57.35 | — | — | COM | 886547108 |
| MATW | MATTHEWS INTL CORP | 62,400 | $2.003M | 0.1% | $32.10 | — | — | CL A | 577128101 |
| — | HOLOGIC INC | 2,000,000 | $1.992M | 0.1% | $1.00 | — | — | FRNT 2.000%12/1 | 436440aa9 |
| ROP | ROPER INDS INC NEW | 17,747 | $1.978M | 0.1% | $111.46 | — | — | COM | 776696106 |
| — | PPL CORP | 36,500 | $1.966M | 0.1% | $53.86 | — | — | UNIT 99/99/9999S | 69351T114 |
| — | CALUMET SPECIALTY PRODS PTNR | 64,455 | $1.959M | 0.1% | $30.39 | — | — | UT LTD PARTNER | 131476103 |
| TSCO | TRACTOR SUPPLY CO | 21,960 | $1.94M | 0.1% | $88.34 | — | — | COM | 892356106 |
| PG | PROCTER & GAMBLE CO | 28,091 | $1.907M | 0.1% | $67.89 | — | — | COM | 742718109 |
| — | KKR FINANCIAL HLDGS LLC | 180,375 | $1.905M | 0.1% | $10.56 | — | — | COM | 48248a306 |
| — | NIELSEN HOLDINGS N V | 62,230 | $1.904M | 0.1% | $30.60 | — | — | COM | N63218106 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 55,385 | $1.894M | 0.1% | $34.20 | — | — | COM | 35671D857 |
| — | ADTRAN INC | 96,790 | $1.891M | 0.1% | $19.54 | — | — | COM | 00738A106 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,585,000 | $1.889M | 0.1% | $1.19 | — | — | NOTE 3.250% 3/1 | 42330pag2 |
| F | FORD MTR CO DEL | 140,400 | $1.818M | 0.1% | $12.95 | — | — | COM PAR $0.01 | 345370860 |
| — | ALEXION PHARMACEUTICALS INC | 18,875 | $1.769M | 0.1% | $93.72 | — | — | COM | 015351109 |
| NNN | NATIONAL RETAIL PPTYS INC | 55,850 | $1.743M | 0.1% | $31.21 | — | — | COM | 637417106 |
| PPG | PPG INDS INC | 12,565 | $1.701M | 0.1% | $135.38 | — | — | COM | 693506107 |
| EXPD | EXPEDITORS INTL WASH INC | 41,668 | $1.648M | 0.1% | $39.55 | — | — | COM | 302130109 |
| — | RAYONIER TRS HLDGS INC | 1,041,000 | $1.647M | 0.1% | $1.58 | — | — | NOTE 4.500% 8/1 | 75508aac0 |
| AME | AMETEK INC NEW | 43,492 | $1.634M | 0.1% | $37.57 | — | — | COM | 031100100 |
| TKR | TIMKEN CO | 33,700 | $1.612M | 0.1% | $47.83 | — | — | COM | 887389104 |
| T | AT&T INC | 46,547 | $1.569M | 0.1% | $33.71 | — | — | COM | 00206R102 |
| MSFT | MICROSOFT CORP | 58,377 | $1.559M | 0.1% | $26.71 | — | — | COM | 594918104 |
| — | TD AMERITRADE HLDG CORP | 89,609 | $1.506M | 0.0% | $16.81 | — | — | COM | 87236Y108 |
| — | TTM TECHNOLOGIES INC | 1,420,000 | $1.435M | 0.0% | $1.01 | — | — | NOTE 3.250% 5/1 | 87305rac3 |
| SJT | SAN JUAN BASIN RTY TR | 106,618 | $1.43M | 0.0% | $13.41 | — | — | UNIT BEN INT | 798241105 |
| MYE | MYERS INDS INC | 84,737 | $1.284M | 0.0% | $15.15 | — | — | COM | 628464109 |
| PVH | PVH CORP | 11,148 | $1.238M | 0.0% | $111.05 | — | — | COM | 693656100 |
| — | OMNICARE CAP TR II | 24,200 | $1.16M | 0.0% | $47.93 | — | — | PFD B TR 4.00% | 68214Q200 |
| KO | COCA COLA CO | 29,559 | $1.072M | 0.0% | $36.27 | — | — | COM | 191216100 |
| CRM | SALESFORCE COM INC | 6,217 | $1.045M | 0.0% | $168.09 | — | — | COM | 79466L302 |
| — | AAR CORP | 1,000,000 | $999K | 0.0% | $1.00 | — | — | NOTE 1.750% 2/0 | 000361ah8 |
| — | HARTFORD FINL SVCS GROUP INC | 46,000 | $950K | 0.0% | $20.65 | — | — | DEP CONV PFD | 416515708 |
| COP | CONOCOPHILLIPS | 16,300 | $945K | 0.0% | $57.98 | — | — | COM | 20825C104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 22,291 | $934K | 0.0% | $41.90 | — | — | COM | 92532F100 |
| — | STERLING BANCORP | 91,809 | $836K | 0.0% | $9.11 | — | — | COM | 859158107 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 8,925 | $801K | 0.0% | $89.75 | — | — | CL B NEW | 084670702 |
| TXN | TEXAS INSTRS INC | 25,500 | $788K | 0.0% | $30.90 | — | — | COM | 882508104 |
| — | NEWMONT MINING CORP | 625,000 | $748K | 0.0% | $1.20 | — | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | APACHE CORP | 16,300 | $744K | 0.0% | $45.64 | — | — | PFD CONV SER D | 037411808 |
| CNP | CENTERPOINT ENERGY INC | 38,275 | $737K | 0.0% | $19.26 | — | — | COM | 15189T107 |
| — | MONMOUTH REAL ESTATE INVT CO | 68,600 | $711K | 0.0% | $10.36 | — | — | CL A | 609720107 |
| LINC | LINCOLN EDL SVCS CORP | 126,865 | $709K | 0.0% | $5.59 | — | — | COM | 533535100 |
| — | STREAMLINE HEALTH SOLUTIONS | 124,400 | $708K | 0.0% | $5.69 | — | — | COM | 86323X106 |
| NTRS | NORTHERN TR CORP | 14,000 | $702K | 0.0% | $50.14 | — | — | COM | 665859104 |
| — | SANDISK CORP | 700,000 | $698K | 0.0% | $1.00 | — | — | NOTE 1.000% 5/1 | 80004cac5 |
| — | SEASPAN CORP | 43,105 | $691K | 0.0% | $16.03 | — | — | SHS | Y75638109 |
| EA | ELECTRONIC ARTS INC | 47,300 | $687K | 0.0% | $14.52 | — | — | COM | 285512109 |
| PFE | PFIZER INC | 26,201 | $657K | 0.0% | $25.08 | — | — | COM | 717081103 |
| — | ANGLOGOLD ASHANTI HLDGS FIN | 17,000 | $638K | 0.0% | $37.53 | — | — | MAND BD CV 13 | 03512q206 |
| UNP | UNION PAC CORP | 4,967 | $624K | 0.0% | $125.63 | — | — | COM | 907818108 |
| SLM | SLM CORP | 34,150 | $585K | 0.0% | $17.13 | — | — | COM | 78442P106 |
| — | NYSE EURONEXT | 18,500 | $583K | 0.0% | $31.51 | — | — | COM | 629491101 |
| HLF | HERBALIFE LTD | 17,600 | $580K | 0.0% | $32.95 | — | — | COM USD SHS | G4412G101 |
| — | DU PONT E I DE NEMOURS & CO | 11,700 | $526K | 0.0% | $44.96 | — | — | COM | 263534109 |
| ED | CONSOLIDATED EDISON INC | 8,700 | $483K | 0.0% | $55.52 | — | — | COM | 209115104 |
| — | GOOGLE INC | 647 | $458K | 0.0% | $707.88 | — | — | CL A | 38259P508 |
| — | CHESAPEAKE ENERGY CORP | 500,000 | $450K | 0.0% | $0.90 | — | — | NOTE 2.500% 5/1 | 165167bz9 |
| NHI | NATIONAL HEALTH INVS INC | 7,725 | $437K | 0.0% | $56.57 | — | — | COM | 63633D104 |
| — | FORD MTR CO DEL | 120,002 | $410K | 0.0% | $3.42 | — | — | *W EXP 01/01/201 | 345370134 |
| AFL | AFLAC INC | 7,200 | $382K | 0.0% | $53.06 | — | — | COM | 001055102 |
| — | UNITED TECHNOLOGIES CORP | 4,600 | $377K | 0.0% | $81.96 | — | — | COM | 913017109 |
| — | ISTAR FINL INC | 350,000 | $359K | 0.0% | $1.03 | — | — | NOTE 3.000%11/1 | 45031ubr1 |
| BMY | BRISTOL MYERS SQUIBB CO | 10,700 | $349K | 0.0% | $32.62 | — | — | COM | 110122108 |
| — | ANALOGIC CORP | 4,700 | $349K | 0.0% | $74.26 | — | — | COM PAR $0.05 | 032657207 |
| — | WINDSTREAM CORP | 38,000 | $315K | 0.0% | $8.29 | — | — | COM | 97381W104 |
| VZ | VERIZON COMMUNICATIONS INC | 7,070 | $306K | 0.0% | $43.28 | — | — | COM | 92343V104 |
| DIS | DISNEY WALT CO | 5,736 | $286K | 0.0% | $49.86 | — | — | COM DISNEY | 254687106 |
| — | SOTHEBYS | 7,875 | $265K | 0.0% | $33.65 | — | — | COM | 835898107 |
| — | TUPPERWARE BRANDS CORP | 4,000 | $256K | 0.0% | $64.00 | — | — | COM | 899896104 |
| — | COMPASS DIVERSIFIED HOLDINGS | 17,100 | $252K | 0.0% | $14.74 | — | — | SH BEN INT | 20451q104 |
| HL | HECLA MNG CO | 40,000 | $233K | 0.0% | $5.83 | — | — | COM | 422704106 |
| — | NAVIOS MARITIME PARTNERS L P | 19,000 | $233K | 0.0% | $12.26 | — | — | UNIT LPI | y62267102 |
| UMH | U M H PROPERTIES INC | 21,779 | $225K | 0.0% | $10.33 | — | — | COM | 903002103 |
| WFC | WELLS FARGO & CO NEW | 6,421 | $219K | 0.0% | $34.11 | — | — | COM | 949746101 |
| — | RYLAND GROUP INC | 5,900 | $215K | 0.0% | $36.44 | — | — | COM | 783764103 |
| WMT | WAL-MART STORES INC | 3,100 | $212K | 0.0% | $68.39 | — | — | COM | 931142103 |
| — | SENIOR HSG PPTYS TR | 8,800 | $208K | 0.0% | $23.64 | — | — | SH BEN INT | 81721M109 |
| MAS | MASCO CORP | 10,000 | $167K | 0.0% | $16.70 | — | — | COM | 574599106 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $135K | 0.0% | $3.38 | — | — | COM | Y62196103 |
| BAC | BANK OF AMERICA CORPORATION | 10,100 | $117K | 0.0% | $11.58 | — | — | COM | 060505104 |
| — | HUTCHINSON TECHNOLOGY INC | 169,000 | $100K | 0.0% | $0.59 | — | — | NOTE 8.500% 1/1 | 448407ag1 |