Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value: $3.681B (84.8% shares, 15.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 671,405 | $62.42M | 1.7% | $92.97 | — | — | CL A | 371559105 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 1,296,662 | $49.4M | 1.3% | $38.10 | — | — | COM | 78467J100 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 959,457 | $37.83M | 1.0% | $39.43 | — | — | COM | 00404A109 |
| LKQ | LKQ CORP | 1,121,977 | $35.76M | 1.0% | $31.87 | — | — | COM | 501889208 |
| — | JARDEN CORP | 730,566 | $35.36M | 1.0% | $48.40 | — | — | COM | 471109108 |
| ACAD | ACADIA PHARMACEUTICALS INC | 1,205,651 | $33.12M | 0.9% | $27.47 | — | — | COM | 004225108 |
| — | THORATEC CORP | 863,672 | $32.21M | 0.9% | $37.29 | — | — | COM NEW | 885175307 |
| — | BARRETT BILL CORP | 1,183,895 | $29.73M | 0.8% | $25.11 | — | — | COM | 06846N104 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 400,448 | $28.47M | 0.8% | $71.10 | — | — | COM | 75689M101 |
| — | MICROS SYS INC | 565,205 | $28.23M | 0.8% | $49.94 | — | — | COM | 594901100 |
| — | TIBCO SOFTWARE INC | 1,066,499 | $27.29M | 0.7% | $25.59 | — | — | COM | 88632Q103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 702,080 | $26.72M | 0.7% | $38.06 | — | — | COM | 87157B103 |
| RJF | RAYMOND JAMES FINANCIAL INC | 635,340 | $26.48M | 0.7% | $41.67 | — | — | COM | 754730109 |
| ODFL | OLD DOMINION FGHT LINES INC | 574,197 | $26.41M | 0.7% | $45.99 | — | — | COM | 679580100 |
| WWD | WOODWARD INC | 638,902 | $26.09M | 0.7% | $40.83 | — | — | COM | 980745103 |
| PKG | PACKAGING CORP AMER | 450,010 | $25.69M | 0.7% | $57.09 | — | — | COM | 695156109 |
| — | PROOFPOINT INC | 798,918 | $25.66M | 0.7% | $32.12 | — | — | COM | 743424103 |
| — | QLIK TECHNOLOGIES INC | 744,000 | $25.47M | 0.7% | $34.23 | — | — | COM | 74733T105 |
| — | ENDOLOGIX INC | 1,575,083 | $25.42M | 0.7% | $16.14 | — | — | COM | 29266S106 |
| MD | MEDNAX INC | 250,045 | $25.11M | 0.7% | $100.40 | — | — | COM | 58502B106 |
| — | HCC INS HLDGS INC | 561,385 | $24.6M | 0.7% | $43.82 | — | — | COM | 404132102 |
| SMTC | SEMTECH CORP | 806,089 | $24.18M | 0.7% | $29.99 | — | — | COM | 816850101 |
| — | MAGNUM HUNTER RES CORP DEL | 3,881,556 | $23.95M | 0.7% | $6.17 | — | — | COM | 55973B102 |
| — | MAGELLAN HEALTH SVCS INC | 398,550 | $23.9M | 0.6% | $59.96 | — | — | COM NEW | 559079207 |
| CLH | CLEAN HARBORS INC | 406,469 | $23.84M | 0.6% | $58.66 | — | — | COM | 184496107 |
| — | JIVE SOFTWARE INC | 1,868,662 | $23.36M | 0.6% | $12.50 | — | — | COM | 47760A108 |
| DXCM | DEXCOM INC | 816,527 | $23.04M | 0.6% | $28.22 | — | — | COM | 252131107 |
| — | FINANCIAL ENGINES INC | 383,787 | $22.81M | 0.6% | $59.44 | — | — | COM | 317485100 |
| — | HMS HLDGS CORP | 1,056,613 | $22.71M | 0.6% | $21.49 | — | — | COM | 40425J101 |
| — | GILEAD SCIENCES INC | 8,059,000 | $22.32M | 0.6% | $2.77 | — | — | NOTE 1.625% 5/0 | 375558ap8 |
| BLKB | BLACKBAUD INC | 567,545 | $22.16M | 0.6% | $39.04 | — | — | COM | 09227Q100 |
| — | WAGEWORKS INC | 436,488 | $22.02M | 0.6% | $50.45 | — | — | COM | 930427109 |
| — | WELLCARE HEALTH PLANS INC | 310,376 | $21.65M | 0.6% | $69.74 | — | — | COM | 94946T106 |
| — | INFORMATICA CORP | 553,316 | $21.56M | 0.6% | $38.97 | — | — | COM | 45666Q102 |
| SM | SM ENERGY CO | 278,240 | $21.48M | 0.6% | $77.19 | — | — | COM | 78454L100 |
| BRKR | BRUKER CORP | 1,026,595 | $21.2M | 0.6% | $20.65 | — | — | COM | 116794108 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 411,060 | $21.17M | 0.6% | $51.50 | — | — | COM | 03820C105 |
| PB | PROSPERITY BANCSHARES INC | 341,685 | $21.13M | 0.6% | $61.84 | — | — | COM | 743606105 |
| HURN | HURON CONSULTING GROUP INC | 395,210 | $20.79M | 0.6% | $52.61 | — | — | COM | 447462102 |
| — | COHERENT INC | 337,454 | $20.71M | 0.6% | $61.36 | — | — | COM | 192479103 |
| — | MICRON TECHNOLOGY INC | 10,776,000 | $20.59M | 0.6% | $1.91 | — | — | NOTE 2.375% 5/0 | 595112aw3 |
| HXL | HEXCEL CORP NEW | 513,995 | $19.94M | 0.5% | $38.80 | — | — | COM | 428291108 |
| — | VIROPHARMA INC | 9,202,000 | $19.74M | 0.5% | $2.15 | — | — | NOTE 2.000% 3/1 | 928241ah1 |
| HAIN | HAIN CELESTIAL GROUP INC | 255,745 | $19.72M | 0.5% | $77.12 | — | — | COM | 405217100 |
| — | TRIUMPH GROUP INC NEW | 279,994 | $19.66M | 0.5% | $70.22 | — | — | COM | 896818101 |
| PTC | PTC INC | 687,975 | $19.58M | 0.5% | $28.46 | — | — | COM | 69370C100 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 188,900 | $19.49M | 0.5% | $103.18 | — | — | COM | 22410J106 |
| — | IMPERVA INC | 460,790 | $19.36M | 0.5% | $42.02 | — | — | COM | 45321L100 |
| HUBG | HUB GROUP INC | 480,977 | $18.87M | 0.5% | $39.23 | — | — | CL A | 443320106 |
| — | THERAVANCE INC | 11,510,000 | $18.84M | 0.5% | $1.64 | — | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | BALLY TECHNOLOGIES INC | 261,403 | $18.84M | 0.5% | $72.06 | — | — | COM | 05874B107 |
| CVLT | COMMVAULT SYSTEMS INC | 213,272 | $18.75M | 0.5% | $87.92 | — | — | COM | 204166102 |
| CNK | CINEMARK HOLDINGS INC | 583,262 | $18.51M | 0.5% | $31.74 | — | — | COM | 17243V102 |
| — | MICROSEMI CORP | 761,830 | $18.47M | 0.5% | $24.25 | — | — | COM | 595137100 |
| FUL | FULLER H B CO | 408,359 | $18.45M | 0.5% | $45.19 | — | — | COM | 359694106 |
| — | MEDIVATION INC | 307,193 | $18.41M | 0.5% | $59.94 | — | — | COM | 58501N101 |
| — | BIO-REFERENCE LABS INC | 614,167 | $18.35M | 0.5% | $29.88 | — | — | COM $.01 NEW | 09057G602 |
| IDA | IDACORP INC | 372,665 | $18.04M | 0.5% | $48.40 | — | — | COM | 451107106 |
| — | ENDO HEALTH SOLUTIONS INC | 11,250,000 | $17.86M | 0.5% | $1.59 | — | — | NOTE 1.750% 4/1 | 29264fab2 |
| — | MICROCHIP TECHNOLOGY INC | 11,295,000 | $17.69M | 0.5% | $1.57 | — | — | SDCV 2.125%12/1 | 595017ab0 |
| — | BIOMED REALTY TRUST INC | 949,385 | $17.65M | 0.5% | $18.59 | — | — | COM | 09063H107 |
| — | INFOBLOX INC | 421,477 | $17.63M | 0.5% | $41.82 | — | — | COM | 45672H104 |
| HEI/A | HEICO CORP NEW | 350,885 | $17.59M | 0.5% | $50.14 | — | — | CL A | 422806208 |
| — | SIRONA DENTAL SYSTEMS INC | 260,640 | $17.45M | 0.5% | $66.93 | — | — | COM | 82966C103 |
| TDY | TELEDYNE TECHNOLOGIES INC | 204,931 | $17.41M | 0.5% | $84.93 | — | — | COM | 879360105 |
| ICLR | ICON PLC | 425,224 | $17.4M | 0.5% | $40.93 | — | — | SHS | G4705A100 |
| — | SVB FINL GROUP | 201,088 | $17.37M | 0.5% | $86.37 | — | — | COM | 78486Q101 |
| — | PIONEER ENERGY SVCS CORP | 2,311,075 | $17.36M | 0.5% | $7.51 | — | — | COM | 723664108 |
| ACIW | ACI WORLDWIDE INC | 320,961 | $17.35M | 0.5% | $54.06 | — | — | COM | 004498101 |
| — | CORNERSTONE ONDEMAND INC | 336,667 | $17.32M | 0.5% | $51.44 | — | — | COM | 21925Y103 |
| — | HUNTINGTON BANCSHARES INC | 13,664 | $16.85M | 0.5% | $1233.09 | — | — | PFD CONV SER A | 446150401 |
| — | XILINX INC | 10,249,000 | $16.57M | 0.5% | $1.62 | — | — | SDCV 3.125% 3/1 | 983919ad3 |
| — | AKORN INC | 7,200,000 | $16.56M | 0.4% | $2.30 | — | — | NOTE 3.500% 6/0 | 009728ab2 |
| OHI | OMEGA HEALTHCARE INVS INC | 552,445 | $16.5M | 0.4% | $29.87 | — | — | COM | 681936100 |
| — | TEREX CORP NEW | 7,727,000 | $16.48M | 0.4% | $2.13 | — | — | NOTE 4.000% 6/0 | 880779av5 |
| — | OASIS PETE INC NEW | 335,160 | $16.47M | 0.4% | $49.13 | — | — | COM | 674215108 |
| — | RYLAND GROUP INC | 11,173,000 | $16.3M | 0.4% | $1.46 | — | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | DRIL-QUIP INC | 141,250 | $16.21M | 0.4% | $114.75 | — | — | COM | 262037104 |
| ACTG | ACACIA RESH CORP | 692,758 | $15.97M | 0.4% | $23.06 | — | — | ACACIA TCH COM | 003881307 |
| BCC | BOISE CASCADE CO DEL | 582,528 | $15.7M | 0.4% | $26.95 | — | — | COM | 09739D100 |
| — | VERISIGN INC | 10,000,000 | $15.67M | 0.4% | $1.57 | — | — | SDCV 3.250% 8/1 | 92343ead4 |
| PLCE | CHILDRENS PL RETAIL STORES I | 270,779 | $15.66M | 0.4% | $57.85 | — | — | COM | 168905107 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 292,496 | $15.56M | 0.4% | $53.20 | — | — | COM | 043436104 |
| FTNT | FORTINET INC | 762,476 | $15.45M | 0.4% | $20.26 | — | — | COM | 34959E109 |
| — | MULTIMEDIA GAMES HLDG CO INC | 445,940 | $15.41M | 0.4% | $34.55 | — | — | COM | 625453105 |
| BDC | BELDEN INC | 239,618 | $15.35M | 0.4% | $64.05 | — | — | COM | 077454106 |
| ACH | OWENS & MINOR INC NEW | 441,320 | $15.27M | 0.4% | $34.59 | — | — | COM | 690732102 |
| ALLT | ALLOT COMMUNICATIONS LTD | 1,206,587 | $15.26M | 0.4% | $12.65 | — | — | SHS | M0854Q105 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,500,000 | $15.26M | 0.4% | $2.35 | — | — | NOTE 2.750%10/0 | 464337ag9 |
| SXT | SENSIENT TECHNOLOGIES CORP | 318,560 | $15.26M | 0.4% | $47.89 | — | — | COM | 81725T100 |
| PZZA | PAPA JOHNS INTL INC | 217,801 | $15.22M | 0.4% | $69.88 | — | — | COM | 698813102 |
| MLI | MUELLER INDS INC | 270,295 | $15.05M | 0.4% | $55.67 | — | — | COM | 624756102 |
| — | BROADSOFT INC | 413,146 | $14.91M | 0.4% | $36.08 | — | — | COM | 11133B409 |
| — | ULTRATECH INC | 489,212 | $14.82M | 0.4% | $30.30 | — | — | COM | 904034105 |
| CFR | CULLEN FROST BANKERS INC | 206,230 | $14.55M | 0.4% | $70.55 | — | — | COM | 229899109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 317,835 | $14.48M | 0.4% | $45.56 | — | — | CL A | 989207105 |
| BKE | BUCKLE INC | 267,765 | $14.47M | 0.4% | $54.05 | — | — | COM | 118440106 |
| DECK | DECKERS OUTDOOR CORP | 215,790 | $14.22M | 0.4% | $65.92 | — | — | COM | 243537107 |
| HCSG | HEALTHCARE SVCS GRP INC | 546,860 | $14.09M | 0.4% | $25.76 | — | — | COM | 421906108 |
| APH | AMPHENOL CORP NEW | 181,618 | $14.05M | 0.4% | $77.38 | — | — | CL A | 032095101 |
| — | WEST CORP | 632,245 | $14.02M | 0.4% | $22.17 | — | — | COM | 952355204 |
| — | CYRUSONE INC | 728,399 | $13.84M | 0.4% | $19.00 | — | — | COM | 23283R100 |
| EPAM | EPAM SYS INC | 399,162 | $13.77M | 0.4% | $34.50 | — | — | COM | 29414B104 |
| — | WELLS FARGO & CO NEW | 12,104 | $13.75M | 0.4% | $1135.99 | — | — | PERP PFD CNV A | 949746804 |
| CEVA | CEVA INC | 786,869 | $13.57M | 0.4% | $17.25 | — | — | COM | 157210105 |
| — | MANITOWOC INC | 691,636 | $13.53M | 0.4% | $19.56 | — | — | COM | 563571108 |
| — | ON ASSIGNMENT INC | 409,149 | $13.5M | 0.4% | $33.00 | — | — | COM | 682159108 |
| AAPL | APPLE INC | 28,073 | $13.38M | 0.4% | $476.76 | — | — | COM | 037833100 |
| — | COBALT INTL ENERGY INC | 12,550,000 | $13.27M | 0.4% | $1.06 | — | — | NOTE 2.625%12/0 | 19075faa4 |
| — | MASTEC INC | 6,793,000 | $13.2M | 0.4% | $1.94 | — | — | NOTE 4.000% 6/1 | 576323al3 |
| — | VODAFONE GROUP PLC NEW | 367,062 | $12.91M | 0.4% | $35.18 | — | — | SPONS ADR NEW | 92857W209 |
| — | FRANCESCAS HLDGS CORP | 687,389 | $12.8M | 0.3% | $18.62 | — | — | COM | 351793104 |
| — | RESTORATION HARDWARE HLDGS I | 201,447 | $12.76M | 0.3% | $63.35 | — | — | COM | 761283100 |
| — | UNITED THERAPEUTICS CORP DEL | 7,500,000 | $12.75M | 0.3% | $1.70 | — | — | NOTE 1.000% 9/1 | 91307caf9 |
| PII | POLARIS INDS INC | 98,658 | $12.74M | 0.3% | $129.18 | — | — | COM | 731068102 |
| — | GLOBAL CASH ACCESS HLDGS INC | 1,606,504 | $12.55M | 0.3% | $7.81 | — | — | COM | 378967103 |
| — | RUDOLPH TECHNOLOGIES INC | 1,098,270 | $12.52M | 0.3% | $11.40 | — | — | COM | 781270103 |
| — | BEACON ROOFING SUPPLY INC | 338,338 | $12.47M | 0.3% | $36.87 | — | — | COM | 073685109 |
| — | MELLANOX TECHNOLOGIES LTD | 326,985 | $12.42M | 0.3% | $37.98 | — | — | SHS | M51363113 |
| — | AXIALL CORP | 328,323 | $12.41M | 0.3% | $37.79 | — | — | COM | 05463D100 |
| DORM | DORMAN PRODUCTS INC | 248,402 | $12.31M | 0.3% | $49.55 | — | — | COM | 258278100 |
| XPO | XPO LOGISTICS INC | 566,423 | $12.27M | 0.3% | $21.67 | — | — | COM | 983793100 |
| MOH | MOLINA HEALTHCARE INC | 339,760 | $12.1M | 0.3% | $35.60 | — | — | COM | 60855R100 |
| — | AARONS INC | 435,337 | $12.06M | 0.3% | $27.70 | — | — | COM PAR $0.50 | 002535300 |
| WLY | WILEY JOHN & SONS INC | 251,852 | $12.01M | 0.3% | $47.69 | — | — | CL A | 968223206 |
| CMC | COMMERCIAL METALS CO | 699,147 | $11.85M | 0.3% | $16.95 | — | — | COM | 201723103 |
| — | E M C CORP MASS | 7,394,000 | $11.83M | 0.3% | $1.60 | — | — | NOTE 1.750%12/0 | 268648am4 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 200,187 | $11.71M | 0.3% | $58.50 | — | — | COM | 205306103 |
| NOW | SERVICENOW INC | 223,250 | $11.6M | 0.3% | $51.95 | — | — | COM | 81762P102 |
| PWR | QUANTA SVCS INC | 418,815 | $11.52M | 0.3% | $27.51 | — | — | COM | 74762E102 |
| — | FIRST CASH FINL SVCS INC | 198,957 | $11.52M | 0.3% | $57.89 | — | — | COM | 31942D107 |
| — | HEALTH CARE REIT INC | 187,317 | $10.83M | 0.3% | $57.82 | — | — | PFD PER CON I | 42217K601 |
| — | MICRON TECHNOLOGY INC | 5,740,000 | $10.7M | 0.3% | $1.86 | — | — | NOTE 1.500% 8/0 | 595112aq6 |
| — | CORESITE RLTY CORP | 309,767 | $10.51M | 0.3% | $33.94 | — | — | COM | 21870Q105 |
| — | WASTE CONNECTIONS INC | 229,454 | $10.42M | 0.3% | $45.41 | — | — | COM | 941053100 |
| — | SEADRILL LIMITED | 229,275 | $10.34M | 0.3% | $45.08 | — | — | SHS | G7945E105 |
| — | LAZARD LTD | 284,241 | $10.24M | 0.3% | $36.02 | — | — | SHS A | G54050102 |
| — | CUBIST PHARMACEUTICALS INC | 161,069 | $10.24M | 0.3% | $63.55 | — | — | COM | 229678107 |
| OIS | OIL STS INTL INC | 98,535 | $10.19M | 0.3% | $103.46 | — | — | COM | 678026105 |
| — | ARIAD PHARMACEUTICALS INC | 550,142 | $10.12M | 0.3% | $18.40 | — | — | COM | 04033A100 |
| — | WALTER INVT MGMT CORP | 9,193,000 | $9.688M | 0.3% | $1.05 | — | — | NOTE 4.500%11/0 | 93317waa0 |
| CWST | CASELLA WASTE SYS INC | 1,676,719 | $9.641M | 0.3% | $5.75 | — | — | CL A | 147448104 |
| OXY | OCCIDENTAL PETE CORP DEL | 102,258 | $9.565M | 0.3% | $93.54 | — | — | COM | 674599105 |
| — | WEYERHAEUSER CO | 181,391 | $9.563M | 0.3% | $52.72 | — | — | PREF CONV SER A | 962166872 |
| URBN | URBAN OUTFITTERS INC | 257,318 | $9.462M | 0.3% | $36.77 | — | — | COM | 917047102 |
| — | IBERIABANK CORP | 181,725 | $9.433M | 0.3% | $51.91 | — | — | COM | 450828108 |
| — | RTI INTL METALS INC | 9,092,000 | $9.426M | 0.3% | $1.04 | — | — | NOTE 1.625%10/1 | 74973wab3 |
| — | FIDELITY NATIONAL FINANCIAL | 6,622,000 | $9.405M | 0.3% | $1.42 | — | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | POLYONE CORP | 305,690 | $9.388M | 0.3% | $30.71 | — | — | COM | 73179P106 |
| WABC | WESTAMERICA BANCORPORATION | 188,225 | $9.362M | 0.3% | $49.74 | — | — | COM | 957090103 |
| PM | PHILIP MORRIS INTL INC | 106,802 | $9.248M | 0.3% | $86.59 | — | — | COM | 718172109 |
| — | PRICELINE COM INC | 7,121,000 | $9.195M | 0.2% | $1.29 | — | — | DEBT 1.000% 3/1 | 741503aq9 |
| PODD | INSULET CORP | 253,228 | $9.177M | 0.2% | $36.24 | — | — | COM | 45784P101 |
| CDNS | CADENCE DESIGN SYSTEM INC | 676,909 | $9.145M | 0.2% | $13.51 | — | — | COM | 127387108 |
| — | WYNDHAM WORLDWIDE CORP | 147,693 | $9.005M | 0.2% | $60.97 | — | — | COM | 98310W108 |
| — | ATMEL CORP | 1,207,789 | $8.986M | 0.2% | $7.44 | — | — | COM | 049513104 |
| — | FOOT LOCKER INC | 263,119 | $8.93M | 0.2% | $33.94 | — | — | COM | 344849104 |
| SBRA | SABRA HEALTH CARE REIT INC | 387,745 | $8.922M | 0.2% | $23.01 | — | — | COM | 78573L106 |
| AMG | AFFILIATED MANAGERS GROUP | 48,447 | $8.848M | 0.2% | $182.63 | — | — | COM | 008252108 |
| DKS | DICKS SPORTING GOODS INC | 165,557 | $8.837M | 0.2% | $53.38 | — | — | COM | 253393102 |
| — | SOLERA HOLDINGS INC | 165,223 | $8.735M | 0.2% | $52.87 | — | — | COM | 83421A104 |
| TXRH | TEXAS ROADHOUSE INC | 332,010 | $8.732M | 0.2% | $26.30 | — | — | COM | 882681109 |
| PRIM | PRIMORIS SVCS CORP | 340,680 | $8.681M | 0.2% | $25.48 | — | — | COM | 74164F103 |
| — | QEP RES INC | 311,550 | $8.627M | 0.2% | $27.69 | — | — | COM | 74733V100 |
| SHOO | MADDEN STEVEN LTD | 159,669 | $8.595M | 0.2% | $53.83 | — | — | COM | 556269108 |
| — | AUXILIUM PHARMACEUTICALS INC | 8,231,000 | $8.54M | 0.2% | $1.04 | — | — | NOTE 1.500% 7/1 | 05334daa5 |
| FULT | FULTON FINL CORP PA | 729,665 | $8.522M | 0.2% | $11.68 | — | — | COM | 360271100 |
| — | SPARTAN STORES INC | 386,150 | $8.518M | 0.2% | $22.06 | — | — | COM | 846822104 |
| — | TESLA MTRS INC | 5,031,000 | $8.518M | 0.2% | $1.69 | — | — | NOTE 1.500% 6/0 | 88160raa9 |
| EVR | EVERCORE PARTNERS INC | 172,483 | $8.491M | 0.2% | $49.23 | — | — | CLASS A | 29977A105 |
| MLKN | MILLER HERMAN INC | 290,165 | $8.467M | 0.2% | $29.18 | — | — | COM | 600544100 |
| — | OMNICARE INC | 6,000,000 | $8.46M | 0.2% | $1.41 | — | — | NOTE 3.750% 4/0 | 681904ap3 |
| DHR | DANAHER CORP DEL | 120,430 | $8.348M | 0.2% | $69.32 | — | — | COM | 235851102 |
| WSM | WILLIAMS SONOMA INC | 147,342 | $8.281M | 0.2% | $56.20 | — | — | COM | 969904101 |
| — | COLONY FINL INC | 8,000,000 | $8.28M | 0.2% | $1.03 | — | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | COBALT INTL ENERGY INC | 331,618 | $8.244M | 0.2% | $24.86 | — | — | COM | 19075F106 |
| — | HIBBETT SPORTS INC | 146,078 | $8.197M | 0.2% | $56.11 | — | — | COM | 428567101 |
| — | SHFL ENTMT INC | 346,344 | $7.956M | 0.2% | $22.97 | — | — | COM | 78423R105 |
| NMFC | NEW MTN FIN CORP | 550,940 | $7.939M | 0.2% | $14.41 | — | — | COM | 647551100 |
| — | CHART INDS INC | 4,223,000 | $7.894M | 0.2% | $1.87 | — | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | INVENSENSE INC | 441,995 | $7.788M | 0.2% | $17.62 | — | — | COM | 46123D205 |
| — | SPECTRANETICS CORP | 463,520 | $7.787M | 0.2% | $16.80 | — | — | COM | 84760C107 |
| — | ASCENA RETAIL GROUP INC | 388,824 | $7.749M | 0.2% | $19.93 | — | — | COM | 04351G101 |
| — | GENERAL CABLE CORP DEL NEW | 6,852,000 | $7.743M | 0.2% | $1.13 | — | — | FRNT 4.500%11/1 | 369300al2 |
| — | HARMAN INTL INDS INC | 116,422 | $7.711M | 0.2% | $66.23 | — | — | COM | 413086109 |
| DVN | DEVON ENERGY CORP NEW | 131,785 | $7.612M | 0.2% | $57.76 | — | — | COM | 25179M103 |
| TER | TERADYNE INC | 457,259 | $7.554M | 0.2% | $16.52 | — | — | COM | 880770102 |
| CMP | COMPASS MINERALS INTL INC | 98,455 | $7.509M | 0.2% | $76.27 | — | — | COM | 20451N101 |
| BKU | BANKUNITED INC | 236,790 | $7.385M | 0.2% | $31.19 | — | — | COM | 06652K103 |
| FMC | F M C CORP | 102,747 | $7.369M | 0.2% | $71.72 | — | — | COM NEW | 302491303 |
| — | EXTERRAN HLDGS INC | 5,901,000 | $7.358M | 0.2% | $1.25 | — | — | NOTE 4.250% 6/1 | 30225xaa1 |
| — | ANALOGIC CORP | 88,820 | $7.34M | 0.2% | $82.64 | — | — | COM PAR $0.05 | 032657207 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 60,785 | $7.261M | 0.2% | $119.45 | — | — | COM | 90384S303 |
| JPM | JPMORGAN CHASE & CO | 140,384 | $7.256M | 0.2% | $51.69 | — | — | COM | 46625H100 |
| — | ENERSYS | 4,681,000 | $7.238M | 0.2% | $1.55 | — | — | NOTE 3.375% 6/0 | 29275yaa0 |
| — | AETNA INC NEW | 112,515 | $7.203M | 0.2% | $64.02 | — | — | COM | 00817Y108 |
| JNJ | JOHNSON & JOHNSON | 81,683 | $7.081M | 0.2% | $86.69 | — | — | COM | 478160104 |
| ZTS | ZOETIS INC | 225,554 | $7.019M | 0.2% | $31.12 | — | — | CL A | 98978V103 |
| NEE | NEXTERA ENERGY INC | 87,259 | $6.995M | 0.2% | $80.16 | — | — | COM | 65339F101 |
| — | TILE SHOP HLDGS INC | 236,150 | $6.964M | 0.2% | $29.49 | — | — | COM | 88677Q109 |
| — | TWENTY FIRST CENTY FOX INC | 206,979 | $6.936M | 0.2% | $33.51 | — | — | CL A | 90130A101 |
| ESE | ESCO TECHNOLOGIES INC | 206,300 | $6.855M | 0.2% | $33.23 | — | — | COM | 296315104 |
| MO | ALTRIA GROUP INC | 198,310 | $6.812M | 0.2% | $34.35 | — | — | COM | 02209S103 |
| — | INTEL CORP | 5,500,000 | $6.806M | 0.2% | $1.24 | — | — | SDCV 3.250% 8/0 | 458140af7 |
| — | GENESEE & WYO INC | 53,327 | $6.783M | 0.2% | $127.20 | — | — | UNIT 10/01/2015 | 371559204 |
| — | POLYPORE INTL INC | 164,735 | $6.749M | 0.2% | $40.97 | — | — | COM | 73179V103 |
| — | SCRIPPS NETWORKS INTERACT IN | 85,306 | $6.663M | 0.2% | $78.11 | — | — | CL A COM | 811065101 |
| PFE | PFIZER INC | 229,914 | $6.604M | 0.2% | $28.72 | — | — | COM | 717081103 |
| — | EINSTEIN NOAH REST GROUP INC | 378,679 | $6.559M | 0.2% | $17.32 | — | — | COM | 28257U104 |
| — | INTERXION HOLDING N.V | 294,045 | $6.54M | 0.2% | $22.24 | — | — | SHS | N47279109 |
| — | KRISPY KREME DOUGHNUTS INC | 336,535 | $6.509M | 0.2% | $19.34 | — | — | COM | 501014104 |
| — | XPO LOGISTICS INC | 4,450,000 | $6.472M | 0.2% | $1.45 | — | — | NOTE 4.500%10/0 | 983793aa8 |
| — | CACI INTL INC | 5,000,000 | $6.381M | 0.2% | $1.28 | — | — | NOTE 2.125% 5/0 | 127190ad8 |
| — | LINKEDIN CORP | 25,605 | $6.3M | 0.2% | $246.05 | — | — | COM CL A | 53578A108 |
| — | HOMEAWAY INC | 221,577 | $6.195M | 0.2% | $27.96 | — | — | COM | 43739Q100 |
| — | BANK OF AMERICA CORPORATION | 5,582 | $6.16M | 0.2% | $1103.55 | — | — | 7.25%CNV PFD L | 060505682 |
| MDLZ | MONDELEZ INTL INC | 195,655 | $6.148M | 0.2% | $31.42 | — | — | CL A | 609207105 |
| — | PHH CORP | 3,000,000 | $6.134M | 0.2% | $2.04 | — | — | NOTE 6.000% 6/1 | 693320aq6 |
| — | NAVISTAR INTL CORP NEW | 6,000,000 | $6.116M | 0.2% | $1.02 | — | — | NOTE 3.000%10/1 | 63934eal2 |
| TITN | TITAN MACHY INC | 379,266 | $6.095M | 0.2% | $16.07 | — | — | COM | 88830R101 |
| — | AIR METHODS CORP | 142,935 | $6.084M | 0.2% | $42.56 | — | — | COM PAR $.06 | 009128307 |
| QCOM | QUALCOMM INC | 90,164 | $6.07M | 0.2% | $67.32 | — | — | COM | 747525103 |
| — | HORNBECK OFFSHORE SVCS INC N | 5,000,000 | $5.926M | 0.2% | $1.19 | — | — | FRNT 1.625%11/1 | 440543ae6 |
| — | KKR FINL HLDGS LLC | 560,461 | $5.79M | 0.2% | $10.33 | — | — | COM | 48248A306 |
| — | ALERE INC | 21,719 | $5.739M | 0.2% | $264.24 | — | — | PERP PFD CONV SE | 01449J204 |
| — | ON SEMICONDUCTOR CORP | 5,245,000 | $5.694M | 0.2% | $1.09 | — | — | NOTE 2.625%12/1 | 682189ah8 |
| GCO | GENESCO INC | 85,530 | $5.609M | 0.2% | $65.58 | — | — | COM | 371532102 |
| PENN | PENN NATL GAMING INC | 101,176 | $5.601M | 0.2% | $55.36 | — | — | COM | 707569109 |
| FNV | FRANCO NEVADA CORP | 122,935 | $5.564M | 0.2% | $45.26 | — | — | COM | 351858105 |
| CBOE | CBOE HLDGS INC | 122,474 | $5.539M | 0.2% | $45.23 | — | — | COM | 12503M108 |
| — | AEROPOSTALE | 586,630 | $5.514M | 0.1% | $9.40 | — | — | COM | 007865108 |
| LFUS | LITTELFUSE INC | 70,470 | $5.512M | 0.1% | $78.22 | — | — | COM | 537008104 |
| RGP | RESOURCES CONNECTION INC | 400,635 | $5.437M | 0.1% | $13.57 | — | — | COM | 76122Q105 |
| — | LEVEL 3 COMMUNICATIONS INC | 3,550,000 | $5.358M | 0.1% | $1.51 | — | — | NOTE 6.500%10/0 | 52729nbr0 |
| DEO | DIAGEO P L C | 41,969 | $5.333M | 0.1% | $127.07 | — | — | SPON ADR NEW | 25243Q205 |
| QLYS | QUALYS INC | 249,086 | $5.328M | 0.1% | $21.39 | — | — | COM | 74758T303 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 147,945 | $5.301M | 0.1% | $35.83 | — | — | COM | 109194100 |
| MCD | MCDONALDS CORP | 54,860 | $5.278M | 0.1% | $96.21 | — | — | COM | 580135101 |
| — | STARWOOD PPTY TR INC | 5,000,000 | $5.203M | 0.1% | $1.04 | — | — | NOTE 4.550% 3/0 | 85571baa3 |
| BWA | BORGWARNER INC | 51,239 | $5.195M | 0.1% | $101.39 | — | — | COM | 099724106 |
| — | LUXOTTICA GROUP S P A | 98,800 | $5.194M | 0.1% | $52.57 | — | — | SPONSORED ADR | 55068R202 |
| NUS | NU SKIN ENTERPRISES INC | 53,400 | $5.113M | 0.1% | $95.75 | — | — | CL A | 67018T105 |
| — | EDUCATION RLTY TR INC | 552,060 | $5.024M | 0.1% | $9.10 | — | — | COM | 28140H104 |
| — | IXIA | 4,389,000 | $5.014M | 0.1% | $1.14 | — | — | NOTE 3.000%12/1 | 45071rab5 |
| — | HORSEHEAD HLDG CORP | 4,594,000 | $4.973M | 0.1% | $1.08 | — | — | NOTE 3.800% 7/0 | 440694ab3 |
| — | TELEFLEX INC | 3,500,000 | $4.932M | 0.1% | $1.41 | — | — | NOTE 3.875% 8/0 | 879369aa4 |
| — | GENERAL MTRS CO | 98,134 | $4.917M | 0.1% | $50.10 | — | — | JR PFD CNV SRB | 37045V209 |
| — | KRAFT FOODS GROUP INC | 92,877 | $4.874M | 0.1% | $52.48 | — | — | COM | 50076Q106 |
| PAA | PLAINS ALL AMERN PIPELINE L | 92,160 | $4.853M | 0.1% | $52.66 | — | — | UNIT LTD PARTN | 726503105 |
| — | NUANCE COMMUNICATIONS INC | 4,230,000 | $4.828M | 0.1% | $1.14 | — | — | DBCV 2.750% 8/1 | 67020yab6 |
| — | OMNICARE INC | 5,000,000 | $4.769M | 0.1% | $0.95 | — | — | NOTE 3.500% 2/1 | 681904aq1 |
| — | ALTRA HOLDINGS INC | 4,000,000 | $4.758M | 0.1% | $1.19 | — | — | NOTE 2.750% 3/0 | 02208rae6 |
| WMB | WILLIAMS COS INC DEL | 130,545 | $4.747M | 0.1% | $36.36 | — | — | COM | 969457100 |
| — | SANCHEZ ENERGY CORP | 171,460 | $4.528M | 0.1% | $26.41 | — | — | COM | 79970Y105 |
| — | PDL BIOPHARMA INC | 3,500,000 | $4.501M | 0.1% | $1.29 | — | — | NOTE 3.750% 5/0 | 69329yac8 |
| — | MEDIVATION INC | 3,166,000 | $4.473M | 0.1% | $1.41 | — | — | NOTE 2.625% 4/0 | 58501naa9 |
| — | ENPRO INDS INC | 2,400,000 | $4.426M | 0.1% | $1.84 | — | — | DBCV 3.938%10/1 | 29355xab3 |
| — | REGAL ENTMT GROUP | 224,330 | $4.258M | 0.1% | $18.98 | — | — | CL A | 758766109 |
| — | REALPAGE INC | 184,095 | $4.254M | 0.1% | $23.11 | — | — | COM | 75606N109 |
| LNT | ALLIANT ENERGY CORP | 83,575 | $4.141M | 0.1% | $49.55 | — | — | COM | 018802108 |
| NVRI | HARSCO CORP | 161,940 | $4.032M | 0.1% | $24.90 | — | — | COM | 415864107 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 281,775 | $3.942M | 0.1% | $13.99 | — | — | COM | 02553E106 |
| — | ADTRAN INC | 147,820 | $3.938M | 0.1% | $26.64 | — | — | COM | 00738A106 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 220,965 | $3.938M | 0.1% | $17.82 | — | — | SH BEN INT | 20451Q104 |
| — | KEYCORP NEW | 31,104 | $3.865M | 0.1% | $124.26 | — | — | PFD 7.75% SR A | 493267405 |
| — | ROYAL GOLD INC | 4,000,000 | $3.852M | 0.1% | $0.96 | — | — | NOTE 2.875% 6/1 | 780287aa6 |
| — | NEWPARK RES INC | 2,737,000 | $3.798M | 0.1% | $1.39 | — | — | NOTE 4.000%10/0 | 651718ac2 |
| — | NV ENERGY INC | 160,225 | $3.783M | 0.1% | $23.61 | — | — | COM | 67073Y106 |
| — | UNITED TECHNOLOGIES CORP | 56,521 | $3.683M | 0.1% | $65.16 | — | — | UNIT 99/99/9999 | 913017117 |
| NVO | NOVO-NORDISK A S | 21,610 | $3.657M | 0.1% | $169.23 | — | — | ADR | 670100205 |
| — | RYLAND GROUP INC | 4,000,000 | $3.632M | 0.1% | $0.91 | — | — | NOTE 0.250% 6/0 | 783764as2 |
| — | PDL BIOPHARMA INC | 2,500,000 | $3.588M | 0.1% | $1.44 | — | — | NOTE 2.875% 2/1 | 69329yae4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,987,000 | $3.571M | 0.1% | $1.20 | — | — | NOTE 1.750%12/0 | 874054ac3 |
| EPD | ENTERPRISE PRODS PARTNERS L | 58,072 | $3.545M | 0.1% | $61.04 | — | — | COM | 293792107 |
| — | BROOKDALE SR LIVING INC | 2,942,000 | $3.451M | 0.1% | $1.17 | — | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | SUNPOWER CORP | 3,000,000 | $3.424M | 0.1% | $1.14 | — | — | DBCV 4.750% 4/1 | 867652ac3 |
| — | WEB COM GROUP INC | 3,000,000 | $3.414M | 0.1% | $1.14 | — | — | NOTE 1.000% 8/1 | 94733aaa2 |
| — | CORSICANTO LTD | 2,940,000 | $3.256M | 0.1% | $1.11 | — | — | NOTE 3.500% 1/1 | 220480ac1 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 19 | $3.238M | 0.1% | $170421.05 | — | — | CL A | 084670108 |
| — | MERRIMACK PHARMACEUTICALS IN | 3,529,000 | $3.209M | 0.1% | $0.91 | — | — | NOTE 4.500% 7/1 | 590328aa8 |
| CVX | CHEVRON CORP NEW | 26,355 | $3.202M | 0.1% | $121.49 | — | — | COM | 166764100 |
| HLF | HERBALIFE LTD | 45,400 | $3.168M | 0.1% | $69.78 | — | — | COM USD SHS | G4412G101 |
| — | EPR PPTYS | 109,400 | $3.166M | 0.1% | $28.94 | — | — | CONV PFD 9% SR E | 26884U307 |
| XOM | EXXON MOBIL CORP | 35,246 | $3.033M | 0.1% | $86.05 | — | — | COM | 30231G102 |
| — | SANDISK CORP | 2,253,000 | $2.997M | 0.1% | $1.33 | — | — | NOTE 1.500% 8/1 | 80004cad3 |
| — | LEAP WIRELESS INTL INC | 2,875,000 | $2.933M | 0.1% | $1.02 | — | — | NOTE 4.500% 7/1 | 521863al4 |
| — | AVIS BUDGET GROUP | 1,536,000 | $2.819M | 0.1% | $1.84 | — | — | NOTE 3.500%10/0 | 053774ab1 |
| ARCC | ARES CAP CORP | 162,450 | $2.809M | 0.1% | $17.29 | — | — | COM | 04010L103 |
| HSIC | SCHEIN HENRY INC | 26,807 | $2.782M | 0.1% | $103.78 | — | — | COM | 806407102 |
| ZUMZ | ZUMIEZ INC | 100,661 | $2.772M | 0.1% | $27.54 | — | — | COM | 989817101 |
| — | FORD MTR CO DEL | 1,377,000 | $2.725M | 0.1% | $1.98 | — | — | NOTE 4.250%11/1 | 345370cn8 |
| — | FOREST CITY ENTERPRISES INC | 2,442,000 | $2.717M | 0.1% | $1.11 | — | — | NOTE 4.250% 8/1 | 345550ap2 |
| — | ELECTRONIC ARTS INC | 2,489,000 | $2.713M | 0.1% | $1.09 | — | — | NOTE 0.750% 7/1 | 285512aa7 |
| CNC | CENTENE CORP DEL | 42,365 | $2.71M | 0.1% | $63.97 | — | — | COM | 15135B101 |
| — | CVR REFNG LP | 108,060 | $2.695M | 0.1% | $24.94 | — | — | COMUNIT REP LT | 12663P107 |
| — | RESPONSYS INC | 162,970 | $2.692M | 0.1% | $16.52 | — | — | COM | 761248103 |
| CL | COLGATE PALMOLIVE CO | 44,515 | $2.64M | 0.1% | $59.31 | — | — | COM | 194162103 |
| — | NOVELLUS SYS INC | 1,608,000 | $2.555M | 0.1% | $1.59 | — | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | SALIX PHARMACEUTICALS INC | 2,039,000 | $2.516M | 0.1% | $1.23 | — | — | NOTE 1.500% 3/1 | 795435ae6 |
| AZZ | AZZ INC | 59,360 | $2.485M | 0.1% | $41.86 | — | — | COM | 002474104 |
| — | ENDEAVOR INTL CORP INC | 3,008,000 | $2.485M | 0.1% | $0.83 | — | — | NOTE 5.500% 7/1 | 29257mae0 |
| — | EQUINIX INC | 1,101,000 | $2.484M | 0.1% | $2.26 | — | — | NOTE 4.750% 6/1 | 29444uah9 |
| UNP | UNION PAC CORP | 15,950 | $2.478M | 0.1% | $155.36 | — | — | COM | 907818108 |
| — | EQUINIX INC | 1,452,000 | $2.434M | 0.1% | $1.68 | — | — | NOTE 3.000%10/1 | 29444uag1 |
| F | FORD MTR CO DEL | 144,300 | $2.434M | 0.1% | $16.87 | — | — | COM PAR $0.01 | 345370860 |
| — | MYLAN INC | 821,000 | $2.381M | 0.1% | $2.90 | — | — | NOTE 3.750% 9/1 | 628530aj6 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 20,624 | $2.341M | 0.1% | $113.51 | — | — | CL B NEW | 084670702 |
| DUK | DUKE ENERGY CORP NEW | 33,990 | $2.27M | 0.1% | $66.78 | — | — | COM NEW | 26441C204 |
| — | DR PEPPER SNAPPLE GROUP INC | 50,461 | $2.262M | 0.1% | $44.83 | — | — | COM | 26138E109 |
| PG | PROCTER & GAMBLE CO | 28,868 | $2.182M | 0.1% | $75.59 | — | — | COM | 742718109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,585,000 | $2.11M | 0.1% | $1.33 | — | — | NOTE 3.250% 3/1 | 42330pag2 |
| — | INTERNATIONAL GAME TECHNOLOG | 103,950 | $1.968M | 0.1% | $18.93 | — | — | COM | 459902102 |
| — | PPL CORP | 36,500 | $1.958M | 0.1% | $53.64 | — | — | UNIT 99/99/9999S | 69351T114 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 57,183 | $1.892M | 0.1% | $33.09 | — | — | COM | 35671D857 |
| — | CONTINENTAL AIRLS INC | 1,092,000 | $1.865M | 0.1% | $1.71 | — | — | NOTE 4.500% 1/1 | 210795pu8 |
| EXPD | EXPEDITORS INTL WASH INC | 42,247 | $1.861M | 0.1% | $44.05 | — | — | COM | 302130109 |
| — | EXELIXIS INC | 1,500,000 | $1.77M | 0.0% | $1.18 | — | — | NOTE 4.250% 8/1 | 30161qac8 |
| SJT | SAN JUAN BASIN RTY TR | 110,263 | $1.762M | 0.0% | $15.98 | — | — | UNIT BEN INT | 798241105 |
| — | HEARTWARE INTL INC | 1,500,000 | $1.667M | 0.0% | $1.11 | — | — | NOTE 3.500%12/1 | 422368aa8 |
| TKR | TIMKEN CO | 27,500 | $1.661M | 0.0% | $60.40 | — | — | COM | 887389104 |
| — | OMNICARE CAP TR II | 24,200 | $1.653M | 0.0% | $68.31 | — | — | PFD B TR 4.00% | 68214Q200 |
| — | GROUP 1 AUTOMOTIVE INC | 1,250,000 | $1.652M | 0.0% | $1.32 | — | — | FRNT 2.250% 6/1 | 398905ae9 |
| — | TIFFANY & CO NEW | 21,410 | $1.64M | 0.0% | $76.60 | — | — | COM | 886547108 |
| MNRO | MONRO MUFFLER BRAKE INC | 33,500 | $1.555M | 0.0% | $46.42 | — | — | COM | 610236101 |
| — | STERICYCLE INC | 13,343 | $1.54M | 0.0% | $115.42 | — | — | COM | 858912108 |
| — | REDWOOD TR INC | 1,441,000 | $1.522M | 0.0% | $1.06 | — | — | NOTE 4.625% 4/1 | 758075ab1 |
| — | SBA COMMUNICATIONS CORP | 554,000 | $1.478M | 0.0% | $2.67 | — | — | NOTE 4.000%10/0 | 78388jam8 |
| ROP | ROPER INDS INC NEW | 11,021 | $1.464M | 0.0% | $132.84 | — | — | COM | 776696106 |
| — | CADENCE DESIGN SYSTEM INC | 778,000 | $1.416M | 0.0% | $1.82 | — | — | NOTE 2.625% 6/0 | 127387aj7 |
| AL | AIR LEASE CORP | 50,000 | $1.383M | 0.0% | $27.66 | — | — | CL A | 00912X302 |
| — | L BRANDS INC | 22,301 | $1.363M | 0.0% | $61.12 | — | — | COM | 501797104 |
| — | HERTZ GLOBAL HOLDINGS INC | 500,000 | $1.347M | 0.0% | $2.69 | — | — | NOTE 5.250% 6/0 | 42805taa3 |
| HCA | HCA HOLDINGS INC | 31,282 | $1.337M | 0.0% | $42.74 | — | — | COM | 40412C101 |
| T | AT&T INC | 39,197 | $1.326M | 0.0% | $33.83 | — | — | COM | 00206R102 |
| TSCO | TRACTOR SUPPLY CO | 19,716 | $1.324M | 0.0% | $67.15 | — | — | COM | 892356106 |
| NNN | NATIONAL RETAIL PPTYS INC | 41,425 | $1.318M | 0.0% | $31.82 | — | — | COM | 637417106 |
| HIG | HARTFORD FINL SVCS GROUP INC | 42,107 | $1.31M | 0.0% | $31.11 | — | — | COM | 416515104 |
| PPG | PPG INDS INC | 7,316 | $1.222M | 0.0% | $167.03 | — | — | COM | 693506107 |
| — | HOLOGIC INC | 1,185,000 | $1.188M | 0.0% | $1.00 | — | — | FRNT 2.000%12/1 | 436440aa9 |
| HSY | HERSHEY CO | 12,675 | $1.172M | 0.0% | $92.47 | — | — | COM | 427866108 |
| — | ALEXION PHARMACEUTICALS INC | 9,863 | $1.146M | 0.0% | $116.19 | — | — | COM | 015351109 |
| COP | CONOCOPHILLIPS | 16,300 | $1.133M | 0.0% | $69.51 | — | — | COM | 20825C104 |
| — | TITAN MACHY INC | 1,250,000 | $1.119M | 0.0% | $0.90 | — | — | NOTE 3.750% 5/0 | 88830rab7 |
| — | NEWMONT MINING CORP | 1,000,000 | $1.111M | 0.0% | $1.11 | — | — | NOTE 1.625% 7/1 | 651639aj5 |
| KO | COCA COLA CO | 28,710 | $1.088M | 0.0% | $37.90 | — | — | COM | 191216100 |
| — | PERRIGO CO | 8,483 | $1.047M | 0.0% | $123.42 | — | — | COM | 714290103 |
| — | CITRIX SYS INC | 14,686 | $1.037M | 0.0% | $70.61 | — | — | COM | 177376100 |
| TXN | TEXAS INSTRS INC | 25,500 | $1.027M | 0.0% | $40.27 | — | — | COM | 882508104 |
| CGNX | COGNEX CORP | 32,542 | $1.018M | 0.0% | $31.28 | — | — | COM | 192422103 |
| — | MOVE INC | 60,000 | $1.018M | 0.0% | $16.97 | — | — | COM NEW | 62458M207 |
| VRTX | VERTEX PHARMACEUTICALS INC | 12,870 | $976K | 0.0% | $75.84 | — | — | COM | 92532F100 |
| — | MICHAEL KORS HLDGS LTD | 13,035 | $971K | 0.0% | $74.49 | — | — | SHS | G60754101 |
| — | STREAMLINE HEALTH SOLUTIONS | 124,000 | $942K | 0.0% | $7.60 | — | — | COM | 86323X106 |
| IBM | INTERNATIONAL BUSINESS MACHS | 5,078 | $940K | 0.0% | $185.11 | — | — | COM | 459200101 |
| SLM | SLM CORP | 36,850 | $918K | 0.0% | $24.91 | — | — | COM | 78442P106 |
| CNP | CENTERPOINT ENERGY INC | 38,275 | $917K | 0.0% | $23.96 | — | — | COM | 15189T107 |
| — | RAYONIER TRS HLDGS INC | 541,000 | $917K | 0.0% | $1.70 | — | — | NOTE 4.500% 8/1 | 75508aac0 |
| — | PENTAIR LTD | 13,949 | $906K | 0.0% | $64.95 | — | — | SHS | H6169Q108 |
| — | FRESH MKT INC | 19,127 | $905K | 0.0% | $47.32 | — | — | COM | 35804H106 |
| — | SBA COMMUNICATIONS CORP | 11,237 | $904K | 0.0% | $80.45 | — | — | COM | 78388J106 |
| — | TD AMERITRADE HLDG CORP | 34,536 | $904K | 0.0% | $26.18 | — | — | COM | 87236Y108 |
| UAA | UNDER ARMOUR INC | 11,365 | $903K | 0.0% | $79.45 | — | — | CL A | 904311107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 17,339 | $896K | 0.0% | $51.68 | — | — | COM | 00971T101 |
| NXST | NEXSTAR BROADCASTING GROUP I | 20,000 | $890K | 0.0% | $44.50 | — | — | CL A | 65336K103 |
| A | AGILENT TECHNOLOGIES INC | 17,165 | $880K | 0.0% | $51.27 | — | — | COM | 00846U101 |
| — | NIELSEN HOLDINGS N V | 23,879 | $870K | 0.0% | $36.43 | — | — | COM | N63218106 |
| — | A H BELO CORP | 110,000 | $863K | 0.0% | $7.85 | — | — | COM CL A | 001282102 |
| — | CAMERON INTERNATIONAL CORP | 14,703 | $858K | 0.0% | $58.36 | — | — | COM | 13342B105 |
| — | APACHE CORP | 9,996 | $851K | 0.0% | $85.13 | — | — | COM | 037411105 |
| AME | AMETEK INC NEW | 17,622 | $811K | 0.0% | $46.02 | — | — | COM | 031100100 |
| LOPE | GRAND CANYON ED INC | 20,000 | $805K | 0.0% | $40.25 | — | — | COM | 38526M106 |
| — | UNITED TECHNOLOGIES CORP | 7,400 | $798K | 0.0% | $107.84 | — | — | COM | 913017109 |
| — | SAFEGUARD SCIENTIFICS INC | 50,000 | $784K | 0.0% | $15.68 | — | — | COM NEW | 786449207 |
| SWKS | SKYWORKS SOLUTIONS INC | 31,086 | $772K | 0.0% | $24.83 | — | — | COM | 83088M102 |
| — | NORDSTROM INC | 13,622 | $766K | 0.0% | $56.23 | — | — | COM | 655664100 |
| CASY | CASEYS GEN STORES INC | 10,418 | $765K | 0.0% | $73.43 | — | — | COM | 147528103 |
| NTRS | NORTHERN TR CORP | 14,000 | $761K | 0.0% | $54.36 | — | — | COM | 665859104 |
| FARM | FARMER BROS CO | 50,000 | $753K | 0.0% | $15.06 | — | — | COM | 307675108 |
| AMZN | AMAZON COM INC | 2,350 | $735K | 0.0% | $312.77 | — | — | COM | 023135106 |
| — | TUPPERWARE BRANDS CORP | 8,100 | $700K | 0.0% | $86.42 | — | — | COM | 899896104 |
| KEX | KIRBY CORP | 8,000 | $692K | 0.0% | $86.50 | — | — | COM | 497266106 |
| — | PANDORA MEDIA INC | 27,510 | $691K | 0.0% | $25.12 | — | — | COM | 698354107 |
| LCUT | LIFETIME BRANDS INC | 45,000 | $688K | 0.0% | $15.29 | — | — | COM | 53222Q103 |
| — | DU PONT E I DE NEMOURS & CO | 11,700 | $685K | 0.0% | $58.55 | — | — | COM | 263534109 |
| TRN | TRINITY INDS INC | 15,000 | $680K | 0.0% | $45.33 | — | — | COM | 896522109 |
| — | NATIONSTAR MTG HLDGS INC | 12,000 | $675K | 0.0% | $56.25 | — | — | COM | 63861C109 |
| — | FORESTAR GROUP INC | 30,000 | $646K | 0.0% | $21.53 | — | — | COM | 346233109 |
| — | NYSE EURONEXT | 15,300 | $642K | 0.0% | $41.96 | — | — | COM | 629491101 |
| — | GOOGLE INC | 682 | $597K | 0.0% | $875.37 | — | — | CL A | 38259P508 |
| PSIX | POWER SOLUTIONS INTL INC | 10,000 | $591K | 0.0% | $59.10 | — | — | COM NEW | 73933G202 |
| — | MONEYGRAM INTL INC | 30,000 | $587K | 0.0% | $19.57 | — | — | COM NEW | 60935Y208 |
| V | VISA INC | 3,050 | $583K | 0.0% | $191.15 | — | — | COM CL A | 92826C839 |
| — | MONMOUTH REAL ESTATE INVT CO | 58,650 | $532K | 0.0% | $9.07 | — | — | CL A | 609720107 |
| CSWC | CAPITAL SOUTHWEST CORP | 15,000 | $513K | 0.0% | $34.20 | — | — | COM | 140501107 |
| — | CHESAPEAKE ENERGY CORP | 500,000 | $495K | 0.0% | $0.99 | — | — | NOTE 2.500% 5/1 | 165167bz9 |
| VZ | VERIZON COMMUNICATIONS INC | 10,573 | $494K | 0.0% | $46.72 | — | — | COM | 92343V104 |
| — | ZIX CORP | 100,000 | $490K | 0.0% | $4.90 | — | — | COM | 98974P100 |
| — | PIZZA INN HOLDINGS INC | 60,000 | $468K | 0.0% | $7.80 | — | — | COM | 725846109 |
| AFL | AFLAC INC | 7,200 | $446K | 0.0% | $61.94 | — | — | COM | 001055102 |
| — | HOME LN SERVICING SOLUTIONS | 20,000 | $440K | 0.0% | $22.00 | — | — | ORD SHS | G6648D109 |
| IWO | ISHARES | 3,500 | $440K | 0.0% | $125.71 | — | — | RUS 2000 GRW ETF | 464287648 |
| — | KANSAS CITY SOUTHERN | 4,000 | $437K | 0.0% | $109.25 | — | — | COM NEW | 485170302 |
| — | FELCOR LODGING TR INC | 70,000 | $431K | 0.0% | $6.16 | — | — | COM | 31430F101 |
| CALY | CALLAWAY GOLF CO | 60,000 | $427K | 0.0% | $7.12 | — | — | COM | 131193104 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $414K | 0.0% | $55.20 | — | — | COM | 209115104 |
| — | SPEED COMM INC | 125,000 | $410K | 0.0% | $3.28 | — | — | COM | 84764T106 |
| — | DATALINK CORP | 30,000 | $406K | 0.0% | $13.53 | — | — | COM | 237934104 |
| — | SOTHEBYS | 8,065 | $396K | 0.0% | $49.10 | — | — | COM | 835898107 |
| — | VOCERA COMMUNICATIONS INC | 20,000 | $372K | 0.0% | $18.60 | — | — | COM | 92857F107 |
| UHAL | AMERCO | 2,000 | $368K | 0.0% | $184.00 | — | — | COM | 023586100 |
| — | CALLIDUS SOFTWARE INC | 40,000 | $367K | 0.0% | $9.18 | — | — | COM | 13123E500 |
| EXP | EAGLE MATERIALS INC | 5,000 | $363K | 0.0% | $72.60 | — | — | COM | 26969P108 |
| EA | ELECTRONIC ARTS INC | 14,200 | $363K | 0.0% | $25.56 | — | — | COM | 285512109 |
| — | KONA GRILL INC | 30,000 | $349K | 0.0% | $11.63 | — | — | COM | 50047H201 |
| FIX | COMFORT SYS USA INC | 20,000 | $336K | 0.0% | $16.80 | — | — | COM | 199908104 |
| EHTH | EHEALTH INC | 10,000 | $323K | 0.0% | $32.30 | — | — | COM | 28238P109 |
| — | WINDSTREAM HLDGS INC | 38,000 | $304K | 0.0% | $8.00 | — | — | COM | 97382A101 |
| — | TASER INTL INC | 20,000 | $298K | 0.0% | $14.90 | — | — | COM | 87651B104 |
| — | CST BRANDS INC | 10,000 | $298K | 0.0% | $29.80 | — | — | COM | 12646R105 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $285K | 0.0% | $7.13 | — | — | COM | Y62196103 |
| MEI | METHODE ELECTRS INC | 10,000 | $280K | 0.0% | $28.00 | — | — | COM | 591520200 |
| — | NAVIOS MARITIME PARTNERS L P | 19,000 | $278K | 0.0% | $14.63 | — | — | UNIT LPI | Y62267102 |
| — | SUSSER HLDGS CORP | 5,000 | $266K | 0.0% | $53.20 | — | — | COM | 869233106 |
| — | NCI BUILDING SYS INC | 20,000 | $255K | 0.0% | $12.75 | — | — | COM NEW | 628852204 |
| — | PACER INTL INC TENN | 40,000 | $248K | 0.0% | $6.20 | — | — | COM | 69373H106 |
| MSFT | MICROSOFT CORP | 7,267 | $242K | 0.0% | $33.30 | — | — | COM | 594918104 |
| — | TARGA RESOURCES PARTNERS LP | 4,690 | $241K | 0.0% | $51.39 | — | — | COM UNIT | 87611X105 |
| — | PETSMART INC | 3,000 | $229K | 0.0% | $76.33 | — | — | COM | 716768106 |
| — | SPRINT CORP | 35,000 | $218K | 0.0% | $6.23 | — | — | COM SER 1 | 85207U105 |
| RIG | TRANSOCEAN LTD | 4,800 | $214K | 0.0% | $44.58 | — | — | REG SHS | H8817H100 |
| MAS | MASCO CORP | 10,000 | $213K | 0.0% | $21.30 | — | — | COM | 574599106 |
| SLB | SCHLUMBERGER LTD | 2,400 | $212K | 0.0% | $88.33 | — | — | COM | 806857108 |
| — | SENIOR HSG PPTYS TR | 8,800 | $205K | 0.0% | $23.30 | — | — | SH BEN INT | 81721M109 |
| — | INPHI CORP | 15,000 | $201K | 0.0% | $13.40 | — | — | COM | 45772F107 |
| — | HUTCHINSON TECHNOLOGY INC | 169,000 | $153K | 0.0% | $0.91 | — | — | NOTE 8.500% 1/1 | 448407ag1 |
| BAC | BANK OF AMERICA CORPORATION | 10,100 | $139K | 0.0% | $13.76 | — | — | COM | 060505104 |
| HL | HECLA MNG CO | 40,000 | $126K | 0.0% | $3.15 | — | — | COM | 422704106 |
| — | PAIN THERAPEUTICS INC | 40,000 | $109K | 0.0% | $2.73 | — | — | COM | 69562K100 |
| — | VERMILLION INC | 30,000 | $77,000 | 0.0% | $2.57 | — | — | COM NEW | 92407M206 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $13,000 | 0.0% | $0.68 | — | — | COM PAR $ .01 | 696077403 |