CIK: 0001009006 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 6, 2014
Total Value ($000): $4,131,170 (85.9% shares, 14.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 669,156 | $70,261 | 1.7% | $78.26 | — | CL A | 371559105 |
| — | PROOFPOINT INC | 1,224,063 | $45,853 | 1.1% | $26.97 | — | COM | 743424103 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 980,353 | $44,606 | 1.1% | $29.17 | +50.7% | COM | 00404A109 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 980,499 | $43,358 | 1.0% | $22.26 | -7.1% | COM | 78467J100 |
| — | JARDEN CORP | 705,389 | $41,865 | 1.0% | $49.07 | — | COM | 471109108 |
| — | BARRETT BILL CORP | 1,300,680 | $34,832 | 0.8% | $22.31 | — | COM | 06846N104 |
| RJF | RAYMOND JAMES FINANCIAL INC | 673,199 | $34,151 | 0.8% | $37.11 | -24.1% | COM | 754730109 |
| — | ENDOLOGIX INC | 2,198,877 | $33,445 | 0.8% | $13.90 | — | COM | 29266S106 |
| SMTC | SEMTECH CORP | 1,276,284 | $33,375 | 0.8% | $28.52 | -11.8% | COM | 816850101 |
| WWD | WOODWARD INC | 649,613 | $32,598 | 0.8% | $37.87 | +11.2% | COM | 980745103 |
| XPO | XPO LOGISTICS INC | 1,118,284 | $32,005 | 0.8% | $9.90 | -7.7% | COM | 983793100 |
| DXCM | DEXCOM INC | 725,577 | $28,776 | 0.7% | $12.56 | -29.5% | COM | 252131107 |
| — | HOMEAWAY INC | 816,894 | $28,444 | 0.7% | $35.27 | — | COM | 43739Q100 |
| — | HCC INS HLDGS INC | 569,126 | $27,853 | 0.7% | $37.48 | — | COM | 404132102 |
| — | THORATEC CORP | 790,423 | $27,554 | 0.7% | $36.28 | — | COM NEW | 885175307 |
| PKG | PACKAGING CORP AMER | 377,585 | $26,994 | 0.7% | $38.47 | +26.6% | COM | 695156109 |
| — | MAGELLAN HEALTH INC | 433,512 | $26,982 | 0.7% | $51.97 | — | COM NEW | 559079207 |
| — | MICROS SYS INC | 397,292 | $26,976 | 0.7% | $44.30 | — | COM | 594901100 |
| ODFL | OLD DOMINION FGHT LINES INC | 421,505 | $26,841 | 0.6% | $33.93 | -42.8% | COM | 679580100 |
| CVLT | COMMVAULT SYSTEMS INC | 537,053 | $26,407 | 0.6% | $66.83 | -19.4% | COM | 204166102 |
| SM | SM ENERGY CO | 310,834 | $26,141 | 0.6% | $54.26 | +25.6% | COM | 78454L100 |
| — | WELLCARE HEALTH PLANS INC | 346,879 | $25,898 | 0.6% | $52.08 | — | COM | 94946T106 |
| ACAD | ACADIA PHARMACEUTICALS INC | 1,142,538 | $25,810 | 0.6% | $12.46 | +67.6% | COM | 004225108 |
| LKQ | LKQ CORP | 951,576 | $25,398 | 0.6% | $21.10 | +17.6% | COM | 501889208 |
| — | HMS HLDGS CORP | 1,233,446 | $25,175 | 0.6% | $24.79 | — | COM | 40425J101 |
| — | CORNERSTONE ONDEMAND INC | 545,416 | $25,100 | 0.6% | $39.10 | — | COM | 21925Y103 |
| MD | MEDNAX INC | 430,243 | $25,019 | 0.6% | $49.15 | +19.7% | COM | 58502B106 |
| — | ON ASSIGNMENT INC | 700,319 | $24,910 | 0.6% | $32.90 | — | COM | 682159108 |
| — | NOVELLUS SYS INC | 11,852,000 | $24,030 | 0.6% | $1.72 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | BIOMED REALTY TRUST INC | 1,078,116 | $23,535 | 0.6% | $19.44 | — | COM | 09063H107 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 463,086 | $23,492 | 0.6% | $41.68 | -4.6% | COM | 03820C105 |
| CNK | CINEMARK HOLDINGS INC | 657,364 | $23,244 | 0.6% | $23.31 | +7.0% | COM | 17243V102 |
| — | ROSETTA RESOURCES INC | 419,841 | $23,028 | 0.6% | $54.85 | — | COM | 777779307 |
| — | BERRY PLASTICS GROUP INC | 886,180 | $22,863 | 0.6% | $23.64 | — | COM | 08579W103 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 318,033 | $22,644 | 0.5% | $37.37 | +87.0% | COM | 75689M101 |
| BLKB | BLACKBAUD INC | 629,772 | $22,508 | 0.5% | $25.35 | +25.8% | COM | 09227Q100 |
| — | HUNTINGTON BANCSHARES INC | 16,781 | $22,224 | 0.5% | $1244.55 | — | PFD CONV SER A | 446150401 |
| PTC | PTC INC | 570,341 | $22,129 | 0.5% | $24.00 | +50.1% | COM | 69370C100 |
| BCC | BOISE CASCADE CO DEL | 768,714 | $22,016 | 0.5% | $18.79 | -4.6% | COM | 09739D100 |
| — | TRIUMPH GROUP INC NEW | 311,553 | $21,753 | 0.5% | $66.65 | — | COM | 896818101 |
| — | AXIALL CORP | 457,818 | $21,641 | 0.5% | $43.50 | — | COM | 05463D100 |
| TRS | TRIMAS CORP | 556,254 | $21,210 | 0.5% | $29.79 | -6.5% | COM NEW | 896215209 |
| IDA | IDACORP INC | 365,197 | $21,119 | 0.5% | $43.43 | +27.2% | COM | 451107106 |
| ICLR | ICON PLC | 447,653 | $21,089 | 0.5% | $30.87 | +39.9% | SHS | G4705A100 |
| BDC | BELDEN INC | 266,123 | $20,800 | 0.5% | $51.70 | +36.9% | COM | 077454106 |
| — | MICROCHIP TECHNOLOGY INC | 10,662,000 | $20,382 | 0.5% | $1.40 | — | SDCV 2.125%12/1 | 595017ab0 |
| — | MICROSEMI CORP | 752,786 | $20,145 | 0.5% | $21.15 | — | COM | 595137100 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 468,772 | $20,129 | 0.5% | $37.55 | +7.9% | COM | 109194100 |
| — | CYRUSONE INC | 806,947 | $20,093 | 0.5% | $21.89 | — | COM | 23283R100 |
| — | TENNECO INC | 303,264 | $19,924 | 0.5% | $58.02 | — | COM | 880349105 |
| — | IMPERVA INC | 760,682 | $19,915 | 0.5% | $36.55 | — | COM | 45321L100 |
| — | MAGNUM HUNTER RES CORP DEL | 2,426,503 | $19,897 | 0.5% | $4.24 | — | COM | 55973B102 |
| PB | PROSPERITY BANCSHARES INC | 315,671 | $19,761 | 0.5% | $41.74 | +5.6% | COM | 743606105 |
| TDY | TELEDYNE TECHNOLOGIES INC | 201,723 | $19,601 | 0.5% | $66.22 | +44.4% | COM | 879360105 |
| PLCE | CHILDRENS PL RETAIL STORES I | 390,285 | $19,370 | 0.5% | $50.02 | -3.0% | COM | 168905107 |
| AAPL | APPLE INC | 205,087 | $19,059 | 0.5% | $79.70 | -76.6% | COM | 037833100 |
| — | SOLERA HOLDINGS INC | 282,683 | $18,982 | 0.5% | $60.89 | — | COM | 83421A104 |
| SYNA | SYNAPTICS INC | 206,995 | $18,762 | 0.5% | $59.38 | +14.1% | COM | 87157D109 |
| CGNX | COGNEX CORP | 488,275 | $18,750 | 0.5% | $16.83 | -3.5% | COM | 192422103 |
| HEI/A | HEICO CORP NEW | 460,489 | $18,696 | 0.5% | $26.54 | -22.8% | CL A | 422806208 |
| — | TEAM HEALTH HOLDINGS INC | 367,194 | $18,338 | 0.4% | $47.45 | — | COM | 87817A107 |
| BRKR | BRUKER CORP | 754,398 | $18,309 | 0.4% | $15.58 | +33.8% | COM | 116794108 |
| — | MELLANOX TECHNOLOGIES LTD | 523,120 | $18,236 | 0.4% | $38.70 | — | SHS | M51363113 |
| — | WEST CORP | 672,154 | $18,014 | 0.4% | $22.42 | — | COM | 952355204 |
| — | SIRONA DENTAL SYSTEMS INC | 217,718 | $17,953 | 0.4% | $65.16 | — | COM | 82966C103 |
| — | SANDISK CORP | 8,717,000 | $17,858 | 0.4% | $1.40 | — | NOTE 1.500% 8/1 | 80004cad3 |
| — | POLYONE CORP | 420,847 | $17,734 | 0.4% | $28.10 | — | COM | 73179P106 |
| EEFT | EURONET WORLDWIDE INC | 367,482 | $17,727 | 0.4% | $45.46 | 0.0% | COM | 298736109 |
| FUL | FULLER H B CO | 367,902 | $17,696 | 0.4% | $35.17 | +17.4% | COM | 359694106 |
| — | SPECTRANETICS CORP | 771,497 | $17,652 | 0.4% | $21.44 | — | COM | 84760C107 |
| — | INFORMATICA CORP | 489,023 | $17,434 | 0.4% | $32.36 | — | COM | 45666Q102 |
| — | JIVE SOFTWARE INC | 2,038,986 | $17,352 | 0.4% | $13.24 | — | COM | 47760A108 |
| CFR | CULLEN FROST BANKERS INC | 216,386 | $17,185 | 0.4% | $53.33 | +2.7% | COM | 229899109 |
| HAIN | HAIN CELESTIAL GROUP INC | 193,573 | $17,178 | 0.4% | $29.09 | +53.1% | COM | 405217100 |
| — | MICRON TECHNOLOGY INC | 4,930,000 | $17,009 | 0.4% | $1.91 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | MARKETO INC | 582,493 | $16,939 | 0.4% | $32.05 | — | COM | 57063L107 |
| — | BEACON ROOFING SUPPLY INC | 505,871 | $16,754 | 0.4% | $38.47 | — | COM | 073685109 |
| BKE | BUCKLE INC | 376,684 | $16,710 | 0.4% | $35.63 | -59.2% | COM | 118440106 |
| APH | AMPHENOL CORP NEW | 171,323 | $16,505 | 0.4% | $62.32 | -82.9% | CL A | 032095101 |
| BLMN | BLOOMIN BRANDS INC | 733,358 | $16,449 | 0.4% | $18.19 | -6.6% | COM | 094235108 |
| — | RYLAND GROUP INC | 11,723,000 | $16,442 | 0.4% | $1.44 | — | NOTE 1.625% 5/1 | 783764aq6 |
| HCSG | HEALTHCARE SVCS GRP INC | 556,809 | $16,392 | 0.4% | $23.39 | +26.1% | COM | 421906108 |
| WLY | WILEY JOHN & SONS INC | 269,670 | $16,339 | 0.4% | $36.92 | +9.6% | CL A | 968223206 |
| — | GILEAD SCIENCES INC | 4,473,000 | $16,311 | 0.4% | $1.68 | — | NOTE 1.625% 5/0 | 375558ap8 |
| HURN | HURON CONSULTING GROUP INC | 229,941 | $16,284 | 0.4% | $35.36 | +86.8% | COM | 447462102 |
| SXT | SENSIENT TECHNOLOGIES CORP | 290,075 | $16,163 | 0.4% | $40.71 | +33.4% | COM | 81725T100 |
| GNRC | GENERAC HLDGS INC | 331,359 | $16,150 | 0.4% | $52.60 | 0.0% | COM | 368736104 |
| — | SOLARCITY CORP | 11,463,000 | $15,953 | 0.4% | $1.25 | — | NOTE 2.750%11/0 | 83416taa8 |
| — | ULTIMATE SOFTWARE GROUP INC | 114,059 | $15,760 | 0.4% | $138.17 | — | COM | 90385D107 |
| — | BIO-REFERENCE LABS INC | 519,090 | $15,687 | 0.4% | $29.02 | — | COM $.01 NEW | 09057G602 |
| — | LAZARD LTD | 301,968 | $15,569 | 0.4% | $32.74 | — | SHS A | G54050102 |
| — | RESTORATION HARDWARE HLDGS I | 165,013 | $15,354 | 0.4% | $50.55 | — | COM | 761283100 |
| POWI | POWER INTEGRATIONS INC | 266,423 | $15,330 | 0.4% | $24.97 | 0.0% | COM | 739276103 |
| ALLT | ALLOT COMMUNICATIONS LTD | 1,169,000 | $15,255 | 0.4% | $13.38 | -2.1% | SHS | M0854Q105 |
| — | QLIK TECHNOLOGIES INC | 671,668 | $15,193 | 0.4% | $23.96 | — | COM | 74733T105 |
| TXRH | TEXAS ROADHOUSE INC | 584,288 | $15,191 | 0.4% | $19.46 | +6.7% | COM | 882681109 |
| — | OMNICARE INC | 9,020,000 | $15,001 | 0.4% | $1.29 | — | NOTE 3.750% 4/0 | 681904ap3 |
| — | COHERENT INC | 224,909 | $14,882 | 0.4% | $51.39 | — | COM | 192479103 |
| — | CUBIST PHARMACEUTICALS INC | 210,873 | $14,723 | 0.4% | $60.51 | — | COM | 229678107 |
| — | TEREX CORP NEW | 5,730,000 | $14,663 | 0.4% | $1.86 | — | NOTE 4.000% 6/0 | 880779av5 |
| — | IBERIABANK CORP | 211,485 | $14,633 | 0.4% | $52.09 | — | COM | 450828108 |
| PWR | QUANTA SVCS INC | 414,469 | $14,332 | 0.3% | $27.29 | +24.4% | COM | 74762E102 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 206,355 | $14,185 | 0.3% | $33.19 | +86.0% | COM | 043436104 |
| — | MEDIVATION INC | 8,854,000 | $14,144 | 0.3% | $1.39 | — | NOTE 2.625% 4/0 | 58501naa9 |
| ACTG | ACACIA RESH CORP | 795,628 | $14,122 | 0.3% | $23.15 | -34.7% | ACACIA TCH COM | 003881307 |
| — | MULTIMEDIA GAMES HLDG CO INC | 471,209 | $13,967 | 0.3% | $33.25 | — | COM | 625453105 |
| GCO | GENESCO INC | 168,516 | $13,840 | 0.3% | $70.94 | +7.8% | COM | 371532102 |
| DORM | DORMAN PRODUCTS INC | 280,475 | $13,833 | 0.3% | $49.95 | +9.2% | COM | 258278100 |
| OHI | OMEGA HEALTHCARE INVS INC | 372,475 | $13,729 | 0.3% | $24.40 | — | COM | 681936100 |
| — | FRANCESCAS HLDGS CORP | 925,419 | $13,641 | 0.3% | $23.38 | — | COM | 351793104 |
| — | HARMAN INTL INDS INC | 126,137 | $13,551 | 0.3% | $74.02 | — | COM | 413086109 |
| PII | POLARIS INDS INC | 103,682 | $13,504 | 0.3% | $104.71 | +26.5% | COM | 731068102 |
| — | SVB FINL GROUP | 113,603 | $13,248 | 0.3% | $57.43 | — | COM | 78486Q101 |
| — | GENERAL CABLE CORP DEL NEW | 13,189,000 | $13,140 | 0.3% | $1.05 | — | FRNT 4.500%11/1 | 369300al2 |
| — | MEDIVATION INC | 169,486 | $13,064 | 0.3% | $52.23 | — | COM | 58501N101 |
| — | SPARTANNASH CO | 618,632 | $12,997 | 0.3% | $21.01 | — | COM | 847215100 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 156,643 | $12,895 | 0.3% | $40.67 | +79.5% | CL A | 989207105 |
| MLI | MUELLER INDS INC | 436,947 | $12,851 | 0.3% | $27.20 | -57.5% | COM | 624756102 |
| DECK | DECKERS OUTDOOR CORP | 147,998 | $12,777 | 0.3% | $38.45 | -65.5% | COM | 243537107 |
| VOD | VODAFONE GROUP PLC NEW | 379,236 | $12,663 | 0.3% | $35.78 | — | SPNSR ADR NO PAR | 92857W308 |
| — | FIDELITY NATIONAL FINANCIAL | 7,679,000 | $12,661 | 0.3% | $1.40 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | SYNAGEVA BIOPHARMA CORP | 120,779 | $12,658 | 0.3% | $104.80 | — | COM | 87159A103 |
| — | MANITOWOC INC | 381,679 | $12,542 | 0.3% | $16.63 | — | COM | 563571108 |
| — | WAGEWORKS INC | 259,973 | $12,533 | 0.3% | $25.03 | — | COM | 930427109 |
| — | IPC THE HOSPITALIST CO INC | 283,431 | $12,533 | 0.3% | $44.22 | — | COM | 44984A105 |
| — | WELLS FARGO & CO NEW | 10,323 | $12,517 | 0.3% | $1228.85 | — | PERP PFD CNV A | 949746804 |
| — | GLOBAL CASH ACCESS HLDGS INC | 1,402,894 | $12,486 | 0.3% | $7.74 | — | COM | 378967103 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 123,704 | $12,317 | 0.3% | $50.99 | +15.8% | COM | 22410J106 |
| LFUS | LITTELFUSE INC | 131,211 | $12,196 | 0.3% | $82.77 | +10.6% | COM | 537008104 |
| — | WYNDHAM WORLDWIDE CORP | 159,442 | $12,073 | 0.3% | $58.11 | — | COM | 98310W108 |
| CDNS | CADENCE DESIGN SYSTEM INC | 688,578 | $12,043 | 0.3% | $14.17 | +12.8% | COM | 127387108 |
| ACH | OWENS & MINOR INC NEW | 352,632 | $11,982 | 0.3% | $28.54 | +0.6% | COM | 690732102 |
| — | GREENBRIER COS INC | 7,099,000 | $11,913 | 0.3% | $1.50 | — | NOTE 3.500% 4/0 | 393657ah4 |
| PZZA | PAPA JOHNS INTL INC | 279,748 | $11,859 | 0.3% | $29.14 | +21.2% | COM | 698813102 |
| — | EDUCATION RLTY TR INC | 1,098,732 | $11,800 | 0.3% | $9.83 | — | COM | 28140H104 |
| MPAA | MOTORCAR PTS AMER INC | 478,369 | $11,648 | 0.3% | $18.57 | +37.1% | COM | 620071100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 137,171 | $11,565 | 0.3% | $74.67 | 0.0% | COM | 398905109 |
| SBRA | SABRA HEALTH CARE REIT INC | 401,529 | $11,528 | 0.3% | $21.88 | — | COM | 78573L106 |
| DVN | DEVON ENERGY CORP NEW | 144,069 | $11,439 | 0.3% | $49.07 | -0.1% | COM | 25179M103 |
| WMB | WILLIAMS COS INC DEL | 195,085 | $11,356 | 0.3% | $17.94 | +34.7% | COM | 969457100 |
| MLKN | MILLER HERMAN INC | 372,915 | $11,277 | 0.3% | $21.49 | +9.2% | COM | 600544100 |
| RNST | RENASANT CORP | 386,411 | $11,233 | 0.3% | $28.65 | -1.9% | COM | 75970E107 |
| OXY | OCCIDENTAL PETE CORP DEL | 109,430 | $11,231 | 0.3% | $66.17 | +0.0% | COM | 674599105 |
| — | AUXILIUM PHARMACEUTICALS INC | 10,329,000 | $11,195 | 0.3% | $1.01 | — | NOTE 1.500% 7/1 | 05334daa5 |
| — | REALPAGE INC | 494,868 | $11,125 | 0.3% | $21.63 | — | COM | 75606N109 |
| ACIW | ACI WORLDWIDE INC | 198,313 | $11,072 | 0.3% | $40.05 | -53.5% | COM | 004498101 |
| — | INSULET CORP | 9,985,000 | $11,071 | 0.3% | $1.11 | — | NOTE 2.000% 6/1 | 45784pad3 |
| — | THERAVANCE INC | 7,594,000 | $11,068 | 0.3% | $1.39 | — | NOTE 2.125% 1/1 | 88338tab0 |
| LECO | LINCOLN ELEC HLDGS INC | 157,576 | $11,011 | 0.3% | $67.81 | 0.0% | COM | 533900106 |
| QLYS | QUALYS INC | 426,778 | $10,955 | 0.3% | $21.01 | +8.2% | COM | 74758T303 |
| — | SALESFORCE COM INC | 9,537,000 | $10,953 | 0.3% | $1.15 | — | NOTE 0.250% 4/0 | 79466lad6 |
| FULT | FULTON FINL CORP PA | 881,819 | $10,926 | 0.3% | $8.92 | -10.6% | COM | 360271100 |
| EVR | EVERCORE PARTNERS INC | 189,558 | $10,926 | 0.3% | $31.98 | +33.2% | CLASS A | 29977A105 |
| — | VECTOR GROUP LTD | 8,120,000 | $10,886 | 0.3% | $1.34 | — | FRNT 1/1 | 92240may4 |
| XOM | EXXON MOBIL CORP | 107,973 | $10,871 | 0.3% | $69.75 | -11.3% | COM | 30231G102 |
| WABC | WESTAMERICA BANCORPORATION | 207,815 | $10,865 | 0.3% | $40.24 | -12.5% | COM | 957090103 |
| — | ENVISION HEALTHCARE HLDGS IN | 300,646 | $10,796 | 0.3% | $35.10 | — | COM | 29413U103 |
| DHR | DANAHER CORP DEL | 137,124 | $10,796 | 0.3% | $40.35 | -22.9% | COM | 235851102 |
| — | DEALERTRACK TECHNOLOGIES INC | 8,000,000 | $10,735 | 0.3% | $1.34 | — | NOTE 1.500% 3/1 | 242309ab8 |
| — | RUDOLPH TECHNOLOGIES INC | 1,085,910 | $10,729 | 0.3% | $13.36 | — | COM | 781270103 |
| — | AIR METHODS CORP | 206,916 | $10,687 | 0.3% | $40.08 | — | COM PAR $.06 | 009128307 |
| — | OASIS PETE INC NEW | 191,150 | $10,683 | 0.3% | $37.31 | — | COM | 674215108 |
| CCK | CROWN HOLDINGS INC | 214,423 | $10,670 | 0.3% | $41.28 | +10.4% | COM | 228368106 |
| — | SUNESIS PHARMACEUTICALS INC | 1,607,815 | $10,483 | 0.3% | $6.60 | — | COM NEW | 867328601 |
| RPM | RPM INTL INC | 226,403 | $10,455 | 0.3% | $43.30 | 0.0% | COM | 749685103 |
| — | U S CONCRETE INC | 418,022 | $10,346 | 0.3% | $23.64 | — | COM NEW | 90333L201 |
| ATRC | ATRICURE INC | 561,858 | $10,327 | 0.2% | $20.42 | -18.5% | COM | 04963C209 |
| — | MEDICINES CO | 8,351,000 | $10,278 | 0.2% | $1.28 | — | DBCV 1.375% 6/0 | 584688ac9 |
| CMC | COMMERCIAL METALS CO | 592,029 | $10,248 | 0.2% | $14.80 | -2.3% | COM | 201723103 |
| — | TUMI HLDGS INC | 508,366 | $10,233 | 0.2% | $22.09 | — | COM | 89969Q104 |
| — | SPECTRANETICS CORP | 9,750,000 | $10,167 | 0.2% | $1.04 | — | MTNF 2.625% 6/0 | 84760caa5 |
| — | POLYPORE INTL INC | 210,472 | $10,046 | 0.2% | $45.05 | — | COM | 73179V103 |
| BKU | BANKUNITED INC | 296,654 | $9,932 | 0.2% | $21.22 | +10.8% | COM | 06652K103 |
| CSL | CARLISLE COS INC | 114,618 | $9,928 | 0.2% | $67.68 | +6.1% | COM | 142339100 |
| — | ENERSYS | 5,657,000 | $9,783 | 0.2% | $1.27 | — | NOTE 3.375% 6/0 | 29275yaa0 |
| — | GT ADVANCED TECHNOLOGIES INC | 5,500,000 | $9,621 | 0.2% | $1.65 | — | NOTE 3.000%12/1 | 36191uab2 |
| URBN | URBAN OUTFITTERS INC | 282,819 | $9,576 | 0.2% | $38.74 | -9.5% | COM | 917047102 |
| JNJ | JOHNSON & JOHNSON | 91,304 | $9,552 | 0.2% | $68.27 | +7.2% | COM | 478160104 |
| — | SANCHEZ ENERGY CORP | 254,112 | $9,552 | 0.2% | $24.61 | — | COM | 79970Y105 |
| — | IRIDIUM COMMUNICATIONS INC | 28,600 | $9,528 | 0.2% | $333.15 | — | PERP PFD CNV B | 46269C409 |
| JPM | JPMORGAN CHASE & CO | 165,255 | $9,522 | 0.2% | $42.27 | -2.5% | COM | 46625H100 |
| — | PIONEER ENERGY SVCS CORP | 541,840 | $9,504 | 0.2% | $7.17 | — | COM | 723664108 |
| — | AETNA INC NEW | 116,219 | $9,423 | 0.2% | $48.25 | — | COM | 00817Y108 |
| MOH | MOLINA HEALTHCARE INC | 210,047 | $9,374 | 0.2% | $30.71 | +32.0% | COM | 60855R100 |
| — | EQUINIX INC | 3,655,000 | $9,345 | 0.2% | $2.35 | — | NOTE 4.750% 6/1 | 29444uah9 |
| — | TTM TECHNOLOGIES INC | 8,481,000 | $9,286 | 0.2% | $1.11 | — | NOTE 1.750%12/1 | 87305rad1 |
| BWA | BORGWARNER INC | 142,074 | $9,262 | 0.2% | $37.79 | +23.0% | COM | 099724106 |
| — | BANK OF THE OZARKS INC | 276,536 | $9,250 | 0.2% | $44.08 | — | COM | 063904106 |
| — | TWENTY FIRST CENTY FOX INC | 262,568 | $9,229 | 0.2% | $33.67 | — | CL A | 90130A101 |
| WAB | WABTEC CORP | 111,442 | $9,204 | 0.2% | $65.85 | +9.9% | COM | 929740108 |
| — | INTERXION HOLDING N.V | 332,729 | $9,110 | 0.2% | $24.39 | — | SHS | N47279109 |
| — | APPROACH RESOURCES INC | 396,957 | $9,023 | 0.2% | $19.45 | — | COM | 03834A103 |
| — | DRIL-QUIP INC | 81,940 | $8,951 | 0.2% | $78.51 | — | COM | 262037104 |
| PM | PHILIP MORRIS INTL INC | 106,166 | $8,951 | 0.2% | $74.45 | -35.2% | COM | 718172109 |
| PODD | INSULET CORP | 225,283 | $8,937 | 0.2% | $25.29 | +52.0% | COM | 45784P101 |
| — | CONTINENTAL AIRLS INC | 4,036,000 | $8,864 | 0.2% | $2.00 | — | NOTE 4.500% 1/1 | 210795pu8 |
| SWKS | SKYWORKS SOLUTIONS INC | 187,397 | $8,800 | 0.2% | $32.51 | +3.7% | COM | 83088M102 |
| — | XPO LOGISTICS INC | 4,718,000 | $8,787 | 0.2% | $1.44 | — | NOTE 4.500%10/0 | 983793aa8 |
| NMFC | NEW MTN FIN CORP | 590,994 | $8,782 | 0.2% | $12.22 | -65.7% | COM | 647551100 |
| — | TABLEAU SOFTWARE INC | 122,312 | $8,725 | 0.2% | $71.33 | — | CL A | 87336U105 |
| — | HANGER INC | 274,796 | $8,642 | 0.2% | $33.22 | — | COM NEW | 41043F208 |
| — | CHART INDS INC | 6,166,000 | $8,619 | 0.2% | $1.31 | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | MOLINA HEALTHCARE INC | 6,000,000 | $8,603 | 0.2% | $1.43 | — | NOTE 3.750%10/0 | 60855raa8 |
| — | WASTE CONNECTIONS INC | 172,705 | $8,385 | 0.2% | $35.99 | — | COM | 941053100 |
| — | WADDELL & REED FINL INC | 132,001 | $8,262 | 0.2% | $62.59 | — | CL A | 930059100 |
| — | FINANCIAL ENGINES INC | 181,383 | $8,213 | 0.2% | $33.52 | — | COM | 317485100 |
| QCOM | QUALCOMM INC | 102,875 | $8,148 | 0.2% | $60.33 | -5.0% | COM | 747525103 |
| — | SEACOR HOLDINGS INC | 7,000,000 | $8,056 | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904am3 |
| — | COLONY FINL INC | 7,388,000 | $7,998 | 0.2% | $1.02 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | WEYERHAEUSER CO | 138,391 | $7,964 | 0.2% | $52.87 | — | PREF CONV SER A | 962166872 |
| — | KRAFT FOODS GROUP INC | 131,683 | $7,894 | 0.2% | $48.52 | — | COM | 50076Q106 |
| OIS | OIL STS INTL INC | 122,995 | $7,883 | 0.2% | $68.91 | -14.6% | COM | 678026105 |
| MO | ALTRIA GROUP INC | 187,012 | $7,843 | 0.2% | $29.24 | -34.4% | COM | 02209S103 |
| — | ALLETE INC | 152,190 | $7,815 | 0.2% | $51.35 | — | COM NEW | 018522300 |
| MIDD | MIDDLEBY CORP | 91,608 | $7,578 | 0.2% | $82.33 | 0.0% | COM | 596278101 |
| MDLZ | MONDELEZ INTL INC | 200,242 | $7,531 | 0.2% | $25.11 | +12.7% | CL A | 609207105 |
| — | PRICELINE GRP INC | 5,295,000 | $7,506 | 0.2% | $1.12 | — | DEBT 1.000% 3/1 | 741503aq9 |
| — | K12 INC | 309,117 | $7,440 | 0.2% | $22.65 | — | COM | 48273U102 |
| RGP | RESOURCES CONNECTION INC | 565,886 | $7,419 | 0.2% | $12.83 | +1.2% | COM | 76122Q105 |
| — | STILLWATER MNG CO | 5,000,000 | $7,378 | 0.2% | $1.13 | — | NOTE 1.750%10/1 | 86074qal6 |
| — | ASCENA RETAIL GROUP INC | 431,282 | $7,375 | 0.2% | $18.21 | — | COM | 04351G101 |
| — | KRISPY KREME DOUGHNUTS INC | 457,554 | $7,312 | 0.2% | $17.63 | — | COM | 501014104 |
| — | SCRIPPS NETWORKS INTERACT IN | 89,373 | $7,252 | 0.2% | $65.17 | — | CL A COM | 811065101 |
| PFE | PFIZER INC | 241,768 | $7,176 | 0.2% | $16.59 | +5.8% | COM | 717081103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 203,387 | $7,110 | 0.2% | $24.60 | — | COM | 87157B103 |
| — | ALERE INC | 22,128 | $6,998 | 0.2% | $246.84 | — | PERP PFD CONV SE | 01449J204 |
| CEVA | CEVA INC | 471,959 | $6,971 | 0.2% | $16.00 | -2.3% | COM | 157210105 |
| — | REXNORD CORP NEW | 245,950 | $6,923 | 0.2% | $28.15 | — | COM | 76169B102 |
| — | KKR & CO L P DEL | 284,106 | $6,912 | 0.2% | $24.33 | — | COM UNITS | 48248M102 |
| — | DISCOVER FINL SVCS | 111,065 | $6,884 | 0.2% | $56.05 | — | COM | 254709108 |
| — | WALTER INVT MGMT CORP | 7,425,000 | $6,859 | 0.2% | $1.06 | — | NOTE 4.500%11/0 | 93317waa0 |
| — | COBALT INTL ENERGY INC | 6,333,000 | $6,819 | 0.2% | $1.08 | — | NOTE 3.125% 5/1 | 19075fab2 |
| WSM | WILLIAMS SONOMA INC | 94,359 | $6,773 | 0.2% | $20.84 | +20.4% | COM | 969904101 |
| CWST | CASELLA WASTE SYS INC | 1,337,998 | $6,703 | 0.2% | $4.45 | +17.9% | CL A | 147448104 |
| — | SALIX PHARMACEUTICALS INC | 3,375,000 | $6,630 | 0.2% | $1.44 | — | NOTE 1.500% 3/1 | 795435ae6 |
| — | LUXFER HLDGS PLC | 349,647 | $6,626 | 0.2% | $20.28 | — | SPONSORED ADR | 550678106 |
| — | ADTRAN INC | 292,544 | $6,600 | 0.2% | $23.28 | — | COM | 00738A106 |
| CBOE | CBOE HLDGS INC | 133,503 | $6,570 | 0.2% | $35.82 | +21.6% | COM | 12503M108 |
| — | BPZ RESOURCES INC | 5,570,000 | $6,552 | 0.2% | $1.01 | — | NOTE 8.500%10/0 | 055639ac2 |
| — | RITCHIE BROS AUCTIONEERS | 263,501 | $6,495 | 0.2% | $24.26 | — | COM | 767744105 |
| — | CROWN CASTLE INTL CORP | 63,349 | $6,445 | 0.2% | $100.38 | — | CNV PFD STK SR A | 228227500 |
| — | PDL BIOPHARMA INC | 4,000,000 | $6,398 | 0.2% | $1.22 | — | NOTE 3.750% 5/0 | 69329yac8 |
| ZTS | ZOETIS INC | 196,950 | $6,356 | 0.2% | $29.02 | -3.4% | CL A | 98978V103 |
| — | CORESITE RLTY CORP | 191,423 | $6,330 | 0.2% | $27.98 | — | COM | 21870Q105 |
| — | CORELOGIC INC | 207,007 | $6,285 | 0.2% | $30.36 | — | COM | 21871D103 |
| — | NETSUITE INC | 72,270 | $6,279 | 0.2% | $86.88 | — | COM | 64118Q107 |
| VZ | VERIZON COMMUNICATIONS INC | 127,945 | $6,260 | 0.2% | $26.67 | +0.5% | COM | 92343V104 |
| — | INTERVAL LEISURE GROUP INC | 284,814 | $6,249 | 0.2% | $22.53 | — | COM | 46113M108 |
| — | ON SEMICONDUCTOR CORP | 5,261,000 | $6,221 | 0.2% | $1.08 | — | NOTE 2.625%12/1 | 682189ah8 |
| ZUMZ | ZUMIEZ INC | 222,781 | $6,147 | 0.1% | $25.72 | +3.4% | COM | 989817101 |
| NOW | SERVICENOW INC | 98,819 | $6,123 | 0.1% | $7.47 | +42.9% | COM | 81762P102 |
| — | LUXOTTICA GROUP S P A | 105,400 | $6,109 | 0.1% | $43.16 | — | SPONSORED ADR | 55068R202 |
| ESE | ESCO TECHNOLOGIES INC | 176,092 | $6,100 | 0.1% | $36.11 | -10.4% | COM | 296315104 |
| — | CIVEO CORP | 243,595 | $6,097 | 0.1% | $25.03 | — | COM | 178787107 |
| — | HEALTH CARE REIT INC | 105,174 | $6,091 | 0.1% | $57.82 | — | PFD PER CON I | 42217K601 |
| — | GENESEE & WYO INC | 44,350 | $6,041 | 0.1% | $115.13 | — | UNIT 10/01/2015 | 371559204 |
| PAA | PLAINS ALL AMERN PIPELINE L | 100,550 | $6,038 | 0.1% | $46.34 | — | UNIT LTD PARTN | 726503105 |
| — | RENEWABLE ENERGY GROUP INC | 5,325,000 | $5,888 | 0.1% | $1.11 | — | MTNF 2.750% 6/1 | 75972aaa1 |
| DEO | DIAGEO P L C | 45,932 | $5,846 | 0.1% | $124.20 | — | SPON ADR NEW | 25243Q205 |
| FNV | FRANCO NEVADA CORP | 101,596 | $5,826 | 0.1% | $54.76 | -22.0% | COM | 351858105 |
| — | LIBERTY INTERACTIVE LLC | 4,144,000 | $5,589 | 0.1% | $1.35 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | HORSEHEAD HLDG CORP | 4,000,000 | $5,546 | 0.1% | $1.05 | — | NOTE 3.800% 7/0 | 440694ab3 |
| UNP | UNION PAC CORP | 55,530 | $5,539 | 0.1% | $73.93 | +1.1% | COM | 907818108 |
| SJT | SAN JUAN BASIN RTY TR | 286,890 | $5,534 | 0.1% | $15.54 | — | UNIT BEN INT | 798241105 |
| — | MEADOWBROOK INS GROUP INC | 4,991,000 | $5,323 | 0.1% | $1.07 | — | DBCV 5.000% 3/1 | 58319pac2 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $5,309 | 0.1% | $1.02 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | OMNICARE INC | 4,629,000 | $5,272 | 0.1% | $0.97 | — | NOTE 3.500% 2/1 | 681904aq1 |
| — | UNITED TECHNOLOGIES CORP | 80,705 | $5,269 | 0.1% | $59.28 | — | UNIT 99/99/9999 | 913017117 |
| NVO | NOVO-NORDISK A S | 113,400 | $5,238 | 0.1% | $68.29 | — | ADR | 670100205 |
| — | CEMEX SAB DE CV | 3,600,000 | $5,229 | 0.1% | $1.45 | — | NOTE 3.250% 3/1 | 151290bb8 |
| — | MGM RESORTS INTERNATIONAL | 3,489,000 | $5,134 | 0.1% | $1.39 | — | NOTE 4.250% 4/1 | 55303qae0 |
| EPD | ENTERPRISE PRODS PARTNERS L | 64,375 | $5,040 | 0.1% | $53.86 | — | COM | 293792107 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 272,041 | $4,938 | 0.1% | $7.63 | +5.6% | SH BEN INT | 20451Q104 |
| RLI | RLI CORP | 106,908 | $4,894 | 0.1% | $13.85 | +0.9% | COM | 749607107 |
| — | KEYCORP NEW | 37,373 | $4,882 | 0.1% | $125.55 | — | PFD 7.75% SR A | 493267405 |
| — | NUANCE COMMUNICATIONS INC | 4,363,000 | $4,637 | 0.1% | $1.31 | — | DBCV 2.750% 8/1 | 67020yab6 |
| — | TESLA MTRS INC | 4,750,000 | $4,605 | 0.1% | $0.91 | — | NOTE 1.250% 3/0 | 88160rac5 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 72,226 | $4,594 | 0.1% | $50.34 | +3.2% | COM | 205306103 |
| NEE | NEXTERA ENERGY INC | 44,426 | $4,553 | 0.1% | $14.51 | +23.5% | COM | 65339F101 |
| — | REGAL ENTMT GROUP | 206,326 | $4,353 | 0.1% | $18.97 | — | CL A | 758766109 |
| — | AQUA AMERICA INC | 165,840 | $4,348 | 0.1% | $25.11 | — | COM | 03836W103 |
| — | JARDEN CORP | 3,118,000 | $4,311 | 0.1% | $1.42 | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | NIC INC | 271,831 | $4,309 | 0.1% | $15.85 | — | COM | 62914B100 |
| — | LINKEDIN CORP | 25,108 | $4,305 | 0.1% | $184.62 | — | COM CL A | 53578A108 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,176,000 | $4,155 | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 874054ac3 |
| — | SOTHEBYS | 98,819 | $4,149 | 0.1% | $42.74 | — | COM | 835898107 |
| — | BROOKDALE SR LIVING INC | 3,043,000 | $4,142 | 0.1% | $1.19 | — | NOTE 2.750% 6/1 | 112463aa2 |
| CNC | CENTENE CORP DEL | 52,175 | $3,945 | 0.1% | $35.65 | -51.8% | COM | 15135B101 |
| — | VOLCANO CORPORATION | 4,000,000 | $3,866 | 0.1% | $0.99 | — | NOTE 1.750%12/0 | 928645ab6 |
| — | ILLUMINA INC | 1,782,000 | $3,840 | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327ad1 |
| — | FORD MTR CO DEL | 1,913,000 | $3,827 | 0.1% | $1.67 | — | NOTE 4.250%11/1 | 345370cn8 |
| — | CEMEX SAB DE CV | 2,500,000 | $3,808 | 0.1% | $1.52 | — | NOTE 3.750% 3/1 | 151290bc6 |
| NUS | NU SKIN ENTERPRISES INC | 49,339 | $3,649 | 0.1% | $40.97 | +31.7% | CL A | 67018T105 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 19 | $3,608 | 0.1% | $134052.62 | +41.6% | CL A | 084670108 |
| — | MERITOR INC | 2,220,000 | $3,590 | 0.1% | $1.53 | — | NOTE 7.875% 3/0 | 59001kac4 |
| — | J2 GLOBAL INC | 3,500,000 | $3,568 | 0.1% | $1.02 | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | MOLINA HEALTHCARE INC | 2,789,000 | $3,489 | 0.1% | $1.25 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | HEARTWARE INTL INC | 2,955,000 | $3,471 | 0.1% | $1.18 | — | NOTE 3.500%12/1 | 422368aa8 |
| — | TIFFANY & CO NEW | 34,456 | $3,454 | 0.1% | $71.38 | — | COM | 886547108 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 65,722 | $3,445 | 0.1% | $40.09 | — | ADR | 881624209 |
| — | EPR PPTYS | 109,400 | $3,396 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | TESLA MTRS INC | 3,450,000 | $3,362 | 0.1% | $0.92 | — | NOTE 0.250% 3/0 | 88160rab7 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,232,000 | $3,345 | 0.1% | $1.07 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | STANLEY BLACK & DECKER INC | 29,166 | $3,336 | 0.1% | $107.76 | — | UNIT 99/99/9999 | 854502804 |
| — | GREENHILL & CO INC | 65,797 | $3,241 | 0.1% | $49.26 | — | COM | 395259104 |
| MCD | MCDONALDS CORP | 31,871 | $3,211 | 0.1% | $86.04 | -13.1% | COM | 580135101 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 25,272 | $3,198 | 0.1% | $105.93 | +19.5% | CL B NEW | 084670702 |
| BA | BOEING CO | 24,885 | $3,166 | 0.1% | $111.79 | +0.7% | COM | 097023105 |
| HON | HONEYWELL INTL INC | 33,515 | $3,115 | 0.1% | $61.09 | +7.5% | COM | 438516106 |
| — | SEADRILL LIMITED | 77,800 | $3,108 | 0.1% | $40.74 | — | SHS | G7945E105 |
| HLF | HERBALIFE LTD | 46,150 | $2,979 | 0.1% | $26.40 | +16.1% | COM USD SHS | G4412G101 |
| — | CADENCE DESIGN SYSTEM INC | 1,259,000 | $2,929 | 0.1% | $1.86 | — | NOTE 2.625% 6/0 | 127387aj7 |
| — | DR PEPPER SNAPPLE GROUP INC | 49,761 | $2,915 | 0.1% | $44.18 | — | COM | 26138E109 |
| — | LEAP WIRELESS INTL INC | 2,875,000 | $2,879 | 0.1% | $0.96 | — | NOTE 4.500% 7/1 | 521863al4 |
| — | ISIS PHARMACEUTICALS INC DEL | 1,300,000 | $2,867 | 0.1% | $2.35 | — | NOTE 2.750%10/0 | 464337ag9 |
| ARCC | ARES CAP CORP | 160,450 | $2,866 | 0.1% | $15.07 | -62.5% | COM | 04010L103 |
| — | EQUINIX INC | 1,458,000 | $2,770 | 0.1% | $1.68 | — | NOTE 3.000%10/1 | 29444uag1 |
| — | TEVA PHARMACEUTICAL FIN LLC | 2,000,000 | $2,570 | 0.1% | $1.28 | — | DBCV 0.250% 2/0 | 88163vae9 |
| PG | PROCTER & GAMBLE CO | 31,400 | $2,468 | 0.1% | $66.66 | -12.6% | COM | 742718109 |
| NAVI | NAVIENT CORP | 139,050 | $2,463 | 0.1% | $16.58 | 0.0% | COM | 63938C108 |
| CVX | CHEVRON CORP NEW | 18,671 | $2,437 | 0.1% | $100.18 | -24.2% | COM | 166764100 |
| — | HORNBECK OFFSHORE SVCS INC N | 51,100 | $2,398 | 0.1% | $49.23 | — | COM | 440543106 |
| F | FORD MTR CO DEL | 136,400 | $2,352 | 0.1% | $12.80 | -30.7% | COM PAR $0.01 | 345370860 |
| HSIC | SCHEIN HENRY INC | 18,865 | $2,238 | 0.1% | $73.24 | -37.5% | COM | 806407102 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,075,000 | $2,192 | 0.1% | $1.08 | — | NOTE 1.500%10/1 | 09061gaf8 |
| PPL | PPL CORP | 59,140 | $2,101 | 0.1% | $18.74 | 0.0% | COM | 69351T106 |
| — | SODASTREAM INTERNATIONAL LTD | 59,825 | $2,010 | 0.0% | $47.89 | — | USD SHS | M9068E105 |
| — | AVIS BUDGET GROUP | 540,000 | $1,983 | 0.0% | $1.37 | — | NOTE 3.500%10/0 | 053774ab1 |
| CL | COLGATE PALMOLIVE CO | 27,435 | $1,871 | 0.0% | $44.78 | +14.4% | COM | 194162103 |
| TKR | TIMKEN CO | 27,400 | $1,859 | 0.0% | $47.57 | -4.7% | COM | 887389104 |
| SLM | SLM CORP | 220,450 | $1,832 | 0.0% | $10.09 | -12.7% | COM | 78442P106 |
| — | HAWAIIAN HOLDINGS INC | 1,000,000 | $1,808 | 0.0% | $1.82 | — | NOTE 5.000% 3/1 | 419879ad3 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,283,000 | $1,732 | 0.0% | $0.91 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | FOREST CITY ENTERPRISES INC | 1,488,000 | $1,688 | 0.0% | $1.12 | — | NOTE 4.250% 8/1 | 345550ap2 |
| — | TESLA MTRS INC | 823,000 | $1,665 | 0.0% | $1.73 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | MYLAN INC | 424,000 | $1,645 | 0.0% | $2.17 | — | NOTE 3.750% 9/1 | 628530aj6 |
| ROP | ROPER INDS INC NEW | 11,132 | $1,625 | 0.0% | $117.84 | +10.4% | COM | 776696106 |
| — | ISTAR FINL INC | 1,130,000 | $1,597 | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | ELECTRONIC ARTS INC | 1,222,000 | $1,548 | 0.0% | $0.93 | — | NOTE 0.750% 7/1 | 285512aa7 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 42,423 | $1,548 | 0.0% | $33.71 | -12.3% | COM | 35671D857 |
| — | WELLPOINT INC | 1,000,000 | $1,536 | 0.0% | $1.46 | — | NOTE 2.750%10/1 | 94973vbg1 |
| NNN | NATIONAL RETAIL PPTYS INC | 40,825 | $1,518 | 0.0% | $32.27 | — | COM | 637417106 |
| T | AT&T INC | 42,661 | $1,508 | 0.0% | $25.38 | -53.6% | COM | 00206R102 |
| HIG | HARTFORD FINL SVCS GROUP INC | 42,107 | $1,508 | 0.0% | $22.20 | +24.1% | COM | 416515104 |
| COP | CONOCOPHILLIPS | 17,000 | $1,457 | 0.0% | $57.70 | -7.5% | COM | 20825C104 |
| — | VECTOR GROUP LTD | 1,332,000 | $1,424 | 0.0% | $1.07 | — | NOTE 1.750% 4/1 | 92240mbc1 |
| — | FLUIDIGM CORP DEL | 1,486,000 | $1,412 | 0.0% | $1.14 | — | NOTE 2.750% 2/0 | 34385paa6 |
| THRM | GENTHERM INC | 30,000 | $1,333 | 0.0% | $28.32 | +38.9% | COM | 37253A103 |
| — | TELEFLEX INC | 750,000 | $1,316 | 0.0% | $1.78 | — | NOTE 3.875% 8/0 | 879369aa4 |
| — | EXELIXIS INC | 1,500,000 | $1,286 | 0.0% | $0.98 | — | NOTE 4.250% 8/1 | 30161qac8 |
| — | AMREIT INC NEW | 70,000 | $1,281 | 0.0% | $17.06 | — | CL B | 03216B208 |
| TXN | TEXAS INSTRS INC | 26,300 | $1,257 | 0.0% | $30.88 | +10.1% | COM | 882508104 |
| — | PIONEER NAT RES CO | 5,334 | $1,226 | 0.0% | $188.67 | — | COM | 723787107 |
| PPG | PPG INDS INC | 5,629 | $1,183 | 0.0% | $120.55 | -32.9% | COM | 693506107 |
| — | VIPSHOP HLDGS LTD | 1,000,000 | $1,178 | 0.0% | $1.02 | — | NOTE 1.500% 3/1 | 92763waa1 |
| — | HEALTH CARE REIT INC | 18,566 | $1,164 | 0.0% | $62.70 | — | COM | 42217K106 |
| AAOI | APPLIED OPTOELECTRONICS INC | 50,000 | $1,160 | 0.0% | $18.91 | +13.4% | COM | 03823U102 |
| PRIM | PRIMORIS SVCS CORP | 40,000 | $1,154 | 0.0% | $20.74 | +39.4% | COM | 74164F103 |
| — | UNITED TECHNOLOGIES CORP | 9,374 | $1,082 | 0.0% | $95.55 | — | COM | 913017109 |
| AL | AIR LEASE CORP | 27,500 | $1,061 | 0.0% | $23.46 | +38.8% | CL A | 00912X302 |
| — | AMERICAN EQTY INVT LIFE HLD | 42,986 | $1,057 | 0.0% | $26.38 | — | COM | 025676206 |
| LOPE | GRAND CANYON ED INC | 22,500 | $1,034 | 0.0% | $29.88 | +50.7% | COM | 38526M106 |
| — | COLFAX CORP | 13,760 | $1,026 | 0.0% | $71.33 | — | COM | 194014106 |
| CIEN | CIENA CORP | 47,000 | $1,018 | 0.0% | $23.46 | -12.4% | COM NEW | 171779309 |
| — | APACHE CORP | 9,883 | $994 | 0.0% | $85.13 | — | COM | 037411105 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $993 | 0.0% | $19.20 | -15.8% | COM | 15189T107 |
| FAST | FASTENAL CO | 19,821 | $981 | 0.0% | $8.57 | +6.3% | COM | 311900104 |
| AMG | AFFILIATED MANAGERS GROUP | 4,708 | $967 | 0.0% | $145.44 | +28.7% | COM | 008252108 |
| NTRS | NORTHERN TR CORP | 14,000 | $899 | 0.0% | $50.14 | -9.3% | COM | 665859104 |
| — | NORDSTROM INC | 13,060 | $887 | 0.0% | $60.88 | — | COM | 655664100 |
| — | MOVE INC | 60,000 | $887 | 0.0% | $15.16 | — | COM NEW | 62458M207 |
| TEX | TEREX CORP NEW | 21,199 | $871 | 0.0% | $42.02 | -3.3% | COM | 880779103 |
| AME | AMETEK INC NEW | 16,577 | $867 | 0.0% | $40.97 | +18.5% | COM | 031100100 |
| — | MICHAEL KORS HLDGS LTD | 9,771 | $866 | 0.0% | $70.10 | — | SHS | G60754101 |
| TSCO | TRACTOR SUPPLY CO | 14,246 | $860 | 0.0% | $68.44 | -83.8% | COM | 892356106 |
| — | DU PONT E I DE NEMOURS & CO | 12,950 | $847 | 0.0% | $46.89 | — | COM | 263534109 |
| V | VISA INC | 4,017 | $846 | 0.0% | $43.39 | +11.0% | COM CL A | 92826C839 |
| KEX | KIRBY CORP | 7,000 | $820 | 0.0% | $80.46 | +33.4% | COM | 497266106 |
| — | COBALT INTL ENERGY INC | 885,000 | $820 | 0.0% | $1.06 | — | NOTE 2.625%12/0 | 19075faa4 |
| — | CAMERON INTERNATIONAL CORP | 11,817 | $800 | 0.0% | $61.69 | — | COM | 13342B105 |
| — | INFINERA CORPORATION | 750,000 | $788 | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| LCUT | LIFETIME BRANDS INC | 50,000 | $786 | 0.0% | $10.54 | +25.2% | COM | 53222Q103 |
| — | CITRIX SYS INC | 12,489 | $781 | 0.0% | $64.92 | — | COM | 177376100 |
| — | STREAMLINE HEALTH SOLUTIONS | 162,500 | $780 | 0.0% | $5.74 | — | COM | 86323X106 |
| HSY | HERSHEY CO | 7,971 | $776 | 0.0% | $73.65 | +1.0% | COM | 427866108 |
| HCA | HCA HOLDINGS INC | 13,695 | $772 | 0.0% | $31.54 | +55.5% | COM | 40412C101 |
| — | CARBO CERAMICS INC | 5,000 | $771 | 0.0% | $154.20 | — | COM | 140781105 |
| FARM | FARMER BROS CO | 35,000 | $756 | 0.0% | $15.10 | +32.9% | COM | 307675108 |
| NXPI | NXP SEMICONDUCTORS N V | 11,181 | $740 | 0.0% | $47.65 | +14.2% | COM | N6596X109 |
| — | MITEL NETWORKS CORP | 70,000 | $738 | 0.0% | $10.54 | — | COM | 60671Q104 |
| — | SBA COMMUNICATIONS CORP | 7,199 | $736 | 0.0% | $74.54 | — | COM | 78388J106 |
| LGIH | LGI HOMES INC | 40,000 | $730 | 0.0% | $17.11 | -3.5% | COM | 50187T106 |
| — | CAPITAL SR LIVING CORP | 30,000 | $715 | 0.0% | $24.33 | — | COM | 140475104 |
| — | BANK OF AMERICA CORPORATION | 599 | $701 | 0.0% | $1138.54 | — | 7.25%CNV PFD L | 060505682 |
| LNT | ALLIANT ENERGY CORP | 11,515 | $701 | 0.0% | $17.37 | +15.1% | COM | 018802108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,778 | $685 | 0.0% | $143.85 | -21.9% | COM | 459200101 |
| IWO | ISHARES | 4,900 | $678 | 0.0% | $129.33 | — | RUS 2000 GRW ETF | 464287648 |
| — | TUPPERWARE BRANDS CORP | 8,100 | $678 | 0.0% | $71.42 | — | COM | 899896104 |
| — | AVAGO TECHNOLOGIES LTD | 8,973 | $647 | 0.0% | $64.43 | — | SHS | Y0486S104 |
| — | ALEXION PHARMACEUTICALS INC | 4,112 | $642 | 0.0% | $93.61 | — | COM | 015351109 |
| PDFS | PDF SOLUTIONS INC | 30,000 | $637 | 0.0% | $21.70 | -11.9% | COM | 693282105 |
| — | MONMOUTH REAL ESTATE INVT CO | 63,291 | $635 | 0.0% | $10.16 | — | CL A | 609720107 |
| — | ADEPT TECHNOLOGY INC | 60,000 | $629 | 0.0% | $19.00 | — | COM NEW | 006854202 |
| PRGO | PERRIGO CO PLC | 4,293 | $626 | 0.0% | $157.83 | -10.2% | SHS | G97822103 |
| IWO | ISHARES | 5,250 | $624 | 0.0% | $129.33 | — | Put | 464287648 |
| I 5.75 05/01/16 A | INTELSAT S A | 12,188 | $622 | 0.0% | $53.06 | — | MAN CONV JR PFD | L5140P119 |
| — | SENSATA TECHNOLOGIES HLDG NV | 13,187 | $617 | 0.0% | $39.22 | — | SHS | N7902X106 |
| — | ACTAVIS PLC | 2,767 | $617 | 0.0% | $222.99 | — | SHS | G0083B108 |
| A | AGILENT TECHNOLOGIES INC | 10,715 | $615 | 0.0% | $30.43 | +19.9% | COM | 00846U101 |
| — | PAIN THERAPEUTICS INC | 100,000 | $575 | 0.0% | $4.38 | — | COM | 69562K100 |
| — | ALTERA CORP | 16,214 | $564 | 0.0% | $36.13 | — | COM | 021441100 |
| CTRA | CABOT OIL & GAS CORP | 16,011 | $547 | 0.0% | $25.93 | 0.0% | COM | 127097103 |
| — | CHESAPEAKE ENERGY CORP | 500,000 | $536 | 0.0% | $0.95 | — | NOTE 2.500% 5/1 | 165167bz9 |
| — | TASER INTL INC | 40,000 | $532 | 0.0% | $15.80 | — | COM | 87651B104 |
| — | ICG GROUP INC | 25,000 | $522 | 0.0% | $18.63 | — | COM | 44928D108 |
| AAL | AMERICAN AIRLS GROUP INC | 12,000 | $516 | 0.0% | $21.78 | +68.9% | COM | 02376R102 |
| EA | ELECTRONIC ARTS INC | 14,200 | $509 | 0.0% | $14.52 | +117.4% | COM | 285512109 |
| — | CALLIDUS SOFTWARE INC | 40,000 | $478 | 0.0% | $11.95 | — | COM | 13123E500 |
| — | GASLOG LTD | 15,000 | $478 | 0.0% | $31.87 | — | SHS | G37585109 |
| EXP | EAGLE MATERIALS INC | 5,000 | $471 | 0.0% | $82.63 | 0.0% | COM | 26969P108 |
| — | L BRANDS INC | 7,918 | $464 | 0.0% | $49.26 | — | COM | 501797104 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,447 | $462 | 0.0% | $35.28 | -4.8% | COM | 45866F104 |
| — | TD AMERITRADE HLDG CORP | 14,664 | $460 | 0.0% | $16.81 | — | COM | 87236Y108 |
| AFL | AFLAC INC | 7,200 | $448 | 0.0% | $52.76 | -55.1% | COM | 001055102 |
| — | HOLLYFRONTIER CORP | 10,000 | $437 | 0.0% | $43.70 | — | COM | 436106108 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $433 | 0.0% | $55.52 | -34.4% | COM | 209115104 |
| — | GOOGLE INC | 739 | $432 | 0.0% | $737.73 | — | CL A | 38259P508 |
| CVCO | CAVCO INDS INC DEL | 5,000 | $426 | 0.0% | $62.08 | +25.4% | COM | 149568107 |
| PNR | PENTAIR PLC | 5,815 | $419 | 0.0% | $41.76 | 0.0% | SHS | G7S00T104 |
| — | SAFEGUARD SCIENTIFICS INC | 20,000 | $416 | 0.0% | $16.94 | — | COM NEW | 786449207 |
| — | LYDALL INC DEL | 15,000 | $411 | 0.0% | $22.85 | — | COM | 550819106 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $405 | 0.0% | $3.38 | — | COM | Y62196103 |
| — | PANDORA MEDIA INC | 13,377 | $395 | 0.0% | $26.18 | — | COM | 698354107 |
| — | HI-CRUSH PARTNERS LP | 5,900 | $387 | 0.0% | $37.97 | — | COM UNIT LTD | 428337109 |
| — | GOOGLE INC | 669 | $385 | 0.0% | $575.49 | — | CL C | 38259P706 |
| — | WINDSTREAM HLDGS INC | 38,135 | $380 | 0.0% | $8.00 | — | COM | 97382A101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 4,016 | $380 | 0.0% | $73.64 | -4.8% | COM | 92532F100 |
| — | TARGA RESOURCES PARTNERS LP | 5,210 | $375 | 0.0% | $54.65 | — | COM UNIT | 87611X105 |
| — | NAVIOS MARITIME PARTNERS L P | 19,000 | $369 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | TOWERS WATSON & CO | 3,407 | $355 | 0.0% | $113.97 | — | CL A | 891894107 |
| LUV | SOUTHWEST AIRLS CO | 12,500 | $336 | 0.0% | $22.15 | 0.0% | COM | 844741108 |
| CENX | CENTURY ALUM CO | 20,000 | $314 | 0.0% | $14.18 | 0.0% | COM | 156431108 |
| WFC | WELLS FARGO & CO NEW | 5,949 | $313 | 0.0% | $30.76 | +18.0% | COM | 949746101 |
| SLB | SCHLUMBERGER LTD | 2,642 | $312 | 0.0% | $60.33 | +24.1% | COM | 806857108 |
| — | INTEGRATED DEVICE TECHNOLOGY | 20,000 | $309 | 0.0% | $15.45 | — | COM | 458118106 |
| — | SPRINT CORP | 35,000 | $299 | 0.0% | $6.23 | — | COM SER 1 | 85207U105 |
| — | PHYSICIANS RLTY TR | 20,400 | $294 | 0.0% | $12.92 | — | COM | 71943U104 |
| PSIX | POWER SOLUTIONS INTL INC | 4,000 | $288 | 0.0% | $48.66 | +57.9% | COM NEW | 73933G202 |
| STRL | STERLING CONSTRUCTION CO INC | 30,000 | $281 | 0.0% | $8.51 | 0.0% | COM | 859241101 |
| LPG | DORIAN LPG LTD | 12,000 | $276 | 0.0% | $20.74 | 0.0% | SHS USD | Y2106R110 |
| — | GENERAL ELECTRIC CO | 10,440 | $274 | 0.0% | $28.03 | — | COM | 369604103 |
| GATX | GATX CORP | 4,000 | $268 | 0.0% | $49.73 | 0.0% | COM | 361448103 |
| — | RTI INTL METALS INC | 10,000 | $266 | 0.0% | $26.60 | — | COM | 74973W107 |
| — | VOCERA COMMUNICATIONS INC | 20,000 | $264 | 0.0% | $13.20 | — | COM | 92857F107 |
| MSFT | MICROSOFT CORP | 6,267 | $261 | 0.0% | $28.44 | +19.4% | COM | 594918104 |
| NXST | NEXSTAR BROADCASTING GROUP I | 5,000 | $258 | 0.0% | $32.01 | 0.0% | CL A | 65336K103 |
| — | GTT COMMUNICATIONS INC | 25,000 | $255 | 0.0% | $10.20 | — | COM | 362393100 |
| — | VERTEX ENERGY INC | 25,000 | $243 | 0.0% | $9.72 | — | COM | 92534K107 |
| — | TRIANGLE PETE CORP | 20,000 | $235 | 0.0% | $11.75 | — | COM NEW | 89600B201 |
| — | NOVARTIS A G | 2,546 | $230 | 0.0% | $90.34 | — | SPONSORED ADR | 66987v109 |
| MAS | MASCO CORP | 10,000 | $222 | 0.0% | $16.70 | -5.0% | COM | 574599106 |
| — | CIMAREX ENERGY CO | 1,500 | $215 | 0.0% | $143.33 | — | COM | 171798101 |
| — | SENIOR HSG PPTYS TR | 8,800 | $214 | 0.0% | $24.32 | — | SH BEN INT | 81721M109 |
| STKL | SUNOPTA INC | 15,000 | $211 | 0.0% | $12.42 | 0.0% | COM | 8676EP108 |
| RIG | TRANSOCEAN LTD | 4,600 | $207 | 0.0% | $42.54 | 0.0% | REG SHS | H8817H100 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 6,000 | $202 | 0.0% | $33.67 | — | COM CL A | 848574109 |
| — | ATMEL CORP | 20,000 | $187 | 0.0% | $9.35 | — | COM | 049513104 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $166 | 0.0% | $11.07 | — | COM | 46146L101 |
| — | HUTCHINSON TECHNOLOGY INC | 172,000 | $161 | 0.0% | $0.60 | — | NOTE 8.500% 1/1 | 448407ag1 |
| BAC | BANK OF AMERICA CORPORATION | 10,100 | $155 | 0.0% | $11.58 | +5.7% | COM | 060505104 |
| — | A H BELO CORP | 10,000 | $118 | 0.0% | $7.12 | — | COM CL A | 001282102 |
| — | CUBIST PHARMACEUTICALS INC | 10,000 | $25 | 0.0% | $2.50 | — | NOTE 2.500%11/0 | 229678ad9 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $19 | 0.0% | $0.63 | — | COM PAR $ .01 | 696077403 |