CIK: 0001009006 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 13, 2014
Total Value ($000): $3,950,088 (84.5% shares, 15.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 675,023 | $64,336 | 1.6% | $78.26 | — | CL A | 371559105 |
| — | JARDEN CORP | 704,389 | $42,341 | 1.1% | $49.07 | — | COM | 471109108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 846,620 | $41,061 | 1.0% | $29.17 | +67.6% | COM | 00404A109 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 911,617 | $40,011 | 1.0% | $22.26 | -0.6% | COM | 78467J100 |
| — | PROOFPOINT INC | 1,009,545 | $37,495 | 0.9% | $26.97 | — | COM | 743424103 |
| RJF | RAYMOND JAMES FINANCIAL INC | 673,457 | $36,084 | 0.9% | $37.11 | -20.2% | COM | 754730109 |
| SMTC | SEMTECH CORP | 1,262,775 | $34,284 | 0.9% | $28.52 | -11.8% | COM | 816850101 |
| — | CORNERSTONE ONDEMAND INC | 954,187 | $32,834 | 0.8% | $37.09 | — | COM | 21925Y103 |
| — | IMPERVA INC | 1,136,456 | $32,650 | 0.8% | $33.97 | — | COM | 45321L100 |
| — | HOMEAWAY INC | 829,960 | $29,464 | 0.7% | $35.28 | — | COM | 43739Q100 |
| CVLT | COMMVAULT SYSTEMS INC | 578,161 | $29,139 | 0.7% | $65.74 | -21.6% | COM | 204166102 |
| — | BARRETT BILL CORP | 1,294,365 | $28,528 | 0.7% | $22.31 | — | COM | 06846N104 |
| XPO | XPO LOGISTICS INC | 751,677 | $28,316 | 0.7% | $9.90 | +10.3% | COM | 983793100 |
| — | HCC INS HLDGS INC | 583,067 | $28,156 | 0.7% | $37.74 | — | COM | 404132102 |
| DXCM | DEXCOM INC | 675,593 | $27,017 | 0.7% | $12.56 | -18.6% | COM | 252131107 |
| ODFL | OLD DOMINION FGHT LINES INC | 380,727 | $26,895 | 0.7% | $33.93 | -37.6% | COM | 679580100 |
| WWD | WOODWARD INC | 563,150 | $26,817 | 0.7% | $37.87 | +23.6% | COM | 980745103 |
| — | SPECTRANETICS CORP | 987,505 | $26,238 | 0.7% | $22.56 | — | COM | 84760C107 |
| — | QLIK TECHNOLOGIES INC | 954,465 | $25,809 | 0.7% | $24.87 | — | COM | 74733T105 |
| ICLR | ICON PLC | 447,975 | $25,638 | 0.6% | $30.87 | +66.8% | SHS | G4705A100 |
| BLKB | BLACKBAUD INC | 645,905 | $25,378 | 0.6% | $25.61 | +39.7% | COM | 09227Q100 |
| LKQ | LKQ CORP | 952,399 | $25,324 | 0.6% | $21.10 | +14.5% | COM | 501889208 |
| SM | SM ENERGY CO | 322,617 | $25,164 | 0.6% | $54.93 | +32.0% | COM | 78454L100 |
| — | TEAM HEALTH HOLDINGS INC | 425,104 | $24,652 | 0.6% | $48.89 | — | COM | 87817A107 |
| MD | MEDNAX INC | 443,624 | $24,319 | 0.6% | $49.38 | +14.9% | COM | 58502B106 |
| ACAD | ACADIA PHARMACEUTICALS INC | 973,046 | $24,093 | 0.6% | $12.46 | +87.8% | COM | 004225108 |
| — | BERRY PLASTICS GROUP INC | 950,890 | $24,000 | 0.6% | $23.75 | — | COM | 08579W103 |
| — | HEALTH CARE REIT INC | 17,907 | $23,816 | 0.6% | $57.82 | — | PFD PER CON I | 42217K601 |
| — | ENDOLOGIX INC | 2,200,411 | $23,324 | 0.6% | $13.90 | — | COM | 29266S106 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 507,448 | $23,165 | 0.6% | $41.57 | -2.6% | COM | 03820C105 |
| — | HMS HLDGS CORP | 1,220,081 | $22,999 | 0.6% | $24.79 | — | COM | 40425J101 |
| CNK | CINEMARK HOLDINGS INC | 670,173 | $22,813 | 0.6% | $23.41 | +21.8% | COM | 17243V102 |
| — | MAGELLAN HEALTH INC | 414,857 | $22,705 | 0.6% | $51.97 | — | COM NEW | 559079207 |
| — | NOVELLUS SYS INC | 10,349,000 | $22,642 | 0.6% | $1.72 | — | NOTE 2.625% 5/1 | 670008ad3 |
| AAPL | APPLE INC | 219,625 | $22,127 | 0.6% | $75.86 | -71.5% | COM | 037833100 |
| — | BIOMED REALTY TRUST INC | 1,079,055 | $21,797 | 0.6% | $19.44 | — | COM | 09063H107 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 513,640 | $21,604 | 0.5% | $37.91 | +10.2% | COM | 109194100 |
| BDC | BELDEN INC | 334,105 | $21,389 | 0.5% | $55.40 | +26.1% | COM | 077454106 |
| BCC | BOISE CASCADE CO DEL | 708,093 | $21,342 | 0.5% | $18.79 | +4.5% | COM | 09739D100 |
| PTC | PTC INC | 570,799 | $21,062 | 0.5% | $24.00 | +59.3% | COM | 69370C100 |
| — | CUBIST PHARMACEUTICALS INC | 304,385 | $20,193 | 0.5% | $62.30 | — | COM | 229678107 |
| — | TRIUMPH GROUP INC NEW | 307,632 | $20,011 | 0.5% | $66.65 | — | COM | 896818101 |
| — | WEST CORP | 672,713 | $19,818 | 0.5% | $22.42 | — | COM | 952355204 |
| — | MICROCHIP TECHNOLOGY INC | 10,662,000 | $19,789 | 0.5% | $1.40 | — | SDCV 2.125%12/1 | 595017ab0 |
| IDA | IDACORP INC | 365,559 | $19,598 | 0.5% | $43.43 | +26.8% | COM | 451107106 |
| — | CYRUSONE INC | 808,912 | $19,446 | 0.5% | $21.89 | — | COM | 23283R100 |
| CGNX | COGNEX CORP | 482,459 | $19,429 | 0.5% | $16.83 | +12.8% | COM | 192422103 |
| — | MICROSEMI CORP | 753,576 | $19,148 | 0.5% | $21.15 | — | COM | 595137100 |
| TDY | TELEDYNE TECHNOLOGIES INC | 201,931 | $18,984 | 0.5% | $66.22 | +44.3% | COM | 879360105 |
| — | ROSETTA RESOURCES INC | 421,262 | $18,771 | 0.5% | $54.85 | — | COM | 777779307 |
| — | ULTIMATE SOFTWARE GROUP INC | 132,004 | $18,680 | 0.5% | $138.63 | — | COM | 90385D107 |
| HEI/A | HEICO CORP NEW | 463,195 | $18,667 | 0.5% | $26.54 | -21.8% | CL A | 422806208 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 325,349 | $18,512 | 0.5% | $37.89 | +59.5% | COM | 75689M101 |
| — | MARKETO INC | 569,764 | $18,403 | 0.5% | $32.05 | — | COM | 57063L107 |
| PLCE | CHILDRENS PL INC | 381,940 | $18,203 | 0.5% | $50.02 | +1.2% | COM | 168905107 |
| PKG | PACKAGING CORP AMER | 278,477 | $17,772 | 0.4% | $38.47 | +24.5% | COM | 695156109 |
| — | LAZARD LTD | 345,758 | $17,530 | 0.4% | $35.02 | — | SHS A | G54050102 |
| HCSG | HEALTHCARE SVCS GRP INC | 612,210 | $17,515 | 0.4% | $23.79 | +16.9% | COM | 421906108 |
| CFR | CULLEN FROST BANKERS INC | 227,221 | $17,385 | 0.4% | $53.46 | +5.0% | COM | 229899109 |
| TXRH | TEXAS ROADHOUSE INC | 620,770 | $17,282 | 0.4% | $19.58 | +9.6% | COM | 882681109 |
| PB | PROSPERITY BANCSHARES INC | 301,400 | $17,231 | 0.4% | $41.74 | +4.9% | COM | 743606105 |
| EEFT | EURONET WORLDWIDE INC | 358,530 | $17,134 | 0.4% | $45.46 | +9.6% | COM | 298736109 |
| — | SOLERA HOLDINGS INC | 303,128 | $17,084 | 0.4% | $60.59 | — | COM | 83421A104 |
| — | TENNECO INC | 322,293 | $16,859 | 0.4% | $57.68 | — | COM | 880349105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 104,820 | $16,830 | 0.4% | $153.75 | 0.0% | SHS USD | G50871105 |
| APH | AMPHENOL CORP NEW | 168,047 | $16,781 | 0.4% | $62.32 | -81.9% | CL A | 032095101 |
| — | COHERENT INC | 269,986 | $16,569 | 0.4% | $53.06 | — | COM | 192479103 |
| — | SIRONA DENTAL SYSTEMS INC | 213,650 | $16,383 | 0.4% | $65.16 | — | COM | 82966C103 |
| GIII | G-III APPAREL GROUP LTD | 197,445 | $16,360 | 0.4% | $40.83 | 0.0% | COM | 36237H101 |
| PII | POLARIS INDS INC | 108,227 | $16,211 | 0.4% | $106.38 | +35.9% | COM | 731068102 |
| — | AXIALL CORP | 450,463 | $16,131 | 0.4% | $43.50 | — | COM | 05463D100 |
| — | WELLCARE HEALTH PLANS INC | 267,041 | $16,113 | 0.4% | $52.08 | — | COM | 94946T106 |
| — | POLYONE CORP | 452,144 | $16,087 | 0.4% | $28.62 | — | COM | 73179P106 |
| SYNA | SYNAPTICS INC | 217,906 | $15,951 | 0.4% | $60.49 | +34.8% | COM | 87157D109 |
| DECK | DECKERS OUTDOOR CORP | 160,590 | $15,606 | 0.4% | $36.63 | -58.3% | COM | 243537107 |
| MLI | MUELLER INDS INC | 543,999 | $15,526 | 0.4% | $24.12 | -52.2% | COM | 624756102 |
| — | MEDIVATION INC | 7,890,000 | $15,405 | 0.4% | $1.39 | — | NOTE 2.625% 4/0 | 58501naa9 |
| FUL | FULLER H B CO | 386,478 | $15,343 | 0.4% | $35.37 | +11.4% | COM | 359694106 |
| HURN | HURON CONSULTING GROUP INC | 249,969 | $15,241 | 0.4% | $37.64 | +69.8% | COM | 447462102 |
| BKE | BUCKLE INC | 335,433 | $15,225 | 0.4% | $35.63 | -58.6% | COM | 118440106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 290,280 | $15,196 | 0.4% | $40.71 | +33.8% | COM | 81725T100 |
| WLY | WILEY JOHN & SONS INC | 269,937 | $15,146 | 0.4% | $36.92 | +15.4% | CL A | 968223206 |
| — | MELLANOX TECHNOLOGIES LTD | 334,697 | $15,018 | 0.4% | $38.70 | — | SHS | M51363113 |
| POWI | POWER INTEGRATIONS INC | 272,740 | $14,703 | 0.4% | $24.97 | +0.9% | COM | 739276103 |
| — | AFFYMETRIX INC | 9,500,000 | $14,619 | 0.4% | $1.54 | — | NOTE 4.000% 7/0 | 00826tah1 |
| RNST | RENASANT CORP | 523,976 | $14,174 | 0.4% | $28.64 | -0.1% | COM | 75970E107 |
| — | SANDISK CORP | 7,278,000 | $14,004 | 0.4% | $1.40 | — | NOTE 1.500% 8/1 | 80004cad3 |
| BRKR | BRUKER CORP | 755,009 | $13,979 | 0.4% | $15.58 | +31.7% | COM | 116794108 |
| — | WYNDHAM WORLDWIDE CORP | 169,876 | $13,804 | 0.3% | $59.53 | — | COM | 98310W108 |
| — | MAGNUM HUNTER RES CORP DEL | 2,403,944 | $13,390 | 0.3% | $4.24 | — | COM | 55973B102 |
| GNRC | GENERAC HLDGS INC | 328,600 | $13,321 | 0.3% | $52.60 | -14.9% | COM | 368736104 |
| — | IBERIABANK CORP | 211,660 | $13,231 | 0.3% | $52.09 | — | COM | 450828108 |
| ACTG | ACACIA RESH CORP | 852,708 | $13,200 | 0.3% | $22.66 | -30.2% | ACACIA TCH COM | 003881307 |
| — | SOLARCITY CORP | 10,980,000 | $13,107 | 0.3% | $1.25 | — | NOTE 2.750%11/0 | 83416taa8 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 202,848 | $13,067 | 0.3% | $33.19 | +108.0% | COM | 043436104 |
| ALLT | ALLOT COMMUNICATIONS LTD | 1,141,269 | $13,033 | 0.3% | $13.38 | -12.4% | SHS | M0854Q105 |
| I 5.75 05/01/16 A | INTELSAT S A | 37,606 | $13,014 | 0.3% | $251.10 | — | MAN CONV JR PFD | L5140P119 |
| — | UNITED TECHNOLOGIES CORP | 10,700 | $12,896 | 0.3% | $59.28 | — | UNIT 99/99/9999 | 913017117 |
| MOH | MOLINA HEALTHCARE INC | 302,748 | $12,806 | 0.3% | $34.85 | +27.0% | COM | 60855R100 |
| — | SVB FINL GROUP | 113,709 | $12,746 | 0.3% | $57.43 | — | COM | 78486Q101 |
| — | IPC THE HOSPITALIST CO INC | 283,666 | $12,705 | 0.3% | $44.22 | — | COM | 44984A105 |
| — | CYBERONICS INC | 247,387 | $12,656 | 0.3% | $51.16 | — | COM | 23251P102 |
| PWR | QUANTA SVCS INC | 346,906 | $12,589 | 0.3% | $27.29 | +27.9% | COM | 74762E102 |
| — | FIDELITY NATIONAL FINANCIAL | 7,679,000 | $12,440 | 0.3% | $1.40 | — | NOTE 4.250% 8/1 | 31620rae5 |
| MLKN | MILLER HERMAN INC | 415,827 | $12,412 | 0.3% | $21.63 | +5.7% | COM | 600544100 |
| — | BIO-REFERENCE LABS INC | 440,792 | $12,369 | 0.3% | $29.02 | — | COM $.01 NEW | 09057G602 |
| — | GILEAD SCIENCES INC | 2,630,000 | $12,287 | 0.3% | $1.68 | — | NOTE 1.625% 5/0 | 375558ap8 |
| — | SPANSION LLC | 7,000,000 | $12,281 | 0.3% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | JIVE SOFTWARE INC | 2,068,973 | $12,062 | 0.3% | $13.13 | — | COM | 47760A108 |
| ACIW | ACI WORLDWIDE INC | 642,514 | $12,054 | 0.3% | $25.33 | -25.9% | COM | 004498101 |
| — | SPARTANNASH CO | 619,122 | $12,042 | 0.3% | $21.01 | — | COM | 847215100 |
| — | RYLAND GROUP INC | 9,723,000 | $11,992 | 0.3% | $1.44 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | HANESBRANDS INC | 111,517 | $11,981 | 0.3% | $107.44 | — | COM | 410345102 |
| — | U S CONCRETE INC | 455,653 | $11,911 | 0.3% | $23.85 | — | COM NEW | 90333L201 |
| LFUS | LITTELFUSE INC | 139,123 | $11,850 | 0.3% | $83.26 | +9.7% | COM | 537008104 |
| — | EDUCATION RLTY TR INC | 1,144,712 | $11,768 | 0.3% | $9.84 | — | COM | 28140H104 |
| — | AUXILIUM PHARMACEUTICALS INC | 8,882,000 | $11,745 | 0.3% | $1.01 | — | NOTE 1.500% 7/1 | 05334daa5 |
| — | OMNICARE INC | 7,500,000 | $11,738 | 0.3% | $1.29 | — | NOTE 3.750% 4/0 | 681904ap3 |
| — | WAGEWORKS INC | 257,420 | $11,720 | 0.3% | $25.03 | — | COM | 930427109 |
| QLYS | QUALYS INC | 438,308 | $11,659 | 0.3% | $21.12 | +19.4% | COM | 74758T303 |
| — | ON ASSIGNMENT INC | 432,535 | $11,614 | 0.3% | $32.90 | — | COM | 682159108 |
| ACH | OWENS & MINOR INC NEW | 352,947 | $11,555 | 0.3% | $28.54 | +0.6% | COM | 690732102 |
| — | AIR METHODS CORP | 207,077 | $11,503 | 0.3% | $40.08 | — | COM PAR $.06 | 009128307 |
| — | UNITED STATES STL CORP NEW | 7,000,000 | $11,484 | 0.3% | $1.64 | — | NOTE 2.750% 4/0 | 912909ah1 |
| MPAA | MOTORCAR PTS AMER INC | 421,589 | $11,471 | 0.3% | $18.57 | +43.4% | COM | 620071100 |
| LECO | LINCOLN ELEC HLDGS INC | 165,721 | $11,457 | 0.3% | $67.90 | +2.5% | COM | 533900106 |
| JPM | JPMORGAN CHASE & CO | 189,886 | $11,439 | 0.3% | $42.38 | +1.8% | COM | 46625H100 |
| — | SUNPOWER CORP | 7,646,000 | $11,397 | 0.3% | $1.49 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | TEREX CORP NEW | 5,730,000 | $11,367 | 0.3% | $1.86 | — | NOTE 4.000% 6/0 | 880779av5 |
| — | CUBIST PHARMACEUTICALS INC | 10,040,000 | $11,182 | 0.3% | $1.11 | — | NOTE 1.875% 9/0 | 229678ah0 |
| — | XPO LOGISTICS INC | 4,718,000 | $11,152 | 0.3% | $1.44 | — | NOTE 4.500%10/0 | 983793aa8 |
| WMB | WILLIAMS COS INC DEL | 200,680 | $11,108 | 0.3% | $18.28 | +65.3% | COM | 969457100 |
| — | ENVISION HEALTHCARE HLDGS IN | 319,332 | $11,074 | 0.3% | $35.07 | — | COM | 29413U103 |
| — | MOLINA HEALTHCARE INC | 11,000,000 | $11,007 | 0.3% | $1.00 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | INSULET CORP | 10,224,000 | $10,901 | 0.3% | $1.11 | — | NOTE 2.000% 6/1 | 45784pad3 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,394,000 | $10,812 | 0.3% | $1.29 | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | OASIS PETE INC NEW | 258,032 | $10,788 | 0.3% | $38.48 | — | COM | 674215108 |
| OXY | OCCIDENTAL PETE CORP DEL | 112,116 | $10,780 | 0.3% | $66.21 | +2.8% | COM | 674599105 |
| OHI | OMEGA HEALTHCARE INVS INC | 312,795 | $10,694 | 0.3% | $24.40 | — | COM | 681936100 |
| MLM | MARTIN MARIETTA MATLS INC | 81,034 | $10,449 | 0.3% | $117.60 | 0.0% | COM | 573284106 |
| PZZA | PAPA JOHNS INTL INC | 260,256 | $10,408 | 0.3% | $29.14 | +12.2% | COM | 698813102 |
| DHR | DANAHER CORP DEL | 136,944 | $10,405 | 0.3% | $40.35 | -22.8% | COM | 235851102 |
| — | DEALERTRACK TECHNOLOGIES INC | 8,000,000 | $10,392 | 0.3% | $1.34 | — | NOTE 1.500% 3/1 | 242309ab8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 225,550 | $10,326 | 0.3% | $26.68 | — | COM | 87157B103 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 144,805 | $10,277 | 0.3% | $40.67 | +91.8% | CL A | 989207105 |
| XOM | EXXON MOBIL CORP | 108,223 | $10,178 | 0.3% | $69.75 | -11.8% | COM | 30231G102 |
| RPM | RPM INTL INC | 221,961 | $10,161 | 0.3% | $43.30 | +5.9% | COM | 749685103 |
| — | FXCM INC | 9,700,000 | $10,149 | 0.3% | $1.05 | — | NOTE 2.250% 6/1 | 302693ab2 |
| CMC | COMMERCIAL METALS CO | 592,665 | $10,117 | 0.3% | $14.80 | -7.0% | COM | 201723103 |
| — | SALESFORCE COM INC | 9,046,000 | $10,055 | 0.3% | $1.15 | — | NOTE 0.250% 4/0 | 79466lad6 |
| — | HARMAN INTL INDS INC | 102,441 | $10,043 | 0.3% | $74.02 | — | COM | 413086109 |
| GPI | GROUP 1 AUTOMOTIVE INC | 137,279 | $9,982 | 0.3% | $74.67 | +4.5% | COM | 398905109 |
| MIDD | MIDDLEBY CORP | 113,230 | $9,979 | 0.3% | $82.42 | +0.5% | COM | 596278101 |
| — | WELLPOINT INC | 6,000,000 | $9,945 | 0.3% | $1.62 | — | NOTE 2.750%10/1 | 94973vbg1 |
| JNJ | JOHNSON & JOHNSON | 93,129 | $9,927 | 0.3% | $68.41 | +10.5% | COM | 478160104 |
| — | RUDOLPH TECHNOLOGIES INC | 1,087,128 | $9,839 | 0.2% | $13.36 | — | COM | 781270103 |
| FULT | FULTON FINL CORP PA | 882,536 | $9,778 | 0.2% | $8.92 | -14.5% | COM | 360271100 |
| — | MEDIVATION INC | 98,878 | $9,776 | 0.2% | $52.23 | — | COM | 58501N101 |
| SBRA | SABRA HEALTH CARE REIT INC | 401,926 | $9,775 | 0.2% | $21.88 | — | COM | 78573L106 |
| JACK | JACK IN THE BOX INC | 142,666 | $9,728 | 0.2% | $60.21 | 0.0% | COM | 466367109 |
| WABC | WESTAMERICA BANCORPORATION | 207,977 | $9,675 | 0.2% | $40.24 | -15.5% | COM | 957090103 |
| — | POLYPORE INTL INC | 248,099 | $9,654 | 0.2% | $44.12 | — | COM | 73179V103 |
| — | CAVIUM INC | 194,053 | $9,650 | 0.2% | $49.73 | — | COM | 14964U108 |
| — | REXNORD CORP NEW | 338,937 | $9,643 | 0.2% | $28.23 | — | COM | 76169B102 |
| — | TUMI HLDGS INC | 473,683 | $9,639 | 0.2% | $22.09 | — | COM | 89969Q104 |
| CCK | CROWN HOLDINGS INC | 215,698 | $9,603 | 0.2% | $41.28 | +10.8% | COM | 228368106 |
| — | MANITOWOC INC | 403,470 | $9,461 | 0.2% | $17.00 | — | COM | 563571108 |
| — | TWENTY FIRST CENTY FOX INC | 275,349 | $9,442 | 0.2% | $33.70 | — | CL A | 90130A101 |
| CSL | CARLISLE COS INC | 117,316 | $9,430 | 0.2% | $67.78 | +6.3% | COM | 142339100 |
| — | EQUINIX INC | 3,656,000 | $9,429 | 0.2% | $2.35 | — | NOTE 4.750% 6/1 | 29444uah9 |
| — | GREENBRIER COS INC | 4,599,000 | $9,327 | 0.2% | $1.50 | — | NOTE 3.500% 4/0 | 393657ah4 |
| BKU | BANKUNITED INC | 304,591 | $9,287 | 0.2% | $21.26 | +6.8% | COM | 06652K103 |
| WAB | WABTEC CORP | 114,506 | $9,280 | 0.2% | $66.16 | +17.2% | COM | 929740108 |
| — | AETNA INC NEW | 114,327 | $9,260 | 0.2% | $48.25 | — | COM | 00817Y108 |
| EVR | EVERCORE PARTNERS INC | 194,621 | $9,147 | 0.2% | $32.20 | +25.4% | CLASS A | 29977A105 |
| VRA | VERA BRADLEY INC | 440,518 | $9,110 | 0.2% | $21.05 | 0.0% | COM | 92335C106 |
| OIS | OIL STS INTL INC | 146,178 | $9,048 | 0.2% | $67.93 | -7.6% | COM | 678026105 |
| — | MICRON TECHNOLOGY INC | 6,800,000 | $8,931 | 0.2% | $1.31 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | MEDICINES CO | 8,351,000 | $8,915 | 0.2% | $1.28 | — | DBCV 1.375% 6/0 | 584688ac9 |
| — | GREATBATCH INC | 208,131 | $8,868 | 0.2% | $42.61 | — | COM | 39153L106 |
| GCO | GENESCO INC | 117,900 | $8,813 | 0.2% | $70.94 | +12.5% | COM | 371532102 |
| — | INTERXION HOLDING N.V | 317,051 | $8,779 | 0.2% | $24.39 | — | SHS | N47279109 |
| — | NIC INC | 501,500 | $8,636 | 0.2% | $16.48 | — | COM | 62914B100 |
| — | WASTE CONNECTIONS INC | 177,924 | $8,633 | 0.2% | $36.36 | — | COM | 941053100 |
| NMFC | NEW MTN FIN CORP | 586,883 | $8,621 | 0.2% | $12.22 | -63.2% | COM | 647551100 |
| MO | ALTRIA GROUP INC | 186,860 | $8,584 | 0.2% | $29.24 | -29.3% | COM | 02209S103 |
| PM | PHILIP MORRIS INTL INC | 102,903 | $8,582 | 0.2% | $74.45 | -35.7% | COM | 718172109 |
| DVN | DEVON ENERGY CORP NEW | 124,032 | $8,457 | 0.2% | $49.07 | +2.5% | COM | 25179M103 |
| — | REALPAGE INC | 545,516 | $8,455 | 0.2% | $21.06 | — | COM | 75606N109 |
| SWKS | SKYWORKS SOLUTIONS INC | 145,395 | $8,440 | 0.2% | $32.51 | +31.6% | COM | 83088M102 |
| — | COLFAX CORP | 147,248 | $8,389 | 0.2% | $58.31 | — | COM | 194014106 |
| — | ENERSYS | 5,657,000 | $8,373 | 0.2% | $1.27 | — | NOTE 3.375% 6/0 | 29275yaa0 |
| ZUMZ | ZUMIEZ INC | 294,873 | $8,286 | 0.2% | $26.61 | +10.4% | COM | 989817101 |
| — | HANGER INC | 403,633 | $8,283 | 0.2% | $29.16 | — | COM NEW | 41043F208 |
| — | FINANCIAL ENGINES INC | 241,776 | $8,272 | 0.2% | $33.70 | — | COM | 317485100 |
| — | TTM TECHNOLOGIES INC | 8,478,000 | $8,266 | 0.2% | $1.11 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | BANK OF THE OZARKS INC | 259,473 | $8,179 | 0.2% | $44.08 | — | COM | 063904106 |
| — | SANCHEZ ENERGY CORP | 307,569 | $8,077 | 0.2% | $24.89 | — | COM | 79970Y105 |
| — | SUNESIS PHARMACEUTICALS INC | 1,130,661 | $8,073 | 0.2% | $6.60 | — | COM NEW | 867328601 |
| CDNS | CADENCE DESIGN SYSTEM INC | 467,155 | $8,040 | 0.2% | $14.17 | +22.5% | COM | 127387108 |
| — | STANLEY BLACK & DECKER INC | 159,367 | $8,031 | 0.2% | $60.89 | — | UNIT 99/99/9999 | 854502804 |
| VZ | VERIZON COMMUNICATIONS INC | 159,248 | $7,961 | 0.2% | $26.90 | +3.4% | COM | 92343V104 |
| QCOM | QUALCOMM INC | 106,379 | $7,954 | 0.2% | $60.17 | -7.9% | COM | 747525103 |
| ATRC | ATRICURE INC | 537,745 | $7,916 | 0.2% | $20.42 | -22.0% | COM | 04963C209 |
| RGP | RESOURCES CONNECTION INC | 566,381 | $7,895 | 0.2% | $12.83 | +14.8% | COM | 76122Q105 |
| VOD | VODAFONE GROUP PLC NEW | 238,395 | $7,841 | 0.2% | $35.78 | — | SPNSR ADR NO PAR | 92857W308 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 75,943 | $7,837 | 0.2% | $50.99 | +19.4% | COM | 22410J106 |
| — | COLONY FINL INC | 7,388,000 | $7,693 | 0.2% | $1.02 | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | CORELOGIC INC | 283,964 | $7,687 | 0.2% | $29.47 | — | COM | 21871D103 |
| PODD | INSULET CORP | 207,090 | $7,631 | 0.2% | $25.29 | +44.4% | COM | 45784P101 |
| — | MOBILEYE N V AMSTELVEEN | 141,918 | $7,605 | 0.2% | $53.59 | — | ORD SHS | N51488117 |
| — | WELLS FARGO & CO NEW | 140,241 | $7,577 | 0.2% | $140.51 | — | PERP PFD CNV A | 949746804 |
| — | CONTINENTAL AIRLS INC | 3,039,000 | $7,546 | 0.2% | $2.00 | — | NOTE 4.500% 1/1 | 210795pu8 |
| — | SEACOR HOLDINGS INC | 7,000,000 | $7,543 | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904am3 |
| — | KRISPY KREME DOUGHNUTS INC | 439,282 | $7,538 | 0.2% | $17.63 | — | COM | 501014104 |
| — | ENCORE CAP GROUP INC | 6,510,000 | $7,389 | 0.2% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | RITCHIE BROS AUCTIONEERS | 328,382 | $7,352 | 0.2% | $23.89 | — | COM | 767744105 |
| — | DRIL-QUIP INC | 82,010 | $7,332 | 0.2% | $78.51 | — | COM | 262037104 |
| CBOE | CBOE HLDGS INC | 136,518 | $7,307 | 0.2% | $36.00 | +22.4% | COM | 12503M108 |
| — | ALERE INC | 22,128 | $7,255 | 0.2% | $246.84 | — | PERP PFD CONV SE | 01449J204 |
| — | DISCOVER FINL SVCS | 111,898 | $7,205 | 0.2% | $56.05 | — | COM | 254709108 |
| — | CEMEX SAB DE CV | 5,100,000 | $7,201 | 0.2% | $1.44 | — | NOTE 3.250% 3/1 | 151290bb8 |
| — | PRICELINE GRP INC | 5,345,000 | $7,197 | 0.2% | $1.12 | — | DEBT 1.000% 3/1 | 741503aq9 |
| — | H & E EQUIPMENT SERVICES INC | 178,123 | $7,175 | 0.2% | $40.28 | — | COM | 404030108 |
| — | CHART INDS INC | 6,164,000 | $7,150 | 0.2% | $1.31 | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | CORESITE RLTY CORP | 215,642 | $7,088 | 0.2% | $28.53 | — | COM | 21870Q105 |
| — | WADDELL & REED FINL INC | 136,011 | $7,030 | 0.2% | $62.27 | — | CL A | 930059100 |
| KWR | QUAKER CHEM CORP | 97,361 | $6,980 | 0.2% | $74.88 | 0.0% | COM | 747316107 |
| PFE | PFIZER INC | 234,379 | $6,931 | 0.2% | $16.59 | +5.2% | COM | 717081103 |
| BWA | BORGWARNER INC | 131,735 | $6,931 | 0.2% | $37.79 | +22.6% | COM | 099724106 |
| — | SCRIPPS NETWORKS INTERACT IN | 88,620 | $6,920 | 0.2% | $65.17 | — | CL A COM | 811065101 |
| MDLZ | MONDELEZ INTL INC | 199,218 | $6,826 | 0.2% | $25.11 | +12.8% | CL A | 609207105 |
| — | LUXFER HLDGS PLC | 392,777 | $6,779 | 0.2% | $19.95 | — | SPONSORED ADR | 550678106 |
| — | KRAFT FOODS GROUP INC | 119,064 | $6,715 | 0.2% | $48.52 | — | COM | 50076Q106 |
| — | CROWN CASTLE INTL CORP | 63,964 | $6,700 | 0.2% | $100.38 | — | CNV PFD STK SR A | 228227500 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $6,688 | 0.2% | $1.02 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | NETSUITE INC | 74,538 | $6,674 | 0.2% | $86.96 | — | COM | 64118Q107 |
| — | COBALT INTL ENERGY INC | 7,328,000 | $6,614 | 0.2% | $1.05 | — | NOTE 3.125% 5/1 | 19075fab2 |
| ZTS | ZOETIS INC | 178,757 | $6,605 | 0.2% | $29.02 | +7.9% | CL A | 98978V103 |
| — | THERAVANCE INC | 6,944,000 | $6,554 | 0.2% | $1.39 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | BPZ RESOURCES INC | 6,570,000 | $6,529 | 0.2% | $1.00 | — | NOTE 8.500%10/0 | 055639ac2 |
| WSM | WILLIAMS SONOMA INC | 97,903 | $6,517 | 0.2% | $21.04 | +26.2% | COM | 969904101 |
| — | PIONEER ENERGY SVCS CORP | 463,992 | $6,505 | 0.2% | $7.17 | — | COM | 723664108 |
| SJT | SAN JUAN BASIN RTY TR | 340,797 | $6,475 | 0.2% | $16.08 | — | UNIT BEN INT | 798241105 |
| — | HORSEHEAD HLDG CORP | 5,000,000 | $6,415 | 0.2% | $1.10 | — | NOTE 3.800% 7/0 | 440694ab3 |
| — | STILLWATER MNG CO | 5,000,000 | $6,413 | 0.2% | $1.13 | — | NOTE 1.750%10/1 | 86074qal6 |
| FANG | DIAMONDBACK ENERGY INC | 84,444 | $6,315 | 0.2% | $62.67 | 0.0% | COM | 25278X109 |
| — | KKR & CO L P DEL | 282,121 | $6,291 | 0.2% | $24.33 | — | COM UNITS | 48248M102 |
| URBN | URBAN OUTFITTERS INC | 170,140 | $6,244 | 0.2% | $38.74 | -5.1% | COM | 917047102 |
| — | WORKDAY INC | 5,000,000 | $6,212 | 0.2% | $1.24 | — | NOTE 1.500% 7/1 | 98138had3 |
| ESE | ESCO TECHNOLOGIES INC | 176,227 | $6,129 | 0.2% | $36.11 | -8.7% | COM | 296315104 |
| UNP | UNION PAC CORP | 55,730 | $6,042 | 0.2% | $73.93 | +8.6% | COM | 907818108 |
| CEVA | CEVA INC | 448,938 | $6,034 | 0.2% | $16.00 | -8.2% | COM | 157210105 |
| — | INTERVAL LEISURE GROUP INC | 316,403 | $6,027 | 0.2% | $22.18 | — | COM | 46113M108 |
| — | ADTRAN INC | 292,801 | $6,011 | 0.2% | $23.28 | — | COM | 00738A106 |
| PAA | PLAINS ALL AMERN PIPELINE L | 101,712 | $5,987 | 0.2% | $46.48 | — | UNIT LTD PARTN | 726503105 |
| NOW | SERVICENOW INC | 101,461 | $5,964 | 0.2% | $7.59 | +55.5% | COM | 81762P102 |
| — | ON SEMICONDUCTOR CORP | 5,261,000 | $5,926 | 0.2% | $1.08 | — | NOTE 2.625%12/1 | 682189ah8 |
| — | GLOBAL CASH ACCESS HLDGS INC | 872,263 | $5,888 | 0.1% | $7.74 | — | COM | 378967103 |
| — | SALIX PHARMACEUTICALS INC | 2,432,000 | $5,877 | 0.1% | $1.44 | — | NOTE 1.500% 3/1 | 795435ae6 |
| — | ALLETE INC | 131,288 | $5,828 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | WALTER INVT MGMT CORP | 6,925,000 | $5,800 | 0.1% | $1.06 | — | NOTE 4.500%11/0 | 93317waa0 |
| — | CUBIST PHARMACEUTICALS INC | 5,300,000 | $5,747 | 0.1% | $1.08 | — | NOTE 1.125% 9/0 | 229678af4 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 323,922 | $5,672 | 0.1% | $7.74 | +7.8% | SH BEN INT | 20451Q104 |
| — | LINKEDIN CORP | 26,945 | $5,599 | 0.1% | $186.20 | — | COM CL A | 53578A108 |
| — | GENESEE & WYO INC | 44,900 | $5,570 | 0.1% | $115.23 | — | UNIT 10/01/2015 | 371559204 |
| ALKS | ALKERMES PLC | 129,574 | $5,555 | 0.1% | $44.82 | 0.0% | SHS | G01767105 |
| — | ALCOA INC | 110,922 | $5,536 | 0.1% | $49.91 | — | DEP SHS 1/10TH | 013817309 |
| DEO | DIAGEO P L C | 47,925 | $5,531 | 0.1% | $123.83 | — | SPON ADR NEW | 25243Q205 |
| — | LIBERTY INTERACTIVE LLC | 4,144,000 | $5,524 | 0.1% | $1.35 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | LUXOTTICA GROUP S P A | 105,200 | $5,479 | 0.1% | $43.16 | — | SPONSORED ADR | 55068R202 |
| — | TESLA MTRS INC | 5,750,000 | $5,477 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| RLI | RLI CORP | 126,373 | $5,471 | 0.1% | $13.90 | +1.9% | COM | 749607107 |
| — | MICRON TECHNOLOGY INC | 1,526,000 | $5,457 | 0.1% | $1.91 | — | NOTE 2.375% 5/0 | 595112aw3 |
| NVO | NOVO-NORDISK A S | 113,400 | $5,400 | 0.1% | $68.29 | — | ADR | 670100205 |
| — | GENERAL CABLE CORP DEL NEW | 7,685,000 | $5,337 | 0.1% | $1.05 | — | FRNT 4.500%11/1 | 369300al2 |
| EPD | ENTERPRISE PRODS PARTNERS L | 132,200 | $5,328 | 0.1% | $46.90 | — | COM | 293792107 |
| — | OMNICARE INC | 4,703,000 | $5,170 | 0.1% | $0.97 | — | NOTE 3.500% 2/1 | 681904aq1 |
| — | GT ADVANCED TECHNOLOGIES INC | 4,500,000 | $5,169 | 0.1% | $1.65 | — | NOTE 3.000%12/1 | 36191uab2 |
| — | XILINX INC | 3,457,000 | $5,142 | 0.1% | $1.49 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | HEARTWARE INTL INC | 4,718,000 | $5,131 | 0.1% | $1.14 | — | NOTE 3.500%12/1 | 422368aa8 |
| — | PDL BIOPHARMA INC | 4,000,000 | $5,091 | 0.1% | $1.22 | — | NOTE 3.750% 5/0 | 69329yac8 |
| — | K12 INC | 309,351 | $4,937 | 0.1% | $22.65 | — | COM | 48273U102 |
| — | MEADOWBROOK INS GROUP INC | 4,991,000 | $4,815 | 0.1% | $1.07 | — | DBCV 5.000% 3/1 | 58319pac2 |
| — | TYSON FOODS INC | 81,005 | $4,776 | 0.1% | $58.96 | — | UNIT 99/99/9999 | 902494301 |
| — | KEYCORP NEW | 100,848 | $4,463 | 0.1% | $74.38 | — | PFD 7.75% SR A | 493267405 |
| — | MGM RESORTS INTERNATIONAL | 3,489,000 | $4,418 | 0.1% | $1.39 | — | NOTE 4.250% 4/1 | 55303qae0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 4,346,000 | $4,405 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | CITRIX SYS INC | 61,752 | $4,405 | 0.1% | $70.04 | — | COM | 177376100 |
| CNC | CENTENE CORP DEL | 53,098 | $4,392 | 0.1% | $35.37 | -45.5% | COM | 15135B101 |
| — | GREENHILL & CO INC | 92,875 | $4,318 | 0.1% | $48.45 | — | COM | 395259104 |
| — | JARDEN CORP | 3,118,000 | $4,278 | 0.1% | $1.42 | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,176,000 | $4,224 | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 874054ac3 |
| — | CYBERARK SOFTWARE LTD | 130,434 | $4,175 | 0.1% | $32.01 | — | SHS | M2682V108 |
| NEE | NEXTERA ENERGY INC | 44,425 | $4,171 | 0.1% | $14.51 | +23.6% | COM | 65339F101 |
| — | RENEWABLE ENERGY GROUP INC | 3,906,000 | $4,033 | 0.1% | $1.11 | — | MTNF 2.750% 6/1 | 75972aaa1 |
| — | IRIDIUM COMMUNICATIONS INC | 67,213 | $3,999 | 0.1% | $175.94 | — | PERP PFD CNV B | 46269C409 |
| FNV | FRANCO NEVADA CORP | 81,588 | $3,988 | 0.1% | $54.76 | -10.8% | COM | 351858105 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 19 | $3,931 | 0.1% | $134052.62 | +49.1% | CL A | 084670108 |
| — | BROOKDALE SR LIVING INC | 3,043,000 | $3,925 | 0.1% | $1.19 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | ALCOA INC | 241,715 | $3,889 | 0.1% | $16.09 | — | COM | 013817101 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 67,507 | $3,881 | 0.1% | $50.34 | +3.1% | COM | 205306103 |
| — | CEMEX SAB DE CV | 2,500,000 | $3,688 | 0.1% | $1.52 | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | SOTHEBYS | 100,729 | $3,598 | 0.1% | $42.61 | — | COM | 835898107 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 25,717 | $3,553 | 0.1% | $106.40 | +25.2% | CL B NEW | 084670702 |
| — | CHESAPEAKE ENERGY CORP | 3,500,000 | $3,548 | 0.1% | $1.00 | — | NOTE 2.500% 5/1 | 165167bz9 |
| — | ILLUMINA INC | 1,781,000 | $3,545 | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327ad1 |
| — | VOLCANO CORPORATION | 4,000,000 | $3,478 | 0.1% | $0.99 | — | NOTE 1.750%12/0 | 928645ab6 |
| — | EPR PPTYS | 109,400 | $3,296 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| BA | BOEING CO | 25,840 | $3,291 | 0.1% | $111.69 | -2.2% | COM | 097023105 |
| — | MERITOR INC | 2,220,000 | $3,288 | 0.1% | $1.53 | — | NOTE 7.875% 3/0 | 59001kac4 |
| — | FORD MTR CO DEL | 1,913,000 | $3,287 | 0.1% | $1.67 | — | NOTE 4.250%11/1 | 345370cn8 |
| — | DR PEPPER SNAPPLE GROUP INC | 49,761 | $3,200 | 0.1% | $44.18 | — | COM | 26138E109 |
| — | ISIS PHARMACEUTICALS INC DEL | 1,300,000 | $3,153 | 0.1% | $2.35 | — | NOTE 2.750%10/0 | 464337ag9 |
| — | AQUA AMERICA INC | 133,825 | $3,149 | 0.1% | $25.11 | — | COM | 03836W103 |
| HON | HONEYWELL INTL INC | 33,740 | $3,142 | 0.1% | $61.09 | +9.8% | COM | 438516106 |
| — | TIFFANY & CO NEW | 31,785 | $3,061 | 0.1% | $71.38 | — | COM | 886547108 |
| MCD | MCDONALDS CORP | 31,871 | $3,022 | 0.1% | $86.04 | -17.2% | COM | 580135101 |
| CWST | CASELLA WASTE SYS INC | 777,292 | $2,993 | 0.1% | $4.45 | +4.5% | CL A | 147448104 |
| NAVI | NAVIENT CORP | 153,400 | $2,717 | 0.1% | $16.68 | +5.5% | COM | 63938C108 |
| PG | PROCTER & GAMBLE CO | 31,400 | $2,629 | 0.1% | $66.66 | -10.4% | COM | 742718109 |
| ARCC | ARES CAP CORP | 152,700 | $2,468 | 0.1% | $15.07 | -62.3% | COM | 04010L103 |
| — | TIME WARNER INC | 32,000 | $2,407 | 0.1% | $75.22 | — | COM NEW | 887317303 |
| — | HAWAIIAN HOLDINGS INC | 1,322,000 | $2,347 | 0.1% | $1.81 | — | NOTE 5.000% 3/1 | 419879ad3 |
| — | TESLA MTRS INC | 2,450,000 | $2,331 | 0.1% | $0.92 | — | NOTE 0.250% 3/0 | 88160rab7 |
| — | PHYSICIANS RLTY TR | 168,925 | $2,318 | 0.1% | $13.63 | — | COM | 71943U104 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,075,000 | $2,286 | 0.1% | $1.08 | — | NOTE 1.500%10/1 | 09061gaf8 |
| NUS | NU SKIN ENTERPRISES INC | 49,639 | $2,235 | 0.1% | $40.97 | -10.7% | CL A | 67018T105 |
| CVX | CHEVRON CORP NEW | 18,671 | $2,228 | 0.1% | $100.18 | -21.6% | COM | 166764100 |
| BKD | BROOKDALE SR LIVING INC | 68,800 | $2,217 | 0.1% | $34.08 | 0.0% | COM | 112463104 |
| — | CADENCE DESIGN SYSTEM INC | 969,000 | $2,216 | 0.1% | $1.86 | — | NOTE 2.625% 6/0 | 127387aj7 |
| CL | COLGATE PALMOLIVE CO | 33,975 | $2,216 | 0.1% | $45.91 | +10.4% | COM | 194162103 |
| — | AMERIGAS PARTNERS L P | 48,020 | $2,191 | 0.1% | $45.63 | — | UNIT L P INT | 030975106 |
| HSIC | SCHEIN HENRY INC | 18,615 | $2,168 | 0.1% | $73.24 | -36.7% | COM | 806407102 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,032,000 | $2,157 | 0.1% | $1.07 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | HEALTH CARE REIT INC | 33,490 | $2,089 | 0.1% | $62.55 | — | COM | 42217K106 |
| — | SEADRILL LIMITED | 77,100 | $2,063 | 0.1% | $40.74 | — | SHS | G7945E105 |
| HLF | HERBALIFE LTD | 46,150 | $2,019 | 0.1% | $26.40 | +1.2% | COM USD SHS | G4412G101 |
| F | FORD MTR CO DEL | 136,400 | $2,017 | 0.1% | $12.80 | -26.7% | COM PAR $0.01 | 345370860 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,283,000 | $1,995 | 0.1% | $0.91 | — | NOTE 4.500% 7/1 | 590328aa8 |
| SRPT | SAREPTA THERAPEUTICS INC | 94,503 | $1,994 | 0.1% | $22.57 | 0.0% | COM | 803607100 |
| — | CORNERSTONE ONDEMAND INC | 1,989,000 | $1,989 | 0.1% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| INTC | INTEL CORP | 56,100 | $1,953 | 0.0% | $25.75 | 0.0% | COM | 458140100 |
| PPL | PPL CORP | 59,140 | $1,942 | 0.0% | $18.74 | +0.3% | COM | 69351T106 |
| — | SERVICESOURCE INTL LLC | 2,566,000 | $1,941 | 0.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | EQUINIX INC | 984,000 | $1,896 | 0.0% | $1.68 | — | NOTE 3.000%10/1 | 29444uag1 |
| SLM | SLM CORP | 220,450 | $1,887 | 0.0% | $10.09 | -13.2% | COM | 78442P106 |
| — | TESLA MTRS INC | 823,000 | $1,661 | 0.0% | $1.73 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | FOREST CITY ENTERPRISES INC | 1,486,000 | $1,637 | 0.0% | $1.12 | — | NOTE 4.250% 8/1 | 345550ap2 |
| — | SODASTREAM INTERNATIONAL LTD | 54,200 | $1,598 | 0.0% | $47.89 | — | USD SHS | M9068E105 |
| HIG | HARTFORD FINL SVCS GROUP INC | 42,107 | $1,568 | 0.0% | $22.20 | +28.2% | COM | 416515104 |
| ROP | ROPER INDS INC NEW | 10,642 | $1,557 | 0.0% | $117.84 | +16.5% | COM | 776696106 |
| T | AT&T INC | 42,961 | $1,514 | 0.0% | $25.38 | -53.1% | COM | 00206R102 |
| — | ELECTRONIC ARTS INC | 1,220,000 | $1,505 | 0.0% | $0.93 | — | NOTE 0.750% 7/1 | 285512aa7 |
| — | MYLAN INC | 424,000 | $1,450 | 0.0% | $2.17 | — | NOTE 3.750% 9/1 | 628530aj6 |
| — | ISTAR FINL INC | 1,130,000 | $1,428 | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 45031ubr1 |
| FCX | FREEPORT-MCMORAN INC | 42,423 | $1,385 | 0.0% | $33.71 | -6.2% | CL B | 35671D857 |
| — | MOLINA HEALTHCARE INC | 1,175,000 | $1,383 | 0.0% | $1.25 | — | NOTE 1.125% 1/1 | 60855rac4 |
| NNN | NATIONAL RETAIL PPTYS INC | 39,900 | $1,379 | 0.0% | $32.27 | — | COM | 637417106 |
| PRIM | PRIMORIS SVCS CORP | 50,000 | $1,342 | 0.0% | $22.08 | +24.2% | COM | 74164F103 |
| COP | CONOCOPHILLIPS | 17,250 | $1,320 | 0.0% | $57.68 | -1.7% | COM | 20825C104 |
| — | TELEFLEX INC | 750,000 | $1,301 | 0.0% | $1.78 | — | NOTE 3.875% 8/0 | 879369aa4 |
| THRM | GENTHERM INC | 30,000 | $1,267 | 0.0% | $28.32 | +65.9% | COM | 37253A103 |
| TXN | TEXAS INSTRS INC | 26,300 | $1,254 | 0.0% | $30.88 | +13.8% | COM | 882508104 |
| — | TASER INTL INC | 80,000 | $1,235 | 0.0% | $15.62 | — | COM | 87651B104 |
| LOPE | GRAND CANYON ED INC | 30,000 | $1,223 | 0.0% | $33.29 | +30.7% | COM | 38526M106 |
| PPG | PPG INDS INC | 5,991 | $1,179 | 0.0% | $118.30 | -29.5% | COM | 693506107 |
| KEX | KIRBY CORP | 10,000 | $1,178 | 0.0% | $92.05 | +29.4% | COM | 497266106 |
| TKR | TIMKEN CO | 27,400 | $1,161 | 0.0% | $47.57 | -3.3% | COM | 887389104 |
| FARM | FARMER BROS CO | 40,000 | $1,158 | 0.0% | $16.07 | +42.3% | COM | 307675108 |
| — | GENERAL ELECTRIC CO | 44,424 | $1,138 | 0.0% | $26.18 | — | COM | 369604103 |
| AL | AIR LEASE CORP | 35,000 | $1,137 | 0.0% | $25.09 | +23.8% | CL A | 00912X302 |
| — | VERINT SYS INC | 1,003,000 | $1,094 | 0.0% | $1.09 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| AMG | AFFILIATED MANAGERS GROUP | 5,170 | $1,036 | 0.0% | $150.10 | +31.6% | COM | 008252108 |
| — | PIONEER NAT RES CO | 5,093 | $1,003 | 0.0% | $188.67 | — | COM | 723787107 |
| — | UNITED TECHNOLOGIES CORP | 9,374 | $990 | 0.0% | $95.55 | — | COM | 913017109 |
| NTRS | NORTHERN TR CORP | 14,000 | $952 | 0.0% | $50.14 | -0.6% | COM | 665859104 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $951 | 0.0% | $19.20 | -13.7% | COM | 15189T107 |
| — | AMERICAN EQTY INVT LIFE HLD | 41,277 | $944 | 0.0% | $26.38 | — | COM | 025676206 |
| — | APACHE CORP | 9,883 | $928 | 0.0% | $85.13 | — | COM | 037411105 |
| — | CST BRANDS INC | 25,000 | $899 | 0.0% | $35.96 | — | COM | 12646R105 |
| AME | AMETEK INC NEW | 17,750 | $891 | 0.0% | $41.44 | +16.0% | COM | 031100100 |
| V | VISA INC | 4,017 | $857 | 0.0% | $43.39 | +14.4% | COM CL A | 92826C839 |
| — | SPECTRANETICS CORP | 754,000 | $850 | 0.0% | $1.04 | — | MTNF 2.625% 6/0 | 84760caa5 |
| FAST | FASTENAL CO | 18,942 | $850 | 0.0% | $8.57 | -1.2% | COM | 311900104 |
| — | INFINERA CORPORATION | 750,000 | $841 | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | DU PONT E I DE NEMOURS & CO | 11,700 | $840 | 0.0% | $46.89 | — | COM | 263534109 |
| TSCO | TRACTOR SUPPLY CO | 13,617 | $838 | 0.0% | $68.44 | -84.5% | COM | 892356106 |
| CIEN | CIENA CORP | 50,000 | $836 | 0.0% | $23.23 | -15.6% | COM NEW | 171779309 |
| — | JDS UNIPHASE CORP | 820,000 | $824 | 0.0% | $1.00 | — | DBCV 0.625% 8/1 | 46612jaf8 |
| — | MONMOUTH REAL ESTATE INVT CO | 77,891 | $788 | 0.0% | $10.16 | — | CL A | 609720107 |
| — | BANK AMER CORP | 678 | $785 | 0.0% | $1140.79 | — | 7.25%CNV PFD L | 060505682 |
| — | SENSATA TECHNOLOGIES HLDG NV | 17,297 | $770 | 0.0% | $40.48 | — | SHS | N7902X106 |
| HCA | HCA HOLDINGS INC | 10,826 | $763 | 0.0% | $31.54 | +94.8% | COM | 40412C101 |
| — | WHOLE FOODS MKT INC | 20,000 | $762 | 0.0% | $38.10 | — | COM | 966837106 |
| — | SBA COMMUNICATIONS CORP | 6,807 | $755 | 0.0% | $74.54 | — | COM | 78388J106 |
| — | AVAGO TECHNOLOGIES LTD | 8,580 | $746 | 0.0% | $64.43 | — | SHS | Y0486S104 |
| — | CAPITAL SR LIVING CORP | 35,000 | $743 | 0.0% | $23.89 | — | COM | 140475104 |
| LGIH | LGI HOMES INC | 40,000 | $734 | 0.0% | $17.11 | +12.8% | COM | 50187T106 |
| — | MEAD JOHNSON NUTRITION CO | 7,485 | $720 | 0.0% | $96.19 | — | COM | 582839106 |
| — | EXELIXIS INC | 1,250,000 | $719 | 0.0% | $0.98 | — | NOTE 4.250% 8/1 | 30161qac8 |
| — | NORDSTROM INC | 10,420 | $712 | 0.0% | $60.88 | — | COM | 655664100 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,728 | $708 | 0.0% | $143.85 | -20.5% | COM | 459200101 |
| — | COBALT INTL ENERGY INC | 775,000 | $641 | 0.0% | $1.06 | — | NOTE 2.625%12/0 | 19075faa4 |
| IWO | ISHARES TR | 4,930 | $639 | 0.0% | $129.33 | — | RUS 2000 GRW ETF | 464287648 |
| MTUS | TIMKENSTEEL CORP | 13,700 | $637 | 0.0% | $45.14 | 0.0% | COM | 887399103 |
| — | MOVE INC | 30,000 | $629 | 0.0% | $15.16 | — | COM NEW | 62458M207 |
| — | J2 GLOBAL INC | 628,000 | $628 | 0.0% | $1.02 | — | NOTE 3.250% 6/1 | 48123vac6 |
| PRGO | PERRIGO CO PLC | 4,107 | $617 | 0.0% | $157.83 | -5.5% | SHS | G97822103 |
| NXST | NEXSTAR BROADCASTING GROUP I | 15,000 | $606 | 0.0% | $33.90 | +2.8% | CL A | 65336K103 |
| NXPI | NXP SEMICONDUCTORS N V | 8,795 | $602 | 0.0% | $47.65 | +24.0% | COM | N6596X109 |
| THC | TENET HEALTHCARE CORP | 10,000 | $594 | 0.0% | $55.80 | 0.0% | COM NEW | 88033G407 |
| GBX | GREENBRIER COS INC | 8,000 | $587 | 0.0% | $50.43 | 0.0% | COM | 393657101 |
| — | PAIN THERAPEUTICS INC | 150,000 | $586 | 0.0% | $4.22 | — | COM | 69562K100 |
| A | AGILENT TECHNOLOGIES INC | 10,237 | $583 | 0.0% | $30.43 | +22.3% | COM | 00846U101 |
| — | IAC INTERACTIVECORP | 8,750 | $577 | 0.0% | $65.94 | — | COM PAR $.001 | 44919P508 |
| — | STREAMLINE HEALTH SOLUTIONS | 122,500 | $567 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | HUNTINGTON BANCSHARES INC | 12,188 | $564 | 0.0% | $1244.55 | — | PFD CONV SER A | 446150401 |
| — | CAMERON INTERNATIONAL CORP | 8,438 | $560 | 0.0% | $61.69 | — | COM | 13342B105 |
| LPG | DORIAN LPG LTD | 30,000 | $535 | 0.0% | $20.50 | -0.8% | SHS USD | Y2106R110 |
| GILD | GILEAD SCIENCES INC | 4,980 | $530 | 0.0% | $68.03 | 0.0% | COM | 375558103 |
| — | L BRANDS INC | 7,567 | $507 | 0.0% | $49.26 | — | COM | 501797104 |
| LUV | SOUTHWEST AIRLS CO | 15,000 | $507 | 0.0% | $22.95 | +17.3% | COM | 844741108 |
| EA | ELECTRONIC ARTS INC | 14,200 | $506 | 0.0% | $14.52 | +143.9% | COM | 285512109 |
| DOV | DOVER CORP | 6,280 | $504 | 0.0% | $57.43 | 0.0% | COM | 260003108 |
| CTRA | CABOT OIL & GAS CORP | 15,301 | $500 | 0.0% | $25.93 | -6.6% | COM | 127097103 |
| — | TEXAS PAC LD TR | 2,500 | $481 | 0.0% | $192.40 | — | SUB CTF PROP I T | 882610108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,447 | $477 | 0.0% | $35.28 | -6.0% | COM | 45866F104 |
| HXL | HEXCEL CORP NEW | 12,000 | $476 | 0.0% | $39.43 | 0.0% | COM | 428291108 |
| — | ALEXION PHARMACEUTICALS INC | 2,851 | $473 | 0.0% | $93.61 | — | COM | 015351109 |
| LCUT | LIFETIME BRANDS INC | 30,000 | $459 | 0.0% | $10.54 | +27.8% | COM | 53222Q103 |
| — | TRUECAR INC | 25,000 | $449 | 0.0% | $17.96 | — | COM | 89785L107 |
| META | FACEBOOK INC | 5,680 | $449 | 0.0% | $72.85 | 0.0% | CL A | 30303M102 |
| NFLX | NETFLIX INC | 974 | $439 | 0.0% | $6.49 | 0.0% | COM | 64110L106 |
| LNT | ALLIANT ENERGY CORP | 7,900 | $438 | 0.0% | $17.37 | +15.6% | COM | 018802108 |
| — | HOLLYFRONTIER CORP | 10,000 | $437 | 0.0% | $43.70 | — | COM | 436106108 |
| TRIP | TRIPADVISOR INC | 4,770 | $436 | 0.0% | $88.04 | 0.0% | COM | 896945201 |
| — | WHITEWAVE FOODS CO | 12,000 | $436 | 0.0% | $36.33 | — | COM | 966244105 |
| — | GOOGLE INC | 739 | $435 | 0.0% | $737.73 | — | CL A | 38259P508 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,846 | $432 | 0.0% | $73.64 | +29.3% | COM | 92532F100 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $425 | 0.0% | $55.52 | -32.5% | COM | 209115104 |
| — | GTT COMMUNICATIONS INC | 35,000 | $417 | 0.0% | $10.69 | — | COM | 362393100 |
| — | WINDSTREAM HLDGS INC | 38,135 | $411 | 0.0% | $8.00 | — | COM | 97382A101 |
| EXP | EAGLE MATERIALS INC | 4,000 | $407 | 0.0% | $82.63 | +11.2% | COM | 26969P108 |
| — | LYDALL INC DEL | 15,000 | $405 | 0.0% | $22.85 | — | COM | 550819106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 350,000 | $390 | 0.0% | $1.11 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | TRIANGLE PETE CORP | 35,000 | $385 | 0.0% | $11.43 | — | COM NEW | 89600B201 |
| AFL | AFLAC INC | 6,600 | $384 | 0.0% | $52.76 | -56.0% | COM | 001055102 |
| — | HARTE-HANKS INC | 60,000 | $382 | 0.0% | $6.37 | — | COM | 416196103 |
| — | GOOGLE INC | 659 | $380 | 0.0% | $575.49 | — | CL C | 38259P706 |
| — | TARGA RESOURCES PARTNERS LP | 5,210 | $377 | 0.0% | $54.65 | — | COM UNIT | 87611X105 |
| — | RTI INTL METALS INC | 15,000 | $370 | 0.0% | $25.96 | — | COM | 74973W107 |
| — | CALLIDUS SOFTWARE INC | 30,000 | $361 | 0.0% | $11.95 | — | COM | 13123E500 |
| — | ACORDA THERAPEUTICS INC | 330,000 | $342 | 0.0% | $1.04 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | ALTERA CORP | 9,512 | $340 | 0.0% | $36.13 | — | COM | 021441100 |
| — | NAVIOS MARITIME PARTNERS L P | 19,000 | $339 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | ADEPT TECHNOLOGY INC | 40,000 | $336 | 0.0% | $19.00 | — | COM NEW | 006854202 |
| WFC | WELLS FARGO & CO NEW | 6,430 | $334 | 0.0% | $31.26 | +19.7% | COM | 949746101 |
| FSLR | FIRST SOLAR INC | 5,000 | $329 | 0.0% | $67.69 | 0.0% | COM | 336433107 |
| — | TOWERS WATSON & CO | 3,260 | $324 | 0.0% | $113.97 | — | CL A | 891894107 |
| MSFT | MICROSOFT CORP | 6,855 | $318 | 0.0% | $29.23 | +28.8% | COM | 594918104 |
| PSIX | POWER SOLUTIONS INTL INC | 4,000 | $276 | 0.0% | $48.66 | +39.1% | COM NEW | 73933G202 |
| SLB | SCHLUMBERGER LTD | 2,642 | $269 | 0.0% | $60.33 | +31.8% | COM | 806857108 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 7,000 | $266 | 0.0% | $34.29 | — | COM CL A | 848574109 |
| CENX | CENTURY ALUM CO | 10,000 | $260 | 0.0% | $14.18 | +55.4% | COM | 156431108 |
| — | HI-CRUSH PARTNERS LP | 5,000 | $258 | 0.0% | $37.97 | — | COM UNIT LTD | 428337109 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $240 | 0.0% | $3.38 | — | COM | Y62196103 |
| — | NOVARTIS A G | 2,546 | $240 | 0.0% | $90.34 | — | SPONSORED ADR | 66987v109 |
| MAS | MASCO CORP | 10,000 | $239 | 0.0% | $16.70 | -0.0% | COM | 574599106 |
| GATX | GATX CORP | 4,000 | $233 | 0.0% | $49.73 | -0.8% | COM | 361448103 |
| — | SPRINT CORP | 35,000 | $222 | 0.0% | $6.23 | — | COM SER 1 | 85207U105 |
| BAC | BANK AMER CORP | 10,300 | $176 | 0.0% | $11.60 | +8.3% | COM | 060505104 |
| — | HUTCHINSON TECHNOLOGY INC | 172,000 | $166 | 0.0% | $0.60 | — | NOTE 8.500% 1/1 | 448407ag1 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $152 | 0.0% | $11.07 | — | COM | 46146L101 |
| JBLU | JETBLUE AIRWAYS CORP | 11,750 | $125 | 0.0% | $11.42 | 0.0% | COM | 477143101 |
| — | CUBIST PHARMACEUTICALS INC | 10,000 | $23 | 0.0% | $2.50 | — | NOTE 2.500%11/0 | 229678ad9 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $18 | 0.0% | $0.63 | — | COM PAR $ .01 | 696077403 |