Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 13, 2014
Total Value: $3.95B (84.5% shares, 15.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 675,023 | $64.34M | 1.6% | $95.31 | — | — | CL A | 371559105 |
| — | JARDEN CORP | 704,389 | $42.34M | 1.1% | $60.11 | — | — | COM | 471109108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 846,620 | $41.06M | 1.0% | $48.50 | — | — | COM | 00404A109 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 911,617 | $40.01M | 1.0% | $43.89 | — | — | COM | 78467J100 |
| — | PROOFPOINT INC | 1,009,545 | $37.49M | 0.9% | $37.14 | — | — | COM | 743424103 |
| RJF | RAYMOND JAMES FINANCIAL INC | 673,457 | $36.08M | 0.9% | $53.58 | — | — | COM | 754730109 |
| SMTC | SEMTECH CORP | 1,262,775 | $34.28M | 0.9% | $27.15 | — | — | COM | 816850101 |
| — | CORNERSTONE ONDEMAND INC | 954,187 | $32.83M | 0.8% | $34.41 | — | — | COM | 21925Y103 |
| — | IMPERVA INC | 1,136,456 | $32.65M | 0.8% | $28.73 | — | — | COM | 45321L100 |
| — | HOMEAWAY INC | 829,960 | $29.46M | 0.7% | $35.50 | — | — | COM | 43739Q100 |
| CVLT | COMMVAULT SYSTEMS INC | 578,161 | $29.14M | 0.7% | $50.40 | — | — | COM | 204166102 |
| — | BARRETT BILL CORP | 1,294,365 | $28.53M | 0.7% | $22.04 | — | — | COM | 06846N104 |
| XPO | XPO LOGISTICS INC | 751,677 | $28.32M | 0.7% | $37.67 | — | — | COM | 983793100 |
| — | HCC INS HLDGS INC | 583,067 | $28.16M | 0.7% | $48.29 | — | — | COM | 404132102 |
| DXCM | DEXCOM INC | 675,593 | $27.02M | 0.7% | $39.99 | — | — | COM | 252131107 |
| ODFL | OLD DOMINION FGHT LINES INC | 380,727 | $26.89M | 0.7% | $70.64 | — | — | COM | 679580100 |
| WWD | WOODWARD INC | 563,150 | $26.82M | 0.7% | $47.62 | — | — | COM | 980745103 |
| — | SPECTRANETICS CORP | 987,505 | $26.24M | 0.7% | $26.57 | — | — | COM | 84760C107 |
| — | QLIK TECHNOLOGIES INC | 954,465 | $25.81M | 0.7% | $27.04 | — | — | COM | 74733T105 |
| ICLR | ICON PLC | 447,975 | $25.64M | 0.6% | $57.23 | — | — | SHS | G4705A100 |
| BLKB | BLACKBAUD INC | 645,905 | $25.38M | 0.6% | $39.29 | — | — | COM | 09227Q100 |
| LKQ | LKQ CORP | 952,399 | $25.32M | 0.6% | $26.59 | — | — | COM | 501889208 |
| SM | SM ENERGY CO | 322,617 | $25.16M | 0.6% | $78.00 | — | — | COM | 78454L100 |
| — | TEAM HEALTH HOLDINGS INC | 425,104 | $24.65M | 0.6% | $57.99 | — | — | COM | 87817A107 |
| MD | MEDNAX INC | 443,624 | $24.32M | 0.6% | $54.82 | — | — | COM | 58502B106 |
| ACAD | ACADIA PHARMACEUTICALS INC | 973,046 | $24.09M | 0.6% | $24.76 | — | — | COM | 004225108 |
| — | BERRY PLASTICS GROUP INC | 950,890 | $24M | 0.6% | $25.24 | — | — | COM | 08579W103 |
| — | HEALTH CARE REIT INC | 17,907 | $23.82M | 0.6% | $1329.98 | — | — | PFD PER CON I | 42217K601 |
| — | ENDOLOGIX INC | 2,200,411 | $23.32M | 0.6% | $10.60 | — | — | COM | 29266S106 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 507,448 | $23.16M | 0.6% | $45.65 | — | — | COM | 03820C105 |
| — | HMS HLDGS CORP | 1,220,081 | $23M | 0.6% | $18.85 | — | — | COM | 40425J101 |
| CNK | CINEMARK HOLDINGS INC | 670,173 | $22.81M | 0.6% | $34.04 | — | — | COM | 17243V102 |
| — | MAGELLAN HEALTH INC | 414,857 | $22.7M | 0.6% | $54.73 | — | — | COM NEW | 559079207 |
| — | NOVELLUS SYS INC | 10,349,000 | $22.64M | 0.6% | $2.19 | — | — | NOTE 2.625% 5/1 | 670008ad3 |
| AAPL | APPLE INC | 219,625 | $22.13M | 0.6% | $100.75 | — | — | COM | 037833100 |
| — | BIOMED REALTY TRUST INC | 1,079,055 | $21.8M | 0.6% | $20.20 | — | — | COM | 09063H107 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 513,640 | $21.6M | 0.5% | $42.06 | — | — | COM | 109194100 |
| BDC | BELDEN INC | 334,105 | $21.39M | 0.5% | $64.02 | — | — | COM | 077454106 |
| BCC | BOISE CASCADE CO DEL | 708,093 | $21.34M | 0.5% | $30.14 | — | — | COM | 09739D100 |
| PTC | PTC INC | 570,799 | $21.06M | 0.5% | $36.90 | — | — | COM | 69370C100 |
| — | CUBIST PHARMACEUTICALS INC | 304,385 | $20.19M | 0.5% | $66.34 | — | — | COM | 229678107 |
| — | TRIUMPH GROUP INC NEW | 307,632 | $20.01M | 0.5% | $65.05 | — | — | COM | 896818101 |
| — | WEST CORP | 672,713 | $19.82M | 0.5% | $29.46 | — | — | COM | 952355204 |
| — | MICROCHIP TECHNOLOGY INC | 10,662,000 | $19.79M | 0.5% | $1.86 | — | — | SDCV 2.125%12/1 | 595017ab0 |
| IDA | IDACORP INC | 365,559 | $19.6M | 0.5% | $53.61 | — | — | COM | 451107106 |
| — | CYRUSONE INC | 808,912 | $19.45M | 0.5% | $24.04 | — | — | COM | 23283R100 |
| CGNX | COGNEX CORP | 482,459 | $19.43M | 0.5% | $40.27 | — | — | COM | 192422103 |
| — | MICROSEMI CORP | 753,576 | $19.15M | 0.5% | $25.41 | — | — | COM | 595137100 |
| TDY | TELEDYNE TECHNOLOGIES INC | 201,931 | $18.98M | 0.5% | $94.01 | — | — | COM | 879360105 |
| — | ROSETTA RESOURCES INC | 421,262 | $18.77M | 0.5% | $44.56 | — | — | COM | 777779307 |
| — | ULTIMATE SOFTWARE GROUP INC | 132,004 | $18.68M | 0.5% | $141.51 | — | — | COM | 90385D107 |
| HEI/A | HEICO CORP NEW | 463,195 | $18.67M | 0.5% | $40.30 | — | — | CL A | 422806208 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 325,349 | $18.51M | 0.5% | $56.90 | — | — | COM | 75689M101 |
| — | MARKETO INC | 569,764 | $18.4M | 0.5% | $32.30 | — | — | COM | 57063L107 |
| PLCE | CHILDRENS PL INC | 381,940 | $18.2M | 0.5% | $47.66 | — | — | COM | 168905107 |
| PKG | PACKAGING CORP AMER | 278,477 | $17.77M | 0.4% | $63.82 | — | — | COM | 695156109 |
| — | LAZARD LTD | 345,758 | $17.53M | 0.4% | $50.70 | — | — | SHS A | G54050102 |
| HCSG | HEALTHCARE SVCS GRP INC | 612,210 | $17.52M | 0.4% | $28.61 | — | — | COM | 421906108 |
| CFR | CULLEN FROST BANKERS INC | 227,221 | $17.39M | 0.4% | $76.51 | — | — | COM | 229899109 |
| TXRH | TEXAS ROADHOUSE INC | 620,770 | $17.28M | 0.4% | $27.84 | — | — | COM | 882681109 |
| PB | PROSPERITY BANCSHARES INC | 301,400 | $17.23M | 0.4% | $57.17 | — | — | COM | 743606105 |
| EEFT | EURONET WORLDWIDE INC | 358,530 | $17.13M | 0.4% | $47.79 | — | — | COM | 298736109 |
| — | SOLERA HOLDINGS INC | 303,128 | $17.08M | 0.4% | $56.36 | — | — | COM | 83421A104 |
| — | TENNECO INC | 322,293 | $16.86M | 0.4% | $52.31 | — | — | COM | 880349105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 104,820 | $16.83M | 0.4% | $160.56 | — | — | SHS USD | G50871105 |
| APH | AMPHENOL CORP NEW | 168,047 | $16.78M | 0.4% | $99.86 | — | — | CL A | 032095101 |
| — | COHERENT INC | 269,986 | $16.57M | 0.4% | $61.37 | — | — | COM | 192479103 |
| — | SIRONA DENTAL SYSTEMS INC | 213,650 | $16.38M | 0.4% | $76.68 | — | — | COM | 82966C103 |
| GIII | G-III APPAREL GROUP LTD | 197,445 | $16.36M | 0.4% | $82.86 | — | — | COM | 36237H101 |
| PII | POLARIS INDS INC | 108,227 | $16.21M | 0.4% | $149.79 | — | — | COM | 731068102 |
| — | AXIALL CORP | 450,463 | $16.13M | 0.4% | $35.81 | — | — | COM | 05463D100 |
| — | WELLCARE HEALTH PLANS INC | 267,041 | $16.11M | 0.4% | $60.34 | — | — | COM | 94946T106 |
| — | POLYONE CORP | 452,144 | $16.09M | 0.4% | $35.58 | — | — | COM | 73179P106 |
| SYNA | SYNAPTICS INC | 217,906 | $15.95M | 0.4% | $73.20 | — | — | COM | 87157D109 |
| DECK | DECKERS OUTDOOR CORP | 160,590 | $15.61M | 0.4% | $97.18 | — | — | COM | 243537107 |
| MLI | MUELLER INDS INC | 543,999 | $15.53M | 0.4% | $28.54 | — | — | COM | 624756102 |
| — | MEDIVATION INC | 7,890,000 | $15.4M | 0.4% | $1.95 | — | — | NOTE 2.625% 4/0 | 58501naa9 |
| FUL | FULLER H B CO | 386,478 | $15.34M | 0.4% | $39.70 | — | — | COM | 359694106 |
| HURN | HURON CONSULTING GROUP INC | 249,969 | $15.24M | 0.4% | $60.97 | — | — | COM | 447462102 |
| BKE | BUCKLE INC | 335,433 | $15.22M | 0.4% | $45.39 | — | — | COM | 118440106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 290,280 | $15.2M | 0.4% | $52.35 | — | — | COM | 81725T100 |
| WLY | WILEY JOHN & SONS INC | 269,937 | $15.15M | 0.4% | $56.11 | — | — | CL A | 968223206 |
| — | MELLANOX TECHNOLOGIES LTD | 334,697 | $15.02M | 0.4% | $44.87 | — | — | SHS | M51363113 |
| POWI | POWER INTEGRATIONS INC | 272,740 | $14.7M | 0.4% | $53.91 | — | — | COM | 739276103 |
| — | AFFYMETRIX INC | 9,500,000 | $14.62M | 0.4% | $1.54 | — | — | NOTE 4.000% 7/0 | 00826tah1 |
| RNST | RENASANT CORP | 523,976 | $14.17M | 0.4% | $27.05 | — | — | COM | 75970E107 |
| — | SANDISK CORP | 7,278,000 | $14M | 0.4% | $1.92 | — | — | NOTE 1.500% 8/1 | 80004cad3 |
| BRKR | BRUKER CORP | 755,009 | $13.98M | 0.4% | $18.52 | — | — | COM | 116794108 |
| — | WYNDHAM WORLDWIDE CORP | 169,876 | $13.8M | 0.3% | $81.26 | — | — | COM | 98310W108 |
| — | MAGNUM HUNTER RES CORP DEL | 2,403,944 | $13.39M | 0.3% | $5.57 | — | — | COM | 55973B102 |
| GNRC | GENERAC HLDGS INC | 328,600 | $13.32M | 0.3% | $40.54 | — | — | COM | 368736104 |
| — | IBERIABANK CORP | 211,660 | $13.23M | 0.3% | $62.51 | — | — | COM | 450828108 |
| ACTG | ACACIA RESH CORP | 852,708 | $13.2M | 0.3% | $15.48 | — | — | ACACIA TCH COM | 003881307 |
| — | SOLARCITY CORP | 10,980,000 | $13.11M | 0.3% | $1.19 | — | — | NOTE 2.750%11/0 | 83416taa8 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 202,848 | $13.07M | 0.3% | $64.42 | — | — | COM | 043436104 |
| ALLT | ALLOT COMMUNICATIONS LTD | 1,141,269 | $13.03M | 0.3% | $11.42 | — | — | SHS | M0854Q105 |
| I 5.75 05/01/16 A | INTELSAT S A | 37,606 | $13.01M | 0.3% | $346.06 | — | — | MAN CONV JR PFD | L5140P119 |
| — | UNITED TECHNOLOGIES CORP | 10,700 | $12.9M | 0.3% | $1205.23 | — | — | UNIT 99/99/9999 | 913017117 |
| MOH | MOLINA HEALTHCARE INC | 302,748 | $12.81M | 0.3% | $42.30 | — | — | COM | 60855R100 |
| — | SVB FINL GROUP | 113,709 | $12.75M | 0.3% | $112.09 | — | — | COM | 78486Q101 |
| — | IPC THE HOSPITALIST CO INC | 283,666 | $12.71M | 0.3% | $44.79 | — | — | COM | 44984A105 |
| — | CYBERONICS INC | 247,387 | $12.66M | 0.3% | $51.16 | — | — | COM | 23251P102 |
| PWR | QUANTA SVCS INC | 346,906 | $12.59M | 0.3% | $36.29 | — | — | COM | 74762E102 |
| — | FIDELITY NATIONAL FINANCIAL | 7,679,000 | $12.44M | 0.3% | $1.62 | — | — | NOTE 4.250% 8/1 | 31620rae5 |
| MLKN | MILLER HERMAN INC | 415,827 | $12.41M | 0.3% | $29.85 | — | — | COM | 600544100 |
| — | BIO-REFERENCE LABS INC | 440,792 | $12.37M | 0.3% | $28.06 | — | — | COM $.01 NEW | 09057G602 |
| — | GILEAD SCIENCES INC | 2,630,000 | $12.29M | 0.3% | $4.67 | — | — | NOTE 1.625% 5/0 | 375558ap8 |
| — | SPANSION LLC | 7,000,000 | $12.28M | 0.3% | $1.75 | — | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | JIVE SOFTWARE INC | 2,068,973 | $12.06M | 0.3% | $5.83 | — | — | COM | 47760A108 |
| ACIW | ACI WORLDWIDE INC | 642,514 | $12.05M | 0.3% | $18.76 | — | — | COM | 004498101 |
| — | SPARTANNASH CO | 619,122 | $12.04M | 0.3% | $19.45 | — | — | COM | 847215100 |
| — | RYLAND GROUP INC | 9,723,000 | $11.99M | 0.3% | $1.23 | — | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | HANESBRANDS INC | 111,517 | $11.98M | 0.3% | $107.44 | — | — | COM | 410345102 |
| — | U S CONCRETE INC | 455,653 | $11.91M | 0.3% | $26.14 | — | — | COM NEW | 90333L201 |
| LFUS | LITTELFUSE INC | 139,123 | $11.85M | 0.3% | $85.18 | — | — | COM | 537008104 |
| — | EDUCATION RLTY TR INC | 1,144,712 | $11.77M | 0.3% | $10.28 | — | — | COM | 28140H104 |
| — | AUXILIUM PHARMACEUTICALS INC | 8,882,000 | $11.74M | 0.3% | $1.32 | — | — | NOTE 1.500% 7/1 | 05334daa5 |
| — | OMNICARE INC | 7,500,000 | $11.74M | 0.3% | $1.57 | — | — | NOTE 3.750% 4/0 | 681904ap3 |
| — | WAGEWORKS INC | 257,420 | $11.72M | 0.3% | $45.53 | — | — | COM | 930427109 |
| QLYS | QUALYS INC | 438,308 | $11.66M | 0.3% | $26.60 | — | — | COM | 74758T303 |
| — | ON ASSIGNMENT INC | 432,535 | $11.61M | 0.3% | $26.85 | — | — | COM | 682159108 |
| ACH | OWENS & MINOR INC NEW | 352,947 | $11.55M | 0.3% | $32.74 | — | — | COM | 690732102 |
| — | AIR METHODS CORP | 207,077 | $11.5M | 0.3% | $55.55 | — | — | COM PAR $.06 | 009128307 |
| — | UNITED STATES STL CORP NEW | 7,000,000 | $11.48M | 0.3% | $1.64 | — | — | NOTE 2.750% 4/0 | 912909ah1 |
| MPAA | MOTORCAR PTS AMER INC | 421,589 | $11.47M | 0.3% | $27.21 | — | — | COM | 620071100 |
| LECO | LINCOLN ELEC HLDGS INC | 165,721 | $11.46M | 0.3% | $69.13 | — | — | COM | 533900106 |
| JPM | JPMORGAN CHASE & CO | 189,886 | $11.44M | 0.3% | $60.24 | — | — | COM | 46625H100 |
| — | SUNPOWER CORP | 7,646,000 | $11.4M | 0.3% | $1.49 | — | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | TEREX CORP NEW | 5,730,000 | $11.37M | 0.3% | $1.98 | — | — | NOTE 4.000% 6/0 | 880779av5 |
| — | CUBIST PHARMACEUTICALS INC | 10,040,000 | $11.18M | 0.3% | $1.11 | — | — | NOTE 1.875% 9/0 | 229678ah0 |
| — | XPO LOGISTICS INC | 4,718,000 | $11.15M | 0.3% | $2.36 | — | — | NOTE 4.500%10/0 | 983793aa8 |
| WMB | WILLIAMS COS INC DEL | 200,680 | $11.11M | 0.3% | $55.35 | — | — | COM | 969457100 |
| — | ENVISION HEALTHCARE HLDGS IN | 319,332 | $11.07M | 0.3% | $34.68 | — | — | COM | 29413U103 |
| — | MOLINA HEALTHCARE INC | 11,000,000 | $11.01M | 0.3% | $1.00 | — | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | INSULET CORP | 10,224,000 | $10.9M | 0.3% | $1.07 | — | — | NOTE 2.000% 6/1 | 45784pad3 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,394,000 | $10.81M | 0.3% | $1.29 | — | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | OASIS PETE INC NEW | 258,032 | $10.79M | 0.3% | $41.81 | — | — | COM | 674215108 |
| OXY | OCCIDENTAL PETE CORP DEL | 112,116 | $10.78M | 0.3% | $96.15 | — | — | COM | 674599105 |
| OHI | OMEGA HEALTHCARE INVS INC | 312,795 | $10.69M | 0.3% | $34.19 | — | — | COM | 681936100 |
| MLM | MARTIN MARIETTA MATLS INC | 81,034 | $10.45M | 0.3% | $128.95 | — | — | COM | 573284106 |
| PZZA | PAPA JOHNS INTL INC | 260,256 | $10.41M | 0.3% | $39.99 | — | — | COM | 698813102 |
| DHR | DANAHER CORP DEL | 136,944 | $10.4M | 0.3% | $75.98 | — | — | COM | 235851102 |
| — | DEALERTRACK TECHNOLOGIES INC | 8,000,000 | $10.39M | 0.3% | $1.30 | — | — | NOTE 1.500% 3/1 | 242309ab8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 225,550 | $10.33M | 0.3% | $45.78 | — | — | COM | 87157B103 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 144,805 | $10.28M | 0.3% | $70.97 | — | — | CL A | 989207105 |
| XOM | EXXON MOBIL CORP | 108,223 | $10.18M | 0.3% | $94.05 | — | — | COM | 30231G102 |
| RPM | RPM INTL INC | 221,961 | $10.16M | 0.3% | $45.78 | — | — | COM | 749685103 |
| — | FXCM INC | 9,700,000 | $10.15M | 0.3% | $1.05 | — | — | NOTE 2.250% 6/1 | 302693ab2 |
| CMC | COMMERCIAL METALS CO | 592,665 | $10.12M | 0.3% | $17.07 | — | — | COM | 201723103 |
| — | SALESFORCE COM INC | 9,046,000 | $10.05M | 0.3% | $1.11 | — | — | NOTE 0.250% 4/0 | 79466lad6 |
| — | HARMAN INTL INDS INC | 102,441 | $10.04M | 0.3% | $98.04 | — | — | COM | 413086109 |
| GPI | GROUP 1 AUTOMOTIVE INC | 137,279 | $9.982M | 0.3% | $72.71 | — | — | COM | 398905109 |
| MIDD | MIDDLEBY CORP | 113,230 | $9.979M | 0.3% | $88.13 | — | — | COM | 596278101 |
| — | WELLPOINT INC | 6,000,000 | $9.945M | 0.3% | $1.66 | — | — | NOTE 2.750%10/1 | 94973vbg1 |
| JNJ | JOHNSON & JOHNSON | 93,129 | $9.927M | 0.3% | $106.59 | — | — | COM | 478160104 |
| — | RUDOLPH TECHNOLOGIES INC | 1,087,128 | $9.839M | 0.2% | $9.05 | — | — | COM | 781270103 |
| FULT | FULTON FINL CORP PA | 882,536 | $9.778M | 0.2% | $11.08 | — | — | COM | 360271100 |
| — | MEDIVATION INC | 98,878 | $9.776M | 0.2% | $98.87 | — | — | COM | 58501N101 |
| SBRA | SABRA HEALTH CARE REIT INC | 401,926 | $9.775M | 0.2% | $24.32 | — | — | COM | 78573L106 |
| JACK | JACK IN THE BOX INC | 142,666 | $9.728M | 0.2% | $68.19 | — | — | COM | 466367109 |
| WABC | WESTAMERICA BANCORPORATION | 207,977 | $9.675M | 0.2% | $46.52 | — | — | COM | 957090103 |
| — | POLYPORE INTL INC | 248,099 | $9.654M | 0.2% | $38.91 | — | — | COM | 73179V103 |
| — | CAVIUM INC | 194,053 | $9.65M | 0.2% | $49.73 | — | — | COM | 14964U108 |
| — | REXNORD CORP NEW | 338,937 | $9.643M | 0.2% | $28.45 | — | — | COM | 76169B102 |
| — | TUMI HLDGS INC | 473,683 | $9.639M | 0.2% | $20.35 | — | — | COM | 89969Q104 |
| CCK | CROWN HOLDINGS INC | 215,698 | $9.603M | 0.2% | $44.52 | — | — | COM | 228368106 |
| — | MANITOWOC INC | 403,470 | $9.461M | 0.2% | $23.45 | — | — | COM | 563571108 |
| — | TWENTY FIRST CENTY FOX INC | 275,349 | $9.442M | 0.2% | $34.29 | — | — | CL A | 90130A101 |
| CSL | CARLISLE COS INC | 117,316 | $9.43M | 0.2% | $80.38 | — | — | COM | 142339100 |
| — | EQUINIX INC | 3,656,000 | $9.429M | 0.2% | $2.58 | — | — | NOTE 4.750% 6/1 | 29444uah9 |
| — | GREENBRIER COS INC | 4,599,000 | $9.327M | 0.2% | $2.03 | — | — | NOTE 3.500% 4/0 | 393657ah4 |
| BKU | BANKUNITED INC | 304,591 | $9.287M | 0.2% | $30.49 | — | — | COM | 06652K103 |
| WAB | WABTEC CORP | 114,506 | $9.28M | 0.2% | $81.04 | — | — | COM | 929740108 |
| — | AETNA INC NEW | 114,327 | $9.26M | 0.2% | $81.00 | — | — | COM | 00817Y108 |
| EVR | EVERCORE PARTNERS INC | 194,621 | $9.147M | 0.2% | $47.00 | — | — | CLASS A | 29977A105 |
| VRA | VERA BRADLEY INC | 440,518 | $9.11M | 0.2% | $20.68 | — | — | COM | 92335C106 |
| OIS | OIL STS INTL INC | 146,178 | $9.048M | 0.2% | $61.90 | — | — | COM | 678026105 |
| — | MICRON TECHNOLOGY INC | 6,800,000 | $8.931M | 0.2% | $1.31 | — | — | NOTE 3.000%11/1 | 595112ay9 |
| — | MEDICINES CO | 8,351,000 | $8.915M | 0.2% | $1.07 | — | — | DBCV 1.375% 6/0 | 584688ac9 |
| — | GREATBATCH INC | 208,131 | $8.868M | 0.2% | $42.61 | — | — | COM | 39153L106 |
| GCO | GENESCO INC | 117,900 | $8.813M | 0.2% | $74.75 | — | — | COM | 371532102 |
| — | INTERXION HOLDING N.V | 317,051 | $8.779M | 0.2% | $27.69 | — | — | SHS | N47279109 |
| — | NIC INC | 501,500 | $8.636M | 0.2% | $17.22 | — | — | COM | 62914B100 |
| — | WASTE CONNECTIONS INC | 177,924 | $8.633M | 0.2% | $48.52 | — | — | COM | 941053100 |
| NMFC | NEW MTN FIN CORP | 586,883 | $8.621M | 0.2% | $14.69 | — | — | COM | 647551100 |
| MO | ALTRIA GROUP INC | 186,860 | $8.584M | 0.2% | $45.94 | — | — | COM | 02209S103 |
| PM | PHILIP MORRIS INTL INC | 102,903 | $8.582M | 0.2% | $83.40 | — | — | COM | 718172109 |
| DVN | DEVON ENERGY CORP NEW | 124,032 | $8.457M | 0.2% | $68.18 | — | — | COM | 25179M103 |
| — | REALPAGE INC | 545,516 | $8.455M | 0.2% | $15.50 | — | — | COM | 75606N109 |
| SWKS | SKYWORKS SOLUTIONS INC | 145,395 | $8.44M | 0.2% | $58.05 | — | — | COM | 83088M102 |
| — | COLFAX CORP | 147,248 | $8.389M | 0.2% | $56.97 | — | — | COM | 194014106 |
| — | ENERSYS | 5,657,000 | $8.373M | 0.2% | $1.48 | — | — | NOTE 3.375% 6/0 | 29275yaa0 |
| ZUMZ | ZUMIEZ INC | 294,873 | $8.286M | 0.2% | $28.10 | — | — | COM | 989817101 |
| — | HANGER INC | 403,633 | $8.283M | 0.2% | $20.52 | — | — | COM NEW | 41043F208 |
| — | FINANCIAL ENGINES INC | 241,776 | $8.272M | 0.2% | $34.21 | — | — | COM | 317485100 |
| — | TTM TECHNOLOGIES INC | 8,478,000 | $8.266M | 0.2% | $0.97 | — | — | NOTE 1.750%12/1 | 87305rad1 |
| — | BANK OF THE OZARKS INC | 259,473 | $8.179M | 0.2% | $31.52 | — | — | COM | 063904106 |
| — | SANCHEZ ENERGY CORP | 307,569 | $8.077M | 0.2% | $26.26 | — | — | COM | 79970Y105 |
| — | SUNESIS PHARMACEUTICALS INC | 1,130,661 | $8.073M | 0.2% | $7.14 | — | — | COM NEW | 867328601 |
| CDNS | CADENCE DESIGN SYSTEM INC | 467,155 | $8.04M | 0.2% | $17.21 | — | — | COM | 127387108 |
| — | STANLEY BLACK & DECKER INC | 159,367 | $8.031M | 0.2% | $50.39 | — | — | UNIT 99/99/9999 | 854502804 |
| VZ | VERIZON COMMUNICATIONS INC | 159,248 | $7.961M | 0.2% | $49.99 | — | — | COM | 92343V104 |
| QCOM | QUALCOMM INC | 106,379 | $7.954M | 0.2% | $74.77 | — | — | COM | 747525103 |
| ATRC | ATRICURE INC | 537,745 | $7.916M | 0.2% | $14.72 | — | — | COM | 04963C209 |
| RGP | RESOURCES CONNECTION INC | 566,381 | $7.895M | 0.2% | $13.94 | — | — | COM | 76122Q105 |
| VOD | VODAFONE GROUP PLC NEW | 238,395 | $7.841M | 0.2% | $32.89 | — | — | SPNSR ADR NO PAR | 92857W308 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 75,943 | $7.837M | 0.2% | $103.20 | — | — | COM | 22410J106 |
| — | COLONY FINL INC | 7,388,000 | $7.693M | 0.2% | $1.04 | — | — | NOTE 5.000% 4/1 | 19624raa4 |
| — | CORELOGIC INC | 283,964 | $7.687M | 0.2% | $27.07 | — | — | COM | 21871D103 |
| PODD | INSULET CORP | 207,090 | $7.631M | 0.2% | $36.85 | — | — | COM | 45784P101 |
| — | MOBILEYE N V AMSTELVEEN | 141,918 | $7.605M | 0.2% | $53.59 | — | — | ORD SHS | N51488117 |
| — | WELLS FARGO & CO NEW | 140,241 | $7.577M | 0.2% | $54.03 | — | — | PERP PFD CNV A | 949746804 |
| — | CONTINENTAL AIRLS INC | 3,039,000 | $7.546M | 0.2% | $2.48 | — | — | NOTE 4.500% 1/1 | 210795pu8 |
| — | SEACOR HOLDINGS INC | 7,000,000 | $7.543M | 0.2% | $1.08 | — | — | NOTE 2.500%12/1 | 811904am3 |
| — | KRISPY KREME DOUGHNUTS INC | 439,282 | $7.538M | 0.2% | $17.16 | — | — | COM | 501014104 |
| — | ENCORE CAP GROUP INC | 6,510,000 | $7.389M | 0.2% | $1.14 | — | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | RITCHIE BROS AUCTIONEERS | 328,382 | $7.352M | 0.2% | $22.39 | — | — | COM | 767744105 |
| — | DRIL-QUIP INC | 82,010 | $7.332M | 0.2% | $89.40 | — | — | COM | 262037104 |
| CBOE | CBOE HLDGS INC | 136,518 | $7.307M | 0.2% | $53.52 | — | — | COM | 12503M108 |
| — | ALERE INC | 22,128 | $7.255M | 0.2% | $327.87 | — | — | PERP PFD CONV SE | 01449J204 |
| — | DISCOVER FINL SVCS | 111,898 | $7.205M | 0.2% | $64.39 | — | — | COM | 254709108 |
| — | CEMEX SAB DE CV | 5,100,000 | $7.201M | 0.2% | $1.41 | — | — | NOTE 3.250% 3/1 | 151290bb8 |
| — | PRICELINE GRP INC | 5,345,000 | $7.197M | 0.2% | $1.35 | — | — | DEBT 1.000% 3/1 | 741503aq9 |
| — | H & E EQUIPMENT SERVICES INC | 178,123 | $7.175M | 0.2% | $40.28 | — | — | COM | 404030108 |
| — | CHART INDS INC | 6,164,000 | $7.15M | 0.2% | $1.16 | — | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | CORESITE RLTY CORP | 215,642 | $7.088M | 0.2% | $32.87 | — | — | COM | 21870Q105 |
| — | WADDELL & REED FINL INC | 136,011 | $7.03M | 0.2% | $51.69 | — | — | CL A | 930059100 |
| KWR | QUAKER CHEM CORP | 97,361 | $6.98M | 0.2% | $71.69 | — | — | COM | 747316107 |
| PFE | PFIZER INC | 234,379 | $6.931M | 0.2% | $29.57 | — | — | COM | 717081103 |
| BWA | BORGWARNER INC | 131,735 | $6.931M | 0.2% | $52.61 | — | — | COM | 099724106 |
| — | SCRIPPS NETWORKS INTERACT IN | 88,620 | $6.92M | 0.2% | $78.09 | — | — | CL A COM | 811065101 |
| MDLZ | MONDELEZ INTL INC | 199,218 | $6.826M | 0.2% | $34.26 | — | — | CL A | 609207105 |
| — | LUXFER HLDGS PLC | 392,777 | $6.779M | 0.2% | $17.26 | — | — | SPONSORED ADR | 550678106 |
| — | KRAFT FOODS GROUP INC | 119,064 | $6.715M | 0.2% | $56.40 | — | — | COM | 50076Q106 |
| — | CROWN CASTLE INTL CORP | 63,964 | $6.7M | 0.2% | $104.75 | — | — | CNV PFD STK SR A | 228227500 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $6.688M | 0.2% | $1.34 | — | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | NETSUITE INC | 74,538 | $6.674M | 0.2% | $89.54 | — | — | COM | 64118Q107 |
| — | COBALT INTL ENERGY INC | 7,328,000 | $6.614M | 0.2% | $0.90 | — | — | NOTE 3.125% 5/1 | 19075fab2 |
| ZTS | ZOETIS INC | 178,757 | $6.605M | 0.2% | $36.95 | — | — | CL A | 98978V103 |
| — | THERAVANCE INC | 6,944,000 | $6.554M | 0.2% | $0.94 | — | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | BPZ RESOURCES INC | 6,570,000 | $6.529M | 0.2% | $0.99 | — | — | NOTE 8.500%10/0 | 055639ac2 |
| WSM | WILLIAMS SONOMA INC | 97,903 | $6.517M | 0.2% | $66.57 | — | — | COM | 969904101 |
| — | PIONEER ENERGY SVCS CORP | 463,992 | $6.505M | 0.2% | $14.02 | — | — | COM | 723664108 |
| SJT | SAN JUAN BASIN RTY TR | 340,797 | $6.475M | 0.2% | $19.00 | — | — | UNIT BEN INT | 798241105 |
| — | HORSEHEAD HLDG CORP | 5,000,000 | $6.415M | 0.2% | $1.28 | — | — | NOTE 3.800% 7/0 | 440694ab3 |
| — | STILLWATER MNG CO | 5,000,000 | $6.413M | 0.2% | $1.28 | — | — | NOTE 1.750%10/1 | 86074qal6 |
| FANG | DIAMONDBACK ENERGY INC | 84,444 | $6.315M | 0.2% | $74.78 | — | — | COM | 25278X109 |
| — | KKR & CO L P DEL | 282,121 | $6.291M | 0.2% | $22.30 | — | — | COM UNITS | 48248M102 |
| URBN | URBAN OUTFITTERS INC | 170,140 | $6.244M | 0.2% | $36.70 | — | — | COM | 917047102 |
| — | WORKDAY INC | 5,000,000 | $6.212M | 0.2% | $1.24 | — | — | NOTE 1.500% 7/1 | 98138had3 |
| ESE | ESCO TECHNOLOGIES INC | 176,227 | $6.129M | 0.2% | $34.78 | — | — | COM | 296315104 |
| UNP | UNION PAC CORP | 55,730 | $6.042M | 0.2% | $108.42 | — | — | COM | 907818108 |
| CEVA | CEVA INC | 448,938 | $6.034M | 0.2% | $13.44 | — | — | COM | 157210105 |
| — | INTERVAL LEISURE GROUP INC | 316,403 | $6.027M | 0.2% | $19.05 | — | — | COM | 46113M108 |
| — | ADTRAN INC | 292,801 | $6.011M | 0.2% | $20.53 | — | — | COM | 00738A106 |
| PAA | PLAINS ALL AMERN PIPELINE L | 101,712 | $5.987M | 0.2% | $58.86 | — | — | UNIT LTD PARTN | 726503105 |
| NOW | SERVICENOW INC | 101,461 | $5.964M | 0.2% | $58.78 | — | — | COM | 81762P102 |
| — | ON SEMICONDUCTOR CORP | 5,261,000 | $5.926M | 0.2% | $1.13 | — | — | NOTE 2.625%12/1 | 682189ah8 |
| — | GLOBAL CASH ACCESS HLDGS INC | 872,263 | $5.888M | 0.1% | $6.75 | — | — | COM | 378967103 |
| — | SALIX PHARMACEUTICALS INC | 2,432,000 | $5.877M | 0.1% | $2.42 | — | — | NOTE 1.500% 3/1 | 795435ae6 |
| — | ALLETE INC | 131,288 | $5.828M | 0.1% | $44.39 | — | — | COM NEW | 018522300 |
| — | WALTER INVT MGMT CORP | 6,925,000 | $5.8M | 0.1% | $0.84 | — | — | NOTE 4.500%11/0 | 93317waa0 |
| — | CUBIST PHARMACEUTICALS INC | 5,300,000 | $5.747M | 0.1% | $1.08 | — | — | NOTE 1.125% 9/0 | 229678af4 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 323,922 | $5.672M | 0.1% | $17.51 | — | — | SH BEN INT | 20451Q104 |
| — | LINKEDIN CORP | 26,945 | $5.599M | 0.1% | $207.79 | — | — | COM CL A | 53578A108 |
| — | GENESEE & WYO INC | 44,900 | $5.57M | 0.1% | $124.05 | — | — | UNIT 10/01/2015 | 371559204 |
| ALKS | ALKERMES PLC | 129,574 | $5.555M | 0.1% | $42.87 | — | — | SHS | G01767105 |
| — | ALCOA INC | 110,922 | $5.536M | 0.1% | $49.91 | — | — | DEP SHS 1/10TH | 013817309 |
| DEO | DIAGEO P L C | 47,925 | $5.531M | 0.1% | $115.41 | — | — | SPON ADR NEW | 25243Q205 |
| — | LIBERTY INTERACTIVE LLC | 4,144,000 | $5.524M | 0.1% | $1.33 | — | — | DEB 0.750% 3/3 | 530610ac8 |
| — | LUXOTTICA GROUP S P A | 105,200 | $5.479M | 0.1% | $52.08 | — | — | SPONSORED ADR | 55068R202 |
| — | TESLA MTRS INC | 5,750,000 | $5.477M | 0.1% | $0.95 | — | — | NOTE 1.250% 3/0 | 88160rac5 |
| RLI | RLI CORP | 126,373 | $5.471M | 0.1% | $43.29 | — | — | COM | 749607107 |
| — | MICRON TECHNOLOGY INC | 1,526,000 | $5.457M | 0.1% | $3.58 | — | — | NOTE 2.375% 5/0 | 595112aw3 |
| NVO | NOVO-NORDISK A S | 113,400 | $5.4M | 0.1% | $47.62 | — | — | ADR | 670100205 |
| — | GENERAL CABLE CORP DEL NEW | 7,685,000 | $5.337M | 0.1% | $0.69 | — | — | FRNT 4.500%11/1 | 369300al2 |
| EPD | ENTERPRISE PRODS PARTNERS L | 132,200 | $5.328M | 0.1% | $40.30 | — | — | COM | 293792107 |
| — | OMNICARE INC | 4,703,000 | $5.17M | 0.1% | $1.10 | — | — | NOTE 3.500% 2/1 | 681904aq1 |
| — | GT ADVANCED TECHNOLOGIES INC | 4,500,000 | $5.169M | 0.1% | $1.15 | — | — | NOTE 3.000%12/1 | 36191uab2 |
| — | XILINX INC | 3,457,000 | $5.142M | 0.1% | $1.49 | — | — | NOTE 2.625% 6/1 | 983919af8 |
| — | HEARTWARE INTL INC | 4,718,000 | $5.131M | 0.1% | $1.09 | — | — | NOTE 3.500%12/1 | 422368aa8 |
| — | PDL BIOPHARMA INC | 4,000,000 | $5.091M | 0.1% | $1.27 | — | — | NOTE 3.750% 5/0 | 69329yac8 |
| — | K12 INC | 309,351 | $4.937M | 0.1% | $15.96 | — | — | COM | 48273U102 |
| — | MEADOWBROOK INS GROUP INC | 4,991,000 | $4.815M | 0.1% | $0.96 | — | — | DBCV 5.000% 3/1 | 58319pac2 |
| — | TYSON FOODS INC | 81,005 | $4.776M | 0.1% | $58.96 | — | — | UNIT 99/99/9999 | 902494301 |
| — | KEYCORP NEW | 100,848 | $4.463M | 0.1% | $44.25 | — | — | PFD 7.75% SR A | 493267405 |
| — | MGM RESORTS INTERNATIONAL | 3,489,000 | $4.418M | 0.1% | $1.27 | — | — | NOTE 4.250% 4/1 | 55303qae0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 4,346,000 | $4.405M | 0.1% | $1.01 | — | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | CITRIX SYS INC | 61,752 | $4.405M | 0.1% | $71.33 | — | — | COM | 177376100 |
| CNC | CENTENE CORP DEL | 53,098 | $4.392M | 0.1% | $82.71 | — | — | COM | 15135B101 |
| — | GREENHILL & CO INC | 92,875 | $4.318M | 0.1% | $46.49 | — | — | COM | 395259104 |
| — | JARDEN CORP | 3,118,000 | $4.278M | 0.1% | $1.37 | — | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,176,000 | $4.224M | 0.1% | $1.33 | — | — | NOTE 1.750%12/0 | 874054ac3 |
| — | CYBERARK SOFTWARE LTD | 130,434 | $4.175M | 0.1% | $32.01 | — | — | SHS | M2682V108 |
| NEE | NEXTERA ENERGY INC | 44,425 | $4.171M | 0.1% | $93.89 | — | — | COM | 65339F101 |
| — | RENEWABLE ENERGY GROUP INC | 3,906,000 | $4.033M | 0.1% | $1.03 | — | — | MTNF 2.750% 6/1 | 75972aaa1 |
| — | IRIDIUM COMMUNICATIONS INC | 67,213 | $3.999M | 0.1% | $59.50 | — | — | PERP PFD CNV B | 46269C409 |
| FNV | FRANCO NEVADA CORP | 81,588 | $3.988M | 0.1% | $48.88 | — | — | COM | 351858105 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 19 | $3.931M | 0.1% | $206894.74 | — | — | CL A | 084670108 |
| — | BROOKDALE SR LIVING INC | 3,043,000 | $3.925M | 0.1% | $1.29 | — | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | ALCOA INC | 241,715 | $3.889M | 0.1% | $16.09 | — | — | COM | 013817101 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 67,507 | $3.881M | 0.1% | $57.49 | — | — | COM | 205306103 |
| — | CEMEX SAB DE CV | 2,500,000 | $3.688M | 0.1% | $1.48 | — | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | SOTHEBYS | 100,729 | $3.598M | 0.1% | $35.72 | — | — | COM | 835898107 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 25,717 | $3.553M | 0.1% | $138.16 | — | — | CL B NEW | 084670702 |
| — | CHESAPEAKE ENERGY CORP | 3,500,000 | $3.548M | 0.1% | $1.01 | — | — | NOTE 2.500% 5/1 | 165167bz9 |
| — | ILLUMINA INC | 1,781,000 | $3.545M | 0.1% | $1.99 | — | — | NOTE 0.250% 3/1 | 452327ad1 |
| — | VOLCANO CORPORATION | 4,000,000 | $3.478M | 0.1% | $0.87 | — | — | NOTE 1.750%12/0 | 928645ab6 |
| — | EPR PPTYS | 109,400 | $3.296M | 0.1% | $30.13 | — | — | CONV PFD 9% SR E | 26884U307 |
| BA | BOEING CO | 25,840 | $3.291M | 0.1% | $127.36 | — | — | COM | 097023105 |
| — | MERITOR INC | 2,220,000 | $3.288M | 0.1% | $1.48 | — | — | NOTE 7.875% 3/0 | 59001kac4 |
| — | FORD MTR CO DEL | 1,913,000 | $3.287M | 0.1% | $1.72 | — | — | NOTE 4.250%11/1 | 345370cn8 |
| — | DR PEPPER SNAPPLE GROUP INC | 49,761 | $3.2M | 0.1% | $64.31 | — | — | COM | 26138E109 |
| — | ISIS PHARMACEUTICALS INC DEL | 1,300,000 | $3.153M | 0.1% | $2.43 | — | — | NOTE 2.750%10/0 | 464337ag9 |
| — | AQUA AMERICA INC | 133,825 | $3.149M | 0.1% | $23.53 | — | — | COM | 03836W103 |
| HON | HONEYWELL INTL INC | 33,740 | $3.142M | 0.1% | $93.12 | — | — | COM | 438516106 |
| — | TIFFANY & CO NEW | 31,785 | $3.061M | 0.1% | $96.30 | — | — | COM | 886547108 |
| MCD | MCDONALDS CORP | 31,871 | $3.022M | 0.1% | $94.82 | — | — | COM | 580135101 |
| CWST | CASELLA WASTE SYS INC | 777,292 | $2.993M | 0.1% | $3.85 | — | — | CL A | 147448104 |
| NAVI | NAVIENT CORP | 153,400 | $2.717M | 0.1% | $17.71 | — | — | COM | 63938C108 |
| PG | PROCTER & GAMBLE CO | 31,400 | $2.629M | 0.1% | $83.73 | — | — | COM | 742718109 |
| ARCC | ARES CAP CORP | 152,700 | $2.468M | 0.1% | $16.16 | — | — | COM | 04010L103 |
| — | TIME WARNER INC | 32,000 | $2.407M | 0.1% | $75.22 | — | — | COM NEW | 887317303 |
| — | HAWAIIAN HOLDINGS INC | 1,322,000 | $2.347M | 0.1% | $1.78 | — | — | NOTE 5.000% 3/1 | 419879ad3 |
| — | TESLA MTRS INC | 2,450,000 | $2.331M | 0.1% | $0.95 | — | — | NOTE 0.250% 3/0 | 88160rab7 |
| — | PHYSICIANS RLTY TR | 168,925 | $2.318M | 0.1% | $13.72 | — | — | COM | 71943U104 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,075,000 | $2.286M | 0.1% | $1.10 | — | — | NOTE 1.500%10/1 | 09061gaf8 |
| NUS | NU SKIN ENTERPRISES INC | 49,639 | $2.235M | 0.1% | $45.03 | — | — | CL A | 67018T105 |
| CVX | CHEVRON CORP NEW | 18,671 | $2.228M | 0.1% | $119.33 | — | — | COM | 166764100 |
| BKD | BROOKDALE SR LIVING INC | 68,800 | $2.217M | 0.1% | $32.22 | — | — | COM | 112463104 |
| — | CADENCE DESIGN SYSTEM INC | 969,000 | $2.216M | 0.1% | $2.29 | — | — | NOTE 2.625% 6/0 | 127387aj7 |
| CL | COLGATE PALMOLIVE CO | 33,975 | $2.216M | 0.1% | $65.22 | — | — | COM | 194162103 |
| — | AMERIGAS PARTNERS L P | 48,020 | $2.191M | 0.1% | $45.63 | — | — | UNIT L P INT | 030975106 |
| HSIC | SCHEIN HENRY INC | 18,615 | $2.168M | 0.1% | $116.47 | — | — | COM | 806407102 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,032,000 | $2.157M | 0.1% | $1.06 | — | — | NOTE 0.750%10/1 | 09061gae1 |
| — | HEALTH CARE REIT INC | 33,490 | $2.089M | 0.1% | $62.38 | — | — | COM | 42217K106 |
| — | SEADRILL LIMITED | 77,100 | $2.063M | 0.1% | $26.76 | — | — | SHS | G7945E105 |
| HLF | HERBALIFE LTD | 46,150 | $2.019M | 0.1% | $43.75 | — | — | COM USD SHS | G4412G101 |
| F | FORD MTR CO DEL | 136,400 | $2.017M | 0.1% | $14.79 | — | — | COM PAR $0.01 | 345370860 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,283,000 | $1.995M | 0.1% | $1.55 | — | — | NOTE 4.500% 7/1 | 590328aa8 |
| SRPT | SAREPTA THERAPEUTICS INC | 94,503 | $1.994M | 0.1% | $21.10 | — | — | COM | 803607100 |
| — | CORNERSTONE ONDEMAND INC | 1,989,000 | $1.989M | 0.1% | $1.00 | — | — | NOTE 1.500% 7/0 | 21925yab9 |
| INTC | INTEL CORP | 56,100 | $1.953M | 0.0% | $34.81 | — | — | COM | 458140100 |
| PPL | PPL CORP | 59,140 | $1.942M | 0.0% | $32.84 | — | — | COM | 69351T106 |
| — | SERVICESOURCE INTL LLC | 2,566,000 | $1.941M | 0.0% | $0.76 | — | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | EQUINIX INC | 984,000 | $1.896M | 0.0% | $1.93 | — | — | NOTE 3.000%10/1 | 29444uag1 |
| SLM | SLM CORP | 220,450 | $1.887M | 0.0% | $8.56 | — | — | COM | 78442P106 |
| — | TESLA MTRS INC | 823,000 | $1.661M | 0.0% | $2.02 | — | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | FOREST CITY ENTERPRISES INC | 1,486,000 | $1.637M | 0.0% | $1.10 | — | — | NOTE 4.250% 8/1 | 345550ap2 |
| — | SODASTREAM INTERNATIONAL LTD | 54,200 | $1.598M | 0.0% | $29.48 | — | — | USD SHS | M9068E105 |
| HIG | HARTFORD FINL SVCS GROUP INC | 42,107 | $1.568M | 0.0% | $37.24 | — | — | COM | 416515104 |
| ROP | ROPER INDS INC NEW | 10,642 | $1.557M | 0.0% | $146.31 | — | — | COM | 776696106 |
| T | AT&T INC | 42,961 | $1.514M | 0.0% | $35.24 | — | — | COM | 00206R102 |
| — | ELECTRONIC ARTS INC | 1,220,000 | $1.505M | 0.0% | $1.23 | — | — | NOTE 0.750% 7/1 | 285512aa7 |
| — | MYLAN INC | 424,000 | $1.45M | 0.0% | $3.42 | — | — | NOTE 3.750% 9/1 | 628530aj6 |
| — | ISTAR FINL INC | 1,130,000 | $1.428M | 0.0% | $1.26 | — | — | NOTE 3.000%11/1 | 45031ubr1 |
| FCX | FREEPORT-MCMORAN INC | 42,423 | $1.385M | 0.0% | $32.65 | — | — | CL B | 35671D857 |
| — | MOLINA HEALTHCARE INC | 1,175,000 | $1.383M | 0.0% | $1.18 | — | — | NOTE 1.125% 1/1 | 60855rac4 |
| NNN | NATIONAL RETAIL PPTYS INC | 39,900 | $1.379M | 0.0% | $34.56 | — | — | COM | 637417106 |
| PRIM | PRIMORIS SVCS CORP | 50,000 | $1.342M | 0.0% | $26.84 | — | — | COM | 74164F103 |
| COP | CONOCOPHILLIPS | 17,250 | $1.32M | 0.0% | $76.52 | — | — | COM | 20825C104 |
| — | TELEFLEX INC | 750,000 | $1.301M | 0.0% | $1.73 | — | — | NOTE 3.875% 8/0 | 879369aa4 |
| THRM | GENTHERM INC | 30,000 | $1.267M | 0.0% | $42.23 | — | — | COM | 37253A103 |
| TXN | TEXAS INSTRS INC | 26,300 | $1.254M | 0.0% | $47.68 | — | — | COM | 882508104 |
| — | TASER INTL INC | 80,000 | $1.235M | 0.0% | $15.44 | — | — | COM | 87651B104 |
| LOPE | GRAND CANYON ED INC | 30,000 | $1.223M | 0.0% | $40.77 | — | — | COM | 38526M106 |
| PPG | PPG INDS INC | 5,991 | $1.179M | 0.0% | $196.80 | — | — | COM | 693506107 |
| KEX | KIRBY CORP | 10,000 | $1.178M | 0.0% | $117.80 | — | — | COM | 497266106 |
| TKR | TIMKEN CO | 27,400 | $1.161M | 0.0% | $42.37 | — | — | COM | 887389104 |
| FARM | FARMER BROS CO | 40,000 | $1.158M | 0.0% | $28.95 | — | — | COM | 307675108 |
| — | GENERAL ELECTRIC CO | 44,424 | $1.138M | 0.0% | $25.62 | — | — | COM | 369604103 |
| AL | AIR LEASE CORP | 35,000 | $1.137M | 0.0% | $32.49 | — | — | CL A | 00912X302 |
| — | VERINT SYS INC | 1,003,000 | $1.094M | 0.0% | $1.09 | — | — | NOTE 1.500% 6/0 | 92343xaa8 |
| AMG | AFFILIATED MANAGERS GROUP | 5,170 | $1.036M | 0.0% | $200.39 | — | — | COM | 008252108 |
| — | PIONEER NAT RES CO | 5,093 | $1.003M | 0.0% | $196.94 | — | — | COM | 723787107 |
| — | UNITED TECHNOLOGIES CORP | 9,374 | $990K | 0.0% | $105.61 | — | — | COM | 913017109 |
| NTRS | NORTHERN TR CORP | 14,000 | $952K | 0.0% | $68.00 | — | — | COM | 665859104 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $951K | 0.0% | $24.46 | — | — | COM | 15189T107 |
| — | AMERICAN EQTY INVT LIFE HLD | 41,277 | $944K | 0.0% | $22.87 | — | — | COM | 025676206 |
| — | APACHE CORP | 9,883 | $928K | 0.0% | $93.90 | — | — | COM | 037411105 |
| — | CST BRANDS INC | 25,000 | $899K | 0.0% | $35.96 | — | — | COM | 12646R105 |
| AME | AMETEK INC NEW | 17,750 | $891K | 0.0% | $50.20 | — | — | COM | 031100100 |
| V | VISA INC | 4,017 | $857K | 0.0% | $213.34 | — | — | COM CL A | 92826C839 |
| — | SPECTRANETICS CORP | 754,000 | $850K | 0.0% | $1.13 | — | — | MTNF 2.625% 6/0 | 84760caa5 |
| FAST | FASTENAL CO | 18,942 | $850K | 0.0% | $44.87 | — | — | COM | 311900104 |
| — | INFINERA CORPORATION | 750,000 | $841K | 0.0% | $1.12 | — | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | DU PONT E I DE NEMOURS & CO | 11,700 | $840K | 0.0% | $71.79 | — | — | COM | 263534109 |
| TSCO | TRACTOR SUPPLY CO | 13,617 | $838K | 0.0% | $61.54 | — | — | COM | 892356106 |
| CIEN | CIENA CORP | 50,000 | $836K | 0.0% | $16.72 | — | — | COM NEW | 171779309 |
| — | JDS UNIPHASE CORP | 820,000 | $824K | 0.0% | $1.00 | — | — | DBCV 0.625% 8/1 | 46612jaf8 |
| — | MONMOUTH REAL ESTATE INVT CO | 77,891 | $788K | 0.0% | $10.12 | — | — | CL A | 609720107 |
| — | BANK AMER CORP | 678 | $785K | 0.0% | $1157.82 | — | — | 7.25%CNV PFD L | 060505682 |
| — | SENSATA TECHNOLOGIES HLDG NV | 17,297 | $770K | 0.0% | $44.52 | — | — | SHS | N7902X106 |
| HCA | HCA HOLDINGS INC | 10,826 | $763K | 0.0% | $70.48 | — | — | COM | 40412C101 |
| — | WHOLE FOODS MKT INC | 20,000 | $762K | 0.0% | $38.10 | — | — | COM | 966837106 |
| — | SBA COMMUNICATIONS CORP | 6,807 | $755K | 0.0% | $110.92 | — | — | COM | 78388J106 |
| — | AVAGO TECHNOLOGIES LTD | 8,580 | $746K | 0.0% | $86.95 | — | — | SHS | Y0486S104 |
| — | CAPITAL SR LIVING CORP | 35,000 | $743K | 0.0% | $21.23 | — | — | COM | 140475104 |
| LGIH | LGI HOMES INC | 40,000 | $734K | 0.0% | $18.35 | — | — | COM | 50187T106 |
| — | MEAD JOHNSON NUTRITION CO | 7,485 | $720K | 0.0% | $96.19 | — | — | COM | 582839106 |
| — | EXELIXIS INC | 1,250,000 | $719K | 0.0% | $0.58 | — | — | NOTE 4.250% 8/1 | 30161qac8 |
| — | NORDSTROM INC | 10,420 | $712K | 0.0% | $68.33 | — | — | COM | 655664100 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,728 | $708K | 0.0% | $189.91 | — | — | COM | 459200101 |
| — | COBALT INTL ENERGY INC | 775,000 | $641K | 0.0% | $0.83 | — | — | NOTE 2.625%12/0 | 19075faa4 |
| IWO | ISHARES TR | 4,930 | $639K | 0.0% | $129.61 | — | — | RUS 2000 GRW ETF | 464287648 |
| MTUS | TIMKENSTEEL CORP | 13,700 | $637K | 0.0% | $46.50 | — | — | COM | 887399103 |
| — | MOVE INC | 30,000 | $629K | 0.0% | $20.97 | — | — | COM NEW | 62458M207 |
| — | J2 GLOBAL INC | 628,000 | $628K | 0.0% | $1.00 | — | — | NOTE 3.250% 6/1 | 48123vac6 |
| PRGO | PERRIGO CO PLC | 4,107 | $617K | 0.0% | $150.23 | — | — | SHS | G97822103 |
| NXST | NEXSTAR BROADCASTING GROUP I | 15,000 | $606K | 0.0% | $40.40 | — | — | CL A | 65336K103 |
| NXPI | NXP SEMICONDUCTORS N V | 8,795 | $602K | 0.0% | $68.45 | — | — | COM | N6596X109 |
| THC | TENET HEALTHCARE CORP | 10,000 | $594K | 0.0% | $59.40 | — | — | COM NEW | 88033G407 |
| GBX | GREENBRIER COS INC | 8,000 | $587K | 0.0% | $73.38 | — | — | COM | 393657101 |
| — | PAIN THERAPEUTICS INC | 150,000 | $586K | 0.0% | $3.91 | — | — | COM | 69562K100 |
| A | AGILENT TECHNOLOGIES INC | 10,237 | $583K | 0.0% | $56.95 | — | — | COM | 00846U101 |
| — | IAC INTERACTIVECORP | 8,750 | $577K | 0.0% | $65.94 | — | — | COM PAR $.001 | 44919P508 |
| — | STREAMLINE HEALTH SOLUTIONS | 122,500 | $567K | 0.0% | $4.63 | — | — | COM | 86323X106 |
| — | HUNTINGTON BANCSHARES INC | 12,188 | $564K | 0.0% | $46.28 | — | — | PFD CONV SER A | 446150401 |
| — | CAMERON INTERNATIONAL CORP | 8,438 | $560K | 0.0% | $66.37 | — | — | COM | 13342B105 |
| LPG | DORIAN LPG LTD | 30,000 | $535K | 0.0% | $17.83 | — | — | SHS USD | Y2106R110 |
| GILD | GILEAD SCIENCES INC | 4,980 | $530K | 0.0% | $106.43 | — | — | COM | 375558103 |
| LUV | SOUTHWEST AIRLS CO | 15,000 | $507K | 0.0% | $33.80 | — | — | COM | 844741108 |
| — | L BRANDS INC | 7,567 | $507K | 0.0% | $67.00 | — | — | COM | 501797104 |
| EA | ELECTRONIC ARTS INC | 14,200 | $506K | 0.0% | $35.63 | — | — | COM | 285512109 |
| DOV | DOVER CORP | 6,280 | $504K | 0.0% | $80.25 | — | — | COM | 260003108 |
| CTRA | CABOT OIL & GAS CORP | 15,301 | $500K | 0.0% | $32.68 | — | — | COM | 127097103 |
| — | TEXAS PAC LD TR | 2,500 | $481K | 0.0% | $192.40 | — | — | SUB CTF PROP I T | 882610108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,447 | $477K | 0.0% | $194.93 | — | — | COM | 45866F104 |
| HXL | HEXCEL CORP NEW | 12,000 | $476K | 0.0% | $39.67 | — | — | COM | 428291108 |
| — | ALEXION PHARMACEUTICALS INC | 2,851 | $473K | 0.0% | $165.91 | — | — | COM | 015351109 |
| LCUT | LIFETIME BRANDS INC | 30,000 | $459K | 0.0% | $15.30 | — | — | COM | 53222Q103 |
| — | TRUECAR INC | 25,000 | $449K | 0.0% | $17.96 | — | — | COM | 89785L107 |
| META | FACEBOOK INC | 5,680 | $449K | 0.0% | $79.05 | — | — | CL A | 30303M102 |
| NFLX | NETFLIX INC | 974 | $439K | 0.0% | $450.72 | — | — | COM | 64110L106 |
| LNT | ALLIANT ENERGY CORP | 7,900 | $438K | 0.0% | $55.44 | — | — | COM | 018802108 |
| — | HOLLYFRONTIER CORP | 10,000 | $437K | 0.0% | $43.70 | — | — | COM | 436106108 |
| — | WHITEWAVE FOODS CO | 12,000 | $436K | 0.0% | $36.33 | — | — | COM | 966244105 |
| TRIP | TRIPADVISOR INC | 4,770 | $436K | 0.0% | $91.40 | — | — | COM | 896945201 |
| — | GOOGLE INC | 739 | $435K | 0.0% | $588.63 | — | — | CL A | 38259P508 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,846 | $432K | 0.0% | $112.32 | — | — | COM | 92532F100 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $425K | 0.0% | $56.67 | — | — | COM | 209115104 |
| — | GTT COMMUNICATIONS INC | 35,000 | $417K | 0.0% | $11.91 | — | — | COM | 362393100 |
| — | WINDSTREAM HLDGS INC | 38,135 | $411K | 0.0% | $10.78 | — | — | COM | 97382A101 |
| EXP | EAGLE MATERIALS INC | 4,000 | $407K | 0.0% | $101.75 | — | — | COM | 26969P108 |
| — | LYDALL INC DEL | 15,000 | $405K | 0.0% | $27.00 | — | — | COM | 550819106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 350,000 | $390K | 0.0% | $1.11 | — | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | TRIANGLE PETE CORP | 35,000 | $385K | 0.0% | $11.00 | — | — | COM NEW | 89600B201 |
| AFL | AFLAC INC | 6,600 | $384K | 0.0% | $58.18 | — | — | COM | 001055102 |
| — | HARTE-HANKS INC | 60,000 | $382K | 0.0% | $6.37 | — | — | COM | 416196103 |
| — | GOOGLE INC | 659 | $380K | 0.0% | $576.63 | — | — | CL C | 38259P706 |
| — | TARGA RESOURCES PARTNERS LP | 5,210 | $377K | 0.0% | $72.36 | — | — | COM UNIT | 87611X105 |
| — | RTI INTL METALS INC | 15,000 | $370K | 0.0% | $24.67 | — | — | COM | 74973W107 |
| — | CALLIDUS SOFTWARE INC | 30,000 | $361K | 0.0% | $12.03 | — | — | COM | 13123E500 |
| — | ACORDA THERAPEUTICS INC | 330,000 | $342K | 0.0% | $1.04 | — | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | ALTERA CORP | 9,512 | $340K | 0.0% | $35.74 | — | — | COM | 021441100 |
| — | NAVIOS MARITIME PARTNERS L P | 19,000 | $339K | 0.0% | $17.84 | — | — | UNIT LPI | Y62267102 |
| — | ADEPT TECHNOLOGY INC | 40,000 | $336K | 0.0% | $8.40 | — | — | COM NEW | 006854202 |
| WFC | WELLS FARGO & CO NEW | 6,430 | $334K | 0.0% | $51.94 | — | — | COM | 949746101 |
| FSLR | FIRST SOLAR INC | 5,000 | $329K | 0.0% | $65.80 | — | — | COM | 336433107 |
| — | TOWERS WATSON & CO | 3,260 | $324K | 0.0% | $99.39 | — | — | CL A | 891894107 |
| MSFT | MICROSOFT CORP | 6,855 | $318K | 0.0% | $46.39 | — | — | COM | 594918104 |
| PSIX | POWER SOLUTIONS INTL INC | 4,000 | $276K | 0.0% | $69.00 | — | — | COM NEW | 73933G202 |
| SLB | SCHLUMBERGER LTD | 2,642 | $269K | 0.0% | $101.82 | — | — | COM | 806857108 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 7,000 | $266K | 0.0% | $38.00 | — | — | COM CL A | 848574109 |
| CENX | CENTURY ALUM CO | 10,000 | $260K | 0.0% | $26.00 | — | — | COM | 156431108 |
| — | HI-CRUSH PARTNERS LP | 5,000 | $258K | 0.0% | $51.60 | — | — | COM UNIT LTD | 428337109 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $240K | 0.0% | $6.00 | — | — | COM | Y62196103 |
| — | NOVARTIS A G | 2,546 | $240K | 0.0% | $94.27 | — | — | SPONSORED ADR | 66987v109 |
| MAS | MASCO CORP | 10,000 | $239K | 0.0% | $23.90 | — | — | COM | 574599106 |
| GATX | GATX CORP | 4,000 | $233K | 0.0% | $58.25 | — | — | COM | 361448103 |
| — | SPRINT CORP | 35,000 | $222K | 0.0% | $6.34 | — | — | COM SER 1 | 85207U105 |
| BAC | BANK AMER CORP | 10,300 | $176K | 0.0% | $17.09 | — | — | COM | 060505104 |
| — | HUTCHINSON TECHNOLOGY INC | 172,000 | $166K | 0.0% | $0.97 | — | — | NOTE 8.500% 1/1 | 448407ag1 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $152K | 0.0% | $10.13 | — | — | COM | 46146L101 |
| JBLU | JETBLUE AIRWAYS CORP | 11,750 | $125K | 0.0% | $10.64 | — | — | COM | 477143101 |
| — | CUBIST PHARMACEUTICALS INC | 10,000 | $23,000 | 0.0% | $2.30 | — | — | NOTE 2.500%11/0 | 229678ad9 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $18,000 | 0.0% | $0.95 | — | — | COM PAR $ .01 | 696077403 |