CIK: 0001009006 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 11, 2015
Total Value ($000): $4,132,348 (84.9% shares, 15.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 713,538 | $64,161 | 1.6% | $78.89 | — | CL A | 371559105 |
| — | JARDEN CORP | 1,041,214 | $49,853 | 1.2% | $48.68 | — | COM | 471109108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 792,320 | $48,498 | 1.2% | $29.17 | +99.6% | COM | 00404A109 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 788,707 | $46,131 | 1.1% | $22.26 | +11.3% | COM | 78467J100 |
| — | CORNERSTONE ONDEMAND INC | 1,165,811 | $41,037 | 1.0% | $36.75 | — | COM | 21925Y103 |
| — | IMPERVA INC | 826,358 | $40,847 | 1.0% | $33.97 | — | COM | 45321L100 |
| — | PROOFPOINT INC | 829,986 | $40,030 | 1.0% | $26.97 | — | COM | 743424103 |
| — | QLIK TECHNOLOGIES INC | 1,290,857 | $39,875 | 1.0% | $26.44 | — | COM | 74733T105 |
| DXCM | DEXCOM INC | 688,214 | $37,886 | 0.9% | $12.55 | -2.5% | COM | 252131107 |
| RJF | RAYMOND JAMES FINANCIAL INC | 656,962 | $37,637 | 0.9% | $37.11 | -16.1% | COM | 754730109 |
| SMTC | SEMTECH CORP | 1,242,592 | $34,258 | 0.8% | $28.52 | -10.4% | COM | 816850101 |
| ACAD | ACADIA PHARMACEUTICALS INC | 1,002,114 | $31,817 | 0.8% | $12.92 | +119.5% | COM | 004225108 |
| CVLT | COMMVAULT SYSTEMS INC | 602,303 | $31,133 | 0.8% | $65.03 | -26.1% | COM | 204166102 |
| — | ENDOLOGIX INC | 2,033,806 | $31,097 | 0.8% | $13.90 | — | COM | 29266S106 |
| — | HCC INS HLDGS INC | 566,967 | $30,344 | 0.7% | $37.74 | — | COM | 404132102 |
| MD | MEDNAX INC | 449,687 | $29,729 | 0.7% | $49.54 | +23.2% | COM | 58502B106 |
| XPO | XPO LOGISTICS INC | 710,691 | $29,053 | 0.7% | $9.90 | +33.3% | COM | 983793100 |
| DECK | DECKERS OUTDOOR CORP | 309,524 | $28,179 | 0.7% | $26.33 | -42.2% | COM | 243537107 |
| — | TEAM HEALTH HOLDINGS INC | 488,337 | $28,094 | 0.7% | $50.00 | — | COM | 87817A107 |
| — | HOMEAWAY INC | 932,267 | $27,763 | 0.7% | $34.67 | — | COM | 43739Q100 |
| — | SPECTRANETICS CORP | 795,861 | $27,521 | 0.7% | $22.56 | — | COM | 84760C107 |
| BDC | BELDEN INC | 347,827 | $27,412 | 0.7% | $55.91 | +22.4% | COM | 077454106 |
| BLKB | BLACKBAUD INC | 626,193 | $27,089 | 0.7% | $25.61 | +58.8% | COM | 09227Q100 |
| ODFL | OLD DOMINION FGHT LINES INC | 344,860 | $26,775 | 0.6% | $33.93 | -29.7% | COM | 679580100 |
| LKQ | LKQ CORP | 923,659 | $25,973 | 0.6% | $21.10 | +18.8% | COM | 501889208 |
| — | BERRY PLASTICS GROUP INC | 821,656 | $25,923 | 0.6% | $23.75 | — | COM | 08579W103 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 328,591 | $25,293 | 0.6% | $37.89 | +67.6% | COM | 75689M101 |
| — | HMS HLDGS CORP | 1,188,832 | $25,132 | 0.6% | $24.79 | — | COM | 40425J101 |
| JACK | JACK IN THE BOX INC | 313,191 | $25,043 | 0.6% | $67.10 | +8.6% | COM | 466367109 |
| AAPL | APPLE INC | 220,557 | $24,345 | 0.6% | $75.86 | -68.2% | COM | 037833100 |
| — | ULTIMATE SOFTWARE GROUP INC | 161,650 | $23,733 | 0.6% | $140.13 | — | COM | 90385D107 |
| — | IPC THE HOSPITALIST CO INC | 516,934 | $23,722 | 0.6% | $44.97 | — | COM | 44984A105 |
| CNK | CINEMARK HOLDINGS INC | 665,419 | $23,676 | 0.6% | $23.41 | +22.6% | COM | 17243V102 |
| IDA | IDACORP INC | 353,766 | $23,416 | 0.6% | $43.43 | +41.2% | COM | 451107106 |
| — | SOLERA HOLDINGS INC | 453,667 | $23,219 | 0.6% | $57.47 | — | COM | 83421A104 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 503,963 | $22,976 | 0.6% | $41.57 | -6.6% | COM | 03820C105 |
| HEI/A | HEICO CORP NEW | 484,480 | $22,945 | 0.6% | $26.35 | -15.4% | CL A | 422806208 |
| — | BIOMED REALTY TRUST INC | 1,046,401 | $22,539 | 0.5% | $19.44 | — | COM | 09063H107 |
| — | HUNTINGTON BANCSHARES INC | 17,027 | $22,476 | 0.5% | $1266.00 | — | PFD CONV SER A | 446150401 |
| — | CUBIST PHARMACEUTICALS INC | 222,560 | $22,401 | 0.5% | $62.30 | — | COM | 229678107 |
| — | GREATBATCH INC | 450,139 | $22,192 | 0.5% | $46.21 | — | COM | 39153L106 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 283,244 | $21,926 | 0.5% | $56.00 | +28.6% | CL A | 989207105 |
| — | WELLCARE HEALTH PLANS INC | 266,023 | $21,830 | 0.5% | $52.08 | — | COM | 94946T106 |
| — | CYRUSONE INC | 788,262 | $21,717 | 0.5% | $21.89 | — | COM | 23283R100 |
| — | TENNECO INC | 381,667 | $21,606 | 0.5% | $57.51 | — | COM | 880349105 |
| ICLR | ICON PLC | 416,964 | $21,261 | 0.5% | $30.87 | +74.7% | SHS | G4705A100 |
| CGNX | COGNEX CORP | 510,297 | $21,091 | 0.5% | $16.91 | +8.2% | COM | 192422103 |
| — | MICROSEMI CORP | 730,674 | $20,737 | 0.5% | $21.15 | — | COM | 595137100 |
| GIII | G-III APPAREL GROUP LTD | 203,699 | $20,576 | 0.5% | $40.89 | +4.7% | COM | 36237H101 |
| — | MELLANOX TECHNOLOGIES LTD | 480,278 | $20,522 | 0.5% | $39.92 | — | SHS | M51363113 |
| TXRH | TEXAS ROADHOUSE INC | 602,271 | $20,333 | 0.5% | $19.58 | +30.1% | COM | 882681109 |
| PTC | PTC INC | 553,331 | $20,280 | 0.5% | $24.00 | +54.3% | COM | 69370C100 |
| — | MARKETO INC | 598,826 | $19,594 | 0.5% | $32.08 | — | COM | 57063L107 |
| HURN | HURON CONSULTING GROUP INC | 284,849 | $19,481 | 0.5% | $41.22 | +62.2% | COM | 447462102 |
| PLCE | CHILDRENS PL INC | 341,462 | $19,463 | 0.5% | $50.02 | +3.3% | COM | 168905107 |
| HCSG | HEALTHCARE SVCS GRP INC | 625,873 | $19,358 | 0.5% | $23.92 | +23.9% | COM | 421906108 |
| SYNA | SYNAPTICS INC | 280,472 | $19,308 | 0.5% | $61.93 | +8.1% | COM | 87157D109 |
| — | CAVIUM INC | 311,165 | $19,236 | 0.5% | $54.28 | — | COM | 14964U108 |
| — | NOVELLUS SYS INC | 8,351,000 | $19,125 | 0.5% | $1.72 | — | NOTE 2.625% 5/1 | 670008ad3 |
| — | WEST CORP | 573,824 | $18,936 | 0.5% | $22.42 | — | COM | 952355204 |
| PKG | PACKAGING CORP AMER | 242,387 | $18,918 | 0.5% | $38.47 | +33.6% | COM | 695156109 |
| — | MAGELLAN HEALTH INC | 306,701 | $18,411 | 0.4% | $51.97 | — | COM NEW | 559079207 |
| FUL | FULLER H B CO | 412,694 | $18,377 | 0.4% | $35.44 | +2.8% | COM | 359694106 |
| MLI | MUELLER INDS INC | 527,703 | $18,016 | 0.4% | $24.12 | -47.6% | COM | 624756102 |
| APH | AMPHENOL CORP NEW | 332,374 | $17,885 | 0.4% | $37.20 | -69.0% | CL A | 032095101 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 377,991 | $17,769 | 0.4% | $37.91 | +16.3% | COM | 109194100 |
| TDY | TELEDYNE TECHNOLOGIES INC | 172,507 | $17,723 | 0.4% | $66.22 | +52.8% | COM | 879360105 |
| RNST | RENASANT CORP | 612,330 | $17,715 | 0.4% | $28.64 | +0.1% | COM | 75970E107 |
| BCC | BOISE CASCADE CO DEL | 476,564 | $17,704 | 0.4% | $18.79 | +23.1% | COM | 09739D100 |
| — | BARRETT BILL CORP | 1,551,097 | $17,667 | 0.4% | $20.50 | — | COM | 06846N104 |
| GNRC | GENERAC HLDGS INC | 374,839 | $17,527 | 0.4% | $51.51 | -15.0% | COM | 368736104 |
| SM | SM ENERGY CO | 449,899 | $17,357 | 0.4% | $51.99 | -14.3% | COM | 78454L100 |
| — | LAZARD LTD | 346,169 | $17,319 | 0.4% | $35.02 | — | SHS A | G54050102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 105,687 | $17,304 | 0.4% | $153.75 | +8.0% | SHS USD | G50871105 |
| BKE | BUCKLE INC | 325,362 | $17,088 | 0.4% | $35.63 | -55.7% | COM | 118440106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 281,471 | $16,984 | 0.4% | $40.71 | +40.6% | COM | 81725T100 |
| — | AFFYMETRIX INC | 9,500,000 | $16,958 | 0.4% | $1.54 | — | NOTE 4.000% 7/0 | 00826tah1 |
| — | TRIUMPH GROUP INC NEW | 249,599 | $16,778 | 0.4% | $66.65 | — | COM | 896818101 |
| — | POLYONE CORP | 438,384 | $16,619 | 0.4% | $28.62 | — | COM | 73179P106 |
| — | SPARTANNASH CO | 623,780 | $16,306 | 0.4% | $21.01 | — | COM | 847215100 |
| — | IRIDIUM COMMUNICATIONS INC | 43,750 | $16,209 | 0.4% | $175.94 | — | PERP PFD CNV B | 46269C409 |
| CFR | CULLEN FROST BANKERS INC | 227,886 | $16,098 | 0.4% | $53.46 | +1.6% | COM | 229899109 |
| WLY | WILEY JOHN & SONS INC | 261,731 | $15,505 | 0.4% | $36.92 | +12.1% | CL A | 968223206 |
| — | HANESBRANDS INC | 138,828 | $15,496 | 0.4% | $108.26 | — | COM | 410345102 |
| — | WAGEWORKS INC | 237,567 | $15,340 | 0.4% | $25.03 | — | COM | 930427109 |
| — | MEDIVATION INC | 7,891,000 | $15,339 | 0.4% | $1.39 | — | NOTE 2.625% 4/0 | 58501naa9 |
| EEFT | EURONET WORLDWIDE INC | 276,189 | $15,163 | 0.4% | $45.46 | +17.3% | COM | 298736109 |
| — | TEVA PHARMACEUTICAL FIN LLC | 10,894,000 | $14,898 | 0.4% | $1.31 | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | SPANSION LLC | 6,000,000 | $14,888 | 0.4% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | WYNDHAM WORLDWIDE CORP | 172,281 | $14,775 | 0.4% | $59.90 | — | COM | 98310W108 |
| — | WELLS FARGO & CO NEW | 12,128 | $14,751 | 0.4% | $140.51 | — | PERP PFD CNV A | 949746804 |
| — | EDUCATION RLTY TR INC | 398,278 | $14,573 | 0.4% | $36.59 | — | COM NEW | 28140H203 |
| FULT | FULTON FINL CORP PA | 1,177,430 | $14,553 | 0.4% | $8.64 | -9.8% | COM | 360271100 |
| — | FIDELITY NATIONAL FINANCIAL | 7,679,000 | $14,437 | 0.3% | $1.40 | — | NOTE 4.250% 8/1 | 31620rae5 |
| ACTG | ACACIA RESH CORP | 850,228 | $14,403 | 0.3% | $22.66 | -27.7% | ACACIA TCH COM | 003881307 |
| BRKR | BRUKER CORP | 732,397 | $14,370 | 0.3% | $15.58 | +18.6% | COM | 116794108 |
| — | SVB FINL GROUP | 123,535 | $14,339 | 0.3% | $62.10 | — | COM | 78486Q101 |
| — | ON ASSIGNMENT INC | 431,120 | $14,309 | 0.3% | $32.90 | — | COM | 682159108 |
| — | SANDISK CORP | 7,278,000 | $13,996 | 0.3% | $1.40 | — | NOTE 1.500% 8/1 | 80004cad3 |
| QLYS | QUALYS INC | 368,112 | $13,896 | 0.3% | $21.12 | +58.0% | COM | 74758T303 |
| PII | POLARIS INDS INC | 91,461 | $13,833 | 0.3% | $106.38 | +41.0% | COM | 731068102 |
| — | BIO-REFERENCE LABS INC | 427,586 | $13,738 | 0.3% | $29.02 | — | COM $.01 NEW | 09057G602 |
| CSL | CARLISLE COS INC | 151,679 | $13,688 | 0.3% | $69.45 | +8.2% | COM | 142339100 |
| — | CUBIST PHARMACEUTICALS INC | 10,040,000 | $13,667 | 0.3% | $1.11 | — | NOTE 1.875% 9/0 | 229678ah0 |
| LFUS | LITTELFUSE INC | 141,318 | $13,661 | 0.3% | $83.41 | +11.3% | COM | 537008104 |
| — | HARMAN INTL INDS INC | 127,992 | $13,658 | 0.3% | $80.54 | — | COM | 413086109 |
| — | AXIALL CORP | 321,295 | $13,645 | 0.3% | $43.50 | — | COM | 05463D100 |
| — | REALPAGE INC | 621,066 | $13,639 | 0.3% | $21.17 | — | COM | 75606N109 |
| PB | PROSPERITY BANCSHARES INC | 243,592 | $13,485 | 0.3% | $41.74 | -0.3% | COM | 743606105 |
| — | SIRONA DENTAL SYSTEMS INC | 153,403 | $13,403 | 0.3% | $65.16 | — | COM | 82966C103 |
| — | TYSON FOODS INC | 262,973 | $13,247 | 0.3% | $53.02 | — | UNIT 99/99/9999 | 902494301 |
| — | RYLAND GROUP INC | 9,723,000 | $13,208 | 0.3% | $1.44 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | REXNORD CORP NEW | 463,839 | $13,085 | 0.3% | $28.23 | — | COM | 76169B102 |
| — | MOLINA HEALTHCARE INC | 11,500,000 | $12,785 | 0.3% | $1.01 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | GREENBRIER COS INC | 8,371,000 | $12,744 | 0.3% | $1.51 | — | NOTE 3.500% 4/0 | 393657ah4 |
| MLKN | MILLER HERMAN INC | 427,848 | $12,592 | 0.3% | $21.68 | +7.3% | COM | 600544100 |
| PZZA | PAPA JOHNS INTL INC | 225,243 | $12,569 | 0.3% | $29.14 | +34.5% | COM | 698813102 |
| — | SPECTRANETICS CORP | 9,754,000 | $12,566 | 0.3% | $1.27 | — | MTNF 2.625% 6/0 | 84760caa5 |
| ACIW | ACI WORLDWIDE INC | 622,827 | $12,562 | 0.3% | $25.33 | -24.8% | COM | 004498101 |
| WWD | WOODWARD INC | 250,026 | $12,309 | 0.3% | $37.87 | +21.3% | COM | 980745103 |
| — | IBERIABANK CORP | 188,595 | $12,230 | 0.3% | $52.09 | — | COM | 450828108 |
| — | JIVE SOFTWARE INC | 2,021,005 | $12,187 | 0.3% | $13.13 | — | COM | 47760A108 |
| — | U S CONCRETE INC | 422,727 | $12,027 | 0.3% | $23.85 | — | COM NEW | 90333L201 |
| — | XPO LOGISTICS INC | 4,718,000 | $12,005 | 0.3% | $1.44 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | AIRTRAN HLDGS INC | 4,089,000 | $11,986 | 0.3% | $2.93 | — | NOTE 5.250%11/0 | 00949pad0 |
| JPM | JPMORGAN CHASE & CO | 189,726 | $11,873 | 0.3% | $42.38 | +5.5% | COM | 46625H100 |
| OHI | OMEGA HEALTHCARE INVS INC | 303,293 | $11,850 | 0.3% | $24.40 | — | COM | 681936100 |
| SBRA | SABRA HEALTH CARE REIT INC | 389,852 | $11,840 | 0.3% | $21.88 | — | COM | 78573L106 |
| DHR | DANAHER CORP DEL | 137,654 | $11,798 | 0.3% | $40.35 | -18.4% | COM | 235851102 |
| — | ROSETTA RESOURCES INC | 510,068 | $11,380 | 0.3% | $49.18 | — | COM | 777779307 |
| — | INSULET CORP | 9,464,000 | $11,357 | 0.3% | $1.11 | — | NOTE 2.000% 6/1 | 45784pad3 |
| MIDD | MIDDLEBY CORP | 114,465 | $11,343 | 0.3% | $82.52 | +10.8% | COM | 596278101 |
| — | POLYPORE INTL INC | 240,551 | $11,318 | 0.3% | $44.12 | — | COM | 73179V103 |
| KWR | QUAKER CHEM CORP | 122,361 | $11,262 | 0.3% | $76.04 | +5.9% | COM | 747316107 |
| — | ENVISION HEALTHCARE HLDGS IN | 323,671 | $11,228 | 0.3% | $35.07 | — | COM | 29413U103 |
| GCO | GENESCO INC | 145,872 | $11,177 | 0.3% | $71.90 | +5.6% | COM | 371532102 |
| ATRC | ATRICURE INC | 555,668 | $11,091 | 0.3% | $20.32 | -15.5% | COM | 04963C209 |
| — | MICROCHIP TECHNOLOGY INC | 6,162,000 | $10,994 | 0.3% | $1.40 | — | SDCV 2.125%12/1 | 595017ab0 |
| — | GILEAD SCIENCES INC | 2,630,000 | $10,888 | 0.3% | $1.68 | — | NOTE 1.625% 5/0 | 375558ap8 |
| — | RUDOLPH TECHNOLOGIES INC | 1,061,181 | $10,856 | 0.3% | $13.36 | — | COM | 781270103 |
| — | TWENTY FIRST CENTY FOX INC | 282,009 | $10,831 | 0.3% | $33.81 | — | CL A | 90130A101 |
| SWKS | SKYWORKS SOLUTIONS INC | 146,481 | $10,651 | 0.3% | $32.51 | +53.4% | COM | 83088M102 |
| — | DEALERTRACK TECHNOLOGIES INC | 8,000,000 | $10,385 | 0.3% | $1.34 | — | NOTE 1.500% 3/1 | 242309ab8 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 73,619 | $10,363 | 0.3% | $50.99 | +45.0% | COM | 22410J106 |
| — | SOLARCITY CORP | 9,496,000 | $10,353 | 0.3% | $1.25 | — | NOTE 2.750%11/0 | 83416taa8 |
| — | SALESFORCE COM INC | 9,046,000 | $10,340 | 0.3% | $1.15 | — | NOTE 0.250% 4/0 | 79466lad6 |
| — | EQUINIX INC | 3,656,000 | $10,314 | 0.2% | $2.35 | — | NOTE 4.750% 6/1 | 29444uah9 |
| MPAA | MOTORCAR PTS AMER INC | 329,997 | $10,260 | 0.2% | $18.57 | +62.3% | COM | 620071100 |
| WABC | WESTAMERICA BANCORPORATION | 208,746 | $10,233 | 0.2% | $40.24 | -16.2% | COM | 957090103 |
| — | AETNA INC NEW | 113,686 | $10,099 | 0.2% | $48.25 | — | COM | 00817Y108 |
| VRA | VERA BRADLEY INC | 493,893 | $10,066 | 0.2% | $21.10 | +1.9% | COM | 92335C106 |
| — | HD SUPPLY HLDGS INC | 340,832 | $10,051 | 0.2% | $29.49 | — | COM | 40416M105 |
| EVR | EVERCORE PARTNERS INC | 190,707 | $9,987 | 0.2% | $32.20 | +21.8% | CLASS A | 29977A105 |
| — | TEREX CORP NEW | 5,730,000 | $9,975 | 0.2% | $1.86 | — | NOTE 4.000% 6/0 | 880779av5 |
| — | KRISPY KREME DOUGHNUTS INC | 490,975 | $9,692 | 0.2% | $17.85 | — | COM | 501014104 |
| — | BANK OF THE OZARKS INC | 255,036 | $9,671 | 0.2% | $44.08 | — | COM | 063904106 |
| — | H & E EQUIPMENT SERVICES INC | 341,830 | $9,602 | 0.2% | $34.44 | — | COM | 404030108 |
| — | CORELOGIC INC | 303,272 | $9,580 | 0.2% | $29.60 | — | COM | 21871D103 |
| — | TUMI HLDGS INC | 399,703 | $9,485 | 0.2% | $22.09 | — | COM | 89969Q104 |
| CMC | COMMERCIAL METALS CO | 575,033 | $9,367 | 0.2% | $14.80 | -13.9% | COM | 201723103 |
| — | SUNPOWER CORP | 7,646,000 | $9,345 | 0.2% | $1.49 | — | DBCV 0.750% 6/0 | 867652ag4 |
| WMB | WILLIAMS COS INC DEL | 206,249 | $9,269 | 0.2% | $18.52 | +46.7% | COM | 969457100 |
| JNJ | JOHNSON & JOHNSON | 88,591 | $9,264 | 0.2% | $68.41 | +13.0% | COM | 478160104 |
| ZUMZ | ZUMIEZ INC | 239,527 | $9,253 | 0.2% | $26.61 | +28.4% | COM | 989817101 |
| MO | ALTRIA GROUP INC | 186,450 | $9,186 | 0.2% | $29.24 | -18.8% | COM | 02209S103 |
| MLM | MARTIN MARIETTA MATLS INC | 83,043 | $9,161 | 0.2% | $117.38 | -7.8% | COM | 573284106 |
| — | WHITEWAVE FOODS CO | 260,090 | $9,101 | 0.2% | $35.05 | — | COM | 966244105 |
| OIS | OIL STS INTL INC | 185,987 | $9,095 | 0.2% | $64.96 | -16.8% | COM | 678026105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 101,423 | $9,090 | 0.2% | $74.67 | +12.3% | COM | 398905109 |
| RGP | RESOURCES CONNECTION INC | 549,121 | $9,033 | 0.2% | $12.83 | +17.8% | COM | 76122Q105 |
| PRIM | PRIMORIS SVCS CORP | 388,695 | $9,033 | 0.2% | $24.63 | +1.5% | COM | 74164F103 |
| — | MICRON TECHNOLOGY INC | 6,800,000 | $9,002 | 0.2% | $1.31 | — | NOTE 3.000%11/1 | 595112ay9 |
| CDNS | CADENCE DESIGN SYSTEM INC | 468,927 | $8,896 | 0.2% | $14.17 | +26.6% | COM | 127387108 |
| BKU | BANKUNITED INC | 306,487 | $8,879 | 0.2% | $21.26 | -0.2% | COM | 06652K103 |
| — | RITCHIE BROS AUCTIONEERS | 329,396 | $8,857 | 0.2% | $23.89 | — | COM | 767744105 |
| — | AIR METHODS CORP | 200,926 | $8,847 | 0.2% | $40.08 | — | COM PAR $.06 | 009128307 |
| NMFC | NEW MTN FIN CORP | 591,211 | $8,833 | 0.2% | $12.22 | -62.8% | COM | 647551100 |
| PODD | INSULET CORP | 191,357 | $8,814 | 0.2% | $25.29 | +69.1% | COM | 45784P101 |
| RPM | RPM INTL INC | 173,214 | $8,784 | 0.2% | $43.30 | +7.5% | COM | 749685103 |
| CBOE | CBOE HLDGS INC | 138,187 | $8,764 | 0.2% | $36.19 | +42.7% | COM | 12503M108 |
| — | ENERSYS | 5,657,000 | $8,762 | 0.2% | $1.27 | — | NOTE 3.375% 6/0 | 29275yaa0 |
| LECO | LINCOLN ELEC HLDGS INC | 126,559 | $8,744 | 0.2% | $67.90 | +2.8% | COM | 533900106 |
| — | NIC INC | 485,765 | $8,739 | 0.2% | $16.48 | — | COM | 62914B100 |
| — | MANITOWOC INC | 389,129 | $8,600 | 0.2% | $17.00 | — | COM | 563571108 |
| — | MEDICINES CO | 7,351,000 | $8,568 | 0.2% | $1.28 | — | DBCV 1.375% 6/0 | 584688ac9 |
| — | HANGER INC | 391,156 | $8,566 | 0.2% | $29.16 | — | COM NEW | 41043F208 |
| — | INTERXION HOLDING N.V | 311,873 | $8,527 | 0.2% | $24.39 | — | SHS | N47279109 |
| ZTS | ZOETIS INC | 196,015 | $8,435 | 0.2% | $29.74 | +25.1% | CL A | 98978V103 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $8,362 | 0.2% | $1.02 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | NETSUITE INC | 75,323 | $8,223 | 0.2% | $87.19 | — | COM | 64118Q107 |
| — | TTM TECHNOLOGIES INC | 8,478,000 | $8,182 | 0.2% | $1.11 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | CORESITE RLTY CORP | 209,152 | $8,167 | 0.2% | $28.53 | — | COM | 21870Q105 |
| PM | PHILIP MORRIS INTL INC | 99,353 | $8,092 | 0.2% | $74.45 | -33.9% | COM | 718172109 |
| — | COLONY FINL INC | 7,388,000 | $7,924 | 0.2% | $1.02 | — | NOTE 5.000% 4/1 | 19624raa4 |
| QCOM | QUALCOMM INC | 105,879 | $7,870 | 0.2% | $60.17 | -11.3% | COM | 747525103 |
| FANG | DIAMONDBACK ENERGY INC | 131,359 | $7,853 | 0.2% | $57.86 | -15.0% | COM | 25278X109 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 187,041 | $7,830 | 0.2% | $26.68 | — | COM | 87157B103 |
| — | SANDISK CORP | 6,450,000 | $7,767 | 0.2% | $1.20 | — | NOTE 0.500%10/1 | 80004caf8 |
| VOD | VODAFONE GROUP PLC NEW | 226,643 | $7,744 | 0.2% | $35.78 | — | SPNSR ADR NO PAR | 92857W308 |
| WAB | WABTEC CORP | 88,643 | $7,702 | 0.2% | $66.16 | +19.6% | COM | 929740108 |
| — | INTERVAL LEISURE GROUP INC | 368,237 | $7,692 | 0.2% | $22.00 | — | COM | 46113M108 |
| ALKS | ALKERMES PLC | 130,996 | $7,671 | 0.2% | $44.89 | +13.5% | SHS | G01767105 |
| — | ALCOA INC | 150,960 | $7,645 | 0.2% | $50.10 | — | DEP SHS 1/10TH | 013817309 |
| — | DRIL-QUIP INC | 99,019 | $7,598 | 0.2% | $78.21 | — | COM | 262037104 |
| — | MAGNUM HUNTER RES CORP DEL | 2,396,768 | $7,526 | 0.2% | $4.24 | — | COM | 55973B102 |
| MOH | MOLINA HEALTHCARE INC | 140,185 | $7,504 | 0.2% | $34.85 | +39.0% | COM | 60855R100 |
| — | ALBANY MOLECULAR RESH INC | 6,100,000 | $7,452 | 0.2% | $1.22 | — | NOTE 2.250%11/1 | 012423ab5 |
| WSM | WILLIAMS SONOMA INC | 98,417 | $7,448 | 0.2% | $21.04 | +27.0% | COM | 969904101 |
| — | FXCM INC | 7,000,000 | $7,428 | 0.2% | $1.05 | — | NOTE 2.250% 6/1 | 302693ab2 |
| — | SEACOR HOLDINGS INC | 7,000,000 | $7,386 | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904am3 |
| — | ENCORE CAP GROUP INC | 6,510,000 | $7,380 | 0.2% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | KRAFT FOODS GROUP INC | 117,241 | $7,346 | 0.2% | $48.52 | — | COM | 50076Q106 |
| VZ | VERIZON COMMUNICATIONS INC | 156,726 | $7,332 | 0.2% | $26.90 | +2.8% | COM | 92343V104 |
| BWA | BORGWARNER INC | 132,818 | $7,298 | 0.2% | $37.79 | +9.3% | COM | 099724106 |
| MDLZ | MONDELEZ INTL INC | 200,611 | $7,287 | 0.2% | $25.11 | +13.2% | CL A | 609207105 |
| — | DISCOVER FINL SVCS | 109,512 | $7,172 | 0.2% | $56.05 | — | COM | 254709108 |
| DVN | DEVON ENERGY CORP NEW | 116,424 | $7,126 | 0.2% | $49.07 | -16.2% | COM | 25179M103 |
| — | LUXFER HLDGS PLC | 475,625 | $7,101 | 0.2% | $19.07 | — | SPONSORED ADR | 550678106 |
| — | PRICELINE GRP INC | 5,345,000 | $7,082 | 0.2% | $1.12 | — | DEBT 1.000% 3/1 | 741503aq9 |
| — | BLUCORA INC | 7,500,000 | $7,080 | 0.2% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| — | CROWN CASTLE INTL CORP NEW | 68,996 | $7,063 | 0.2% | $102.37 | — | CNV PFD STK SR A | 22822V200 |
| — | CUBIST PHARMACEUTICALS INC | 5,300,000 | $7,030 | 0.2% | $1.08 | — | NOTE 1.125% 9/0 | 229678af4 |
| PFE | PFIZER INC | 225,617 | $7,028 | 0.2% | $16.59 | +8.3% | COM | 717081103 |
| — | WEBMD HEALTH CORP | 7,000,000 | $6,994 | 0.2% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| — | ALERE INC | 22,128 | $6,983 | 0.2% | $246.84 | — | PERP PFD CONV SE | 01449J204 |
| — | GULFPORT ENERGY CORP | 166,670 | $6,957 | 0.2% | $41.74 | — | COM NEW | 402635304 |
| NOW | SERVICENOW INC | 102,099 | $6,927 | 0.2% | $7.59 | +67.7% | COM | 81762P102 |
| CCK | CROWN HOLDINGS INC | 135,252 | $6,884 | 0.2% | $41.28 | +11.0% | COM | 228368106 |
| — | ALLETE INC | 122,603 | $6,760 | 0.2% | $51.35 | — | COM NEW | 018522300 |
| XOM | EXXON MOBIL CORP | 72,518 | $6,704 | 0.2% | $69.75 | -16.8% | COM | 30231G102 |
| RLI | RLI CORP | 135,458 | $6,692 | 0.2% | $14.00 | +10.0% | COM | 749607107 |
| — | CHESAPEAKE ENERGY CORP | 6,845,000 | $6,666 | 0.2% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| MNRO | MONRO MUFFLER BRAKE INC | 115,212 | $6,659 | 0.2% | $53.29 | 0.0% | COM | 610236101 |
| UNP | UNION PAC CORP | 55,730 | $6,639 | 0.2% | $73.93 | +21.0% | COM | 907818108 |
| — | PROOFPOINT INC | 4,750,000 | $6,592 | 0.2% | $1.39 | — | NOTE 1.250%12/1 | 743424ab9 |
| — | SCRIPPS NETWORKS INTERACT IN | 87,250 | $6,567 | 0.2% | $65.17 | — | CL A COM | 811065101 |
| OXY | OCCIDENTAL PETE CORP DEL | 81,351 | $6,558 | 0.2% | $66.21 | -10.4% | COM | 674599105 |
| — | GLOBAL CASH ACCESS HLDGS INC | 912,996 | $6,528 | 0.2% | $7.71 | — | COM | 378967103 |
| — | STARWOOD PPTY TR INC | 6,388,000 | $6,488 | 0.2% | $1.02 | — | NOTE 3.750%10/1 | 85571bac9 |
| CNC | CENTENE CORP DEL | 62,322 | $6,472 | 0.2% | $33.59 | -30.5% | COM | 15135B101 |
| — | SHUTTERFLY INC | 153,825 | $6,414 | 0.2% | $41.70 | — | COM | 82568P304 |
| — | CARRIZO OIL & GAS INC | 153,492 | $6,385 | 0.2% | $41.60 | — | COM | 144577103 |
| CEVA | CEVA INC | 348,891 | $6,329 | 0.2% | $16.00 | -0.9% | COM | 157210105 |
| — | GENESEE & WYO INC | 54,397 | $6,278 | 0.2% | $115.27 | — | UNIT 10/01/2015 | 371559204 |
| — | ON SEMICONDUCTOR CORP | 5,261,000 | $6,267 | 0.2% | $1.08 | — | NOTE 2.625%12/1 | 682189ah8 |
| — | LINKEDIN CORP | 26,983 | $6,198 | 0.1% | $186.20 | — | COM CL A | 53578A108 |
| — | ADTRAN INC | 283,807 | $6,187 | 0.1% | $23.28 | — | COM | 00738A106 |
| — | FORUM ENERGY TECHNOLOGIES IN | 297,694 | $6,171 | 0.1% | $20.73 | — | COM | 34984V100 |
| — | WORKDAY INC | 5,000,000 | $6,136 | 0.1% | $1.24 | — | NOTE 1.500% 7/1 | 98138had3 |
| BCPC | BALCHEM CORP | 91,940 | $6,127 | 0.1% | $58.63 | 0.0% | COM | 057665200 |
| PAA | PLAINS ALL AMERN PIPELINE L | 118,887 | $6,101 | 0.1% | $47.18 | — | UNIT LTD PARTN | 726503105 |
| — | HORSEHEAD HLDG CORP | 5,000,000 | $6,080 | 0.1% | $1.10 | — | NOTE 3.800% 7/0 | 440694ab3 |
| — | LIBERTY INTERACTIVE LLC | 4,244,000 | $6,031 | 0.1% | $1.35 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | CHART INDS INC | 6,164,000 | $5,956 | 0.1% | $1.31 | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | CEMEX SAB DE CV | 5,100,000 | $5,922 | 0.1% | $1.44 | — | NOTE 3.250% 3/1 | 151290bb8 |
| — | KKR & CO L P DEL | 254,701 | $5,912 | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,980,000 | $5,891 | 0.1% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | LUXOTTICA GROUP S P A | 105,200 | $5,730 | 0.1% | $43.16 | — | SPONSORED ADR | 55068R202 |
| — | UNITED TECHNOLOGIES CORP | 92,586 | $5,713 | 0.1% | $61.43 | — | UNIT 99/99/9999 | 913017117 |
| — | K12 INC | 477,108 | $5,663 | 0.1% | $18.86 | — | COM | 48273U102 |
| — | MEADOWBROOK INS GROUP INC | 4,991,000 | $5,657 | 0.1% | $1.07 | — | DBCV 5.000% 3/1 | 58319pac2 |
| — | OMNICARE INC | 4,703,000 | $5,644 | 0.1% | $0.97 | — | NOTE 3.500% 2/1 | 681904aq1 |
| PBYI | PUMA BIOTECHNOLOGY INC | 29,748 | $5,630 | 0.1% | $221.87 | 0.0% | COM | 74587V107 |
| — | OASIS PETE INC NEW | 336,916 | $5,573 | 0.1% | $33.34 | — | COM | 674215108 |
| — | MICRON TECHNOLOGY INC | 1,526,000 | $5,570 | 0.1% | $1.91 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,346,000 | $5,298 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | AMERIGAS PARTNERS L P | 110,431 | $5,292 | 0.1% | $46.92 | — | UNIT L P INT | 030975106 |
| — | PDL BIOPHARMA INC | 4,000,000 | $5,283 | 0.1% | $1.22 | — | NOTE 3.750% 5/0 | 69329yac8 |
| — | WALTER INVT MGMT CORP | 6,925,000 | $5,272 | 0.1% | $1.06 | — | NOTE 4.500%11/0 | 93317waa0 |
| — | XILINX INC | 3,457,000 | $5,229 | 0.1% | $1.49 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | TESLA MTRS INC | 5,750,000 | $5,196 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | HEARTWARE INTL INC | 4,718,000 | $5,016 | 0.1% | $1.14 | — | NOTE 3.500%12/1 | 422368aa8 |
| — | KEYCORP NEW | 38,012 | $4,950 | 0.1% | $74.38 | — | PFD 7.75% SR A | 493267405 |
| — | THERAVANCE INC | 6,264,000 | $4,902 | 0.1% | $1.39 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | JARDEN CORP | 3,118,000 | $4,895 | 0.1% | $1.42 | — | NOTE 1.875% 9/1 | 471109ah1 |
| NVO | NOVO-NORDISK A S | 114,000 | $4,824 | 0.1% | $68.29 | — | ADR | 670100205 |
| EPD | ENTERPRISE PRODS PARTNERS L | 133,426 | $4,819 | 0.1% | $46.90 | — | COM | 293792107 |
| — | BLACKSTONE MTG TR INC | 4,500,000 | $4,809 | 0.1% | $1.07 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | WEYERHAEUSER CO | 82,615 | $4,779 | 0.1% | $57.85 | — | PREF CONV SER A | 962166872 |
| NEE | NEXTERA ENERGY INC | 44,425 | $4,722 | 0.1% | $14.51 | +30.2% | COM | 65339F101 |
| ESE | ESCO TECHNOLOGIES INC | 124,695 | $4,601 | 0.1% | $36.11 | -5.9% | COM | 296315104 |
| — | TRULIA INC | 3,000,000 | $4,361 | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 19 | $4,294 | 0.1% | $134052.62 | +61.5% | CL A | 084670108 |
| DEO | DIAGEO P L C | 37,340 | $4,260 | 0.1% | $123.83 | — | SPON ADR NEW | 25243Q205 |
| — | SANCHEZ ENERGY CORP | 450,009 | $4,181 | 0.1% | $19.96 | — | COM | 79970Y105 |
| — | BROOKDALE SR LIVING INC | 3,043,000 | $4,140 | 0.1% | $1.19 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | MGM RESORTS INTERNATIONAL | 3,489,000 | $4,118 | 0.1% | $1.39 | — | NOTE 4.250% 4/1 | 55303qae0 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,698,000 | $4,095 | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 874054ac3 |
| FNV | FRANCO NEVADA CORP | 83,138 | $4,090 | 0.1% | $54.58 | -17.9% | COM | 351858105 |
| — | MOBILEYE N V AMSTELVEEN | 100,815 | $4,089 | 0.1% | $53.59 | — | ORD SHS | N51488117 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 249,885 | $4,061 | 0.1% | $7.74 | +5.0% | SH BEN INT | 20451Q104 |
| SJT | SAN JUAN BASIN RTY TR | 279,797 | $3,987 | 0.1% | $16.08 | — | UNIT BEN INT | 798241105 |
| — | YAHOO INC | 3,507,000 | $3,986 | 0.1% | $1.14 | — | NOTE 12/0 | 984332af3 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 65,478 | $3,978 | 0.1% | $50.34 | +1.3% | COM | 205306103 |
| — | VOLCANO CORPORATION | 4,000,000 | $3,965 | 0.1% | $0.99 | — | NOTE 1.750%12/0 | 928645ab6 |
| — | ILLUMINA INC | 1,780,000 | $3,939 | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327ad1 |
| — | GREENHILL & CO INC | 90,064 | $3,927 | 0.1% | $48.45 | — | COM | 395259104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 25,723 | $3,862 | 0.1% | $106.40 | +35.7% | CL B NEW | 084670702 |
| — | MWI VETERINARY SUPPLY INC | 22,557 | $3,833 | 0.1% | $169.93 | — | COM | 55402X105 |
| — | UNITED STATES STL CORP NEW | 3,000,000 | $3,741 | 0.1% | $1.64 | — | NOTE 2.750% 4/0 | 912909ah1 |
| — | ALCOA INC | 233,525 | $3,687 | 0.1% | $16.09 | — | COM | 013817101 |
| — | MERITOR INC | 2,220,000 | $3,669 | 0.1% | $1.53 | — | NOTE 7.875% 3/0 | 59001kac4 |
| BA | BOEING CO | 27,890 | $3,625 | 0.1% | $111.62 | -0.9% | COM | 097023105 |
| — | ANI PHARMACEUTICALS INC | 3,400,000 | $3,584 | 0.1% | $1.05 | — | NOTE 3.000%12/0 | 00182caa1 |
| HON | HONEYWELL INTL INC | 35,660 | $3,563 | 0.1% | $61.48 | +11.1% | COM | 438516106 |
| NAVI | NAVIENT CORP | 164,000 | $3,544 | 0.1% | $16.89 | +18.3% | COM | 63938C108 |
| — | STANLEY BLACK & DECKER INC | 29,166 | $3,438 | 0.1% | $60.89 | — | UNIT 99/99/9999 | 854502804 |
| — | EPR PPTYS | 109,900 | $3,422 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | TIME WARNER INC | 39,620 | $3,384 | 0.1% | $77.18 | — | COM NEW | 887317303 |
| — | DR PEPPER SNAPPLE GROUP INC | 46,861 | $3,359 | 0.1% | $44.18 | — | COM | 26138E109 |
| — | TIFFANY & CO NEW | 30,246 | $3,232 | 0.1% | $71.38 | — | COM | 886547108 |
| — | SOTHEBYS | 74,215 | $3,205 | 0.1% | $42.61 | — | COM | 835898107 |
| — | IAC INTERACTIVECORP | 52,700 | $3,204 | 0.1% | $61.65 | — | COM PAR $.001 | 44919P508 |
| — | HEALTH CARE REIT INC | 48,132 | $3,195 | 0.1% | $63.20 | — | PFD PER CON I | 42217K601 |
| — | HOLOGIC INC | 2,500,000 | $3,132 | 0.1% | $1.25 | — | FRNT 2.000%12/1 | 436440ab7 |
| — | CEMEX SAB DE CV | 2,500,000 | $3,016 | 0.1% | $1.52 | — | NOTE 3.750% 3/1 | 151290bc6 |
| PG | PROCTER & GAMBLE CO | 31,400 | $2,860 | 0.1% | $66.66 | -3.1% | COM | 742718109 |
| MCD | MCDONALDS CORP | 30,021 | $2,813 | 0.1% | $86.04 | -18.0% | COM | 580135101 |
| — | OREXIGEN THERAPEUTICS INC | 2,699,000 | $2,712 | 0.1% | $1.00 | — | NOTE 2.750%12/0 | 686164ab0 |
| ARCC | ARES CAP CORP | 171,800 | $2,681 | 0.1% | $14.00 | -60.8% | COM | 04010L103 |
| HSIC | SCHEIN HENRY INC | 18,745 | $2,552 | 0.1% | $73.24 | -32.1% | COM | 806407102 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,075,000 | $2,532 | 0.1% | $1.08 | — | NOTE 1.500%10/1 | 09061gaf8 |
| CVX | CHEVRON CORP NEW | 22,171 | $2,487 | 0.1% | $95.50 | -26.2% | COM | 166764100 |
| — | CORNERSTONE ONDEMAND INC | 2,489,000 | $2,442 | 0.1% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | CADENCE DESIGN SYSTEM INC | 969,000 | $2,436 | 0.1% | $1.86 | — | NOTE 2.625% 6/0 | 127387aj7 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,283,000 | $2,434 | 0.1% | $0.91 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,032,000 | $2,399 | 0.1% | $1.07 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | HORIZON PHARMA PLC | 180,600 | $2,328 | 0.1% | $12.89 | — | SHS | G4617B105 |
| SLM | SLM CORP | 222,950 | $2,272 | 0.1% | $10.09 | -5.2% | COM | 78442P106 |
| — | TESLA MTRS INC | 2,450,000 | $2,272 | 0.1% | $0.92 | — | NOTE 0.250% 3/0 | 88160rab7 |
| PPL | PPL CORP | 59,140 | $2,149 | 0.1% | $18.74 | +5.9% | COM | 69351T106 |
| AL | AIR LEASE CORP | 60,000 | $2,059 | 0.0% | $27.12 | +10.5% | CL A | 00912X302 |
| — | INCYTE CORP | 1,334,000 | $2,053 | 0.0% | $1.54 | — | NOTE 1.250%11/1 | 45337can2 |
| F | FORD MTR CO DEL | 132,100 | $2,048 | 0.0% | $12.80 | -36.2% | COM PAR $0.01 | 345370860 |
| — | SERVICESOURCE INTL LLC | 2,566,000 | $1,941 | 0.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | PHYSICIANS RLTY TR | 115,675 | $1,920 | 0.0% | $13.63 | — | COM | 71943U104 |
| LOPE | GRAND CANYON ED INC | 40,000 | $1,866 | 0.0% | $36.12 | +23.5% | COM | 38526M106 |
| — | TASER INTL INC | 70,000 | $1,854 | 0.0% | $15.62 | — | COM | 87651B104 |
| — | MYLAN INC | 424,000 | $1,793 | 0.0% | $2.17 | — | NOTE 3.750% 9/1 | 628530aj6 |
| — | BANK AMER CORP | 1,549 | $1,789 | 0.0% | $1148.74 | — | 7.25%CNV PFD L | 060505682 |
| HIG | HARTFORD FINL SVCS GROUP INC | 42,107 | $1,755 | 0.0% | $22.20 | +40.8% | COM | 416515104 |
| HLF | HERBALIFE LTD | 45,850 | $1,729 | 0.0% | $26.40 | -18.9% | COM USD SHS | G4412G101 |
| CL | COLGATE PALMOLIVE CO | 24,912 | $1,724 | 0.0% | $45.91 | +13.7% | COM | 194162103 |
| — | FOREST CITY ENTERPRISES INC | 1,486,000 | $1,698 | 0.0% | $1.12 | — | NOTE 4.250% 8/1 | 345550ap2 |
| — | MOLINA HEALTHCARE INC | 1,175,000 | $1,629 | 0.0% | $1.25 | — | NOTE 1.125% 1/1 | 60855rac4 |
| ROP | ROPER INDS INC NEW | 9,950 | $1,556 | 0.0% | $117.84 | +21.6% | COM | 776696106 |
| — | TESLA MTRS INC | 823,000 | $1,528 | 0.0% | $1.73 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | ACTAVIS PLC | 5,850 | $1,506 | 0.0% | $257.44 | — | SHS | G0083B108 |
| THRM | GENTHERM INC | 40,000 | $1,465 | 0.0% | $31.01 | +26.1% | COM | 37253A103 |
| — | ISTAR FINL INC | 1,129,000 | $1,430 | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | TELEFLEX INC | 750,000 | $1,409 | 0.0% | $1.78 | — | NOTE 3.875% 8/0 | 879369aa4 |
| TXN | TEXAS INSTRS INC | 26,300 | $1,406 | 0.0% | $30.88 | +21.0% | COM | 882508104 |
| T | AT&T INC | 41,784 | $1,404 | 0.0% | $25.38 | -53.5% | COM | 00206R102 |
| — | SERVICENOW INC | 1,204,000 | $1,371 | 0.0% | $1.14 | — | NOTE 11/0 | 81762pab8 |
| — | SEQUENOM INC | 1,250,000 | $1,288 | 0.0% | $1.03 | — | NOTE 5.000%10/0 | 817337ab4 |
| — | GENERAL CABLE CORP DEL NEW | 1,795,000 | $1,270 | 0.0% | $1.05 | — | FRNT 4.500%11/1 | 369300al2 |
| — | DYNEGY INC NEW DEL | 11,729 | $1,194 | 0.0% | $101.80 | — | PFD CONV SER A | 26817R207 |
| COP | CONOCOPHILLIPS | 17,250 | $1,191 | 0.0% | $57.68 | -15.3% | COM | 20825C104 |
| FARM | FARMER BROS CO | 40,000 | $1,178 | 0.0% | $16.07 | +77.4% | COM | 307675108 |
| — | BPZ RESOURCES INC | 3,570,000 | $1,142 | 0.0% | $1.00 | — | NOTE 8.500%10/0 | 055639ac2 |
| — | CARDTRONICS INC | 1,153,000 | $1,141 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | GENERAL ELECTRIC CO | 44,824 | $1,133 | 0.0% | $26.18 | — | COM | 369604103 |
| — | VERINT SYS INC | 1,003,000 | $1,115 | 0.0% | $1.09 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | ELECTRONIC ARTS INC | 737,000 | $1,112 | 0.0% | $0.93 | — | NOTE 0.750% 7/1 | 285512aa7 |
| NUS | NU SKIN ENTERPRISES INC | 25,250 | $1,103 | 0.0% | $40.97 | -25.1% | CL A | 67018T105 |
| — | AMERICAN EQTY INVT LIFE HLD | 37,768 | $1,102 | 0.0% | $26.38 | — | COM | 025676206 |
| — | CST BRANDS INC | 25,000 | $1,090 | 0.0% | $35.96 | — | COM | 12646R105 |
| — | MACQUARIE INFRASTR CO LLC | 958,000 | $1,089 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| TSCO | TRACTOR SUPPLY CO | 13,513 | $1,065 | 0.0% | $68.44 | -82.2% | COM | 892356106 |
| TKR | TIMKEN CO | 24,900 | $1,063 | 0.0% | $47.57 | -11.7% | COM | 887389104 |
| — | STARWOOD PPTY TR INC | 958,000 | $1,058 | 0.0% | $1.10 | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | UNITED TECHNOLOGIES CORP | 9,192 | $1,057 | 0.0% | $95.55 | — | COM | 913017109 |
| V | VISA INC | 4,017 | $1,053 | 0.0% | $43.39 | +28.4% | COM CL A | 92826C839 |
| LGIH | LGI HOMES INC | 70,000 | $1,044 | 0.0% | $17.04 | -0.5% | COM | 50187T106 |
| NXST | NEXSTAR BROADCASTING GROUP I | 20,000 | $1,036 | 0.0% | $34.13 | +2.1% | CL A | 65336K103 |
| — | PIONEER NAT RES CO | 6,944 | $1,034 | 0.0% | $178.07 | — | COM | 723787107 |
| AMG | AFFILIATED MANAGERS GROUP | 4,830 | $1,025 | 0.0% | $150.10 | +28.1% | COM | 008252108 |
| — | WHOLE FOODS MKT INC | 20,000 | $1,008 | 0.0% | $38.10 | — | COM | 966837106 |
| — | INFINERA CORPORATION | 752,000 | $999 | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| FCX | FREEPORT-MCMORAN INC | 41,601 | $972 | 0.0% | $33.71 | -28.0% | CL B | 35671D857 |
| NTRS | NORTHERN TR CORP | 14,000 | $944 | 0.0% | $50.14 | -1.1% | COM | 665859104 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $911 | 0.0% | $19.20 | -15.5% | COM | 15189T107 |
| — | COBALT INTL ENERGY INC | 1,325,000 | $888 | 0.0% | $1.05 | — | NOTE 3.125% 5/1 | 19075fab2 |
| — | OMNICARE INC | 12,161 | $887 | 0.0% | $72.94 | — | COM | 681904108 |
| — | JDS UNIPHASE CORP | 825,000 | $871 | 0.0% | $1.00 | — | DBCV 0.625% 8/1 | 46612jaf8 |
| — | DU PONT E I DE NEMOURS & CO | 11,700 | $865 | 0.0% | $46.89 | — | COM | 263534109 |
| — | SENSATA TECHNOLOGIES HLDG NV | 16,171 | $848 | 0.0% | $40.48 | — | SHS | N7902X106 |
| CIEN | CIENA CORP | 43,000 | $835 | 0.0% | $23.23 | -28.1% | COM NEW | 171779309 |
| — | MEAD JOHNSON NUTRITION CO | 8,277 | $832 | 0.0% | $96.61 | — | COM | 582839106 |
| HEI | HEICO CORP NEW | 13,750 | $830 | 0.0% | $27.02 | 0.0% | COM | 422806109 |
| — | FIBROGEN INC | 30,000 | $820 | 0.0% | $27.33 | — | COM | 31572Q808 |
| PPG | PPG INDS INC | 3,511 | $812 | 0.0% | $118.30 | -28.0% | COM | 693506107 |
| HCA | HCA HOLDINGS INC | 11,045 | $811 | 0.0% | $32.21 | +102.8% | COM | 40412C101 |
| — | TRUECAR INC | 35,000 | $801 | 0.0% | $19.37 | — | COM | 89785L107 |
| — | INCYTE CORP | 530,000 | $798 | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| — | T MOBILE US INC | 15,000 | $785 | 0.0% | $52.33 | — | CONV PFD SER A | 872590203 |
| DXPE | DXP ENTERPRISES INC NEW | 15,000 | $758 | 0.0% | $59.99 | 0.0% | COM NEW | 233377407 |
| — | RTI INTL METALS INC | 30,000 | $758 | 0.0% | $25.61 | — | COM | 74973W107 |
| — | CALLIDUS SOFTWARE INC | 45,000 | $735 | 0.0% | $13.41 | — | COM | 13123E500 |
| — | BARRACUDA NETWORKS INC | 20,000 | $717 | 0.0% | $35.85 | — | COM | 068323104 |
| — | SBA COMMUNICATIONS CORP | 6,363 | $705 | 0.0% | $74.54 | — | COM | 78388J106 |
| IWO | ISHARES TR | 4,930 | $702 | 0.0% | $129.33 | — | RUS 2000 GRW ETF | 464287648 |
| — | CITRIX SYS INC | 11,006 | $702 | 0.0% | $70.04 | — | COM | 177376100 |
| — | J2 GLOBAL INC | 628,000 | $695 | 0.0% | $1.02 | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $682 | 0.0% | $27.28 | — | COM | 845467109 |
| META | FACEBOOK INC | 8,680 | $677 | 0.0% | $73.91 | +2.7% | CL A | 30303M102 |
| — | PROSHARES TR II | 8,750 | $670 | 0.0% | $76.57 | — | ULSHT BLOOMB OIL | 74347w668 |
| EA | ELECTRONIC ARTS INC | 14,200 | $668 | 0.0% | $14.52 | +176.1% | COM | 285512109 |
| — | ADEPTUS HEALTH INC | 17,500 | $654 | 0.0% | $37.37 | — | CL A | 006855100 |
| PRGO | PERRIGO CO PLC | 3,838 | $642 | 0.0% | $157.83 | -0.9% | SHS | G97822103 |
| — | NORDSTROM INC | 7,848 | $623 | 0.0% | $60.88 | — | COM | 655664100 |
| — | AAC HLDGS INC | 20,000 | $618 | 0.0% | $30.90 | — | COM | 000307108 |
| GBX | GREENBRIER COS INC | 11,400 | $613 | 0.0% | $47.82 | -12.9% | COM | 393657101 |
| — | L BRANDS INC | 7,076 | $612 | 0.0% | $49.26 | — | COM | 501797104 |
| AME | AMETEK INC NEW | 11,602 | $611 | 0.0% | $41.44 | +13.7% | COM | 031100100 |
| — | AVAGO TECHNOLOGIES LTD | 5,993 | $603 | 0.0% | $64.43 | — | SHS | Y0486S104 |
| — | APACHE CORP | 9,428 | $591 | 0.0% | $85.13 | — | COM | 037411105 |
| I 5.75 05/01/16 A | INTELSAT S A | 12,188 | $573 | 0.0% | $251.10 | — | MAN CONV JR PFD | L5140P119 |
| FAST | FASTENAL CO | 11,542 | $549 | 0.0% | $8.57 | -2.7% | COM | 311900104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,397 | $545 | 0.0% | $143.85 | -30.2% | COM | 459200101 |
| — | CAMERON INTERNATIONAL CORP | 10,829 | $541 | 0.0% | $59.10 | — | COM | 13342B105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,447 | $537 | 0.0% | $35.28 | +5.4% | COM | 45866F104 |
| — | STREAMLINE HEALTH SOLUTIONS | 122,500 | $530 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | MONMOUTH REAL ESTATE INVT CO | 47,291 | $524 | 0.0% | $10.16 | — | CL A | 609720107 |
| GILD | GILEAD SCIENCES INC | 5,480 | $517 | 0.0% | $68.38 | +5.1% | COM | 375558103 |
| — | CIVITAS SOLUTIONS INC | 30,000 | $511 | 0.0% | $17.03 | — | COM | 17887R102 |
| — | CAPITAL SR LIVING CORP | 20,000 | $498 | 0.0% | $23.89 | — | COM | 140475104 |
| HXL | HEXCEL CORP NEW | 12,000 | $498 | 0.0% | $39.43 | +4.5% | COM | 428291108 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $495 | 0.0% | $55.52 | -24.7% | COM | 209115104 |
| — | INTEGRATED DEVICE TECHNOLOGY | 25,000 | $490 | 0.0% | $19.60 | — | COM | 458118106 |
| M | MACYS INC | 7,243 | $476 | 0.0% | $60.49 | 0.0% | COM | 55616P104 |
| MTUS | TIMKENSTEEL CORP | 12,450 | $461 | 0.0% | $45.14 | -19.7% | COM | 887399103 |
| — | YRC WORLDWIDE INC | 20,000 | $450 | 0.0% | $22.50 | — | COM PAR $.01 | 984249607 |
| FSLR | FIRST SOLAR INC | 10,000 | $446 | 0.0% | $59.32 | -14.1% | COM | 336433107 |
| — | TOWERS WATSON & CO | 3,884 | $440 | 0.0% | $113.86 | — | CL A | 891894107 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 10,000 | $430 | 0.0% | $36.90 | — | COM CL A | 848574109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,593 | $427 | 0.0% | $73.64 | +52.9% | COM | 92532F100 |
| — | ALEXION PHARMACEUTICALS INC | 2,201 | $407 | 0.0% | $93.61 | — | COM | 015351109 |
| AFL | AFLAC INC | 6,600 | $403 | 0.0% | $52.76 | -57.0% | COM | 001055102 |
| — | GOOGLE INC | 739 | $392 | 0.0% | $737.73 | — | CL A | 38259P508 |
| A | AGILENT TECHNOLOGIES INC | 9,573 | $392 | 0.0% | $30.43 | +21.0% | COM | 00846U101 |
| CTRA | CABOT OIL & GAS CORP | 12,862 | $381 | 0.0% | $25.93 | -12.1% | COM | 127097103 |
| — | ACORDA THERAPEUTICS INC | 330,000 | $380 | 0.0% | $1.04 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | INPHI CORP | 20,000 | $370 | 0.0% | $18.50 | — | COM | 45772F107 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 350,000 | $369 | 0.0% | $1.11 | — | NOTE 0.750% 8/1 | 87157baa1 |
| WFC | WELLS FARGO & CO NEW | 6,430 | $352 | 0.0% | $31.26 | +24.0% | COM | 949746101 |
| — | GOOGLE INC | 659 | $347 | 0.0% | $575.49 | — | CL C | 38259P706 |
| NFLX | NETFLIX INC | 1,004 | $343 | 0.0% | $6.45 | -16.8% | COM | 64110L106 |
| TRIP | TRIPADVISOR INC | 4,460 | $333 | 0.0% | $88.04 | -21.2% | COM | 896945201 |
| — | CALIFORNIA RES CORP | 59,352 | $327 | 0.0% | $5.51 | — | COM | 13057Q107 |
| SIG | SIGNET JEWELERS LIMITED | 2,441 | $321 | 0.0% | $98.53 | 0.0% | SHS | G81276100 |
| — | FIREEYE INC | 10,038 | $317 | 0.0% | $31.58 | — | COM | 31816Q101 |
| MSFT | MICROSOFT CORP | 6,655 | $309 | 0.0% | $29.23 | +36.4% | COM | 594918104 |
| ESBA | EMPIRE ST RLTY OP L P | 16,862 | $295 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| — | INTREXON CORP | 10,000 | $275 | 0.0% | $27.50 | — | COM | 46122T102 |
| CVLG | COVENANT TRANSN GROUP INC | 10,000 | $271 | 0.0% | $10.93 | 0.0% | CL A | 22284P105 |
| LE | LANDS END INC NEW | 5,000 | $270 | 0.0% | $47.12 | 0.0% | COM | 51509F105 |
| RRC | RANGE RES CORP | 5,000 | $267 | 0.0% | $64.63 | 0.0% | COM | 75281A109 |
| MAS | MASCO CORP | 10,000 | $252 | 0.0% | $16.70 | +4.8% | COM | 574599106 |
| GRBK | GREEN BRICK PARTNERS INC | 30,000 | $246 | 0.0% | $7.19 | 0.0% | COM | 392709101 |
| — | NOVARTIS A G | 2,546 | $236 | 0.0% | $90.34 | — | SPONSORED ADR | 66987v109 |
| SLB | SCHLUMBERGER LTD | 2,642 | $226 | 0.0% | $60.33 | +11.6% | COM | 806857108 |
| DIS | DISNEY WALT CO | 2,321 | $219 | 0.0% | $81.30 | 0.0% | COM DISNEY | 254687106 |
| — | COBALT INTL ENERGY INC | 23,700 | $211 | 0.0% | $8.90 | — | COM | 19075F106 |
| ABBV | ABBVIE INC | 3,200 | $209 | 0.0% | $40.24 | 0.0% | COM | 00287Y109 |
| — | TARGA RESOURCES PARTNERS LP | 4,210 | $202 | 0.0% | $54.65 | — | COM UNIT | 87611X105 |
| — | NAVIOS MARITIME PARTNERS L P | 19,000 | $193 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| JBLU | JETBLUE AIRWAYS CORP | 12,200 | $193 | 0.0% | $11.48 | +13.0% | COM | 477143101 |
| BAC | BANK AMER CORP | 10,100 | $181 | 0.0% | $11.60 | +16.8% | COM | 060505104 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $168 | 0.0% | $11.07 | — | COM | 46146L101 |
| — | HUTCHINSON TECHNOLOGY INC | 172,000 | $166 | 0.0% | $0.60 | — | NOTE 8.500% 1/1 | 448407ag1 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $164 | 0.0% | $3.38 | — | COM | Y62196103 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $14 | 0.0% | $0.63 | — | COM PAR $ .01 | 696077403 |