Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 9, 2013
Total Value: $1.021B (35.3% shares, 64.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 350,318 | $56.2M | 5.5% | $160.41 | — | TR UNIT | 78462F103 |
| — | PRICELINE COM INC | 19,920,000 | $23.16M | 2.3% | $1.16 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | INTEL CORP | 16,429,000 | $20.94M | 2.1% | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | NOVELLUS SYS INC | 13,300,000 | $18.74M | 1.8% | $1.41 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC | 12,356,000 | $17.92M | 1.8% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | VERISIGN INC | 11,156,000 | $15.69M | 1.5% | $1.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | GILEAD SCIENCES INC | 6,341,000 | $14.35M | 1.4% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | BANK OF AMERICA CORPORATION | 12,230 | $13.58M | 1.3% | $1110.55 | — | 7.25%CNV PFD L | 060505682 |
| — | GILEAD SCIENCES INC | 5,852,000 | $13.28M | 1.3% | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | GENERAL CABLE CORP DEL NEW | 11,412,000 | $12.58M | 1.2% | $1.10 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MICRON TECHNOLOGY INC | 7,863,000 | $12.07M | 1.2% | $1.54 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| — | METLIFE INC | 218,640 | $11.98M | 1.2% | $54.80 | — | UNIT 99/99/9999 | 59156R116 |
| — | WESCO INTL INC | 4,861,000 | $11.95M | 1.2% | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | SBA COMMUNICATIONS CORP | 4,843,000 | $11.87M | 1.2% | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | D R HORTON INC | 6,725,000 | $11.16M | 1.1% | $1.66 | — | NOTE 2.000% 5/1 | 23331ABB4 |
| — | WELLS FARGO & CO | 9,842,000 | $10.75M | 1.1% | $1.09 | — | MTNF 0.125% 3/0 | 94986RCZ2 |
| — | AMTRUST FINANCIAL SERVICES I | 7,500,000 | $10.48M | 1.0% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | XILINX INC | 7,270,000 | $10.39M | 1.0% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | CEMEX SAB DE CV | 8,300,000 | $10.22M | 1.0% | $1.23 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | KEYCORP NEW | 78,400 | $9.719M | 1.0% | $123.97 | — | PFD 7.75% SR A | 493267405 |
| — | MGM RESORTS INTERNATIONAL | 8,654,000 | $9.687M | 0.9% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | WELLS FARGO & CO NEW | 7,856 | $9.379M | 0.9% | $1193.86 | — | PERP PFD CNV A | 949746804 |
| — | FORD MTR CO DEL | 5,144,000 | $9.291M | 0.9% | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | ENDO HEALTH SOLUTIONS INC | 6,906,000 | $9.232M | 0.9% | $1.34 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | WESTERN REFNG INC | 3,130,000 | $9.091M | 0.9% | $2.90 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | GENERAL MTRS CO | 184,810 | $8.9M | 0.9% | $48.16 | — | JR PFD CNV SRB | 37045V209 |
| — | OMNICARE CAP TR II | 149,105 | $8.756M | 0.9% | $58.72 | — | PFD B TR 4.00% | 68214Q200 |
| — | ELECTRONIC ARTS INC | 8,386,000 | $8.701M | 0.9% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | AFFILIATED MANAGERS GROUP | 6,479,000 | $8.47M | 0.8% | $1.31 | — | NOTE 3.950% 8/1 | 008252AL2 |
| — | E M C CORP MASS | 5,674,000 | $8.384M | 0.8% | $1.48 | — | NOTE 1.750%12/0 | 268648AM4 |
| — | COVANTA HLDG CORP | 6,441,000 | $8.309M | 0.8% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | WALTER INVT MGMT CORP | 8,200,000 | $8.283M | 0.8% | $1.01 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | EQUINIX INC | 4,838,000 | $8.141M | 0.8% | $1.68 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | STERLITE INDS INDIA LTD | 8,000,000 | $7.776M | 0.8% | $0.97 | — | NOTE 4.000%10/3 | 859737AB4 |
| — | RADIAN GROUP INC | 6,076,000 | $7.77M | 0.8% | $1.28 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | RYLAND GROUP INC | 5,361,000 | $7.76M | 0.8% | $1.45 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | INTERNATIONAL GAME TECHNOLOG | 6,705,000 | $7.152M | 0.7% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | STILLWATER MNG CO | 6,822,000 | $7.108M | 0.7% | $1.04 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | CADENCE DESIGN SYSTEM INC | 3,514,000 | $6.829M | 0.7% | $1.94 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | KB HOME | 6,417,000 | $6.714M | 0.7% | $1.05 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | NATIONAL FINL PARTNERS CORP | 3,275,000 | $6.684M | 0.7% | $2.04 | — | NOTE 4.000% 6/1 | 63607PAC3 |
| — | PROLOGIS | 5,416,000 | $6.251M | 0.6% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | THERAVANCE INC | 4,000,000 | $6.166M | 0.6% | $1.54 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | STANDARD PAC CORP NEW | 4,750,000 | $6.026M | 0.6% | $1.27 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | STONE ENERGY CORP | 6,500,000 | $6.011M | 0.6% | $0.92 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | FOREST CITY ENTERPRISES INC | 5,332,000 | $5.967M | 0.6% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | CONTINENTAL AIRLS INC | 3,356,000 | $5.892M | 0.6% | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | FORESTAR GROUP INC | 5,179,000 | $5.857M | 0.6% | $1.13 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | HEALTH CARE REIT INC | 4,411,000 | $5.838M | 0.6% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | WEBMD HEALTH CORP | 6,250,000 | $5.782M | 0.6% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | KNIGHT CAP GROUP INC | 5,750,000 | $5.747M | 0.6% | $1.00 | — | NOTE 3.500% 3/1 | 499005AE6 |
| — | ALERE INC | 25,000 | $5.686M | 0.6% | $227.44 | — | PERP PFD CONV SE | 01449J204 |
| — | OMNICARE INC | 3,000,000 | $5.55M | 0.5% | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | CUBIST PHARMACEUTICALS INC | 3,102,000 | $5.436M | 0.5% | $1.75 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | NEWMONT MINING CORP | 4,682,000 | $5.032M | 0.5% | $1.07 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | PHH CORP | 2,775,000 | $4.982M | 0.5% | $1.80 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,500,000 | $4.949M | 0.5% | $1.41 | — | NOTE 4.375% 6/0 | 874054AA7 |
| — | ENCORE CAP GROUP INC | 4,000,000 | $4.83M | 0.5% | $1.21 | — | NOTE 3.000%11/2 | 292554AC6 |
| AAPL | APPLE INC | 11,910 | $4.724M | 0.5% | $13.16 | 0.0% | COM | 037833100 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 250,000 | $4.686M | 0.5% | $18.74 | — | MAND CV NT 16 | L0302D178 |
| — | GENERAL ELECTRIC CO | 200,598 | $4.65M | 0.5% | $23.18 | — | COM | 369604103 |
| — | HOLOGIC INC | 4,138,000 | $4.612M | 0.5% | $1.11 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | ARES CAP CORP | 4,284,000 | $4.564M | 0.4% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | COBALT INTL ENERGY INC | 4,192,000 | $4.45M | 0.4% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| XOM | EXXON MOBIL CORP | 49,149 | $4.44M | 0.4% | $53.69 | 0.0% | COM | 30231G102 |
| — | STARWOOD PPTY TR INC | 4,290,000 | $4.421M | 0.4% | $1.03 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ARES CAP CORP | 3,997,000 | $4.366M | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | CHIQUITA BRANDS INTL INC | 4,500,000 | $4.298M | 0.4% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | TIBCO SOFTWARE INC | 4,301,000 | $4.193M | 0.4% | $0.97 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | UNITED TECHNOLOGIES CORP | 69,905 | $4.148M | 0.4% | $59.34 | — | UNIT 99/99/9999 | 913017117 |
| — | HAWAIIAN HOLDINGS INC | 3,750,000 | $4.097M | 0.4% | $1.09 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | RTI INTL METALS INC | 4,342,000 | $4.092M | 0.4% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ARCHER DANIELS MIDLAND CO | 4,038,000 | $4.068M | 0.4% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | BOTTOMLINE TECH DEL INC | 3,750,000 | $4.03M | 0.4% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | LIFEPOINT HOSPITALS INC | 3,726,000 | $4.029M | 0.4% | $1.08 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | GOODYEAR TIRE & RUBR CO | 81,545 | $4.015M | 0.4% | $49.24 | — | PFD CONV 5.875% | 382550309 |
| — | NEWPARK RES INC | 3,125,000 | $3.973M | 0.4% | $1.27 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | GOODRICH PETE CORP | 4,000,000 | $3.971M | 0.4% | $0.99 | — | NOTE 5.000%10/0 | 382410AC2 |
| — | SANDISK CORP | 2,951,000 | $3.934M | 0.4% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | LIVE NATION ENTERTAINMENT IN | 3,850,000 | $3.89M | 0.4% | $1.01 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | CIENA CORP | 3,000,000 | $3.85M | 0.4% | $1.28 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,311,000 | $3.824M | 0.4% | $1.15 | — | FRNT 1.625%11/1 | 440543AE6 |
| — | VOLCANO CORPORATION | 4,150,000 | $3.781M | 0.4% | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| FLOT | ISHARES TR | 74,692 | $3.779M | 0.4% | $50.59 | — | FLTG RATE NT | 46429B655 |
| IGSB | ISHARES TR | 35,930 | $3.775M | 0.4% | $105.07 | — | BARCLYS 1-3YR CR | 464288646 |
| — | HORSEHEAD HLDG CORP | 3,475,000 | $3.775M | 0.4% | $1.09 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | PPL CORP | 68,560 | $3.703M | 0.4% | $54.01 | — | UNIT 99/99/9999S | 69351T114 |
| — | MENTOR GRAPHICS CORP | 3,036,000 | $3.668M | 0.4% | $1.21 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | ANNALY CAP MGMT INC | 3,629,000 | $3.657M | 0.4% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | HUNTINGTON BANCSHARES INC | 3,000 | $3.654M | 0.4% | $1218.00 | — | PFD CONV SER A | 446150401 |
| — | LINEAR TECHNOLOGY CORP | 3,422,000 | $3.571M | 0.3% | $1.04 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | L-3 COMMUNICATIONS CORP | 3,459,000 | $3.514M | 0.3% | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | JEFFERIES GROUP INC NEW | 3,194,000 | $3.403M | 0.3% | $1.07 | — | DBCV 3.875%11/0 | 472319AG7 |
| JPM | JPMORGAN CHASE & CO | 63,606 | $3.357M | 0.3% | $36.24 | 0.0% | COM | 46625H100 |
| — | LAM RESEARCH CORP | 2,745,000 | $3.037M | 0.3% | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| CMCSA | COMCAST CORP NEW | 71,436 | $2.983M | 0.3% | $15.62 | 0.0% | CL A | 20030N101 |
| — | OLD REP INTL CORP | 2,563,000 | $2.891M | 0.3% | $1.13 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | GOOGLE INC | 3,244 | $2.857M | 0.3% | $880.70 | — | CL A | 38259P508 |
| PG | PROCTER & GAMBLE CO | 36,890 | $2.839M | 0.3% | $55.00 | 0.0% | COM | 742718109 |
| — | GREENBRIER COS INC | 2,750,000 | $2.825M | 0.3% | $1.03 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | UNITED STATES STL CORP NEW | 2,761,000 | $2.82M | 0.3% | $1.02 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | TRINITY INDS INC | 2,414,000 | $2.809M | 0.3% | $1.16 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | ALLIANT TECHSYSTEMS INC | 2,414,000 | $2.767M | 0.3% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| PFE | PFIZER INC | 94,848 | $2.658M | 0.3% | $16.46 | 0.0% | COM | 717081103 |
| C | CITIGROUP INC | 54,553 | $2.617M | 0.3% | $35.76 | 0.0% | COM NEW | 172967424 |
| — | AKORN INC | 1,556,000 | $2.602M | 0.3% | $1.67 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | NAVISTAR INTL CORP NEW | 2,671,000 | $2.598M | 0.3% | $0.97 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | FIDELITY NATIONAL FINANCIAL | 1,946,000 | $2.552M | 0.2% | $1.31 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | INTEL CORP | 2,342,000 | $2.549M | 0.2% | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | ALLIANCE DATA SYSTEMS CORP | 1,115,000 | $2.533M | 0.2% | $2.27 | — | NOTE 1.750% 8/0 | 018581AD0 |
| — | EXELIXIS INC | 2,600,000 | $2.496M | 0.2% | $0.96 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| MSFT | MICROSOFT CORP | 72,008 | $2.488M | 0.2% | $26.70 | 0.0% | COM | 594918104 |
| — | MGIC INVT CORP WIS | 2,172,000 | $2.46M | 0.2% | $1.13 | — | NOTE 2.000% 4/0 | 552848AE3 |
| JNJ | JOHNSON & JOHNSON | 28,491 | $2.447M | 0.2% | $59.66 | 0.0% | COM | 478160104 |
| — | ISTAR FINL INC | 2,000,000 | $2.386M | 0.2% | $1.19 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | MYLAN INC | 1,000,000 | $2.369M | 0.2% | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | DEVELOPERS DIVERSIFIED RLTY | 1,991,000 | $2.32M | 0.2% | $1.17 | — | NOTE 1.750%11/1 | 251591AX1 |
| CVX | CHEVRON CORP NEW | 19,449 | $2.303M | 0.2% | $71.30 | 0.0% | COM | 166764100 |
| — | APACHE CORP | 47,068 | $2.248M | 0.2% | $47.76 | — | PFD CONV SER D | 037411808 |
| — | SALIX PHARMACEUTICALS INC | 1,450,000 | $2.207M | 0.2% | $1.52 | — | NOTE 2.750% 5/1 | 795435AC0 |
| — | TELEFLEX INC | 1,629,000 | $2.201M | 0.2% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | PHH CORP | 2,053,000 | $2.171M | 0.2% | $1.06 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | JETBLUE AIRWAYS CORP | 1,500,000 | $2.08M | 0.2% | $1.39 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | NUANCE COMMUNICATIONS INC | 1,772,000 | $2.056M | 0.2% | $1.16 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| CSCO | CISCO SYS INC | 83,716 | $2.038M | 0.2% | $15.24 | 0.0% | COM | 17275R102 |
| HD | HOME DEPOT INC | 26,129 | $2.024M | 0.2% | $56.05 | 0.0% | COM | 437076102 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,787,000 | $1.963M | 0.2% | $1.10 | — | NOTE 1.750%12/0 | 874054AC3 |
| T | AT&T INC | 54,962 | $1.946M | 0.2% | $11.40 | 0.0% | COM | 00206R102 |
| UNH | UNITEDHEALTH GROUP INC | 29,535 | $1.936M | 0.2% | $50.75 | 0.0% | COM | 91324P102 |
| — | EXTERRAN HLDGS INC | 1,507,000 | $1.936M | 0.2% | $1.28 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| — | STANLEY BLACK & DECKER INC | 14,890 | $1.923M | 0.2% | $129.15 | — | UNIT 99/99/9999 | 854502309 |
| — | ALCOA INC | 1,493,000 | $1.896M | 0.2% | $1.27 | — | NOTE 5.250% 3/1 | 013817AT8 |
| — | RADIAN GROUP INC | 1,509,000 | $1.893M | 0.2% | $1.25 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | TITAN MACHY INC | 2,000,000 | $1.867M | 0.2% | $0.93 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | TYSON FOODS INC | 1,223,000 | $1.865M | 0.2% | $1.52 | — | NOTE 3.250%10/1 | 902494AP8 |
| — | E M C CORP MASS | 78,633 | $1.859M | 0.2% | $23.64 | — | COM | 268648102 |
| — | HERTZ GLOBAL HOLDINGS INC | 617,000 | $1.854M | 0.2% | $3.00 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | SALIX PHARMACEUTICALS INC | 1,512,000 | $1.803M | 0.2% | $1.19 | — | NOTE 1.500% 3/1 | 795435AE6 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 15,453 | $1.731M | 0.2% | $110.02 | 0.0% | CL B NEW | 084670702 |
| — | DANAHER CORP DEL | 931,000 | $1.713M | 0.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| QCOM | QUALCOMM INC | 27,974 | $1.709M | 0.2% | $45.06 | 0.0% | COM | 747525103 |
| OXY | OCCIDENTAL PETE CORP DEL | 19,037 | $1.699M | 0.2% | $57.83 | 0.0% | COM | 674599105 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,245,000 | $1.697M | 0.2% | $1.36 | — | NOTE 6.500%10/0 | 52729NBR0 |
| SLB | SCHLUMBERGER LTD | 23,522 | $1.686M | 0.2% | $52.90 | 0.0% | COM | 806857108 |
| — | AVIS BUDGET GROUP | 911,000 | $1.662M | 0.2% | $1.82 | — | NOTE 3.500%10/0 | 053774AB1 |
| WFC | WELLS FARGO & CO NEW | 39,930 | $1.648M | 0.2% | $27.36 | 0.0% | COM | 949746101 |
| KO | COCA COLA CO | 40,380 | $1.62M | 0.2% | $27.85 | 0.0% | COM | 191216100 |
| — | RAYONIER TRS HLDGS INC | 960,000 | $1.611M | 0.2% | $1.68 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| INTC | INTEL CORP | 66,306 | $1.607M | 0.2% | $17.18 | 0.0% | COM | 458140100 |
| — | AMERICAN CAPITAL AGENCY CORP | 69,791 | $1.607M | 0.2% | $23.03 | — | COM | 02503X105 |
| USB | US BANCORP DEL | 43,273 | $1.564M | 0.2% | $22.41 | 0.0% | COM NEW | 902973304 |
| CVS | CVS CAREMARK CORPORATION | 26,902 | $1.538M | 0.2% | $41.44 | 0.0% | COM | 126650100 |
| SPG | SIMON PPTY GROUP INC NEW | 9,514 | $1.505M | 0.1% | $88.80 | 0.0% | COM | 828806109 |
| MRK | MERCK & CO INC NEW | 32,375 | $1.504M | 0.1% | $30.02 | 0.0% | COM | 58933Y105 |
| — | AIRTRAN HLDGS INC | 1,036,000 | $1.469M | 0.1% | $1.42 | — | NOTE 5.250%11/0 | 00949PAD0 |
| ORCL | ORACLE CORP | 47,557 | $1.459M | 0.1% | $27.58 | 0.0% | COM | 68389X105 |
| — | UNITED TECHNOLOGIES CORP | 15,648 | $1.454M | 0.1% | $92.92 | — | COM | 913017109 |
| PM | PHILIP MORRIS INTL INC | 16,717 | $1.448M | 0.1% | $49.85 | 0.0% | COM | 718172109 |
| — | CELGENE CORP | 12,350 | $1.444M | 0.1% | $116.92 | — | COM | 151020104 |
| COF | CAPITAL ONE FINL CORP | 22,848 | $1.437M | 0.1% | $47.00 | 0.0% | COM | 14040H105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 7,484 | $1.427M | 0.1% | $118.94 | 0.0% | COM | 459200101 |
| WMT | WAL-MART STORES INC | 19,107 | $1.421M | 0.1% | $19.98 | 0.0% | COM | 931142103 |
| FDX | FEDEX CORP | 14,365 | $1.416M | 0.1% | $81.95 | 0.0% | COM | 31428X106 |
| VZ | VERIZON COMMUNICATIONS INC | 27,479 | $1.385M | 0.1% | $27.04 | 0.0% | COM | 92343V104 |
| — | HOME PROPERTIES INC | 20,782 | $1.355M | 0.1% | $65.20 | — | COM | 437306103 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,076,000 | $1.342M | 0.1% | $1.25 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| PNC | PNC FINL SVCS GROUP INC | 18,386 | $1.341M | 0.1% | $47.34 | 0.0% | COM | 693475105 |
| — | NEWS CORP | 40,672 | $1.324M | 0.1% | $32.55 | — | CL A | 65248E104 |
| BA | BOEING CO | 12,575 | $1.289M | 0.1% | $80.37 | 0.0% | COM | 097023105 |
| — | SUNTRUST BKS INC | 40,710 | $1.287M | 0.1% | $31.61 | — | COM | 867914103 |
| MMM | 3M CO | 11,709 | $1.281M | 0.1% | $61.26 | 0.0% | COM | 88579Y101 |
| PEP | PEPSICO INC | 15,636 | $1.279M | 0.1% | $56.00 | 0.0% | COM | 713448108 |
| — | PEABODY ENERGY CORP | 1,838,000 | $1.274M | 0.1% | $0.69 | — | SDCV 4.750%12/1 | 704549AG9 |
| — | MOLYCORP INC DEL | 1,909,000 | $1.269M | 0.1% | $0.66 | — | NOTE 3.250% 6/1 | 608753AA7 |
| — | BROADCOM CORP | 37,398 | $1.267M | 0.1% | $33.88 | — | CL A | 111320107 |
| AIG | AMERICAN INTL GROUP INC | 28,229 | $1.262M | 0.1% | $32.51 | 0.0% | COM NEW | 026874784 |
| MO | ALTRIA GROUP INC | 36,035 | $1.261M | 0.1% | $16.28 | 0.0% | COM | 02209S103 |
| ARCC | ARES CAP CORP | 72,967 | $1.256M | 0.1% | $5.23 | 0.0% | COM | 04010L103 |
| — | EXPRESS SCRIPTS HLDG CO | 20,297 | $1.252M | 0.1% | $61.68 | — | COM | 30219G108 |
| — | ON SEMICONDUCTOR CORP | 1,090,000 | $1.25M | 0.1% | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| AMGN | AMGEN INC | 12,656 | $1.247M | 0.1% | $73.34 | 0.0% | COM | 031162100 |
| DIS | DISNEY WALT CO | 19,604 | $1.238M | 0.1% | $56.11 | 0.0% | COM DISNEY | 254687106 |
| — | TIME WARNER INC | 21,098 | $1.219M | 0.1% | $57.78 | — | COM NEW | 887317303 |
| ALL | ALLSTATE CORP | 24,825 | $1.194M | 0.1% | $37.12 | 0.0% | COM | 020002101 |
| — | PROSPECT CAPITAL CORPORATION | 1,155,000 | $1.193M | 0.1% | $1.03 | — | MTNF 5.375%10/1 | 74348TAK8 |
| — | MICRON TECHNOLOGY INC | 876,000 | $1.168M | 0.1% | $1.33 | — | DEBT 1.875% 6/0 | 595112AK9 |
| TJX | TJX COS INC NEW | 22,908 | $1.148M | 0.1% | $20.82 | 0.0% | COM | 872540109 |
| — | GENESEE & WYO INC | 9,570 | $1.135M | 0.1% | $118.60 | — | UNIT 10/01/2015 | 371559204 |
| DAL | DELTA AIR LINES INC DEL | 60,398 | $1.13M | 0.1% | $14.99 | 0.0% | COM NEW | 247361702 |
| BAC | BANK OF AMERICA CORPORATION | 87,301 | $1.122M | 0.1% | $10.03 | 0.0% | COM | 060505104 |
| RRC | RANGE RES CORP | 14,521 | $1.122M | 0.1% | $76.33 | 0.0% | COM | 75281A109 |
| — | FOOT LOCKER INC | 31,843 | $1.119M | 0.1% | $35.14 | — | COM | 344849104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 16,815 | $1.117M | 0.1% | $33.34 | 0.0% | SHS - A - | N53745100 |
| EBAY | EBAY INC | 21,338 | $1.103M | 0.1% | $20.18 | 0.0% | COM | 278642103 |
| — | ELLIE MAE INC | 47,724 | $1.102M | 0.1% | $23.09 | — | COM | 28849P100 |
| — | BRISTOW GROUP INC | 912,000 | $1.075M | 0.1% | $1.18 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | ALLEGHENY TECHNOLOGIES INC | 1,043,000 | $1.075M | 0.1% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | NATIONAL OILWELL VARCO INC | 15,559 | $1.072M | 0.1% | $68.90 | — | COM | 637071101 |
| — | COLONY FINL INC | 1,039,000 | $1.052M | 0.1% | $1.01 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | MOLSON COORS BREWING CO | 1,045,000 | $1.051M | 0.1% | $1.01 | — | NOTE 2.500% 7/3 | 60871RAA8 |
| MCD | MCDONALDS CORP | 10,614 | $1.05M | 0.1% | $71.80 | 0.0% | COM | 580135101 |
| MDLZ | MONDELEZ INTL INC | 36,568 | $1.046M | 0.1% | $23.16 | 0.0% | CL A | 609207105 |
| TGT | TARGET CORP | 14,885 | $1.028M | 0.1% | $47.95 | 0.0% | COM | 87612E106 |
| F | FORD MTR CO DEL | 66,332 | $1.025M | 0.1% | $7.61 | 0.0% | COM PAR $0.01 | 345370860 |
| V | VISA INC | 5,593 | $1.022M | 0.1% | $40.02 | 0.0% | COM CL A | 92826C839 |
| KMB | KIMBERLY CLARK CORP | 10,500 | $1.02M | 0.1% | $63.06 | 0.0% | COM | 494368103 |
| — | ANADARKO PETE CORP | 11,823 | $1.017M | 0.1% | $86.02 | — | COM | 032511107 |
| — | KRAFT FOODS GROUP INC | 18,003 | $1.006M | 0.1% | $55.88 | — | COM | 50076Q106 |
| IP | INTL PAPER CO | 22,498 | $996K | 0.1% | $25.91 | 0.0% | COM | 460146103 |
| DHI | D R HORTON INC | 44,991 | $958K | 0.1% | $21.23 | 0.0% | COM | 23331A109 |
| — | MOLINA HEALTHCARE INC | 742,000 | $956K | 0.1% | $1.29 | — | NOTE 3.750%10/0 | 60855RAA8 |
| RL | RALPH LAUREN CORP | 5,442 | $947K | 0.1% | $138.80 | 0.0% | CL A | 751212101 |
| — | AKORN INC | 69,719 | $946K | 0.1% | $13.57 | — | COM | 009728106 |
| — | ACTAVIS INC | 7,257 | $917K | 0.1% | $126.36 | — | COM | 00507K103 |
| — | INVESCO MORTGAGE CAPITAL INC | 55,285 | $914K | 0.1% | $16.53 | — | COM | 46131B100 |
| SBUX | STARBUCKS CORP | 13,793 | $903K | 0.1% | $24.37 | 0.0% | COM | 855244109 |
| BK | BANK NEW YORK MELLON CORP | 31,717 | $891K | 0.1% | $21.22 | 0.0% | COM | 064058100 |
| — | UNITED THERAPEUTICS CORP DEL | 615,000 | $890K | 0.1% | $1.45 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| L | LOEWS CORP | 20,000 | $888K | 0.1% | $42.08 | 0.0% | COM | 540424108 |
| TSN | TYSON FOODS INC | 34,282 | $880K | 0.1% | $18.99 | 0.0% | CL A | 902494103 |
| — | LABORATORY CORP AMER HLDGS | 655,000 | $877K | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| HON | HONEYWELL INTL INC | 11,026 | $875K | 0.1% | $53.13 | 0.0% | COM | 438516106 |
| MHO | M/I HOMES INC | 38,092 | $875K | 0.1% | $24.31 | 0.0% | COM | 55305B101 |
| URI | UNITED RENTALS INC | 17,516 | $874K | 0.1% | $51.55 | 0.0% | COM | 911363109 |
| GILD | GILEAD SCIENCES INC | 16,953 | $871K | 0.1% | $36.21 | 0.0% | COM | 375558103 |
| M | MACYS INC | 18,131 | $870K | 0.1% | $46.44 | 0.0% | COM | 55616P104 |
| HIMX | HIMAX TECHNOLOGIES INC | 166,295 | $867K | 0.1% | $5.21 | — | SPONSORED ADR | 43289P106 |
| BDN | BRANDYWINE RLTY TR | 63,870 | $863K | 0.1% | $13.51 | — | SH BEN INT NEW | 105368203 |
| VLO | VALERO ENERGY CORP NEW | 24,808 | $861K | 0.1% | $24.01 | 0.0% | COM | 91913Y100 |
| MCK | MCKESSON CORP | 7,458 | $854K | 0.1% | $101.46 | 0.0% | COM | 58155Q103 |
| — | XILINX INC | 617,000 | $851K | 0.1% | $1.38 | — | SDCV 3.125% 3/1 | 983919AD3 |
| NKE | NIKE INC | 13,203 | $843K | 0.1% | $26.53 | 0.0% | CL B | 654106103 |
| MET | METLIFE INC | 18,442 | $843K | 0.1% | $24.43 | 0.0% | COM | 59156R108 |
| AVT | AVNET INC | 24,761 | $833K | 0.1% | $25.70 | 0.0% | COM | 053807103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 9,743 | $824K | 0.1% | $79.76 | 0.0% | COM | 883556102 |
| — | UNITED RENTALS INC | 186,000 | $823K | 0.1% | $4.42 | — | NOTE 4.000%11/1 | 911363AL3 |
| JBL | JABIL CIRCUIT INC | 40,328 | $820K | 0.1% | $16.76 | 0.0% | COM | 466313103 |
| — | CACI INTL INC | 680,000 | $819K | 0.1% | $1.20 | — | NOTE 2.125% 5/0 | 127190AD8 |
| — | MAXIM INTEGRATED PRODS INC | 29,421 | $817K | 0.1% | $27.77 | — | COM | 57772K101 |
| ECL | ECOLAB INC | 9,434 | $804K | 0.1% | $73.48 | 0.0% | COM | 278865100 |
| — | HANESBRANDS INC | 15,602 | $803K | 0.1% | $51.47 | — | COM | 410345102 |
| UPS | UNITED PARCEL SERVICE INC | 9,205 | $796K | 0.1% | $55.38 | 0.0% | CL B | 911312106 |
| CSX | CSX CORP | 33,716 | $782K | 0.1% | $6.66 | 0.0% | COM | 126408103 |
| HOLX | HOLOGIC INC | 40,364 | $779K | 0.1% | $20.89 | 0.0% | COM | 436440101 |
| — | SPREADTRUM COMMUNICATIONS IN | 29,244 | $768K | 0.1% | $26.26 | — | ADR | 849415203 |
| DTE | DTE ENERGY CO | 11,427 | $766K | 0.1% | $38.29 | 0.0% | COM | 233331107 |
| — | THE ADT CORPORATION | 19,064 | $759K | 0.1% | $39.81 | — | COM | 00101J106 |
| ABBV | ABBVIE INC | 18,330 | $756K | 0.1% | $26.55 | 0.0% | COM | 00287Y109 |
| — | ENSCO PLC | 12,807 | $746K | 0.1% | $58.25 | — | SHS CLASS A | G3157S106 |
| MCHP | MICROCHIP TECHNOLOGY INC | 19,924 | $743K | 0.1% | $13.83 | 0.0% | COM | 595017104 |
| — | SYMANTEC CORP | 33,040 | $743K | 0.1% | $22.49 | — | COM | 871503108 |
| — | AUDIENCE INC | 56,010 | $740K | 0.1% | $13.21 | — | COM | 05070J102 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 40,070 | $732K | 0.1% | $13.32 | 0.0% | COM | 02553E106 |
| MFG | MIZUHO FINL GROUP INC | 177,070 | $731K | 0.1% | $4.13 | — | SPONSORED ADR | 60687Y109 |
| CMS | CMS ENERGY CORP | 26,570 | $725K | 0.1% | $19.06 | 0.0% | COM | 125896100 |
| — | ARES CAP CORP | 676,000 | $714K | 0.1% | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| DUK | DUKE ENERGY CORP NEW | 10,515 | $711K | 0.1% | $41.83 | 0.0% | COM NEW | 26441C204 |
| RYN | RAYONIER INC | 12,802 | $709K | 0.1% | $55.38 | — | COM | 754907103 |
| — | PRICELINE COM INC | 853 | $707K | 0.1% | $828.84 | — | COM NEW | 741503403 |
| — | ALEXION PHARMACEUTICALS INC | 7,657 | $706K | 0.1% | $92.20 | — | COM | 015351109 |
| PH | PARKER HANNIFIN CORP | 7,389 | $705K | 0.1% | $75.97 | 0.0% | COM | 701094104 |
| FTNT | FORTINET INC | 39,921 | $699K | 0.1% | $3.73 | 0.0% | COM | 34959E109 |
| GM | GENERAL MTRS CO | 21,025 | $699K | 0.1% | $23.62 | 0.0% | COM | 37045V100 |
| GAP | GAP INC DEL | 16,581 | $692K | 0.1% | $26.00 | 0.0% | COM | 364760108 |
| — | APACHE CORP | 8,110 | $681K | 0.1% | $83.97 | — | COM | 037411105 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 24,753 | $680K | 0.1% | $24.45 | 0.0% | COM | 35671D857 |
| TRV | TRAVELERS COMPANIES INC | 8,495 | $678K | 0.1% | $63.44 | 0.0% | COM | 89417E109 |
| — | ARMOUR RESIDENTIAL REIT INC | 143,455 | $677K | 0.1% | $4.72 | — | COM | 042315101 |
| MTB | M & T BK CORP | 6,032 | $674K | 0.1% | $72.91 | 0.0% | COM | 55261F104 |
| — | ICONIX BRAND GROUP INC | 584,000 | $665K | 0.1% | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| TER | TERADYNE INC | 37,585 | $661K | 0.1% | $15.29 | 0.0% | COM | 880770102 |
| AMT | AMERICAN TOWER CORP NEW | 8,987 | $658K | 0.1% | $59.51 | 0.0% | COM | 03027X100 |
| MOS | MOSAIC CO NEW | 12,204 | $658K | 0.1% | $46.26 | 0.0% | COM | 61945C103 |
| CF | CF INDS HLDGS INC | 3,806 | $652K | 0.1% | $26.73 | 0.0% | COM | 125269100 |
| — | DISCOVER FINL SVCS | 13,543 | $645K | 0.1% | $47.63 | — | COM | 254709108 |
| ABT | ABBOTT LABS | 18,330 | $640K | 0.1% | $28.85 | 0.0% | COM | 002824100 |
| CAG | CONAGRA FOODS INC | 18,278 | $639K | 0.1% | $17.69 | 0.0% | COM | 205887102 |
| — | CHESAPEAKE ENERGY CORP | 675,000 | $636K | 0.1% | $0.94 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| DVN | DEVON ENERGY CORP NEW | 12,242 | $636K | 0.1% | $37.00 | 0.0% | COM | 25179M103 |
| — | ALLERGAN INC | 7,327 | $617K | 0.1% | $84.21 | — | COM | 018490102 |
| — | CENTURYLINK INC | 17,446 | $615K | 0.1% | $35.25 | — | COM | 156700106 |
| AMZN | AMAZON COM INC | 2,159 | $599K | 0.1% | $13.32 | 0.0% | COM | 023135106 |
| SRPT | SAREPTA THERAPEUTICS INC | 15,747 | $598K | 0.1% | $35.76 | 0.0% | COM | 803607100 |
| — | LYON WILLIAM HOMES | 23,241 | $586K | 0.1% | $25.21 | — | CL A NEW | 552074700 |
| UNP | UNION PAC CORP | 3,743 | $577K | 0.1% | $57.06 | 0.0% | COM | 907818108 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 17,500 | $571K | 0.1% | $21.73 | 0.0% | COM | 744573106 |
| AGG | ISHARES TR | 5,295 | $568K | 0.1% | $107.27 | — | CORE TOTUSBD ETF | 464287226 |
| — | TESLA MTRS INC | 497,000 | $559K | 0.1% | $1.12 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| IVZ | INVESCO LTD | 17,500 | $556K | 0.1% | $18.88 | 0.0% | SHS | G491BT108 |
| PPG | PPG INDS INC | 3,770 | $551K | 0.1% | $59.61 | 0.0% | COM | 693506107 |
| BMY | BRISTOL MYERS SQUIBB CO | 12,240 | $547K | 0.1% | $28.67 | 0.0% | COM | 110122108 |
| — | BIOMED REALTY TRUST INC | 27,015 | $546K | 0.1% | $20.21 | — | COM | 09063H107 |
| — | MEDTRONIC INC | 10,620 | $546K | 0.1% | $51.41 | — | COM | 585055106 |
| — | DOLLAR FINL CORP | 525,000 | $538K | 0.1% | $1.02 | — | NOTE 3.000% 4/0 | 256664AC7 |
| — | HEALTH CARE REIT INC | 7,989 | $536K | 0.1% | $67.09 | — | COM | 42217K106 |
| MA | MASTERCARD INC | 920 | $529K | 0.1% | $51.54 | 0.0% | CL A | 57636Q104 |
| POR | PORTLAND GEN ELEC CO | 17,093 | $523K | 0.1% | $19.65 | 0.0% | COM NEW | 736508847 |
| GS | GOLDMAN SACHS GROUP INC | 3,440 | $520K | 0.1% | $120.06 | 0.0% | COM | 38141G104 |
| — | SANDISK CORP | 8,193 | $501K | 0.0% | $61.15 | — | COM | 80004C101 |
| COST | COSTCO WHSL CORP NEW | 4,503 | $498K | 0.0% | $86.56 | 0.0% | COM | 22160K105 |
| — | YRC WORLDWIDE INC | 17,340 | $498K | 0.0% | $28.72 | — | COM PAR $.01 | 984249607 |
| EMR | EMERSON ELEC CO | 8,806 | $479K | 0.0% | $40.02 | 0.0% | COM | 291011104 |
| LLY | LILLY ELI & CO | 9,708 | $476K | 0.0% | $42.21 | 0.0% | COM | 532457108 |
| — | MONSANTO CO NEW | 4,754 | $470K | 0.0% | $98.86 | — | COM | 61166W101 |
| — | RYLAND GROUP INC | 512,000 | $467K | 0.0% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | GOLDCORP INC NEW | 461,000 | $466K | 0.0% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | PACIFIC SUNWEAR CALIF INC | 128,260 | $465K | 0.0% | $3.63 | — | COM | 694873100 |
| AEP | AMERICAN ELEC PWR INC | 10,320 | $463K | 0.0% | $30.44 | 0.0% | COM | 025537101 |
| KMI | KINDER MORGAN INC DEL | 12,076 | $459K | 0.0% | $20.66 | 0.0% | COM | 49456B101 |
| A | AGILENT TECHNOLOGIES INC | 10,720 | $458K | 0.0% | $27.97 | 0.0% | COM | 00846U101 |
| — | BROOKDALE SR LIVING INC | 389,000 | $457K | 0.0% | $1.17 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | LEAP WIRELESS INTL INC | 66,520 | $447K | 0.0% | $6.72 | — | COM NEW | 521863308 |
| EOG | EOG RES INC | 3,351 | $444K | 0.0% | $46.52 | 0.0% | COM | 26875P101 |
| ACN | ACCENTURE PLC IRELAND | 6,136 | $440K | 0.0% | $63.81 | 0.0% | SHS CLASS A | G1151C101 |
| — | DIRECTV | 7,099 | $437K | 0.0% | $61.56 | — | COM | 25490A309 |
| — | DYAX CORP | 125,110 | $434K | 0.0% | $3.47 | — | COM | 26746E103 |
| — | SUNPOWER CORP | 370,000 | $430K | 0.0% | $1.16 | — | DBCV 4.500% 3/1 | 867652AE9 |
| — | SUNPOWER CORP | 20,700 | $429K | 0.0% | $20.72 | — | COM | 867652406 |
| — | E TRADE FINANCIAL CORP | 33,400 | $424K | 0.0% | $12.69 | — | COM NEW | 269246401 |
| — | U S G CORP | 18,300 | $422K | 0.0% | $23.06 | — | COM NEW | 903293405 |
| — | NEW YORK & CO INC | 65,600 | $416K | 0.0% | $6.34 | — | COM | 649295102 |
| — | NOVATEL WIRELESS INC | 104,170 | $411K | 0.0% | $3.95 | — | COM NEW | 66987M604 |
| — | ENDEAVOUR INTL CORP | 106,370 | $409K | 0.0% | $3.85 | — | COM NEW | 29259G200 |
| — | STEC INC | 60,090 | $404K | 0.0% | $6.72 | — | COM | 784774101 |
| — | MINDSPEED TECHNOLOGIES INC | 123,200 | $399K | 0.0% | $3.24 | — | COM NEW | 602682205 |
| — | FELCOR LODGING TR INC | 67,300 | $398K | 0.0% | $5.91 | — | COM | 31430F101 |
| — | MATTSON TECHNOLOGY INC | 181,490 | $398K | 0.0% | $2.19 | — | COM | 577223100 |
| — | GENCORP INC | 24,450 | $398K | 0.0% | $16.28 | — | COM | 368682100 |
| — | UNITED STATES STL CORP NEW | 22,640 | $397K | 0.0% | $17.54 | — | COM | 912909108 |
| RAIL | FREIGHTCAR AMER INC | 23,300 | $396K | 0.0% | $18.91 | 0.0% | COM | 357023100 |
| MGM | MGM RESORTS INTERNATIONAL | 26,555 | $392K | 0.0% | $13.35 | 0.0% | COM | 552953101 |
| — | DIAMOND FOODS INC | 18,870 | $391K | 0.0% | $20.72 | — | COM | 252603105 |
| — | SALESFORCE COM INC | 218,000 | $391K | 0.0% | $1.79 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | ZALE CORP NEW | 42,970 | $390K | 0.0% | $9.08 | — | COM | 988858106 |
| — | FERRO CORP | 55,920 | $388K | 0.0% | $6.94 | — | COM | 315405100 |
| — | AUXILIUM PHARMACEUTICALS INC | 23,290 | $387K | 0.0% | $16.62 | — | COM | 05334D107 |
| AMWD | AMERICAN WOODMARK CORP | 11,140 | $386K | 0.0% | $34.15 | 0.0% | COM | 030506109 |
| — | AVEO PHARMACEUTICALS INC | 154,250 | $385K | 0.0% | $2.50 | — | COM | 053588109 |
| — | NII HLDGS INC | 57,710 | $384K | 0.0% | $6.65 | — | CL B NEW | 62913F201 |
| — | TRIUS THERAPEUTICS INC | 46,840 | $379K | 0.0% | $8.09 | — | COM | 89685K100 |
| — | VELTI PLC ST HELIER | 271,130 | $379K | 0.0% | $1.40 | — | SHS | G93285107 |
| — | EMERITUS CORP | 16,310 | $378K | 0.0% | $23.18 | — | COM | 291005106 |
| — | LDK SOLAR CO LTD | 288,590 | $373K | 0.0% | $1.29 | — | SPONSORED ADR | 50183L107 |
| — | RITE AID CORP | 129,150 | $369K | 0.0% | $2.86 | — | COM | 767754104 |
| — | PIONEER NAT RES CO | 2,528 | $366K | 0.0% | $144.78 | — | COM | 723787107 |
| — | NAVISTAR INTL CORP NEW | 13,190 | $366K | 0.0% | $27.75 | — | COM | 63934E108 |
| — | APPLIED MICRO CIRCUITS CORP | 41,550 | $365K | 0.0% | $8.78 | — | COM NEW | 03822W406 |
| — | OFFICE DEPOT INC | 93,700 | $363K | 0.0% | $3.87 | — | COM | 676220106 |
| — | HEWLETT PACKARD CO | 14,565 | $361K | 0.0% | $24.79 | — | COM | 428236103 |
| NEE | NEXTERA ENERGY INC | 4,393 | $358K | 0.0% | $14.15 | 0.0% | COM | 65339F101 |
| COP | CONOCOPHILLIPS | 5,867 | $355K | 0.0% | $39.96 | 0.0% | COM | 20825C104 |
| BONTQ | BON-TON STORES INC | 19,420 | $351K | 0.0% | $16.14 | 0.0% | COM | 09776J101 |
| — | NEWMONT MINING CORP | 340,000 | $343K | 0.0% | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | TUESDAY MORNING CORP | 32,930 | $341K | 0.0% | $10.36 | — | COM NEW | 899035505 |
| DAN | DANA HLDG CORP | 17,091 | $329K | 0.0% | $14.00 | 0.0% | COM | 235825205 |
| BIIB | BIOGEN IDEC INC | 1,516 | $326K | 0.0% | $213.68 | 0.0% | COM | 09062X103 |
| — | MARATHON OIL CORP | 9,290 | $322K | 0.0% | $34.66 | — | COM | 565849106 |
| GT | GOODYEAR TIRE & RUBR CO | 20,835 | $318K | 0.0% | $13.66 | 0.0% | COM | 382550101 |
| — | HUTCHINSON TECHNOLOGY INC | 66,370 | $314K | 0.0% | $4.73 | — | COM | 448407106 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 4,853 | $304K | 0.0% | $29.46 | 0.0% | CL A | 192446102 |
| EMN | EASTMAN CHEM CO | 4,249 | $297K | 0.0% | $47.81 | 0.0% | COM | 277432100 |
| HAL | HALLIBURTON CO | 7,080 | $295K | 0.0% | $33.21 | 0.0% | COM | 406216101 |
| — | SUPERIOR ENERGY SVCS INC | 11,325 | $294K | 0.0% | $25.96 | — | COM | 868157108 |
| — | GT ADVANCED TECHNOLOGIES INC | 70,030 | $290K | 0.0% | $4.14 | — | COM | 36191U106 |
| CL | COLGATE PALMOLIVE CO | 5,056 | $289K | 0.0% | $44.38 | 0.0% | COM | 194162103 |
| — | PENNEY J C INC | 16,930 | $289K | 0.0% | $17.07 | — | COM | 708160106 |
| — | ASHFORD HOSPITALITY TR INC | 24,960 | $286K | 0.0% | $11.46 | — | COM SHS | 044103109 |
| — | DOW CHEM CO | 8,697 | $280K | 0.0% | $32.20 | — | COM | 260543103 |
| — | XOMA CORP DEL | 74,280 | $270K | 0.0% | $3.63 | — | COM | 98419J107 |
| REGN | REGENERON PHARMACEUTICALS | 1,112 | $250K | 0.0% | $231.58 | 0.0% | COM | 75886F107 |
| AMG | AFFILIATED MANAGERS GROUP | 1,500 | $246K | 0.0% | $153.14 | 0.0% | COM | 008252108 |
| — | ONYX PHARMACEUTICALS INC | 100,000 | $227K | 0.0% | $2.27 | — | NOTE 4.000% 8/1 | 683399AB5 |
| TIP | ISHARES TR | 1,869 | $210K | 0.0% | $112.36 | — | BARCLYS TIPS BD | 464287176 |
| MS | MORGAN STANLEY | 8,420 | $205K | 0.0% | $17.33 | 0.0% | COM NEW | 617446448 |
| — | LAM RESEARCH CORP | 152,000 | $160K | 0.0% | $1.05 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | DOMINION RES INC VA NEW | 73,000 | $122K | 0.0% | $1.67 | — | NOTE 2.125%12/1 | 25746UAT6 |
| — | PRICELINE COM INC | 38,000 | $104K | 0.0% | $2.74 | — | NOTE 1.250% 3/1 | 741503AN6 |
| MTG | MGIC INVT CORP WIS | 16,648 | $101K | 0.0% | $5.69 | 0.0% | COM | 552848103 |
| — | ALZA CORP | 57,000 | $67,000 | 0.0% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 15,000 | $42,000 | 0.0% | $2.80 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | PROSPECT CAPITAL CORPORATION | 31,000 | $34,000 | 0.0% | $1.10 | — | NOTE 6.250%12/1 | 74348TAC6 |
| — | APOLLO INVT CORP | 32,000 | $34,000 | 0.0% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | REDWOOD TR INC | 24,000 | $24,000 | 0.0% | $1.00 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | OCLARO INC | 14,400 | $17,000 | 0.0% | $1.18 | — | COM NEW | 67555N206 |