Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	252,526	$42.43M	3.8%	$160.41	—	TR UNIT	78462F103
—	PRICELINE COM INC	20,236,000	$26M	2.3%	$1.16	—	DEBT 1.000% 3/1	741503AQ9
—	NOVELLUS SYS INC	13,829,000	$21.89M	2.0%	$1.42	—	NOTE 2.625% 5/1	670008AD3
—	MICROCHIP TECHNOLOGY INC	12,233,000	$19.16M	1.7%	$1.45	—	SDCV 2.125%12/1	595017AB0
—	INTEL CORP	15,165,000	$18.78M	1.7%	$1.27	—	SDCV 3.250% 8/0	458140AF7
—	GILEAD SCIENCES INC	6,315,000	$17.48M	1.6%	$2.26	—	NOTE 1.625% 5/0	375558AP8
—	VERISIGN INC	10,659,000	$16.68M	1.5%	$1.41	—	SDCV 3.250% 8/1	92343EAD4
—	GILEAD SCIENCES INC	5,867,000	$16.34M	1.5%	$2.27	—	NOTE 1.000% 5/0	375558AN3
—	WESCO INTL INC	5,786,000	$15.88M	1.4%	$2.50	—	DBCV 6.000% 9/1	95082PAH8
—	SBA COMMUNICATIONS CORP	5,593,000	$14.88M	1.3%	$2.48	—	NOTE 4.000%10/0	78388JAM8
—	HEALTH CARE REIT INC	254,750	$14.66M	1.3%	$57.54	—	PFD PER CON I	42217K601
—	MICRON TECHNOLOGY INC	7,763,000	$14.45M	1.3%	$1.54	—	NOTE 1.500% 8/0	595112AQ6
—	CUBIST PHARMACEUTICALS INC	5,752,000	$12.94M	1.2%	$1.98	—	NOTE 2.500%11/0	229678AD9
—	CEMEX SAB DE CV	9,850,000	$12.8M	1.2%	$1.24	—	NOTE 3.750% 3/1	151290BC6
—	STILLWATER MNG CO	12,009,000	$12.61M	1.1%	$1.05	—	NOTE 1.750%10/1	86074QAL6
—	GENERAL CABLE CORP DEL NEW	10,600,000	$11.97M	1.1%	$1.10	—	FRNT 4.500%11/1	369300AL2
—	CIENA CORP	7,875,000	$11.89M	1.1%	$1.42	—	DEBT 4.000%12/1	171779AK7
—	XILINX INC	7,185,000	$11.66M	1.1%	$1.43	—	NOTE 2.625% 6/1	983919AF8
—	WELLS FARGO & CO	9,582,000	$11.31M	1.0%	$1.09	—	MTNF 0.125% 3/0	94986RCZ2
—	SANDISK CORP	8,500,000	$11.24M	1.0%	$1.33	—	NOTE 1.500% 8/1	80004CAD3
—	AMTRUST FINL SVCS INC	7,050,000	$11.03M	1.0%	$1.40	—	NOTE 5.500%12/1	032359AC5
—	BANK OF AMERICA CORPORATION	9,608	$10.38M	0.9%	$1110.55	—	7.25%CNV PFD L	060505682
—	RADIAN GROUP INC	6,926,000	$10.1M	0.9%	$1.30	—	NOTE 2.250% 3/0	750236AN1
—	STANDARD PAC CORP NEW	8,175,000	$10.09M	0.9%	$1.25	—	NOTE 1.250% 8/0	85375CBC4
—	ENDO HEALTH SOLUTIONS INC	6,240,000	$9.895M	0.9%	$1.34	—	NOTE 1.750% 4/1	29264FAB2
—	WALTER INVT MGMT CORP	9,300,000	$9.778M	0.9%	$1.02	—	NOTE 4.500%11/0	93317WAA0
—	KEYCORP NEW	78,615	$9.77M	0.9%	$123.97	—	PFD 7.75% SR A	493267405
—	WESTERN REFNG INC	3,080,000	$9.64M	0.9%	$2.90	—	NOTE 5.750% 6/1	959319AC8
—	D R HORTON INC	6,225,000	$9.463M	0.9%	$1.66	—	NOTE 2.000% 5/1	23331ABB4
—	GENERAL MTRS CO	185,030	$9.28M	0.8%	$48.16	—	JR PFD CNV SRB	37045V209
—	CADENCE DESIGN SYSTEM INC	5,065,000	$9.213M	0.8%	$1.91	—	NOTE 2.625% 6/0	127387AJ7
—	FORD MTR CO DEL	4,559,000	$9.011M	0.8%	$1.81	—	NOTE 4.250%11/1	345370CN8
—	E M C CORP MASS	5,591,000	$8.937M	0.8%	$1.48	—	NOTE 1.750%12/0	268648AM4
—	STERLITE INDS INDIA LTD	8,500,000	$8.326M	0.8%	$0.97	—	NOTE 4.000%10/3	859737AB4
—	COVANTA HLDG CORP	5,941,000	$8.179M	0.7%	$1.29	—	NOTE 3.250% 6/0	22282EAC6
—	ICONIX BRAND GROUP INC	6,522,000	$8.028M	0.7%	$1.22	—	NOTE 2.500% 6/0	451055AE7
—	THERAVANCE INC	4,900,000	$7.97M	0.7%	$1.56	—	NOTE 2.125% 1/1	88338TAB0
—	RYLAND GROUP INC	5,425,000	$7.884M	0.7%	$1.45	—	NOTE 1.625% 5/1	783764AQ6
—	EQUINIX INC	4,588,000	$7.658M	0.7%	$1.68	—	NOTE 3.000%10/1	29444UAG1
—	METLIFE INC	263,510	$7.554M	0.7%	$50.35	—	UNIT 99/99/9999	59156R116
—	PHH CORP	3,675,000	$7.513M	0.7%	$1.86	—	NOTE 6.000% 6/1	693320AQ6
—	ELECTRONIC ARTS INC	6,889,000	$7.479M	0.7%	$1.04	—	NOTE 0.750% 7/1	285512AA7
—	FOREST CITY ENTERPRISES INC	6,727,000	$7.478M	0.7%	$1.12	—	NOTE 4.250% 8/1	345550AP2
—	OMNICARE INC	3,500,000	$7.435M	0.7%	$1.89	—	NOTE 3.750%12/1	681904AN8
—	INTERNATIONAL GAME TECHNOLOG	6,684,000	$7.396M	0.7%	$1.07	—	NOTE 3.250% 5/0	459902AQ5
—	HAWAIIAN HOLDINGS INC	6,137,000	$7.085M	0.6%	$1.12	—	NOTE 5.000% 3/1	419879AD3
—	FORESTAR GROUP INC	6,080,000	$7.039M	0.6%	$1.13	—	NOTE 3.750% 3/0	346232AB7
—	WELLS FARGO & CO NEW	6,090	$6.93M	0.6%	$1193.86	—	PERP PFD CNV A	949746804
—	KB HOME	6,755,000	$6.874M	0.6%	$1.04	—	NOTE 1.375% 2/0	48666KAS8
—	OMNICARE CAP TR II	100,695	$6.844M	0.6%	$58.72	—	PFD B TR 4.00%	68214Q200
—	ISIS PHARMACEUTICALS INC DEL	2,900,000	$6.78M	0.6%	$2.34	—	NOTE 2.750%10/0	464337AG9
—	WEBMD HEALTH CORP	6,900,000	$6.5M	0.6%	$0.93	—	NOTE 2.500% 1/3	94770VAF9
—	NEWMONT MINING CORP	5,649,000	$6.227M	0.6%	$1.08	—	NOTE 1.625% 7/1	651639AJ5
—	PROLOGIS	5,441,000	$6.16M	0.6%	$1.15	—	NOTE 3.250% 3/1	74340XAT8
—	TAKE-TWO INTERACTIVE SOFTWAR	5,183,000	$6.154M	0.6%	$1.16	—	NOTE 1.750%12/0	874054AC3
—	WRIGHT MED GROUP INC	5,000,000	$6.111M	0.6%	$1.22	—	NOTE 2.000% 8/1	98235TAC1
—	NEWPARK RES INC	4,400,000	$6.08M	0.5%	$1.30	—	NOTE 4.000%10/0	651718AC2
—	ENCORE CAP GROUP INC	3,900,000	$6.074M	0.5%	$1.21	—	NOTE 3.000%11/2	292554AC6
MTNA 6 01/15/16	ARCELORMITTAL SA LUXEMBOURG	280,000	$6.024M	0.5%	$19.04	—	MAND CV NT 16	L0302D178
—	TESLA MTRS INC	3,442,000	$5.798M	0.5%	$1.60	—	NOTE 1.500% 6/0	88160RAA9
—	ARCHER DANIELS MIDLAND CO	5,517,000	$5.608M	0.5%	$1.01	—	NOTE 0.875% 2/1	039483AW2
—	ALERE INC	21,100	$5.47M	0.5%	$227.44	—	PERP PFD CONV SE	01449J204
—	COBALT INTL ENERGY INC	5,163,000	$5.464M	0.5%	$1.06	—	NOTE 2.625%12/0	19075FAA4
—	GENERAL ELECTRIC CO	222,148	$5.308M	0.5%	$23.25	—	COM	369604103
—	VOLCANO CORPORATION	5,060,000	$5.233M	0.5%	$0.93	—	NOTE 1.750%12/0	928645AB6
—	ASCENT CAP GROUP INC	5,000,000	$5.179M	0.5%	$1.04	—	NOTE 4.000% 7/1	043632AA6
—	BOTTOMLINE TECH DEL INC	4,500,000	$5.177M	0.5%	$1.09	—	NOTE 1.500%12/0	101388AA4
—	GOODYEAR TIRE & RUBR CO	80,545	$5.128M	0.5%	$49.24	—	PFD CONV 5.875%	382550309
—	TRINITY INDS INC	4,184,000	$5.068M	0.5%	$1.18	—	NOTE 3.875% 6/0	896522AF6
—	HEALTH CARE REIT INC	4,022,000	$4.976M	0.4%	$1.32	—	NOTE 3.000%12/0	42217KAR7
—	HOLOGIC INC	4,141,000	$4.661M	0.4%	$1.11	—	FRNT 2.000%12/1	436440AB7
—	MGM RESORTS INTERNATIONAL	3,654,000	$4.653M	0.4%	$1.12	—	NOTE 4.250% 4/1	55303QAE0
AAPL	APPLE INC	9,748	$4.648M	0.4%	$13.16	+8.5%	COM	037833100
—	OLD REP INTL CORP	3,904,000	$4.623M	0.4%	$1.15	—	NOTE 3.750% 3/1	680223AH7
—	ARES CAP CORP	4,219,000	$4.446M	0.4%	$1.07	—	NOTE 5.125% 6/0	04010LAD5
—	INCYTE CORP	1,000,000	$4.364M	0.4%	$4.36	—	NOTE 4.750%10/0	45337CAJ1
—	ARES CAP CORP	3,988,000	$4.289M	0.4%	$1.09	—	NOTE 5.750% 2/0	04010LAB9
—	MYLAN INC	1,468,000	$4.256M	0.4%	$2.54	—	NOTE 3.750% 9/1	628530AJ6
—	UNITED TECHNOLOGIES CORP	65,335	$4.247M	0.4%	$59.34	—	UNIT 99/99/9999	913017117
—	MERITAGE HOMES CORP	3,900,000	$4.232M	0.4%	$1.09	—	NOTE 1.875% 9/1	59001AAR3
—	INTEL CORP	3,697,000	$4.001M	0.4%	$1.09	—	SDCV 2.950%12/1	458140AD2
—	STARWOOD PPTY TR INC	3,829,000	$3.98M	0.4%	$1.03	—	NOTE 4.550% 3/0	85571BAA3
—	CHIQUITA BRANDS INTL INC	4,000,000	$3.922M	0.4%	$0.96	—	NOTE 4.250% 8/1	170032AT3
—	JEFFERIES GROUP INC NEW	3,729,000	$3.908M	0.4%	$1.06	—	DBCV 3.875%11/0	472319AG7
—	WEYERHAEUSER CO	73,590	$3.871M	0.3%	$52.60	—	PREF CONV SER A	962166872
—	PHH CORP	3,556,000	$3.865M	0.3%	$1.07	—	NOTE 4.000% 9/0	693320AN3
—	NAVISTAR INTL CORP NEW	3,797,000	$3.843M	0.3%	$0.98	—	NOTE 3.000%10/1	63934EAL2
XOM	EXXON MOBIL CORP	44,365	$3.816M	0.3%	$53.69	+0.9%	COM	30231G102
—	L-3 COMMUNICATIONS CORP	3,480,000	$3.787M	0.3%	$1.02	—	DEBT 3.000% 8/0	502413AW7
FLOT	ISHARES	74,692	$3.787M	0.3%	$50.59	—	FLTG RATE BD ETF	46429B655
IGSB	ISHARES	35,930	$3.783M	0.3%	$105.07	—	1-3 YR CR BD ETF	464288646
—	MENTOR GRAPHICS CORP	2,850,000	$3.732M	0.3%	$1.21	—	SDCV 4.000% 4/0	587200AK2
—	PPL CORP	68,615	$3.687M	0.3%	$54.01	—	UNIT 99/99/9999S	69351T114
—	NEXTERA ENERGY INC	67,370	$3.673M	0.3%	$54.52	—	UNIT 09/01/2015	65339F887
—	DEVELOPERS DIVERSIFIED RLTY	3,227,000	$3.658M	0.3%	$1.15	—	NOTE 1.750%11/1	251591AX1
—	LINEAR TECHNOLOGY CORP	3,419,000	$3.64M	0.3%	$1.04	—	NOTE 3.000% 5/0	535678AC0
—	STARWOOD PPTY TR INC	3,484,000	$3.615M	0.3%	$1.04	—	NOTE 4.000% 1/1	85571BAB1
—	HORSEHEAD HLDG CORP	3,375,000	$3.607M	0.3%	$1.09	—	NOTE 3.800% 7/0	440694AB3
—	MICRON TECHNOLOGY INC	2,847,000	$3.604M	0.3%	$1.27	—	NOTE 1.875% 6/0	595112AH6
—	AKORN INC	1,548,000	$3.552M	0.3%	$1.67	—	NOTE 3.500% 6/0	009728AB2
—	CONTINENTAL AIRLS INC	2,031,000	$3.458M	0.3%	$1.76	—	NOTE 4.500% 1/1	210795PU8
—	LAM RESEARCH CORP	2,873,000	$3.457M	0.3%	$1.11	—	NOTE 1.250% 5/1	512807AL2
CMCSA	COMCAST CORP NEW	74,561	$3.365M	0.3%	$15.66	+5.7%	CL A	20030N101
—	GOOGLE INC	3,715	$3.254M	0.3%	$880.10	—	CL A	38259P508
—	LIFEPOINT HOSPITALS INC	3,084,000	$3.248M	0.3%	$1.08	—	NOTE 3.500% 5/1	53219LAH2
JPM	JPMORGAN CHASE & CO	62,461	$3.229M	0.3%	$36.24	+6.3%	COM	46625H100
—	AIR LEASE CORP	2,296,000	$2.941M	0.3%	$1.28	—	NOTE 3.875%12/0	00912XAK0
—	SALIX PHARMACEUTICALS INC	2,393,000	$2.936M	0.3%	$1.21	—	NOTE 1.500% 3/1	795435AE6
—	LEVEL 3 COMMUNICATIONS INC	2,409,000	$2.923M	0.3%	$1.21	—	NOTE 7.000% 3/1	52729NBP4
—	OMNICARE INC	2,735,000	$2.91M	0.3%	$1.06	—	DBCV 3.250%12/1	681904AL2
C	CITIGROUP INC	58,665	$2.847M	0.3%	$35.89	+4.8%	COM NEW	172967424
—	WEB COM GROUP INC	2,380,000	$2.703M	0.2%	$1.14	—	NOTE 1.000% 8/1	94733AAA2
—	MGIC INVT CORP WIS	2,070,000	$2.627M	0.2%	$1.13	—	NOTE 2.000% 4/0	552848AE3
—	HORNBECK OFFSHORE SVCS INC N	2,119,000	$2.508M	0.2%	$1.15	—	FRNT 1.625%11/1	440543AE6
CSCO	CISCO SYS INC	106,938	$2.507M	0.2%	$15.61	+8.5%	COM	17275R102
JNJ	JOHNSON & JOHNSON	28,216	$2.449M	0.2%	$59.66	+6.5%	COM	478160104
—	FOOT LOCKER INC	71,866	$2.44M	0.2%	$34.48	—	COM	344849104
MSFT	MICROSOFT CORP	71,579	$2.382M	0.2%	$26.70	+1.1%	COM	594918104
PFE	PFIZER INC	82,623	$2.374M	0.2%	$16.46	-0.6%	COM	717081103
CVX	CHEVRON CORP NEW	19,288	$2.344M	0.2%	$71.30	+2.5%	COM	166764100
—	RTI INTL METALS INC	2,267,000	$2.344M	0.2%	$0.94	—	NOTE 1.625%10/1	74973WAB3
—	EXELIXIS INC	2,000,000	$2.341M	0.2%	$0.96	—	NOTE 4.250% 8/1	30161QAC8
—	FIDELITY NATIONAL FINANCIAL	1,630,000	$2.306M	0.2%	$1.31	—	NOTE 4.250% 8/1	31620RAE5
—	TELEFLEX INC	1,629,000	$2.294M	0.2%	$1.35	—	NOTE 3.875% 8/0	879369AA4
—	JETBLUE AIRWAYS CORP	1,500,000	$2.167M	0.2%	$1.39	—	DBCV 6.750%10/1	477143AF8
—	ALCOA INC	1,637,000	$2.106M	0.2%	$1.27	—	NOTE 5.250% 3/1	013817AT8
—	BRISTOW GROUP INC	1,705,000	$2.09M	0.2%	$1.20	—	NOTE 3.000% 6/1	110394AC7
PG	PROCTER & GAMBLE CO	27,347	$2.069M	0.2%	$55.00	+2.2%	COM	742718109
—	STANLEY BLACK & DECKER INC	15,110	$2.058M	0.2%	$129.25	—	UNIT 99/99/9999	854502309
SLB	SCHLUMBERGER LTD	23,275	$2.057M	0.2%	$52.90	+11.5%	COM	806857108
—	NUANCE COMMUNICATIONS INC	1,775,000	$2.014M	0.2%	$1.16	—	DBCV 2.750% 8/1	67020YAB6
MRK	MERCK & CO INC NEW	40,922	$1.948M	0.2%	$30.22	+2.5%	COM	58933Y105
—	AUXILIUM PHARMACEUTICALS INC	1,879,000	$1.943M	0.2%	$1.03	—	NOTE 1.500% 7/1	05334DAA5
OXY	OCCIDENTAL PETE CORP DEL	20,551	$1.923M	0.2%	$57.93	+2.3%	COM	674599105
UNH	UNITEDHEALTH GROUP INC	26,556	$1.904M	0.2%	$50.75	+15.5%	COM	91324P102
—	RADIAN GROUP INC	1,333,000	$1.895M	0.2%	$1.25	—	NOTE 3.000%11/1	750236AK7
—	DANAHER CORP DEL	931,000	$1.876M	0.2%	$1.84	—	NOTE 1/2	235851AF9
—	EXTERRAN HLDGS INC	1,507,000	$1.875M	0.2%	$1.28	—	NOTE 4.250% 6/1	30225XAA1
T	AT&T INC	54,541	$1.847M	0.2%	$11.40	-3.9%	COM	00206R102
—	OMNICOM GROUP INC	1,512,000	$1.82M	0.2%	$1.20	—	NOTE 7/3	681919AV8
IBM	INTERNATIONAL BUSINESS MACHS	9,772	$1.81M	0.2%	$117.21	-4.8%	COM	459200101
—	TITAN MACHY INC	2,000,000	$1.778M	0.2%	$0.93	—	NOTE 3.750% 5/0	88830RAB7
ORCL	ORACLE CORP	53,367	$1.77M	0.2%	$27.53	-1.7%	COM	68389X105
BRK/B	BERKSHIRE HATHAWAY INC DEL	15,265	$1.735M	0.2%	$110.02	+4.9%	CL B NEW	084670702
SPG	SIMON PPTY GROUP INC NEW	11,593	$1.719M	0.2%	$87.39	-7.4%	COM	828806109
—	E M C CORP MASS	67,050	$1.713M	0.2%	$23.64	—	COM	268648102
VGK	VANGUARD INTL EQUITY INDEX F	30,545	$1.663M	0.1%	$54.44	—	FTSE EUROPE ETF	922042874
—	UNITED TECHNOLOGIES CORP	15,275	$1.648M	0.1%	$92.92	—	COM	913017109
WFC	WELLS FARGO & CO NEW	39,604	$1.635M	0.1%	$27.36	+10.3%	COM	949746101
—	TWENTY FIRST CENTY FOX INC	48,698	$1.632M	0.1%	$33.51	—	CL A	90130A101
COF	CAPITAL ONE FINL CORP	22,762	$1.564M	0.1%	$47.00	+14.8%	COM	14040H105
—	AIRTRAN HLDGS INC	1,051,000	$1.561M	0.1%	$1.42	—	NOTE 5.250%11/0	00949PAD0
—	CELGENE CORP	9,992	$1.541M	0.1%	$116.92	—	COM	151020104
CVS	CVS CAREMARK CORPORATION	26,758	$1.519M	0.1%	$41.44	+3.2%	COM	126650100
KO	COCA COLA CO	40,075	$1.518M	0.1%	$27.85	-3.9%	COM	191216100
INTC	INTEL CORP	66,013	$1.514M	0.1%	$17.18	-1.6%	COM	458140100
EBAY	EBAY INC	27,112	$1.512M	0.1%	$20.14	-0.9%	COM	278642103
—	ISTAR FINL INC	1,200,000	$1.495M	0.1%	$1.19	—	NOTE 3.000%11/1	45031UBR1
ABBV	ABBVIE INC	33,258	$1.487M	0.1%	$26.82	+1.3%	COM	00287Y109
—	SYMANTEC CORP	59,735	$1.479M	0.1%	$23.50	—	COM	871503108
HD	HOME DEPOT INC	18,994	$1.44M	0.1%	$56.05	+3.2%	COM	437076102
—	HELIX ENERGY SOLUTIONS GRP I	1,075,000	$1.428M	0.1%	$1.25	—	NOTE 3.250% 3/1	42330PAG2
LYB	LYONDELLBASELL INDUSTRIES N	19,390	$1.422M	0.1%	$33.82	+9.3%	SHS - A -	N53745100
PM	PHILIP MORRIS INTL INC	16,352	$1.417M	0.1%	$49.85	-5.0%	COM	718172109
AMGN	AMGEN INC	12,570	$1.406M	0.1%	$73.34	+5.0%	COM	031162100
DTE	DTE ENERGY CO	21,182	$1.4M	0.1%	$38.18	-0.3%	COM	233331107
WMT	WAL-MART STORES INC	18,917	$1.398M	0.1%	$19.98	-1.0%	COM	931142103
CMS	CMS ENERGY CORP	52,846	$1.392M	0.1%	$18.83	-1.2%	COM	125896100
USB	US BANCORP DEL	38,132	$1.392M	0.1%	$22.41	+8.6%	COM NEW	902973304
—	SALESFORCE COM INC	568,000	$1.38M	0.1%	$2.19	—	NOTE 0.750% 1/1	79466LAB0
—	TIME WARNER INC	20,974	$1.379M	0.1%	$57.78	—	COM NEW	887317303
—	MOLYCORP INC DEL	1,909,000	$1.375M	0.1%	$0.66	—	NOTE 3.250% 6/1	608753AA7
ALL	ALLSTATE CORP	26,243	$1.327M	0.1%	$37.19	+3.7%	COM	020002101
PNC	PNC FINL SVCS GROUP INC	18,299	$1.327M	0.1%	$47.34	+8.4%	COM	693475105
—	AMERICAN CAPITAL AGENCY CORP	58,623	$1.325M	0.1%	$23.03	—	COM	02503X105
VZ	VERIZON COMMUNICATIONS INC	26,984	$1.259M	0.1%	$27.04	-3.4%	COM	92343V104
DIS	DISNEY WALT CO	19,459	$1.255M	0.1%	$56.11	+1.5%	COM DISNEY	254687106
—	ALLIANT TECHSYSTEMS INC	957,000	$1.253M	0.1%	$1.15	—	NOTE 3.000% 8/1	018804AK0
AIG	AMERICAN INTL GROUP INC	25,751	$1.251M	0.1%	$32.51	+10.8%	COM NEW	026874784
QCOM	QUALCOMM INC	18,602	$1.251M	0.1%	$45.06	+3.3%	COM	747525103
BUD	ANHEUSER BUSCH INBEV SA/NV	12,563	$1.245M	0.1%	$99.10	—	SPONSORED ADR	03524A108
FDX	FEDEX CORP	10,889	$1.243M	0.1%	$81.95	+11.4%	COM	31428X106
—	RAYONIER TRS HLDGS INC	735,000	$1.242M	0.1%	$1.68	—	NOTE 4.500% 8/1	75508AAC0
MO	ALTRIA GROUP INC	36,035	$1.238M	0.1%	$16.28	-0.7%	COM	02209S103
PEP	PEPSICO INC	15,411	$1.227M	0.1%	$56.00	+1.4%	COM	713448108
HAL	HALLIBURTON CO	25,350	$1.22M	0.1%	$36.17	+3.2%	COM	406216101
—	GENESEE & WYO INC	9,570	$1.211M	0.1%	$118.60	—	UNIT 10/01/2015	371559204
—	NATIONAL OILWELL VARCO INC	15,502	$1.21M	0.1%	$68.90	—	COM	637071101
MA	MASTERCARD INC	1,779	$1.197M	0.1%	$54.80	+6.4%	CL A	57636Q104
BAC	BANK OF AMERICA CORPORATION	85,811	$1.186M	0.1%	$10.03	+12.0%	COM	060505104
—	ON SEMICONDUCTOR CORP	1,093,000	$1.184M	0.1%	$1.15	—	NOTE 2.625%12/1	682189AH8
—	PROSPECT CAPITAL CORPORATION	1,130,000	$1.176M	0.1%	$1.03	—	MTNF 5.375%10/1	74348TAK8
AEP	AMERICAN ELEC PWR INC	26,376	$1.144M	0.1%	$29.26	-2.6%	COM	025537101
MDLZ	MONDELEZ INTL INC	36,118	$1.135M	0.1%	$23.16	+2.4%	CL A	609207105
MFG	MIZUHO FINL GROUP INC	262,105	$1.132M	0.1%	$4.19	—	SPONSORED ADR	60687Y109
MSTR	MICROSTRATEGY INC	10,762	$1.116M	0.1%	$9.74	0.0%	CL A NEW	594972408
F	FORD MTR CO DEL	66,010	$1.113M	0.1%	$7.61	+18.6%	COM PAR $0.01	345370860
TJX	TJX COS INC NEW	19,673	$1.111M	0.1%	$20.82	+8.2%	COM	872540109
—	ANADARKO PETE CORP	11,760	$1.096M	0.1%	$86.02	—	COM	032511107
—	INGERSOLL-RAND PLC	16,743	$1.087M	0.1%	$64.92	—	SHS	G47791101
—	TE CONNECTIVITY LTD	20,749	$1.075M	0.1%	$51.81	—	REG SHS	H84989104
ETN	EATON CORP PLC	15,517	$1.068M	0.1%	$49.95	0.0%	SHS	G29183103
GILD	GILEAD SCIENCES INC	16,838	$1.059M	0.1%	$36.21	+14.7%	COM	375558103
—	COLONY FINL INC	1,029,000	$1.059M	0.1%	$1.01	—	NOTE 5.000% 4/1	19624RAA4
—	XILINX INC	654,000	$1.058M	0.1%	$1.39	—	SDCV 3.125% 3/1	983919AD3
SBUX	STARBUCKS CORP	13,603	$1.046M	0.1%	$24.37	+16.0%	COM	855244109
—	ACTAVIS INC	7,217	$1.039M	0.1%	$126.36	—	COM	00507K103
MMM	3M CO	8,667	$1.034M	0.1%	$61.26	+7.7%	COM	88579Y101
ARCC	ARES CAP CORP	59,752	$1.034M	0.1%	$5.23	+2.7%	COM	04010L103
GM	GENERAL MTRS CO	28,624	$1.029M	0.1%	$24.45	+9.4%	COM	37045V100
MCD	MCDONALDS CORP	10,522	$1.011M	0.1%	$71.80	-1.7%	COM	580135101
—	UNITED THERAPEUTICS CORP DEL	593,000	$1.005M	0.1%	$1.45	—	NOTE 1.000% 9/1	91307CAF9
IP	INTL PAPER CO	22,308	$1M	0.1%	$25.91	+3.7%	COM	460146103
BA	BOEING CO	8,395	$987K	0.1%	$80.37	+13.9%	COM	097023105
—	UNITED RENTALS INC	186,000	$967K	0.1%	$4.42	—	NOTE 4.000%11/1	911363AL3
—	TRW AUTOMOTIVE INC	395,000	$961K	0.1%	$2.43	—	NOTE 3.500%12/0	87264MAH2
MCK	MCKESSON CORP	7,412	$952K	0.1%	$101.46	+10.6%	COM	58155Q103
DUK	DUKE ENERGY CORP NEW	14,177	$945K	0.1%	$41.57	-1.8%	COM NEW	26441C204
REGN	REGENERON PHARMACEUTICALS	3,008	$945K	0.1%	$250.49	+4.4%	COM	75886F107
—	CIENA CORP	929,000	$943K	0.1%	$1.02	—	NOTE 0.875% 6/1	171779AE1
—	MOLINA HEALTHCARE INC	761,000	$933K	0.1%	$1.29	—	NOTE 3.750%10/0	60855RAA8
—	HOLOGIC INC	925,000	$926K	0.1%	$1.00	—	DEBT 2.000% 3/0	436440AC5
—	SUNTRUST BKS INC	28,388	$921K	0.1%	$31.61	—	COM	867914103
CPT	CAMDEN PPTY TR	14,962	$919K	0.1%	$41.36	0.0%	SH BEN INT	133131102
—	RAYTHEON CO	11,610	$896K	0.1%	$77.17	—	COM NEW	755111507
SRPT	SAREPTA THERAPEUTICS INC	18,741	$884K	0.1%	$36.20	+6.4%	COM	803607100
DIN	DINEEQUITY INC	12,733	$879K	0.1%	$40.58	0.0%	COM	254423106
DAL	DELTA AIR LINES INC DEL	36,976	$872K	0.1%	$14.99	+20.4%	COM NEW	247361702
—	LABORATORY CORP AMER HLDGS	655,000	$870K	0.1%	$1.34	—	NOTE 9/1	50540RAG7
IVZ	INVESCO LTD	27,095	$864K	0.1%	$18.91	+0.3%	SHS	G491BT108
MET	METLIFE INC	18,209	$855K	0.1%	$24.43	+17.9%	COM	59156R108
—	CACI INTL INC	668,000	$852K	0.1%	$1.20	—	NOTE 2.125% 5/0	127190AD8
—	PRICELINE COM INC	843	$852K	0.1%	$828.84	—	COM NEW	741503403
—	HERTZ GLOBAL HOLDINGS INC	316,000	$850K	0.1%	$3.00	—	NOTE 5.250% 6/0	42805TAA3
BDN	BRANDYWINE RLTY TR	63,870	$842K	0.1%	$13.51	—	SH BEN INT NEW	105368203
VLO	VALERO ENERGY CORP NEW	24,513	$838K	0.1%	$24.01	-6.7%	COM	91913Y100
—	ALLERGAN INC	9,249	$836K	0.1%	$85.49	—	COM	018490102
AVT	AVNET INC	19,884	$830K	0.1%	$25.70	+15.7%	COM	053807103
—	DISCOVER FINL SVCS	16,376	$827K	0.1%	$48.12	—	COM	254709108
HOLX	HOLOGIC INC	39,999	$825K	0.1%	$20.89	+1.9%	COM	436440101
KMB	KIMBERLY CLARK CORP	8,685	$818K	0.1%	$63.06	-3.1%	COM	494368103
DHI	D R HORTON INC	41,745	$812K	0.1%	$21.23	-18.1%	COM	23331A109
—	MEDTRONIC INC	14,869	$791K	0.1%	$51.92	—	COM	585055106
CF	CF INDS HLDGS INC	3,756	$790K	0.1%	$26.73	+2.8%	COM	125269100
ECL	ECOLAB INC	7,909	$781K	0.1%	$73.48	+10.5%	COM	278865100
—	THE ADT CORPORATION	19,064	$776K	0.1%	$39.81	—	COM	00101J106
L	LOEWS CORP	16,540	$773K	0.1%	$42.08	+2.8%	COM	540424108
—	ARES CAP CORP	746,000	$773K	0.1%	$1.05	—	NOTE 4.875% 3/1	04010LAG8
CWST	CASELLA WASTE SYS INC	133,145	$767K	0.1%	$5.03	0.0%	CL A	147448104
—	AKORN INC	37,965	$748K	0.1%	$13.57	—	COM	009728106
—	SANCHEZ ENERGY CORP	27,822	$736K	0.1%	$26.45	—	COM	79970Y105
—	CBS CORP NEW	13,320	$734K	0.1%	$55.11	—	CL B	124857202
—	SHORETEL INC	120,825	$730K	0.1%	$6.04	—	COM	825211105
—	AUXILIUM PHARMACEUTICALS INC	40,079	$729K	0.1%	$17.28	—	COM	05334D107
—	JANUS CAP GROUP INC	698,000	$728K	0.1%	$1.04	—	NOTE 0.750% 7/1	47102XAH8
—	PERION NETWORK LTD	54,485	$717K	0.1%	$13.16	—	SHS	M78673106
RYN	RAYONIER INC	12,627	$704K	0.1%	$55.38	—	COM	754907103
—	PACIFIC SUNWEAR CALIF INC	230,580	$694K	0.1%	$3.35	—	COM	694873100
—	SUPERIOR ENERGY SVCS INC	27,731	$694K	0.1%	$25.41	—	COM	868157108
—	DOW CHEM CO	17,875	$685K	0.1%	$35.34	—	COM	260543103
—	APACHE CORP	8,030	$685K	0.1%	$83.97	—	COM	037411105
—	ALEXION PHARMACEUTICALS INC	5,877	$683K	0.1%	$92.20	—	COM	015351109
EMN	EASTMAN CHEM CO	8,661	$673K	0.1%	$50.48	+5.1%	COM	277432100
AMZN	AMAZON COM INC	2,134	$668K	0.1%	$13.32	+11.9%	COM	023135106
—	PIONEER NAT RES CO	3,519	$664K	0.1%	$157.14	—	COM	723787107
—	CHESAPEAKE ENERGY CORP	675,000	$664K	0.1%	$0.94	—	NOTE 2.500% 5/1	165167BZ9
HON	HONEYWELL INTL INC	7,788	$646K	0.1%	$53.13	+8.2%	COM	438516106
PACB	PACIFIC BIOSCIENCES CALIF IN	116,710	$645K	0.1%	$3.47	0.0%	COM	69404D108
URBN	URBAN OUTFITTERS INC	17,537	$644K	0.1%	$41.06	0.0%	COM	917047102
MHO	M/I HOMES INC	30,948	$638K	0.1%	$24.31	-13.7%	COM	55305B101
M	MACYS INC	14,581	$630K	0.1%	$46.44	+0.6%	COM	55616P104
PPG	PPG INDS INC	3,770	$630K	0.1%	$59.61	+8.4%	COM	693506107
HUN	HUNTSMAN CORP	30,384	$626K	0.1%	$18.24	0.0%	COM	447011107
NKE	NIKE INC	8,453	$614K	0.1%	$26.53	+5.3%	CL B	654106103
—	EXPRESS SCRIPTS HLDG CO	9,683	$598K	0.1%	$61.68	—	COM	30219G108
—	BROADCOM CORP	22,931	$598K	0.1%	$33.88	—	CL A	111320107
ABT	ABBOTT LABS	17,940	$594K	0.1%	$28.85	-4.0%	COM	002824100
VSH	VISHAY INTERTECHNOLOGY INC	46,310	$594K	0.1%	$10.87	0.0%	COM	928298108
—	KEYW HLDG CORP	43,795	$589K	0.1%	$13.45	—	COM	493723100
URI	UNITED RENTALS INC	10,102	$588K	0.1%	$51.55	+4.2%	COM	911363109
—	U S SILICA HLDGS INC	23,465	$584K	0.1%	$24.89	—	COM	90346E103
UNP	UNION PAC CORP	3,743	$582K	0.1%	$57.06	+5.4%	COM	907818108
—	ACTIVE NETWORK INC	40,580	$580K	0.1%	$14.29	—	COM	00506D100
—	MONSANTO CO NEW	5,514	$576K	0.1%	$99.64	—	COM	61166W101
—	RESOLUTE ENERGY CORP	68,540	$572K	0.1%	$8.35	—	COM	76116A108
—	AUDIENCE INC	50,547	$568K	0.1%	$13.21	—	COM	05070J102
AGG	ISHARES	5,295	$568K	0.1%	$107.27	—	CORE TOTUSBD ETF	464287226
BMY	BRISTOL MYERS SQUIBB CO	12,240	$566K	0.1%	$28.67	+1.9%	COM	110122108
EMR	EMERSON ELEC CO	8,731	$566K	0.1%	$40.02	+9.5%	COM	291011104
EOG	EOG RES INC	3,301	$557K	0.1%	$46.52	+21.2%	COM	26875P101
—	PARKWAY PPTYS INC	31,150	$553K	0.0%	$17.75	—	COM	70159Q104
A	AGILENT TECHNOLOGIES INC	10,720	$549K	0.0%	$27.97	+8.8%	COM	00846U101
DHR	DANAHER CORP DEL	7,889	$547K	0.0%	$27.40	0.0%	COM	235851102
GS	GOLDMAN SACHS GROUP INC	3,440	$544K	0.0%	$120.06	+5.9%	COM	38141G104
PCRX	PACIRA PHARMACEUTICALS INC	11,252	$540K	0.0%	$36.44	0.0%	COM	695127100
RF	REGIONS FINL CORP NEW	58,270	$540K	0.0%	$6.54	0.0%	COM	7591EP100
—	GOLDCORP INC NEW	534,000	$539K	0.0%	$1.01	—	NOTE 2.000% 8/0	380956AB8
PTC	PTC INC	18,856	$537K	0.0%	$27.20	0.0%	COM	69370C100
—	POZEN INC	93,245	$533K	0.0%	$5.72	—	COM	73941U102
—	WET SEAL INC	135,420	$533K	0.0%	$3.94	—	CL A	961840105
—	MYLAN INC	13,960	$532K	0.0%	$38.11	—	COM	628530107
—	WESTFIELD FINANCIAL INC NEW	73,715	$519K	0.0%	$7.04	—	COM	96008P104
MBI	MBIA INC	50,650	$517K	0.0%	$5.49	0.0%	COM	55262C100
—	HEADWATERS INC	57,300	$514K	0.0%	$8.97	—	COM	42210P102
—	M D C HLDGS INC	17,017	$510K	0.0%	$29.97	—	COM	552676108
—	LDK SOLAR CO LTD	262,210	$506K	0.0%	$1.29	—	SPONSORED ADR	50183L107
CAT	CATERPILLAR INC DEL	6,028	$505K	0.0%	$61.64	0.0%	COM	149123101
—	HEALTH CARE REIT INC	7,989	$499K	0.0%	$67.09	—	COM	42217K106
—	SUNPOWER CORP	370,000	$487K	0.0%	$1.16	—	DBCV 4.500% 3/1	867652AE9
PNW	PINNACLE WEST CAP CORP	8,798	$482K	0.0%	$34.55	0.0%	COM	723484101
ARAY	ACCURAY INC	65,110	$480K	0.0%	$6.32	0.0%	COM	004397105
—	BROOKDALE SR LIVING INC	403,000	$472K	0.0%	$1.17	—	NOTE 2.750% 6/1	112463AA2
—	WEB COM GROUP INC	14,565	$472K	0.0%	$32.41	—	COM	94733A104
—	COBALT INTL ENERGY INC	19,035	$471K	0.0%	$24.74	—	COM	19075F106
—	E-COMMERCE CHINA DANGDANG IN	44,240	$463K	0.0%	$10.47	—	SPN ADS COM A	26833A105
BK	BANK NEW YORK MELLON CORP	15,151	$459K	0.0%	$21.22	+7.3%	COM	064058100
—	OFFICE DEPOT INC	93,700	$452K	0.0%	$3.87	—	COM	676220106
ACN	ACCENTURE PLC IRELAND	6,079	$448K	0.0%	$63.81	-6.7%	SHS CLASS A	G1151C101
—	ZALE CORP NEW	29,400	$447K	0.0%	$9.08	—	COM	988858106
—	SUNEDISON INC	55,120	$439K	0.0%	$7.96	—	COM	86732Y109
BWEN	BROADWIND ENERGY INC	55,850	$438K	0.0%	$5.79	0.0%	COM NEW	11161T207
BCRX	BIOCRYST PHARMACEUTICALS	60,110	$437K	0.0%	$5.07	0.0%	COM	09058V103
MOD	MODINE MFG CO	29,680	$434K	0.0%	$13.06	0.0%	COM	607828100
—	OCLARO INC	245,120	$434K	0.0%	$1.74	—	COM NEW	67555N206
—	NAVISTAR INTL CORP NEW	11,800	$431K	0.0%	$27.75	—	COM	63934E108
—	FELCOR LODGING TR INC	69,270	$427K	0.0%	$5.92	—	COM	31430F101
—	THRESHOLD PHARMACEUTICAL INC	91,400	$426K	0.0%	$4.66	—	COM NEW	885807206
—	NEW YORK & CO INC	73,150	$424K	0.0%	$6.29	—	COM	649295102
—	CORINTHIAN COLLEGES INC	192,100	$423K	0.0%	$2.20	—	COM	218868107
PEG	PUBLIC SVC ENTERPRISE GROUP	12,700	$418K	0.0%	$21.73	-2.1%	COM	744573106
—	ASHFORD HOSPITALITY TR INC	33,790	$416K	0.0%	$11.68	—	COM SHS	044103109
—	HORIZON PHARMA INC	122,950	$411K	0.0%	$3.34	—	COM	44047T109
—	ENDEAVOUR INTL CORP	77,010	$411K	0.0%	$3.85	—	COM NEW	29259G200
—	CAREER EDUCATION CORP	149,070	$410K	0.0%	$2.75	—	COM	141665109
COP	CONOCOPHILLIPS	5,867	$408K	0.0%	$39.96	+11.3%	COM	20825C104
—	ARROWHEAD RESH CORP	71,210	$405K	0.0%	$5.69	—	COM NEW	042797209
—	APPLIED MICRO CIRCUITS CORP	31,330	$404K	0.0%	$8.78	—	COM NEW	03822W406
—	MAXWELL TECHNOLOGIES INC	44,660	$404K	0.0%	$9.05	—	COM	577767106
BCS	BARCLAYS PLC	23,665	$403K	0.0%	$17.03	—	ADR	06738E204
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	4,853	$398K	0.0%	$29.46	+11.7%	CL A	192446102
—	MINDSPEED TECHNOLOGIES INC	128,100	$389K	0.0%	$3.23	—	COM NEW	602682205
—	LEAP WIRELESS INTL INC	24,500	$387K	0.0%	$6.72	—	COM NEW	521863308
—	BARNES & NOBLE INC	29,800	$385K	0.0%	$12.92	—	COM	067774109
—	EMERITUS CORP	20,780	$384K	0.0%	$22.17	—	COM	291005106
—	LAM RESEARCH CORP	7,483	$383K	0.0%	$51.18	—	COM	512807108
—	DOLLAR FINL CORP	400,000	$381K	0.0%	$1.02	—	NOTE 3.000% 4/0	256664AC7
—	E TRADE FINANCIAL CORP	22,840	$377K	0.0%	$12.69	—	COM NEW	269246401
BONTQ	BON-TON STORES INC	35,730	$377K	0.0%	$15.38	-5.9%	COM	09776J101
—	AVEO PHARMACEUTICALS INC	182,430	$375K	0.0%	$2.43	—	COM	053588109
—	ORBITZ WORLDWIDE INC	38,820	$374K	0.0%	$9.63	—	COM	68557K109
POR	PORTLAND GEN ELEC CO	13,200	$372K	0.0%	$19.65	-3.1%	COM NEW	736508847
TOL	TOLL BROTHERS INC	11,427	$370K	0.0%	$32.34	0.0%	COM	889478103
BIIB	BIOGEN IDEC INC	1,516	$365K	0.0%	$213.68	+4.7%	COM	09062X103
—	NII HLDGS INC	57,800	$351K	0.0%	$6.65	—	CL B NEW	62913F201
—	NEWMONT MINING CORP	340,000	$343K	0.0%	$1.01	—	NOTE 1.250% 7/1	651639AH9
V	VISA INC	1,765	$337K	0.0%	$40.02	+5.8%	COM CL A	92826C839
—	RADIOSHACK CORP	98,170	$336K	0.0%	$3.42	—	COM	750438103
NEE	NEXTERA ENERGY INC	4,128	$331K	0.0%	$14.15	+4.9%	COM	65339F101
—	KEMET CORP	74,760	$313K	0.0%	$4.19	—	COM NEW	488360207
RRC	RANGE RES CORP	4,105	$311K	0.0%	$76.33	+2.3%	COM	75281A109
FCX	FREEPORT-MCMORAN COPPER & GO	9,390	$311K	0.0%	$24.45	+5.0%	COM	35671D857
—	HEWLETT PACKARD CO	14,565	$305K	0.0%	$24.79	—	COM	428236103
—	CAESARS ENTMT CORP	15,360	$302K	0.0%	$19.66	—	COM	127686103
CRM	SALESFORCE COM INC	5,059	$263K	0.0%	$44.85	0.0%	COM	79466L302
AMG	AFFILIATED MANAGERS GROUP	1,430	$262K	0.0%	$153.14	+12.3%	COM	008252108
—	ALLEGHENY TECHNOLOGIES INC	249,000	$258K	0.0%	$1.03	—	NOTE 4.250% 6/0	01741RAD4
CSX	CSX CORP	10,001	$257K	0.0%	$6.66	+3.0%	COM	126408103
MS	MORGAN STANLEY	8,055	$217K	0.0%	$17.33	+13.4%	COM NEW	617446448
TIP	ISHARES	1,869	$211K	0.0%	$112.36	—	TIPS BD ETF	464287176
—	QIHOO 360 TECHNOLOGY CO LTD	2,528	$211K	0.0%	$83.47	—	ADS	74734M109
—	LAM RESEARCH CORP	152,000	$172K	0.0%	$1.05	—	NOTE 0.500% 5/1	512807AJ7
—	PROSENSA HLDG N V	26,211	$170K	0.0%	$6.49	—	SHS USD	N71546100
—	PRICELINE COM INC	48,000	$159K	0.0%	$2.86	—	NOTE 1.250% 3/1	741503AN6
—	DOMINION RES INC VA NEW	73,000	$135K	0.0%	$1.67	—	NOTE 2.125%12/1	25746UAT6
—	ALZA CORP	102,000	$122K	0.0%	$1.18	—	SDCV 7/2	02261WAB5
MTG	MGIC INVT CORP WIS	16,648	$121K	0.0%	$5.69	+24.7%	COM	552848103
—	NOVATEL WIRELESS INC	28,800	$75,000	0.0%	$3.95	—	COM NEW	66987M604
—	ANNALY CAP MGMT INC	60,000	$62,000	0.0%	$1.01	—	NOTE 5.000% 5/1	035710AB8
—	BIOMARIN PHARMACEUTICAL INC	15,000	$54,000	0.0%	$2.80	—	NOTE 1.875% 4/2	09061GAD3
—	UNITED STATES STL CORP NEW	43,000	$44,000	0.0%	$1.02	—	NOTE 4.000% 5/1	912909AE8
—	PROSPECT CAPITAL CORPORATION	31,000	$33,000	0.0%	$1.10	—	NOTE 6.250%12/1	74348TAC6
—	REDWOOD TR INC	24,000	$25,000	0.0%	$1.00	—	NOTE 4.625% 4/1	758075AB1