CIK: 0000938487 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 12, 2013
Total Value ($000): $1,109,654 (32.5% shares, 67.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 252,526 | $42,428 | 3.8% | $160.41 | — | TR UNIT | 78462F103 |
| — | PRICELINE COM INC | 20,236,000 | $26,001 | 2.3% | $1.16 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | NOVELLUS SYS INC | 13,829,000 | $21,894 | 2.0% | $1.42 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC | 12,233,000 | $19,163 | 1.7% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | INTEL CORP | 15,165,000 | $18,777 | 1.7% | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | GILEAD SCIENCES INC | 6,315,000 | $17,485 | 1.6% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | VERISIGN INC | 10,659,000 | $16,678 | 1.5% | $1.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | GILEAD SCIENCES INC | 5,867,000 | $16,336 | 1.5% | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | WESCO INTL INC | 5,786,000 | $15,878 | 1.4% | $2.50 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | SBA COMMUNICATIONS CORP | 5,593,000 | $14,876 | 1.3% | $2.48 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | HEALTH CARE REIT INC | 254,750 | $14,659 | 1.3% | $57.54 | — | PFD PER CON I | 42217K601 |
| — | MICRON TECHNOLOGY INC | 7,763,000 | $14,452 | 1.3% | $1.54 | — | NOTE 1.500% 8/0 | 595112AQ6 |
| — | CUBIST PHARMACEUTICALS INC | 5,752,000 | $12,937 | 1.2% | $1.98 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | CEMEX SAB DE CV | 9,850,000 | $12,805 | 1.2% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | STILLWATER MNG CO | 12,009,000 | $12,612 | 1.1% | $1.05 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | GENERAL CABLE CORP DEL NEW | 10,600,000 | $11,970 | 1.1% | $1.10 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CIENA CORP | 7,875,000 | $11,891 | 1.1% | $1.42 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | XILINX INC | 7,185,000 | $11,656 | 1.1% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | WELLS FARGO & CO | 9,582,000 | $11,307 | 1.0% | $1.09 | — | MTNF 0.125% 3/0 | 94986RCZ2 |
| — | SANDISK CORP | 8,500,000 | $11,242 | 1.0% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | AMTRUST FINL SVCS INC | 7,050,000 | $11,030 | 1.0% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | BANK OF AMERICA CORPORATION | 9,608 | $10,378 | 0.9% | $1110.55 | — | 7.25%CNV PFD L | 060505682 |
| — | RADIAN GROUP INC | 6,926,000 | $10,103 | 0.9% | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | STANDARD PAC CORP NEW | 8,175,000 | $10,087 | 0.9% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | ENDO HEALTH SOLUTIONS INC | 6,240,000 | $9,895 | 0.9% | $1.34 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | WALTER INVT MGMT CORP | 9,300,000 | $9,778 | 0.9% | $1.02 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | KEYCORP NEW | 78,615 | $9,770 | 0.9% | $123.97 | — | PFD 7.75% SR A | 493267405 |
| — | WESTERN REFNG INC | 3,080,000 | $9,640 | 0.9% | $2.90 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | D R HORTON INC | 6,225,000 | $9,463 | 0.9% | $1.66 | — | NOTE 2.000% 5/1 | 23331ABB4 |
| — | GENERAL MTRS CO | 185,030 | $9,280 | 0.8% | $48.16 | — | JR PFD CNV SRB | 37045V209 |
| — | CADENCE DESIGN SYSTEM INC | 5,065,000 | $9,213 | 0.8% | $1.91 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | FORD MTR CO DEL | 4,559,000 | $9,011 | 0.8% | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | E M C CORP MASS | 5,591,000 | $8,937 | 0.8% | $1.48 | — | NOTE 1.750%12/0 | 268648AM4 |
| — | STERLITE INDS INDIA LTD | 8,500,000 | $8,326 | 0.8% | $0.97 | — | NOTE 4.000%10/3 | 859737AB4 |
| — | COVANTA HLDG CORP | 5,941,000 | $8,179 | 0.7% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | ICONIX BRAND GROUP INC | 6,522,000 | $8,028 | 0.7% | $1.22 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | THERAVANCE INC | 4,900,000 | $7,970 | 0.7% | $1.56 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | RYLAND GROUP INC | 5,425,000 | $7,884 | 0.7% | $1.45 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | EQUINIX INC | 4,588,000 | $7,658 | 0.7% | $1.68 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | METLIFE INC | 263,510 | $7,554 | 0.7% | $50.35 | — | UNIT 99/99/9999 | 59156R116 |
| — | PHH CORP | 3,675,000 | $7,513 | 0.7% | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | ELECTRONIC ARTS INC | 6,889,000 | $7,479 | 0.7% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | FOREST CITY ENTERPRISES INC | 6,727,000 | $7,478 | 0.7% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | OMNICARE INC | 3,500,000 | $7,435 | 0.7% | $1.89 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | INTERNATIONAL GAME TECHNOLOG | 6,684,000 | $7,396 | 0.7% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | HAWAIIAN HOLDINGS INC | 6,137,000 | $7,085 | 0.6% | $1.12 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | FORESTAR GROUP INC | 6,080,000 | $7,039 | 0.6% | $1.13 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | WELLS FARGO & CO NEW | 6,090 | $6,930 | 0.6% | $1193.86 | — | PERP PFD CNV A | 949746804 |
| — | KB HOME | 6,755,000 | $6,874 | 0.6% | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | OMNICARE CAP TR II | 100,695 | $6,844 | 0.6% | $58.72 | — | PFD B TR 4.00% | 68214Q200 |
| — | ISIS PHARMACEUTICALS INC DEL | 2,900,000 | $6,780 | 0.6% | $2.34 | — | NOTE 2.750%10/0 | 464337AG9 |
| — | WEBMD HEALTH CORP | 6,900,000 | $6,500 | 0.6% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | NEWMONT MINING CORP | 5,649,000 | $6,227 | 0.6% | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | PROLOGIS | 5,441,000 | $6,160 | 0.6% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 5,183,000 | $6,154 | 0.6% | $1.16 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | WRIGHT MED GROUP INC | 5,000,000 | $6,111 | 0.6% | $1.22 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | NEWPARK RES INC | 4,400,000 | $6,080 | 0.5% | $1.30 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | ENCORE CAP GROUP INC | 3,900,000 | $6,074 | 0.5% | $1.21 | — | NOTE 3.000%11/2 | 292554AC6 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 280,000 | $6,024 | 0.5% | $19.04 | — | MAND CV NT 16 | L0302D178 |
| — | TESLA MTRS INC | 3,442,000 | $5,798 | 0.5% | $1.60 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | ARCHER DANIELS MIDLAND CO | 5,517,000 | $5,608 | 0.5% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | ALERE INC | 21,100 | $5,470 | 0.5% | $227.44 | — | PERP PFD CONV SE | 01449J204 |
| — | COBALT INTL ENERGY INC | 5,163,000 | $5,464 | 0.5% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | GENERAL ELECTRIC CO | 222,148 | $5,308 | 0.5% | $23.25 | — | COM | 369604103 |
| — | VOLCANO CORPORATION | 5,060,000 | $5,233 | 0.5% | $0.93 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | ASCENT CAP GROUP INC | 5,000,000 | $5,179 | 0.5% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | BOTTOMLINE TECH DEL INC | 4,500,000 | $5,177 | 0.5% | $1.09 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | GOODYEAR TIRE & RUBR CO | 80,545 | $5,128 | 0.5% | $49.24 | — | PFD CONV 5.875% | 382550309 |
| — | TRINITY INDS INC | 4,184,000 | $5,068 | 0.5% | $1.18 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | HEALTH CARE REIT INC | 4,022,000 | $4,976 | 0.4% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | HOLOGIC INC | 4,141,000 | $4,661 | 0.4% | $1.11 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | MGM RESORTS INTERNATIONAL | 3,654,000 | $4,653 | 0.4% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| AAPL | APPLE INC | 9,748 | $4,648 | 0.4% | $13.16 | +8.5% | COM | 037833100 |
| — | OLD REP INTL CORP | 3,904,000 | $4,623 | 0.4% | $1.15 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | ARES CAP CORP | 4,219,000 | $4,446 | 0.4% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | INCYTE CORP | 1,000,000 | $4,364 | 0.4% | $4.36 | — | NOTE 4.750%10/0 | 45337CAJ1 |
| — | ARES CAP CORP | 3,988,000 | $4,289 | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | MYLAN INC | 1,468,000 | $4,256 | 0.4% | $2.54 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | UNITED TECHNOLOGIES CORP | 65,335 | $4,247 | 0.4% | $59.34 | — | UNIT 99/99/9999 | 913017117 |
| — | MERITAGE HOMES CORP | 3,900,000 | $4,232 | 0.4% | $1.09 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | INTEL CORP | 3,697,000 | $4,001 | 0.4% | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | STARWOOD PPTY TR INC | 3,829,000 | $3,980 | 0.4% | $1.03 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | CHIQUITA BRANDS INTL INC | 4,000,000 | $3,922 | 0.4% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | JEFFERIES GROUP INC NEW | 3,729,000 | $3,908 | 0.4% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | WEYERHAEUSER CO | 73,590 | $3,871 | 0.3% | $52.60 | — | PREF CONV SER A | 962166872 |
| — | PHH CORP | 3,556,000 | $3,865 | 0.3% | $1.07 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | NAVISTAR INTL CORP NEW | 3,797,000 | $3,843 | 0.3% | $0.98 | — | NOTE 3.000%10/1 | 63934EAL2 |
| XOM | EXXON MOBIL CORP | 44,365 | $3,816 | 0.3% | $53.69 | +0.9% | COM | 30231G102 |
| — | L-3 COMMUNICATIONS CORP | 3,480,000 | $3,787 | 0.3% | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| FLOT | ISHARES | 74,692 | $3,787 | 0.3% | $50.59 | — | FLTG RATE BD ETF | 46429B655 |
| IGSB | ISHARES | 35,930 | $3,783 | 0.3% | $105.07 | — | 1-3 YR CR BD ETF | 464288646 |
| — | MENTOR GRAPHICS CORP | 2,850,000 | $3,732 | 0.3% | $1.21 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | PPL CORP | 68,615 | $3,687 | 0.3% | $54.01 | — | UNIT 99/99/9999S | 69351T114 |
| — | NEXTERA ENERGY INC | 67,370 | $3,673 | 0.3% | $54.52 | — | UNIT 09/01/2015 | 65339F887 |
| — | DEVELOPERS DIVERSIFIED RLTY | 3,227,000 | $3,658 | 0.3% | $1.15 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | LINEAR TECHNOLOGY CORP | 3,419,000 | $3,640 | 0.3% | $1.04 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | STARWOOD PPTY TR INC | 3,484,000 | $3,615 | 0.3% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | HORSEHEAD HLDG CORP | 3,375,000 | $3,607 | 0.3% | $1.09 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | MICRON TECHNOLOGY INC | 2,847,000 | $3,604 | 0.3% | $1.27 | — | NOTE 1.875% 6/0 | 595112AH6 |
| — | AKORN INC | 1,548,000 | $3,552 | 0.3% | $1.67 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | CONTINENTAL AIRLS INC | 2,031,000 | $3,458 | 0.3% | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | LAM RESEARCH CORP | 2,873,000 | $3,457 | 0.3% | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| CMCSA | COMCAST CORP NEW | 74,561 | $3,365 | 0.3% | $15.66 | +5.7% | CL A | 20030N101 |
| — | GOOGLE INC | 3,715 | $3,254 | 0.3% | $880.10 | — | CL A | 38259P508 |
| — | LIFEPOINT HOSPITALS INC | 3,084,000 | $3,248 | 0.3% | $1.08 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| JPM | JPMORGAN CHASE & CO | 62,461 | $3,229 | 0.3% | $36.24 | +6.3% | COM | 46625H100 |
| — | AIR LEASE CORP | 2,296,000 | $2,941 | 0.3% | $1.28 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | SALIX PHARMACEUTICALS INC | 2,393,000 | $2,936 | 0.3% | $1.21 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,409,000 | $2,923 | 0.3% | $1.21 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | OMNICARE INC | 2,735,000 | $2,910 | 0.3% | $1.06 | — | DBCV 3.250%12/1 | 681904AL2 |
| C | CITIGROUP INC | 58,665 | $2,847 | 0.3% | $35.89 | +4.8% | COM NEW | 172967424 |
| — | WEB COM GROUP INC | 2,380,000 | $2,703 | 0.2% | $1.14 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | MGIC INVT CORP WIS | 2,070,000 | $2,627 | 0.2% | $1.13 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,119,000 | $2,508 | 0.2% | $1.15 | — | FRNT 1.625%11/1 | 440543AE6 |
| CSCO | CISCO SYS INC | 106,938 | $2,507 | 0.2% | $15.61 | +8.5% | COM | 17275R102 |
| JNJ | JOHNSON & JOHNSON | 28,216 | $2,449 | 0.2% | $59.66 | +6.5% | COM | 478160104 |
| — | FOOT LOCKER INC | 71,866 | $2,440 | 0.2% | $34.48 | — | COM | 344849104 |
| MSFT | MICROSOFT CORP | 71,579 | $2,382 | 0.2% | $26.70 | +1.1% | COM | 594918104 |
| PFE | PFIZER INC | 82,623 | $2,374 | 0.2% | $16.46 | -0.6% | COM | 717081103 |
| — | RTI INTL METALS INC | 2,267,000 | $2,344 | 0.2% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| CVX | CHEVRON CORP NEW | 19,288 | $2,344 | 0.2% | $71.30 | +2.5% | COM | 166764100 |
| — | EXELIXIS INC | 2,000,000 | $2,341 | 0.2% | $0.96 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | FIDELITY NATIONAL FINANCIAL | 1,630,000 | $2,306 | 0.2% | $1.31 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | TELEFLEX INC | 1,629,000 | $2,294 | 0.2% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | JETBLUE AIRWAYS CORP | 1,500,000 | $2,167 | 0.2% | $1.39 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | ALCOA INC | 1,637,000 | $2,106 | 0.2% | $1.27 | — | NOTE 5.250% 3/1 | 013817AT8 |
| — | BRISTOW GROUP INC | 1,705,000 | $2,090 | 0.2% | $1.20 | — | NOTE 3.000% 6/1 | 110394AC7 |
| PG | PROCTER & GAMBLE CO | 27,347 | $2,069 | 0.2% | $55.00 | +2.2% | COM | 742718109 |
| — | STANLEY BLACK & DECKER INC | 15,110 | $2,058 | 0.2% | $129.25 | — | UNIT 99/99/9999 | 854502309 |
| SLB | SCHLUMBERGER LTD | 23,275 | $2,057 | 0.2% | $52.90 | +11.5% | COM | 806857108 |
| — | NUANCE COMMUNICATIONS INC | 1,775,000 | $2,014 | 0.2% | $1.16 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| MRK | MERCK & CO INC NEW | 40,922 | $1,948 | 0.2% | $30.22 | +2.5% | COM | 58933Y105 |
| — | AUXILIUM PHARMACEUTICALS INC | 1,879,000 | $1,943 | 0.2% | $1.03 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| OXY | OCCIDENTAL PETE CORP DEL | 20,551 | $1,923 | 0.2% | $57.93 | +2.3% | COM | 674599105 |
| UNH | UNITEDHEALTH GROUP INC | 26,556 | $1,904 | 0.2% | $50.75 | +15.5% | COM | 91324P102 |
| — | RADIAN GROUP INC | 1,333,000 | $1,895 | 0.2% | $1.25 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | DANAHER CORP DEL | 931,000 | $1,876 | 0.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | EXTERRAN HLDGS INC | 1,507,000 | $1,875 | 0.2% | $1.28 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| T | AT&T INC | 54,541 | $1,847 | 0.2% | $11.40 | -3.9% | COM | 00206R102 |
| — | OMNICOM GROUP INC | 1,512,000 | $1,820 | 0.2% | $1.20 | — | NOTE 7/3 | 681919AV8 |
| IBM | INTERNATIONAL BUSINESS MACHS | 9,772 | $1,810 | 0.2% | $117.21 | -4.8% | COM | 459200101 |
| — | TITAN MACHY INC | 2,000,000 | $1,778 | 0.2% | $0.93 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| ORCL | ORACLE CORP | 53,367 | $1,770 | 0.2% | $27.53 | -1.7% | COM | 68389X105 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 15,265 | $1,735 | 0.2% | $110.02 | +4.9% | CL B NEW | 084670702 |
| SPG | SIMON PPTY GROUP INC NEW | 11,593 | $1,719 | 0.2% | $87.39 | -7.4% | COM | 828806109 |
| — | E M C CORP MASS | 67,050 | $1,713 | 0.2% | $23.64 | — | COM | 268648102 |
| VGK | VANGUARD INTL EQUITY INDEX F | 30,545 | $1,663 | 0.1% | $54.44 | — | FTSE EUROPE ETF | 922042874 |
| — | UNITED TECHNOLOGIES CORP | 15,275 | $1,648 | 0.1% | $92.92 | — | COM | 913017109 |
| WFC | WELLS FARGO & CO NEW | 39,604 | $1,635 | 0.1% | $27.36 | +10.3% | COM | 949746101 |
| — | TWENTY FIRST CENTY FOX INC | 48,698 | $1,632 | 0.1% | $33.51 | — | CL A | 90130A101 |
| COF | CAPITAL ONE FINL CORP | 22,762 | $1,564 | 0.1% | $47.00 | +14.8% | COM | 14040H105 |
| — | AIRTRAN HLDGS INC | 1,051,000 | $1,561 | 0.1% | $1.42 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | CELGENE CORP | 9,992 | $1,541 | 0.1% | $116.92 | — | COM | 151020104 |
| CVS | CVS CAREMARK CORPORATION | 26,758 | $1,519 | 0.1% | $41.44 | +3.2% | COM | 126650100 |
| KO | COCA COLA CO | 40,075 | $1,518 | 0.1% | $27.85 | -3.9% | COM | 191216100 |
| INTC | INTEL CORP | 66,013 | $1,514 | 0.1% | $17.18 | -1.6% | COM | 458140100 |
| EBAY | EBAY INC | 27,112 | $1,512 | 0.1% | $20.14 | -0.9% | COM | 278642103 |
| — | ISTAR FINL INC | 1,200,000 | $1,495 | 0.1% | $1.19 | — | NOTE 3.000%11/1 | 45031UBR1 |
| ABBV | ABBVIE INC | 33,258 | $1,487 | 0.1% | $26.82 | +1.3% | COM | 00287Y109 |
| — | SYMANTEC CORP | 59,735 | $1,479 | 0.1% | $23.50 | — | COM | 871503108 |
| HD | HOME DEPOT INC | 18,994 | $1,440 | 0.1% | $56.05 | +3.2% | COM | 437076102 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,075,000 | $1,428 | 0.1% | $1.25 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| LYB | LYONDELLBASELL INDUSTRIES N | 19,390 | $1,422 | 0.1% | $33.82 | +9.3% | SHS - A - | N53745100 |
| PM | PHILIP MORRIS INTL INC | 16,352 | $1,417 | 0.1% | $49.85 | -5.0% | COM | 718172109 |
| AMGN | AMGEN INC | 12,570 | $1,406 | 0.1% | $73.34 | +5.0% | COM | 031162100 |
| DTE | DTE ENERGY CO | 21,182 | $1,400 | 0.1% | $38.18 | -0.3% | COM | 233331107 |
| WMT | WAL-MART STORES INC | 18,917 | $1,398 | 0.1% | $19.98 | -1.0% | COM | 931142103 |
| USB | US BANCORP DEL | 38,132 | $1,392 | 0.1% | $22.41 | +8.6% | COM NEW | 902973304 |
| CMS | CMS ENERGY CORP | 52,846 | $1,392 | 0.1% | $18.83 | -1.2% | COM | 125896100 |
| — | SALESFORCE COM INC | 568,000 | $1,380 | 0.1% | $2.19 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | TIME WARNER INC | 20,974 | $1,379 | 0.1% | $57.78 | — | COM NEW | 887317303 |
| — | MOLYCORP INC DEL | 1,909,000 | $1,375 | 0.1% | $0.66 | — | NOTE 3.250% 6/1 | 608753AA7 |
| ALL | ALLSTATE CORP | 26,243 | $1,327 | 0.1% | $37.19 | +3.7% | COM | 020002101 |
| PNC | PNC FINL SVCS GROUP INC | 18,299 | $1,327 | 0.1% | $47.34 | +8.4% | COM | 693475105 |
| — | AMERICAN CAPITAL AGENCY CORP | 58,623 | $1,325 | 0.1% | $23.03 | — | COM | 02503X105 |
| VZ | VERIZON COMMUNICATIONS INC | 26,984 | $1,259 | 0.1% | $27.04 | -3.4% | COM | 92343V104 |
| DIS | DISNEY WALT CO | 19,459 | $1,255 | 0.1% | $56.11 | +1.5% | COM DISNEY | 254687106 |
| — | ALLIANT TECHSYSTEMS INC | 957,000 | $1,253 | 0.1% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| AIG | AMERICAN INTL GROUP INC | 25,751 | $1,251 | 0.1% | $32.51 | +10.8% | COM NEW | 026874784 |
| QCOM | QUALCOMM INC | 18,602 | $1,251 | 0.1% | $45.06 | +3.3% | COM | 747525103 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 12,563 | $1,245 | 0.1% | $99.10 | — | SPONSORED ADR | 03524A108 |
| FDX | FEDEX CORP | 10,889 | $1,243 | 0.1% | $81.95 | +11.4% | COM | 31428X106 |
| — | RAYONIER TRS HLDGS INC | 735,000 | $1,242 | 0.1% | $1.68 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| MO | ALTRIA GROUP INC | 36,035 | $1,238 | 0.1% | $16.28 | -0.7% | COM | 02209S103 |
| PEP | PEPSICO INC | 15,411 | $1,227 | 0.1% | $56.00 | +1.4% | COM | 713448108 |
| HAL | HALLIBURTON CO | 25,350 | $1,220 | 0.1% | $36.17 | +3.2% | COM | 406216101 |
| — | GENESEE & WYO INC | 9,570 | $1,211 | 0.1% | $118.60 | — | UNIT 10/01/2015 | 371559204 |
| — | NATIONAL OILWELL VARCO INC | 15,502 | $1,210 | 0.1% | $68.90 | — | COM | 637071101 |
| MA | MASTERCARD INC | 1,779 | $1,197 | 0.1% | $54.80 | +6.4% | CL A | 57636Q104 |
| BAC | BANK OF AMERICA CORPORATION | 85,811 | $1,186 | 0.1% | $10.03 | +12.0% | COM | 060505104 |
| — | ON SEMICONDUCTOR CORP | 1,093,000 | $1,184 | 0.1% | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PROSPECT CAPITAL CORPORATION | 1,130,000 | $1,176 | 0.1% | $1.03 | — | MTNF 5.375%10/1 | 74348TAK8 |
| AEP | AMERICAN ELEC PWR INC | 26,376 | $1,144 | 0.1% | $29.26 | -2.6% | COM | 025537101 |
| MDLZ | MONDELEZ INTL INC | 36,118 | $1,135 | 0.1% | $23.16 | +2.4% | CL A | 609207105 |
| MFG | MIZUHO FINL GROUP INC | 262,105 | $1,132 | 0.1% | $4.19 | — | SPONSORED ADR | 60687Y109 |
| MSTR | MICROSTRATEGY INC | 10,762 | $1,116 | 0.1% | $9.74 | 0.0% | CL A NEW | 594972408 |
| F | FORD MTR CO DEL | 66,010 | $1,113 | 0.1% | $7.61 | +18.6% | COM PAR $0.01 | 345370860 |
| TJX | TJX COS INC NEW | 19,673 | $1,111 | 0.1% | $20.82 | +8.2% | COM | 872540109 |
| — | ANADARKO PETE CORP | 11,760 | $1,096 | 0.1% | $86.02 | — | COM | 032511107 |
| — | INGERSOLL-RAND PLC | 16,743 | $1,087 | 0.1% | $64.92 | — | SHS | G47791101 |
| — | TE CONNECTIVITY LTD | 20,749 | $1,075 | 0.1% | $51.81 | — | REG SHS | H84989104 |
| ETN | EATON CORP PLC | 15,517 | $1,068 | 0.1% | $49.95 | 0.0% | SHS | G29183103 |
| GILD | GILEAD SCIENCES INC | 16,838 | $1,059 | 0.1% | $36.21 | +14.7% | COM | 375558103 |
| — | COLONY FINL INC | 1,029,000 | $1,059 | 0.1% | $1.01 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | XILINX INC | 654,000 | $1,058 | 0.1% | $1.39 | — | SDCV 3.125% 3/1 | 983919AD3 |
| SBUX | STARBUCKS CORP | 13,603 | $1,046 | 0.1% | $24.37 | +16.0% | COM | 855244109 |
| — | ACTAVIS INC | 7,217 | $1,039 | 0.1% | $126.36 | — | COM | 00507K103 |
| MMM | 3M CO | 8,667 | $1,034 | 0.1% | $61.26 | +7.7% | COM | 88579Y101 |
| ARCC | ARES CAP CORP | 59,752 | $1,034 | 0.1% | $5.23 | +2.7% | COM | 04010L103 |
| GM | GENERAL MTRS CO | 28,624 | $1,029 | 0.1% | $24.45 | +9.4% | COM | 37045V100 |
| MCD | MCDONALDS CORP | 10,522 | $1,011 | 0.1% | $71.80 | -1.7% | COM | 580135101 |
| — | UNITED THERAPEUTICS CORP DEL | 593,000 | $1,005 | 0.1% | $1.45 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| IP | INTL PAPER CO | 22,308 | $1,000 | 0.1% | $25.91 | +3.7% | COM | 460146103 |
| BA | BOEING CO | 8,395 | $987 | 0.1% | $80.37 | +13.9% | COM | 097023105 |
| — | UNITED RENTALS INC | 186,000 | $967 | 0.1% | $4.42 | — | NOTE 4.000%11/1 | 911363AL3 |
| — | TRW AUTOMOTIVE INC | 395,000 | $961 | 0.1% | $2.43 | — | NOTE 3.500%12/0 | 87264MAH2 |
| MCK | MCKESSON CORP | 7,412 | $952 | 0.1% | $101.46 | +10.6% | COM | 58155Q103 |
| DUK | DUKE ENERGY CORP NEW | 14,177 | $945 | 0.1% | $41.57 | -1.8% | COM NEW | 26441C204 |
| REGN | REGENERON PHARMACEUTICALS | 3,008 | $945 | 0.1% | $250.49 | +4.4% | COM | 75886F107 |
| — | CIENA CORP | 929,000 | $943 | 0.1% | $1.02 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | MOLINA HEALTHCARE INC | 761,000 | $933 | 0.1% | $1.29 | — | NOTE 3.750%10/0 | 60855RAA8 |
| — | HOLOGIC INC | 925,000 | $926 | 0.1% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | SUNTRUST BKS INC | 28,388 | $921 | 0.1% | $31.61 | — | COM | 867914103 |
| CPT | CAMDEN PPTY TR | 14,962 | $919 | 0.1% | $41.36 | 0.0% | SH BEN INT | 133131102 |
| — | RAYTHEON CO | 11,610 | $896 | 0.1% | $77.17 | — | COM NEW | 755111507 |
| SRPT | SAREPTA THERAPEUTICS INC | 18,741 | $884 | 0.1% | $36.20 | +6.4% | COM | 803607100 |
| DIN | DINEEQUITY INC | 12,733 | $879 | 0.1% | $40.58 | 0.0% | COM | 254423106 |
| DAL | DELTA AIR LINES INC DEL | 36,976 | $872 | 0.1% | $14.99 | +20.4% | COM NEW | 247361702 |
| — | LABORATORY CORP AMER HLDGS | 655,000 | $870 | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| IVZ | INVESCO LTD | 27,095 | $864 | 0.1% | $18.91 | +0.3% | SHS | G491BT108 |
| MET | METLIFE INC | 18,209 | $855 | 0.1% | $24.43 | +17.9% | COM | 59156R108 |
| — | CACI INTL INC | 668,000 | $852 | 0.1% | $1.20 | — | NOTE 2.125% 5/0 | 127190AD8 |
| — | PRICELINE COM INC | 843 | $852 | 0.1% | $828.84 | — | COM NEW | 741503403 |
| — | HERTZ GLOBAL HOLDINGS INC | 316,000 | $850 | 0.1% | $3.00 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| BDN | BRANDYWINE RLTY TR | 63,870 | $842 | 0.1% | $13.51 | — | SH BEN INT NEW | 105368203 |
| VLO | VALERO ENERGY CORP NEW | 24,513 | $838 | 0.1% | $24.01 | -6.7% | COM | 91913Y100 |
| — | ALLERGAN INC | 9,249 | $836 | 0.1% | $85.49 | — | COM | 018490102 |
| AVT | AVNET INC | 19,884 | $830 | 0.1% | $25.70 | +15.7% | COM | 053807103 |
| — | DISCOVER FINL SVCS | 16,376 | $827 | 0.1% | $48.12 | — | COM | 254709108 |
| HOLX | HOLOGIC INC | 39,999 | $825 | 0.1% | $20.89 | +1.9% | COM | 436440101 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $818 | 0.1% | $63.06 | -3.1% | COM | 494368103 |
| DHI | D R HORTON INC | 41,745 | $812 | 0.1% | $21.23 | -18.1% | COM | 23331A109 |
| — | MEDTRONIC INC | 14,869 | $791 | 0.1% | $51.92 | — | COM | 585055106 |
| CF | CF INDS HLDGS INC | 3,756 | $790 | 0.1% | $26.73 | +2.8% | COM | 125269100 |
| ECL | ECOLAB INC | 7,909 | $781 | 0.1% | $73.48 | +10.5% | COM | 278865100 |
| — | THE ADT CORPORATION | 19,064 | $776 | 0.1% | $39.81 | — | COM | 00101J106 |
| L | LOEWS CORP | 16,540 | $773 | 0.1% | $42.08 | +2.8% | COM | 540424108 |
| — | ARES CAP CORP | 746,000 | $773 | 0.1% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| CWST | CASELLA WASTE SYS INC | 133,145 | $767 | 0.1% | $5.03 | 0.0% | CL A | 147448104 |
| — | AKORN INC | 37,965 | $748 | 0.1% | $13.57 | — | COM | 009728106 |
| — | SANCHEZ ENERGY CORP | 27,822 | $736 | 0.1% | $26.45 | — | COM | 79970Y105 |
| — | CBS CORP NEW | 13,320 | $734 | 0.1% | $55.11 | — | CL B | 124857202 |
| — | SHORETEL INC | 120,825 | $730 | 0.1% | $6.04 | — | COM | 825211105 |
| — | AUXILIUM PHARMACEUTICALS INC | 40,079 | $729 | 0.1% | $17.28 | — | COM | 05334D107 |
| — | JANUS CAP GROUP INC | 698,000 | $728 | 0.1% | $1.04 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | PERION NETWORK LTD | 54,485 | $717 | 0.1% | $13.16 | — | SHS | M78673106 |
| RYN | RAYONIER INC | 12,627 | $704 | 0.1% | $55.38 | — | COM | 754907103 |
| — | PACIFIC SUNWEAR CALIF INC | 230,580 | $694 | 0.1% | $3.35 | — | COM | 694873100 |
| — | SUPERIOR ENERGY SVCS INC | 27,731 | $694 | 0.1% | $25.41 | — | COM | 868157108 |
| — | APACHE CORP | 8,030 | $685 | 0.1% | $83.97 | — | COM | 037411105 |
| — | DOW CHEM CO | 17,875 | $685 | 0.1% | $35.34 | — | COM | 260543103 |
| — | ALEXION PHARMACEUTICALS INC | 5,877 | $683 | 0.1% | $92.20 | — | COM | 015351109 |
| EMN | EASTMAN CHEM CO | 8,661 | $673 | 0.1% | $50.48 | +5.1% | COM | 277432100 |
| AMZN | AMAZON COM INC | 2,134 | $668 | 0.1% | $13.32 | +11.9% | COM | 023135106 |
| — | CHESAPEAKE ENERGY CORP | 675,000 | $664 | 0.1% | $0.94 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | PIONEER NAT RES CO | 3,519 | $664 | 0.1% | $157.14 | — | COM | 723787107 |
| HON | HONEYWELL INTL INC | 7,788 | $646 | 0.1% | $53.13 | +8.2% | COM | 438516106 |
| PACB | PACIFIC BIOSCIENCES CALIF IN | 116,710 | $645 | 0.1% | $3.47 | 0.0% | COM | 69404D108 |
| URBN | URBAN OUTFITTERS INC | 17,537 | $644 | 0.1% | $41.06 | 0.0% | COM | 917047102 |
| MHO | M/I HOMES INC | 30,948 | $638 | 0.1% | $24.31 | -13.7% | COM | 55305B101 |
| M | MACYS INC | 14,581 | $630 | 0.1% | $46.44 | +0.6% | COM | 55616P104 |
| PPG | PPG INDS INC | 3,770 | $630 | 0.1% | $59.61 | +8.4% | COM | 693506107 |
| HUN | HUNTSMAN CORP | 30,384 | $626 | 0.1% | $18.24 | 0.0% | COM | 447011107 |
| NKE | NIKE INC | 8,453 | $614 | 0.1% | $26.53 | +5.3% | CL B | 654106103 |
| — | BROADCOM CORP | 22,931 | $598 | 0.1% | $33.88 | — | CL A | 111320107 |
| — | EXPRESS SCRIPTS HLDG CO | 9,683 | $598 | 0.1% | $61.68 | — | COM | 30219G108 |
| VSH | VISHAY INTERTECHNOLOGY INC | 46,310 | $594 | 0.1% | $10.87 | 0.0% | COM | 928298108 |
| ABT | ABBOTT LABS | 17,940 | $594 | 0.1% | $28.85 | -4.0% | COM | 002824100 |
| — | KEYW HLDG CORP | 43,795 | $589 | 0.1% | $13.45 | — | COM | 493723100 |
| URI | UNITED RENTALS INC | 10,102 | $588 | 0.1% | $51.55 | +4.2% | COM | 911363109 |
| — | U S SILICA HLDGS INC | 23,465 | $584 | 0.1% | $24.89 | — | COM | 90346E103 |
| UNP | UNION PAC CORP | 3,743 | $582 | 0.1% | $57.06 | +5.4% | COM | 907818108 |
| — | ACTIVE NETWORK INC | 40,580 | $580 | 0.1% | $14.29 | — | COM | 00506D100 |
| — | MONSANTO CO NEW | 5,514 | $576 | 0.1% | $99.64 | — | COM | 61166W101 |
| — | RESOLUTE ENERGY CORP | 68,540 | $572 | 0.1% | $8.35 | — | COM | 76116A108 |
| — | AUDIENCE INC | 50,547 | $568 | 0.1% | $13.21 | — | COM | 05070J102 |
| AGG | ISHARES | 5,295 | $568 | 0.1% | $107.27 | — | CORE TOTUSBD ETF | 464287226 |
| EMR | EMERSON ELEC CO | 8,731 | $566 | 0.1% | $40.02 | +9.5% | COM | 291011104 |
| BMY | BRISTOL MYERS SQUIBB CO | 12,240 | $566 | 0.1% | $28.67 | +1.9% | COM | 110122108 |
| EOG | EOG RES INC | 3,301 | $557 | 0.1% | $46.52 | +21.2% | COM | 26875P101 |
| — | PARKWAY PPTYS INC | 31,150 | $553 | 0.0% | $17.75 | — | COM | 70159Q104 |
| A | AGILENT TECHNOLOGIES INC | 10,720 | $549 | 0.0% | $27.97 | +8.8% | COM | 00846U101 |
| DHR | DANAHER CORP DEL | 7,889 | $547 | 0.0% | $27.40 | 0.0% | COM | 235851102 |
| GS | GOLDMAN SACHS GROUP INC | 3,440 | $544 | 0.0% | $120.06 | +5.9% | COM | 38141G104 |
| PCRX | PACIRA PHARMACEUTICALS INC | 11,252 | $540 | 0.0% | $36.44 | 0.0% | COM | 695127100 |
| RF | REGIONS FINL CORP NEW | 58,270 | $540 | 0.0% | $6.54 | 0.0% | COM | 7591EP100 |
| — | GOLDCORP INC NEW | 534,000 | $539 | 0.0% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| PTC | PTC INC | 18,856 | $537 | 0.0% | $27.20 | 0.0% | COM | 69370C100 |
| — | POZEN INC | 93,245 | $533 | 0.0% | $5.72 | — | COM | 73941U102 |
| — | WET SEAL INC | 135,420 | $533 | 0.0% | $3.94 | — | CL A | 961840105 |
| — | MYLAN INC | 13,960 | $532 | 0.0% | $38.11 | — | COM | 628530107 |
| — | WESTFIELD FINANCIAL INC NEW | 73,715 | $519 | 0.0% | $7.04 | — | COM | 96008P104 |
| MBI | MBIA INC | 50,650 | $517 | 0.0% | $5.49 | 0.0% | COM | 55262C100 |
| — | HEADWATERS INC | 57,300 | $514 | 0.0% | $8.97 | — | COM | 42210P102 |
| — | M D C HLDGS INC | 17,017 | $510 | 0.0% | $29.97 | — | COM | 552676108 |
| — | LDK SOLAR CO LTD | 262,210 | $506 | 0.0% | $1.29 | — | SPONSORED ADR | 50183L107 |
| CAT | CATERPILLAR INC DEL | 6,028 | $505 | 0.0% | $61.64 | 0.0% | COM | 149123101 |
| — | HEALTH CARE REIT INC | 7,989 | $499 | 0.0% | $67.09 | — | COM | 42217K106 |
| — | SUNPOWER CORP | 370,000 | $487 | 0.0% | $1.16 | — | DBCV 4.500% 3/1 | 867652AE9 |
| PNW | PINNACLE WEST CAP CORP | 8,798 | $482 | 0.0% | $34.55 | 0.0% | COM | 723484101 |
| ARAY | ACCURAY INC | 65,110 | $480 | 0.0% | $6.32 | 0.0% | COM | 004397105 |
| — | WEB COM GROUP INC | 14,565 | $472 | 0.0% | $32.41 | — | COM | 94733A104 |
| — | BROOKDALE SR LIVING INC | 403,000 | $472 | 0.0% | $1.17 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | COBALT INTL ENERGY INC | 19,035 | $471 | 0.0% | $24.74 | — | COM | 19075F106 |
| — | E-COMMERCE CHINA DANGDANG IN | 44,240 | $463 | 0.0% | $10.47 | — | SPN ADS COM A | 26833A105 |
| BK | BANK NEW YORK MELLON CORP | 15,151 | $459 | 0.0% | $21.22 | +7.3% | COM | 064058100 |
| — | OFFICE DEPOT INC | 93,700 | $452 | 0.0% | $3.87 | — | COM | 676220106 |
| ACN | ACCENTURE PLC IRELAND | 6,079 | $448 | 0.0% | $63.81 | -6.7% | SHS CLASS A | G1151C101 |
| — | ZALE CORP NEW | 29,400 | $447 | 0.0% | $9.08 | — | COM | 988858106 |
| — | SUNEDISON INC | 55,120 | $439 | 0.0% | $7.96 | — | COM | 86732Y109 |
| BWEN | BROADWIND ENERGY INC | 55,850 | $438 | 0.0% | $5.79 | 0.0% | COM NEW | 11161T207 |
| BCRX | BIOCRYST PHARMACEUTICALS | 60,110 | $437 | 0.0% | $5.07 | 0.0% | COM | 09058V103 |
| — | OCLARO INC | 245,120 | $434 | 0.0% | $1.74 | — | COM NEW | 67555N206 |
| MOD | MODINE MFG CO | 29,680 | $434 | 0.0% | $13.06 | 0.0% | COM | 607828100 |
| — | NAVISTAR INTL CORP NEW | 11,800 | $431 | 0.0% | $27.75 | — | COM | 63934E108 |
| — | FELCOR LODGING TR INC | 69,270 | $427 | 0.0% | $5.92 | — | COM | 31430F101 |
| — | THRESHOLD PHARMACEUTICAL INC | 91,400 | $426 | 0.0% | $4.66 | — | COM NEW | 885807206 |
| — | NEW YORK & CO INC | 73,150 | $424 | 0.0% | $6.29 | — | COM | 649295102 |
| — | CORINTHIAN COLLEGES INC | 192,100 | $423 | 0.0% | $2.20 | — | COM | 218868107 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 12,700 | $418 | 0.0% | $21.73 | -2.1% | COM | 744573106 |
| — | ASHFORD HOSPITALITY TR INC | 33,790 | $416 | 0.0% | $11.68 | — | COM SHS | 044103109 |
| — | HORIZON PHARMA INC | 122,950 | $411 | 0.0% | $3.34 | — | COM | 44047T109 |
| — | ENDEAVOUR INTL CORP | 77,010 | $411 | 0.0% | $3.85 | — | COM NEW | 29259G200 |
| — | CAREER EDUCATION CORP | 149,070 | $410 | 0.0% | $2.75 | — | COM | 141665109 |
| COP | CONOCOPHILLIPS | 5,867 | $408 | 0.0% | $39.96 | +11.3% | COM | 20825C104 |
| — | ARROWHEAD RESH CORP | 71,210 | $405 | 0.0% | $5.69 | — | COM NEW | 042797209 |
| — | APPLIED MICRO CIRCUITS CORP | 31,330 | $404 | 0.0% | $8.78 | — | COM NEW | 03822W406 |
| — | MAXWELL TECHNOLOGIES INC | 44,660 | $404 | 0.0% | $9.05 | — | COM | 577767106 |
| BCS | BARCLAYS PLC | 23,665 | $403 | 0.0% | $17.03 | — | ADR | 06738E204 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 4,853 | $398 | 0.0% | $29.46 | +11.7% | CL A | 192446102 |
| — | MINDSPEED TECHNOLOGIES INC | 128,100 | $389 | 0.0% | $3.23 | — | COM NEW | 602682205 |
| — | LEAP WIRELESS INTL INC | 24,500 | $387 | 0.0% | $6.72 | — | COM NEW | 521863308 |
| — | BARNES & NOBLE INC | 29,800 | $385 | 0.0% | $12.92 | — | COM | 067774109 |
| — | EMERITUS CORP | 20,780 | $384 | 0.0% | $22.17 | — | COM | 291005106 |
| — | LAM RESEARCH CORP | 7,483 | $383 | 0.0% | $51.18 | — | COM | 512807108 |
| — | DOLLAR FINL CORP | 400,000 | $381 | 0.0% | $1.02 | — | NOTE 3.000% 4/0 | 256664AC7 |
| — | E TRADE FINANCIAL CORP | 22,840 | $377 | 0.0% | $12.69 | — | COM NEW | 269246401 |
| BONTQ | BON-TON STORES INC | 35,730 | $377 | 0.0% | $15.38 | -5.9% | COM | 09776J101 |
| — | AVEO PHARMACEUTICALS INC | 182,430 | $375 | 0.0% | $2.43 | — | COM | 053588109 |
| — | ORBITZ WORLDWIDE INC | 38,820 | $374 | 0.0% | $9.63 | — | COM | 68557K109 |
| POR | PORTLAND GEN ELEC CO | 13,200 | $372 | 0.0% | $19.65 | -3.1% | COM NEW | 736508847 |
| TOL | TOLL BROTHERS INC | 11,427 | $370 | 0.0% | $32.34 | 0.0% | COM | 889478103 |
| BIIB | BIOGEN IDEC INC | 1,516 | $365 | 0.0% | $213.68 | +4.7% | COM | 09062X103 |
| — | NII HLDGS INC | 57,800 | $351 | 0.0% | $6.65 | — | CL B NEW | 62913F201 |
| — | NEWMONT MINING CORP | 340,000 | $343 | 0.0% | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| V | VISA INC | 1,765 | $337 | 0.0% | $40.02 | +5.8% | COM CL A | 92826C839 |
| — | RADIOSHACK CORP | 98,170 | $336 | 0.0% | $3.42 | — | COM | 750438103 |
| NEE | NEXTERA ENERGY INC | 4,128 | $331 | 0.0% | $14.15 | +4.9% | COM | 65339F101 |
| — | KEMET CORP | 74,760 | $313 | 0.0% | $4.19 | — | COM NEW | 488360207 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 9,390 | $311 | 0.0% | $24.45 | +5.0% | COM | 35671D857 |
| RRC | RANGE RES CORP | 4,105 | $311 | 0.0% | $76.33 | +2.3% | COM | 75281A109 |
| — | HEWLETT PACKARD CO | 14,565 | $305 | 0.0% | $24.79 | — | COM | 428236103 |
| — | CAESARS ENTMT CORP | 15,360 | $302 | 0.0% | $19.66 | — | COM | 127686103 |
| CRM | SALESFORCE COM INC | 5,059 | $263 | 0.0% | $44.85 | 0.0% | COM | 79466L302 |
| AMG | AFFILIATED MANAGERS GROUP | 1,430 | $262 | 0.0% | $153.14 | +12.3% | COM | 008252108 |
| — | ALLEGHENY TECHNOLOGIES INC | 249,000 | $258 | 0.0% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| CSX | CSX CORP | 10,001 | $257 | 0.0% | $6.66 | +3.0% | COM | 126408103 |
| MS | MORGAN STANLEY | 8,055 | $217 | 0.0% | $17.33 | +13.4% | COM NEW | 617446448 |
| TIP | ISHARES | 1,869 | $211 | 0.0% | $112.36 | — | TIPS BD ETF | 464287176 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 2,528 | $211 | 0.0% | $83.47 | — | ADS | 74734M109 |
| — | LAM RESEARCH CORP | 152,000 | $172 | 0.0% | $1.05 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | PROSENSA HLDG N V | 26,211 | $170 | 0.0% | $6.49 | — | SHS USD | N71546100 |
| — | PRICELINE COM INC | 48,000 | $159 | 0.0% | $2.86 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | DOMINION RES INC VA NEW | 73,000 | $135 | 0.0% | $1.67 | — | NOTE 2.125%12/1 | 25746UAT6 |
| — | ALZA CORP | 102,000 | $122 | 0.0% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| MTG | MGIC INVT CORP WIS | 16,648 | $121 | 0.0% | $5.69 | +24.7% | COM | 552848103 |
| — | NOVATEL WIRELESS INC | 28,800 | $75 | 0.0% | $3.95 | — | COM NEW | 66987M604 |
| — | ANNALY CAP MGMT INC | 60,000 | $62 | 0.0% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | BIOMARIN PHARMACEUTICAL INC | 15,000 | $54 | 0.0% | $2.80 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | UNITED STATES STL CORP NEW | 43,000 | $44 | 0.0% | $1.02 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | PROSPECT CAPITAL CORPORATION | 31,000 | $33 | 0.0% | $1.10 | — | NOTE 6.250%12/1 | 74348TAC6 |
| — | REDWOOD TR INC | 24,000 | $25 | 0.0% | $1.00 | — | NOTE 4.625% 4/1 | 758075AB1 |