Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 7, 2014
Total Value: $1.128B (34.5% shares, 65.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 303,057 | $55.97M | 5.0% | $164.46 | — | TR UNIT | 78462F103 |
| — | INTEL CORP | 16,184,000 | $22M | 2.0% | $1.28 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | NOVELLUS SYS INC | 12,816,000 | $21.42M | 1.9% | $1.42 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC | 12,033,000 | $20.88M | 1.9% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | GILEAD SCIENCES INC | 6,210,000 | $20.48M | 1.8% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | GILEAD SCIENCES INC | 5,692,000 | $18.92M | 1.7% | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | WESCO INTL INC | 5,328,000 | $17.25M | 1.5% | $2.50 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | PRICELINE COM INC | 11,233,000 | $15.48M | 1.4% | $1.16 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | HEALTH CARE REIT INC | 288,475 | $14.79M | 1.3% | $56.81 | — | PFD PER CON I | 42217K601 |
| — | WELLS FARGO & CO | 10,257,000 | $14.37M | 1.3% | $1.11 | — | MTNF 0.125% 3/0 | 94986RCZ2 |
| — | STILLWATER MNG CO | 12,638,000 | $14.17M | 1.3% | $1.05 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | CEMEX SAB DE CV | 9,975,000 | $13.53M | 1.2% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | SANDISK CORP | 8,907,000 | $13.13M | 1.2% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | CUBIST PHARMACEUTICALS INC | 5,384,000 | $13.1M | 1.2% | $1.98 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | WESTERN REFNG INC | 2,923,000 | $12.97M | 1.1% | $2.90 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | GENERAL CABLE CORP DEL NEW | 11,975,000 | $12.8M | 1.1% | $1.10 | — | FRNT 5.000%11/1 | 369300AL2 |
| — | MEDICINES CO | 7,844,000 | $11.8M | 1.0% | $1.50 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | WELLPOINT INC | 8,642,000 | $11.7M | 1.0% | $1.35 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CIENA CORP | 7,000,000 | $10.3M | 0.9% | $1.42 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | RADIAN GROUP INC | 6,750,000 | $9.898M | 0.9% | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | NEWPARK RES INC | 7,250,000 | $9.733M | 0.9% | $1.32 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | WRIGHT MED GROUP INC | 7,261,000 | $9.679M | 0.9% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | KEYCORP NEW | 73,725 | $9.378M | 0.8% | $123.97 | — | PFD 7.75% SR A | 493267405 |
| — | XILINX INC | 5,736,000 | $9.149M | 0.8% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | WALTER INVT MGMT CORP | 9,150,000 | $9.082M | 0.8% | $1.02 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | D R HORTON INC | 5,196,000 | $8.966M | 0.8% | $1.66 | — | NOTE 2.000% 5/1 | 23331ABB4 |
| — | ICONIX BRAND GROUP INC | 6,503,000 | $8.937M | 0.8% | $1.22 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | STERLITE INDS INDIA LTD | 8,500,000 | $8.42M | 0.7% | $0.97 | — | NOTE 4.000%10/3 | 859737AB4 |
| — | FORD MTR CO DEL | 4,455,000 | $8.221M | 0.7% | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | CADENCE DESIGN SYSTEM INC | 4,371,000 | $8.211M | 0.7% | $1.91 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | BOTTOMLINE TECH DEL INC | 5,976,000 | $8.008M | 0.7% | $1.15 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | THERAVANCE INC | 5,500,000 | $7.997M | 0.7% | $1.55 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | TESLA MTRS INC | 5,755,000 | $7.961M | 0.7% | $1.52 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | FOREST CITY ENTERPRISES INC | 7,154,000 | $7.959M | 0.7% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | EQUINIX INC | 4,976,000 | $7.92M | 0.7% | $1.68 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | HAWAIIAN HOLDINGS INC | 5,834,000 | $7.9M | 0.7% | $1.12 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | RYLAND GROUP INC | 5,075,000 | $7.734M | 0.7% | $1.45 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | PHH CORP | 3,675,000 | $7.598M | 0.7% | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | OMNICARE CAP TR II | 100,695 | $7.444M | 0.7% | $58.72 | — | PFD B TR 4.00% | 68214Q200 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 283,735 | $7.328M | 0.6% | $19.13 | — | MAND CV NT 16 | L0302D178 |
| — | FORESTAR GROUP INC | 6,312,000 | $7.277M | 0.6% | $1.14 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | STANDARD PAC CORP NEW | 5,339,000 | $7.071M | 0.6% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,130,000 | $7.068M | 0.6% | $1.16 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | OLD REP INTL CORP | 5,654,000 | $7.031M | 0.6% | $1.18 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | INTERNATIONAL GAME TECHNOLOG | 6,608,000 | $7.005M | 0.6% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | BANK OF AMERICA CORPORATION | 6,573 | $6.974M | 0.6% | $1110.55 | — | 7.25%CNV PFD L | 060505682 |
| — | WEBMD HEALTH CORP | 6,900,000 | $6.781M | 0.6% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | LAM RESEARCH CORP | 5,308,000 | $6.456M | 0.6% | $1.16 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | OMNICARE INC | 2,650,000 | $6.088M | 0.5% | $1.89 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | MYLAN INC | 1,829,000 | $5.997M | 0.5% | $2.68 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | INCYTE CORP | 1,000,000 | $5.761M | 0.5% | $4.36 | — | NOTE 4.750%10/0 | 45337CAJ1 |
| — | ALERE INC | 19,600 | $5.648M | 0.5% | $227.44 | — | PERP PFD CONV SE | 01449J204 |
| — | PROLOGIS | 5,050,000 | $5.641M | 0.5% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | GENERAL ELECTRIC CO | 200,630 | $5.622M | 0.5% | $23.25 | — | COM | 369604103 |
| — | ARCHER DANIELS MIDLAND CO | 5,344,000 | $5.605M | 0.5% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | MICRON TECHNOLOGY INC | 3,651,000 | $5.561M | 0.5% | $1.32 | — | NOTE 1.875% 6/0 | 595112AH6 |
| — | ASCENT CAP GROUP INC | 5,150,000 | $5.493M | 0.5% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | TRINITY INDS INC | 4,152,000 | $5.478M | 0.5% | $1.18 | — | NOTE 3.875% 6/0 | 896522AF6 |
| AAPL | APPLE INC | 9,748 | $5.469M | 0.5% | $13.16 | +24.4% | COM | 037833100 |
| — | HORSEHEAD HLDG CORP | 4,000,000 | $5.073M | 0.4% | $1.11 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | INTEL CORP | 4,515,000 | $5.056M | 0.4% | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | MGM RESORTS INTERNATIONAL | 3,588,000 | $4.937M | 0.4% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| XOM | EXXON MOBIL CORP | 47,093 | $4.767M | 0.4% | $53.82 | +3.9% | COM | 30231G102 |
| — | RPM INTL INC | 4,305,000 | $4.765M | 0.4% | $1.11 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | HOLOGIC INC | 3,986,000 | $4.642M | 0.4% | $1.11 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | STARWOOD PPTY TR INC | 4,168,000 | $4.601M | 0.4% | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | METLIFE INC | 142,720 | $4.501M | 0.4% | $50.35 | — | UNIT 99/99/9999 | 59156R116 |
| — | ARES CAP CORP | 4,159,000 | $4.437M | 0.4% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | COBALT INTL ENERGY INC | 5,018,000 | $4.436M | 0.4% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MERITAGE HOMES CORP | 3,900,000 | $4.379M | 0.4% | $1.09 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | JEFFERIES GROUP INC NEW | 4,101,000 | $4.339M | 0.4% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | CALLAWAY GOLF CO | 3,500,000 | $4.293M | 0.4% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| JPM | JPMORGAN CHASE & CO | 73,048 | $4.27M | 0.4% | $36.73 | +7.9% | COM | 46625H100 |
| — | DFC GLOBAL CORP | 4,750,000 | $4.254M | 0.4% | $0.90 | — | NOTE 3.250% 4/1 | 23324TAB3 |
| — | GOOGLE INC | 3,714 | $4.162M | 0.4% | $880.10 | — | CL A | 38259P508 |
| — | ALCOA INC | 2,504,000 | $4.15M | 0.4% | $1.41 | — | NOTE 5.250% 3/1 | 013817AT8 |
| — | L-3 COMMUNICATIONS CORP | 3,398,000 | $4.09M | 0.4% | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | WEYERHAEUSER CO | 72,955 | $4.06M | 0.4% | $52.60 | — | PREF CONV SER A | 962166872 |
| — | CONTINENTAL AIRLS INC | 1,986,000 | $4.057M | 0.4% | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | KB HOME | 4,000,000 | $4M | 0.4% | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | GOODRICH PETE CORP | 3,892,000 | $3.993M | 0.4% | $1.03 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | UNITED TECHNOLOGIES CORP | 60,665 | $3.982M | 0.4% | $59.34 | — | UNIT 99/99/9999 | 913017117 |
| — | COVANTA HLDG CORP | 3,385,000 | $3.968M | 0.4% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| C | CITIGROUP INC | 76,108 | $3.965M | 0.4% | $36.30 | +3.8% | COM NEW | 172967424 |
| — | CHIQUITA BRANDS INTL INC | 4,000,000 | $3.881M | 0.3% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| CMCSA | COMCAST CORP NEW | 74,496 | $3.868M | 0.3% | $15.66 | +17.4% | CL A | 20030N101 |
| — | CROWN CASTLE INTL CORP | 38,467 | $3.83M | 0.3% | $99.57 | — | CNV PFD STK SR A | 228227500 |
| — | STARWOOD PPTY TR INC | 3,446,000 | $3.806M | 0.3% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | NAVISTAR INTL CORP NEW | 3,716,000 | $3.797M | 0.3% | $0.98 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | JARDEN CORP | 2,691,000 | $3.79M | 0.3% | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| IGSB | ISHARES | 35,930 | $3.789M | 0.3% | $105.07 | — | 1-3 YR CR BD ETF | 464288646 |
| FLOT | ISHARES | 74,692 | $3.789M | 0.3% | $50.59 | — | FLTG RATE BD ETF | 46429B655 |
| — | HUNTINGTON BANCSHARES INC | 2,993 | $3.776M | 0.3% | $1261.61 | — | PFD CONV SER A | 446150401 |
| — | LINEAR TECHNOLOGY CORP | 3,301,000 | $3.765M | 0.3% | $1.04 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | PHH CORP | 3,478,000 | $3.713M | 0.3% | $1.07 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | NEXTERA ENERGY INC | 65,395 | $3.699M | 0.3% | $54.52 | — | UNIT 09/01/2015 | 65339F887 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,714,000 | $3.698M | 0.3% | $1.23 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | ARES CAP CORP | 3,328,000 | $3.584M | 0.3% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | WELLS FARGO & CO NEW | 3,222 | $3.576M | 0.3% | $1193.86 | — | PERP PFD CNV A | 949746804 |
| — | MOLINA HEALTHCARE INC | 2,967,000 | $3.534M | 0.3% | $1.22 | — | NOTE 3.750%10/0 | 60855RAA8 |
| — | PPL CORP | 66,660 | $3.524M | 0.3% | $54.01 | — | UNIT 99/99/9999S | 69351T114 |
| — | DEVELOPERS DIVERSIFIED RLTY | 3,153,000 | $3.523M | 0.3% | $1.15 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | SEACOR HOLDINGS INC | 2,858,000 | $3.516M | 0.3% | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | SALIX PHARMACEUTICALS INC | 2,348,000 | $3.497M | 0.3% | $1.21 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | LIFEPOINT HOSPITALS INC | 3,108,000 | $3.377M | 0.3% | $1.08 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | MENTOR GRAPHICS CORP | 2,455,000 | $3.265M | 0.3% | $1.21 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | STANLEY BLACK & DECKER INC | 25,670 | $3.167M | 0.3% | $126.83 | — | UNIT 99/99/9999 | 854502309 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,887,000 | $3.103M | 0.3% | $1.07 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | ELECTRONIC ARTS INC | 2,898,000 | $3.082M | 0.3% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | SBA COMMUNICATIONS CORP | 1,025,000 | $3.037M | 0.3% | $2.48 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | AIR LEASE CORP | 2,248,000 | $3.015M | 0.3% | $1.28 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | ENDO HEALTH SOLUTIONS INC | 1,293,000 | $2.995M | 0.3% | $1.34 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,455,000 | $2.912M | 0.3% | $1.19 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,733,000 | $2.898M | 0.3% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | OMNICARE INC | 2,640,000 | $2.824M | 0.3% | $1.06 | — | DBCV 3.250%12/1 | 681904AL2 |
| PG | PROCTER & GAMBLE CO | 34,483 | $2.807M | 0.2% | $55.63 | +4.3% | COM | 742718109 |
| — | ARES CAP CORP | 2,639,000 | $2.776M | 0.2% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | MGIC INVT CORP WIS | 2,007,000 | $2.772M | 0.2% | $1.13 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | FIDELITY NATIONAL FINANCIAL | 1,664,000 | $2.721M | 0.2% | $1.32 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | DOMINION RES INC VA NEW | 49,528 | $2.688M | 0.2% | $54.27 | — | UNIT 04/01/2013 | 25746U703 |
| MSFT | MICROSOFT CORP | 71,579 | $2.677M | 0.2% | $26.70 | +12.4% | COM | 594918104 |
| — | JETBLUE AIRWAYS CORP | 1,500,000 | $2.669M | 0.2% | $1.39 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | AMTRUST FINL SVCS INC | 2,000,000 | $2.631M | 0.2% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | AKORN INC | 895,000 | $2.546M | 0.2% | $1.67 | — | NOTE 3.500% 6/0 | 009728AB2 |
| PFE | PFIZER INC | 82,588 | $2.531M | 0.2% | $16.46 | +7.1% | COM | 717081103 |
| — | TELEFLEX INC | 1,591,000 | $2.51M | 0.2% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | EXELIXIS INC | 2,000,000 | $2.448M | 0.2% | $0.96 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | OREXIGEN THERAPEUTICS INC | 2,500,000 | $2.429M | 0.2% | $0.97 | — | NOTE 2.750%12/0 | 686164AA2 |
| CVX | CHEVRON CORP NEW | 19,288 | $2.407M | 0.2% | $71.30 | +1.7% | COM | 166764100 |
| CSCO | CISCO SYS INC | 106,673 | $2.393M | 0.2% | $15.61 | -2.6% | COM | 17275R102 |
| JNJ | JOHNSON & JOHNSON | 25,791 | $2.361M | 0.2% | $59.66 | +10.2% | COM | 478160104 |
| — | RTI INTL METALS INC | 2,199,000 | $2.314M | 0.2% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | FOOT LOCKER INC | 53,987 | $2.24M | 0.2% | $34.48 | — | COM | 344849104 |
| — | EXTERRAN HLDGS INC | 1,473,000 | $2.193M | 0.2% | $1.28 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| IVZ | INVESCO LTD | 59,407 | $2.163M | 0.2% | $19.67 | +3.2% | SHS | G491BT108 |
| EBAY | EBAY INC | 39,231 | $2.152M | 0.2% | $20.00 | -1.5% | COM | 278642103 |
| CVS | CVS CAREMARK CORPORATION | 29,962 | $2.143M | 0.2% | $41.96 | +10.4% | COM | 126650100 |
| — | BRISTOW GROUP INC | 1,729,000 | $2.118M | 0.2% | $1.20 | — | NOTE 3.000% 6/1 | 110394AC7 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 2,000,000 | $2.111M | 0.2% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| SLB | SCHLUMBERGER LTD | 23,250 | $2.095M | 0.2% | $52.90 | +23.0% | COM | 806857108 |
| WFC | WELLS FARGO & CO NEW | 45,465 | $2.066M | 0.2% | $27.80 | +10.7% | COM | 949746101 |
| — | UNITED STATES STL CORP NEW | 1,546,000 | $2.041M | 0.2% | $1.32 | — | NOTE 2.750% 4/0 | 912909AH1 |
| VZ | VERIZON COMMUNICATIONS INC | 40,940 | $2.012M | 0.2% | $26.89 | -1.0% | COM | 92343V104 |
| — | GOODYEAR TIRE & RUBR CO | 30,210 | $2.001M | 0.2% | $49.24 | — | PFD CONV 5.875% | 382550309 |
| OXY | OCCIDENTAL PETE CORP DEL | 20,502 | $1.948M | 0.2% | $57.93 | +9.4% | COM | 674599105 |
| — | CHEMED CORP NEW | 1,855,000 | $1.926M | 0.2% | $1.04 | — | NOTE 1.875% 5/1 | 16359RAC7 |
| T | AT&T INC | 54,541 | $1.918M | 0.2% | $11.40 | -2.0% | COM | 00206R102 |
| HD | HOME DEPOT INC | 23,140 | $1.905M | 0.2% | $56.53 | +3.9% | COM | 437076102 |
| — | SOLARCITY CORP | 1,594,000 | $1.89M | 0.2% | $1.19 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | ALBANY MOLECULAR RESH INC | 2,000,000 | $1.856M | 0.2% | $0.93 | — | NOTE 2.250%11/1 | 012423AA7 |
| — | RADIAN GROUP INC | 1,305,000 | $1.854M | 0.2% | $1.25 | — | NOTE 3.000%11/1 | 750236AK7 |
| IBM | INTERNATIONAL BUSINESS MACHS | 9,772 | $1.833M | 0.2% | $117.21 | -9.2% | COM | 459200101 |
| — | DANAHER CORP DEL | 796,000 | $1.786M | 0.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | AIRTRAN HLDGS INC | 1,051,000 | $1.777M | 0.2% | $1.42 | — | NOTE 5.250%11/0 | 00949PAD0 |
| COF | CAPITAL ONE FINL CORP | 22,737 | $1.743M | 0.2% | $47.00 | +22.0% | COM | 14040H105 |
| — | BPZ RESOURCES INC | 2,000,000 | $1.711M | 0.2% | $0.86 | — | NOTE 8.500%10/0 | 055639AC2 |
| UNH | UNITEDHEALTH GROUP INC | 22,593 | $1.702M | 0.2% | $50.75 | +16.4% | COM | 91324P102 |
| — | CELGENE CORP | 9,984 | $1.689M | 0.1% | $116.92 | — | COM | 151020104 |
| GILD | GILEAD SCIENCES INC | 22,441 | $1.685M | 0.1% | $39.25 | +23.3% | COM | 375558103 |
| KO | COCA COLA CO | 40,075 | $1.656M | 0.1% | $27.85 | -3.3% | COM | 191216100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 13,645 | $1.617M | 0.1% | $110.02 | +5.1% | CL B NEW | 084670702 |
| MFG | MIZUHO FINL GROUP INC | 360,785 | $1.574M | 0.1% | $4.24 | — | SPONSORED ADR | 60687Y109 |
| UNP | UNION PAC CORP | 9,244 | $1.555M | 0.1% | $59.14 | +2.4% | COM | 907818108 |
| LYB | LYONDELLBASELL INDUSTRIES N | 19,360 | $1.553M | 0.1% | $33.82 | +21.4% | SHS - A - | N53745100 |
| USB | US BANCORP DEL | 38,102 | $1.539M | 0.1% | $22.41 | +13.2% | COM NEW | 902973304 |
| AMGN | AMGEN INC | 13,465 | $1.538M | 0.1% | $73.86 | +9.8% | COM | 031162100 |
| MRK | MERCK & CO INC NEW | 30,499 | $1.526M | 0.1% | $30.22 | +3.5% | COM | 58933Y105 |
| MET | METLIFE INC | 28,278 | $1.523M | 0.1% | $26.46 | +13.9% | COM | 59156R108 |
| DIS | DISNEY WALT CO | 19,459 | $1.488M | 0.1% | $56.11 | +9.9% | COM DISNEY | 254687106 |
| V | VISA INC | 6,654 | $1.481M | 0.1% | $44.62 | +3.7% | COM CL A | 92826C839 |
| ETN | EATON CORP PLC | 19,436 | $1.479M | 0.1% | $50.62 | +5.2% | SHS | G29183103 |
| — | TIME WARNER INC | 20,974 | $1.462M | 0.1% | $57.78 | — | COM NEW | 887317303 |
| — | GREENBRIER COS INC | 1,234,000 | $1.449M | 0.1% | $1.17 | — | NOTE 3.500% 4/0 | 393657AH4 |
| MA | MASTERCARD INC | 1,710 | $1.431M | 0.1% | $54.80 | +26.0% | CL A | 57636Q104 |
| — | SALESFORCE COM INC | 554,000 | $1.429M | 0.1% | $2.19 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| ALL | ALLSTATE CORP | 26,213 | $1.428M | 0.1% | $37.19 | +10.5% | COM | 020002101 |
| CMS | CMS ENERGY CORP | 52,786 | $1.414M | 0.1% | $18.83 | -1.2% | COM | 125896100 |
| SPG | SIMON PPTY GROUP INC NEW | 9,279 | $1.413M | 0.1% | $87.39 | -7.4% | COM | 828806109 |
| — | JANUS CAP GROUP INC | 1,102,000 | $1.401M | 0.1% | $1.13 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| AMZN | AMAZON COM INC | 3,500 | $1.397M | 0.1% | $15.14 | +18.8% | COM | 023135106 |
| IP | INTL PAPER CO | 28,452 | $1.396M | 0.1% | $25.94 | +0.3% | COM | 460146103 |
| — | UNITED THERAPEUTICS CORP DEL | 583,000 | $1.383M | 0.1% | $1.45 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| QCOM | QUALCOMM INC | 18,602 | $1.381M | 0.1% | $45.06 | +11.8% | COM | 747525103 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 12,548 | $1.34M | 0.1% | $99.10 | — | SPONSORED ADR | 03524A108 |
| BAC | BANK OF AMERICA CORPORATION | 85,811 | $1.335M | 0.1% | $10.03 | +16.5% | COM | 060505104 |
| BCS | BARCLAYS PLC | 73,283 | $1.328M | 0.1% | $17.77 | — | ADR | 06738E204 |
| — | ANADARKO PETE CORP | 16,597 | $1.315M | 0.1% | $84.04 | — | COM | 032511107 |
| — | TWENTY FIRST CENTY FOX INC | 36,442 | $1.282M | 0.1% | $33.51 | — | CL A | 90130A101 |
| PEP | PEPSICO INC | 15,411 | $1.278M | 0.1% | $56.00 | +3.1% | COM | 713448108 |
| DHI | D R HORTON INC | 57,246 | $1.277M | 0.1% | $20.08 | -15.5% | COM | 23331A109 |
| — | UNITED RENTALS INC | 181,000 | $1.267M | 0.1% | $4.42 | — | NOTE 4.000%11/1 | 911363AL3 |
| FDX | FEDEX CORP | 8,753 | $1.257M | 0.1% | $81.95 | +36.8% | COM | 31428X106 |
| PM | PHILIP MORRIS INTL INC | 14,383 | $1.253M | 0.1% | $49.85 | -4.0% | COM | 718172109 |
| TJX | TJX COS INC NEW | 19,653 | $1.252M | 0.1% | $20.82 | +23.5% | COM | 872540109 |
| MO | ALTRIA GROUP INC | 32,641 | $1.251M | 0.1% | $16.28 | +5.3% | COM | 02209S103 |
| — | SUNPOWER CORP | 1,049,000 | $1.25M | 0.1% | $1.19 | — | DBCV 4.750% 4/1 | 867652AC3 |
| INTC | INTEL CORP | 47,932 | $1.243M | 0.1% | $17.18 | +4.4% | COM | 458140100 |
| WMT | WAL-MART STORES INC | 15,780 | $1.241M | 0.1% | $19.98 | +1.8% | COM | 931142103 |
| ORCL | ORACLE CORP | 31,794 | $1.217M | 0.1% | $27.53 | +4.6% | COM | 68389X105 |
| MMM | 3M CO | 8,667 | $1.215M | 0.1% | $61.26 | +18.6% | COM | 88579Y101 |
| — | ACTAVIS PLC | 7,202 | $1.21M | 0.1% | $168.01 | — | SHS | G0083B108 |
| — | GENESEE & WYO INC | 9,355 | $1.2M | 0.1% | $118.60 | — | UNIT 10/01/2015 | 371559204 |
| MCK | MCKESSON CORP | 7,412 | $1.197M | 0.1% | $101.46 | +38.5% | COM | 58155Q103 |
| HAL | HALLIBURTON CO | 23,078 | $1.172M | 0.1% | $36.17 | +14.2% | COM | 406216101 |
| RF | REGIONS FINL CORP NEW | 116,750 | $1.152M | 0.1% | $6.49 | -0.7% | COM | 7591EP100 |
| BA | BOEING CO | 8,395 | $1.148M | 0.1% | $80.37 | +38.0% | COM | 097023105 |
| AIG | AMERICAN INTL GROUP INC | 22,512 | $1.148M | 0.1% | $32.51 | +16.5% | COM NEW | 026874784 |
| DUK | DUKE ENERGY CORP NEW | 16,572 | $1.145M | 0.1% | $41.68 | +1.6% | COM NEW | 26441C204 |
| EMN | EASTMAN CHEM CO | 14,094 | $1.137M | 0.1% | $51.72 | +3.8% | COM | 277432100 |
| DTE | DTE ENERGY CO | 16,904 | $1.123M | 0.1% | $38.18 | -0.4% | COM | 233331107 |
| — | CBS CORP NEW | 16,780 | $1.07M | 0.1% | $56.89 | — | CL B | 124857202 |
| — | RAYTHEON CO | 11,595 | $1.05M | 0.1% | $77.17 | — | COM NEW | 755111507 |
| — | SUNTRUST BKS INC | 28,358 | $1.046M | 0.1% | $31.61 | — | COM | 867914103 |
| — | WEB COM GROUP INC | 933,000 | $1.046M | 0.1% | $1.14 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | CYNOSURE INC | 39,259 | $1.044M | 0.1% | $26.59 | — | CL A | 232577205 |
| VLO | VALERO ENERGY CORP NEW | 20,566 | $1.038M | 0.1% | $24.01 | +11.8% | COM | 91913Y100 |
| — | INGERSOLL-RAND PLC | 16,718 | $1.03M | 0.1% | $64.92 | — | SHS | G47791101 |
| GM | GENERAL MTRS CO | 25,247 | $1.03M | 0.1% | $24.45 | +15.2% | COM | 37045V100 |
| MCD | MCDONALDS CORP | 10,522 | $1.02M | 0.1% | $71.80 | -2.5% | COM | 580135101 |
| DAL | DELTA AIR LINES INC DEL | 36,941 | $1.016M | 0.1% | $14.99 | +55.6% | COM NEW | 247361702 |
| — | GULFPORT ENERGY CORP | 15,944 | $1.008M | 0.1% | $63.22 | — | COM NEW | 402635304 |
| ABBV | ABBVIE INC | 19,062 | $1.007M | 0.1% | $26.82 | +13.3% | COM | 00287Y109 |
| AEP | AMERICAN ELEC PWR INC | 21,372 | $998K | 0.1% | $29.26 | +2.2% | COM | 025537101 |
| — | HEALTH CARE REIT INC | 892,000 | $994K | 0.1% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | UNITED TECHNOLOGIES CORP | 8,606 | $980K | 0.1% | $92.92 | — | COM | 913017109 |
| — | HEADWATERS INC | 99,437 | $972K | 0.1% | $9.31 | — | COM | 42210P102 |
| CTRA | CABOT OIL & GAS CORP | 24,905 | $966K | 0.1% | $25.81 | 0.0% | COM | 127097103 |
| — | CIENA CORP | 920,000 | $937K | 0.1% | $1.02 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | GAIN CAP HLDGS INC | 1,000,000 | $929K | 0.1% | $0.93 | — | NOTE 4.125%12/0 | 36268WAA8 |
| — | HEWLETT PACKARD CO | 33,082 | $924K | 0.1% | $26.55 | — | COM | 428236103 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $907K | 0.1% | $63.06 | +5.2% | COM | 494368103 |
| — | AUDIENCE INC | 77,245 | $898K | 0.1% | $12.66 | — | COM | 05070J102 |
| BDN | BRANDYWINE RLTY TR | 63,755 | $897K | 0.1% | $13.51 | — | SH BEN INT NEW | 105368203 |
| — | NATIONAL OILWELL VARCO INC | 11,216 | $894K | 0.1% | $68.90 | — | COM | 637071101 |
| — | STONE ENERGY CORP | 810,000 | $894K | 0.1% | $1.10 | — | NOTE 1.750% 3/0 | 861642AN6 |
| SBUX | STARBUCKS CORP | 11,191 | $878K | 0.1% | $24.37 | +28.1% | COM | 855244109 |
| — | CANCER GENETICS INC | 62,959 | $868K | 0.1% | $13.79 | — | COM | 13739U104 |
| — | XILINX INC | 546,000 | $864K | 0.1% | $1.39 | — | SDCV 3.125% 3/1 | 983919AD3 |
| — | ACELRX PHARMACEUTICALS INC | 76,087 | $863K | 0.1% | $11.34 | — | COM | 00444T100 |
| — | PROSPECT CAPITAL CORPORATION | 823,000 | $862K | 0.1% | $1.03 | — | MTNF 5.375%10/1 | 74348TAK8 |
| — | CACI INTL INC | 644,000 | $861K | 0.1% | $1.20 | — | NOTE 2.125% 5/0 | 127190AD8 |
| — | WET SEAL INC | 313,985 | $858K | 0.1% | $3.25 | — | CL A | 961840105 |
| — | MEDTRONIC INC | 14,869 | $853K | 0.1% | $51.92 | — | COM | 585055106 |
| CPT | CAMDEN PPTY TR | 14,942 | $849K | 0.1% | $41.36 | -8.4% | SH BEN INT | 133131102 |
| PNW | PINNACLE WEST CAP CORP | 15,983 | $846K | 0.1% | $34.31 | -0.8% | COM | 723484101 |
| META | FACEBOOK INC | 15,421 | $845K | 0.1% | $49.86 | 0.0% | CL A | 30303M102 |
| DHR | DANAHER CORP DEL | 10,919 | $843K | 0.1% | $28.05 | +6.0% | COM | 235851102 |
| A | AGILENT TECHNOLOGIES INC | 14,756 | $843K | 0.1% | $29.72 | +15.7% | COM | 00846U101 |
| — | VIACOM INC NEW | 9,613 | $840K | 0.1% | $87.38 | — | CL B | 92553P201 |
| — | HOLOGIC INC | 825,000 | $839K | 0.1% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | PERION NETWORK LTD | 69,090 | $836K | 0.1% | $12.94 | — | SHS | M78673106 |
| — | DISCOVERY COMMUNICATNS NEW | 9,178 | $830K | 0.1% | $90.43 | — | COM SER A | 25470F104 |
| REGN | REGENERON PHARMACEUTICALS | 3,004 | $827K | 0.1% | $250.49 | +14.2% | COM | 75886F107 |
| BK | BANK NEW YORK MELLON CORP | 23,647 | $826K | 0.1% | $22.33 | +8.8% | COM | 064058100 |
| CDNS | CADENCE DESIGN SYSTEM INC | 58,670 | $822K | 0.1% | $13.41 | 0.0% | COM | 127387108 |
| — | TE CONNECTIVITY LTD | 14,554 | $803K | 0.1% | $51.81 | — | REG SHS | H84989104 |
| — | LABORATORY CORP AMER HLDGS | 655,000 | $800K | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| FFIV | F5 NETWORKS INC | 8,805 | $799K | 0.1% | $85.18 | 0.0% | COM | 315616102 |
| — | CORNERSTONE ONDEMAND INC | 14,963 | $798K | 0.1% | $53.33 | — | COM | 21925Y103 |
| L | LOEWS CORP | 16,540 | $798K | 0.1% | $42.08 | +7.0% | COM | 540424108 |
| MBI | MBIA INC | 66,776 | $798K | 0.1% | $5.38 | -6.5% | COM | 55262C100 |
| — | DOW CHEM CO | 17,909 | $795K | 0.1% | $35.34 | — | COM | 260543103 |
| — | MYLAN INC | 18,202 | $787K | 0.1% | $39.30 | — | COM | 628530107 |
| URI | UNITED RENTALS INC | 10,082 | $786K | 0.1% | $51.55 | +25.9% | COM | 911363109 |
| MHO | M/I HOMES INC | 30,893 | $785K | 0.1% | $24.31 | -13.1% | COM | 55305B101 |
| — | ENDEAVOUR INTL CORP | 148,190 | $780K | 0.1% | $4.53 | — | COM NEW | 29259G200 |
| — | MONTAGE TECHNOLOGY GROUP LTD | 47,008 | $767K | 0.1% | $16.32 | — | SHS | G6209T105 |
| — | EZCHIP SEMICONDUCTOR LIMITED | 31,068 | $765K | 0.1% | $24.62 | — | ORD | M4146Y108 |
| — | SANCHEZ ENERGY CORP | 31,023 | $760K | 0.1% | $26.25 | — | COM | 79970Y105 |
| BANC | BANC CALIF INC | 56,525 | $757K | 0.1% | $9.71 | 0.0% | COM | 05990K106 |
| — | MIDSTATES PETE CO INC | 113,030 | $748K | 0.1% | $6.62 | — | COM | 59804T100 |
| TEX | TEREX CORP NEW | 17,771 | $748K | 0.1% | $36.24 | 0.0% | COM | 880779103 |
| — | RPX CORP | 44,195 | $747K | 0.1% | $16.90 | — | COM | 74972G103 |
| — | KEYW HLDG CORP | 54,638 | $734K | 0.1% | $13.45 | — | COM | 493723100 |
| CWST | CASELLA WASTE SYS INC | 126,145 | $732K | 0.1% | $5.03 | +15.5% | CL A | 147448104 |
| MDLZ | MONDELEZ INTL INC | 20,653 | $729K | 0.1% | $23.16 | +10.2% | CL A | 609207105 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 15,839 | $723K | 0.1% | $30.45 | 0.0% | COM | 34964C106 |
| PPG | PPG INDS INC | 3,760 | $713K | 0.1% | $59.61 | +22.5% | COM | 693506107 |
| HON | HONEYWELL INTL INC | 7,788 | $712K | 0.1% | $53.13 | +14.5% | COM | 438516106 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 18,544 | $699K | 0.1% | $27.22 | +10.4% | COM | 35671D857 |
| — | RAYONIER TRS HLDGS INC | 520,000 | $697K | 0.1% | $1.68 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| — | APACHE CORP | 8,020 | $690K | 0.1% | $83.97 | — | COM | 037411105 |
| — | AUXILIUM PHARMACEUTICALS INC | 33,289 | $690K | 0.1% | $17.28 | — | COM | 05334D107 |
| — | DISCOVER FINL SVCS | 12,305 | $690K | 0.1% | $48.12 | — | COM | 254709108 |
| ABT | ABBOTT LABS | 17,940 | $688K | 0.1% | $28.85 | +1.3% | COM | 002824100 |
| — | E M C CORP MASS | 27,184 | $685K | 0.1% | $23.64 | — | COM | 268648102 |
| — | EXPRESS SCRIPTS HLDG CO | 9,683 | $680K | 0.1% | $61.68 | — | COM | 30219G108 |
| — | PACIFIC SUNWEAR CALIF INC | 203,490 | $680K | 0.1% | $3.35 | — | COM | 694873100 |
| — | ON SEMICONDUCTOR CORP | 615,000 | $676K | 0.1% | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | CIMATRON LTD | 74,865 | $676K | 0.1% | $9.03 | — | ORD | M23798107 |
| — | NEW YORK & CO INC | 154,510 | $675K | 0.1% | $5.28 | — | COM | 649295102 |
| LEA | LEAR CORP | 8,279 | $671K | 0.1% | $63.87 | 0.0% | COM NEW | 521865204 |
| PTC | PTC INC | 18,926 | $671K | 0.1% | $27.20 | +12.9% | COM | 69370C100 |
| NKE | NIKE INC | 8,453 | $666K | 0.1% | $26.53 | +23.9% | CL B | 654106103 |
| — | HELIX ENERGY SOLUTIONS GRP I | 556,000 | $666K | 0.1% | $1.25 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | CHESAPEAKE ENERGY CORP | 650,000 | $660K | 0.1% | $0.94 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | BONANZA CREEK ENERGY INC | 15,165 | $659K | 0.1% | $43.46 | — | COM | 097793103 |
| — | RESOLUTE ENERGY CORP | 72,985 | $659K | 0.1% | $8.39 | — | COM | 76116A108 |
| — | WEB COM GROUP INC | 20,590 | $654K | 0.1% | $32.22 | — | COM | 94733A104 |
| — | PRICELINE COM INC | 562 | $651K | 0.1% | $828.84 | — | COM NEW | 741503403 |
| PCRX | PACIRA PHARMACEUTICALS INC | 11,302 | $650K | 0.1% | $36.44 | +44.3% | COM | 695127100 |
| BMY | BRISTOL MYERS SQUIBB CO | 12,240 | $650K | 0.1% | $28.67 | +19.2% | COM | 110122108 |
| URBN | URBAN OUTFITTERS INC | 17,502 | $649K | 0.1% | $41.06 | -8.8% | COM | 917047102 |
| — | PIONEER NAT RES CO | 3,509 | $645K | 0.1% | $157.14 | — | COM | 723787107 |
| PNC | PNC FINL SVCS GROUP INC | 8,230 | $640K | 0.1% | $47.34 | +9.6% | COM | 693475105 |
| — | ALLERGAN INC | 5,699 | $634K | 0.1% | $85.49 | — | COM | 018490102 |
| — | TIBCO SOFTWARE INC | 28,010 | $629K | 0.1% | $22.46 | — | COM | 88632Q103 |
| FBP | FIRST BANCORP P R | 100,845 | $624K | 0.1% | $4.67 | 0.0% | COM NEW | 318672706 |
| VRTX | VERTEX PHARMACEUTICALS INC | 8,343 | $619K | 0.1% | $69.64 | 0.0% | COM | 92532F100 |
| MWA | MUELLER WTR PRODS INC | 65,690 | $615K | 0.1% | $7.13 | 0.0% | COM SER A | 624758108 |
| HUN | HUNTSMAN CORP | 25,003 | $615K | 0.1% | $18.24 | +24.9% | COM | 447011107 |
| EMR | EMERSON ELEC CO | 8,731 | $613K | 0.1% | $40.02 | +20.4% | COM | 291011104 |
| GS | GOLDMAN SACHS GROUP INC | 3,440 | $610K | 0.1% | $120.06 | +8.8% | COM | 38141G104 |
| — | ALEXION PHARMACEUTICALS INC | 4,551 | $605K | 0.1% | $92.20 | — | COM | 015351109 |
| — | STEEL DYNAMICS INC | 508,000 | $598K | 0.1% | $1.18 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | NEWMONT MINING CORP | 580,000 | $592K | 0.1% | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | HALCON RES CORP | 151,655 | $584K | 0.1% | $3.85 | — | COM NEW | 40537Q209 |
| — | RENTECH INC | 331,015 | $579K | 0.1% | $1.75 | — | COM | 760112102 |
| M | MACYS INC | 10,839 | $579K | 0.1% | $46.44 | +4.4% | COM | 55616P104 |
| — | HSN INC | 9,203 | $574K | 0.1% | $62.37 | — | COM | 404303109 |
| STLD | STEEL DYNAMICS INC | 29,291 | $573K | 0.1% | $14.08 | 0.0% | COM | 858119100 |
| LCUT | LIFETIME BRANDS INC | 36,230 | $570K | 0.1% | $12.05 | 0.0% | COM | 53222Q103 |
| AGG | ISHARES | 5,295 | $564K | 0.1% | $107.27 | — | CORE TOTUSBD ETF | 464287226 |
| EOG | EOG RES INC | 3,301 | $554K | 0.0% | $46.52 | +34.0% | COM | 26875P101 |
| — | WESTFIELD FINANCIAL INC NEW | 73,555 | $550K | 0.0% | $7.04 | — | COM | 96008P104 |
| F | FORD MTR CO DEL | 35,562 | $548K | 0.0% | $7.61 | +18.4% | COM PAR $0.01 | 345370860 |
| CAT | CATERPILLAR INC DEL | 6,028 | $546K | 0.0% | $61.64 | +1.7% | COM | 149123101 |
| — | FRANCESCAS HLDGS CORP | 29,481 | $541K | 0.0% | $18.35 | — | COM | 351793104 |
| — | U S SILICA HLDGS INC | 15,729 | $537K | 0.0% | $24.89 | — | COM | 90346E103 |
| — | GOLDCORP INC NEW | 534,000 | $535K | 0.0% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| TXN | TEXAS INSTRS INC | 11,950 | $525K | 0.0% | $30.07 | 0.0% | COM | 882508104 |
| AXP | AMERICAN EXPRESS CO | 5,562 | $505K | 0.0% | $69.27 | 0.0% | COM | 025816109 |
| — | GT ADVANCED TECHNOLOGIES INC | 500,000 | $503K | 0.0% | $1.01 | — | NOTE 3.000%12/1 | 36191UAB2 |
| ACN | ACCENTURE PLC IRELAND | 6,079 | $498K | 0.0% | $63.81 | -3.6% | SHS CLASS A | G1151C101 |
| — | MONSANTO CO NEW | 4,240 | $495K | 0.0% | $99.64 | — | COM | 61166W101 |
| — | AUXILIUM PHARMACEUTICALS INC | 446,000 | $494K | 0.0% | $1.03 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 4,853 | $491K | 0.0% | $29.46 | +37.0% | CL A | 192446102 |
| — | OMNICARE INC | 471,000 | $472K | 0.0% | $1.00 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | BROOKDALE SR LIVING INC | 392,000 | $464K | 0.0% | $1.17 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | HEALTH CARE REIT INC | 7,989 | $428K | 0.0% | $67.09 | — | COM | 42217K106 |
| CRM | SALESFORCE COM INC | 7,687 | $424K | 0.0% | $47.58 | +11.1% | COM | 79466L302 |
| BIIB | BIOGEN IDEC INC | 1,516 | $423K | 0.0% | $213.68 | +21.0% | COM | 09062X103 |
| COP | CONOCOPHILLIPS | 5,867 | $415K | 0.0% | $39.96 | +21.1% | COM | 20825C104 |
| ARCC | ARES CAP CORP | 22,958 | $408K | 0.0% | $5.23 | +5.7% | COM | 04010L103 |
| — | LAM RESEARCH CORP | 7,483 | $408K | 0.0% | $51.18 | — | COM | 512807108 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 4,888 | $401K | 0.0% | $82.78 | — | ADS | 74734M109 |
| IWM | ISHARES | 3,411 | $393K | 0.0% | $115.22 | — | RUSSELL 2000 ETF | 464287655 |
| — | ALLIANT TECHSYSTEMS INC | 239,000 | $385K | 0.0% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| — | CAESARS ENTMT CORP | 17,230 | $371K | 0.0% | $19.86 | — | COM | 127686103 |
| — | SUNSHINE HEART INC | 38,233 | $371K | 0.0% | $9.70 | — | COM | 86782U106 |
| — | OCLARO INC | 148,250 | $369K | 0.0% | $1.74 | — | COM NEW | 67555N206 |
| — | MERRIMACK PHARMACEUTICALS IN | 68,415 | $365K | 0.0% | $5.34 | — | COM | 590328100 |
| AAL | AMERICAN AIRLS GROUP INC | 14,157 | $358K | 0.0% | $21.78 | 0.0% | COM | 02376R102 |
| TTMI | TTM TECHNOLOGIES INC | 41,755 | $358K | 0.0% | $9.22 | 0.0% | COM | 87305R109 |
| GIS | GENERAL MLS INC | 7,179 | $358K | 0.0% | $32.89 | 0.0% | COM | 370334104 |
| — | BIND THERAPEUTICS INC | 23,580 | $356K | 0.0% | $15.10 | — | COM | 05548N107 |
| BBBY | OVERSTOCK COM INC DEL | 11,540 | $355K | 0.0% | $26.94 | 0.0% | COM | 690370101 |
| NEE | NEXTERA ENERGY INC | 4,128 | $353K | 0.0% | $14.15 | +8.1% | COM | 65339F101 |
| — | CARBONITE INC | 29,410 | $349K | 0.0% | $11.87 | — | COM | 141337105 |
| — | MODEL N INC | 29,565 | $349K | 0.0% | $11.80 | — | COM | 607525102 |
| — | LEAP WIRELESS INTL INC | 20,105 | $349K | 0.0% | $6.72 | — | COM NEW | 521863308 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,953 | $348K | 0.0% | $67.90 | 0.0% | COM | 09061G101 |
| — | NUANCE COMMUNICATIONS INC | 328,000 | $343K | 0.0% | $1.16 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | RUBY TUESDAY INC | 48,685 | $337K | 0.0% | $6.92 | — | COM | 781182100 |
| — | SUNEDISON INC | 25,855 | $337K | 0.0% | $7.96 | — | COM | 86732Y109 |
| — | CYRUSONE INC | 15,030 | $336K | 0.0% | $22.36 | — | COM | 23283R100 |
| — | NAVISTAR INTL CORP NEW | 8,675 | $331K | 0.0% | $27.75 | — | COM | 63934E108 |
| — | REALD INC | 38,830 | $331K | 0.0% | $8.52 | — | COM | 75604L105 |
| — | CORINTHIAN COLLEGES INC | 184,710 | $329K | 0.0% | $2.20 | — | COM | 218868107 |
| MOD | MODINE MFG CO | 25,710 | $329K | 0.0% | $13.06 | +2.6% | COM | 607828100 |
| — | CHINACACHE INTL HLDG LTD | 36,780 | $328K | 0.0% | $8.92 | — | SPON ADR | 16950M107 |
| — | PENNSYLVANIA RL ESTATE INVT | 17,230 | $327K | 0.0% | $18.98 | — | SH BEN INT | 709102107 |
| ESPR | ESPERION THERAPEUTICS INC NE | 23,585 | $325K | 0.0% | $14.55 | 0.0% | COM | 29664W105 |
| — | JAKKS PAC INC | 48,045 | $323K | 0.0% | $6.72 | — | COM | 47012E106 |
| — | EMERITUS CORP | 14,660 | $318K | 0.0% | $22.17 | — | COM | 291005106 |
| — | BASIC ENERGY SVCS INC NEW | 20,015 | $316K | 0.0% | $15.79 | — | COM | 06985P100 |
| — | ALZA CORP | 247,000 | $312K | 0.0% | $1.23 | — | SDCV 7/2 | 02261WAB5 |
| AMG | AFFILIATED MANAGERS GROUP | 1,430 | $311K | 0.0% | $153.14 | +26.1% | COM | 008252108 |
| — | LDK SOLAR CO LTD | 237,650 | $311K | 0.0% | $1.29 | — | SPONSORED ADR | 50183L107 |
| — | AMEDISYS INC | 21,255 | $310K | 0.0% | $14.58 | — | COM | 023436108 |
| — | CHIMERIX INC | 20,440 | $308K | 0.0% | $15.07 | — | COM | 16934W106 |
| — | QUNAR CAYMAN IS LTD | 11,545 | $306K | 0.0% | $26.50 | — | SPNS ADR CL B | 74906P104 |
| — | BARNES & NOBLE INC | 19,940 | $298K | 0.0% | $12.92 | — | COM | 067774109 |
| — | LAYNE CHRISTENSEN CO | 17,340 | $296K | 0.0% | $17.07 | — | COM | 521050104 |
| BONTQ | BON-TON STORES INC | 18,130 | $295K | 0.0% | $15.38 | -14.5% | COM | 09776J101 |
| — | RADIOSHACK CORP | 113,160 | $294K | 0.0% | $3.31 | — | COM | 750438103 |
| — | DOLLAR FINL CORP | 300,000 | $289K | 0.0% | $1.02 | — | NOTE 3.000% 4/0 | 256664AC7 |
| CSX | CSX CORP | 10,001 | $287K | 0.0% | $6.66 | +10.6% | COM | 126408103 |
| — | YAHOO INC | 6,775 | $274K | 0.0% | $40.44 | — | COM | 984332106 |
| MS | MORGAN STANLEY | 8,055 | $253K | 0.0% | $17.33 | +25.8% | COM NEW | 617446448 |
| — | ONCONOVA THERAPEUTICS INC | 21,470 | $247K | 0.0% | $11.50 | — | COM | 68232V108 |
| EVC | ENTRAVISION COMMUNICATIONS C | 37,725 | $229K | 0.0% | $3.61 | 0.0% | CL A | 29382R107 |
| — | LAM RESEARCH CORP | 195,000 | $222K | 0.0% | $1.07 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| COST | COSTCO WHSL CORP NEW | 1,692 | $201K | 0.0% | $95.15 | 0.0% | COM | 22160K105 |
| — | PRICELINE COM INC | 32,000 | $122K | 0.0% | $2.86 | — | NOTE 1.250% 3/1 | 741503AN6 |
| MTG | MGIC INVT CORP WIS | 13,082 | $110K | 0.0% | $5.69 | +40.2% | COM | 552848103 |
| — | BIOMARIN PHARMACEUTICAL INC | 27,000 | $93,000 | 0.0% | $3.09 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | NEWMONT MINING CORP | 75,000 | $75,000 | 0.0% | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | OMNICOM GROUP INC | 54,000 | $73,000 | 0.0% | $1.20 | — | NOTE 7/3 | 681919AV8 |
| — | ALLIANCE DATA SYSTEMS CORP | 12,000 | $66,000 | 0.0% | $5.50 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | GROUP 1 AUTOMOTIVE INC | 40,000 | $51,000 | 0.0% | $1.27 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | UNITED STATES STL CORP NEW | 43,000 | $46,000 | 0.0% | $1.02 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | ALPHA NATURAL RESOURCES INC | 41,000 | $43,000 | 0.0% | $1.05 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | ALLEGHENY TECHNOLOGIES INC | 41,000 | $42,000 | 0.0% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | TRW AUTOMOTIVE INC | 14,000 | $36,000 | 0.0% | $2.43 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | PROSPECT CAPITAL CORPORATION | 31,000 | $34,000 | 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 |