Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 9, 2014
Total Value: $980M (27.8% shares, 72.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 327,423 | $61.23M | 6.2% | $166.14 | — | TR UNIT | 78462F103 |
| — | GILEAD SCIENCES INC | 9,382,000 | $29.18M | 3.0% | $2.55 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | INTEL CORP | 17,116,000 | $23.93M | 2.4% | $1.29 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | PRICELINE COM INC | 11,956,000 | $16.93M | 1.7% | $1.18 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | MICROCHIP TECHNOLOGY INC | 8,480,000 | $15.73M | 1.6% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | WELLPOINT INC | 10,684,000 | $15.62M | 1.6% | $1.37 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NOVELLUS SYS INC | 9,112,000 | $15.55M | 1.6% | $1.42 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | HEALTH CARE REIT INC | 249,108 | $13.84M | 1.4% | $56.81 | — | PFD PER CON I | 42217K601 |
| — | STILLWATER MNG CO | 10,638,000 | $13.78M | 1.4% | $1.05 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | WELLS FARGO & CO | 9,661,000 | $13.62M | 1.4% | $1.11 | — | MTNF 0.125% 3/0 | 94986RCZ2 |
| — | FOREST CITY ENTERPRISES INC | 11,728,000 | $13.11M | 1.3% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | GENERAL CABLE CORP DEL NEW | 12,975,000 | $13.02M | 1.3% | $1.09 | — | FRNT 5.000%11/1 | 369300AL2 |
| — | SANDISK CORP | 7,888,000 | $12.97M | 1.3% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | MERITOR INC | 8,455,000 | $12.78M | 1.3% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | CEMEX SAB DE CV | 8,800,000 | $12.59M | 1.3% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | BANK OF AMERICA CORPORATION | 10,632 | $12.16M | 1.2% | $1123.39 | — | 7.25%CNV PFD L | 060505682 |
| — | WESCO INTL INC | 4,085,000 | $12.13M | 1.2% | $2.50 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | SOLARCITY CORP | 8,498,000 | $10.95M | 1.1% | $1.27 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | TESLA MTRS INC | 12,000,000 | $10.9M | 1.1% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CUBIST PHARMACEUTICALS INC | 3,976,000 | $10.16M | 1.0% | $1.98 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | WRIGHT MED GROUP INC | 7,295,000 | $9.867M | 1.0% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | KEYCORP NEW | 75,775 | $9.79M | 1.0% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | XILINX INC | 5,214,000 | $9.779M | 1.0% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | WELLS FARGO & CO NEW | 8,308 | $9.746M | 1.0% | $1181.14 | — | PERP PFD CNV A | 949746804 |
| — | MEDICINES CO | 7,737,000 | $9.458M | 1.0% | $1.50 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | NEWPARK RES INC | 7,225,000 | $9.23M | 0.9% | $1.32 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | MICRON TECHNOLOGY INC | 8,084,000 | $8.856M | 0.9% | $1.10 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | STERLITE INDS INDIA LTD | 8,490,000 | $8.499M | 0.9% | $0.97 | — | NOTE 4.000%10/3 | 859737AB4 |
| — | CIENA CORP | 5,900,000 | $8.349M | 0.9% | $1.42 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ICONIX BRAND GROUP INC | 6,072,000 | $8.254M | 0.8% | $1.22 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | FORD MTR CO DEL | 4,548,000 | $8.238M | 0.8% | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | ALERE INC | 25,750 | $7.443M | 0.8% | $242.15 | — | PERP PFD CONV SE | 01449J204 |
| — | WALTER INVT MGMT CORP | 7,849,000 | $7.407M | 0.8% | $1.02 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 5,593,000 | $7.346M | 0.7% | $1.16 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | OLD REP INTL CORP | 5,825,000 | $7.243M | 0.7% | $1.18 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | PHH CORP | 3,350,000 | $7.218M | 0.7% | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | VIPSHOP HLDGS LTD | 7,012,000 | $7.117M | 0.7% | $1.01 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | EQUINIX INC | 4,256,000 | $6.898M | 0.7% | $1.68 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | RADIAN GROUP INC | 4,500,000 | $6.876M | 0.7% | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | BOTTOMLINE TECH DEL INC | 5,250,000 | $6.861M | 0.7% | $1.15 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | LAM RESEARCH CORP | 5,501,000 | $6.824M | 0.7% | $1.16 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | CADENCE DESIGN SYSTEM INC | 3,268,000 | $6.755M | 0.7% | $1.91 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | FORESTAR GROUP INC | 6,337,000 | $6.748M | 0.7% | $1.14 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | MYLAN INC | 1,817,000 | $6.68M | 0.7% | $2.68 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | RYLAND GROUP INC | 4,500,000 | $6.4M | 0.7% | $1.45 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | THERAVANCE INC | 4,950,000 | $6.379M | 0.7% | $1.55 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INCYTE CORP | 1,000,000 | $6.079M | 0.6% | $4.36 | — | NOTE 4.750%10/0 | 45337CAJ1 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 251,950 | $6.027M | 0.6% | $19.13 | — | MAND CV NT 16 | L0302D178 |
| — | PROLOGIS | 5,098,000 | $5.966M | 0.6% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | HORSEHEAD HLDG CORP | 4,450,000 | $5.781M | 0.6% | $1.13 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | MICRON TECHNOLOGY INC | 2,602,000 | $5.76M | 0.6% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | INTEL CORP | 4,836,000 | $5.69M | 0.6% | $1.10 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | MGM RESORTS INTERNATIONAL | 3,860,000 | $5.617M | 0.6% | $1.14 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | OMNICARE INC | 2,450,000 | $5.556M | 0.6% | $1.89 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | OMNICARE CAP TR II | 75,695 | $5.536M | 0.6% | $58.72 | — | PFD B TR 4.00% | 68214Q200 |
| — | STANDARD PAC CORP NEW | 4,361,000 | $5.405M | 0.6% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | RPM INTL INC | 4,433,000 | $5.135M | 0.5% | $1.11 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | VECTOR GROUP LTD | 3,725,000 | $5.083M | 0.5% | $1.36 | — | FRNT 1/1 | 92240MAY4 |
| — | STARWOOD PPTY TR INC | 4,236,000 | $4.834M | 0.5% | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | GT ADVANCED TECHNOLOGIES INC | 2,975,000 | $4.81M | 0.5% | $1.51 | — | NOTE 3.000%12/1 | 36191UAB2 |
| — | CONTINENTAL AIRLS INC | 2,017,000 | $4.795M | 0.5% | $1.77 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | MERITAGE HOMES CORP | 4,450,000 | $4.708M | 0.5% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | JARDEN CORP | 3,333,000 | $4.638M | 0.5% | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | L-3 COMMUNICATIONS CORP | 3,429,000 | $4.57M | 0.5% | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | ASCENT CAP GROUP INC | 4,500,000 | $4.49M | 0.5% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | METLIFE INC | 145,535 | $4.481M | 0.5% | $49.97 | — | UNIT 99/99/9999 | 59156R116 |
| — | NEXTERA ENERGY INC | 71,830 | $4.408M | 0.4% | $55.13 | — | UNIT 09/01/2015 | 65339F887 |
| — | TESLA MTRS INC | 4,735,000 | $4.372M | 0.4% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SALIX PHARMACEUTICALS INC | 2,576,000 | $4.353M | 0.4% | $1.25 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | HOLOGIC INC | 3,672,000 | $4.196M | 0.4% | $1.11 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | TTM TECHNOLOGIES INC | 3,726,000 | $4.129M | 0.4% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| IGSB | ISHARES | 38,395 | $4.05M | 0.4% | $105.09 | — | 1-3 YR CR BD ETF | 464288646 |
| FLOT | ISHARES TR | 79,812 | $4.048M | 0.4% | $50.60 | — | FLTG RATE BD ETF | 46429B655 |
| — | CHIQUITA BRANDS INTL INC | 4,000,000 | $4.041M | 0.4% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | LINEAR TECHNOLOGY CORP | 3,335,000 | $3.983M | 0.4% | $1.05 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | PHH CORP | 3,521,000 | $3.796M | 0.4% | $1.07 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | STONE ENERGY CORP | 3,073,000 | $3.756M | 0.4% | $1.19 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | DOMINION RES INC VA NEW | 64,623 | $3.709M | 0.4% | $55.00 | — | UNIT 04/01/2013 | 25746U703 |
| — | BRISTOW GROUP INC | 2,982,000 | $3.69M | 0.4% | $1.22 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | ARES CAP CORP | 3,383,000 | $3.683M | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | DEVELOPERS DIVERSIFIED RLTY | 3,155,000 | $3.645M | 0.4% | $1.15 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,364,000 | $3.634M | 0.4% | $1.23 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | HAWAIIAN HOLDINGS INC | 1,950,000 | $3.588M | 0.4% | $1.12 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | ON SEMICONDUCTOR CORP | 2,933,000 | $3.58M | 0.4% | $1.21 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | CALLAWAY GOLF CO | 2,500,000 | $3.558M | 0.4% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | OMNICARE INC | 3,531,000 | $3.558M | 0.4% | $1.01 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | JEFFERIES GROUP INC NEW | 3,329,000 | $3.543M | 0.4% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | AIR LEASE CORP | 2,294,000 | $3.478M | 0.4% | $1.29 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | UNITED TECHNOLOGIES CORP | 51,995 | $3.462M | 0.4% | $59.34 | — | UNIT 99/99/9999 | 913017117 |
| — | BPZ RESOURCES INC | 3,000,000 | $3.456M | 0.4% | $0.95 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | FLUIDIGM CORP DEL | 3,022,000 | $3.428M | 0.3% | $1.13 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | STARWOOD PPTY TR INC | 2,988,000 | $3.422M | 0.3% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | ELECTRONIC ARTS INC | 2,918,000 | $3.388M | 0.3% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | LIFEPOINT HOSPITALS INC | 3,137,000 | $3.336M | 0.3% | $1.08 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | KB HOME | 3,250,000 | $3.306M | 0.3% | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,948,000 | $3.269M | 0.3% | $1.08 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,991,000 | $3.251M | 0.3% | $1.09 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | SBA COMMUNICATIONS CORP | 1,043,000 | $3.115M | 0.3% | $2.49 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | ENDO HEALTH SOLUTIONS INC | 1,317,000 | $3.099M | 0.3% | $1.36 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | MGIC INVT CORP WIS | 2,154,000 | $3.026M | 0.3% | $1.15 | — | NOTE 2.000% 4/0 | 552848AE3 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 2,950,000 | $2.95M | 0.3% | $1.04 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | AMTRUST FINL SVCS INC | 2,000,000 | $2.925M | 0.3% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | STANLEY BLACK & DECKER INC | 22,760 | $2.875M | 0.3% | $126.83 | — | UNIT 99/99/9999 | 854502309 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,467,000 | $2.809M | 0.3% | $1.19 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | WEBMD HEALTH CORP | 2,774,000 | $2.792M | 0.3% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | COBALT INTL ENERGY INC | 2,750,000 | $2.591M | 0.3% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | AMAG PHARMACEUTICALS INC | 2,500,000 | $2.543M | 0.3% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | TESLA MTRS INC | 1,370,000 | $2.458M | 0.3% | $1.52 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | NAVISTAR INTL CORP NEW | 2,336,000 | $2.367M | 0.2% | $0.98 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | GENERAL ELECTRIC CO | 91,234 | $2.361M | 0.2% | $23.25 | — | COM | 369604103 |
| — | ALPHA NATURAL RESOURCES INC | 2,870,000 | $2.36M | 0.2% | $0.83 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | TELEFLEX INC | 1,319,000 | $2.338M | 0.2% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | MENTOR GRAPHICS CORP | 1,851,000 | $2.3M | 0.2% | $1.21 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | AIRTRAN HLDGS INC | 1,168,000 | $2.267M | 0.2% | $1.47 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | RADIAN GROUP INC | 1,504,000 | $2.232M | 0.2% | $1.28 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | MOLINA HEALTHCARE INC | 1,786,000 | $2.204M | 0.2% | $1.22 | — | NOTE 3.750%10/0 | 60855RAA8 |
| — | PPL CORP | 39,615 | $2.166M | 0.2% | $54.01 | — | UNIT 99/99/9999S | 69351T114 |
| — | RTI INTL METALS INC | 2,176,000 | $2.141M | 0.2% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | CROWN CASTLE INTL CORP | 20,518 | $2.088M | 0.2% | $99.57 | — | CNV PFD STK SR A | 228227500 |
| — | CHEMED CORP NEW | 1,854,000 | $2.073M | 0.2% | $1.04 | — | NOTE 1.875% 5/1 | 16359RAC7 |
| — | UNITED STATES STL CORP NEW | 1,579,000 | $2.045M | 0.2% | $1.32 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | AKORN INC | 795,000 | $2.028M | 0.2% | $1.67 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | SEACOR HOLDINGS INC | 1,697,000 | $2.021M | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | GILEAD SCIENCES INC | 640,000 | $2.005M | 0.2% | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | FIDELITY NATIONAL FINANCIAL | 1,270,000 | $2.003M | 0.2% | $1.32 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| JPM | JPMORGAN CHASE & CO | 32,529 | $1.974M | 0.2% | $36.73 | +14.6% | COM | 46625H100 |
| — | COVANTA HLDG CORP | 1,673,000 | $1.943M | 0.2% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | WEYERHAEUSER CO | 35,560 | $1.93M | 0.2% | $52.60 | — | PREF CONV SER A | 962166872 |
| — | D R HORTON INC | 1,091,000 | $1.82M | 0.2% | $1.66 | — | NOTE 2.000% 5/1 | 23331ABB4 |
| — | HUNTINGTON BANCSHARES INC | 1,420 | $1.808M | 0.2% | $1261.61 | — | PFD CONV SER A | 446150401 |
| — | JANUS CAP GROUP INC | 1,494,000 | $1.79M | 0.2% | $1.15 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | GREENBRIER COS INC | 1,253,000 | $1.764M | 0.2% | $1.18 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | SALESFORCE COM INC | 652,000 | $1.738M | 0.2% | $2.26 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | DANAHER CORP DEL | 796,000 | $1.736M | 0.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | UNITED THERAPEUTICS CORP DEL | 830,000 | $1.652M | 0.2% | $1.61 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | GOOGLE INC | 1,461 | $1.628M | 0.2% | $880.10 | — | CL A | 38259P508 |
| AAPL | APPLE INC | 3,023 | $1.623M | 0.2% | $13.16 | +26.0% | COM | 037833100 |
| C | CITIGROUP INC | 33,716 | $1.605M | 0.2% | $36.30 | +2.1% | COM NEW | 172967424 |
| — | EXTERRAN HLDGS INC | 839,000 | $1.601M | 0.2% | $1.28 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| — | UNITED RENTALS INC | 185,000 | $1.585M | 0.2% | $4.51 | — | NOTE 4.000%11/1 | 911363AL3 |
| XOM | EXXON MOBIL CORP | 16,046 | $1.566M | 0.2% | $53.82 | +7.9% | COM | 30231G102 |
| CMCSA | COMCAST CORP NEW | 29,678 | $1.485M | 0.2% | $15.66 | +27.4% | CL A | 20030N101 |
| — | ARES CAP CORP | 1,359,000 | $1.459M | 0.1% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| IVZ | INVESCO LTD | 36,522 | $1.351M | 0.1% | $19.67 | +6.1% | SHS | G491BT108 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,127,000 | $1.236M | 0.1% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | SUNPOWER CORP | 997,000 | $1.216M | 0.1% | $1.19 | — | DBCV 4.750% 4/1 | 867652AC3 |
| — | GENESEE & WYO INC | 9,452 | $1.214M | 0.1% | $118.70 | — | UNIT 10/01/2015 | 371559204 |
| XLU | SELECT SECTOR SPDR TR | 28,895 | $1.199M | 0.1% | $41.50 | — | SBI INT-UTILS | 81369Y886 |
| — | WESTERN REFNG INC | 279,000 | $1.129M | 0.1% | $2.90 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | HEALTH CARE REIT INC | 947,000 | $1.122M | 0.1% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| IYR | ISHARES | 15,630 | $1.055M | 0.1% | $67.50 | — | U.S. REAL ES ETF | 464287739 |
| PFE | PFIZER INC | 32,275 | $1.036M | 0.1% | $16.46 | +10.6% | COM | 717081103 |
| JNJ | JOHNSON & JOHNSON | 10,047 | $986K | 0.1% | $59.66 | +11.7% | COM | 478160104 |
| EWY | ISHARES | 15,634 | $961K | 0.1% | $61.47 | — | MSCI STH KOR ETF | 464286772 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $958K | 0.1% | $63.06 | +10.0% | COM | 494368103 |
| — | ARES CAP CORP | 869,000 | $929K | 0.1% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | LABORATORY CORP AMER HLDGS | 705,000 | $926K | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | CIENA CORP | 908,000 | $920K | 0.1% | $1.02 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | GOLDCORP INC NEW | 919,000 | $920K | 0.1% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| IP | INTL PAPER CO | 20,024 | $917K | 0.1% | $25.94 | +5.0% | COM | 460146103 |
| PG | PROCTER & GAMBLE CO | 11,324 | $912K | 0.1% | $55.63 | +1.6% | COM | 742718109 |
| CVS | CVS CAREMARK CORPORATION | 11,477 | $858K | 0.1% | $41.96 | +21.8% | COM | 126650100 |
| MA | MASTERCARD INC | 11,403 | $851K | 0.1% | $70.03 | +3.8% | CL A | 57636Q104 |
| — | DFC GLOBAL CORP | 1,000,000 | $851K | 0.1% | $0.90 | — | NOTE 3.250% 4/1 | 23324TAB3 |
| OXY | OCCIDENTAL PETE CORP DEL | 8,926 | $849K | 0.1% | $57.93 | +7.8% | COM | 674599105 |
| — | HOLOGIC INC | 818,000 | $833K | 0.1% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| MSFT | MICROSOFT CORP | 20,077 | $824K | 0.1% | $26.70 | +17.1% | COM | 594918104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 9,071 | $807K | 0.1% | $33.82 | +34.2% | SHS - A - | N53745100 |
| SLB | SCHLUMBERGER LTD | 8,281 | $807K | 0.1% | $52.90 | +23.8% | COM | 806857108 |
| VZ | VERIZON COMMUNICATIONS INC | 16,695 | $793K | 0.1% | $26.89 | -3.8% | COM | 92343V104 |
| UNH | UNITEDHEALTH GROUP INC | 9,247 | $758K | 0.1% | $50.75 | +22.4% | COM | 91324P102 |
| — | RAYONIER TRS HLDGS INC | 520,000 | $756K | 0.1% | $1.68 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| — | FOOT LOCKER INC | 15,969 | $749K | 0.1% | $34.48 | — | COM | 344849104 |
| MET | METLIFE INC | 14,137 | $747K | 0.1% | $26.46 | +17.4% | COM | 59156R108 |
| — | PIONEER NAT RES CO | 3,962 | $741K | 0.1% | $160.56 | — | COM | 723787107 |
| — | CELGENE CORP | 5,275 | $735K | 0.1% | $116.92 | — | COM | 151020104 |
| L | LOEWS CORP | 16,540 | $729K | 0.1% | $42.08 | +0.3% | COM | 540424108 |
| — | ISHARES | 35,141 | $723K | 0.1% | $20.57 | — | MSCI UK ETF | 464286699 |
| HAL | HALLIBURTON CO | 12,170 | $715K | 0.1% | $36.17 | +18.3% | COM | 406216101 |
| — | CIMATRON LTD | 98,757 | $714K | 0.1% | $8.59 | — | ORD | M23798107 |
| CVX | CHEVRON CORP NEW | 5,988 | $713K | 0.1% | $71.30 | -1.3% | COM | 166764100 |
| COF | CAPITAL ONE FINL CORP | 9,155 | $708K | 0.1% | $47.00 | +26.2% | COM | 14040H105 |
| MFG | MIZUHO FINL GROUP INC | 174,110 | $694K | 0.1% | $4.24 | — | SPONSORED ADR | 60687Y109 |
| — | CBS CORP NEW | 11,078 | $683K | 0.1% | $56.89 | — | CL B | 124857202 |
| EMN | EASTMAN CHEM CO | 7,909 | $682K | 0.1% | $51.72 | +10.1% | COM | 277432100 |
| OC | OWENS CORNING NEW | 15,633 | $676K | 0.1% | $42.08 | 0.0% | COM | 690742101 |
| BA | BOEING CO | 5,293 | $666K | 0.1% | $80.37 | +39.0% | COM | 097023105 |
| BCS | BARCLAYS PLC | 42,222 | $660K | 0.1% | $17.77 | — | ADR | 06738E204 |
| — | NATIONAL OILWELL VARCO INC | 8,452 | $657K | 0.1% | $68.90 | — | COM | 637071101 |
| — | TWENTY FIRST CENTY FOX INC | 20,586 | $657K | 0.1% | $33.51 | — | CL A | 90130A101 |
| — | ANADARKO PETE CORP | 7,717 | $654K | 0.1% | $84.04 | — | COM | 032511107 |
| ALL | ALLSTATE CORP | 11,519 | $652K | 0.1% | $37.19 | +11.7% | COM | 020002101 |
| — | OMNICARE INC | 599,000 | $640K | 0.1% | $1.06 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | INGERSOLL-RAND PLC | 11,045 | $634K | 0.1% | $64.92 | — | SHS | G47791101 |
| T | AT&T INC | 17,941 | $629K | 0.1% | $11.40 | -4.8% | COM | 00206R102 |
| ABBV | ABBVIE INC | 12,114 | $625K | 0.1% | $26.82 | +17.4% | COM | 00287Y109 |
| — | APACHE CORP | 7,514 | $624K | 0.1% | $83.97 | — | COM | 037411105 |
| UNP | UNION PAC CORP | 3,313 | $623K | 0.1% | $59.14 | +15.4% | COM | 907818108 |
| VLO | VALERO ENERGY CORP NEW | 11,718 | $622K | 0.1% | $24.01 | +36.6% | COM | 91913Y100 |
| CWST | CASELLA WASTE SYS INC | 121,656 | $620K | 0.1% | $5.03 | +6.2% | CL A | 147448104 |
| — | CHESAPEAKE ENERGY CORP | 600,000 | $610K | 0.1% | $0.94 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| V | VISA INC | 2,788 | $602K | 0.1% | $44.62 | +14.6% | COM CL A | 92826C839 |
| AMGN | AMGEN INC | 4,827 | $593K | 0.1% | $73.86 | +17.6% | COM | 031162100 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 5,595 | $591K | 0.1% | $99.10 | — | SPONSORED ADR | 03524A108 |
| WFC | WELLS FARGO & CO NEW | 11,665 | $580K | 0.1% | $27.80 | +20.2% | COM | 949746101 |
| MWA | MUELLER WTR PRODS INC | 60,199 | $572K | 0.1% | $7.13 | +7.9% | COM SER A | 624758108 |
| AGG | ISHARES | 5,295 | $572K | 0.1% | $107.27 | — | CORE TOTUSBD ETF | 464287226 |
| ARCC | ARES CAP CORP | 32,278 | $570K | 0.1% | $5.37 | +6.7% | COM | 04010L103 |
| ETN | EATON CORP PLC | 7,565 | $569K | 0.1% | $50.62 | +9.4% | SHS | G29183103 |
| EBAY | EBAY INC | 10,247 | $566K | 0.1% | $20.00 | +3.3% | COM | 278642103 |
| TJX | TJX COS INC NEW | 9,294 | $563K | 0.1% | $20.82 | +23.7% | COM | 872540109 |
| — | BASIC ENERGY SVCS INC NEW | 20,205 | $554K | 0.1% | $15.79 | — | COM | 06985P100 |
| FDX | FEDEX CORP | 4,141 | $550K | 0.1% | $81.95 | +40.5% | COM | 31428X106 |
| DHI | D R HORTON INC | 25,311 | $549K | 0.1% | $20.08 | -1.0% | COM | 23331A109 |
| HD | HOME DEPOT INC | 6,840 | $542K | 0.1% | $56.53 | +6.6% | COM | 437076102 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 12,841 | $539K | 0.1% | $30.45 | +7.0% | COM | 34964C106 |
| USB | US BANCORP DEL | 12,577 | $539K | 0.1% | $22.41 | +22.0% | COM NEW | 902973304 |
| EOG | EOG RES INC | 2,718 | $535K | 0.1% | $46.52 | +39.3% | COM | 26875P101 |
| AIG | AMERICAN INTL GROUP INC | 10,450 | $524K | 0.1% | $32.51 | +16.5% | COM NEW | 026874784 |
| — | STEEL DYNAMICS INC | 484,000 | $522K | 0.1% | $1.18 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | MIDSTATES PETE CO INC | 96,875 | $520K | 0.1% | $6.62 | — | COM | 59804T100 |
| — | BROOKDALE SR LIVING INC | 381,000 | $520K | 0.1% | $1.17 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | RAYTHEON CO | 5,254 | $519K | 0.1% | $77.17 | — | COM NEW | 755111507 |
| AMD | ADVANCED MICRO DEVICES INC | 129,480 | $519K | 0.1% | $3.82 | 0.0% | COM | 007903107 |
| — | NUVASIVE INC | 432,000 | $516K | 0.1% | $1.19 | — | NOTE 2.750% 7/0 | 670704AC9 |
| CHGG | CHEGG INC | 73,510 | $514K | 0.1% | $6.97 | 0.0% | COM | 163092109 |
| AAL | AMERICAN AIRLS GROUP INC | 13,922 | $510K | 0.1% | $21.78 | +47.4% | COM | 02376R102 |
| BAC | BANK OF AMERICA CORPORATION | 29,411 | $506K | 0.1% | $10.03 | +32.2% | COM | 060505104 |
| — | EMERITUS CORP | 16,000 | $502K | 0.1% | $22.94 | — | COM | 291005106 |
| — | OCLARO INC | 160,770 | $498K | 0.1% | $1.84 | — | COM NEW | 67555N206 |
| DIS | DISNEY WALT CO | 6,184 | $496K | 0.1% | $56.11 | +24.2% | COM DISNEY | 254687106 |
| COST | COSTCO WHSL CORP NEW | 4,421 | $493K | 0.1% | $92.77 | -1.6% | COM | 22160K105 |
| — | ACELRX PHARMACEUTICALS INC | 40,856 | $490K | 0.1% | $11.34 | — | COM | 00444T100 |
| — | WEB COM GROUP INC | 417,000 | $489K | 0.0% | $1.14 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| RF | REGIONS FINL CORP NEW | 43,886 | $487K | 0.0% | $6.49 | +9.0% | COM | 7591EP100 |
| — | TE CONNECTIVITY LTD | 8,090 | $487K | 0.0% | $51.81 | — | REG SHS | H84989104 |
| — | AMEDISYS INC | 32,755 | $487K | 0.0% | $14.68 | — | COM | 023436108 |
| — | CHESAPEAKE ENERGY CORP | 466,000 | $484K | 0.0% | $1.04 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | DOW CHEM CO | 9,958 | $483K | 0.0% | $35.34 | — | COM | 260543103 |
| — | CBEYOND INC | 66,545 | $482K | 0.0% | $7.24 | — | COM | 149847105 |
| ORCL | ORACLE CORP | 11,794 | $481K | 0.0% | $27.53 | +16.2% | COM | 68389X105 |
| — | CYNOSURE INC | 16,455 | $480K | 0.0% | $26.59 | — | CL A | 232577205 |
| — | BLACKHAWK NETWORK HLDGS INC | 19,335 | $472K | 0.0% | $24.41 | — | CL A | 09238E104 |
| — | VITACOST COM INC | 66,030 | $469K | 0.0% | $7.10 | — | COM | 92847A200 |
| — | HEADWATERS INC | 35,492 | $469K | 0.0% | $9.31 | — | COM | 42210P102 |
| — | RPX CORP | 28,578 | $466K | 0.0% | $16.90 | — | COM | 74972G103 |
| KTOS | KRATOS DEFENSE & SEC SOLUTIO | 61,610 | $465K | 0.0% | $7.74 | 0.0% | COM NEW | 50077B207 |
| DAL | DELTA AIR LINES INC DEL | 13,424 | $464K | 0.0% | $14.99 | +86.6% | COM NEW | 247361702 |
| — | ALZA CORP | 342,000 | $461K | 0.0% | $1.26 | — | SDCV 7/2 | 02261WAB5 |
| KO | COCA COLA CO | 11,875 | $459K | 0.0% | $27.85 | -4.7% | COM | 191216100 |
| — | DURATA THERAPEUTICS INC | 33,985 | $459K | 0.0% | $13.51 | — | COM | 26658A107 |
| FORM | FORMFACTOR INC | 71,470 | $457K | 0.0% | $6.65 | 0.0% | COM | 346375108 |
| — | RESTORATION HARDWARE HLDGS I | 6,195 | $457K | 0.0% | $73.77 | — | COM | 761283100 |
| — | NEW YORK & CO INC | 103,440 | $455K | 0.0% | $5.28 | — | COM | 649295102 |
| — | BARNES & NOBLE INC | 21,715 | $454K | 0.0% | $13.57 | — | COM | 067774109 |
| — | CINCINNATI BELL INC NEW | 130,050 | $451K | 0.0% | $3.47 | — | COM | 171871106 |
| A | AGILENT TECHNOLOGIES INC | 7,978 | $447K | 0.0% | $29.72 | +25.6% | COM | 00846U101 |
| LCUT | LIFETIME BRANDS INC | 25,010 | $446K | 0.0% | $12.05 | +8.3% | COM | 53222Q103 |
| — | DISCOVER FINL SVCS | 7,641 | $445K | 0.0% | $48.12 | — | COM | 254709108 |
| — | GENCORP INC | 24,315 | $445K | 0.0% | $18.30 | — | COM | 368682100 |
| — | YRC WORLDWIDE INC | 19,500 | $439K | 0.0% | $22.51 | — | COM PAR $.01 | 984249607 |
| — | GLU MOBILE INC | 92,490 | $438K | 0.0% | $4.74 | — | COM | 379890106 |
| — | ENTROPIC COMMUNICATIONS INC | 106,750 | $437K | 0.0% | $4.09 | — | COM | 29384R105 |
| — | REACHLOCAL INC | 44,245 | $436K | 0.0% | $9.85 | — | COM | 75525F104 |
| — | YAHOO INC | 12,087 | $435K | 0.0% | $38.49 | — | COM | 984332106 |
| — | SWS GROUP INC | 57,670 | $432K | 0.0% | $7.49 | — | COM | 78503N107 |
| — | ALLIANT TECHSYSTEMS INC | 232,000 | $432K | 0.0% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| BBBY | OVERSTOCK COM INC DEL | 21,900 | $431K | 0.0% | $24.99 | -8.7% | COM | 690370101 |
| — | MARKET VECTORS ETF TR | 18,009 | $424K | 0.0% | $23.54 | — | GOLD MINER ETF | 57060U100 |
| — | CHC GROUP LTD | 57,260 | $423K | 0.0% | $7.39 | — | SHS | G07021101 |
| — | AUDIENCE INC | 33,756 | $421K | 0.0% | $12.66 | — | COM | 05070J102 |
| REGN | REGENERON PHARMACEUTICALS | 1,392 | $419K | 0.0% | $250.49 | +22.3% | COM | 75886F107 |
| — | INTERNATIONAL GAME TECHNOLOG | 417,000 | $417K | 0.0% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | TANDEM DIABETES CARE INC | 18,820 | $415K | 0.0% | $22.05 | — | COM | 875372104 |
| — | LAM RESEARCH CORP | 355,000 | $411K | 0.0% | $1.11 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| MRK | MERCK & CO INC NEW | 7,199 | $409K | 0.0% | $30.22 | +18.3% | COM | 58933Y105 |
| — | MYLAN INC | 8,378 | $408K | 0.0% | $39.30 | — | COM | 628530107 |
| — | NEKTAR THERAPEUTICS | 33,600 | $407K | 0.0% | $12.11 | — | COM | 640268108 |
| — | CELL THERAPEUTICS INC | 119,865 | $407K | 0.0% | $3.40 | — | COM NPV NEW 2012 | 150934883 |
| QCOM | QUALCOMM INC | 5,102 | $404K | 0.0% | $45.06 | +19.9% | COM | 747525103 |
| — | VOXELJET AG | 16,040 | $403K | 0.0% | $25.12 | — | ADS | 92912L107 |
| PRU | PRUDENTIAL FINL INC | 4,749 | $402K | 0.0% | $52.24 | 0.0% | COM | 744320102 |
| — | HEWLETT PACKARD CO | 12,365 | $400K | 0.0% | $26.55 | — | COM | 428236103 |
| — | BIND THERAPEUTICS INC | 32,955 | $394K | 0.0% | $14.20 | — | COM | 05548N107 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,145 | $392K | 0.0% | $110.02 | +6.2% | CL B NEW | 084670702 |
| SBUX | STARBUCKS CORP | 5,336 | $392K | 0.0% | $24.37 | +20.2% | COM | 855244109 |
| — | RENTECH INC | 206,406 | $392K | 0.0% | $1.75 | — | COM | 760112102 |
| TXN | TEXAS INSTRS INC | 8,346 | $390K | 0.0% | $30.07 | +6.2% | COM | 882508104 |
| — | XOMA CORP DEL | 74,580 | $388K | 0.0% | $5.20 | — | COM | 98419J107 |
| PEP | PEPSICO INC | 4,611 | $386K | 0.0% | $56.00 | +1.5% | COM | 713448108 |
| GM | GENERAL MTRS CO | 10,944 | $378K | 0.0% | $24.45 | +12.2% | COM | 37045V100 |
| BANC | BANC CALIF INC | 30,680 | $376K | 0.0% | $9.71 | -2.2% | COM | 05990K106 |
| — | RENESOLA LTD | 113,710 | $365K | 0.0% | $3.21 | — | SPONS ADS | 75971T103 |
| URBN | URBAN OUTFITTERS INC | 9,989 | $364K | 0.0% | $41.06 | -11.2% | COM | 917047102 |
| MCK | MCKESSON CORP | 2,012 | $355K | 0.0% | $101.46 | +57.8% | COM | 58155Q103 |
| — | CAESARS ENTMT CORP | 18,720 | $355K | 0.0% | $19.79 | — | COM | 127686103 |
| KR | KROGER CO | 8,110 | $354K | 0.0% | $15.90 | 0.0% | COM | 501044101 |
| — | CANCER GENETICS INC | 23,345 | $352K | 0.0% | $13.79 | — | COM | 13739U104 |
| — | EZCHIP SEMICONDUCTOR LIMITED | 13,738 | $349K | 0.0% | $24.62 | — | ORD | M4146Y108 |
| IWM | ISHARES | 2,991 | $348K | 0.0% | $115.22 | — | RUSSELL 2000 ETF | 464287655 |
| — | CAI INTERNATIONAL INC | 13,749 | $339K | 0.0% | $24.66 | — | COM | 12477X106 |
| — | VIACOM INC NEW | 3,954 | $336K | 0.0% | $87.38 | — | CL B | 92553P201 |
| — | TIME WARNER INC | 5,193 | $336K | 0.0% | $57.78 | — | COM NEW | 887317303 |
| WMT | WAL-MART STORES INC | 4,380 | $334K | 0.0% | $19.98 | -0.4% | COM | 931142103 |
| CSCO | CISCO SYS INC | 14,918 | $334K | 0.0% | $15.61 | -2.0% | COM | 17275R102 |
| — | KRAFT FOODS GROUP INC | 5,951 | $333K | 0.0% | $55.96 | — | COM | 50076Q106 |
| — | SUNSHINE HEART INC | 56,346 | $332K | 0.0% | $8.48 | — | COM | 86782U106 |
| COP | CONOCOPHILLIPS | 4,716 | $331K | 0.0% | $39.96 | +13.7% | COM | 20825C104 |
| PM | PHILIP MORRIS INTL INC | 3,983 | $326K | 0.0% | $49.85 | -10.2% | COM | 718172109 |
| MBI | MBIA INC | 23,373 | $326K | 0.0% | $5.38 | +3.4% | COM | 55262C100 |
| — | MARATHON OIL CORP | 8,993 | $319K | 0.0% | $35.47 | — | COM | 565849106 |
| INTC | INTEL CORP | 12,432 | $319K | 0.0% | $17.18 | +8.7% | COM | 458140100 |
| WAL | WESTERN ALLIANCE BANCORP | 12,933 | $318K | 0.0% | $20.08 | 0.0% | COM | 957638109 |
| — | COWEN GROUP INC NEW | 71,839 | $317K | 0.0% | $4.41 | — | CL A | 223622101 |
| AMZN | AMAZON COM INC | 950 | $317K | 0.0% | $15.14 | +22.6% | COM | 023135106 |
| — | DISCOVERY COMMUNICATNS NEW | 3,819 | $316K | 0.0% | $90.43 | — | COM SER A | 25470F104 |
| OII | OCEANEERING INTL INC | 4,396 | $315K | 0.0% | $71.61 | 0.0% | COM | 675232102 |
| — | WESTFIELD FINANCIAL INC NEW | 42,044 | $313K | 0.0% | $7.04 | — | COM | 96008P104 |
| — | PERION NETWORK LTD | 28,118 | $311K | 0.0% | $12.94 | — | SHS | M78673106 |
| PCRX | PACIRA PHARMACEUTICALS INC | 4,433 | $311K | 0.0% | $36.44 | +86.6% | COM | 695127100 |
| — | MONTAGE TECHNOLOGY GROUP LTD | 15,560 | $311K | 0.0% | $16.32 | — | SHS | G6209T105 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 9,300 | $306K | 0.0% | $27.22 | +4.6% | COM | 35671D857 |
| ZION | ZIONS BANCORPORATION | 9,801 | $303K | 0.0% | $30.38 | 0.0% | COM | 989701107 |
| MDLZ | MONDELEZ INTL INC | 8,653 | $299K | 0.0% | $23.16 | +13.8% | CL A | 609207105 |
| IWO | ISHARES | 2,200 | $299K | 0.0% | $135.91 | — | RUS 2000 GRW ETF | 464287648 |
| — | REX ENERGY CORPORATION | 15,971 | $298K | 0.0% | $18.66 | — | COM | 761565100 |
| PPG | PPG INDS INC | 1,534 | $297K | 0.0% | $59.61 | +29.5% | COM | 693506107 |
| — | SANCHEZ ENERGY CORP | 10,045 | $296K | 0.0% | $26.25 | — | COM | 79970Y105 |
| HUN | HUNTSMAN CORP | 11,915 | $290K | 0.0% | $18.24 | +27.2% | COM | 447011107 |
| FN | FABRINET | 13,970 | $290K | 0.0% | $18.97 | 0.0% | SHS | G3323L100 |
| — | BED BATH & BEYOND INC | 4,143 | $285K | 0.0% | $68.79 | — | COM | 075896100 |
| GILD | GILEAD SCIENCES INC | 3,960 | $281K | 0.0% | $39.25 | +38.8% | COM | 375558103 |
| AMG | AFFILIATED MANAGERS GROUP | 1,398 | $280K | 0.0% | $153.14 | +24.2% | COM | 008252108 |
| — | TIBCO SOFTWARE INC | 13,705 | $278K | 0.0% | $22.46 | — | COM | 88632Q103 |
| ABT | ABBOTT LABS | 7,140 | $275K | 0.0% | $28.85 | +6.5% | COM | 002824100 |
| — | LAYNE CHRISTENSEN CO | 15,137 | $275K | 0.0% | $17.07 | — | COM | 521050104 |
| LVS | LAS VEGAS SANDS CORP | 3,385 | $274K | 0.0% | $56.96 | 0.0% | COM | 517834107 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,414 | $273K | 0.0% | $117.21 | -6.8% | COM | 459200101 |
| M | MACYS INC | 4,539 | $269K | 0.0% | $46.44 | +19.7% | COM | 55616P104 |
| — | TESCO CORP | 14,551 | $269K | 0.0% | $18.49 | — | COM | 88157K101 |
| — | MEDTRONIC INC | 4,369 | $269K | 0.0% | $51.92 | — | COM | 585055106 |
| — | UNITED TECHNOLOGIES CORP | 2,306 | $269K | 0.0% | $92.92 | — | COM | 913017109 |
| — | ALEXION PHARMACEUTICALS INC | 1,723 | $263K | 0.0% | $92.20 | — | COM | 015351109 |
| — | HOWARD HUGHES CORP | 1,819 | $260K | 0.0% | $142.94 | — | COM | 44267D107 |
| — | HERTZ GLOBAL HOLDINGS INC | 9,601 | $256K | 0.0% | $26.66 | — | COM | 42805T105 |
| PTC | PTC INC | 7,175 | $255K | 0.0% | $27.20 | +35.1% | COM | 69370C100 |
| PH | PARKER HANNIFIN CORP | 2,121 | $254K | 0.0% | $98.49 | 0.0% | COM | 701094104 |
| UPS | UNITED PARCEL SERVICE INC | 2,576 | $252K | 0.0% | $64.17 | 0.0% | CL B | 911312106 |
| BIIB | BIOGEN IDEC INC | 824 | $252K | 0.0% | $213.68 | +48.6% | COM | 09062X103 |
| — | PGT INC | 21,725 | $250K | 0.0% | $11.51 | — | COM | 69336V101 |
| META | FACEBOOK INC | 4,121 | $249K | 0.0% | $49.86 | +26.2% | CL A | 30303M102 |
| REXR | REXFORD INDL RLTY INC | 17,380 | $247K | 0.0% | $14.21 | — | COM | 76169C100 |
| — | CACI INTL INC | 184,000 | $246K | 0.0% | $1.20 | — | NOTE 2.125% 5/0 | 127190AD8 |
| PSEC | PROSPECT CAPITAL CORPORATION | 22,632 | $245K | 0.0% | $2.55 | 0.0% | COM | 74348T102 |
| JBHT | HUNT J B TRANS SVCS INC | 3,385 | $244K | 0.0% | $65.88 | 0.0% | COM | 445658107 |
| — | HALCON RES CORP | 56,332 | $244K | 0.0% | $3.85 | — | COM NEW | 40537Q209 |
| ROP | ROPER INDS INC NEW | 1,820 | $243K | 0.0% | $126.73 | 0.0% | COM | 776696106 |
| — | NORCRAFT COS INC | 14,289 | $241K | 0.0% | $16.87 | — | COM | 65557Y105 |
| — | SUNTRUST BKS INC | 6,035 | $240K | 0.0% | $31.61 | — | COM | 867914103 |
| URI | UNITED RENTALS INC | 2,538 | $240K | 0.0% | $51.55 | +59.3% | COM | 911363109 |
| EVC | ENTRAVISION COMMUNICATIONS C | 35,462 | $237K | 0.0% | $3.61 | +4.0% | CL A | 29382R107 |
| AXP | AMERICAN EXPRESS CO | 2,610 | $236K | 0.0% | $69.27 | +9.0% | COM | 025816109 |
| BK | BANK NEW YORK MELLON CORP | 6,647 | $236K | 0.0% | $22.33 | +10.9% | COM | 064058100 |
| DHR | DANAHER CORP DEL | 3,071 | $231K | 0.0% | $28.05 | +9.7% | COM | 235851102 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,190 | $226K | 0.0% | $69.64 | +13.7% | COM | 92532F100 |
| — | NAVISTAR INTL CORP NEW | 6,588 | $224K | 0.0% | $27.75 | — | COM | 63934E108 |
| — | E M C CORP MASS | 8,135 | $224K | 0.0% | $23.64 | — | COM | 268648102 |
| MMM | 3M CO | 1,649 | $223K | 0.0% | $61.26 | +24.5% | COM | 88579Y101 |
| — | LAM RESEARCH CORP | 3,990 | $221K | 0.0% | $51.18 | — | COM | 512807108 |
| BONTQ | BON-TON STORES INC | 20,103 | $220K | 0.0% | $14.92 | -28.0% | COM | 09776J101 |
| — | SEAGATE TECHNOLOGY PLC | 3,891 | $218K | 0.0% | $56.03 | — | SHS | G7945M107 |
| EMR | EMERSON ELEC CO | 3,231 | $215K | 0.0% | $40.02 | +19.4% | COM | 291011104 |
| F | FORD MTR CO DEL | 13,562 | $213K | 0.0% | $7.61 | +10.1% | COM PAR $0.01 | 345370860 |
| LEA | LEAR CORP | 2,540 | $213K | 0.0% | $63.87 | +2.0% | COM NEW | 521865204 |
| GME | GAMESTOP CORP NEW | 5,203 | $213K | 0.0% | $6.93 | 0.0% | CL A | 36467W109 |
| — | WABASH NATL CORP | 150,000 | $210K | 0.0% | $1.40 | — | NOTE 3.375% 5/0 | 929566AH0 |
| STT | STATE STR CORP | 2,982 | $207K | 0.0% | $50.16 | 0.0% | COM | 857477103 |
| IWN | ISHARES | 2,055 | $207K | 0.0% | $100.73 | — | RUS 2000 VAL ETF | 464287630 |
| — | KALOBIOS PHARMACEUTICALS INC | 73,870 | $200K | 0.0% | $2.71 | — | COM | 48344T100 |
| MXL | MAXLINEAR INC | 20,917 | $198K | 0.0% | $9.98 | 0.0% | CL A | 57776J100 |
| STLD | STEEL DYNAMICS INC | 11,117 | $197K | 0.0% | $14.08 | -3.9% | COM | 858119100 |
| EDMCQ | EDUCATION MGMT CORP NEW | 36,800 | $179K | 0.0% | $6.96 | 0.0% | COM | 28140M103 |
| — | LDK SOLAR CO LTD | 350,630 | $175K | 0.0% | $1.04 | — | SPONSORED ADR | 50183L107 |
| — | OMNICOM GROUP INC | 99,000 | $132K | 0.0% | $1.26 | — | NOTE 7/3 | 681919AV8 |
| — | PRICELINE COM INC | 32,000 | $125K | 0.0% | $2.86 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | GROUP 1 AUTOMOTIVE INC | 90,000 | $108K | 0.0% | $1.23 | — | FRNT 2.250% 6/1 | 398905AE9 |
| MTG | MGIC INVT CORP WIS | 11,044 | $94,000 | 0.0% | $5.69 | +52.9% | COM | 552848103 |
| — | EMERALD OIL INC | 11,483 | $77,000 | 0.0% | $6.71 | — | COM NEW | 29101U209 |
| — | BIOMARIN PHARMACEUTICAL INC | 22,000 | $75,000 | 0.0% | $3.09 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | PROSPECT CAPITAL CORPORATION | 48,000 | $51,000 | 0.0% | $1.03 | — | MTNF 5.375%10/1 | 74348TAK8 |
| — | UNITED STATES STL CORP NEW | 43,000 | $43,000 | 0.0% | $1.02 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | ALLEGHENY TECHNOLOGIES INC | 41,000 | $42,000 | 0.0% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | PROSPECT CAPITAL CORPORATION | 31,000 | $33,000 | 0.0% | $1.10 | — | NOTE 6.250%12/1 | 74348TAC6 |
| — | SUNPOWER CORP | 19,000 | $29,000 | 0.0% | $1.53 | — | DBCV 4.500% 3/1 | 867652AE9 |
| — | REDWOOD TR INC | 24,000 | $26,000 | 0.0% | $1.00 | — | NOTE 4.625% 4/1 | 758075AB1 |