Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 8, 2014
Total Value: $1.032B (27.2% shares, 72.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 328,787 | $64.35M | 6.2% | $166.14 | — | TR UNIT | 78462F103 |
| — | GILEAD SCIENCES INC | 8,040,000 | $29.31M | 2.8% | $2.55 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | INTEL CORP | 17,784,000 | $27.43M | 2.7% | $1.30 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | NOVELLUS SYS INC | 9,781,000 | $19.79M | 1.9% | $1.46 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | PRICELINE GRP INC | 13,393,000 | $18.98M | 1.8% | $1.21 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | WELLPOINT INC | 11,942,000 | $18.3M | 1.8% | $1.39 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | STILLWATER MNG CO | 10,979,000 | $16.12M | 1.6% | $1.06 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MICROCHIP TECHNOLOGY INC | 8,433,000 | $16.11M | 1.6% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | SANDISK CORP | 7,726,000 | $15.82M | 1.5% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | WELLS FARGO & CO | 9,911,000 | $14.25M | 1.4% | $1.12 | — | MTNF 0.125% 3/0 | 94986RCZ2 |
| — | HEALTH CARE REIT INC | 244,877 | $14.14M | 1.4% | $56.81 | — | PFD PER CON I | 42217K601 |
| — | MERITOR INC | 8,514,000 | $13.71M | 1.3% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | FOREST CITY ENTERPRISES INC | 11,781,000 | $13.31M | 1.3% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | BANK OF AMERICA CORPORATION | 10,757 | $12.55M | 1.2% | $1123.90 | — | 7.25%CNV PFD L | 060505682 |
| — | SOLARCITY CORP | 8,922,000 | $12.4M | 1.2% | $1.27 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 9,119,000 | $11.94M | 1.2% | $1.22 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | GENERAL CABLE CORP DEL NEW | 11,775,000 | $11.66M | 1.1% | $1.09 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | WESCO INTL INC | 3,744,000 | $11.48M | 1.1% | $2.50 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | CEMEX SAB DE CV | 7,500,000 | $11.38M | 1.1% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | TESLA MTRS INC | 11,750,000 | $11.36M | 1.1% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MEDICINES CO | 8,635,000 | $10.56M | 1.0% | $1.48 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | NEWPARK RES INC | 7,750,000 | $10.38M | 1.0% | $1.32 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | WELLS FARGO & CO NEW | 8,516 | $10.34M | 1.0% | $1181.94 | — | PERP PFD CNV A | 949746804 |
| — | FORD MTR CO DEL | 5,098,000 | $10.19M | 1.0% | $1.83 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | KEYCORP NEW | 74,511 | $9.684M | 0.9% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | CUBIST PHARMACEUTICALS INC | 3,869,000 | $9.479M | 0.9% | $1.98 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | DEALERTRACK TECHNOLOGIES INC | 7,000,000 | $9.372M | 0.9% | $1.34 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | ICONIX BRAND GROUP INC | 6,188,000 | $8.952M | 0.9% | $1.23 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | MYLAN INC | 2,290,000 | $8.88M | 0.9% | $2.93 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | VIPSHOP HLDGS LTD | 7,399,000 | $8.708M | 0.8% | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | WRIGHT MED GROUP INC | 6,316,000 | $8.663M | 0.8% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | OLD REP INTL CORP | 6,957,000 | $8.654M | 0.8% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | XILINX INC | 5,146,000 | $8.526M | 0.8% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | PRICELINE GRP INC | 7,118,000 | $8.439M | 0.8% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | GT ADVANCED TECHNOLOGIES INC | 4,825,000 | $8.414M | 0.8% | $1.60 | — | NOTE 3.000%12/1 | 36191UAB2 |
| — | WALTER INVT MGMT CORP | 9,100,000 | $8.385M | 0.8% | $1.00 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | OMNICARE INC | 7,846,000 | $8.346M | 0.8% | $1.06 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | SALESFORCE COM INC | 7,143,000 | $8.199M | 0.8% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | LAM RESEARCH CORP | 5,835,000 | $7.974M | 0.8% | $1.17 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | CIENA CORP | 5,650,000 | $7.829M | 0.8% | $1.42 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ALERE INC | 24,250 | $7.64M | 0.7% | $242.15 | — | PERP PFD CONV SE | 01449J204 |
| — | TESLA MTRS INC | 7,259,000 | $7.073M | 0.7% | $0.94 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | MICRON TECHNOLOGY INC | 2,292,000 | $6.892M | 0.7% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | THERAVANCE INC | 4,750,000 | $6.849M | 0.7% | $1.55 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INTEL CORP | 5,185,000 | $6.448M | 0.6% | $1.11 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | BOTTOMLINE TECH DEL INC | 5,195,000 | $6.13M | 0.6% | $1.15 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | HOLOGIC INC | 4,808,000 | $6.032M | 0.6% | $1.15 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | STERLITE INDS INDIA LTD | 6,000,000 | $6M | 0.6% | $0.97 | — | NOTE 4.000%10/3 | 859737AB4 |
| — | PROLOGIS | 5,286,000 | $5.916M | 0.6% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | HORSEHEAD HLDG CORP | 4,250,000 | $5.896M | 0.6% | $1.13 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | PHH CORP | 3,000,000 | $5.857M | 0.6% | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | MGM RESORTS INTERNATIONAL | 3,970,000 | $5.826M | 0.6% | $1.15 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | RPM INTL INC | 4,534,000 | $5.635M | 0.5% | $1.11 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | RYLAND GROUP INC | 4,000,000 | $5.56M | 0.5% | $1.45 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | FORESTAR GROUP INC | 5,000,000 | $5.421M | 0.5% | $1.14 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | MERITAGE HOMES CORP | 5,000,000 | $5.253M | 0.5% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 231,950 | $5.226M | 0.5% | $19.13 | — | MAND CV NT 16 | L0302D178 |
| — | SALIX PHARMACEUTICALS INC | 2,649,000 | $5.2M | 0.5% | $1.27 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | OMNICARE CAP TR II | 60,695 | $4.947M | 0.5% | $58.72 | — | PFD B TR 4.00% | 68214Q200 |
| — | STARWOOD PPTY TR INC | 4,329,000 | $4.875M | 0.5% | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | METLIFE INC | 150,104 | $4.799M | 0.5% | $49.42 | — | UNIT 99/99/9999 | 59156R116 |
| — | DOMINION RES INC VA NEW | 82,073 | $4.746M | 0.5% | $55.60 | — | UNIT 04/01/2013 | 25746U703 |
| — | JARDEN CORP | 3,433,000 | $4.732M | 0.5% | $1.40 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | LIBERTY INTERACTIVE LLC | 3,358,000 | $4.502M | 0.4% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | RADIAN GROUP INC | 3,000,000 | $4.496M | 0.4% | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | NEXTERA ENERGY INC | 68,748 | $4.462M | 0.4% | $55.13 | — | UNIT 09/01/2015 | 65339F887 |
| — | IRIDIUM COMMUNICATIONS INC | 13,000 | $4.342M | 0.4% | $334.00 | — | PERP PFD CNV B | 46269C409 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 4,250,000 | $4.314M | 0.4% | $1.03 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | RAMCO-GERSHENSON PPTYS TR | 70,000 | $4.3M | 0.4% | $61.43 | — | PERP PFD-D CV | 751452608 |
| — | COBALT INTL ENERGY INC | 3,996,000 | $4.298M | 0.4% | $1.08 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | KB HOME | 4,250,000 | $4.271M | 0.4% | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | TTM TECHNOLOGIES INC | 3,839,000 | $4.195M | 0.4% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | ASCENT CAP GROUP INC | 4,500,000 | $4.193M | 0.4% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | OMNICARE INC | 3,697,000 | $4.186M | 0.4% | $1.01 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | STONE ENERGY CORP | 3,256,000 | $4.17M | 0.4% | $1.20 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | BPZ RESOURCES INC | 3,500,000 | $4.077M | 0.4% | $0.98 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,443,000 | $4.058M | 0.4% | $1.24 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| IGSB | ISHARES | 38,395 | $4.057M | 0.4% | $105.09 | — | 1-3 YR CR BD ETF | 464288646 |
| FLOT | ISHARES TR | 79,812 | $4.056M | 0.4% | $50.60 | — | FLTG RATE BD ETF | 46429B655 |
| — | PACIRA PHARMACEUTICALS INC | 1,084,000 | $4.044M | 0.4% | $3.73 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | BRISTOW GROUP INC | 3,105,000 | $3.931M | 0.4% | $1.22 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | LAM RESEARCH CORP | 3,160,000 | $3.929M | 0.4% | $1.23 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | CHIQUITA BRANDS INTL INC | 3,900,000 | $3.927M | 0.4% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | ELECTRONIC ARTS INC | 3,092,000 | $3.909M | 0.4% | $1.05 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,832,000 | $3.813M | 0.4% | $1.35 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | ARES CAP CORP | 3,439,000 | $3.657M | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | HAWAIIAN HOLDINGS INC | 2,009,000 | $3.632M | 0.4% | $1.14 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | UNITED TECHNOLOGIES CORP | 55,314 | $3.612M | 0.3% | $59.70 | — | UNIT 99/99/9999 | 913017117 |
| — | PHH CORP | 3,595,000 | $3.608M | 0.3% | $1.07 | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | DEVELOPERS DIVERSIFIED RLTY | 2,983,000 | $3.58M | 0.3% | $1.15 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,920,000 | $3.53M | 0.3% | $1.19 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | ON SEMICONDUCTOR CORP | 3,004,000 | $3.525M | 0.3% | $1.20 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | JEFFERIES GROUP INC NEW | 3,229,000 | $3.452M | 0.3% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | CONTINENTAL AIRLS INC | 1,572,000 | $3.449M | 0.3% | $1.77 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | STANLEY BLACK & DECKER INC | 25,395 | $3.355M | 0.3% | $127.38 | — | UNIT 99/99/9999 | 854502309 |
| — | CHESAPEAKE ENERGY CORP | 3,106,000 | $3.289M | 0.3% | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | AIR LEASE CORP | 2,176,000 | $3.278M | 0.3% | $1.29 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,072,000 | $3.205M | 0.3% | $1.09 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,039,000 | $3.198M | 0.3% | $1.07 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | MEADOWBROOK INS GROUP INC | 3,000,000 | $3.158M | 0.3% | $1.05 | — | DBCV 5.000% 3/1 | 58319PAC2 |
| — | MGIC INVT CORP WIS | 2,119,000 | $3.15M | 0.3% | $1.15 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | WEBMD HEALTH CORP | 2,966,000 | $3.116M | 0.3% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | AKORN INC | 818,000 | $3.114M | 0.3% | $1.73 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | CALLAWAY GOLF CO | 2,500,000 | $3.071M | 0.3% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | FLUIDIGM CORP DEL | 3,065,000 | $2.906M | 0.3% | $1.13 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | SBA COMMUNICATIONS CORP | 867,000 | $2.9M | 0.3% | $2.49 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | AMTRUST FINL SVCS INC | 1,750,000 | $2.876M | 0.3% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | TESLA MTRS INC | 1,414,000 | $2.86M | 0.3% | $1.53 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | ARES CAP CORP | 2,674,000 | $2.848M | 0.3% | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | TOLL BROS FIN CORP | 2,583,000 | $2.741M | 0.3% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | SPIRIT RLTY CAP INC NEW | 2,690,000 | $2.69M | 0.3% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | VECTOR GROUP LTD | 2,000,000 | $2.68M | 0.3% | $1.36 | — | FRNT 1/1 | 92240MAY4 |
| — | ILLUMINA INC | 1,237,000 | $2.66M | 0.3% | $2.15 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | MOLINA HEALTHCARE INC | 1,840,000 | $2.635M | 0.3% | $1.22 | — | NOTE 3.750%10/0 | 60855RAA8 |
| — | SPECTRANETICS CORP | 2,500,000 | $2.607M | 0.3% | $1.04 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | AMAG PHARMACEUTICALS INC | 2,450,000 | $2.605M | 0.3% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | AIRTRAN HLDGS INC | 1,220,000 | $2.583M | 0.3% | $1.50 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | STARWOOD PPTY TR INC | 2,250,000 | $2.574M | 0.2% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | TELEFLEX INC | 1,358,000 | $2.382M | 0.2% | $1.36 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | FIDELITY NATIONAL FINANCIAL | 1,389,000 | $2.28M | 0.2% | $1.35 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | CONCUR TECHNOLOGIES INC | 2,024,000 | $2.26M | 0.2% | $1.12 | — | NOTE 0.500% 6/1 | 206708AC3 |
| — | RTI INTL METALS INC | 2,229,000 | $2.233M | 0.2% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | RADIAN GROUP INC | 1,536,000 | $2.221M | 0.2% | $1.29 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | PROSPECT CAPITAL CORPORATION | 2,044,000 | $2.161M | 0.2% | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | CROWN CASTLE INTL CORP | 20,995 | $2.13M | 0.2% | $99.61 | — | CNV PFD STK SR A | 228227500 |
| — | GREENBRIER COS INC | 1,244,000 | $2.082M | 0.2% | $1.18 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | WEYERHAEUSER CO | 36,675 | $2.08M | 0.2% | $52.73 | — | PREF CONV SER A | 962166872 |
| — | JANUS CAP GROUP INC | 1,562,000 | $2.033M | 0.2% | $1.15 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | UNITED STATES STL CORP NEW | 1,629,000 | $2.02M | 0.2% | $1.32 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | SEACOR HOLDINGS INC | 1,720,000 | $1.975M | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ENDO HEALTH SOLUTIONS INC | 823,000 | $1.972M | 0.2% | $1.36 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | HUNTINGTON BANCSHARES INC | 1,456 | $1.923M | 0.2% | $1263.07 | — | PFD CONV SER A | 446150401 |
| — | PROSPECT CAPITAL CORPORATION | 1,829,000 | $1.911M | 0.2% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | CADENCE DESIGN SYSTEM INC | 784,000 | $1.823M | 0.2% | $1.91 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | DANAHER CORP DEL | 796,000 | $1.822M | 0.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| AAPL | APPLE INC | 19,519 | $1.815M | 0.2% | $17.80 | +4.8% | COM | 037833100 |
| — | UNITED RENTALS INC | 191,000 | $1.789M | 0.2% | $4.67 | — | NOTE 4.000%11/1 | 911363AL3 |
| JPM | JPMORGAN CHASE & CO | 30,451 | $1.756M | 0.2% | $36.73 | +12.1% | COM | 46625H100 |
| — | AMERICAN TOWER CORP NEW | 15,797 | $1.674M | 0.2% | $105.97 | — | PFD CONV SER A | 03027X308 |
| XOM | EXXON MOBIL CORP | 15,794 | $1.591M | 0.2% | $53.82 | +15.0% | COM | 30231G102 |
| — | GENERAL ELECTRIC CO | 60,466 | $1.591M | 0.2% | $23.25 | — | COM | 369604103 |
| — | GOOGLE INC | 2,710 | $1.584M | 0.2% | $743.86 | — | CL A | 38259P508 |
| CMCSA | COMCAST CORP NEW | 29,236 | $1.571M | 0.2% | $15.66 | +26.3% | CL A | 20030N101 |
| C | CITIGROUP INC | 30,126 | $1.422M | 0.1% | $36.30 | -2.5% | COM NEW | 172967424 |
| — | EQUINIX INC | 744,000 | $1.412M | 0.1% | $1.68 | — | NOTE 3.000%10/1 | 29444UAG1 |
| XLU | SELECT SECTOR SPDR TR | 28,274 | $1.251M | 0.1% | $41.50 | — | SBI INT-UTILS | 81369Y886 |
| — | HEALTH CARE REIT INC | 989,000 | $1.221M | 0.1% | $1.31 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | MOLINA HEALTHCARE INC | 947,000 | $1.188M | 0.1% | $1.25 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | UNITED THERAPEUTICS CORP DEL | 600,000 | $1.134M | 0.1% | $1.61 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| IYR | ISHARES | 15,366 | $1.102M | 0.1% | $67.50 | — | U.S. REAL ES ETF | 464287739 |
| PFE | PFIZER INC | 36,500 | $1.084M | 0.1% | $16.58 | +5.8% | COM | 717081103 |
| JNJ | JOHNSON & JOHNSON | 9,888 | $1.037M | 0.1% | $59.66 | +22.6% | COM | 478160104 |
| — | LABORATORY CORP AMER HLDGS | 745,000 | $1.022M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $966K | 0.1% | $63.06 | +13.8% | COM | 494368103 |
| — | HOLOGIC INC | 832,000 | $908K | 0.1% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | GOLDCORP INC NEW | 898,000 | $899K | 0.1% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | CIENA CORP | 897,000 | $894K | 0.1% | $1.02 | — | NOTE 0.875% 6/1 | 171779AE1 |
| IP | INTL PAPER CO | 17,666 | $893K | 0.1% | $25.94 | +4.3% | COM | 460146103 |
| — | CBS CORP NEW | 14,308 | $889K | 0.1% | $58.07 | — | CL B | 124857202 |
| COF | CAPITAL ONE FINL CORP | 10,640 | $878K | 0.1% | $49.24 | +28.1% | COM | 14040H105 |
| IVZ | INVESCO LTD | 23,207 | $875K | 0.1% | $19.67 | +11.6% | SHS | G491BT108 |
| SLB | SCHLUMBERGER LTD | 7,332 | $865K | 0.1% | $52.90 | +41.5% | COM | 806857108 |
| HAL | HALLIBURTON CO | 11,998 | $850K | 0.1% | $36.17 | +42.3% | COM | 406216101 |
| — | RAYONIER TRS HLDGS INC | 558,000 | $840K | 0.1% | $1.67 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| — | ARES CAP CORP | 779,000 | $836K | 0.1% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| MSFT | MICROSOFT CORP | 19,719 | $821K | 0.1% | $26.70 | +27.2% | COM | 594918104 |
| AAL | AMERICAN AIRLS GROUP INC | 19,079 | $820K | 0.1% | $25.83 | +42.4% | COM | 02376R102 |
| — | CELGENE CORP | 9,352 | $803K | 0.1% | $103.38 | — | COM | 151020104 |
| — | GOOGLE INC | 1,381 | $793K | 0.1% | $574.22 | — | CL C | 38259P706 |
| OXY | OCCIDENTAL PETE CORP DEL | 7,719 | $793K | 0.1% | $57.93 | +14.2% | COM | 674599105 |
| CVX | CHEVRON CORP NEW | 5,896 | $770K | 0.1% | $71.30 | +6.5% | COM | 166764100 |
| MA | MASTERCARD INC | 10,131 | $745K | 0.1% | $70.03 | -1.1% | CL A | 57636Q104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 7,609 | $743K | 0.1% | $33.82 | +53.4% | SHS - A - | N53745100 |
| CVS | CVS CAREMARK CORPORATION | 9,838 | $742K | 0.1% | $41.96 | +30.8% | COM | 126650100 |
| — | PIONEER NAT RES CO | 3,188 | $732K | 0.1% | $160.56 | — | COM | 723787107 |
| L | LOEWS CORP | 16,540 | $728K | 0.1% | $42.08 | -2.0% | COM | 540424108 |
| — | TWENTY FIRST CENTY FOX INC | 20,612 | $726K | 0.1% | $33.51 | — | CL A | 90130A101 |
| V | VISA INC | 3,428 | $722K | 0.1% | $45.29 | +6.4% | COM CL A | 92826C839 |
| DHR | DANAHER CORP DEL | 9,144 | $720K | 0.1% | $30.07 | +3.4% | COM | 235851102 |
| — | FOOT LOCKER INC | 14,169 | $716K | 0.1% | $34.48 | — | COM | 344849104 |
| — | TEVA PHARMACEUTICAL FIN LLC | 559,000 | $714K | 0.1% | $1.28 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| MFG | MIZUHO FINL GROUP INC | 171,890 | $706K | 0.1% | $4.24 | — | SPONSORED ADR | 60687Y109 |
| BCS | BARCLAYS PLC | 46,775 | $683K | 0.1% | $17.46 | — | ADR | 06738E204 |
| EMN | EASTMAN CHEM CO | 7,808 | $680K | 0.1% | $51.72 | +17.2% | COM | 277432100 |
| — | CYNOSURE INC | 31,945 | $678K | 0.1% | $23.99 | — | CL A | 232577205 |
| AMGN | AMGEN INC | 5,700 | $674K | 0.1% | $75.32 | +10.7% | COM | 031162100 |
| ABBV | ABBVIE INC | 11,904 | $671K | 0.1% | $26.82 | +22.9% | COM | 00287Y109 |
| — | DOW CHEM CO | 12,985 | $670K | 0.1% | $39.13 | — | COM | 260543103 |
| ORCL | ORACLE CORP | 16,489 | $667K | 0.1% | $29.56 | +17.3% | COM | 68389X105 |
| ALL | ALLSTATE CORP | 11,351 | $666K | 0.1% | $37.19 | +20.6% | COM | 020002101 |
| BA | BOEING CO | 5,221 | $665K | 0.1% | $80.37 | +40.1% | COM | 097023105 |
| — | APACHE CORP | 6,167 | $622K | 0.1% | $83.97 | — | COM | 037411105 |
| T | AT&T INC | 17,567 | $620K | 0.1% | $11.40 | +3.3% | COM | 00206R102 |
| FDX | FEDEX CORP | 4,076 | $619K | 0.1% | $81.95 | +44.6% | COM | 31428X106 |
| VZ | VERIZON COMMUNICATIONS INC | 12,544 | $613K | 0.1% | $26.89 | -0.4% | COM | 92343V104 |
| BANC | BANC CALIF INC | 56,212 | $611K | 0.1% | $9.14 | -7.5% | COM | 05990K106 |
| — | ANADARKO PETE CORP | 5,521 | $606K | 0.1% | $84.04 | — | COM | 032511107 |
| — | CIMATRON LTD | 97,580 | $606K | 0.1% | $8.59 | — | ORD | M23798107 |
| WFC | WELLS FARGO & CO NEW | 11,490 | $605K | 0.1% | $27.80 | +30.6% | COM | 949746101 |
| DAL | DELTA AIR LINES INC DEL | 15,264 | $593K | 0.1% | $17.14 | +91.8% | COM NEW | 247361702 |
| EBAY | EBAY INC | 11,705 | $586K | 0.1% | $19.93 | -2.7% | COM | 278642103 |
| PG | PROCTER & GAMBLE CO | 7,433 | $586K | 0.1% | $55.63 | +4.8% | COM | 742718109 |
| MET | METLIFE INC | 10,504 | $585K | 0.1% | $26.46 | +20.3% | COM | 59156R108 |
| MBI | MBIA INC | 52,656 | $581K | 0.1% | $5.38 | -0.0% | COM | 55262C100 |
| — | NATIONAL OILWELL VARCO INC | 7,033 | $578K | 0.1% | $68.90 | — | COM | 637071101 |
| ETN | EATON CORP PLC | 7,458 | $575K | 0.1% | $50.62 | +11.2% | SHS | G29183103 |
| — | JAKKS PAC INC | 72,995 | $565K | 0.1% | $7.74 | — | COM | 47012E106 |
| ARCC | ARES CAP CORP | 31,465 | $562K | 0.1% | $5.37 | +5.2% | COM | 04010L103 |
| AIG | AMERICAN INTL GROUP INC | 10,294 | $560K | 0.1% | $32.51 | +24.3% | COM NEW | 026874784 |
| — | CHC GROUP LTD | 65,550 | $553K | 0.1% | $7.52 | — | SHS | G07021101 |
| LEA | LEAR CORP | 6,167 | $551K | 0.1% | $67.81 | +4.1% | COM NEW | 521865204 |
| MXL | MAXLINEAR INC | 54,469 | $547K | 0.1% | $9.48 | -3.3% | CL A | 57776J100 |
| AGG | ISHARES | 4,975 | $544K | 0.1% | $107.27 | — | CORE TOTUSBD ETF | 464287226 |
| HD | HOME DEPOT INC | 6,702 | $543K | 0.1% | $56.53 | +6.3% | COM | 437076102 |
| DHI | D R HORTON INC | 22,140 | $543K | 0.1% | $20.08 | +0.2% | COM | 23331A109 |
| — | YRC WORLDWIDE INC | 19,290 | $542K | 0.1% | $22.51 | — | COM PAR $.01 | 984249607 |
| — | BLACKHAWK NETWORK HLDGS INC | 19,125 | $539K | 0.1% | $24.41 | — | CL A | 09238E104 |
| — | CHESAPEAKE ENERGY CORP | 500,000 | $536K | 0.1% | $0.94 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | BROOKDALE SR LIVING INC | 392,000 | $535K | 0.1% | $1.18 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | ISHARES | 25,450 | $531K | 0.1% | $20.57 | — | MSCI UK ETF | 464286699 |
| CAG | CONAGRA FOODS INC | 17,639 | $524K | 0.1% | $16.30 | 0.0% | COM | 205887102 |
| TXN | TEXAS INSTRS INC | 10,977 | $521K | 0.1% | $31.02 | +9.6% | COM | 882508104 |
| — | KEYW HLDG CORP | 40,964 | $516K | 0.0% | $12.60 | — | COM | 493723100 |
| MWA | MUELLER WTR PRODS INC | 58,818 | $508K | 0.0% | $7.13 | +4.3% | COM SER A | 624758108 |
| CWST | CASELLA WASTE SYS INC | 101,220 | $508K | 0.0% | $5.03 | +4.3% | CL A | 147448104 |
| — | CINCINNATI BELL INC NEW | 128,680 | $506K | 0.0% | $3.47 | — | COM | 171871106 |
| FORM | FORMFACTOR INC | 60,710 | $505K | 0.0% | $6.65 | -0.2% | COM | 346375108 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 12,670 | $505K | 0.0% | $30.45 | -4.3% | COM | 34964C106 |
| — | BASIC ENERGY SVCS INC NEW | 17,285 | $504K | 0.0% | $15.79 | — | COM | 06985P100 |
| M | MACYS INC | 8,699 | $502K | 0.0% | $51.99 | +11.6% | COM | 55616P104 |
| KO | COCA COLA CO | 11,607 | $493K | 0.0% | $27.85 | +0.9% | COM | 191216100 |
| — | ALZA CORP | 342,000 | $492K | 0.0% | $1.26 | — | SDCV 7/2 | 02261WAB5 |
| REGN | REGENERON PHARMACEUTICALS | 1,732 | $489K | 0.0% | $259.18 | +13.7% | COM | 75886F107 |
| — | BIND THERAPEUTICS INC | 36,995 | $487K | 0.0% | $14.09 | — | COM | 05548N107 |
| EVC | ENTRAVISION COMMUNICATIONS C | 78,591 | $487K | 0.0% | $3.44 | -4.0% | CL A | 29382R107 |
| TJX | TJX COS INC NEW | 9,139 | $485K | 0.0% | $20.82 | +16.9% | COM | 872540109 |
| — | NUVASIVE INC | 423,000 | $484K | 0.0% | $1.19 | — | NOTE 2.750% 7/0 | 670704AC9 |
| CVGI | COMMERCIAL VEH GROUP INC | 47,750 | $480K | 0.0% | $9.50 | 0.0% | COM | 202608105 |
| — | RAYTHEON CO | 5,176 | $476K | 0.0% | $77.17 | — | COM NEW | 755111507 |
| KTOS | KRATOS DEFENSE & SEC SOLUTIO | 60,960 | $476K | 0.0% | $7.74 | +0.3% | COM NEW | 50077B207 |
| — | MYLAN INC | 9,210 | $475K | 0.0% | $40.41 | — | COM | 628530107 |
| — | ARRAY BIOPHARMA INC | 103,540 | $473K | 0.0% | $4.57 | — | COM | 04269X105 |
| — | DISCOVERY COMMUNICATNS NEW | 6,295 | $468K | 0.0% | $84.11 | — | COM SER A | 25470F104 |
| — | NUVERRA ENVIRONMENTAL SOLUTI | 23,255 | $468K | 0.0% | $20.12 | — | COM NEW | 67091K203 |
| — | THRESHOLD PHARMACEUTICAL INC | 117,640 | $466K | 0.0% | $3.96 | — | COM NEW | 885807206 |
| — | STANDARD PAC CORP NEW | 372,000 | $465K | 0.0% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | GLU MOBILE INC | 92,380 | $462K | 0.0% | $4.74 | — | COM | 379890106 |
| — | MORGANS HOTEL GROUP CO | 58,125 | $461K | 0.0% | $7.93 | — | COM | 61748W108 |
| — | GENCORP INC | 24,055 | $460K | 0.0% | $18.30 | — | COM | 368682100 |
| CHGG | CHEGG INC | 64,910 | $457K | 0.0% | $6.97 | -12.6% | COM | 163092109 |
| — | VITESSE SEMICONDUCTOR CORP | 131,260 | $453K | 0.0% | $3.45 | — | COM NEW | 928497304 |
| — | CARROLS RESTAURANT GROUP INC | 63,775 | $453K | 0.0% | $7.10 | — | COM | 14574X104 |
| — | MADISON SQUARE GARDEN CO | 7,164 | $447K | 0.0% | $62.40 | — | CL A | 55826P100 |
| BAC | BANK OF AMERICA CORPORATION | 28,813 | $442K | 0.0% | $10.03 | +22.1% | COM | 060505104 |
| — | DONNELLEY R R & SONS CO | 26,015 | $442K | 0.0% | $16.99 | — | COM | 257867101 |
| — | INTERNAP NETWORK SVCS CORP | 61,780 | $436K | 0.0% | $7.06 | — | COM PAR $.001 | 45885A300 |
| — | CYAN INC | 106,430 | $428K | 0.0% | $4.02 | — | COM | 23247W104 |
| — | BIOMARIN PHARMACEUTICAL INC | 413,000 | $425K | 0.0% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NORCRAFT COS INC | 29,000 | $415K | 0.0% | $15.57 | — | COM | 65557Y105 |
| PSEC | PROSPECT CAPITAL CORPORATION | 38,805 | $412K | 0.0% | $2.52 | -1.8% | COM | 74348T102 |
| — | XOMA CORP DEL | 89,760 | $412K | 0.0% | $5.10 | — | COM | 98419J107 |
| — | HEWLETT PACKARD CO | 12,200 | $411K | 0.0% | $26.55 | — | COM | 428236103 |
| — | VITACOST COM INC | 65,340 | $409K | 0.0% | $7.10 | — | COM | 92847A200 |
| SBUX | STARBUCKS CORP | 5,269 | $407K | 0.0% | $24.37 | +18.5% | COM | 855244109 |
| MRK | MERCK & CO INC NEW | 7,044 | $407K | 0.0% | $30.22 | +25.6% | COM | 58933Y105 |
| PEP | PEPSICO INC | 4,520 | $403K | 0.0% | $56.00 | +8.8% | COM | 713448108 |
| — | INGERSOLL-RAND PLC | 6,428 | $402K | 0.0% | $64.92 | — | SHS | G47791101 |
| COP | CONOCOPHILLIPS | 4,667 | $401K | 0.0% | $39.96 | +33.5% | COM | 20825C104 |
| QCOM | QUALCOMM INC | 5,010 | $397K | 0.0% | $45.06 | +27.2% | COM | 747525103 |
| — | KALOBIOS PHARMACEUTICALS INC | 173,360 | $394K | 0.0% | $2.46 | — | COM | 48344T100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,109 | $394K | 0.0% | $110.02 | +15.0% | CL B NEW | 084670702 |
| — | LUMENIS LTD | 40,400 | $394K | 0.0% | $9.75 | — | SHS CL B | M6778Q121 |
| GM | GENERAL MTRS CO | 10,787 | $391K | 0.0% | $24.45 | +7.6% | COM | 37045V100 |
| — | PRICELINE GRP INC | 98,000 | $386K | 0.0% | $3.59 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | CTI BIOPHARMA CORP | 135,525 | $382K | 0.0% | $2.82 | — | COM | 12648L106 |
| DIS | DISNEY WALT CO | 4,452 | $381K | 0.0% | $56.11 | +30.9% | COM DISNEY | 254687106 |
| INTC | INTEL CORP | 12,175 | $377K | 0.0% | $17.18 | +20.4% | COM | 458140100 |
| — | PERION NETWORK LTD | 37,134 | $374K | 0.0% | $12.24 | — | SHS | M78673106 |
| — | PRICELINE GRP INC | 314 | $373K | 0.0% | $1187.90 | — | COM NEW | 741503403 |
| MCK | MCKESSON CORP | 1,972 | $369K | 0.0% | $101.46 | +60.9% | COM | 58155Q103 |
| — | FINISAR CORP | 18,495 | $365K | 0.0% | $19.74 | — | COM NEW | 31787A507 |
| UCTT | ULTRA CLEAN HLDGS INC | 40,405 | $365K | 0.0% | $9.56 | 0.0% | COM | 90385V107 |
| CSCO | CISCO SYS INC | 14,633 | $364K | 0.0% | $15.61 | +6.7% | COM | 17275R102 |
| — | TIME WARNER INC | 5,145 | $364K | 0.0% | $57.78 | — | COM NEW | 887317303 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 3,146 | $363K | 0.0% | $99.10 | — | SPONSORED ADR | 03524A108 |
| — | SUNSHINE HEART INC | 64,445 | $362K | 0.0% | $8.12 | — | COM | 86782U106 |
| — | MARATHON OIL CORP | 8,900 | $355K | 0.0% | $35.47 | — | COM | 565849106 |
| — | KRAFT FOODS GROUP INC | 5,890 | $354K | 0.0% | $55.96 | — | COM | 50076Q106 |
| UNH | UNITEDHEALTH GROUP INC | 4,336 | $354K | 0.0% | $50.75 | +28.5% | COM | 91324P102 |
| — | SEAGATE TECHNOLOGY PLC | 6,200 | $353K | 0.0% | $56.37 | — | SHS | G7945M107 |
| — | ENTROPIC COMMUNICATIONS INC | 105,630 | $351K | 0.0% | $4.09 | — | COM | 29384R105 |
| — | MIDSTATES PETE CO INC | 47,920 | $347K | 0.0% | $6.62 | — | COM | 59804T100 |
| MAN | MANPOWERGROUP INC | 4,078 | $345K | 0.0% | $81.39 | 0.0% | COM | 56418H100 |
| DQ | DAQO NEW ENERGY CORP | 10,665 | $341K | 0.0% | $31.97 | — | SPNSRD ADR NEW | 23703Q203 |
| — | VIACOM INC NEW | 3,913 | $340K | 0.0% | $87.38 | — | CL B | 92553P201 |
| OII | OCEANEERING INTL INC | 4,350 | $340K | 0.0% | $71.61 | +2.4% | COM | 675232102 |
| — | YAHOO INC | 9,522 | $336K | 0.0% | $38.49 | — | COM | 984332106 |
| REXR | REXFORD INDL RLTY INC | 23,400 | $333K | 0.0% | $14.22 | — | COM | 76169C100 |
| HUN | HUNTSMAN CORP | 11,793 | $331K | 0.0% | $18.24 | +43.5% | COM | 447011107 |
| PM | PHILIP MORRIS INTL INC | 3,913 | $330K | 0.0% | $49.85 | -3.2% | COM | 718172109 |
| — | DISCOVER FINL SVCS | 5,260 | $327K | 0.0% | $48.12 | — | COM | 254709108 |
| PRU | PRUDENTIAL FINL INC | 3,640 | $324K | 0.0% | $52.24 | -1.7% | COM | 744320102 |
| MDLZ | MONDELEZ INTL INC | 8,513 | $322K | 0.0% | $23.16 | +22.2% | CL A | 609207105 |
| GILD | GILEAD SCIENCES INC | 3,887 | $322K | 0.0% | $39.25 | +37.8% | COM | 375558103 |
| — | ENSCO PLC | 5,800 | $322K | 0.0% | $55.52 | — | SHS CLASS A | G3157S106 |
| WMT | WAL-MART STORES INC | 4,286 | $322K | 0.0% | $19.98 | +2.7% | COM | 931142103 |
| PPG | PPG INDS INC | 1,520 | $321K | 0.0% | $59.61 | +35.8% | COM | 693506107 |
| — | RPX CORP | 17,985 | $319K | 0.0% | $16.90 | — | COM | 74972G103 |
| — | ISHARES | 20,100 | $318K | 0.0% | $15.82 | — | MSCI TAIWAN ETF | 464286731 |
| — | OMNICOM GROUP INC | 241,000 | $318K | 0.0% | $1.30 | — | NOTE 7/3 | 681919AV8 |
| — | LA JOLLA PHARMACEUTICAL CO | 34,335 | $316K | 0.0% | $9.20 | — | COM PAR $.0001 2 | 503459604 |
| — | WESTFIELD FINANCIAL INC NEW | 41,615 | $311K | 0.0% | $7.04 | — | COM | 96008P104 |
| — | XCERRA CORP | 34,000 | $309K | 0.0% | $9.09 | — | COM | 98400J108 |
| — | REACHLOCAL INC | 43,775 | $308K | 0.0% | $9.85 | — | COM | 75525F104 |
| AMZN | AMAZON COM INC | 932 | $303K | 0.0% | $15.14 | +4.5% | COM | 023135106 |
| — | CAI INTERNATIONAL INC | 13,610 | $301K | 0.0% | $24.66 | — | COM | 12477X106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,575 | $298K | 0.0% | $33.59 | 0.0% | COM | 45866F104 |
| — | AETNA INC NEW | 3,650 | $296K | 0.0% | $81.10 | — | COM | 00817Y108 |
| HY | HYSTER YALE MATLS HANDLING I | 3,240 | $287K | 0.0% | $68.30 | 0.0% | CL A | 449172105 |
| ZION | ZIONS BANCORPORATION | 9,700 | $286K | 0.0% | $30.38 | -3.2% | COM | 989701107 |
| TSCO | TRACTOR SUPPLY CO | 4,750 | $286K | 0.0% | $11.10 | 0.0% | COM | 892356106 |
| ABT | ABBOTT LABS | 6,984 | $285K | 0.0% | $28.85 | +9.2% | COM | 002824100 |
| AMG | AFFILIATED MANAGERS GROUP | 1,388 | $285K | 0.0% | $153.14 | +22.2% | COM | 008252108 |
| ESPR | ESPERION THERAPEUTICS INC NE | 17,858 | $283K | 0.0% | $14.45 | 0.0% | COM | 29664W105 |
| — | COWEN GROUP INC NEW | 66,185 | $279K | 0.0% | $4.41 | — | CL A | 223622101 |
| LCUT | LIFETIME BRANDS INC | 17,665 | $278K | 0.0% | $12.05 | +9.5% | COM | 53222Q103 |
| — | MEDTRONIC INC | 4,292 | $274K | 0.0% | $51.92 | — | COM | 585055106 |
| META | FACEBOOK INC | 4,051 | $274K | 0.0% | $49.86 | +22.5% | CL A | 30303M102 |
| — | KARYOPHARM THERAPEUTICS INC | 5,765 | $269K | 0.0% | $46.66 | — | COM | 48576U106 |
| — | HERCULES OFFSHORE INC | 66,300 | $267K | 0.0% | $4.03 | — | COM | 427093109 |
| — | LAM RESEARCH CORP | 3,917 | $266K | 0.0% | $51.18 | — | COM | 512807108 |
| — | ZYNGA INC | 82,600 | $265K | 0.0% | $3.21 | — | CL A | 98986T108 |
| PH | PARKER HANNIFIN CORP | 2,101 | $264K | 0.0% | $98.49 | +4.3% | COM | 701094104 |
| — | HUBBELL INC | 2,140 | $263K | 0.0% | $122.90 | — | CL B | 443510201 |
| URI | UNITED RENTALS INC | 2,512 | $263K | 0.0% | $51.55 | +83.6% | COM | 911363109 |
| — | UNITED TECHNOLOGIES CORP | 2,267 | $262K | 0.0% | $92.92 | — | COM | 913017109 |
| — | LIBERTY INTERACTIVE CORP | 8,900 | $262K | 0.0% | $29.44 | — | INT COM SER A | 53071M104 |
| UNP | UNION PAC CORP | 2,608 | $261K | 0.0% | $59.14 | +26.4% | COM | 907818108 |
| UPS | UNITED PARCEL SERVICE INC | 2,550 | $261K | 0.0% | $64.17 | +3.8% | CL B | 911312106 |
| USB | US BANCORP DEL | 5,929 | $258K | 0.0% | $22.41 | +24.6% | COM NEW | 902973304 |
| BIIB | BIOGEN IDEC INC | 816 | $257K | 0.0% | $213.68 | +40.8% | COM | 09062X103 |
| IWM | ISHARES | 2,156 | $256K | 0.0% | $115.22 | — | RUSSELL 2000 ETF | 464287655 |
| EOG | EOG RES INC | 2,162 | $254K | 0.0% | $46.52 | +64.8% | COM | 26875P101 |
| EWY | ISHARES | 3,875 | $252K | 0.0% | $61.47 | — | MSCI STH KOR ETF | 464286772 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,389 | $252K | 0.0% | $117.21 | -4.2% | COM | 459200101 |
| — | SKY-MOBI LTD | 30,360 | $251K | 0.0% | $8.27 | — | SPONSORED ADS | 83084G109 |
| — | SANCHEZ ENERGY CORP | 6,628 | $249K | 0.0% | $26.25 | — | COM | 79970Y105 |
| — | CANCER GENETICS INC | 22,010 | $249K | 0.0% | $13.79 | — | COM | 13739U104 |
| IWO | ISHARES | 1,755 | $243K | 0.0% | $135.91 | — | RUS 2000 GRW ETF | 464287648 |
| AXP | AMERICAN EXPRESS CO | 2,564 | $243K | 0.0% | $69.27 | +10.3% | COM | 025816109 |
| BK | BANK NEW YORK MELLON CORP | 6,520 | $242K | 0.0% | $22.33 | +16.8% | COM | 064058100 |
| — | HEALTHWAYS INC | 220,000 | $242K | 0.0% | $1.10 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | SUNTRUST BKS INC | 5,974 | $239K | 0.0% | $31.61 | — | COM | 867914103 |
| — | COVISINT CORP | 48,765 | $237K | 0.0% | $4.86 | — | COM | 22357R103 |
| — | HALCON RES CORP | 31,915 | $233K | 0.0% | $3.85 | — | COM NEW | 40537Q209 |
| MMM | 3M CO | 1,623 | $232K | 0.0% | $61.26 | +32.3% | COM | 88579Y101 |
| F | FORD MTR CO DEL | 13,256 | $228K | 0.0% | $7.61 | +16.6% | COM PAR $0.01 | 345370860 |
| EBF | ENNIS INC | 14,845 | $226K | 0.0% | $7.37 | 0.0% | COM | 293389102 |
| KR | KROGER CO | 4,579 | $226K | 0.0% | $15.90 | +17.5% | COM | 501044101 |
| — | DRIL-QUIP INC | 2,050 | $224K | 0.0% | $109.27 | — | COM | 262037104 |
| — | CONSTELLIUM NV | 6,900 | $221K | 0.0% | $32.03 | — | CL A | N22035104 |
| — | ACTAVIS PLC | 980 | $218K | 0.0% | $222.45 | — | SHS | G0083B108 |
| — | E M C CORP MASS | 7,997 | $212K | 0.0% | $23.64 | — | COM | 268648102 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 5,804 | $212K | 0.0% | $27.22 | +8.6% | COM | 35671D857 |
| EMR | EMERSON ELEC CO | 3,166 | $211K | 0.0% | $40.02 | +22.8% | COM | 291011104 |
| — | HOWARD HUGHES CORP | 1,335 | $211K | 0.0% | $142.94 | — | COM | 44267D107 |
| PKG | PACKAGING CORP AMER | 2,950 | $210K | 0.0% | $48.69 | 0.0% | COM | 695156109 |
| LEN | LENNAR CORP | 5,000 | $210K | 0.0% | $34.29 | 0.0% | CL A | 526057104 |
| GME | GAMESTOP CORP NEW | 5,150 | $209K | 0.0% | $6.93 | +2.9% | CL A | 36467W109 |
| — | PGT INC | 24,600 | $208K | 0.0% | $11.15 | — | COM | 69336V101 |
| — | RENTECH INC | 79,620 | $206K | 0.0% | $1.75 | — | COM | 760112102 |
| MO | ALTRIA GROUP INC | 4,865 | $205K | 0.0% | $19.20 | 0.0% | COM | 02209S103 |
| — | MARVELL TECHNOLOGY GROUP LTD | 14,100 | $202K | 0.0% | $14.33 | — | ORD | G5876H105 |
| VLO | VALERO ENERGY CORP NEW | 4,008 | $201K | 0.0% | $24.01 | +47.8% | COM | 91913Y100 |
| CMI | CUMMINS INC | 1,300 | $200K | 0.0% | $110.72 | 0.0% | COM | 231021106 |
| STLD | STEEL DYNAMICS INC | 11,001 | $197K | 0.0% | $14.08 | -0.7% | COM | 858119100 |
| — | GROUP 1 AUTOMOTIVE INC | 128,000 | $182K | 0.0% | $1.29 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | OCLARO INC | 79,520 | $176K | 0.0% | $1.84 | — | COM NEW | 67555N206 |
| — | SUNPOWER CORP | 86,000 | $158K | 0.0% | $1.77 | — | DBCV 4.500% 3/1 | 867652AE9 |
| — | WABASH NATL CORP | 100,000 | $141K | 0.0% | $1.40 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | VONAGE HLDGS CORP | 35,230 | $133K | 0.0% | $3.78 | — | COM | 92886T201 |
| — | BIOMARIN PHARMACEUTICAL INC | 38,000 | $116K | 0.0% | $3.07 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | EMERALD OIL INC | 11,490 | $88,000 | 0.0% | $6.71 | — | COM NEW | 29101U209 |
| — | ARES CAP CORP | 53,000 | $56,000 | 0.0% | $1.06 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | ENERSYS | 31,000 | $54,000 | 0.0% | $1.74 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | MEDIVATION INC | 29,000 | $46,000 | 0.0% | $1.59 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | PROSPECT CAPITAL CORPORATION | 31,000 | $33,000 | 0.0% | $1.10 | — | NOTE 6.250%12/1 | 74348TAC6 |
| — | REDWOOD TR INC | 24,000 | $25,000 | 0.0% | $1.00 | — | NOTE 4.625% 4/1 | 758075AB1 |