Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 12, 2014
Total Value: $1.025B (39.0% shares, 61.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 235,946 | $46.49M | 4.5% | $166.14 | — | TR UNIT | 78462F103 |
| — | GILEAD SCIENCES INC | 7,900,000 | $36.89M | 3.6% | $2.55 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | INTEL CORP | 18,965,000 | $31.8M | 3.1% | $1.32 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | WELLPOINT INC | 12,876,000 | $21.33M | 2.1% | $1.41 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NOVELLUS SYS INC | 8,966,000 | $19.54M | 1.9% | $1.46 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | PRICELINE GRP INC | 13,410,000 | $18.05M | 1.8% | $1.21 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | MICRON TECHNOLOGY INC | 13,352,000 | $17.56M | 1.7% | $1.31 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | WELLS FARGO & CO NEW | 12,519 | $15.05M | 1.5% | $1188.54 | — | PERP PFD CNV A | 949746804 |
| — | MICROCHIP TECHNOLOGY INC | 7,964,000 | $14.78M | 1.4% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | BANK AMER CORP | 12,771 | $14.64M | 1.4% | $1127.46 | — | 7.25%CNV PFD L | 060505682 |
| — | FOREST CITY ENTERPRISES INC | 12,139,000 | $13.33M | 1.3% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | SANDISK CORP | 6,541,000 | $12.58M | 1.2% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | TESLA MTRS INC | 12,250,000 | $11.64M | 1.1% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | HEALTH CARE REIT INC | 203,182 | $11.61M | 1.1% | $56.81 | — | PFD PER CON I | 42217K601 |
| — | STILLWATER MNG CO | 8,923,000 | $11.38M | 1.1% | $1.06 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | WELLS FARGO & CO | 11,475,000 | $11.25M | 1.1% | $0.98 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 7,617,000 | $10.12M | 1.0% | $1.22 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | INTEL CORP | 7,786,000 | $9.908M | 1.0% | $1.16 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | FORD MTR CO DEL | 5,764,000 | $9.88M | 1.0% | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | WESCO INTL INC | 3,469,000 | $9.656M | 0.9% | $2.50 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ENCORE CAP GROUP INC | 8,407,000 | $9.564M | 0.9% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | SOLARCITY CORP | 7,974,000 | $9.529M | 0.9% | $1.27 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | NEWPARK RES INC | 7,125,000 | $9.445M | 0.9% | $1.32 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | MERITOR INC | 6,542,000 | $9.392M | 0.9% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | MYLAN INC | 2,691,000 | $9.19M | 0.9% | $3.00 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | LAM RESEARCH CORP | 6,753,000 | $9.094M | 0.9% | $1.20 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | KEYCORP NEW | 68,616 | $8.952M | 0.9% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | WORKDAY INC | 7,150,000 | $8.818M | 0.9% | $1.23 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | PRICELINE GRP INC | 7,650,000 | $8.513M | 0.8% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | SPANSION LLC | 4,850,000 | $8.476M | 0.8% | $1.75 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | WALTER INVT MGMT CORP | 10,250,000 | $8.355M | 0.8% | $0.98 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | XILINX INC | 5,550,000 | $8.217M | 0.8% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | OMNICARE INC | 7,922,000 | $8.211M | 0.8% | $1.06 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | DEALERTRACK TECHNOLOGIES INC | 6,225,000 | $8.061M | 0.8% | $1.34 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | ALCOA INC | 159,650 | $7.956M | 0.8% | $49.83 | — | DEP SHS 1/10TH | 013817309 |
| — | VIPSHOP HLDGS LTD | 6,638,000 | $7.853M | 0.8% | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | SALESFORCE COM INC | 6,987,000 | $7.791M | 0.8% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MACQUARIE INFRASTR CO LLC | 6,850,000 | $7.594M | 0.7% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | OLD REP INTL CORP | 6,195,000 | $7.252M | 0.7% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | CIENA CORP | 6,000,000 | $7.181M | 0.7% | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | WRIGHT MED GROUP INC | 5,363,000 | $7.163M | 0.7% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | TESLA MTRS INC | 7,513,000 | $7.141M | 0.7% | $0.94 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | ICONIX BRAND GROUP INC | 5,611,000 | $7.076M | 0.7% | $1.23 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | GENERAL CABLE CORP DEL NEW | 9,550,000 | $6.494M | 0.6% | $1.09 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | SALIX PHARMACEUTICALS INC | 2,672,000 | $6.463M | 0.6% | $1.27 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | WEB COM GROUP INC | 7,000,000 | $6.396M | 0.6% | $0.91 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | CUBIST PHARMACEUTICALS INC | 2,700,000 | $6.29M | 0.6% | $1.98 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | CEMEX SAB DE CV | 4,250,000 | $6.254M | 0.6% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | MEDICINES CO | 5,651,000 | $5.993M | 0.6% | $1.48 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | PROLOGIS | 5,578,000 | $5.862M | 0.6% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | COBALT INTL ENERGY INC | 7,000,000 | $5.797M | 0.6% | $0.83 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,500,000 | $5.564M | 0.5% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | HOLOGIC INC | 4,680,000 | $5.56M | 0.5% | $1.15 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | HORSEHEAD HLDG CORP | 4,250,000 | $5.446M | 0.5% | $1.13 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | DEPOMED INC | 5,000,000 | $5.269M | 0.5% | $1.05 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | AMAG PHARMACEUTICALS INC | 3,875,000 | $5.198M | 0.5% | $1.14 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | PHH CORP | 2,705,000 | $5.152M | 0.5% | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | RPM INTL INC | 4,581,000 | $5.138M | 0.5% | $1.11 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | MICRON TECHNOLOGY INC | 1,631,000 | $5.122M | 0.5% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | CUBIST PHARMACEUTICALS INC | 4,647,000 | $5.011M | 0.5% | $1.08 | — | NOTE 1.125% 9/0 | 229678AF4 |
| — | GT ADVANCED TECHNOLOGIES INC | 4,275,000 | $4.844M | 0.5% | $1.60 | — | NOTE 3.000%12/1 | 36191UAB2 |
| — | BOTTOMLINE TECH DEL INC | 4,300,000 | $4.832M | 0.5% | $1.15 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | B2GOLD CORP | 5,000,000 | $4.75M | 0.5% | $0.95 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | DOMINION RES INC VA NEW | 83,239 | $4.656M | 0.5% | $55.61 | — | UNIT 04/01/2013 | 25746U703 |
| — | FORESTAR GROUP INC | 4,378,000 | $4.554M | 0.4% | $1.14 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | LIBERTY INTERACTIVE LLC | 3,386,000 | $4.453M | 0.4% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 203,500 | $4.31M | 0.4% | $19.13 | — | MAND CV NT 16 | L0302D178 |
| — | MGM RESORTS INTERNATIONAL | 3,399,000 | $4.281M | 0.4% | $1.15 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | MERITAGE HOMES CORP | 4,275,000 | $4.263M | 0.4% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | ELECTRONIC ARTS INC | 3,448,000 | $4.253M | 0.4% | $1.07 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | LAM RESEARCH CORP | 3,336,000 | $4.242M | 0.4% | $1.23 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | SPECTRANETICS CORP | 3,750,000 | $4.209M | 0.4% | $1.07 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | CORNERSTONE ONDEMAND INC | 4,225,000 | $4.197M | 0.4% | $0.99 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | TESARO INC | 4,000,000 | $4.175M | 0.4% | $1.04 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | NEXTERA ENERGY INC | 69,078 | $4.139M | 0.4% | $55.13 | — | UNIT 09/01/2015 | 65339F887 |
| — | RAMCO-GERSHENSON PPTYS TR | 67,700 | $4.068M | 0.4% | $61.43 | — | PERP PFD-D CV | 751452608 |
| FLOT | ISHARES TR | 79,812 | $4.058M | 0.4% | $50.60 | — | FLTG RATE BD ETF | 46429B655 |
| — | OMNICARE INC | 3,691,000 | $4.049M | 0.4% | $1.01 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| IGSB | ISHARES | 38,395 | $4.043M | 0.4% | $105.09 | — | 1-3 YR CR BD ETF | 464288646 |
| — | TYSON FOODS INC | 79,080 | $3.977M | 0.4% | $50.29 | — | UNIT 99/99/9999 | 902494301 |
| — | STERLITE INDS INDIA LTD | 4,000,000 | $3.974M | 0.4% | $0.97 | — | NOTE 4.000%10/3 | 859737AB4 |
| — | IRIDIUM COMMUNICATIONS INC | 11,600 | $3.944M | 0.4% | $334.00 | — | PERP PFD CNV B | 46269C409 |
| — | RADIAN GROUP INC | 2,725,000 | $3.891M | 0.4% | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | BRISTOW GROUP INC | 3,581,000 | $3.85M | 0.4% | $1.20 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | ARES CAP CORP | 3,672,000 | $3.828M | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | MEDIDATA SOLUTIONS INC | 3,500,000 | $3.811M | 0.4% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | SERVICESOURCE INTL LLC | 5,047,000 | $3.81M | 0.4% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | THERAVANCE INC | 4,000,000 | $3.791M | 0.4% | $1.55 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | COBALT INTL ENERGY INC | 4,099,000 | $3.663M | 0.4% | $1.07 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,750,000 | $3.636M | 0.4% | $1.03 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | ASCENT CAP GROUP INC | 4,000,000 | $3.554M | 0.3% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | CHIQUITA BRANDS INTL INC | 3,550,000 | $3.55M | 0.3% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | HAWAIIAN HOLDINGS INC | 2,003,000 | $3.547M | 0.3% | $1.14 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | ON SEMICONDUCTOR CORP | 3,143,000 | $3.528M | 0.3% | $1.20 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | STONE ENERGY CORP | 3,319,000 | $3.511M | 0.3% | $1.19 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | CONTINENTAL AIRLS INC | 1,396,000 | $3.456M | 0.3% | $1.77 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,118,000 | $3.413M | 0.3% | $1.08 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,899,000 | $3.388M | 0.3% | $1.34 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | DEVELOPERS DIVERSIFIED RLTY | 2,941,000 | $3.388M | 0.3% | $1.15 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,961,000 | $3.355M | 0.3% | $1.24 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | STANLEY BLACK & DECKER INC | 25,557 | $3.334M | 0.3% | $127.38 | — | UNIT 99/99/9999 | 854502309 |
| — | CONCUR TECHNOLOGIES INC | 2,526,000 | $3.299M | 0.3% | $1.15 | — | NOTE 0.500% 6/1 | 206708AC3 |
| — | AIRTRAN HLDGS INC | 1,311,000 | $3.253M | 0.3% | $1.57 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | UNITED TECHNOLOGIES CORP | 55,318 | $3.25M | 0.3% | $59.70 | — | UNIT 99/99/9999 | 913017117 |
| — | MOLINA HEALTHCARE INC | 2,733,000 | $3.219M | 0.3% | $1.20 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | STARWOOD PPTY TR INC | 2,998,000 | $3.21M | 0.3% | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | TTM TECHNOLOGIES INC | 3,300,000 | $3.206M | 0.3% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | CHESAPEAKE ENERGY CORP | 3,167,000 | $3.204M | 0.3% | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | JARDEN CORP | 2,338,000 | $3.192M | 0.3% | $1.40 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | BPZ RESOURCES INC | 3,250,000 | $3.165M | 0.3% | $0.98 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | WEBMD HEALTH CORP | 3,133,000 | $3.159M | 0.3% | $0.94 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,072,000 | $3.081M | 0.3% | $1.09 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | ARES CAP CORP | 2,889,000 | $3.011M | 0.3% | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | PACIRA PHARMACEUTICALS INC | 767,000 | $3M | 0.3% | $3.73 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | TESLA MTRS INC | 1,405,000 | $2.828M | 0.3% | $1.53 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | AKORN INC | 681,000 | $2.816M | 0.3% | $1.73 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | UNITED STATES STL CORP NEW | 1,687,000 | $2.764M | 0.3% | $1.33 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | SPIRIT RLTY CAP INC NEW | 2,750,000 | $2.653M | 0.3% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | ILLUMINA INC | 1,327,000 | $2.641M | 0.3% | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | EXELON CORP | 49,665 | $2.521M | 0.2% | $50.76 | — | UNIT 99/99/9999 | 30161N127 |
| — | MGIC INVT CORP WIS | 1,876,000 | $2.489M | 0.2% | $1.15 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | VERINT SYS INC | 2,292,000 | $2.486M | 0.2% | $1.08 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ROYAL GOLD INC | 2,371,000 | $2.461M | 0.2% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | AMTRUST FINL SVCS INC | 1,550,000 | $2.455M | 0.2% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | GOOGLE INC | 4,121 | $2.426M | 0.2% | $690.73 | — | CL A | 38259P508 |
| — | CALLAWAY GOLF CO | 2,150,000 | $2.408M | 0.2% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | FIDELITY NATIONAL FINANCIAL | 1,490,000 | $2.379M | 0.2% | $1.36 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | TELEFLEX INC | 1,356,000 | $2.35M | 0.2% | $1.36 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | GREENBRIER COS INC | 1,154,000 | $2.331M | 0.2% | $1.18 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | STARWOOD PPTY TR INC | 2,142,000 | $2.317M | 0.2% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | MEADOWBROOK INS GROUP INC | 2,375,000 | $2.293M | 0.2% | $1.05 | — | DBCV 5.000% 3/1 | 58319PAC2 |
| — | CROWN CASTLE INTL CORP | 21,366 | $2.234M | 0.2% | $99.69 | — | CNV PFD STK SR A | 228227500 |
| — | RTI INTL METALS INC | 2,334,000 | $2.232M | 0.2% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | PROSPECT CAPITAL CORPORATION | 2,144,000 | $2.199M | 0.2% | $1.06 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | RADIAN GROUP INC | 1,529,000 | $2.107M | 0.2% | $1.29 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | HORNBECK OFFSHORE SVCS INC N | 2,078,000 | $2.036M | 0.2% | $1.19 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | UNITED RENTALS INC | 199,000 | $1.987M | 0.2% | $4.88 | — | NOTE 4.000%11/1 | 911363AL3 |
| — | WEYERHAEUSER CO | 36,624 | $1.976M | 0.2% | $52.73 | — | PREF CONV SER A | 962166872 |
| AAPL | APPLE INC | 19,324 | $1.948M | 0.2% | $17.80 | +21.5% | COM | 037833100 |
| — | HUNTINGTON BANCSHARES INC | 1,456 | $1.932M | 0.2% | $1263.07 | — | PFD CONV SER A | 446150401 |
| — | JDS UNIPHASE CORP | 1,920,000 | $1.92M | 0.2% | $1.00 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | AIR LEASE CORP | 1,388,000 | $1.882M | 0.2% | $1.29 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | SEACOR HOLDINGS INC | 1,748,000 | $1.878M | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| JPM | JPMORGAN CHASE & CO | 29,701 | $1.789M | 0.2% | $36.73 | +17.4% | COM | 46625H100 |
| — | CADENCE DESIGN SYSTEM INC | 783,000 | $1.785M | 0.2% | $1.91 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | GENERAL ELECTRIC CO | 66,316 | $1.698M | 0.2% | $23.46 | — | COM | 369604103 |
| — | AMERICAN TOWER CORP NEW | 15,775 | $1.697M | 0.2% | $105.97 | — | PFD CONV SER A | 03027X308 |
| — | DANAHER CORP DEL | 754,000 | $1.663M | 0.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | UNITED THERAPEUTICS CORP DEL | 599,000 | $1.612M | 0.2% | $1.61 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | HEALTH CARE REIT INC | 1,276,000 | $1.554M | 0.2% | $1.29 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ICONIX BRAND GROUP INC | 1,153,000 | $1.469M | 0.1% | $1.27 | — | NOTE 1.500% 3/1 | 451055AF4 |
| C | CITIGROUP INC | 27,305 | $1.415M | 0.1% | $36.30 | +3.1% | COM NEW | 172967424 |
| — | EQUINIX INC | 731,000 | $1.406M | 0.1% | $1.68 | — | NOTE 3.000%10/1 | 29444UAG1 |
| JNJ | JOHNSON & JOHNSON | 12,442 | $1.327M | 0.1% | $62.93 | +20.1% | COM | 478160104 |
| XOM | EXXON MOBIL CORP | 13,669 | $1.284M | 0.1% | $53.82 | +14.3% | COM | 30231G102 |
| — | JANUS CAP GROUP INC | 897,000 | $1.249M | 0.1% | $1.15 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | ENDO HEALTH SOLUTIONS INC | 532,000 | $1.243M | 0.1% | $1.36 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| CMCSA | COMCAST CORP NEW | 22,986 | $1.238M | 0.1% | $15.66 | +35.2% | CL A | 20030N101 |
| XLU | SELECT SECTOR SPDR TR | 28,244 | $1.191M | 0.1% | $41.50 | — | SBI INT-UTILS | 81369Y886 |
| COF | CAPITAL ONE FINL CORP | 14,379 | $1.173M | 0.1% | $53.76 | +23.9% | COM | 14040H105 |
| — | LABORATORY CORP AMER HLDGS | 840,000 | $1.145M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | TEVA PHARMACEUTICAL FIN LLC | 824,000 | $1.058M | 0.1% | $1.28 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| PFE | PFIZER INC | 35,600 | $1.054M | 0.1% | $16.58 | +5.2% | COM | 717081103 |
| AAL | AMERICAN AIRLS GROUP INC | 29,158 | $1.036M | 0.1% | $29.74 | +24.9% | COM | 02376R102 |
| — | CBS CORP NEW | 17,508 | $936K | 0.1% | $57.23 | — | CL B | 124857202 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $934K | 0.1% | $63.06 | +12.3% | COM | 494368103 |
| MSFT | MICROSOFT CORP | 19,719 | $914K | 0.1% | $26.70 | +41.0% | COM | 594918104 |
| IVZ | INVESCO LTD | 22,232 | $879K | 0.1% | $19.67 | +22.1% | SHS | G491BT108 |
| — | HOLOGIC INC | 830,000 | $874K | 0.1% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ARES CAP CORP | 779,000 | $813K | 0.1% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| IYR | ISHARES TR | 11,751 | $813K | 0.1% | $67.50 | — | U.S. REAL ES ETF | 464287739 |
| IP | INTL PAPER CO | 16,956 | $808K | 0.1% | $25.94 | +10.4% | COM | 460146103 |
| — | RAYONIER TRS HLDGS INC | 598,000 | $798K | 0.1% | $1.64 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| — | ISHARES TR | 40,550 | $793K | 0.1% | $19.56 | — | MSCI UTD KNGDM | 46434V548 |
| LYB | LYONDELLBASELL INDUSTRIES N | 7,154 | $776K | 0.1% | $33.82 | +75.1% | SHS - A - | N53745100 |
| — | CELGENE CORP | 7,887 | $747K | 0.1% | $103.38 | — | COM | 151020104 |
| — | COWEN GROUP INC NEW | 196,790 | $738K | 0.1% | $3.97 | — | CL A | 223622101 |
| — | ALZA CORP | 504,000 | $737K | 0.1% | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| BA | BOEING CO | 5,741 | $733K | 0.1% | $82.99 | +31.7% | COM | 097023105 |
| MCK | MCKESSON CORP | 3,747 | $728K | 0.1% | $137.17 | +28.9% | COM | 58155Q103 |
| — | CHANNELADVISOR CORP | 44,350 | $728K | 0.1% | $16.41 | — | COM | 159179100 |
| MA | MASTERCARD INC | 9,781 | $723K | 0.1% | $70.03 | +1.5% | CL A | 57636Q104 |
| OXY | OCCIDENTAL PETE CORP DEL | 7,469 | $715K | 0.1% | $57.93 | +17.4% | COM | 674599105 |
| VZ | VERIZON COMMUNICATIONS INC | 14,174 | $706K | 0.1% | $27.00 | +3.0% | COM | 92343V104 |
| CVX | CHEVRON CORP NEW | 5,896 | $704K | 0.1% | $71.30 | +10.1% | COM | 166764100 |
| ABBV | ABBVIE INC | 12,154 | $700K | 0.1% | $27.00 | +30.3% | COM | 00287Y109 |
| DHI | D R HORTON INC | 33,765 | $693K | 0.1% | $19.86 | -2.1% | COM | 23331A109 |
| — | RENTECH INC | 404,745 | $693K | 0.1% | $1.72 | — | COM | 760112102 |
| L | LOEWS CORP | 16,540 | $689K | 0.1% | $42.08 | -3.3% | COM | 540424108 |
| — | TWENTY FIRST CENTY FOX INC | 19,662 | $675K | 0.1% | $33.51 | — | CL A | 90130A101 |
| — | RPX CORP | 48,791 | $672K | 0.1% | $14.93 | — | COM | 74972G103 |
| — | CIMATRON LTD | 111,030 | $672K | 0.1% | $8.29 | — | ORD | M23798107 |
| — | DOW CHEM CO | 12,585 | $661K | 0.1% | $39.13 | — | COM | 260543103 |
| SLB | SCHLUMBERGER LTD | 6,482 | $660K | 0.1% | $52.90 | +50.3% | COM | 806857108 |
| ARCC | ARES CAP CORP | 40,565 | $657K | 0.1% | $5.44 | +4.4% | COM | 04010L103 |
| AGG | ISHARES TR | 6,010 | $656K | 0.1% | $107.59 | — | CORE US AGGBD ET | 464287226 |
| V | VISA INC | 2,973 | $635K | 0.1% | $45.29 | +9.6% | COM CL A | 92826C839 |
| FDX | FEDEX CORP | 3,926 | $635K | 0.1% | $81.95 | +57.5% | COM | 31428X106 |
| MBI | MBIA INC | 67,666 | $623K | 0.1% | $5.13 | -16.5% | COM | 55262C100 |
| PG | PROCTER & GAMBLE CO | 7,433 | $622K | 0.1% | $55.63 | +7.4% | COM | 742718109 |
| DAL | DELTA AIR LINES INC DEL | 17,014 | $615K | 0.1% | $18.81 | +77.4% | COM NEW | 247361702 |
| — | ISHARES | 50,925 | $602K | 0.1% | $11.82 | — | MRG RL ES CP ETF | 464288539 |
| WFC | WELLS FARGO & CO NEW | 11,490 | $597K | 0.1% | $27.80 | +34.6% | COM | 949746101 |
| GILD | GILEAD SCIENCES INC | 5,572 | $594K | 0.1% | $47.95 | +41.9% | COM | 375558103 |
| T | AT&T INC | 16,667 | $587K | 0.1% | $11.40 | +4.4% | COM | 00206R102 |
| EVC | ENTRAVISION COMMUNICATIONS C | 147,341 | $585K | 0.1% | $3.24 | -7.2% | CL A | 29382R107 |
| — | CANCER GENETICS INC | 64,463 | $581K | 0.1% | $10.64 | — | COM | 13739U104 |
| BCS | BARCLAYS PLC | 38,875 | $574K | 0.1% | $17.46 | — | ADR | 06738E204 |
| HAL | HALLIBURTON CO | 8,854 | $573K | 0.1% | $36.17 | +52.6% | COM | 406216101 |
| AMGN | AMGEN INC | 4,040 | $568K | 0.1% | $75.32 | +25.5% | COM | 031162100 |
| TJX | TJX COS INC NEW | 9,564 | $565K | 0.1% | $20.96 | +15.1% | COM | 872540109 |
| — | KALOBIOS PHARMACEUTICALS INC | 360,440 | $561K | 0.1% | $1.99 | — | COM | 48344T100 |
| MRK | MERCK & CO INC NEW | 9,334 | $552K | 0.1% | $32.46 | +21.3% | COM | 58933Y105 |
| MET | METLIFE INC | 10,104 | $542K | 0.1% | $26.46 | +25.8% | COM | 59156R108 |
| BANC | BANC CALIF INC | 46,600 | $541K | 0.1% | $9.14 | -4.4% | COM | 05990K106 |
| — | EPR PPTYS | 25,000 | $540K | 0.1% | $21.60 | — | PFD C CNV 5.75% | 26884U208 |
| AIG | AMERICAN INTL GROUP INC | 9,994 | $539K | 0.1% | $32.51 | +28.6% | COM NEW | 026874784 |
| — | ANADARKO PETE CORP | 5,276 | $536K | 0.1% | $84.04 | — | COM | 032511107 |
| — | GOOGLE INC | 920 | $529K | 0.1% | $574.22 | — | CL C | 38259P706 |
| EMN | EASTMAN CHEM CO | 6,483 | $526K | 0.1% | $51.72 | +13.0% | COM | 277432100 |
| — | FOOT LOCKER INC | 9,420 | $524K | 0.1% | $34.48 | — | COM | 344849104 |
| — | SEAGATE TECHNOLOGY PLC | 9,101 | $522K | 0.1% | $56.68 | — | SHS | G7945M107 |
| CVS | CVS HEALTH CORP | 6,547 | $520K | 0.1% | $41.96 | +37.0% | COM | 126650100 |
| — | DONNELLEY R R & SONS CO | 30,865 | $505K | 0.0% | $16.89 | — | COM | 257867101 |
| — | SUNTRUST BKS INC | 13,191 | $502K | 0.0% | $35.14 | — | COM | 867914103 |
| MFG | MIZUHO FINL GROUP INC | 140,340 | $502K | 0.0% | $4.24 | — | SPONSORED ADR | 60687Y109 |
| KO | COCA COLA CO | 11,607 | $497K | 0.0% | $27.85 | +3.6% | COM | 191216100 |
| — | MYLAN INC | 10,885 | $495K | 0.0% | $41.19 | — | COM | 628530107 |
| TXN | TEXAS INSTRS INC | 10,427 | $494K | 0.0% | $31.02 | +13.3% | COM | 882508104 |
| MWA | MUELLER WTR PRODS INC | 59,868 | $493K | 0.0% | $7.13 | +2.2% | COM SER A | 624758108 |
| BAC | BANK AMER CORP | 28,813 | $492K | 0.0% | $10.03 | +25.4% | COM | 060505104 |
| — | BROOKDALE SR LIVING INC | 382,000 | $490K | 0.0% | $1.18 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | KEYW HLDG CORP | 44,164 | $489K | 0.0% | $12.49 | — | COM | 493723100 |
| ETN | EATON CORP PLC | 7,693 | $488K | 0.0% | $50.72 | +6.7% | SHS | G29183103 |
| — | CYNOSURE INC | 22,695 | $477K | 0.0% | $23.99 | — | CL A | 232577205 |
| — | LA JOLLA PHARMACEUTICAL CO | 48,870 | $469K | 0.0% | $9.32 | — | COM PAR $.0001 2 | 503459604 |
| MXL | MAXLINEAR INC | 67,849 | $469K | 0.0% | $9.39 | -4.0% | CL A | 57776J100 |
| — | NUVASIVE INC | 421,000 | $468K | 0.0% | $1.19 | — | NOTE 2.750% 7/0 | 670704AC9 |
| HII | HUNTINGTON INGALLS INDS INC | 4,495 | $467K | 0.0% | $79.94 | 0.0% | COM | 446413106 |
| VLO | VALERO ENERGY CORP NEW | 9,983 | $461K | 0.0% | $29.17 | +11.9% | COM | 91913Y100 |
| LEA | LEAR CORP | 5,277 | $455K | 0.0% | $67.81 | +17.0% | COM NEW | 521865204 |
| — | SUNPOWER CORP | 305,000 | $450K | 0.0% | $1.48 | — | DBCV 0.750% 6/0 | 867652AG4 |
| ORCL | ORACLE CORP | 11,589 | $446K | 0.0% | $29.56 | +15.7% | COM | 68389X105 |
| — | VITESSE SEMICONDUCTOR CORP | 122,460 | $441K | 0.0% | $3.45 | — | COM NEW | 928497304 |
| — | BIOMARIN PHARMACEUTICAL INC | 413,000 | $438K | 0.0% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | MORGANS HOTEL GROUP CO | 54,125 | $437K | 0.0% | $7.93 | — | COM | 61748W108 |
| — | APACHE CORP | 4,622 | $435K | 0.0% | $83.97 | — | COM | 037411105 |
| — | VIACOM INC NEW | 5,638 | $434K | 0.0% | $84.20 | — | CL B | 92553P201 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,109 | $429K | 0.0% | $110.02 | +21.1% | CL B NEW | 084670702 |
| HD | HOME DEPOT INC | 4,663 | $428K | 0.0% | $56.53 | +16.3% | COM | 437076102 |
| INTC | INTEL CORP | 12,175 | $424K | 0.0% | $17.18 | +49.9% | COM | 458140100 |
| PEP | PEPSICO INC | 4,520 | $420K | 0.0% | $56.00 | +15.9% | COM | 713448108 |
| — | STANDARD PAC CORP NEW | 370,000 | $419K | 0.0% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| EBF | ENNIS INC | 31,745 | $418K | 0.0% | $7.15 | -2.7% | COM | 293389102 |
| UCTT | ULTRA CLEAN HLDGS INC | 46,258 | $414K | 0.0% | $9.53 | -2.2% | COM | 90385V107 |
| — | HEWLETT PACKARD CO | 11,650 | $412K | 0.0% | $26.55 | — | COM | 428236103 |
| PRU | PRUDENTIAL FINL INC | 4,675 | $411K | 0.0% | $52.84 | +4.0% | COM | 744320102 |
| — | CINCINNATI BELL INC NEW | 120,280 | $405K | 0.0% | $3.47 | — | COM | 171871106 |
| GM | GENERAL MTRS CO | 12,637 | $404K | 0.0% | $24.75 | +7.1% | COM | 37045V100 |
| — | INTERNAP NETWORK SVCS CORP | 57,830 | $399K | 0.0% | $7.06 | — | COM PAR $.001 | 45885A300 |
| DIS | DISNEY WALT CO | 4,452 | $397K | 0.0% | $56.11 | +41.3% | COM DISNEY | 254687106 |
| — | TIME WARNER INC | 5,145 | $388K | 0.0% | $57.78 | — | COM NEW | 887317303 |
| — | PRICELINE GRP INC | 336 | $387K | 0.0% | $1185.53 | — | COM NEW | 741503403 |
| — | BLACKHAWK NETWORK HLDGS INC | 11,855 | $384K | 0.0% | $24.41 | — | CL A | 09238E104 |
| — | SUNSHINE HEART INC | 67,485 | $383K | 0.0% | $8.01 | — | COM | 86782U106 |
| — | CONSTELLIUM NV | 15,475 | $380K | 0.0% | $27.89 | — | CL A | N22035104 |
| FORM | FORMFACTOR INC | 52,530 | $377K | 0.0% | $6.65 | +11.7% | COM | 346375108 |
| UNH | UNITEDHEALTH GROUP INC | 4,336 | $375K | 0.0% | $50.75 | +38.6% | COM | 91324P102 |
| QCOM | QUALCOMM INC | 5,010 | $375K | 0.0% | $45.06 | +23.0% | COM | 747525103 |
| — | PRICELINE GRP INC | 98,000 | $374K | 0.0% | $3.59 | — | NOTE 1.250% 3/1 | 741503AN6 |
| KTOS | KRATOS DEFENSE & SEC SOLUTIO | 56,960 | $374K | 0.0% | $7.74 | -4.0% | COM NEW | 50077B207 |
| — | GLOBAL EAGLE ENTMT INC | 33,250 | $373K | 0.0% | $11.22 | — | COM | 37951D102 |
| — | METLIFE INC | 11,992 | $368K | 0.0% | $49.42 | — | UNIT 99/99/9999 | 59156R116 |
| CSCO | CISCO SYS INC | 14,633 | $368K | 0.0% | $15.61 | +13.4% | COM | 17275R102 |
| AXP | AMERICAN EXPRESS CO | 4,186 | $367K | 0.0% | $72.07 | +6.1% | COM | 025816109 |
| — | YRC WORLDWIDE INC | 17,950 | $365K | 0.0% | $22.51 | — | COM PAR $.01 | 984249607 |
| — | AETNA INC NEW | 4,485 | $364K | 0.0% | $81.11 | — | COM | 00817Y108 |
| REXR | REXFORD INDL RLTY INC | 26,000 | $360K | 0.0% | $14.18 | — | COM | 76169C100 |
| — | MARVELL TECHNOLOGY GROUP LTD | 26,450 | $357K | 0.0% | $13.94 | — | ORD | G5876H105 |
| HUN | HUNTSMAN CORP | 13,693 | $356K | 0.0% | $19.49 | +39.8% | COM | 447011107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,825 | $356K | 0.0% | $33.53 | -1.1% | COM | 45866F104 |
| — | WORKDAY INC | 293,000 | $353K | 0.0% | $1.20 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| BIIB | BIOGEN IDEC INC | 1,056 | $350K | 0.0% | $240.06 | +37.4% | COM | 09062X103 |
| — | BASIC ENERGY SVCS INC NEW | 16,135 | $349K | 0.0% | $15.79 | — | COM | 06985P100 |
| — | ARRAY BIOPHARMA INC | 96,590 | $345K | 0.0% | $4.57 | — | COM | 04269X105 |
| — | XCERRA CORP | 35,150 | $344K | 0.0% | $9.11 | — | COM | 98400J108 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 2,996 | $332K | 0.0% | $99.10 | — | SPONSORED ADR | 03524A108 |
| URI | UNITED RENTALS INC | 2,947 | $328K | 0.0% | $60.02 | +81.5% | COM | 911363109 |
| ZION | ZIONS BANCORPORATION | 11,300 | $328K | 0.0% | $30.19 | -3.8% | COM | 989701107 |
| PM | PHILIP MORRIS INTL INC | 3,913 | $327K | 0.0% | $49.85 | -3.9% | COM | 718172109 |
| WMT | WAL-MART STORES INC | 4,286 | $327K | 0.0% | $19.98 | +1.6% | COM | 931142103 |
| — | PERION NETWORK LTD | 58,534 | $326K | 0.0% | $9.80 | — | SHS | M78673106 |
| — | JAKKS PAC INC | 45,795 | $326K | 0.0% | $7.74 | — | COM | 47012E106 |
| MAN | MANPOWERGROUP INC | 4,608 | $324K | 0.0% | $81.02 | -3.5% | COM | 56418H100 |
| — | CAPITAL SR LIVING CORP | 15,070 | $321K | 0.0% | $21.30 | — | COM | 140475104 |
| META | FACEBOOK INC | 4,051 | $321K | 0.0% | $49.86 | +46.1% | CL A | 30303M102 |
| — | NUVERRA ENVIRONMENTAL SOLUTI | 21,705 | $320K | 0.0% | $20.12 | — | COM NEW | 67091K203 |
| PH | PARKER HANNIFIN CORP | 2,801 | $320K | 0.0% | $98.23 | -0.8% | COM | 701094104 |
| HY | HYSTER YALE MATLS HANDLING I | 4,440 | $318K | 0.0% | $66.10 | -9.0% | CL A | 449172105 |
| — | DISCOVER FINL SVCS | 4,860 | $314K | 0.0% | $48.12 | — | COM | 254709108 |
| — | SILVER SPRING NETWORKS INC | 31,640 | $305K | 0.0% | $9.64 | — | COM | 82817Q103 |
| ALB | ALBEMARLE CORP | 5,150 | $303K | 0.0% | $54.91 | 0.0% | COM | 012653101 |
| AMZN | AMAZON COM INC | 932 | $302K | 0.0% | $15.14 | +9.9% | COM | 023135106 |
| — | CASTLE A M & CO | 35,175 | $301K | 0.0% | $8.56 | — | COM | 148411101 |
| — | POWERSECURE INTL INC | 31,430 | $301K | 0.0% | $9.58 | — | COM | 73936N105 |
| — | HOWARD HUGHES CORP | 2,000 | $300K | 0.0% | $145.28 | — | COM | 44267D107 |
| AMG | AFFILIATED MANAGERS GROUP | 1,488 | $298K | 0.0% | $156.12 | +26.5% | COM | 008252108 |
| MDLZ | MONDELEZ INTL INC | 8,513 | $293K | 0.0% | $23.16 | +22.3% | CL A | 609207105 |
| — | LAM RESEARCH CORP | 3,917 | $292K | 0.0% | $51.18 | — | COM | 512807108 |
| ABT | ABBOTT LABS | 6,984 | $290K | 0.0% | $28.85 | +18.3% | COM | 002824100 |
| IWO | ISHARES TR | 2,225 | $289K | 0.0% | $134.64 | — | RUS 2000 GRW ETF | 464287648 |
| — | INTEROIL CORP | 5,335 | $289K | 0.0% | $54.17 | — | COM | 460951106 |
| — | CARROLS RESTAURANT GROUP INC | 40,175 | $286K | 0.0% | $7.10 | — | COM | 14574X104 |
| — | HALCON RES CORP | 72,600 | $286K | 0.0% | $3.90 | — | COM NEW | 40537Q209 |
| UNP | UNION PAC CORP | 2,608 | $284K | 0.0% | $59.14 | +35.8% | COM | 907818108 |
| DIOD | DIODES INC | 11,900 | $284K | 0.0% | $26.46 | 0.0% | COM | 254543101 |
| PPG | PPG INDS INC | 1,420 | $279K | 0.0% | $59.61 | +39.9% | COM | 693506107 |
| IWM | ISHARES TR | 2,535 | $277K | 0.0% | $114.33 | — | RUSSELL 2000 ETF | 464287655 |
| — | CHESAPEAKE ENERGY CORP | 275,000 | $277K | 0.0% | $0.94 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| CVGI | COMMERCIAL VEH GROUP INC | 44,500 | $275K | 0.0% | $9.50 | -7.6% | COM | 202608105 |
| PTEN | PATTERSON UTI ENERGY INC | 8,400 | $274K | 0.0% | $33.96 | 0.0% | COM | 703481101 |
| COP | CONOCOPHILLIPS | 3,552 | $272K | 0.0% | $39.96 | +41.9% | COM | 20825C104 |
| ARAY | ACCURAY INC | 37,425 | $272K | 0.0% | $8.11 | 0.0% | COM | 004397105 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 3,750 | $271K | 0.0% | $65.72 | 0.0% | COM | 09061G101 |
| CMI | CUMMINS INC | 2,030 | $268K | 0.0% | $109.05 | -2.7% | COM | 231021106 |
| — | SAFEGUARD SCIENTIFICS INC | 14,380 | $265K | 0.0% | $18.43 | — | COM NEW | 786449207 |
| — | MEDTRONIC INC | 4,292 | $265K | 0.0% | $51.92 | — | COM | 585055106 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,389 | $265K | 0.0% | $117.21 | -2.5% | COM | 459200101 |
| OII | OCEANEERING INTL INC | 4,050 | $264K | 0.0% | $71.61 | -3.5% | COM | 675232102 |
| — | INGERSOLL-RAND PLC | 4,675 | $264K | 0.0% | $64.92 | — | SHS | G47791101 |
| — | BAZAARVOICE INC | 35,800 | $264K | 0.0% | $7.37 | — | COM | 073271108 |
| — | ENTROPIC COMMUNICATIONS INC | 98,730 | $262K | 0.0% | $4.09 | — | COM | 29384R105 |
| — | OPUS BK IRVINE CALIF | 8,545 | $262K | 0.0% | $30.66 | — | COM | 684000102 |
| — | RAYTHEON CO | 2,576 | $261K | 0.0% | $77.17 | — | COM NEW | 755111507 |
| M | MACYS INC | 4,449 | $257K | 0.0% | $51.99 | +14.0% | COM | 55616P104 |
| FCX | FREEPORT-MCMORAN INC | 7,879 | $257K | 0.0% | $28.38 | +11.5% | CL B | 35671D857 |
| — | PROSPECT CAPITAL CORPORATION | 244,000 | $251K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| PKG | PACKAGING CORP AMER | 3,875 | $247K | 0.0% | $48.50 | -1.3% | COM | 695156109 |
| — | GENCORP INC | 15,035 | $240K | 0.0% | $18.30 | — | COM | 368682100 |
| — | UNITED TECHNOLOGIES CORP | 2,267 | $238K | 0.0% | $92.92 | — | COM | 913017109 |
| — | FINISAR CORP | 14,195 | $236K | 0.0% | $19.74 | — | COM NEW | 31787A507 |
| — | E M C CORP MASS | 7,997 | $235K | 0.0% | $23.64 | — | COM | 268648102 |
| — | PGT INC | 25,211 | $235K | 0.0% | $11.11 | — | COM | 69336V101 |
| — | SEVENTY SEVEN ENERGY INC | 9,907 | $235K | 0.0% | $23.72 | — | COM | 818097107 |
| MMM | 3M CO | 1,623 | $230K | 0.0% | $61.26 | +36.3% | COM | 88579Y101 |
| EBAY | EBAY INC | 4,055 | $228K | 0.0% | $19.93 | -0.7% | COM | 278642103 |
| — | HEALTHWAYS INC | 220,000 | $228K | 0.0% | $1.10 | — | NOTE 1.500% 7/0 | 422245AB6 |
| GME | GAMESTOP CORP NEW | 5,510 | $227K | 0.0% | $6.99 | +11.8% | CL A | 36467W109 |
| — | MIDSTATES PETE CO INC | 44,770 | $226K | 0.0% | $6.62 | — | COM | 59804T100 |
| REGN | REGENERON PHARMACEUTICALS | 627 | $225K | 0.0% | $259.18 | +28.6% | COM | 75886F107 |
| MO | ALTRIA GROUP INC | 4,865 | $223K | 0.0% | $19.20 | +7.7% | COM | 02209S103 |
| — | DIAMOND RESORTS INTL INC | 9,800 | $223K | 0.0% | $22.76 | — | COM | 25272T104 |
| — | PENN VA CORP | 17,404 | $222K | 0.0% | $12.76 | — | COM | 707882106 |
| KR | KROGER CO | 4,229 | $220K | 0.0% | $15.90 | +27.9% | COM | 501044101 |
| — | ACTAVIS PLC | 905 | $218K | 0.0% | $222.45 | — | SHS | G0083B108 |
| EOG | EOG RES INC | 2,162 | $216K | 0.0% | $46.52 | +70.5% | COM | 26875P101 |
| — | MARATHON OIL CORP | 5,750 | $216K | 0.0% | $35.47 | — | COM | 565849106 |
| TSN | TYSON FOODS INC | 5,409 | $213K | 0.0% | $29.61 | 0.0% | CL A | 902494103 |
| TIP | ISHARES TR | 1,866 | $210K | 0.0% | $112.54 | — | TIPS BD ETF | 464287176 |
| COST | COSTCO WHSL CORP NEW | 1,655 | $208K | 0.0% | $97.13 | 0.0% | COM | 22160K105 |
| QURE | UNIQURE NV | 22,095 | $205K | 0.0% | $10.98 | 0.0% | SHS | N90064101 |
| STT | STATE STR CORP | 2,750 | $202K | 0.0% | $52.07 | 0.0% | COM | 857477103 |
| — | BIND THERAPEUTICS INC | 22,915 | $197K | 0.0% | $14.09 | — | COM | 05548N107 |
| F | FORD MTR CO DEL | 13,256 | $195K | 0.0% | $7.61 | +23.4% | COM PAR $0.01 | 345370860 |
| — | DICERNA PHARMACEUTICALS INC | 15,110 | $192K | 0.0% | $12.71 | — | COM | 253031108 |
| — | HAWAIIAN HOLDINGS INC | 13,800 | $186K | 0.0% | $13.48 | — | COM | 419879101 |
| — | XEROX CORP | 14,000 | $185K | 0.0% | $13.21 | — | COM | 984121103 |
| — | XOMA CORP DEL | 42,015 | $177K | 0.0% | $5.10 | — | COM | 98419J107 |
| AL | AIR LEASE CORP | 5,400 | $175K | 0.0% | $31.06 | 0.0% | CL A | 00912X302 |
| DHR | DANAHER CORP DEL | 2,174 | $166K | 0.0% | $30.07 | +3.6% | COM | 235851102 |
| IWN | ISHARES TR | 1,740 | $162K | 0.0% | $93.10 | — | RUS 2000 VAL ETF | 464287630 |
| — | THRESHOLD PHARMACEUTICAL INC | 42,240 | $152K | 0.0% | $3.96 | — | COM NEW | 885807206 |
| — | SKY-MOBI LTD | 18,100 | $147K | 0.0% | $8.27 | — | SPONSORED ADS | 83084G109 |
| — | CONTROL4 CORP | 11,365 | $146K | 0.0% | $12.85 | — | COM | 21240D107 |
| CDE | COEUR MNG INC | 28,900 | $143K | 0.0% | $7.69 | 0.0% | COM NEW | 192108504 |
| — | CALLON PETE CO DEL | 15,900 | $140K | 0.0% | $8.81 | — | COM | 13123X102 |
| — | DURATA THERAPEUTICS INC | 10,935 | $139K | 0.0% | $12.71 | — | COM | 26658A107 |
| — | BIOMARIN PHARMACEUTICAL INC | 37,000 | $132K | 0.0% | $3.07 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| — | WABASH NATL CORP | 100,000 | $132K | 0.0% | $1.40 | — | NOTE 3.375% 5/0 | 929566AH0 |
| KEY | KEYCORP NEW | 9,012 | $120K | 0.0% | $8.82 | 0.0% | COM | 493267108 |
| — | GENERAL CABLE CORP DEL NEW | 7,754 | $117K | 0.0% | $15.09 | — | COM | 369300108 |
| — | STANLEY BLACK & DECKER INC | 975 | $110K | 0.0% | $112.82 | — | UNIT 99/99/9999 | 854502804 |
| — | OCLARO INC | 74,320 | $106K | 0.0% | $1.84 | — | COM NEW | 67555N206 |
| MTG | MGIC INVT CORP WIS | 13,513 | $105K | 0.0% | $8.19 | 0.0% | COM | 552848103 |
| — | SUNPOWER CORP | 66,000 | $101K | 0.0% | $1.77 | — | DBCV 4.500% 3/1 | 867652AE9 |
| — | KEYW HLDG CORP | 93,000 | $93,000 | 0.0% | $1.00 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | CORNERSTONE ONDEMAND INC | 2,695 | $93,000 | 0.0% | $34.51 | — | COM | 21925Y103 |
| — | JEFFERIES GROUP INC NEW | 79,000 | $84,000 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | MEDIVATION INC | 27,000 | $54,000 | 0.0% | $1.59 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| CRM | SALESFORCE COM INC | 87 | $5,000 | 0.0% | $55.64 | 0.0% | COM | 79466L302 |
| CIEN | CIENA CORP | 165 | $3,000 | 0.0% | $19.60 | 0.0% | COM NEW | 171779309 |
| — | MERITOR INC | 185 | $2,000 | 0.0% | $10.81 | — | COM | 59001K100 |