CIK: 0000938487 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 11, 2015
Total Value ($000): $984,606 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 332,770 | $68,396 | 6.9% | $177.60 | — | TR UNIT | 78462F103 |
| — | INTEL CORP | 18,100,000 | $31,469 | 3.2% | $1.32 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | GILEAD SCIENCES INC | 4,536,000 | $18,776 | 1.9% | $2.55 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | WELLS FARGO & CO NEW | 14,131 | $17,165 | 1.7% | $1191.52 | — | PERP PFD CNV A | 949746804 |
| — | PRICELINE GRP INC | 12,668,000 | $16,834 | 1.7% | $1.21 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | MICRON TECHNOLOGY INC | 12,275,000 | $16,152 | 1.6% | $1.31 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | BANK AMER CORP | 13,792 | $16,044 | 1.6% | $1130.11 | — | 7.25%CNV PFD L | 060505682 |
| — | WELLS FARGO & CO | 13,423,000 | $14,840 | 1.5% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | NOVELLUS SYS INC | 5,769,000 | $13,225 | 1.3% | $1.46 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | INTEL CORP | 9,451,000 | $12,417 | 1.3% | $1.19 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | FOREST CITY ENTERPRISES INC | 10,239,000 | $11,686 | 1.2% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | YAHOO INC | 9,946,000 | $11,250 | 1.1% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | LAM RESEARCH CORP | 7,647,000 | $10,811 | 1.1% | $1.22 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | TESLA MTRS INC | 11,585,000 | $10,448 | 1.1% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MICROCHIP TECHNOLOGY INC | 5,772,000 | $10,299 | 1.0% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | HEALTH CARE REIT INC | 155,781 | $10,257 | 1.0% | $56.81 | — | PFD PER CON I | 42217K601 |
| — | PRICELINE GRP INC | 9,163,000 | $10,216 | 1.0% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | MYLAN INC | 2,271,000 | $9,595 | 1.0% | $3.00 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | MACQUARIE INFRASTR CO LLC | 8,236,000 | $9,308 | 0.9% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,133,000 | $9,281 | 0.9% | $1.22 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | WESCO INTL INC | 3,400,000 | $9,146 | 0.9% | $2.50 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ENCORE CAP GROUP INC | 8,118,000 | $9,071 | 0.9% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | TYSON FOODS INC | 179,508 | $9,015 | 0.9% | $50.25 | — | UNIT 99/99/9999 | 902494301 |
| — | STILLWATER MNG CO | 7,281,000 | $8,993 | 0.9% | $1.06 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | XILINX INC | 5,716,000 | $8,611 | 0.9% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | SERVICENOW INC | 7,464,000 | $8,492 | 0.9% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | SANDISK CORP | 4,403,000 | $8,457 | 0.9% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | MERITOR INC | 4,932,000 | $8,124 | 0.8% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | T MOBILE US INC | 153,992 | $8,046 | 0.8% | $52.25 | — | CONV PFD SER A | 872590203 |
| — | NAVISTAR INTL CORP NEW | 8,207,000 | $7,791 | 0.8% | $0.95 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | WORKDAY INC | 6,360,000 | $7,747 | 0.8% | $1.23 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | OLD REP INTL CORP | 6,377,000 | $7,386 | 0.8% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | NVIDIA CORP | 6,303,000 | $7,234 | 0.7% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CORNERSTONE ONDEMAND INC | 7,336,000 | $7,171 | 0.7% | $0.99 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ALCOA INC | 140,315 | $7,095 | 0.7% | $49.83 | — | DEP SHS 1/10TH | 013817309 |
| — | SOLARCITY CORP | 6,459,000 | $6,963 | 0.7% | $1.27 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | TESLA MTRS INC | 7,511,000 | $6,940 | 0.7% | $0.94 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | PROLOGIS | 6,211,000 | $6,901 | 0.7% | $1.14 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | DOMINION RES INC VA NEW | 114,590 | $6,887 | 0.7% | $56.84 | — | UNIT 04/01/2013 | 25746U703 |
| — | ACORDA THERAPEUTICS INC | 5,965,000 | $6,852 | 0.7% | $1.15 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | VIPSHOP HLDGS LTD | 5,606,000 | $6,671 | 0.7% | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | RPM INTL INC | 5,722,000 | $6,666 | 0.7% | $1.12 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | DEALERTRACK TECHNOLOGIES INC | 4,861,000 | $6,304 | 0.6% | $1.34 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | KEYCORP NEW | 47,894 | $6,248 | 0.6% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | INCYTE CORP | 3,971,000 | $6,118 | 0.6% | $1.54 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | SANDISK CORP | 5,055,000 | $6,091 | 0.6% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | WEB COM GROUP INC | 6,449,000 | $5,897 | 0.6% | $0.91 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | TTM TECHNOLOGIES INC | 6,088,000 | $5,848 | 0.6% | $1.04 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | JARDEN CORP | 3,682,000 | $5,775 | 0.6% | $1.46 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 5,123,000 | $5,661 | 0.6% | $1.24 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | SALESFORCE COM INC | 4,917,000 | $5,602 | 0.6% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | HOLOGIC INC | 4,486,000 | $5,590 | 0.6% | $1.15 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | CIENA CORP | 4,465,000 | $5,533 | 0.6% | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | NEXTERA ENERGY INC | 81,768 | $5,465 | 0.6% | $56.95 | — | UNIT 09/01/2015 | 65339F887 |
| — | SPECTRANETICS CORP | 4,250,000 | $5,450 | 0.6% | $1.09 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | MEDICINES CO | 4,652,000 | $5,403 | 0.5% | $1.48 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | DEPOMED INC | 4,893,000 | $5,282 | 0.5% | $1.05 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | PHH CORP | 2,638,000 | $5,202 | 0.5% | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | BLUCORA INC | 5,369,000 | $5,060 | 0.5% | $0.94 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | SALIX PHARMACEUTICALS INC | 2,729,000 | $4,976 | 0.5% | $1.28 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | AMAG PHARMACEUTICALS INC | 2,979,000 | $4,971 | 0.5% | $1.14 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | WEBMD HEALTH CORP | 4,965,000 | $4,953 | 0.5% | $1.00 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | TESARO INC | 3,968,000 | $4,945 | 0.5% | $1.04 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | ON SEMICONDUCTOR CORP | 4,149,000 | $4,934 | 0.5% | $1.20 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | NEWPARK RES INC | 4,328,000 | $4,866 | 0.5% | $1.32 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | BRISTOW GROUP INC | 4,665,000 | $4,851 | 0.5% | $1.16 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | ELECTRONIC ARTS INC | 3,118,000 | $4,698 | 0.5% | $1.07 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | WABASH NATL CORP | 3,578,000 | $4,500 | 0.5% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | FORESTAR GROUP INC | 4,723,000 | $4,500 | 0.5% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | BOTTOMLINE TECH DEL INC | 4,197,000 | $4,450 | 0.5% | $1.15 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | HORSEHEAD HLDG CORP | 3,653,000 | $4,438 | 0.5% | $1.13 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | QUIDEL CORP | 3,974,000 | $4,427 | 0.4% | $1.11 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | WELLS FARGO & CO | 2,894,000 | $4,415 | 0.4% | $1.53 | — | MTNF 0.125% 3/0 | 94986RCZ2 |
| — | MICRON TECHNOLOGY INC | 1,381,000 | $4,412 | 0.4% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | HAWAIIAN HOLDINGS INC | 1,311,000 | $4,346 | 0.4% | $1.14 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | IRIDIUM COMMUNICATIONS INC | 11,364 | $4,109 | 0.4% | $334.00 | — | PERP PFD CNV B | 46269C409 |
| — | PROOFPOINT INC | 2,978,000 | $4,088 | 0.4% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| IGSB | ISHARES | 38,395 | $4,040 | 0.4% | $105.09 | — | 1-3 YR CR BD ETF | 464288646 |
| — | MGM RESORTS INTERNATIONAL | 3,383,000 | $3,993 | 0.4% | $1.15 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | MOLINA HEALTHCARE INC | 2,819,000 | $3,921 | 0.4% | $1.21 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | B2GOLD CORP | 4,475,000 | $3,910 | 0.4% | $0.95 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | CTRIP COM INTL LTD | 3,970,000 | $3,871 | 0.4% | $0.98 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | MERITAGE HOMES CORP | 3,903,000 | $3,844 | 0.4% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | INCYTE CORP | 2,548,000 | $3,807 | 0.4% | $1.49 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,124,000 | $3,801 | 0.4% | $1.08 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | WEYERHAEUSER CO | 65,263 | $3,762 | 0.4% | $54.88 | — | PREF CONV SER A | 962166872 |
| — | SERVICESOURCE INTL LLC | 4,935,000 | $3,731 | 0.4% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | LIBERTY INTERACTIVE LLC | 2,599,000 | $3,697 | 0.4% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | COLONY FINL INC | 3,587,000 | $3,644 | 0.4% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | SINA CORP | 3,971,000 | $3,639 | 0.4% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | ENVESTNET INC | 3,477,000 | $3,582 | 0.4% | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | ARES CAP CORP | 3,471,000 | $3,575 | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | UNITED TECHNOLOGIES CORP | 56,808 | $3,493 | 0.4% | $59.74 | — | UNIT 99/99/9999 | 913017117 |
| — | CHIQUITA BRANDS INTL INC | 3,459,000 | $3,457 | 0.4% | $0.96 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | GENERAL CABLE CORP DEL NEW | 4,972,000 | $3,444 | 0.3% | $1.09 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | ICONIX BRAND GROUP INC | 2,821,000 | $3,318 | 0.3% | $1.23 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | AIRTRAN HLDGS INC | 1,133,000 | $3,317 | 0.3% | $1.57 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | RAMCO-GERSHENSON PPTYS TR | 49,657 | $3,302 | 0.3% | $61.43 | — | PERP PFD-D CV | 751452608 |
| — | AMTRUST FINL SVCS INC | 1,507,000 | $3,256 | 0.3% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | ALBANY MOLECULAR RESH INC | 2,687,000 | $3,250 | 0.3% | $1.21 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | CONTINENTAL AIRLS INC | 919,000 | $3,230 | 0.3% | $1.77 | — | NOTE 4.500% 1/1 | 210795PU8 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 2,731,000 | $3,195 | 0.3% | $1.03 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | STANLEY BLACK & DECKER INC | 23,275 | $3,195 | 0.3% | $127.38 | — | UNIT 99/99/9999 | 854502309 |
| — | WEBMD HEALTH CORP | 3,061,000 | $3,055 | 0.3% | $0.94 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | INTERDIGITAL INC | 2,692,000 | $2,994 | 0.3% | $1.11 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | WRIGHT MED GROUP INC | 2,479,000 | $2,991 | 0.3% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | RADIAN GROUP INC | 1,914,000 | $2,920 | 0.3% | $1.34 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | MGIC INVT CORP WIS | 1,938,000 | $2,834 | 0.3% | $1.16 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | CUBIST PHARMACEUTICALS INC | 2,134,000 | $2,830 | 0.3% | $1.08 | — | NOTE 1.125% 9/0 | 229678AF4 |
| — | ILLUMINA INC | 1,279,000 | $2,823 | 0.3% | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | FIDELITY NATIONAL FINANCIAL | 1,500,000 | $2,784 | 0.3% | $1.36 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | EXELON CORP | 52,135 | $2,766 | 0.3% | $50.87 | — | UNIT 99/99/9999 | 30161N127 |
| — | LAM RESEARCH CORP | 2,066,000 | $2,716 | 0.3% | $1.23 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | TESLA MTRS INC | 1,451,000 | $2,695 | 0.3% | $1.54 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | SPIRIT RLTY CAP INC NEW | 2,759,000 | $2,689 | 0.3% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TELEFLEX INC | 1,397,000 | $2,624 | 0.3% | $1.38 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | MEADOWBROOK INS GROUP INC | 2,306,000 | $2,605 | 0.3% | $1.05 | — | DBCV 5.000% 3/1 | 58319PAC2 |
| — | VERINT SYS INC | 2,332,000 | $2,573 | 0.3% | $1.08 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| BSV | VANGUARD BD INDEX FD INC | 31,920 | $2,554 | 0.3% | $80.01 | — | SHORT TRM BOND | 921937827 |
| SPSB | SPDR SERIES TRUST | 83,396 | $2,548 | 0.3% | $30.55 | — | BARC SHT TR CP | 78464A474 |
| — | NUVASIVE INC | 1,958,000 | $2,487 | 0.3% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ROYAL GOLD INC | 2,380,000 | $2,456 | 0.2% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | AMSURG CORP | 21,795 | $2,456 | 0.2% | $112.69 | — | PFD CNV SR A-1 % | 03232P504 |
| — | HUNTINGTON BANCSHARES INC | 1,842 | $2,454 | 0.2% | $1277.57 | — | PFD CONV SER A | 446150401 |
| — | J2 GLOBAL INC | 2,231,000 | $2,452 | 0.2% | $1.10 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | ASCENT CAP GROUP INC | 2,974,000 | $2,446 | 0.2% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | STARWOOD PPTY TR INC | 2,294,000 | $2,439 | 0.2% | $1.04 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | CEMEX SAB DE CV | 1,986,000 | $2,394 | 0.2% | $1.24 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | STARWOOD PPTY TR INC | 2,159,000 | $2,380 | 0.2% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | CALLAWAY GOLF CO | 2,099,000 | $2,364 | 0.2% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| AAPL | APPLE INC | 21,417 | $2,364 | 0.2% | $18.42 | +30.8% | COM | 037833100 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,404,000 | $2,361 | 0.2% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | GOOGLE INC | 4,444 | $2,358 | 0.2% | $679.09 | — | CL A | 38259P508 |
| — | ALERE INC | 7,500 | $2,356 | 0.2% | $314.13 | — | PERP PFD CONV SE | 01449J204 |
| — | THERAVANCE INC | 3,000,000 | $2,322 | 0.2% | $1.55 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | CROWN CASTLE INTL CORP NEW | 21,401 | $2,194 | 0.2% | $102.52 | — | CNV PFD STK SR A | 22822V200 |
| — | RTI INTL METALS INC | 2,244,000 | $2,180 | 0.2% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | MEDIDATA SOLUTIONS INC | 1,985,000 | $2,177 | 0.2% | $1.09 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | AKORN INC | 521,000 | $2,142 | 0.2% | $1.73 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | JDS UNIPHASE CORP | 1,988,000 | $2,101 | 0.2% | $1.00 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | CADENCE DESIGN SYSTEM INC | 809,000 | $2,039 | 0.2% | $1.93 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | SEACOR HOLDINGS INC | 1,784,000 | $1,886 | 0.2% | $1.22 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,038,000 | $1,884 | 0.2% | $1.24 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | DANAHER CORP DEL | 754,000 | $1,876 | 0.2% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | AIR LEASE CORP | 1,372,000 | $1,874 | 0.2% | $1.29 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | AMERICAN TOWER CORP NEW | 16,489 | $1,863 | 0.2% | $106.27 | — | PFD CONV SER A | 03027X308 |
| JPM | JPMORGAN CHASE & CO | 29,701 | $1,855 | 0.2% | $36.73 | +21.7% | COM | 46625H100 |
| — | HEALTH CARE REIT INC | 1,131,000 | $1,693 | 0.2% | $1.29 | — | NOTE 3.000%12/0 | 42217KAR7 |
| MSFT | MICROSOFT CORP | 36,023 | $1,675 | 0.2% | $32.67 | +22.1% | COM | 594918104 |
| — | PACIRA PHARMACEUTICALS INC | 462,000 | $1,651 | 0.2% | $3.73 | — | NOTE 3.250% 2/0 | 695127AB6 |
| C | CITIGROUP INC | 30,173 | $1,632 | 0.2% | $36.61 | +8.0% | COM NEW | 172967424 |
| — | UNITED THERAPEUTICS CORP DEL | 600,000 | $1,625 | 0.2% | $1.61 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| XRT | SPDR SERIES TRUST | 15,923 | $1,527 | 0.2% | $95.90 | — | S&P RETAIL ETF | 78464A714 |
| — | ARES CAP CORP | 1,448,000 | $1,490 | 0.2% | $1.06 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| JNJ | JOHNSON & JOHNSON | 14,144 | $1,479 | 0.2% | $64.66 | +19.6% | COM | 478160104 |
| KMB | KIMBERLY CLARK CORP | 12,353 | $1,427 | 0.1% | $66.93 | +13.7% | COM | 494368103 |
| — | ICONIX BRAND GROUP INC | 1,151,000 | $1,362 | 0.1% | $1.27 | — | NOTE 1.500% 3/1 | 451055AF4 |
| XLU | SELECT SECTOR SPDR TR | 28,116 | $1,329 | 0.1% | $41.50 | — | SBI INT-UTILS | 81369Y886 |
| — | ENDO HEALTH SOLUTIONS INC | 532,000 | $1,304 | 0.1% | $1.36 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | JANUS CAP GROUP INC | 855,000 | $1,296 | 0.1% | $1.15 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| XOM | EXXON MOBIL CORP | 13,621 | $1,259 | 0.1% | $53.82 | +7.8% | COM | 30231G102 |
| PFE | PFIZER INC | 38,690 | $1,206 | 0.1% | $16.70 | +7.6% | COM | 717081103 |
| — | GENERAL ELECTRIC CO | 46,559 | $1,175 | 0.1% | $23.46 | — | COM | 369604103 |
| WFC | WELLS FARGO & CO NEW | 20,712 | $1,134 | 0.1% | $32.69 | +18.6% | COM | 949746101 |
| AGG | ISHARES TR | 10,185 | $1,122 | 0.1% | $108.65 | — | CORE US AGGBD ET | 464287226 |
| IYR | ISHARES TR | 14,516 | $1,116 | 0.1% | $69.29 | — | U.S. REAL ES ETF | 464287739 |
| VZ | VERIZON COMMUNICATIONS INC | 22,285 | $1,044 | 0.1% | $27.24 | +1.5% | COM | 92343V104 |
| — | DYNEGY INC NEW DEL | 9,780 | $994 | 0.1% | $101.64 | — | PFD CONV SER A | 26817R207 |
| — | LABORATORY CORP AMER HLDGS | 667,000 | $963 | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| CMCSA | COMCAST CORP NEW | 16,500 | $957 | 0.1% | $15.66 | +35.8% | CL A | 20030N101 |
| — | HOLOGIC INC | 829,000 | $922 | 0.1% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | CELGENE CORP | 8,132 | $910 | 0.1% | $103.64 | — | COM | 151020104 |
| ABBV | ABBVIE INC | 13,675 | $896 | 0.1% | $28.47 | +41.4% | COM | 00287Y109 |
| — | CBS CORP NEW | 16,049 | $888 | 0.1% | $57.23 | — | CL B | 124857202 |
| PG | PROCTER & GAMBLE CO | 9,723 | $886 | 0.1% | $57.74 | +11.9% | COM | 742718109 |
| IVZ | INVESCO LTD | 22,200 | $878 | 0.1% | $19.67 | +23.1% | SHS | G491BT108 |
| MRK | MERCK & CO INC NEW | 15,184 | $862 | 0.1% | $35.12 | +12.1% | COM | 58933Y105 |
| COF | CAPITAL ONE FINL CORP | 10,259 | $845 | 0.1% | $53.76 | +23.8% | COM | 14040H105 |
| DAL | DELTA AIR LINES INC DEL | 17,014 | $836 | 0.1% | $18.81 | +95.8% | COM NEW | 247361702 |
| AMGN | AMGEN INC | 5,235 | $833 | 0.1% | $83.99 | +34.9% | COM | 031162100 |
| BAC | BANK AMER CORP | 45,409 | $812 | 0.1% | $11.31 | +19.8% | COM | 060505104 |
| — | TEVA PHARMACEUTICAL FIN LLC | 585,000 | $800 | 0.1% | $1.28 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| MCK | MCKESSON CORP | 3,747 | $778 | 0.1% | $137.17 | +36.2% | COM | 58155Q103 |
| MA | MASTERCARD INC | 8,756 | $754 | 0.1% | $70.03 | +9.0% | CL A | 57636Q104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,996 | $752 | 0.1% | $122.99 | +17.4% | CL B NEW | 084670702 |
| — | TWENTY FIRST CENTY FOX INC | 19,526 | $750 | 0.1% | $33.51 | — | CL A | 90130A101 |
| BA | BOEING CO | 5,741 | $746 | 0.1% | $82.99 | +33.3% | COM | 097023105 |
| IP | INTL PAPER CO | 13,636 | $732 | 0.1% | $25.94 | +18.2% | COM | 460146103 |
| — | ANADARKO PETE CORP | 8,783 | $722 | 0.1% | $83.31 | — | COM | 032511107 |
| ORCL | ORACLE CORP | 15,539 | $699 | 0.1% | $30.82 | +11.9% | COM | 68389X105 |
| L | LOEWS CORP | 16,540 | $695 | 0.1% | $42.08 | -5.7% | COM | 540424108 |
| AAL | AMERICAN AIRLS GROUP INC | 12,833 | $690 | 0.1% | $29.74 | +37.1% | COM | 02376R102 |
| AIG | AMERICAN INTL GROUP INC | 11,789 | $660 | 0.1% | $33.82 | +21.6% | COM NEW | 026874784 |
| MBI | MBIA INC | 67,361 | $642 | 0.1% | $5.13 | -18.0% | COM | 55262C100 |
| CVX | CHEVRON CORP NEW | 5,536 | $622 | 0.1% | $71.30 | -1.1% | COM | 166764100 |
| MET | METLIFE INC | 11,504 | $621 | 0.1% | $27.23 | +20.4% | COM | 59156R108 |
| INTC | INTEL CORP | 17,075 | $621 | 0.1% | $19.89 | +33.9% | COM | 458140100 |
| WMT | WAL-MART STORES INC | 7,161 | $617 | 0.1% | $20.73 | +5.3% | COM | 931142103 |
| — | KALOBIOS PHARMACEUTICALS INC | 353,190 | $612 | 0.1% | $1.99 | — | COM | 48344T100 |
| OXY | OCCIDENTAL PETE CORP DEL | 7,406 | $598 | 0.1% | $57.93 | +2.4% | COM | 674599105 |
| — | ISHARES | 51,031 | $597 | 0.1% | $11.82 | — | MRG RL ES CP ETF | 464288539 |
| — | RAYONIER TRS HLDGS INC | 490,000 | $595 | 0.1% | $1.64 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| HUN | HUNTSMAN CORP | 25,754 | $585 | 0.1% | $21.72 | +11.6% | COM | 447011107 |
| — | RPX CORP | 42,066 | $581 | 0.1% | $14.93 | — | COM | 74972G103 |
| UNP | UNION PAC CORP | 4,893 | $581 | 0.1% | $73.30 | +22.1% | COM | 907818108 |
| — | EPR PPTYS | 24,481 | $566 | 0.1% | $21.60 | — | PFD C CNV 5.75% | 26884U208 |
| — | ARES CAP CORP | 551,000 | $563 | 0.1% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | WALTER INVT MGMT CORP | 745,000 | $563 | 0.1% | $0.98 | — | NOTE 4.500%11/0 | 93317WAA0 |
| T | AT&T INC | 16,627 | $559 | 0.1% | $11.40 | +3.6% | COM | 00206R102 |
| BIIB | BIOGEN IDEC INC | 1,623 | $552 | 0.1% | $269.21 | +20.2% | COM | 09062X103 |
| — | SUNTRUST BKS INC | 13,191 | $551 | 0.1% | $35.14 | — | COM | 867914103 |
| GILD | GILEAD SCIENCES INC | 5,802 | $550 | 0.1% | $48.90 | +46.9% | COM | 375558103 |
| LEA | LEAR CORP | 5,572 | $544 | 0.1% | $68.22 | +10.8% | COM NEW | 521865204 |
| SLB | SCHLUMBERGER LTD | 6,287 | $538 | 0.1% | $52.90 | +27.3% | COM | 806857108 |
| — | FOOT LOCKER INC | 9,420 | $529 | 0.1% | $34.48 | — | COM | 344849104 |
| UCTT | ULTRA CLEAN HLDGS INC | 56,743 | $527 | 0.1% | $9.33 | -9.2% | COM | 90385V107 |
| — | BROOKDALE SR LIVING INC | 379,000 | $517 | 0.1% | $1.18 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | RENTECH INC | 403,100 | $509 | 0.1% | $1.72 | — | COM | 760112102 |
| HII | HUNTINGTON INGALLS INDS INC | 4,495 | $505 | 0.1% | $79.94 | +6.9% | COM | 446413106 |
| CMI | CUMMINS INC | 3,465 | $499 | 0.1% | $107.19 | -2.4% | COM | 231021106 |
| — | SEAGATE TECHNOLOGY PLC | 7,449 | $495 | 0.1% | $56.68 | — | SHS | G7945M107 |
| EMN | EASTMAN CHEM CO | 6,483 | $492 | 0.0% | $51.72 | +7.5% | COM | 277432100 |
| — | BIOMARIN PHARMACEUTICAL INC | 418,000 | $491 | 0.0% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | HOWARD HUGHES CORP | 3,740 | $488 | 0.0% | $138.40 | — | COM | 44267D107 |
| HD | HOME DEPOT INC | 4,663 | $488 | 0.0% | $56.53 | +32.3% | COM | 437076102 |
| KO | COCA COLA CO | 11,457 | $486 | 0.0% | $27.85 | +7.9% | COM | 191216100 |
| — | KEYW HLDG CORP | 46,734 | $485 | 0.0% | $12.37 | — | COM | 493723100 |
| — | GOOGLE INC | 918 | $483 | 0.0% | $574.22 | — | CL C | 38259P706 |
| — | MYLAN INC | 8,315 | $470 | 0.0% | $41.19 | — | COM | 628530107 |
| — | HEWLETT PACKARD CO | 11,625 | $465 | 0.0% | $26.55 | — | COM | 428236103 |
| — | WALGREENS BOOTS ALLIANCE INC | 6,074 | $463 | 0.0% | $76.23 | — | COM | 931427108 |
| NXPI | NXP SEMICONDUCTORS N V | 5,985 | $457 | 0.0% | $62.99 | 0.0% | COM | N6596X109 |
| ETN | EATON CORP PLC | 6,645 | $450 | 0.0% | $50.72 | -0.1% | SHS | G29183103 |
| META | FACEBOOK INC | 5,673 | $443 | 0.0% | $57.31 | +32.5% | CL A | 30303M102 |
| — | DOW CHEM CO | 9,691 | $442 | 0.0% | $39.13 | — | COM | 260543103 |
| UNH | UNITEDHEALTH GROUP INC | 4,336 | $439 | 0.0% | $50.75 | +56.2% | COM | 91324P102 |
| EMR | EMERSON ELEC CO | 7,116 | $438 | 0.0% | $46.41 | 0.0% | COM | 291011104 |
| — | CANCER GENETICS INC | 65,043 | $434 | 0.0% | $10.64 | — | COM | 13739U104 |
| — | TIME WARNER INC | 5,038 | $433 | 0.0% | $57.78 | — | COM NEW | 887317303 |
| PEP | PEPSICO INC | 4,520 | $429 | 0.0% | $56.00 | +22.5% | COM | 713448108 |
| — | DONNELLEY R R & SONS CO | 25,265 | $423 | 0.0% | $16.89 | — | COM | 257867101 |
| — | STANDARD PAC CORP NEW | 372,000 | $422 | 0.0% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| DIS | DISNEY WALT CO | 4,452 | $420 | 0.0% | $56.11 | +44.9% | COM DISNEY | 254687106 |
| CSCO | CISCO SYS INC | 14,633 | $404 | 0.0% | $15.61 | +17.3% | COM | 17275R102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,825 | $400 | 0.0% | $33.53 | +10.9% | COM | 45866F104 |
| — | SUNPOWER CORP | 328,000 | $399 | 0.0% | $1.46 | — | DBCV 0.750% 6/0 | 867652AG4 |
| COP | CONOCOPHILLIPS | 5,791 | $398 | 0.0% | $43.40 | +12.6% | COM | 20825C104 |
| FDX | FEDEX CORP | 2,276 | $395 | 0.0% | $81.95 | +75.6% | COM | 31428X106 |
| AXP | AMERICAN EXPRESS CO | 4,186 | $390 | 0.0% | $72.07 | +6.0% | COM | 025816109 |
| BLMN | BLOOMIN BRANDS INC | 15,662 | $388 | 0.0% | $16.20 | 0.0% | COM | 094235108 |
| — | MARVELL TECHNOLOGY GROUP LTD | 26,450 | $383 | 0.0% | $13.94 | — | ORD | G5876H105 |
| — | COMPUTER SCIENCES CORP | 5,970 | $376 | 0.0% | $62.98 | — | COM | 205363104 |
| QCOM | QUALCOMM INC | 4,994 | $372 | 0.0% | $45.06 | +18.4% | COM | 747525103 |
| TJX | TJX COS INC NEW | 5,439 | $372 | 0.0% | $20.96 | +30.4% | COM | 872540109 |
| NKE | NIKE INC | 3,862 | $370 | 0.0% | $40.75 | 0.0% | CL B | 654106103 |
| DBJP | DBX ETF TR | 9,950 | $368 | 0.0% | $36.98 | — | XTRAK MSCI JAPN | 233051507 |
| PH | PARKER HANNIFIN CORP | 2,784 | $359 | 0.0% | $98.23 | +3.8% | COM | 701094104 |
| — | INTERNAP CORP | 44,750 | $356 | 0.0% | $7.06 | — | COM PAR $.001 | 45885A300 |
| — | ALZA CORP | 247,000 | $355 | 0.0% | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| ICLR | ICON PLC | 6,940 | $354 | 0.0% | $53.92 | 0.0% | SHS | G4705A100 |
| A | AGILENT TECHNOLOGIES INC | 8,443 | $347 | 0.0% | $36.83 | 0.0% | COM | 00846U101 |
| HAL | HALLIBURTON CO | 8,699 | $342 | 0.0% | $36.17 | +8.6% | COM | 406216101 |
| — | WORKDAY INC | 282,000 | $332 | 0.0% | $1.20 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| LYB | LYONDELLBASELL INDUSTRIES N | 4,185 | $332 | 0.0% | $33.82 | +41.3% | SHS - A - | N53745100 |
| — | XCERRA CORP | 36,000 | $330 | 0.0% | $9.11 | — | COM | 98400J108 |
| PRU | PRUDENTIAL FINL INC | 3,650 | $330 | 0.0% | $52.84 | +0.6% | COM | 744320102 |
| DIOD | DIODES INC | 11,900 | $328 | 0.0% | $26.46 | -4.2% | COM | 254543101 |
| PPG | PPG INDS INC | 1,412 | $327 | 0.0% | $59.61 | +43.0% | COM | 693506107 |
| DVY | ISHARES TR | 4,085 | $325 | 0.0% | $79.56 | — | SELECT DIVID ETF | 464287168 |
| IWO | ISHARES TR | 2,279 | $325 | 0.0% | $134.83 | — | RUS 2000 GRW ETF | 464287648 |
| PM | PHILIP MORRIS INTL INC | 3,913 | $318 | 0.0% | $49.85 | -1.3% | COM | 718172109 |
| — | WYNDHAM WORLDWIDE CORP | 3,710 | $318 | 0.0% | $85.71 | — | COM | 98310W108 |
| AMG | AFFILIATED MANAGERS GROUP | 1,488 | $315 | 0.0% | $156.12 | +23.2% | COM | 008252108 |
| ABT | ABBOTT LABS | 6,984 | $315 | 0.0% | $28.85 | +22.4% | COM | 002824100 |
| MAN | MANPOWERGROUP INC | 4,582 | $313 | 0.0% | $81.02 | -18.0% | COM | 56418H100 |
| — | OPUS BK IRVINE CALIF | 11,045 | $313 | 0.0% | $30.14 | — | COM | 684000102 |
| ALB | ALBEMARLE CORP | 5,150 | $310 | 0.0% | $54.91 | -8.9% | COM | 012653101 |
| — | LAM RESEARCH CORP | 3,917 | $310 | 0.0% | $51.18 | — | COM | 512807108 |
| — | MEDTRONIC INC | 4,292 | $308 | 0.0% | $51.92 | — | COM | 585055106 |
| MDLZ | MONDELEZ INTL INC | 8,513 | $308 | 0.0% | $23.16 | +22.7% | CL A | 609207105 |
| — | BLACKHAWK NETWORK HLDGS INC | 7,850 | $305 | 0.0% | $24.41 | — | CL A | 09238E104 |
| — | XEROX CORP | 21,850 | $303 | 0.0% | $13.45 | — | COM | 984121103 |
| CPB | CAMPBELL SOUP CO | 6,825 | $301 | 0.0% | $30.98 | 0.0% | COM | 134429109 |
| CVS | CVS HEALTH CORP | 3,097 | $301 | 0.0% | $41.96 | +53.6% | COM | 126650100 |
| URI | UNITED RENTALS INC | 2,947 | $300 | 0.0% | $60.02 | +72.9% | COM | 911363109 |
| PKG | PACKAGING CORP AMER | 3,820 | $298 | 0.0% | $48.50 | +5.9% | COM | 695156109 |
| — | APACHE CORP | 4,622 | $291 | 0.0% | $83.97 | — | COM | 037411105 |
| STT | STATE STR CORP | 3,710 | $291 | 0.0% | $52.85 | +4.3% | COM | 857477103 |
| AMZN | AMAZON COM INC | 930 | $289 | 0.0% | $15.14 | +2.9% | COM | 023135106 |
| — | POINTS INTL LTD | 22,400 | $286 | 0.0% | $12.77 | — | COM NEW | 730843208 |
| — | BAZAARVOICE INC | 35,200 | $283 | 0.0% | $7.37 | — | COM | 073271108 |
| — | SAFEGUARD SCIENTIFICS INC | 14,200 | $282 | 0.0% | $18.43 | — | COM NEW | 786449207 |
| — | MORGANS HOTEL GROUP CO | 35,775 | $280 | 0.0% | $7.93 | — | COM | 61748W108 |
| — | UNITED STATES STL CORP NEW | 10,450 | $280 | 0.0% | $26.79 | — | COM | 912909108 |
| — | RAYTHEON CO | 2,576 | $279 | 0.0% | $77.17 | — | COM NEW | 755111507 |
| QURE | UNIQURE NV | 18,800 | $278 | 0.0% | $10.98 | +11.5% | SHS | N90064101 |
| — | CONATUS PHARMACEUTICALS INC | 39,300 | $276 | 0.0% | $7.02 | — | COM | 20600T108 |
| — | CHANNELADVISOR CORP | 12,595 | $272 | 0.0% | $16.41 | — | COM | 159179100 |
| ON | ON SEMICONDUCTOR CORP | 26,800 | $272 | 0.0% | $8.78 | 0.0% | COM | 682189105 |
| KR | KROGER CO | 4,229 | $272 | 0.0% | $15.90 | +47.0% | COM | 501044101 |
| — | GENCORP INC | 14,840 | $271 | 0.0% | $18.30 | — | COM | 368682100 |
| — | NEURALSTEM INC | 99,000 | $269 | 0.0% | $2.72 | — | COM | 64127R302 |
| — | VIACOM INC NEW | 3,577 | $269 | 0.0% | $84.20 | — | CL B | 92553P201 |
| — | SUNSHINE HEART INC | 62,865 | $267 | 0.0% | $8.01 | — | COM | 86782U106 |
| MMM | 3M CO | 1,623 | $267 | 0.0% | $61.26 | +46.4% | COM | 88579Y101 |
| EBF | ENNIS INC | 19,700 | $266 | 0.0% | $7.15 | -4.8% | COM | 293389102 |
| — | YRC WORLDWIDE INC | 11,700 | $263 | 0.0% | $22.51 | — | COM PAR $.01 | 984249607 |
| — | UNITED TECHNOLOGIES CORP | 2,267 | $260 | 0.0% | $92.92 | — | COM | 913017109 |
| AL | AIR LEASE CORP | 7,525 | $258 | 0.0% | $30.75 | -2.6% | CL A | 00912X302 |
| — | HEALTHWAYS INC | 220,000 | $258 | 0.0% | $1.10 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | MARATHON OIL CORP | 8,975 | $254 | 0.0% | $32.90 | — | COM | 565849106 |
| — | CINCINNATI BELL INC NEW | 79,000 | $252 | 0.0% | $3.47 | — | COM | 171871106 |
| IWM | ISHARES TR | 2,100 | $252 | 0.0% | $114.33 | — | RUSSELL 2000 ETF | 464287655 |
| — | LANNET INC | 5,865 | $251 | 0.0% | $42.80 | — | COM | 516012101 |
| — | CONCERT PHARMACEUTICALS INC | 18,700 | $249 | 0.0% | $13.32 | — | COM | 206022105 |
| — | ROCK-TENN CO | 4,085 | $249 | 0.0% | $60.95 | — | CL A | 772739207 |
| — | ENTROPIC COMMUNICATIONS INC | 97,870 | $247 | 0.0% | $4.09 | — | COM | 29384R105 |
| MO | ALTRIA GROUP INC | 4,865 | $239 | 0.0% | $19.20 | +23.8% | COM | 02209S103 |
| — | AETNA INC NEW | 2,690 | $239 | 0.0% | $81.11 | — | COM | 00817Y108 |
| XLP | SELECT SECTOR SPDR TR | 4,926 | $239 | 0.0% | $48.52 | — | SBI CONS STPLS | 81369Y308 |
| — | E M C CORP MASS | 7,997 | $239 | 0.0% | $23.64 | — | COM | 268648102 |
| GME | GAMESTOP CORP NEW | 7,050 | $238 | 0.0% | $7.03 | +1.9% | CL A | 36467W109 |
| — | POWERSECURE INTL INC | 20,300 | $237 | 0.0% | $9.58 | — | COM | 73936N105 |
| COST | COSTCO WHSL CORP NEW | 1,667 | $236 | 0.0% | $97.13 | +12.7% | COM | 22160K105 |
| FORM | FORMFACTOR INC | 27,300 | $235 | 0.0% | $6.65 | +18.1% | COM | 346375108 |
| AVT | AVNET INC | 5,400 | $233 | 0.0% | $33.20 | 0.0% | COM | 053807103 |
| AAP | ADVANCE AUTO PARTS INC | 1,435 | $228 | 0.0% | $128.40 | 0.0% | COM | 00751Y106 |
| EBAY | EBAY INC | 4,019 | $224 | 0.0% | $19.93 | +1.4% | COM | 278642103 |
| ALL | ALLSTATE CORP | 3,196 | $223 | 0.0% | $51.69 | 0.0% | COM | 020002101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,384 | $222 | 0.0% | $117.21 | -14.3% | COM | 459200101 |
| TEX | TEREX CORP NEW | 7,900 | $220 | 0.0% | $28.59 | 0.0% | COM | 880779103 |
| — | SYNERGY PHARMACEUTICALS DEL | 70,500 | $215 | 0.0% | $3.05 | — | COM NEW | 871639308 |
| — | DR PEPPER SNAPPLE GROUP INC | 2,995 | $214 | 0.0% | $71.45 | — | COM | 26138E109 |
| — | JAKKS PAC INC | 31,100 | $212 | 0.0% | $7.74 | — | COM | 47012E106 |
| — | GLOBAL EAGLE ENTMT INC | 15,500 | $211 | 0.0% | $11.22 | — | COM | 37951D102 |
| TSN | TYSON FOODS INC | 5,215 | $209 | 0.0% | $29.61 | +6.3% | CL A | 902494103 |
| TXN | TEXAS INSTRS INC | 3,877 | $207 | 0.0% | $31.02 | +20.4% | COM | 882508104 |
| KMI | KINDER MORGAN INC DEL | 4,833 | $204 | 0.0% | $22.45 | 0.0% | COM | 49456B101 |
| MPC | MARATHON PETE CORP | 2,227 | $201 | 0.0% | $31.34 | 0.0% | COM | 56585A102 |
| CVGI | COMMERCIAL VEH GROUP INC | 29,900 | $199 | 0.0% | $9.50 | -32.3% | COM | 202608105 |
| — | VITESSE SEMICONDUCTOR CORP | 52,200 | $198 | 0.0% | $3.45 | — | COM NEW | 928497304 |
| — | FXCM INC | 11,900 | $197 | 0.0% | $16.55 | — | COM CL A | 302693106 |
| ARAY | ACCURAY INC | 24,800 | $188 | 0.0% | $8.11 | -13.0% | COM | 004397105 |
| — | ZOGENIX INC | 135,900 | $186 | 0.0% | $1.37 | — | COM | 98978L105 |
| — | CASTLE A M & CO | 23,200 | $185 | 0.0% | $8.56 | — | COM | 148411101 |
| — | PRICELINE GRP INC | 49,000 | $183 | 0.0% | $3.59 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | CARROLS RESTAURANT GROUP INC | 23,500 | $180 | 0.0% | $7.10 | — | COM | 14574X104 |
| — | ANGIES LIST INC | 27,400 | $171 | 0.0% | $6.24 | — | COM | 034754101 |
| — | PROSPECT CAPITAL CORPORATION | 170,000 | $169 | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | BIOMARIN PHARMACEUTICAL INC | 37,000 | $165 | 0.0% | $3.07 | — | NOTE 1.875% 4/2 | 09061GAD3 |
| NVMI | NOVA MEASURING INSTRUMENTS L | 14,700 | $153 | 0.0% | $10.28 | 0.0% | COM | M7516K103 |
| — | ORBOTECH LTD | 10,000 | $148 | 0.0% | $14.80 | — | ORD | M75253100 |
| MXL | MAXLINEAR INC | 19,840 | $147 | 0.0% | $9.39 | -23.9% | CL A | 57776J100 |
| — | SEACOR HOLDINGS INC | 155,000 | $143 | 0.0% | $0.92 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | THRESHOLD PHARMACEUTICAL INC | 41,700 | $132 | 0.0% | $3.96 | — | COM NEW | 885807206 |
| — | OCLARO INC | 73,500 | $131 | 0.0% | $1.84 | — | COM NEW | 67555N206 |
| — | PERION NETWORK LTD | 29,100 | $128 | 0.0% | $9.80 | — | SHS | M78673106 |
| — | ARES CAP CORP | 100,000 | $101 | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| CAMT | CAMTEK LTD | 33,376 | $100 | 0.0% | $3.00 | 0.0% | ORD | M20791105 |
| — | SUNPOWER CORP | 63,000 | $74 | 0.0% | $1.77 | — | DBCV 4.500% 3/1 | 867652AE9 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $52 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | CHESAPEAKE ENERGY CORP | 40,000 | $40 | 0.0% | $1.06 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | MEDIVATION INC | 14,000 | $28 | 0.0% | $1.59 | — | NOTE 2.625% 4/0 | 58501NAA9 |