$23.4 Billion is the total value of AQR Capital Management's 2377 reported holdings in Q4 2012. The portfolio turnover from Q3 2012 to Q4 2012 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | APPLE INC | $275,967,000 | – | 517,732 | +100.0% | 1.18% | – |
| XOM | New | EXXON MOBIL CORP | $268,091,000 | – | 3,097,532 | +100.0% | 1.15% | – |
| JPM | New | JPMORGAN CHASE & CO | $192,824,000 | – | 4,385,355 | +100.0% | 0.83% | – |
| CVX | New | CHEVRON CORP NEW | $191,650,000 | – | 1,772,237 | +100.0% | 0.82% | – |
| T | New | AT&T INC | $178,435,000 | – | 5,293,239 | +100.0% | 0.76% | – |
| PG | New | PROCTER & GAMBLE CO | $174,839,000 | – | 2,575,321 | +100.0% | 0.75% | – |
| PFE | New | PFIZER INC | $160,465,000 | – | 6,398,129 | +100.0% | 0.69% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $151,350,000 | – | 2,651,075 | +100.0% | 0.65% | – |
| AMGN | New | AMGEN INC | $148,168,000 | – | 1,716,497 | +100.0% | 0.63% | – |
| WMT | New | WAL-MART STORES INC | $146,965,000 | – | 2,153,968 | +100.0% | 0.63% | – |
| ABT | New | ABBOTT LABS | $141,130,000 | – | 2,154,659 | +100.0% | 0.60% | – |
| LLY | New | LILLY ELI & CO | $138,197,000 | – | 2,802,050 | +100.0% | 0.59% | – |
| JNJ | New | JOHNSON & JOHNSON | $136,825,000 | – | 1,951,850 | +100.0% | 0.59% | – |
| WFC | New | WELLS FARGO & CO NEW | $135,266,000 | – | 3,957,452 | +100.0% | 0.58% | – |
| MSFT | New | MICROSOFT CORP | $134,112,000 | – | 5,017,296 | +100.0% | 0.57% | – |
| MRK | New | MERCK & CO INC NEW | $128,087,000 | – | 3,128,641 | +100.0% | 0.55% | – |
| New | HERTZ GLOBAL HOLDINGS INCnote 5.250% 6/0 | $123,144,000 | – | 60,550,000 | +100.0% | 0.53% | – | |
| CF | New | CF INDS HLDGS INC | $116,030,000 | – | 571,128 | +100.0% | 0.50% | – |
| GOOGL | New | GOOGLE INCcl a | $110,623,000 | – | 155,946 | +100.0% | 0.47% | – |
| CVS | New | CVS CAREMARK CORPORATION | $109,920,000 | – | 2,273,415 | +100.0% | 0.47% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $108,731,000 | – | 1,608,925 | +100.0% | 0.47% | – |
| HCBK | New | HUDSON CITY BANCORP | $108,609,000 | – | 13,359,013 | +100.0% | 0.46% | – |
| GME | New | GAMESTOP CORP NEWcl a | $107,771,000 | – | 4,295,383 | +100.0% | 0.46% | – |
| WDC | New | WESTERN DIGITAL CORP | $107,343,000 | – | 2,526,308 | +100.0% | 0.46% | – |
| GE | New | GENERAL ELECTRIC CO | $105,767,000 | – | 5,038,935 | +100.0% | 0.45% | – |
| KMB | New | KIMBERLY CLARK CORP | $104,485,000 | – | 1,237,530 | +100.0% | 0.45% | – |
| CVH | New | COVENTRY HEALTH CARE INC | $103,317,000 | – | 2,304,640 | +100.0% | 0.44% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $102,745,000 | – | 2,374,519 | +100.0% | 0.44% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $102,780,000 | – | 2,749,607 | +100.0% | 0.44% | – |
| KEY | New | KEYCORP NEW | $100,967,000 | – | 11,991,319 | +100.0% | 0.43% | – |
| NWSA | New | NEWS CORPcl a | $100,607,000 | – | 3,939,189 | +100.0% | 0.43% | – |
| New | VERISIGN INCsdcv 3.250% 8/1 | $99,431,000 | – | 78,524,000 | +100.0% | 0.43% | – | |
| WRC | New | WARNACO GROUP INC | $98,797,000 | – | 1,380,421 | +100.0% | 0.42% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $98,691,000 | – | 3,237,905 | +100.0% | 0.42% | – |
| New | EQUINIX INCnote 4.750% 6/1 | $95,863,000 | – | 37,825,000 | +100.0% | 0.41% | – | |
| DFS | New | DISCOVER FINL SVCS | $95,678,000 | – | 2,481,923 | +100.0% | 0.41% | – |
| AMP | New | AMERIPRISE FINL INC | $95,452,000 | – | 1,524,054 | +100.0% | 0.41% | – |
| PM | New | PHILIP MORRIS INTL INC | $94,150,000 | – | 1,125,654 | +100.0% | 0.40% | – |
| GPS | New | GAP INC DEL | $92,413,000 | – | 2,977,224 | +100.0% | 0.40% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $90,894,000 | – | 7,835,654 | +100.0% | 0.39% | – |
| ACN | New | ACCENTURE PLC IRELAND | $89,307,000 | – | 1,342,963 | +100.0% | 0.38% | – |
| KO | New | COCA COLA CO | $88,730,000 | – | 2,447,735 | +100.0% | 0.38% | – |
| TRV | New | TRAVELERS COMPANIES INC | $83,904,000 | – | 1,168,255 | +100.0% | 0.36% | – |
| New | SALESFORCE COM INCnote 0.750% 1/1 | $83,711,000 | – | 41,725,000 | +100.0% | 0.36% | – | |
| TSN | New | TYSON FOODS INCcl a | $82,451,000 | – | 4,250,060 | +100.0% | 0.35% | – |
| ACAS | New | AMERICAN CAP LTD | $82,312,000 | – | 6,859,307 | +100.0% | 0.35% | – |
| DISH | New | DISH NETWORK CORPcl a | $81,874,000 | – | 2,249,272 | +100.0% | 0.35% | – |
| CAG | New | CONAGRA FOODS INC | $80,786,000 | – | 2,738,519 | +100.0% | 0.35% | – |
| SYMC | New | SYMANTEC CORP | $80,076,000 | – | 4,257,100 | +100.0% | 0.34% | – |
| FRX | New | FOREST LABS INC | $79,677,000 | – | 2,255,851 | +100.0% | 0.34% | – |
| MRO | New | MARATHON OIL CORP | $79,001,000 | – | 2,576,694 | +100.0% | 0.34% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $78,438,000 | – | 409,489 | +100.0% | 0.34% | – |
| YHOO | New | YAHOO INC | $76,098,000 | – | 3,824,007 | +100.0% | 0.33% | – |
| AIZ | New | ASSURANT INC | $75,468,000 | – | 2,174,866 | +100.0% | 0.32% | – |
| LOW | New | LOWES COS INC | $75,020,000 | – | 2,112,056 | +100.0% | 0.32% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $74,452,000 | – | 583,660 | +100.0% | 0.32% | – |
| CSCO | New | CISCO SYS INC | $73,975,000 | – | 3,764,629 | +100.0% | 0.32% | – |
| New | WESTERN REFNG INCnote 5.750% 6/1 | $73,752,000 | – | 25,150,000 | +100.0% | 0.32% | – | |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $73,148,000 | – | 13,723,821 | +100.0% | 0.31% | – |
| RE | New | EVEREST RE GROUP LTD | $73,157,000 | – | 665,370 | +100.0% | 0.31% | – |
| M | New | MACYS INC | $72,337,000 | – | 1,853,837 | +100.0% | 0.31% | – |
| RTN | New | RAYTHEON CO | $72,082,000 | – | 1,252,289 | +100.0% | 0.31% | – |
| FITB | New | FIFTH THIRD BANCORP | $71,222,000 | – | 4,688,725 | +100.0% | 0.30% | – |
| WCRX | New | WARNER CHILCOTT PLC IRELAND | $70,377,000 | – | 5,845,300 | +100.0% | 0.30% | – |
| PEP | New | PEPSICO INC | $70,290,000 | – | 1,027,186 | +100.0% | 0.30% | – |
| RBN | New | ROBBINS & MYERS INC | $69,307,000 | – | 1,165,798 | +100.0% | 0.30% | – |
| SHAW | New | SHAW GROUP INC | $67,668,000 | – | 1,451,785 | +100.0% | 0.29% | – |
| ZBH | New | ZIMMER HLDGS INC | $66,577,000 | – | 998,761 | +100.0% | 0.28% | – |
| MCK | New | MCKESSON CORP | $66,326,000 | – | 684,053 | +100.0% | 0.28% | – |
| CYMI | New | CYMER INC | $66,156,000 | – | 731,568 | +100.0% | 0.28% | – |
| FL | New | FOOT LOCKER INC | $65,948,000 | – | 2,053,187 | +100.0% | 0.28% | – |
| SLM | New | SLM CORP | $65,606,000 | – | 3,829,899 | +100.0% | 0.28% | – |
| PSSI | New | PSS WORLD MED INC | $65,072,000 | – | 2,253,192 | +100.0% | 0.28% | – |
| New | D R HORTON INCnote 2.000% 5/1 | $63,326,000 | – | 39,875,000 | +100.0% | 0.27% | – | |
| DDS | New | DILLARDS INCcl a | $63,071,000 | – | 752,911 | +100.0% | 0.27% | – |
| IAC | New | IAC INTERACTIVECORP | $62,156,000 | – | 1,314,075 | +100.0% | 0.27% | – |
| KBR | New | KBR INC | $60,143,000 | – | 2,010,136 | +100.0% | 0.26% | – |
| PXP | New | PLAINS EXPL& PRODTN CO | $59,879,000 | – | 1,275,649 | +100.0% | 0.26% | – |
| EXPE | New | EXPEDIA INC DEL | $59,328,000 | – | 965,473 | +100.0% | 0.25% | – |
| ACE | New | ACE LTD | $58,903,000 | – | 738,128 | +100.0% | 0.25% | – |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $58,620,000 | – | 34,725,000 | +100.0% | 0.25% | – | |
| CA | New | CA INC | $58,460,000 | – | 2,659,700 | +100.0% | 0.25% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $57,367,000 | – | 639,540 | +100.0% | 0.25% | – |
| New | TEREX CORP NEWnote 4.000% 6/0 | $57,462,000 | – | 30,749,000 | +100.0% | 0.25% | – | |
| MON | New | MONSANTO CO NEW | $56,728,000 | – | 599,341 | +100.0% | 0.24% | – |
| WHR | New | WHIRLPOOL CORP | $55,721,000 | – | 547,625 | +100.0% | 0.24% | – |
| PPG | New | PPG INDS INC | $55,751,000 | – | 411,902 | +100.0% | 0.24% | – |
| MO | New | ALTRIA GROUP INC | $55,841,000 | – | 1,777,254 | +100.0% | 0.24% | – |
| ANRZQ | New | ALPHA NATURAL RESOURCES INC | $55,199,000 | – | 5,667,200 | +100.0% | 0.24% | – |
| NRG | New | NRG ENERGY INC | $55,090,000 | – | 2,396,271 | +100.0% | 0.24% | – |
| New | XILINX INCsdcv 3.125% 3/1 | $54,722,000 | – | 43,025,000 | +100.0% | 0.23% | – | |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $54,108,000 | – | 3,153,162 | +100.0% | 0.23% | – |
| DTE | New | DTE ENERGY CO | $53,626,000 | – | 893,021 | +100.0% | 0.23% | – |
| HUM | New | HUMANA INC | $53,307,000 | – | 776,730 | +100.0% | 0.23% | – |
| New | PHH CORPnote 6.000% 6/1 | $52,342,000 | – | 26,352,000 | +100.0% | 0.22% | – | |
| PETM | New | PETSMART INC | $51,733,000 | – | 756,996 | +100.0% | 0.22% | – |
| AEP | New | AMERICAN ELEC PWR INC | $51,544,000 | – | 1,207,689 | +100.0% | 0.22% | – |
| NXY | New | NEXEN INC | $51,720,000 | – | 1,919,839 | +100.0% | 0.22% | – |
| MUR | New | MURPHY OIL CORP | $51,455,000 | – | 864,068 | +100.0% | 0.22% | – |
| LSI | New | LSI CORPORATION | $51,476,000 | – | 7,270,640 | +100.0% | 0.22% | – |
| LBTYK | New | LIBERTY GLOBAL INC | $51,118,000 | – | 870,102 | +100.0% | 0.22% | – |
| UNM | New | UNUM GROUP | $51,132,000 | – | 2,455,924 | +100.0% | 0.22% | – |
| COP | New | CONOCOPHILLIPS | $50,933,000 | – | 878,308 | +100.0% | 0.22% | – |
| CRBC | New | CITIZENS REPUBLIC BANCORP IN | $49,747,000 | – | 2,622,400 | +100.0% | 0.21% | – |
| SYK | New | STRYKER CORP | $49,414,000 | – | 901,390 | +100.0% | 0.21% | – |
| LNC | New | LINCOLN NATL CORP IND | $48,555,000 | – | 1,874,700 | +100.0% | 0.21% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $48,123,000 | – | 1,756,960 | +100.0% | 0.21% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $47,305,000 | – | 6,515,788 | +100.0% | 0.20% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $46,840,000 | – | 1,839,034 | +100.0% | 0.20% | – |
| L | New | LOEWS CORP | $46,857,000 | – | 1,149,862 | +100.0% | 0.20% | – |
| MMM | New | 3M CO | $46,632,000 | – | 502,227 | +100.0% | 0.20% | – |
| TKR | New | TIMKEN CO | $46,128,000 | – | 964,409 | +100.0% | 0.20% | – |
| AVY | New | AVERY DENNISON CORP | $46,278,000 | – | 1,325,270 | +100.0% | 0.20% | – |
| SRZ | New | SUNRISE SENIOR LIVING INC | $46,112,000 | – | 3,206,700 | +100.0% | 0.20% | – |
| TJX | New | TJX COS INC NEW | $46,059,000 | – | 1,085,027 | +100.0% | 0.20% | – |
| VALEP | New | VALE S Aadr repstg pfd | $45,866,000 | – | 2,260,532 | +100.0% | 0.20% | – |
| LLL | New | L-3 COMMUNICATIONS HLDGS INC | $45,430,000 | – | 592,924 | +100.0% | 0.20% | – |
| New | DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1 | $45,488,000 | – | 40,592,000 | +100.0% | 0.20% | – | |
| GEOY | New | GEOEYE INC | $45,496,000 | – | 1,480,501 | +100.0% | 0.20% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $44,981,000 | – | 1,943,858 | +100.0% | 0.19% | – |
| RAH | New | RALCORP HLDGS INC NEW | $44,730,000 | – | 498,936 | +100.0% | 0.19% | – |
| AVT | New | AVNET INC | $44,794,000 | – | 1,463,384 | +100.0% | 0.19% | – |
| NBR | New | NABORS INDUSTRIES LTD | $44,572,000 | – | 3,084,600 | +100.0% | 0.19% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $44,065,000 | – | 278,735 | +100.0% | 0.19% | – |
| New | MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1 | $43,215,000 | – | 34,095,000 | +100.0% | 0.18% | – | |
| V107SC | New | WELLPOINT INC | $43,250,000 | – | 709,948 | +100.0% | 0.18% | – |
| INFY | New | INFOSYS LTDsponsored adr | $42,918,000 | – | 1,014,615 | +100.0% | 0.18% | – |
| New | NETAPP INCnote 1.750% 6/0 | $42,780,000 | – | 37,900,000 | +100.0% | 0.18% | – | |
| KYAK | New | KAYAK SOFTWARE CORPcl a | $42,227,000 | – | 1,063,108 | +100.0% | 0.18% | – |
| New | LEVEL 3 COMMUNICATIONS INCnote 6.500%10/0 | $42,194,000 | – | 29,727,000 | +100.0% | 0.18% | – | |
| PCS | New | METROPCS COMMUNICATIONS INC | $42,025,000 | – | 4,227,848 | +100.0% | 0.18% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $42,127,000 | – | 2,041,060 | +100.0% | 0.18% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $41,709,000 | – | 1,198,200 | +100.0% | 0.18% | – |
| WYND | New | WYNDHAM WORLDWIDE CORP | $41,476,000 | – | 779,471 | +100.0% | 0.18% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $41,648,000 | – | 652,994 | +100.0% | 0.18% | – |
| BIIB | New | BIOGEN IDEC INC | $40,956,000 | – | 279,242 | +100.0% | 0.18% | – |
| OCR | New | OMNICARE INC | $40,615,000 | – | 1,125,058 | +100.0% | 0.17% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $40,548,000 | – | 966,805 | +100.0% | 0.17% | – |
| C | New | CITIGROUP INC | $40,314,000 | – | 1,019,052 | +100.0% | 0.17% | – |
| EPHC | New | EPOCH HOLDING CORP | $40,306,000 | – | 1,444,677 | +100.0% | 0.17% | – |
| CHG | New | CH ENERGY GROUP INC | $40,441,000 | – | 620,065 | +100.0% | 0.17% | – |
| HAR | New | HARMAN INTL INDS INC | $40,283,000 | – | 902,405 | +100.0% | 0.17% | – |
| TWC | New | TIME WARNER CABLE INC | $39,650,000 | – | 407,966 | +100.0% | 0.17% | – |
| INTC | New | INTEL CORP | $39,674,000 | – | 1,923,141 | +100.0% | 0.17% | – |
| HSH | New | HILLSHIRE BRANDS CO | $39,160,000 | – | 1,391,614 | +100.0% | 0.17% | – |
| AXS | New | AXIS CAPITAL HOLDINGS INV | $39,275,000 | – | 1,133,800 | +100.0% | 0.17% | – |
| CASC | New | CASCADE CORP | $38,844,000 | – | 604,108 | +100.0% | 0.17% | – |
| ETR | New | ENTERGY CORP NEW | $38,712,000 | – | 607,252 | +100.0% | 0.17% | – |
| FLEX | New | FLEXTRONICS INTL LTDord | $38,312,000 | – | 6,169,401 | +100.0% | 0.16% | – |
| STLD | New | STEEL DYNAMICS INC | $38,165,000 | – | 2,779,669 | +100.0% | 0.16% | – |
| V | New | VISA INC | $37,995,000 | – | 250,663 | +100.0% | 0.16% | – |
| DUK | New | DUKE ENERGY CORP NEW | $37,689,000 | – | 590,737 | +100.0% | 0.16% | – |
| VLO | New | VALERO ENERGY CORP NEW | $37,313,000 | – | 1,093,595 | +100.0% | 0.16% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $37,340,000 | – | 1,820,597 | +100.0% | 0.16% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $37,045,000 | – | 577,923 | +100.0% | 0.16% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $37,154,000 | – | 1,208,665 | +100.0% | 0.16% | – |
| ORCL | New | ORACLE CORP | $36,817,000 | – | 1,104,953 | +100.0% | 0.16% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $36,704,000 | – | 928,755 | +100.0% | 0.16% | – |
| HD | New | HOME DEPOT INC | $36,374,000 | – | 588,102 | +100.0% | 0.16% | – |
| ALK | New | ALASKA AIR GROUP INC | $36,015,000 | – | 835,819 | +100.0% | 0.15% | – |
| TTM | New | TATA MTRS LTDsponsored adr | $35,955,000 | – | 1,251,913 | +100.0% | 0.15% | – |
| EFX | New | EQUIFAX INC | $35,842,000 | – | 662,261 | +100.0% | 0.15% | – |
| New | UNITED RENTALS INCnote 4.000%11/1 | $35,475,000 | – | 8,600,000 | +100.0% | 0.15% | – | |
| TSS | New | TOTAL SYS SVCS INC | $35,145,000 | – | 1,640,763 | +100.0% | 0.15% | – |
| COF | New | CAPITAL ONE FINL CORP | $35,084,000 | – | 605,622 | +100.0% | 0.15% | – |
| DAL | New | DELTA AIR LINES INC DEL | $34,356,000 | – | 2,894,353 | +100.0% | 0.15% | – |
| IN | New | INTERMEC INC | $34,039,000 | – | 3,452,184 | +100.0% | 0.15% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $34,190,000 | – | 630,352 | +100.0% | 0.15% | – |
| VIAB | New | VIACOM INC NEWcl b | $33,964,000 | – | 643,983 | +100.0% | 0.14% | – |
| CL | New | COLGATE PALMOLIVE CO | $33,871,000 | – | 323,998 | +100.0% | 0.14% | – |
| COG | New | CABOT OIL & GAS CORP | $33,715,000 | – | 677,830 | +100.0% | 0.14% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $33,504,000 | – | 463,076 | +100.0% | 0.14% | – |
| JBL | New | JABIL CIRCUIT INC | $33,411,000 | – | 1,732,057 | +100.0% | 0.14% | – |
| ALTE | New | ALTERRA CAPITAL HOLDINGS LIM | $33,272,000 | – | 1,180,285 | +100.0% | 0.14% | – |
| CHS | New | CHICOS FAS INC | $33,213,000 | – | 1,799,200 | +100.0% | 0.14% | – |
| CVG | New | CONVERGYS CORP | $32,944,000 | – | 2,007,533 | +100.0% | 0.14% | – |
| GCI | New | GANNETT INC | $32,840,000 | – | 1,823,414 | +100.0% | 0.14% | – |
| ATK | New | ALLIANT TECHSYSTEMS INC | $32,599,000 | – | 526,123 | +100.0% | 0.14% | – |
| UFS | New | DOMTAR CORP | $32,597,000 | – | 390,289 | +100.0% | 0.14% | – |
| AKS | New | AK STL HLDG CORP | $32,511,000 | – | 7,067,643 | +100.0% | 0.14% | – |
| New | TEXTRON INCnote 4.500% 5/0 | $32,553,000 | – | 17,150,000 | +100.0% | 0.14% | – | |
| DF | New | DEAN FOODS CO NEW | $32,401,000 | – | 1,962,534 | +100.0% | 0.14% | – |
| HFC | New | HOLLYFRONTIER CORP | $32,574,000 | – | 699,764 | +100.0% | 0.14% | – |
| WBC | New | WABCO HLDGS INC | $32,501,000 | – | 498,553 | +100.0% | 0.14% | – |
| CAH | New | CARDINAL HEALTH INC | $32,047,000 | – | 778,227 | +100.0% | 0.14% | – |
| PL | New | PROTECTIVE LIFE CORP | $32,044,000 | – | 1,121,209 | +100.0% | 0.14% | – |
| IM | New | INGRAM MICRO INCcl a | $31,676,000 | – | 1,872,097 | +100.0% | 0.14% | – |
| AM | New | AMERICAN GREETINGS CORPcl a | $31,821,000 | – | 1,884,004 | +100.0% | 0.14% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $31,794,000 | – | 545,266 | +100.0% | 0.14% | – |
| LPS | New | LENDER PROCESSING SVCS INC | $31,799,000 | – | 1,291,580 | +100.0% | 0.14% | – |
| MCD | New | MCDONALDS CORP | $31,497,000 | – | 357,065 | +100.0% | 0.14% | – |
| New | SMITHFIELD FOODS INCnote 4.000% 6/3 | $31,501,000 | – | 29,700,000 | +100.0% | 0.14% | – | |
| BBY | New | BEST BUY INC | $30,968,000 | – | 2,613,370 | +100.0% | 0.13% | – |
| New | VECTOR GROUP LTDfrnt 11/1 | $31,043,000 | – | 26,100,000 | +100.0% | 0.13% | – | |
| CSC | New | COMPUTER SCIENCES CORP | $30,840,000 | – | 770,029 | +100.0% | 0.13% | – |
| BG | New | BUNGE LIMITED | $30,479,000 | – | 419,300 | +100.0% | 0.13% | – |
| OI | New | OWENS ILL INC | $30,586,000 | – | 1,437,980 | +100.0% | 0.13% | – |
| New | VIRGIN MEDIA INCnote 6.500%11/1 | $30,380,000 | – | 14,725,000 | +100.0% | 0.13% | – | |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $30,351,000 | – | 488,745 | +100.0% | 0.13% | – |
| BGC | New | GENERAL CABLE CORP DEL NEW | $30,409,000 | – | 999,970 | +100.0% | 0.13% | – |
| NWL | New | NEWELL RUBBERMAID INC | $30,185,000 | – | 1,355,400 | +100.0% | 0.13% | – |
| CMA | New | COMERICA INC | $29,945,000 | – | 986,972 | +100.0% | 0.13% | – |
| IVZ | New | INVESCO LTD | $29,799,000 | – | 1,142,176 | +100.0% | 0.13% | – |
| RVBD | New | RIVERBED TECHNOLOGY INC | $29,626,000 | – | 1,502,308 | +100.0% | 0.13% | – |
| TEA | New | TEAVANA HLDGS INC | $29,715,000 | – | 1,917,077 | +100.0% | 0.13% | – |
| TECD | New | TECH DATA CORP | $29,517,000 | – | 648,289 | +100.0% | 0.13% | – |
| ALL | New | ALLSTATE CORP | $29,326,000 | – | 730,051 | +100.0% | 0.13% | – |
| WCBO | New | WEST COAST BANCORP ORE NEW | $29,417,000 | – | 1,328,086 | +100.0% | 0.13% | – |
| HES | New | HESS CORP | $29,408,000 | – | 555,293 | +100.0% | 0.13% | – |
| COST | New | COSTCO WHSL CORP NEW | $29,399,000 | – | 297,651 | +100.0% | 0.13% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $29,136,000 | – | 2,643,919 | +100.0% | 0.12% | – |
| New | UNITED STATES STL CORP NEWnote 4.000% 5/1 | $29,001,000 | – | 26,775,000 | +100.0% | 0.12% | – | |
| BIG | New | BIG LOTS INC | $28,747,000 | – | 1,010,077 | +100.0% | 0.12% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $28,630,000 | – | 534,933 | +100.0% | 0.12% | – |
| TYC | New | TYCO INTERNATIONAL LTD | $28,678,000 | – | 980,457 | +100.0% | 0.12% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $28,780,000 | – | 703,500 | +100.0% | 0.12% | – |
| YMI | New | YM BIOSCIENCES INC | $28,712,000 | – | 10,004,301 | +100.0% | 0.12% | – |
| STJ | New | ST JUDE MED INC | $28,595,000 | – | 791,227 | +100.0% | 0.12% | – |
| OEH | New | ORIENT-EXPRESS HOTELS LTDcl a | $28,499,000 | – | 2,437,880 | +100.0% | 0.12% | – |
| WLL | New | WHITING PETE CORP NEW | $28,461,000 | – | 656,246 | +100.0% | 0.12% | – |
| New | HEALTH CARE REIT INCnote 3.000%12/0 | $28,364,000 | – | 23,025,000 | +100.0% | 0.12% | – | |
| PHM | New | PULTE GROUP INC | $28,363,000 | – | 1,561,850 | +100.0% | 0.12% | – |
| PRU | New | PRUDENTIAL FINL INC | $28,324,000 | – | 531,099 | +100.0% | 0.12% | – |
| KBW | New | KBW INC | $27,772,000 | – | 1,815,172 | +100.0% | 0.12% | – |
| MDT | New | MEDTRONIC INC | $27,650,000 | – | 674,073 | +100.0% | 0.12% | – |
| TNS | New | TNS INC | $27,545,000 | – | 1,328,731 | +100.0% | 0.12% | – |
| KR | New | KROGER CO | $27,577,000 | – | 1,059,845 | +100.0% | 0.12% | – |
| HRC | New | HILL ROM HLDGS INC | $27,255,000 | – | 956,330 | +100.0% | 0.12% | – |
| GES | New | GUESS INC | $27,421,000 | – | 1,117,420 | +100.0% | 0.12% | – |
| ITT | New | ITT CORP NEW | $27,033,000 | – | 1,152,318 | +100.0% | 0.12% | – |
| New | PROLOGISnote 3.250% 3/1 | $27,087,000 | – | 23,800,000 | +100.0% | 0.12% | – | |
| CPWR | New | COMPUWARE CORP | $26,917,000 | – | 2,476,265 | +100.0% | 0.12% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $26,534,000 | – | 1,006,989 | +100.0% | 0.11% | – |
| HNT | New | HEALTH NET INC | $26,424,000 | – | 1,087,400 | +100.0% | 0.11% | – |
| New | ALLIANCE DATA SYSTEMS CORPnote 4.750% 5/1 | $26,079,000 | – | 8,500,000 | +100.0% | 0.11% | – | |
| New | TYSON FOODS INCnote 3.250%10/1 | $26,079,000 | – | 21,475,000 | +100.0% | 0.11% | – | |
| New | ALCOA INCnote 5.250% 3/1 | $25,892,000 | – | 18,020,000 | +100.0% | 0.11% | – | |
| PH | New | PARKER HANNIFIN CORP | $25,974,000 | – | 305,360 | +100.0% | 0.11% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $25,982,000 | – | 484,657 | +100.0% | 0.11% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $25,812,000 | – | 4,039,447 | +100.0% | 0.11% | – |
| New | AVIS BUDGET GROUPnote 3.500%10/0 | $26,003,000 | – | 18,920,000 | +100.0% | 0.11% | – | |
| PDLI | New | PDL BIOPHARMA INC | $25,721,000 | – | 3,648,370 | +100.0% | 0.11% | – |
| HDB | New | HDFC BANK LTD | $25,515,000 | – | 626,600 | +100.0% | 0.11% | – |
| MAN | New | MANPOWERGROUP INC | $25,541,000 | – | 601,826 | +100.0% | 0.11% | – |
| WAG | New | WALGREEN CO | $25,499,000 | – | 688,963 | +100.0% | 0.11% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $25,344,000 | – | 327,988 | +100.0% | 0.11% | – |
| EIX | New | EDISON INTL | $24,910,000 | – | 551,233 | +100.0% | 0.11% | – |
| ROST | New | ROSS STORES INC | $24,944,000 | – | 460,640 | +100.0% | 0.11% | – |
| NVDA | New | NVIDIA CORP | $24,793,000 | – | 2,017,300 | +100.0% | 0.11% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $24,872,000 | – | 278,143 | +100.0% | 0.11% | – |
| New | CHART INDS INCnote 2.000% 8/0 | $24,552,000 | – | 19,850,000 | +100.0% | 0.10% | – | |
| NCR | New | NCR CORP NEW | $24,486,000 | – | 960,990 | +100.0% | 0.10% | – |
| BMC | New | BMC SOFTWARE INC | $24,454,000 | – | 616,600 | +100.0% | 0.10% | – |
| CCE | New | COCA COLA ENTERPRISES INC NE | $24,437,000 | – | 770,169 | +100.0% | 0.10% | – |
| MKSI | New | MKS INSTRUMENT INC | $24,529,000 | – | 951,479 | +100.0% | 0.10% | – |
| PSX | New | PHILLIPS 66 | $24,250,000 | – | 456,686 | +100.0% | 0.10% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $24,315,000 | – | 4,243,400 | +100.0% | 0.10% | – |
| BK | New | BANK NEW YORK MELLON CORP | $24,193,000 | – | 941,347 | +100.0% | 0.10% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $23,949,000 | – | 542,070 | +100.0% | 0.10% | – |
| X | New | UNITED STATES STL CORP NEW | $23,991,000 | – | 1,005,066 | +100.0% | 0.10% | – |
| SCI | New | SERVICE CORP INTL | $24,044,000 | – | 1,741,047 | +100.0% | 0.10% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $23,840,000 | – | 311,192 | +100.0% | 0.10% | – |
| New | VIROPHARMA INCnote 2.000% 3/1 | $23,932,000 | – | 17,125,000 | +100.0% | 0.10% | – | |
| PNW | New | PINNACLE WEST CAP CORP | $23,659,000 | – | 464,078 | +100.0% | 0.10% | – |
| New | LEVEL 3 COMMUNICATIONS INCnote 15.000% 1/1 | $23,489,000 | – | 21,550,000 | +100.0% | 0.10% | – | |
| ACM | New | AECOM TECHNOLOGY CORP DELAWA | $23,475,000 | – | 986,347 | +100.0% | 0.10% | – |
| CROX | New | CROCS INC | $23,508,000 | – | 1,633,600 | +100.0% | 0.10% | – |
| APOL | New | APOLLO GROUP INCcl a | $23,661,000 | – | 1,131,044 | +100.0% | 0.10% | – |
| CECO | New | CAREER EDUCATION CORP | $23,360,000 | – | 6,636,482 | +100.0% | 0.10% | – |
| SJM | New | SMUCKER J M CO | $23,331,000 | – | 270,535 | +100.0% | 0.10% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $23,353,000 | – | 397,700 | +100.0% | 0.10% | – |
| AIG | New | AMERICAN INTL GROUP INC | $23,231,000 | – | 658,111 | +100.0% | 0.10% | – |
| GGP | New | GENERAL GROWTH PPTYS INC NEW | $22,863,000 | – | 1,151,809 | +100.0% | 0.10% | – |
| GRA | New | GRACE W R & CO DEL NEW | $22,693,000 | – | 337,548 | +100.0% | 0.10% | – |
| DVN | New | DEVON ENERGY CORP NEW | $22,375,000 | – | 429,951 | +100.0% | 0.10% | – |
| MDR | New | MCDERMOTT INTL INC | $22,481,000 | – | 2,040,000 | +100.0% | 0.10% | – |
| IBN | New | ICICI BK LTDadr | $22,214,000 | – | 509,387 | +100.0% | 0.10% | – |
| CMC | New | COMMERCIAL METALS CO | $22,262,000 | – | 1,498,123 | +100.0% | 0.10% | – |
| UNP | New | UNION PAC CORP | $22,301,000 | – | 177,389 | +100.0% | 0.10% | – |
| CBD | New | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $21,960,000 | – | 494,700 | +100.0% | 0.09% | – |
| F | New | FORD MTR CO DEL | $21,916,000 | – | 1,692,327 | +100.0% | 0.09% | – |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $21,847,000 | – | 277,248 | +100.0% | 0.09% | – |
| SWY | New | SAFEWAY INC | $22,045,000 | – | 1,218,622 | +100.0% | 0.09% | – |
| New | CADENCE DESIGN SYSTEM INCnote 2.625% 6/0 | $21,773,000 | – | 11,825,000 | +100.0% | 0.09% | – | |
| SIG | New | SIGNET JEWELERS LIMITED | $21,722,000 | – | 406,782 | +100.0% | 0.09% | – |
| KLAC | New | KLA-TENCOR CORP | $21,813,000 | – | 456,728 | +100.0% | 0.09% | – |
| TWX | New | TIME WARNER INC | $21,751,000 | – | 454,759 | +100.0% | 0.09% | – |
| SBS | New | COMPANHIA DE SANEAMENTO BASIsponsored adr | $21,379,000 | – | 255,827 | +100.0% | 0.09% | – |
| AROPQ | New | AEROPOSTALE | $21,523,000 | – | 1,654,372 | +100.0% | 0.09% | – |
| New | GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $21,567,000 | – | 19,900,000 | +100.0% | 0.09% | – | |
| ARB | New | ARBITRON INC | $21,543,000 | – | 461,497 | +100.0% | 0.09% | – |
| PDCO | New | PATTERSON COMPANIES INC | $21,404,000 | – | 625,314 | +100.0% | 0.09% | – |
| PLCE | New | CHILDRENS PL RETAIL STORES I | $21,549,000 | – | 486,549 | +100.0% | 0.09% | – |
| USB | New | US BANCORP DEL | $21,253,000 | – | 665,416 | +100.0% | 0.09% | – |
| DLB | New | DOLBY LABORATORIES INC | $21,206,000 | – | 723,000 | +100.0% | 0.09% | – |
| ED | New | CONSOLIDATED EDISON INC | $21,272,000 | – | 383,011 | +100.0% | 0.09% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $21,067,000 | – | 1,055,466 | +100.0% | 0.09% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $20,941,000 | – | 1,084,480 | +100.0% | 0.09% | – |
| New | STEWART INFORMATION SVCS CORnote 6.000%10/1 | $20,904,000 | – | 10,050,000 | +100.0% | 0.09% | – | |
| TGT | New | TARGET CORP | $20,778,000 | – | 351,166 | +100.0% | 0.09% | – |
| GNW | New | GENWORTH FINL INC | $20,890,000 | – | 2,781,600 | +100.0% | 0.09% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $20,472,000 | – | 351,330 | +100.0% | 0.09% | – |
| TPX | New | TEMPUR PEDIC INTL INC | $20,550,000 | – | 652,600 | +100.0% | 0.09% | – |
| MIPS | New | MIPS TECHNOLOGIES INC | $20,469,000 | – | 2,617,564 | +100.0% | 0.09% | – |
| INGR | New | INGREDION INC | $20,263,000 | – | 314,500 | +100.0% | 0.09% | – |
| THOR | New | THORATEC CORP | $20,415,000 | – | 544,101 | +100.0% | 0.09% | – |
| CHE | New | CHEMED CORP NEW | $20,323,000 | – | 296,300 | +100.0% | 0.09% | – |
| LMT | New | LOCKHEED MARTIN CORP | $20,406,000 | – | 221,107 | +100.0% | 0.09% | – |
| ABV | New | COMPANHIA DE BEBIDAS DAS AMEspon adr pfd | $20,097,000 | – | 478,603 | +100.0% | 0.09% | – |
| CKH | New | SEACOR HOLDINGS INC | $19,943,000 | – | 237,978 | +100.0% | 0.08% | – |
| AYR | New | AIRCASTLE LTD | $19,810,000 | – | 1,579,710 | +100.0% | 0.08% | – |
| New | L-3 COMMUNICATIONS CORPdebt 3.000% 8/0 | $19,816,000 | – | 19,475,000 | +100.0% | 0.08% | – | |
| ARW | New | ARROW ELECTRS INC | $19,926,000 | – | 523,276 | +100.0% | 0.08% | – |
| TSO | New | TESORO CORP | $19,843,000 | – | 450,466 | +100.0% | 0.08% | – |
| CMI | New | CUMMINS INC | $19,541,000 | – | 180,347 | +100.0% | 0.08% | – |
| HRL | New | HORMEL FOODS CORP | $19,535,000 | – | 625,933 | +100.0% | 0.08% | – |
| EME | New | EMCOR GROUP INC | $19,291,000 | – | 557,383 | +100.0% | 0.08% | – |
| EAT | New | BRINKER INTL INC | $19,468,000 | – | 628,210 | +100.0% | 0.08% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $19,414,000 | – | 1,826,345 | +100.0% | 0.08% | – |
| CIG | New | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $19,055,000 | – | 1,754,565 | +100.0% | 0.08% | – |
| A309PS | New | DIRECTV | $18,978,000 | – | 378,347 | +100.0% | 0.08% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $18,854,000 | – | 595,500 | +100.0% | 0.08% | – |
| RTLX | New | RETALIX LTDord | $18,801,000 | – | 631,751 | +100.0% | 0.08% | – |
| ALV | New | AUTOLIV INC | $18,811,000 | – | 279,134 | +100.0% | 0.08% | – |
| ENIA | New | ENERSIS S Asponsored adr | $18,699,000 | – | 1,026,279 | +100.0% | 0.08% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $18,613,000 | – | 269,954 | +100.0% | 0.08% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $18,587,000 | – | 273,500 | +100.0% | 0.08% | – |
| NYX | New | NYSE EURONEXT | $18,733,000 | – | 593,944 | +100.0% | 0.08% | – |
| 6107SC | New | URS CORP NEW | $18,765,000 | – | 477,968 | +100.0% | 0.08% | – |
| WY | New | WEYERHAEUSER CO | $18,614,000 | – | 669,082 | +100.0% | 0.08% | – |
| SHLM | New | SCHULMAN A INC | $18,609,000 | – | 643,256 | +100.0% | 0.08% | – |
| ARRS | New | ARRIS GROUP INC | $18,344,000 | – | 1,227,835 | +100.0% | 0.08% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $18,538,000 | – | 18,275,000 | +100.0% | 0.08% | – | |
| LUV | New | SOUTHWEST AIRLS CO | $18,217,000 | – | 1,778,999 | +100.0% | 0.08% | – |
| RAI | New | REYNOLDS AMERICAN INC | $18,174,000 | – | 438,674 | +100.0% | 0.08% | – |
| LIFE | New | LIFE TECHNOLOGIES CORP | $17,998,000 | – | 366,700 | +100.0% | 0.08% | – |
| SO | New | SOUTHERN CO | $17,906,000 | – | 418,269 | +100.0% | 0.08% | – |
| HCP | New | HCP INC | $18,054,000 | – | 399,612 | +100.0% | 0.08% | – |
| DLTR | New | DOLLAR TREE INC | $18,041,000 | – | 444,799 | +100.0% | 0.08% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $17,965,000 | – | 1,300,886 | +100.0% | 0.08% | – |
| CELG | New | CELGENE CORP | $17,910,000 | – | 227,520 | +100.0% | 0.08% | – |
| SEH | New | SPARTECH CORP | $18,028,000 | – | 1,987,622 | +100.0% | 0.08% | – |
| CRI | New | CARTER INC | $17,960,000 | – | 322,734 | +100.0% | 0.08% | – |
| ZZC | New | SEALY CORPsr secd 3rd 8% | $18,067,000 | – | 244,971 | +100.0% | 0.08% | – |
| DIS | New | DISNEY WALT CO | $17,812,000 | – | 357,734 | +100.0% | 0.08% | – |
| FWLT | New | FOSTER WHEELER AG | $17,434,000 | – | 716,863 | +100.0% | 0.08% | – |
| TLAB | New | TELLABS INC | $17,515,000 | – | 7,682,164 | +100.0% | 0.08% | – |
| PSA | New | PUBLIC STORAGE | $17,364,000 | – | 119,785 | +100.0% | 0.07% | – |
| CR | New | CRANE CO | $17,285,000 | – | 373,479 | +100.0% | 0.07% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $17,293,000 | – | 565,147 | +100.0% | 0.07% | – |
| JEF | New | JEFFERIES GROUP INC NEW | $16,778,000 | – | 903,495 | +100.0% | 0.07% | – |
| VTR | New | VENTAS INC | $16,842,000 | – | 260,227 | +100.0% | 0.07% | – |
| QLGC | New | QLOGIC CORP | $16,854,000 | – | 1,732,212 | +100.0% | 0.07% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $16,725,000 | – | 568,867 | +100.0% | 0.07% | – |
| PLCM | New | POLYCOM INC | $16,708,000 | – | 1,597,300 | +100.0% | 0.07% | – |
| SKM | New | SK TELECOM LTDsponsored adr | $16,763,000 | – | 1,058,929 | +100.0% | 0.07% | – |
| CHD | New | CHURCH & DWIGHT INC | $16,927,000 | – | 315,982 | +100.0% | 0.07% | – |
| ENT | New | GLOBAL EAGLE ACQUISITION COR | $16,733,000 | – | 1,680,000 | +100.0% | 0.07% | – |
| CLWR | New | CLEARWIRE CORP NEWcl a | $16,488,000 | – | 5,705,328 | +100.0% | 0.07% | – |
| FCAL | New | FIRST CALIFORNIA FINANCIAL G | $16,689,000 | – | 2,161,781 | +100.0% | 0.07% | – |
| AEE | New | AMEREN CORP | $16,513,000 | – | 537,523 | +100.0% | 0.07% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $16,630,000 | – | 385,135 | +100.0% | 0.07% | – |
| GIS | New | GENERAL MLS INC | $16,628,000 | – | 411,483 | +100.0% | 0.07% | – |
| CCK | New | CROWN HOLDINGS INC | $16,602,000 | – | 451,032 | +100.0% | 0.07% | – |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $16,298,000 | – | 938,273 | +100.0% | 0.07% | – |
| BDX | New | BECTON DICKINSON & CO | $16,375,000 | – | 209,425 | +100.0% | 0.07% | – |
| WMB | New | WILLIAMS COS INC DEL | $16,445,000 | – | 502,286 | +100.0% | 0.07% | – |
| PCLN | New | PRICELINE COM INC | $16,076,000 | – | 25,879 | +100.0% | 0.07% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $16,208,000 | – | 206,072 | +100.0% | 0.07% | – |
| KSS | New | KOHLS CORP | $16,225,000 | – | 377,498 | +100.0% | 0.07% | – |
| MU | New | MICRON TECHNOLOGY INC | $15,978,000 | – | 2,516,227 | +100.0% | 0.07% | – |
| SBX | New | SEABRIGHT HOLDINGS INC | $15,813,000 | – | 1,428,494 | +100.0% | 0.07% | – |
| FLS | New | FLOWSERVE CORP | $15,752,000 | – | 107,300 | +100.0% | 0.07% | – |
| EPL | New | EPL OIL & GAS INC | $15,709,000 | – | 696,610 | +100.0% | 0.07% | – |
| PIR | New | PIER 1 IMPORTS INC | $15,542,000 | – | 777,089 | +100.0% | 0.07% | – |
| MA | New | MASTERCARD INCcl a | $15,644,000 | – | 31,843 | +100.0% | 0.07% | – |
| DPZ | New | DOMINOS PIZZA INC | $15,571,000 | – | 357,546 | +100.0% | 0.07% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS I | $15,531,000 | – | 140,514 | +100.0% | 0.07% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $15,686,000 | – | 225,020 | +100.0% | 0.07% | – |
| RHI | New | ROBERT HALF INTL INC | $15,632,000 | – | 491,279 | +100.0% | 0.07% | – |
| MAT | New | MATTEL INC | $15,472,000 | – | 422,502 | +100.0% | 0.07% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $15,366,000 | – | 410,100 | +100.0% | 0.07% | – |
| NKE | New | NIKE INCcl b | $15,451,000 | – | 299,446 | +100.0% | 0.07% | – |
| New | NASH FINCH COfrnt 1.631% 3/1 | $15,527,000 | – | 33,125,000 | +100.0% | 0.07% | – | |
| R | New | RYDER SYS INC | $15,328,000 | – | 306,994 | +100.0% | 0.07% | – |
| New | CNO FINL GROUP INCdbcv 7.000%12/3 | $15,233,000 | – | 8,552,000 | +100.0% | 0.06% | – | |
| ASB | New | ASSOCIATED BANC CORP | $15,156,000 | – | 1,155,157 | +100.0% | 0.06% | – |
| DE | New | DEERE & CO | $15,011,000 | – | 173,700 | +100.0% | 0.06% | – |
| CACGU | New | CHART ACQUISITION CORPunit 99/99/9999 | $14,925,000 | – | 1,492,500 | +100.0% | 0.06% | – |
| CTAS | New | CINTAS CORP | $14,863,000 | – | 363,405 | +100.0% | 0.06% | – |
| EMR | New | EMERSON ELEC CO | $14,672,000 | – | 277,031 | +100.0% | 0.06% | – |
| CYT | New | CYTEC INDS INC | $14,630,000 | – | 212,549 | +100.0% | 0.06% | – |
| MPC | New | MARATHON PETE CORP | $14,707,000 | – | 233,441 | +100.0% | 0.06% | – |
| IPCC | New | INFINITY PPTY & CAS CORP | $14,762,000 | – | 253,470 | +100.0% | 0.06% | – |
| MMR | New | MCMORAN EXPLORATION CO | $14,727,000 | – | 917,546 | +100.0% | 0.06% | – |
| ANDE | New | ANDERSONS INC | $14,763,000 | – | 344,120 | +100.0% | 0.06% | – |
| CI | New | CIGNA CORPORATION | $14,656,000 | – | 274,156 | +100.0% | 0.06% | – |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $14,646,000 | – | 1,172,639 | +100.0% | 0.06% | – |
| WSM | New | WILLIAMS SONOMA INC | $14,441,000 | – | 329,930 | +100.0% | 0.06% | – |
| CACI | New | CACI INTL INCcl a | $14,427,000 | – | 262,175 | +100.0% | 0.06% | – |
| COH | New | COACH INC | $14,480,000 | – | 260,855 | +100.0% | 0.06% | – |
| SFD | New | SMITHFIELD FOODS INC | $14,421,000 | – | 668,548 | +100.0% | 0.06% | – |
| IP | New | INTL PAPER CO | $14,477,000 | – | 363,382 | +100.0% | 0.06% | – |
| NNI | New | NELNET INCcl a | $14,386,000 | – | 482,897 | +100.0% | 0.06% | – |
| GPC | New | GENUINE PARTS CO | $14,259,000 | – | 224,276 | +100.0% | 0.06% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $14,255,000 | – | 208,554 | +100.0% | 0.06% | – |
| HPAC | New | HYDE PK ACQUISITION CORP II | $14,220,000 | – | 1,390,000 | +100.0% | 0.06% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $14,228,000 | – | 436,570 | +100.0% | 0.06% | – |
| CBS | New | CBS CORP NEWcl b | $14,006,000 | – | 368,093 | +100.0% | 0.06% | – |
| New | CNO FINL GROUP INCdbcv 7.000%12/3 | $13,922,000 | – | 7,816,000 | +100.0% | 0.06% | – | |
| ESINQ | New | ITT EDUCATIONAL SERVICES INC | $13,961,000 | – | 806,536 | +100.0% | 0.06% | – |
| AET | New | AETNA INC NEW | $13,963,000 | – | 301,573 | +100.0% | 0.06% | – |
| SCHN | New | SCHNITZER STL INDScl a | $14,012,000 | – | 461,972 | +100.0% | 0.06% | – |
| HSC | New | HARSCO CORP | $13,976,000 | – | 594,719 | +100.0% | 0.06% | – |
| OII | New | OCEANEERING INTL INC | $13,981,000 | – | 259,914 | +100.0% | 0.06% | – |
| BPOP | New | POPULAR INC | $13,947,000 | – | 670,832 | +100.0% | 0.06% | – |
| MKC | New | MCCORMICK & CO INC | $13,761,000 | – | 216,614 | +100.0% | 0.06% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $13,719,000 | – | 619,629 | +100.0% | 0.06% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $13,879,000 | – | 392,180 | +100.0% | 0.06% | – |
| CMVT | New | COMVERSE TECHNOLOGY INC | $13,797,000 | – | 3,592,928 | +100.0% | 0.06% | – |
| TLK | New | P T TELEKOMUNIKASI INDONESIAsponsored adr | $13,771,000 | – | 372,685 | +100.0% | 0.06% | – |
| New | ENPRO INDS INCdbcv 3.938%10/1 | $13,757,000 | – | 10,339,000 | +100.0% | 0.06% | – | |
| NSIT | New | INSIGHT ENTERPRISES INC | $13,865,000 | – | 798,216 | +100.0% | 0.06% | – |
| New | NATIONAL FINL PARTNERS CORPnote 4.000% 6/1 | $13,785,000 | – | 9,275,000 | +100.0% | 0.06% | – | |
| RMD | New | RESMED INC | $13,764,000 | – | 331,100 | +100.0% | 0.06% | – |
| RL | New | RALPH LAUREN CORPcl a | $13,859,000 | – | 92,440 | +100.0% | 0.06% | – |
| TIBX | New | TIBCO SOFTWARE INC | $13,528,000 | – | 614,626 | +100.0% | 0.06% | – |
| FICO | New | FAIR ISAAC CORP | $13,553,000 | – | 322,463 | +100.0% | 0.06% | – |
| SNPS | New | SYNOPSYS INC | $13,533,000 | – | 425,045 | +100.0% | 0.06% | – |
| FNF | New | FIDELITY NATIONAL FINANCIALcl a | $13,594,000 | – | 577,241 | +100.0% | 0.06% | – |
| New | GENERAL CABLE CORP DEL NEWnote 0.875%11/1 | $13,565,000 | – | 13,625,000 | +100.0% | 0.06% | – | |
| MSI | New | MOTOROLA SOLUTIONS INC | $13,570,000 | – | 243,707 | +100.0% | 0.06% | – |
| PLD | New | PROLOGIS INC | $13,254,000 | – | 363,218 | +100.0% | 0.06% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $13,250,000 | – | 233,811 | +100.0% | 0.06% | – |
| BXP | New | BOSTON PROPERTIES INC | $13,399,000 | – | 126,636 | +100.0% | 0.06% | – |
| CTRX | New | CATAMARAN CORP | $13,351,000 | – | 283,396 | +100.0% | 0.06% | – |
| FISV | New | FISERV INC | $13,315,000 | – | 168,474 | +100.0% | 0.06% | – |
| SQM | New | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $13,067,000 | – | 226,707 | +100.0% | 0.06% | – |
| New | EXTERRAN HLDGS INCnote 4.250% 6/1 | $13,024,000 | – | 11,325,000 | +100.0% | 0.06% | – | |
| PTEN | New | PATTERSON UTI ENERGY INC | $13,093,000 | – | 702,766 | +100.0% | 0.06% | – |
| New | SIGNATURE BK NEW YORK N Y*w exp 12/12/201 | $13,182,000 | – | 316,500 | +100.0% | 0.06% | – | |
| BBT | New | BB&T CORP | $12,760,000 | – | 438,347 | +100.0% | 0.06% | – |
| PCG | New | PG&E CORP | $12,891,000 | – | 320,829 | +100.0% | 0.06% | – |
| NWE | New | NORTHWESTERN CORP | $12,924,000 | – | 372,124 | +100.0% | 0.06% | – |
| WM | New | WASTE MGMT INC DEL | $12,778,000 | – | 378,707 | +100.0% | 0.06% | – |
| ITRI | New | ITRON INC | $12,884,000 | – | 289,200 | +100.0% | 0.06% | – |
| SCHL | New | SCHOLASTIC CORP | $12,675,000 | – | 428,778 | +100.0% | 0.05% | – |
| EBAY | New | EBAY INC | $12,583,000 | – | 246,625 | +100.0% | 0.05% | – |
| AZO | New | AUTOZONE INC | $12,509,000 | – | 35,293 | +100.0% | 0.05% | – |
| BKCC | New | BLACKROCK KELSO CAPITAL CORP | $12,618,000 | – | 1,254,267 | +100.0% | 0.05% | – |
| AYI | New | ACUITY BRANDS INC | $12,712,000 | – | 187,681 | +100.0% | 0.05% | – |
| New | LEUCADIA NATL CORPnote 3.750% 4/1 | $12,534,000 | – | 10,707,000 | +100.0% | 0.05% | – | |
| New | OMNICARE INCnote 3.750%12/1 | $12,725,000 | – | 8,605,000 | +100.0% | 0.05% | – | |
| VR | New | VALIDUS HOLDINGS LTD | $12,717,000 | – | 367,751 | +100.0% | 0.05% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $12,474,000 | – | 691,105 | +100.0% | 0.05% | – |
| ASNA | New | ASCENA RETAIL GROUP INC | $12,353,000 | – | 668,074 | +100.0% | 0.05% | – |
| New | RADIAN GROUP INCnote 3.000%11/1 | $12,451,000 | – | 14,000,000 | +100.0% | 0.05% | – | |
| BMTI | New | BIOMIMETIC THERAPEUTICS INC | $12,289,000 | – | 1,697,407 | +100.0% | 0.05% | – |
| New | WESCO INTL INCdbcv 6.000% 9/1 | $12,413,000 | – | 5,000,000 | +100.0% | 0.05% | – | |
| COO | New | COOPER COS INC | $12,485,000 | – | 135,000 | +100.0% | 0.05% | – |
| PCH | New | POTLATCH CORP NEW | $12,342,000 | – | 314,921 | +100.0% | 0.05% | – |
| EXG | New | EATON VANCE TAX MNGD GBL DV | $12,297,000 | – | 1,395,828 | +100.0% | 0.05% | – |
| PPLPRU | New | PPL CORPunit 99/99/9999 | $12,329,000 | – | 233,675 | +100.0% | 0.05% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $12,340,000 | – | 199,543 | +100.0% | 0.05% | – |
| S | New | SPRINT NEXTEL CORP | $12,118,000 | – | 2,137,182 | +100.0% | 0.05% | – |
| HSY | New | HERSHEY CO | $12,128,000 | – | 167,937 | +100.0% | 0.05% | – |
| New | MGIC INVT CORP WISnote 5.000% 5/0 | $12,110,000 | – | 16,000,000 | +100.0% | 0.05% | – | |
| PVAHQ | New | PENN VA CORP | $11,908,000 | – | 2,700,249 | +100.0% | 0.05% | – |
| AES | New | AES CORP | $11,998,000 | – | 1,121,303 | +100.0% | 0.05% | – |
| NEM | New | NEWMONT MINING CORP | $11,988,000 | – | 258,138 | +100.0% | 0.05% | – |
| MOS | New | MOSAIC CO NEW | $11,829,000 | – | 208,891 | +100.0% | 0.05% | – |
| AVB | New | AVALONBAY CMNTYS INC | $11,830,000 | – | 87,251 | +100.0% | 0.05% | – |
| JDSU | New | JDS UNIPHASE CORP | $11,903,000 | – | 879,072 | +100.0% | 0.05% | – |
| BRSWQ | New | BRISTOW GROUP INC | $12,022,000 | – | 224,049 | +100.0% | 0.05% | – |
| PKD | New | PARKER DRILLING CO | $11,805,000 | – | 2,566,400 | +100.0% | 0.05% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $11,801,000 | – | 332,713 | +100.0% | 0.05% | – |
| RPT | New | RAMCO-GERSHENSON PPTYS TR | $11,690,000 | – | 878,271 | +100.0% | 0.05% | – |
| ENDP | New | ENDO HEALTH SOLUTIONS INC | $11,756,000 | – | 447,489 | +100.0% | 0.05% | – |
| CEO | New | CNOOC LTDsponsored adr | $11,704,000 | – | 53,200 | +100.0% | 0.05% | – |
| LXK | New | LEXMARK INTL NEWcl a | $11,684,000 | – | 503,836 | +100.0% | 0.05% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $11,732,000 | – | 316,658 | +100.0% | 0.05% | – |
| New | RTI INTL METALS INCnote 3.000%12/0 | $11,615,000 | – | 10,650,000 | +100.0% | 0.05% | – | |
| BBBY | New | BED BATH & BEYOND INC | $11,785,000 | – | 210,782 | +100.0% | 0.05% | – |
| FREDQ | New | FREDS INCcl a | $11,764,000 | – | 883,872 | +100.0% | 0.05% | – |
| AMAT | New | APPLIED MATLS INC | $11,668,000 | – | 1,019,953 | +100.0% | 0.05% | – |
| CNMD | New | CONMED CORP | $11,589,000 | – | 414,630 | +100.0% | 0.05% | – |
| GPN | New | GLOBAL PMTS INC | $11,792,000 | – | 260,300 | +100.0% | 0.05% | – |
| ASCA | New | AMERISTAR CASINOS INC | $11,697,000 | – | 445,763 | +100.0% | 0.05% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $11,748,000 | – | 139,874 | +100.0% | 0.05% | – |
| FCF | New | FIRST COMWLTH FINL CORP PA | $11,732,000 | – | 1,720,292 | +100.0% | 0.05% | – |
| New | PHOTRONICS INCnote 5.500%10/0 | $11,591,000 | – | 8,250,000 | +100.0% | 0.05% | – | |
| HAS | New | HASBRO INC | $11,501,000 | – | 320,364 | +100.0% | 0.05% | – |
| SOHU | New | SOHU COM INC | $11,463,000 | – | 242,132 | +100.0% | 0.05% | – |
| LZB | New | LA Z BOY INC | $11,358,000 | – | 802,675 | +100.0% | 0.05% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $11,378,000 | – | 7,434,013 | +100.0% | 0.05% | – |
| SFYWQ | New | SWIFT ENERGY CO | $11,379,000 | – | 739,380 | +100.0% | 0.05% | – |
| HUBB | New | HUBBELL INCcl b | $11,359,000 | – | 134,219 | +100.0% | 0.05% | – |
| CNW | New | CON-WAY INC | $11,451,000 | – | 411,610 | +100.0% | 0.05% | – |
| HCC | New | HCC INS HLDGS INC | $11,371,000 | – | 305,603 | +100.0% | 0.05% | – |
| HCA | New | HCA HOLDINGS INC | $11,343,000 | – | 375,982 | +100.0% | 0.05% | – |
| PLXT | New | PLX TECHNOLOGY INC | $11,317,000 | – | 3,117,580 | +100.0% | 0.05% | – |
| POR | New | PORTLAND GEN ELEC CO | $11,292,000 | – | 412,713 | +100.0% | 0.05% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $11,224,000 | – | 78,065 | +100.0% | 0.05% | – |
| IRC | New | INLAND REAL ESTATE CORP | $11,252,000 | – | 1,342,695 | +100.0% | 0.05% | – |
| OSK | New | OSHKOSH CORP | $11,095,000 | – | 374,208 | +100.0% | 0.05% | – |
| New | ARCELORMITTAL SA LUXEMBOURGnote 5.000% 5/1 | $11,164,000 | – | 10,690,000 | +100.0% | 0.05% | – | |
| CPT | New | CAMDEN PPTY TRsh ben int | $11,320,000 | – | 165,963 | +100.0% | 0.05% | – |
| CB | New | CHUBB CORP | $11,303,000 | – | 150,063 | +100.0% | 0.05% | – |
| EGY | New | VAALCO ENERGY INC | $11,175,000 | – | 1,291,850 | +100.0% | 0.05% | – |
| 6100PS | New | BROWN SHOE INC NEW | $11,278,000 | – | 613,931 | +100.0% | 0.05% | – |
| MHK | New | MOHAWK INDS INC | $11,291,000 | – | 124,800 | +100.0% | 0.05% | – |
| New | REGIS CORP MINNnote 5.000% 7/1 | $11,233,000 | – | 9,100,000 | +100.0% | 0.05% | – | |
| KOF | New | COCA COLA FEMSA S A B DE C Vspon adr rep l | $11,200,000 | – | 75,150 | +100.0% | 0.05% | – |
| PVH | New | PVH CORP | $11,238,000 | – | 101,232 | +100.0% | 0.05% | – |
| GLW | New | CORNING INC | $11,232,000 | – | 890,028 | +100.0% | 0.05% | – |
| DBD | New | DIEBOLD INC | $11,081,000 | – | 362,000 | +100.0% | 0.05% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $10,901,000 | – | 147,855 | +100.0% | 0.05% | – |
| STE | New | STERIS CORP | $10,909,000 | – | 314,098 | +100.0% | 0.05% | – |
| PII | New | POLARIS INDS INC | $10,954,000 | – | 130,167 | +100.0% | 0.05% | – |
| New | PDL BIOPHARMA INCnote 2.875% 2/1 | $10,933,000 | – | 8,600,000 | +100.0% | 0.05% | – | |
| New | MASTEC INCnote 4.250%12/1 | $11,042,000 | – | 6,500,000 | +100.0% | 0.05% | – | |
| CBT | New | CABOT CORP | $10,935,000 | – | 274,829 | +100.0% | 0.05% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $10,766,000 | – | 134,442 | +100.0% | 0.05% | – |
| LTC | New | LTC PPTYS INC | $10,731,000 | – | 304,950 | +100.0% | 0.05% | – |
| New | COINSTAR INCnote 4.000% 9/0 | $10,690,000 | – | 7,525,000 | +100.0% | 0.05% | – | |
| HCN | New | HEALTH CARE REIT INC | $10,827,000 | – | 176,658 | +100.0% | 0.05% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $10,786,000 | – | 471,417 | +100.0% | 0.05% | – |
| UIS | New | UNISYS CORP | $10,687,000 | – | 617,753 | +100.0% | 0.05% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $10,826,000 | – | 200,474 | +100.0% | 0.05% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $10,678,000 | – | 220,858 | +100.0% | 0.05% | – |
| RIG | New | TRANSOCEAN LTD | $10,513,000 | – | 235,450 | +100.0% | 0.04% | – |
| PNRA | New | PANERA BREAD COcl a | $10,508,000 | – | 66,156 | +100.0% | 0.04% | – |
| HUN | New | HUNTSMAN CORP | $10,537,000 | – | 662,700 | +100.0% | 0.04% | – |
| SHO | New | SUNSTONE HOTEL INVS INC NEW | $10,393,000 | – | 970,377 | +100.0% | 0.04% | – |
| ON | New | ON SEMICONDUCTOR CORP | $10,570,000 | – | 1,499,302 | +100.0% | 0.04% | – |
| AGCO | New | AGCO CORP | $10,559,000 | – | 214,961 | +100.0% | 0.04% | – |
| PTP | New | PLATINUM UNDERWRITER HLDGS L | $10,567,000 | – | 229,710 | +100.0% | 0.04% | – |
| CPB | New | CAMPBELL SOUP CO | $10,460,000 | – | 299,804 | +100.0% | 0.04% | – |
| NLY | New | ANNALY CAP MGMT INC | $10,489,000 | – | 747,045 | +100.0% | 0.04% | – |
| STT | New | STATE STR CORP | $10,504,000 | – | 223,432 | +100.0% | 0.04% | – |
| COCOQ | New | CORINTHIAN COLLEGES INC | $10,496,000 | – | 4,301,573 | +100.0% | 0.04% | – |
| DST | New | DST SYS INC DEL | $10,496,000 | – | 173,209 | +100.0% | 0.04% | – |
| SAFM | New | SANDERSON FARMS INC | $10,234,000 | – | 215,223 | +100.0% | 0.04% | – |
| FSLR | New | FIRST SOLAR INC | $10,345,000 | – | 335,000 | +100.0% | 0.04% | – |
| RDY | New | DR REDDYS LABS LTDadr | $10,328,000 | – | 310,245 | +100.0% | 0.04% | – |
| KT | New | KT CORPsponsored adr | $10,282,000 | – | 614,221 | +100.0% | 0.04% | – |
| UAL | New | UNITED CONTL HLDGS INC | $10,172,000 | – | 435,061 | +100.0% | 0.04% | – |
| RRD | New | DONNELLEY R R & SONS CO | $10,353,000 | – | 1,150,359 | +100.0% | 0.04% | – |
| R108 | New | ENERGIZER HLDGS INC | $10,229,000 | – | 127,900 | +100.0% | 0.04% | – |
| AFL | New | AFLAC INC | $10,205,000 | – | 192,117 | +100.0% | 0.04% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $10,365,000 | – | 476,100 | +100.0% | 0.04% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $10,303,000 | – | 970,144 | +100.0% | 0.04% | – |
| New | SANDISK CORPnote 1.000% 5/1 | $10,272,000 | – | 10,350,000 | +100.0% | 0.04% | – | |
| AXE | New | ANIXTER INTL INC | $10,233,000 | – | 159,943 | +100.0% | 0.04% | – |
| NTAP | New | NETAPP INC | $10,188,000 | – | 303,661 | +100.0% | 0.04% | – |
| VAL | New | VALSPAR CORP | $10,090,000 | – | 161,700 | +100.0% | 0.04% | – |
| New | VECTOR GROUP LTDfrnt 1/1 | $10,125,000 | – | 9,250,000 | +100.0% | 0.04% | – | |
| New | CNO FINL GROUP INCdbcv 7.000%12/3 | $10,096,000 | – | 5,668,000 | +100.0% | 0.04% | – | |
| BAP | New | CREDICORP LTD | $9,930,000 | – | 67,752 | +100.0% | 0.04% | – |
| New | ALLIANCE ONE INTL INCnote 5.500% 7/1 | $10,071,000 | – | 10,250,000 | +100.0% | 0.04% | – | |
| MTX | New | MINERALS TECHNOLOGIES INC | $10,037,000 | – | 251,422 | +100.0% | 0.04% | – |
| CNSI | New | COMVERSE INC | $10,103,000 | – | 354,121 | +100.0% | 0.04% | – |
| NVE | New | NV ENERGY INC | $10,041,000 | – | 553,555 | +100.0% | 0.04% | – |
| DAN | New | DANA HLDG CORP | $10,120,000 | – | 648,300 | +100.0% | 0.04% | – |
| ARCC | New | ARES CAP CORP | $10,002,000 | – | 571,531 | +100.0% | 0.04% | – |
| FDX | New | FEDEX CORP | $9,714,000 | – | 105,904 | +100.0% | 0.04% | – |
| UNTD | New | UNITED ONLINE INC | $9,730,000 | – | 1,740,657 | +100.0% | 0.04% | – |
| SPXC | New | SPX CORP | $9,839,000 | – | 140,260 | +100.0% | 0.04% | – |
| GD | New | GENERAL DYNAMICS CORP | $9,903,000 | – | 142,962 | +100.0% | 0.04% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $9,738,000 | – | 304,019 | +100.0% | 0.04% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $9,894,000 | – | 294,561 | +100.0% | 0.04% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $9,747,000 | – | 413,547 | +100.0% | 0.04% | – |
| ROCK | New | GIBRALTAR INDS INC | $9,768,000 | – | 613,570 | +100.0% | 0.04% | – |
| OCN | New | OCWEN FINL CORP | $9,790,000 | – | 283,025 | +100.0% | 0.04% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $9,761,000 | – | 163,069 | +100.0% | 0.04% | – |
| SHW | New | SHERWIN WILLIAMS CO | $9,886,000 | – | 64,269 | +100.0% | 0.04% | – |
| NMAR | New | NAUTILUS MARINE ACQUISIT COR | $9,600,000 | – | 960,000 | +100.0% | 0.04% | – |
| SCS | New | STEELCASE INCcl a | $9,499,000 | – | 745,608 | +100.0% | 0.04% | – |
| MAR | New | MARRIOTT INTL INC NEWcl a | $9,609,000 | – | 257,828 | +100.0% | 0.04% | – |
| GK | New | G & K SVCS INCcl a | $9,512,000 | – | 278,535 | +100.0% | 0.04% | – |
| New | STERLITE INDS INDIA LTDnote 4.000%10/3 | $9,596,000 | – | 9,925,000 | +100.0% | 0.04% | – | |
| MRH | New | MONTPELIER RE HOLDINGS LTD | $9,588,000 | – | 419,435 | +100.0% | 0.04% | – |
| POLY | New | PLANTRONICS INC NEW | $9,657,000 | – | 261,926 | +100.0% | 0.04% | – |
| CXS | New | CREXUS INVT CORP | $9,655,000 | – | 788,165 | +100.0% | 0.04% | – |
| New | CONVERGYS CORPsdcv 5.750% 9/1 | $9,272,000 | – | 5,675,000 | +100.0% | 0.04% | – | |
| CATO | New | CATO CORP NEWcl a | $9,317,000 | – | 339,653 | +100.0% | 0.04% | – |
| WTSLQ | New | WET SEAL INCcl a | $9,443,000 | – | 3,421,420 | +100.0% | 0.04% | – |
| WOR | New | WORTHINGTON INDS INC | $9,446,000 | – | 363,461 | +100.0% | 0.04% | – |
| BAX | New | BAXTER INTL INC | $9,235,000 | – | 138,532 | +100.0% | 0.04% | – |
| YUM | New | YUM BRANDS INC | $9,249,000 | – | 139,287 | +100.0% | 0.04% | – |
| ALB | New | ALBEMARLE CORP | $9,433,000 | – | 151,857 | +100.0% | 0.04% | – |
| DOX | New | AMDOCS LTDord | $9,412,000 | – | 276,917 | +100.0% | 0.04% | – |
| UNTCQ | New | UNIT CORP | $9,405,000 | – | 208,761 | +100.0% | 0.04% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $9,244,000 | – | 91,800 | +100.0% | 0.04% | – |
| AEC | New | ASSOCIATED ESTATES RLTY CORP | $9,002,000 | – | 558,411 | +100.0% | 0.04% | – |
| CQB | New | CHIQUITA BRANDS INTL INC | $9,150,000 | – | 1,109,083 | +100.0% | 0.04% | – |
| FLIR | New | FLIR SYS INC | $9,054,000 | – | 405,806 | +100.0% | 0.04% | – |
| MOV | New | MOVADO GROUP INC | $9,074,000 | – | 295,765 | +100.0% | 0.04% | – |
| EOG | New | EOG RES INC | $9,133,000 | – | 75,607 | +100.0% | 0.04% | – |
| AIT | New | APPLIED INDL TECHNOLOGIES IN | $9,195,000 | – | 218,877 | +100.0% | 0.04% | – |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $9,055,000 | – | 356,769 | +100.0% | 0.04% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $9,041,000 | – | 959,781 | +100.0% | 0.04% | – |
| ITG | New | INVESTMENT TECHNOLOGY GRP NE | $9,097,000 | – | 1,010,809 | +100.0% | 0.04% | – |
| STI | New | SUNTRUST BKS INC | $9,046,000 | – | 319,100 | +100.0% | 0.04% | – |
| New | GENCORP INCsdcv 4.062%12/3 | $8,905,000 | – | 7,225,000 | +100.0% | 0.04% | – | |
| HST | New | HOST HOTELS & RESORTS INC | $8,818,000 | – | 562,709 | +100.0% | 0.04% | – |
| ROIQ | New | ROI ACQUISITION CORP | $8,775,000 | – | 900,000 | +100.0% | 0.04% | – |
| TMK | New | TORCHMARK CORP | $8,799,000 | – | 170,290 | +100.0% | 0.04% | – |
| CHCO | New | CITY HLDG CO | $8,767,000 | – | 251,558 | +100.0% | 0.04% | – |
| HW | New | HEADWATERS INC | $8,891,000 | – | 1,038,616 | +100.0% | 0.04% | – |
| New | MEDTRONIC INCnote 1.625% 4/1 | $8,763,000 | – | 8,725,000 | +100.0% | 0.04% | – | |
| NPBC | New | NATIONAL PENN BANCSHARES INC | $8,839,000 | – | 948,362 | +100.0% | 0.04% | – |
| RF | New | REGIONS FINL CORP NEW | $8,904,000 | – | 1,250,515 | +100.0% | 0.04% | – |
| JAH | New | JARDEN CORP | $8,762,000 | – | 169,481 | +100.0% | 0.04% | – |
| ICUI | New | ICU MED INC | $8,855,000 | – | 145,336 | +100.0% | 0.04% | – |
| WTFCW | New | WINTRUST FINANCIAL CORP*w exp 12/19/201 | $8,946,000 | – | 525,000 | +100.0% | 0.04% | – |
| SNP | New | CHINA PETE & CHEM CORP | $8,979,000 | – | 78,135 | +100.0% | 0.04% | – |
| PEI | New | PENNSYLVANIA RL ESTATE INVTsh ben int | $8,982,000 | – | 509,163 | +100.0% | 0.04% | – |
| PSB | New | PS BUSINESS PKS INC CALIF | $8,601,000 | – | 132,370 | +100.0% | 0.04% | – |
| NFX | New | NEWFIELD EXPL CO | $8,667,000 | – | 323,631 | +100.0% | 0.04% | – |
| VPHM | New | VIROPHARMA INC | $8,656,000 | – | 380,317 | +100.0% | 0.04% | – |
| PLL | New | PALL CORP | $8,660,000 | – | 143,704 | +100.0% | 0.04% | – |
| AIN | New | ALBANY INTL CORPcl a | $8,549,000 | – | 376,926 | +100.0% | 0.04% | – |
| MTB | New | M & T BK CORP | $8,622,000 | – | 87,564 | +100.0% | 0.04% | – |
| DK | New | DELEK US HLDGS INC | $8,630,000 | – | 340,840 | +100.0% | 0.04% | – |
| MNTA | New | MOMENTA PHARMACEUTICALS INC | $8,571,000 | – | 727,584 | +100.0% | 0.04% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $8,705,000 | – | 361,801 | +100.0% | 0.04% | – |
| NBTB | New | NBT BANCORP INC | $8,687,000 | – | 428,550 | +100.0% | 0.04% | – |
| EXXIQ | New | ENERGY XXI (BERMUDA) LTD | $8,754,000 | – | 271,947 | +100.0% | 0.04% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $8,692,000 | – | 252,169 | +100.0% | 0.04% | – |
| COLB | New | COLUMBIA BKG SYS INC | $8,294,000 | – | 462,300 | +100.0% | 0.04% | – |
| New | RAMBUS INC DELnote 5.000% 6/1 | $8,306,000 | – | 8,275,000 | +100.0% | 0.04% | – | |
| PFS | New | PROVIDENT FINL SVCS INC | $8,404,000 | – | 563,245 | +100.0% | 0.04% | – |
| MYGN | New | MYRIAD GENETICS INC | $8,315,000 | – | 305,122 | +100.0% | 0.04% | – |
| CSGS | New | CSG SYS INTL INC | $8,291,000 | – | 456,029 | +100.0% | 0.04% | – |
| PRI | New | PRIMERICA INC | $8,476,000 | – | 282,433 | +100.0% | 0.04% | – |
| New | JEFFERIES GROUP INC NEWdbcv 3.875%11/0 | $8,345,000 | – | 8,382,000 | +100.0% | 0.04% | – | |
| ETY | New | EATON VANCE TX MGD DIV EQ IN | $8,314,000 | – | 887,340 | +100.0% | 0.04% | – |
| GTIV | New | GENTIVA HEALTH SERVICES INC | $8,129,000 | – | 808,847 | +100.0% | 0.04% | – |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $8,103,000 | – | 159,723 | +100.0% | 0.04% | – |
| New | AV HOMES INCnote 7.500% 2/1 | $8,241,000 | – | 8,020,000 | +100.0% | 0.04% | – | |
| LANC | New | LANCASTER COLONY CORP | $8,097,000 | – | 117,028 | +100.0% | 0.04% | – |
| PACW | New | PACWEST BANCORP DEL | $8,176,000 | – | 329,937 | +100.0% | 0.04% | – |
| SAI | New | SAIC INC | $8,098,000 | – | 715,333 | +100.0% | 0.04% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $8,079,000 | – | 1,162,447 | +100.0% | 0.04% | – |
| 4107PS | New | MEADWESTVACO CORP | $8,272,000 | – | 259,544 | +100.0% | 0.04% | – |
| DY | New | DYCOM INDS INC | $7,997,000 | – | 403,869 | +100.0% | 0.03% | – |
| HRB | New | BLOCK H & R INC | $7,848,000 | – | 422,597 | +100.0% | 0.03% | – |
| AMZN | New | AMAZON COM INC | $7,893,000 | – | 31,430 | +100.0% | 0.03% | – |
| CY | New | CYPRESS SEMICONDUCTOR CORP | $8,018,000 | – | 739,700 | +100.0% | 0.03% | – |
| XEL | New | XCEL ENERGY INC | $7,887,000 | – | 295,290 | +100.0% | 0.03% | – |
| SYA | New | SYMETRA FINL CORP | $7,997,000 | – | 616,085 | +100.0% | 0.03% | – |
| New | EXELIXIS INCnote 4.250% 8/1 | $8,021,000 | – | 8,200,000 | +100.0% | 0.03% | – | |
| DAR | New | DARLING INTL INC | $8,040,000 | – | 501,277 | +100.0% | 0.03% | – |
| PSEC | New | PROSPECT CAPITAL CORPORATION | $8,010,000 | – | 736,906 | +100.0% | 0.03% | – |
| BZH | New | BEAZER HOMES USA INC | $8,043,000 | – | 476,194 | +100.0% | 0.03% | – |
| KBH | New | KB HOME | $7,846,000 | – | 496,585 | +100.0% | 0.03% | – |
| RMGN | New | SCG FINL ACQUISITION CORP | $7,902,000 | – | 799,000 | +100.0% | 0.03% | – |
| HON | New | HONEYWELL INTL INC | $7,867,000 | – | 123,943 | +100.0% | 0.03% | – |
| PNM | New | PNM RES INC | $7,804,000 | – | 380,479 | +100.0% | 0.03% | – |
| BEN | New | FRANKLIN RES INC | $7,597,000 | – | 60,439 | +100.0% | 0.03% | – |
| SMP | New | STANDARD MTR PRODS INC | $7,618,000 | – | 342,858 | +100.0% | 0.03% | – |
| GNOM | New | COMPLETE GENOMICS INC | $7,684,000 | – | 2,439,493 | +100.0% | 0.03% | – |
| BGSC | New | BGS ACQUISITION CORPsh | $7,790,000 | – | 799,000 | +100.0% | 0.03% | – |
| ETJ | New | EATON VANCE RISK MNGD DIV EQ | $7,722,000 | – | 740,358 | +100.0% | 0.03% | – |
| PRE | New | PARTNERRE LTD | $7,614,000 | – | 94,600 | +100.0% | 0.03% | – |
| BLL | New | BALL CORP | $7,661,000 | – | 171,200 | +100.0% | 0.03% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $7,600,000 | – | 92,669 | +100.0% | 0.03% | – |
| New | LEVEL 3 COMMUNICATIONS INCnote 7.000% 3/1 | $7,650,000 | – | 6,405,000 | +100.0% | 0.03% | – | |
| XRX | New | XEROX CORP | $7,719,000 | – | 1,131,820 | +100.0% | 0.03% | – |
| CPA | New | COPA HOLDINGS SAcl a | $7,638,000 | – | 76,800 | +100.0% | 0.03% | – |
| IOSP | New | INNOSPEC INC | $7,722,000 | – | 223,903 | +100.0% | 0.03% | – |
| AEIS | New | ADVANCED ENERGY INDS | $7,384,000 | – | 534,668 | +100.0% | 0.03% | – |
| New | TRW AUTOMOTIVE INCnote 3.500%12/0 | $7,375,000 | – | 3,850,000 | +100.0% | 0.03% | – | |
| FDO | New | FAMILY DLR STORES INC | $7,471,000 | – | 117,816 | +100.0% | 0.03% | – |
| CME | New | CME GROUP INC | $7,401,000 | – | 145,947 | +100.0% | 0.03% | – |
| CLGX | New | CORELOGIC INC | $7,406,000 | – | 275,100 | +100.0% | 0.03% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $7,381,000 | – | 138,163 | +100.0% | 0.03% | – |
| ADTN | New | ADTRAN INC | $7,506,000 | – | 384,129 | +100.0% | 0.03% | – |
| ACAT | New | ARCTIC CAT INC | $7,539,000 | – | 225,787 | +100.0% | 0.03% | – |
| LPNT | New | LIFEPOINT HOSPITALS INC | $7,526,000 | – | 199,377 | +100.0% | 0.03% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 4.375% 6/0 | $7,499,000 | – | 6,150,000 | +100.0% | 0.03% | – | |
| DRC | New | DRESSER-RAND GROUP INC | $7,473,000 | – | 133,108 | +100.0% | 0.03% | – |
| HELE | New | HELEN OF TROY CORP LTD | $7,551,000 | – | 226,152 | +100.0% | 0.03% | – |
| RAD | New | RITE AID CORP | $7,439,000 | – | 5,470,121 | +100.0% | 0.03% | – |
| TCMCF | New | THOMPSON CREEK METALS CO INCunit 99/99/9999 | $7,416,000 | – | 345,475 | +100.0% | 0.03% | – |
| ETW | New | EATON VANCE TXMGD GL BUYWR O | $7,501,000 | – | 701,721 | +100.0% | 0.03% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS LT | $7,173,000 | – | 180,719 | +100.0% | 0.03% | – |
| New | GREEN PLAINS RENEWABLE ENERGnote 5.750%11/0 | $7,165,000 | – | 8,000,000 | +100.0% | 0.03% | – | |
| MGLN | New | MAGELLAN HEALTH SVCS INC | $7,124,000 | – | 145,392 | +100.0% | 0.03% | – |
| DHI | New | D R HORTON INC | $7,219,000 | – | 364,984 | +100.0% | 0.03% | – |
| AOL | New | AOL INC | $7,158,000 | – | 241,733 | +100.0% | 0.03% | – |
| New | VANTAGE DRILLING COMPANYnote 7.875% 9/0 | $7,260,000 | – | 6,500,000 | +100.0% | 0.03% | – | |
| CPRT | New | COPART INC | $7,254,000 | – | 245,906 | +100.0% | 0.03% | – |
| DG | New | DOLLAR GEN CORP NEW | $7,349,000 | – | 166,686 | +100.0% | 0.03% | – |
| JACQ | New | COLLABRIUM JAPAN ACQUISITN C | $7,133,000 | – | 700,000 | +100.0% | 0.03% | – |
| BA | New | BOEING CO | $7,322,000 | – | 97,156 | +100.0% | 0.03% | – |
| JLL | New | JONES LANG LASALLE INC | $7,286,000 | – | 86,800 | +100.0% | 0.03% | – |
| FULT | New | FULTON FINL CORP PA | $7,277,000 | – | 757,200 | +100.0% | 0.03% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $7,236,000 | – | 211,586 | +100.0% | 0.03% | – |
| HNZ | New | HEINZ H J CO | $7,251,000 | – | 125,710 | +100.0% | 0.03% | – |
| IVC | New | INVACARE CORP | $7,140,000 | – | 438,060 | +100.0% | 0.03% | – |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $7,325,000 | – | 275,573 | +100.0% | 0.03% | – |
| FAF | New | FIRST AMERN FINL CORP | $6,984,000 | – | 289,900 | +100.0% | 0.03% | – |
| AOS | New | SMITH A O | $7,072,000 | – | 112,129 | +100.0% | 0.03% | – |
| LMLP | New | LML PMT SYS INC | $6,979,000 | – | 2,028,740 | +100.0% | 0.03% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $7,113,000 | – | 221,726 | +100.0% | 0.03% | – |
| MLI | New | MUELLER INDS INC | $7,044,000 | – | 140,792 | +100.0% | 0.03% | – |
| COR | New | CORESITE RLTY CORP | $6,968,000 | – | 251,934 | +100.0% | 0.03% | – |
| SSS | New | SOVRAN SELF STORAGE INC | $7,098,000 | – | 114,306 | +100.0% | 0.03% | – |
| IT | New | GARTNER INC | $6,934,000 | – | 150,673 | +100.0% | 0.03% | – |
| ENS | New | ENERSYS | $7,121,000 | – | 189,247 | +100.0% | 0.03% | – |
| K | New | KELLOGG CO | $7,005,000 | – | 125,430 | +100.0% | 0.03% | – |
| CNK | New | CINEMARK HOLDINGS INC | $6,895,000 | – | 265,411 | +100.0% | 0.03% | – |
| OFIX | New | ORTHOFIX INTL N V | $7,013,000 | – | 178,300 | +100.0% | 0.03% | – |
| AMED | New | AMEDISYS INC | $7,099,000 | – | 629,900 | +100.0% | 0.03% | – |
| TSCO | New | TRACTOR SUPPLY CO | $6,985,000 | – | 79,054 | +100.0% | 0.03% | – |
| GILD | New | GILEAD SCIENCES INC | $6,994,000 | – | 95,221 | +100.0% | 0.03% | – |
| FLR | New | FLUOR CORP NEW | $6,772,000 | – | 115,287 | +100.0% | 0.03% | – |
| CE | New | CELANESE CORP DEL | $6,734,000 | – | 151,224 | +100.0% | 0.03% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $6,823,000 | – | 578,678 | +100.0% | 0.03% | – |
| WERN | New | WERNER ENTERPRISES INC | $6,818,000 | – | 314,622 | +100.0% | 0.03% | – |
| FR | New | FIRST INDUSTRIAL REALTY TRUS | $6,813,000 | – | 483,870 | +100.0% | 0.03% | – |
| KLIC | New | KULICKE & SOFFA INDS INC | $6,704,000 | – | 559,124 | +100.0% | 0.03% | – |
| LG | New | LACLEDE GROUP INC | $6,875,000 | – | 178,070 | +100.0% | 0.03% | – |
| BFB | New | BROWN FORMAN CORPcl b | $6,852,000 | – | 108,328 | +100.0% | 0.03% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $6,688,000 | – | 574,538 | +100.0% | 0.03% | – |
| TFX | New | TELEFLEX INC | $6,691,000 | – | 93,826 | +100.0% | 0.03% | – |
| SLRC | New | SOLAR CAP LTD | $6,785,000 | – | 283,767 | +100.0% | 0.03% | – |
| WPO | New | WASHINGTON POST COcl b | $6,668,000 | – | 18,259 | +100.0% | 0.03% | – |
| KMX | New | CARMAX INC | $6,585,000 | – | 175,400 | +100.0% | 0.03% | – |
| NUVA | New | NUVASIVE INC | $6,628,000 | – | 428,700 | +100.0% | 0.03% | – |
| CNO | New | CNO FINL GROUP INC | $6,445,000 | – | 690,772 | +100.0% | 0.03% | – |
| HR | New | HEALTHCARE RLTY TR | $6,553,000 | – | 272,916 | +100.0% | 0.03% | – |
| MNGL | New | BLUE WOLF MONGOLIA HOLDINGS | $6,461,000 | – | 650,000 | +100.0% | 0.03% | – |
| SYY | New | SYSCO CORP | $6,525,000 | – | 206,093 | +100.0% | 0.03% | – |
| SBRA | New | SABRA HEALTH CARE REIT INC | $6,531,000 | – | 300,686 | +100.0% | 0.03% | – |
| TCO | New | TAUBMAN CTRS INC | $6,584,000 | – | 83,642 | +100.0% | 0.03% | – |
| WBS | New | WEBSTER FINL CORP CONN | $6,256,000 | – | 304,452 | +100.0% | 0.03% | – |
| QCOM | New | QUALCOMM INC | $6,321,000 | – | 101,920 | +100.0% | 0.03% | – |
| RES | New | RPC INC | $6,368,000 | – | 520,250 | +100.0% | 0.03% | – |
| RPM | New | RPM INTL INC | $6,340,000 | – | 215,956 | +100.0% | 0.03% | – |
| LNT | New | ALLIANT ENERGY CORP | $6,201,000 | – | 141,217 | +100.0% | 0.03% | – |
| ANN | New | ANN INC | $6,406,000 | – | 189,289 | +100.0% | 0.03% | – |
| New | BOSTON PPTYS LTD PARTNERSHIPnote 3.750% 5/1 | $6,191,000 | – | 5,657,000 | +100.0% | 0.03% | – | |
| BDN | New | BRANDYWINE RLTY TRsh ben int new | $6,209,000 | – | 509,384 | +100.0% | 0.03% | – |
| CSX | New | CSX CORP | $6,366,000 | – | 322,669 | +100.0% | 0.03% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $6,217,000 | – | 620,419 | +100.0% | 0.03% | – |
| WTI | New | W & T OFFSHORE INC | $6,353,000 | – | 396,335 | +100.0% | 0.03% | – |
| CTB | New | COOPER TIRE & RUBR CO | $6,283,000 | – | 247,771 | +100.0% | 0.03% | – |
| CORE | New | CORE MARK HOLDING CO INC | $6,385,000 | – | 134,849 | +100.0% | 0.03% | – |
| DOV | New | DOVER CORP | $6,250,000 | – | 95,108 | +100.0% | 0.03% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $6,233,000 | – | 102,504 | +100.0% | 0.03% | – |
| MHO | New | M/I HOMES INC | $6,299,000 | – | 237,686 | +100.0% | 0.03% | – |
| SLB | New | SCHLUMBERGER LTD | $6,348,000 | – | 91,621 | +100.0% | 0.03% | – |
| INFI | New | INFINITY PHARMACEUTICALS INC | $5,975,000 | – | 170,704 | +100.0% | 0.03% | – |
| HAYN | New | HAYNES INTERNATIONAL INC | $6,143,000 | – | 118,426 | +100.0% | 0.03% | – |
| TW | New | TOWERS WATSON & COcl a | $6,184,000 | – | 110,018 | +100.0% | 0.03% | – |
| SNA | New | SNAP ON INC | $5,972,000 | – | 75,601 | +100.0% | 0.03% | – |
| LEN | New | LENNAR CORPcl a | $6,040,000 | – | 156,191 | +100.0% | 0.03% | – |
| RYN | New | RAYONIER INC | $6,169,000 | – | 119,021 | +100.0% | 0.03% | – |
| CLX | New | CLOROX CO DEL | $6,018,000 | – | 82,195 | +100.0% | 0.03% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $6,000,000 | – | 12,236 | +100.0% | 0.03% | – |
| EMN | New | EASTMAN CHEM CO | $5,980,000 | – | 87,870 | +100.0% | 0.03% | – |
| TRIP | New | TRIPADVISOR INC | $6,107,000 | – | 145,554 | +100.0% | 0.03% | – |
| OKE | New | ONEOK INC NEW | $5,993,000 | – | 140,177 | +100.0% | 0.03% | – |
| SHLDQ | New | SEARS HLDGS CORP | $6,042,000 | – | 146,079 | +100.0% | 0.03% | – |
| New | JETBLUE AIRWAYS CORPdbcv 5.500%10/1 | $6,075,000 | – | 4,500,000 | +100.0% | 0.03% | – | |
| SEM | New | SELECT MED HLDGS CORP | $6,133,000 | – | 650,422 | +100.0% | 0.03% | – |
| HOTT | New | HOT TOPIC INC | $6,037,000 | – | 625,645 | +100.0% | 0.03% | – |
| SYKE | New | SYKES ENTERPRISES INC | $5,893,000 | – | 387,220 | +100.0% | 0.02% | – |
| SCCO | New | SOUTHERN COPPER CORP | $5,899,000 | – | 155,799 | +100.0% | 0.02% | – |
| TBI | New | TRUEBLUE INC | $5,925,000 | – | 376,204 | +100.0% | 0.02% | – |
| APOG | New | APOGEE ENTERPRISES INC | $5,926,000 | – | 247,237 | +100.0% | 0.02% | – |
| BOBE | New | BOB EVANS FARMS INC | $5,745,000 | – | 142,916 | +100.0% | 0.02% | – |
| GOV | New | GOVERNMENT PPTYS INCOME TR | $5,880,000 | – | 245,300 | +100.0% | 0.02% | – |
| WYNN | New | WYNN RESORTS LTD | $5,809,000 | – | 51,637 | +100.0% | 0.02% | – |
| SGY | New | STONE ENERGY CORP | $5,851,000 | – | 285,123 | +100.0% | 0.02% | – |
| AHT | New | ASHFORD HOSPITALITY TR INC | $5,788,000 | – | 550,699 | +100.0% | 0.02% | – |
| NC | New | NACCO INDS INCcl a | $5,854,000 | – | 96,461 | +100.0% | 0.02% | – |
| New | KOHLBERG CAPITAL CORPnote 8.750% 3/1 | $5,803,000 | – | 5,000,000 | +100.0% | 0.02% | – | |
| RLJ | New | RLJ LODGING TR | $5,857,000 | – | 302,400 | +100.0% | 0.02% | – |
| JAKK | New | JAKKS PAC INC | $5,840,000 | – | 466,479 | +100.0% | 0.02% | – |
| CFN | New | CAREFUSION CORP | $5,739,000 | – | 200,800 | +100.0% | 0.02% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $5,761,000 | – | 70,900 | +100.0% | 0.02% | – |
| BTZ | New | BLACKROCK CREDIT ALL INC TR | $5,740,000 | – | 418,040 | +100.0% | 0.02% | – |
| BDJ | New | BLACKROCK ENHANCED EQT DIV T | $5,947,000 | – | 828,209 | +100.0% | 0.02% | – |
| KIM | New | KIMCO RLTY CORP | $5,917,000 | – | 306,241 | +100.0% | 0.02% | – |
| WEC | New | WISCONSIN ENERGY CORP | $5,816,000 | – | 157,842 | +100.0% | 0.02% | – |
| New | GT ADVANCED TECHNOLOGIES INCnote 3.000%10/0 | $5,494,000 | – | 7,500,000 | +100.0% | 0.02% | – | |
| SAIA | New | SAIA INC | $5,600,000 | – | 242,229 | +100.0% | 0.02% | – |
| PPS | New | POST PPTYS INC | $5,635,000 | – | 112,812 | +100.0% | 0.02% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $5,720,000 | – | 116,140 | +100.0% | 0.02% | – |
| FNSR | New | FINISAR CORP | $5,502,000 | – | 337,569 | +100.0% | 0.02% | – |
| BRCM | New | BROADCOM CORPcl a | $5,651,000 | – | 170,161 | +100.0% | 0.02% | – |
| URBN | New | URBAN OUTFITTERS INC | $5,676,000 | – | 144,200 | +100.0% | 0.02% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $5,491,000 | – | 167,829 | +100.0% | 0.02% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $5,527,000 | – | 56,250 | +100.0% | 0.02% | – |
| MAC | New | MACERICH CO | $5,549,000 | – | 95,188 | +100.0% | 0.02% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $5,678,000 | – | 344,957 | +100.0% | 0.02% | – |
| TRIO | New | TRIO MERGER CORP | $5,586,000 | – | 558,600 | +100.0% | 0.02% | – |
| THG | New | HANOVER INS GROUP INC | $5,548,000 | – | 143,205 | +100.0% | 0.02% | – |
| WNR | New | WESTERN REFNG INC | $5,650,000 | – | 200,427 | +100.0% | 0.02% | – |
| OMC | New | OMNICOM GROUP INC | $5,431,000 | – | 108,700 | +100.0% | 0.02% | – |
| BKE | New | BUCKLE INC | $5,381,000 | – | 120,541 | +100.0% | 0.02% | – |
| PVSW | New | PERVASIVE SOFTWARE INC | $5,306,000 | – | 595,556 | +100.0% | 0.02% | – |
| New | ENZON PHARMACEUTICALS INCnote 4.000% 6/0 | $5,447,000 | – | 5,400,000 | +100.0% | 0.02% | – | |
| TREX | New | TREX CO INC | $5,398,000 | – | 144,999 | +100.0% | 0.02% | – |
| WFCPRL | New | WELLS FARGO & CO NEWperp pfd cnv a | $5,483,000 | – | 4,475 | +100.0% | 0.02% | – |
| EE | New | EL PASO ELEC CO | $5,460,000 | – | 171,120 | +100.0% | 0.02% | – |
| ROIC | New | RETAIL OPPORTUNITY INVTS COR | $5,285,000 | – | 410,931 | +100.0% | 0.02% | – |
| EPR | New | EPR PPTYS | $5,323,000 | – | 115,442 | +100.0% | 0.02% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $5,437,000 | – | 120,903 | +100.0% | 0.02% | – |
| New | MASTEC INCnote 4.000% 6/1 | $5,354,000 | – | 3,250,000 | +100.0% | 0.02% | – | |
| PACQF | New | PRIME ACQUISITION CORP | $5,307,000 | – | 535,000 | +100.0% | 0.02% | – |
| WFM | New | WHOLE FOODS MKT INC | $5,261,000 | – | 57,607 | +100.0% | 0.02% | – |
| WGRP | New | WILLBROS GROUP INC DEL | $5,280,000 | – | 984,983 | +100.0% | 0.02% | – |
| MUSA | New | METALS USA HLDGS CORP | $5,466,000 | – | 312,507 | +100.0% | 0.02% | – |
| MANH | New | MANHATTAN ASSOCS INC | $5,237,000 | – | 86,799 | +100.0% | 0.02% | – |
| RGP | New | RESOURCES CONNECTION INC | $5,032,000 | – | 421,400 | +100.0% | 0.02% | – |
| New | AGCO CORPnote 1.250%12/1 | $5,075,000 | – | 4,000,000 | +100.0% | 0.02% | – | |
| NDSN | New | NORDSON CORP | $5,037,000 | – | 79,800 | +100.0% | 0.02% | – |
| OGE | New | OGE ENERGY CORP | $5,213,000 | – | 92,574 | +100.0% | 0.02% | – |
| EMC | New | E M C CORP MASS | $5,240,000 | – | 207,100 | +100.0% | 0.02% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $5,191,000 | – | 248,484 | +100.0% | 0.02% | – |
| KSU | New | KANSAS CITY SOUTHERN | $5,213,000 | – | 62,451 | +100.0% | 0.02% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $5,148,000 | – | 229,399 | +100.0% | 0.02% | – |
| SANM | New | SANMINA CORPORATION | $5,035,000 | – | 454,858 | +100.0% | 0.02% | – |
| LXP | New | LEXINGTON REALTY TRUST | $5,101,000 | – | 488,118 | +100.0% | 0.02% | – |
| CNP | New | CENTERPOINT ENERGY INC | $5,041,000 | – | 261,892 | +100.0% | 0.02% | – |
| TWO | New | TWO HBRS INVT CORP | $5,175,000 | – | 467,100 | +100.0% | 0.02% | – |
| STEI | New | STEWART ENTERPRISES INCcl a | $5,250,000 | – | 687,221 | +100.0% | 0.02% | – |
| New | ISTAR FINL INCnote 3.000%11/1 | $5,119,000 | – | 5,000,000 | +100.0% | 0.02% | – | |
| BLK | New | BLACKROCK INC | $5,195,000 | – | 25,134 | +100.0% | 0.02% | – |
| New | ANNALY CAP MGMT INCnote 5.000% 5/1 | $4,977,000 | – | 4,900,000 | +100.0% | 0.02% | – | |
| LM | New | LEGG MASON INC | $4,974,000 | – | 193,400 | +100.0% | 0.02% | – |
| AWR | New | AMERICAN STS WTR CO | $4,936,000 | – | 102,868 | +100.0% | 0.02% | – |
| LPL | New | LG DISPLAY CO LTDspons adr rep | $4,904,000 | – | 338,700 | +100.0% | 0.02% | – |
| LHO | New | LASALLE HOTEL PPTYS | $4,791,000 | – | 188,692 | +100.0% | 0.02% | – |
| RGS | New | REGIS CORP MINN | $4,806,000 | – | 284,018 | +100.0% | 0.02% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $4,955,000 | – | 137,827 | +100.0% | 0.02% | – |
| PPLPRW | New | PPL CORPunit 99/99/9999s | $4,829,000 | – | 89,675 | +100.0% | 0.02% | – |
| HSIC | New | SCHEIN HENRY INC | $4,805,000 | – | 59,715 | +100.0% | 0.02% | – |
| ZION | New | ZIONS BANCORPORATION | $5,005,000 | – | 233,900 | +100.0% | 0.02% | – |
| FORM | New | FORMFACTOR INC | $4,976,000 | – | 1,091,319 | +100.0% | 0.02% | – |
| New | NAVISTAR INTL CORP NEWnote 3.000%10/1 | $4,935,000 | – | 5,375,000 | +100.0% | 0.02% | – | |
| HMY | New | HARMONY GOLD MNG LTDsponsored adr | $5,000,000 | – | 558,000 | +100.0% | 0.02% | – |
| PBH | New | PRESTIGE BRANDS HLDGS INC | $4,790,000 | – | 239,142 | +100.0% | 0.02% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $4,957,000 | – | 86,944 | +100.0% | 0.02% | – |
| ANDA | New | ANDINA ACQUISITION CORP | $4,910,000 | – | 495,000 | +100.0% | 0.02% | – |
| CGEI | New | CHINA GROWTH EQUITY INV LTD | $5,015,000 | – | 500,000 | +100.0% | 0.02% | – |
| ADI | New | ANALOG DEVICES INC | $4,877,000 | – | 115,955 | +100.0% | 0.02% | – |
| ROC | New | ROCKWOOD HLDGS INC | $4,829,000 | – | 97,627 | +100.0% | 0.02% | – |
| LSTR | New | LANDSTAR SYS INC | $4,831,000 | – | 92,084 | +100.0% | 0.02% | – |
| SEIC | New | SEI INVESTMENTS CO | $4,801,000 | – | 205,713 | +100.0% | 0.02% | – |
| BCOR | New | BLUCORA INC | $4,919,000 | – | 313,097 | +100.0% | 0.02% | – |
| MHFI | New | MCGRAW HILL COS INC | $4,952,000 | – | 90,572 | +100.0% | 0.02% | – |
| DECK | New | DECKERS OUTDOOR CORP | $4,592,000 | – | 114,028 | +100.0% | 0.02% | – |
| DV | New | DEVRY INC DEL | $4,675,000 | – | 197,000 | +100.0% | 0.02% | – |
| OTTR | New | OTTER TAIL CORP | $4,733,000 | – | 189,315 | +100.0% | 0.02% | – |
| PMC | New | PHARMERICA CORP | $4,595,000 | – | 322,674 | +100.0% | 0.02% | – |
| PWER | New | POWER ONE INC NEW | $4,759,000 | – | 1,157,900 | +100.0% | 0.02% | – |
| PNFP | New | PINNACLE FINL PARTNERS INC | $4,591,000 | – | 243,684 | +100.0% | 0.02% | – |
| TESO | New | TESCO CORP | $4,736,000 | – | 415,800 | +100.0% | 0.02% | – |
| FMC | New | F M C CORP | $4,713,000 | – | 80,544 | +100.0% | 0.02% | – |
| SM | New | SM ENERGY CO | $4,680,000 | – | 89,646 | +100.0% | 0.02% | – |
| KRA | New | KRATON PERFORMANCE POLYMERS | $4,670,000 | – | 194,338 | +100.0% | 0.02% | – |
| SRCL | New | STERICYCLE INC | $4,687,000 | – | 50,248 | +100.0% | 0.02% | – |
| POL | New | POLYONE CORP | $4,782,000 | – | 234,159 | +100.0% | 0.02% | – |
| CBU | New | COMMUNITY BK SYS INC | $4,736,000 | – | 173,116 | +100.0% | 0.02% | – |
| BH | New | BIGLARI HLDGS INC | $4,758,000 | – | 12,200 | +100.0% | 0.02% | – |
| UMBF | New | UMB FINL CORP | $4,611,000 | – | 105,179 | +100.0% | 0.02% | – |
| PIPR | New | PIPER JAFFRAY COS | $4,614,000 | – | 143,598 | +100.0% | 0.02% | – |
| TDG | New | TRANSDIGM GROUP INC | $4,722,000 | – | 34,632 | +100.0% | 0.02% | – |
| FTNT | New | FORTINET INC | $4,691,000 | – | 222,624 | +100.0% | 0.02% | – |
| BRO | New | BROWN & BROWN INC | $4,560,000 | – | 179,098 | +100.0% | 0.02% | – |
| PAY | New | VERIFONE SYS INC | $4,712,000 | – | 158,748 | +100.0% | 0.02% | – |
| New | STEWART ENTERPRISES INCnote 3.375% 7/1 | $4,491,000 | – | 4,400,000 | +100.0% | 0.02% | – | |
| KEM | New | KEMET CORP | $4,345,000 | – | 863,799 | +100.0% | 0.02% | – |
| VAC | New | MARRIOTT VACATIONS WRLDWDE C | $4,497,000 | – | 107,924 | +100.0% | 0.02% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $4,547,000 | – | 124,954 | +100.0% | 0.02% | – |
| New | PIONEER NAT RES COnote 2.875% 1/1 | $4,436,000 | – | 2,475,000 | +100.0% | 0.02% | – | |
| HGGGQ | New | HHGREGG INC | $4,355,000 | – | 620,432 | +100.0% | 0.02% | – |
| New | SOTHEBYSnote 3.125% 6/1 | $4,394,000 | – | 4,047,000 | +100.0% | 0.02% | – | |
| ZINCQ | New | HORSEHEAD HLDG CORP | $4,431,000 | – | 433,987 | +100.0% | 0.02% | – |
| MAIN | New | MAIN STREET CAPITAL CORP | $4,343,000 | – | 142,334 | +100.0% | 0.02% | – |
| RCII | New | RENT A CTR INC NEW | $4,513,000 | – | 131,344 | +100.0% | 0.02% | – |
| VMI | New | VALMONT INDS INC | $4,455,000 | – | 32,625 | +100.0% | 0.02% | – |
| CCJ | New | CAMECO CORP | $4,366,000 | – | 221,400 | +100.0% | 0.02% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $4,550,000 | – | 48,500 | +100.0% | 0.02% | – |
| KMI | New | KINDER MORGAN INC DEL | $4,448,000 | – | 125,885 | +100.0% | 0.02% | – |
| STWD | New | STARWOOD PPTY TR INC | $4,323,000 | – | 188,300 | +100.0% | 0.02% | – |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $4,520,000 | – | 92,624 | +100.0% | 0.02% | – |
| PMCS | New | PMC-SIERRA INC | $4,536,000 | – | 870,665 | +100.0% | 0.02% | – |
| AGN | New | ALLERGAN INC | $4,509,000 | – | 49,155 | +100.0% | 0.02% | – |
| CLDPQ | New | CLOUD PEAK ENERGY INC | $4,485,000 | – | 232,000 | +100.0% | 0.02% | – |
| ICE | New | INTERCONTINENTALEXCHANGE INC | $4,459,000 | – | 36,012 | +100.0% | 0.02% | – |
| ELX | New | EMULEX CORP | $4,467,000 | – | 611,961 | +100.0% | 0.02% | – |
| BXG | New | BLUEGREEN CORP | $4,196,000 | – | 447,293 | +100.0% | 0.02% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $4,198,000 | – | 147,200 | +100.0% | 0.02% | – |
| New | M/I HOMES INCnote 3.250% 9/1 | $4,160,000 | – | 3,250,000 | +100.0% | 0.02% | – | |
| EOS | New | EATON VANCE ENH EQTY INC FD | $4,307,000 | – | 412,515 | +100.0% | 0.02% | – |
| EOI | New | EATON VANCE ENHANCED EQ INC | $4,175,000 | – | 391,682 | +100.0% | 0.02% | – |
| BZ | New | BOISE INC | $4,301,000 | – | 540,991 | +100.0% | 0.02% | – |
| RHT | New | RED HAT INC | $4,173,000 | – | 78,800 | +100.0% | 0.02% | – |
| ORIT | New | ORITANI FINL CORP DEL | $4,179,000 | – | 272,760 | +100.0% | 0.02% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $4,199,000 | – | 261,801 | +100.0% | 0.02% | – |
| UAA | New | UNDER ARMOUR INCcl a | $4,202,000 | – | 86,582 | +100.0% | 0.02% | – |
| MDU | New | MDU RES GROUP INC | $4,190,000 | – | 197,269 | +100.0% | 0.02% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $4,271,000 | – | 82,716 | +100.0% | 0.02% | – |
| DLR | New | DIGITAL RLTY TR INC | $4,191,000 | – | 61,727 | +100.0% | 0.02% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $4,256,000 | – | 124,159 | +100.0% | 0.02% | – |
| New | CEMEX SAB DE CVnote 3.250% 3/1 | $4,100,000 | – | 3,600,000 | +100.0% | 0.02% | – | |
| WIBC | New | WILSHIRE BANCORP INC | $4,141,000 | – | 705,500 | +100.0% | 0.02% | – |
| P107PS | New | MCG CAPITAL CORP | $4,252,000 | – | 924,400 | +100.0% | 0.02% | – |
| New | DST SYS INC DELdbcv 8/1 | $4,100,000 | – | 3,125,000 | +100.0% | 0.02% | – | |
| AGO | New | ASSURED GUARANTY LTD | $4,140,000 | – | 290,946 | +100.0% | 0.02% | – |
| BCR | New | BARD C R INC | $4,311,000 | – | 44,111 | +100.0% | 0.02% | – |
| CVD | New | COVANCE INC | $4,278,000 | – | 74,047 | +100.0% | 0.02% | – |
| SNV | New | SYNOVUS FINL CORP | $4,302,000 | – | 1,755,866 | +100.0% | 0.02% | – |
| New | TTM TECHNOLOGIES INCnote 3.250% 5/1 | $4,232,000 | – | 4,175,000 | +100.0% | 0.02% | – | |
| VRSN | New | VERISIGN INC | $4,262,000 | – | 109,800 | +100.0% | 0.02% | – |
| SHF | New | SCHIFF NUTRITION INTL INC | $4,092,000 | – | 97,422 | +100.0% | 0.02% | – |
| GLT | New | GLATFELTER | $3,919,000 | – | 224,218 | +100.0% | 0.02% | – |
| ADT | New | THE ADT CORPORATION | $4,040,000 | – | 86,896 | +100.0% | 0.02% | – |
| NAFC | New | NASH FINCH CO | $3,999,000 | – | 187,942 | +100.0% | 0.02% | – |
| OIS | New | OIL STS INTL INC | $3,901,000 | – | 54,528 | +100.0% | 0.02% | – |
| HLSSF | New | HOME LN SERVICING SOLUTIONS | $3,874,000 | – | 205,000 | +100.0% | 0.02% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $3,876,000 | – | 101,400 | +100.0% | 0.02% | – |
| HME | New | HOME PROPERTIES INC | $3,874,000 | – | 63,194 | +100.0% | 0.02% | – |
| MENT | New | MENTOR GRAPHICS CORP | $4,072,000 | – | 239,259 | +100.0% | 0.02% | – |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $4,063,000 | – | 39,055 | +100.0% | 0.02% | – |
| New | ON SEMICONDUCTOR CORPnote 1.875%12/1 | $4,000,000 | – | 4,000,000 | +100.0% | 0.02% | – | |
| PKG | New | PACKAGING CORP AMER | $3,979,000 | – | 103,433 | +100.0% | 0.02% | – |
| BOH | New | BANK HAWAII CORP | $3,908,000 | – | 88,721 | +100.0% | 0.02% | – |
| ALOG | New | ANALOGIC CORP | $3,915,000 | – | 52,696 | +100.0% | 0.02% | – |
| MYRG | New | MYR GROUP INC DEL | $4,012,000 | – | 180,300 | +100.0% | 0.02% | – |
| BOE | New | BLACKROCK GLOBAL OPP EQTY TR | $3,988,000 | – | 302,086 | +100.0% | 0.02% | – |
| OMX | New | OFFICEMAX INC DEL | $3,973,000 | – | 407,053 | +100.0% | 0.02% | – |
| DRIV | New | DIGITAL RIV INC | $4,084,000 | – | 283,800 | +100.0% | 0.02% | – |
| BGY | New | BLACKROCK INTL GRWTH & INC T | $3,992,000 | – | 543,106 | +100.0% | 0.02% | – |
| New | MGM RESORTS INTERNATIONALnote 4.250% 4/1 | $3,977,000 | – | 3,750,000 | +100.0% | 0.02% | – | |
| MED | New | MEDIFAST INC | $3,982,000 | – | 150,903 | +100.0% | 0.02% | – |
| CVI | New | CVR ENERGY INC | $4,067,000 | – | 83,354 | +100.0% | 0.02% | – |
| B | New | BARNES GROUP INC | $3,993,000 | – | 177,767 | +100.0% | 0.02% | – |
| New | STILLWATER MNG COnote 1.750%10/1 | $4,039,000 | – | 3,450,000 | +100.0% | 0.02% | – | |
| BSAC | New | BANCO SANTANDER CHILE NEW | $4,023,000 | – | 141,192 | +100.0% | 0.02% | – |
| PRA | New | PROASSURANCE CORP | $4,078,000 | – | 96,654 | +100.0% | 0.02% | – |
| BEAV | New | B/E AEROSPACE INC | $3,977,000 | – | 80,500 | +100.0% | 0.02% | – |
| RSHCQ | New | RADIOSHACK CORP | $3,753,000 | – | 1,770,098 | +100.0% | 0.02% | – |
| JOY | New | JOY GLOBAL INC | $3,731,000 | – | 58,500 | +100.0% | 0.02% | – |
| GWRU | New | GENESEE & WYO INCunit 10/01/2015 | $3,657,000 | – | 32,750 | +100.0% | 0.02% | – |
| ETV | New | EATON VANCE TX MNG BY WRT OP | $3,808,000 | – | 304,604 | +100.0% | 0.02% | – |
| SXT | New | SENSIENT TECHNOLOGIES CORP | $3,819,000 | – | 107,400 | +100.0% | 0.02% | – |
| JWN | New | NORDSTROM INC | $3,727,000 | – | 69,659 | +100.0% | 0.02% | – |
| NEE | New | NEXTERA ENERGY INC | $3,829,000 | – | 55,341 | +100.0% | 0.02% | – |
| EPAC | New | ACTUANT CORPcl a new | $3,676,000 | – | 131,698 | +100.0% | 0.02% | – |
| SUSQ | New | SUSQUEHANNA BANCSHARES INC P | $3,845,000 | – | 366,848 | +100.0% | 0.02% | – |
| TICC | New | TICC CAPITAL CORP | $3,793,000 | – | 374,800 | +100.0% | 0.02% | – |
| LTXC | New | LTX-CREDENCE CORP | $3,724,000 | – | 567,733 | +100.0% | 0.02% | – |
| CLH | New | CLEAN HARBORS INC | $3,768,000 | – | 68,498 | +100.0% | 0.02% | – |
| CHSP | New | CHESAPEAKE LODGING TRsh ben int | $3,803,000 | – | 182,157 | +100.0% | 0.02% | – |
| APC | New | ANADARKO PETE CORP | $3,812,000 | – | 51,305 | +100.0% | 0.02% | – |
| MOLX | New | MOLEX INC | $3,629,000 | – | 132,799 | +100.0% | 0.02% | – |
| SWHC | New | SMITH & WESSON HLDG CORP | $3,758,000 | – | 445,236 | +100.0% | 0.02% | – |
| VPFG | New | VIEWPOINT FINL GROUP INC MD | $3,792,000 | – | 181,101 | +100.0% | 0.02% | – |
| AA | New | ALCOA INC | $3,707,000 | – | 427,100 | +100.0% | 0.02% | – |
| CBSH | New | COMMERCE BANCSHARES INC | $3,629,000 | – | 103,522 | +100.0% | 0.02% | – |
| RBC | New | REGAL BELOIT CORP | $3,798,000 | – | 53,890 | +100.0% | 0.02% | – |
| MTG | New | MGIC INVT CORP WIS | $3,849,000 | – | 1,446,993 | +100.0% | 0.02% | – |
| HITK | New | HI-TECH PHARMACAL INC | $3,753,000 | – | 107,277 | +100.0% | 0.02% | – |
| New | ARCHER DANIELS MIDLAND COnote 0.875% 2/1 | $3,721,000 | – | 3,700,000 | +100.0% | 0.02% | – | |
| CCG | New | CAMPUS CREST CMNTYS INC | $3,752,000 | – | 306,000 | +100.0% | 0.02% | – |
| EXC | New | EXELON CORP | $3,733,000 | – | 125,521 | +100.0% | 0.02% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $3,845,000 | – | 197,500 | +100.0% | 0.02% | – |
| PZZA | New | PAPA JOHNS INTL INC | $3,731,000 | – | 67,912 | +100.0% | 0.02% | – |
| ADSK | New | AUTODESK INC | $3,677,000 | – | 104,014 | +100.0% | 0.02% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $3,501,000 | – | 251,000 | +100.0% | 0.02% | – |
| LHCG | New | LHC GROUP INC | $3,608,000 | – | 169,383 | +100.0% | 0.02% | – |
| New | STANDARD PAC CORP NEWnote 1.250% 8/0 | $3,591,000 | – | 3,050,000 | +100.0% | 0.02% | – | |
| P105PS | New | INTEGRYS ENERGY GROUP INC | $3,457,000 | – | 66,200 | +100.0% | 0.02% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $3,455,000 | – | 119,400 | +100.0% | 0.02% | – |
| MET | New | METLIFE INC | $3,538,000 | – | 107,420 | +100.0% | 0.02% | – |
| SKYW | New | SKYWEST INC | $3,498,000 | – | 280,744 | +100.0% | 0.02% | – |
| LUMN | New | CENTURYLINK INC | $3,553,000 | – | 90,811 | +100.0% | 0.02% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $3,603,000 | – | 511,816 | +100.0% | 0.02% | – |
| PLAB | New | PHOTRONICS INC | $3,548,000 | – | 595,337 | +100.0% | 0.02% | – |
| VNTV | New | VANTIV INCcl a | $3,394,000 | – | 166,200 | +100.0% | 0.02% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $3,478,000 | – | 209,282 | +100.0% | 0.02% | – |
| New | MANNKIND CORPnote 5.750% 8/1 | $3,427,000 | – | 5,700,000 | +100.0% | 0.02% | – | |
| MTZ | New | MASTEC INC | $3,432,000 | – | 137,677 | +100.0% | 0.02% | – |
| CONN | New | CONNS INC | $3,484,000 | – | 113,553 | +100.0% | 0.02% | – |
| TWI | New | TITAN INTL INC ILL | $3,546,000 | – | 163,279 | +100.0% | 0.02% | – |
| THC | New | TENET HEALTHCARE CORP | $3,551,000 | – | 109,375 | +100.0% | 0.02% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $3,429,000 | – | 169,500 | +100.0% | 0.02% | – |
| FOE | New | FERRO CORP | $3,449,000 | – | 825,000 | +100.0% | 0.02% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $3,454,000 | – | 170,140 | +100.0% | 0.02% | – |
| ENTG | New | ENTEGRIS INC | $3,513,000 | – | 382,650 | +100.0% | 0.02% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $3,398,000 | – | 200,254 | +100.0% | 0.02% | – |
| 3101SC | New | COMMONWEALTH REIT | $3,542,000 | – | 223,609 | +100.0% | 0.02% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $3,412,000 | – | 126,100 | +100.0% | 0.02% | – |
| CSL | New | CARLISLE COS INC | $3,420,000 | – | 58,200 | +100.0% | 0.02% | – |
| New | MERITAGE HOMES CORPnote 1.875% 9/1 | $3,502,000 | – | 3,500,000 | +100.0% | 0.02% | – | |
| HOG | New | HARLEY DAVIDSON INC | $3,482,000 | – | 71,285 | +100.0% | 0.02% | – |
| PPL | New | PPL CORP | $3,462,000 | – | 120,936 | +100.0% | 0.02% | – |
| MTOR | New | MERITOR INC | $3,546,000 | – | 749,578 | +100.0% | 0.02% | – |
| RRGB | New | RED ROBIN GOURMET BURGERS IN | $3,513,000 | – | 99,539 | +100.0% | 0.02% | – |
| SNH | New | SENIOR HSG PPTYS TRsh ben int | $3,454,000 | – | 146,129 | +100.0% | 0.02% | – |
| MMS | New | MAXIMUS INC | $3,423,000 | – | 54,142 | +100.0% | 0.02% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $3,224,000 | – | 67,200 | +100.0% | 0.01% | – |
| SE | New | SPECTRA ENERGY CORP | $3,366,000 | – | 122,943 | +100.0% | 0.01% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $3,213,000 | – | 139,076 | +100.0% | 0.01% | – |
| BTU | New | PEABODY ENERGY CORP | $3,261,000 | – | 122,534 | +100.0% | 0.01% | – |
| LCC | New | U S AIRWAYS GROUP INC | $3,346,000 | – | 247,843 | +100.0% | 0.01% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $3,357,000 | – | 238,400 | +100.0% | 0.01% | – |
| PPC | New | PILGRIMS PRIDE CORP NEW | $3,351,000 | – | 462,222 | +100.0% | 0.01% | – |
| GM | New | GENERAL MTRS CO | $3,237,000 | – | 112,283 | +100.0% | 0.01% | – |
| TEX | New | TEREX CORP NEW | $3,212,000 | – | 114,267 | +100.0% | 0.01% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $3,237,000 | – | 87,181 | +100.0% | 0.01% | – |
| CUB | New | CUBIC CORP | $3,164,000 | – | 65,952 | +100.0% | 0.01% | – |
| ELS | New | EQUITY LIFESTYLE PPTYS INC | $3,356,000 | – | 49,879 | +100.0% | 0.01% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $3,160,000 | – | 43,000 | +100.0% | 0.01% | – |
| CLP | New | COLONIAL PPTYS TR | $3,220,000 | – | 150,670 | +100.0% | 0.01% | – |
| SNTS | New | SANTARUS INC | $3,302,000 | – | 300,731 | +100.0% | 0.01% | – |
| SVU | New | SUPERVALU INC | $3,367,000 | – | 1,363,200 | +100.0% | 0.01% | – |
| NSP | New | INSPERITY INC | $3,240,000 | – | 99,515 | +100.0% | 0.01% | – |
| New | CEMEX SAB DE CVnote 4.875% 3/1 | $3,176,000 | – | 2,900,000 | +100.0% | 0.01% | – | |
| INTU | New | INTUIT | $3,242,000 | – | 54,483 | +100.0% | 0.01% | – |
| AFFY | New | AFFYMAX INC | $3,237,000 | – | 170,362 | +100.0% | 0.01% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $3,384,000 | – | 69,497 | +100.0% | 0.01% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $3,308,000 | – | 43,879 | +100.0% | 0.01% | – |
| CBM | New | CAMBREX CORP | $3,294,000 | – | 289,499 | +100.0% | 0.01% | – |
| CVC | New | CABLEVISION SYS CORPcl a ny cablvs | $3,281,000 | – | 219,600 | +100.0% | 0.01% | – |
| WPX | New | WPX ENERGY INC | $3,342,000 | – | 224,566 | +100.0% | 0.01% | – |
| CPL | New | CPFL ENERGIA S Asponsored adr | $3,240,000 | – | 154,584 | +100.0% | 0.01% | – |
| DDR | New | DDR CORP | $3,097,000 | – | 197,778 | +100.0% | 0.01% | – |
| XIDEQ | New | EXIDE TECHNOLOGIES | $2,957,000 | – | 864,523 | +100.0% | 0.01% | – |
| New | KNIGHT CAP GROUP INCnote 3.500% 3/1 | $2,994,000 | – | 3,000,000 | +100.0% | 0.01% | – | |
| ACXM | New | ACXIOM CORP | $3,107,000 | – | 177,958 | +100.0% | 0.01% | – |
| PENN | New | PENN NATL GAMING INC | $2,947,000 | – | 60,000 | +100.0% | 0.01% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $2,929,000 | – | 17,120 | +100.0% | 0.01% | – |
| BEAM | New | BEAM INC | $3,012,000 | – | 49,300 | +100.0% | 0.01% | – |
| MDC | New | M D C HLDGS INC | $3,098,000 | – | 84,279 | +100.0% | 0.01% | – |
| D | New | DOMINION RES INC VA NEW | $3,044,000 | – | 58,760 | +100.0% | 0.01% | – |
| New | FIRSTSERVICE CORPsdcv 6.500%12/3 | $3,118,000 | – | 2,800,000 | +100.0% | 0.01% | – | |
| RSG | New | REPUBLIC SVCS INC | $2,944,000 | – | 100,376 | +100.0% | 0.01% | – |
| ESL | New | ESTERLINE TECHNOLOGIES CORP | $3,064,000 | – | 48,169 | +100.0% | 0.01% | – |
| XEC | New | CIMAREX ENERGY CO | $2,923,000 | – | 50,640 | +100.0% | 0.01% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $3,138,000 | – | 34,802 | +100.0% | 0.01% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0 | $2,964,000 | – | 3,100,000 | +100.0% | 0.01% | – | |
| SXI | New | STANDEX INTL CORP | $3,079,000 | – | 60,033 | +100.0% | 0.01% | – |
| COL | New | ROCKWELL COLLINS INC | $3,013,000 | – | 51,800 | +100.0% | 0.01% | – |
| BTFG | New | BANCTRUST FINANCIAL GP | $3,077,000 | – | 1,106,829 | +100.0% | 0.01% | – |
| LUFK | New | LUFKIN INDS INC | $3,093,000 | – | 53,200 | +100.0% | 0.01% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $3,108,000 | – | 94,397 | +100.0% | 0.01% | – |
| JCPNQ | New | PENNEY J C INC | $2,937,000 | – | 149,000 | +100.0% | 0.01% | – |
| CBLAQ | New | CBL & ASSOC PPTYS INC | $3,048,000 | – | 143,699 | +100.0% | 0.01% | – |
| VALE | New | VALE S Aadr | $3,134,000 | – | 149,500 | +100.0% | 0.01% | – |
| GB | New | GREATBATCH INC | $2,984,000 | – | 128,407 | +100.0% | 0.01% | – |
| SWFT | New | SWIFT TRANSN COcl a | $3,079,000 | – | 337,600 | +100.0% | 0.01% | – |
| DNDNQ | New | DENDREON CORP | $3,004,000 | – | 568,877 | +100.0% | 0.01% | – |
| DESTQ | New | DESTINATION MATERNITY CORP | $3,143,000 | – | 145,800 | +100.0% | 0.01% | – |
| PETS | New | PETMED EXPRESS INC | $3,072,000 | – | 276,800 | +100.0% | 0.01% | – |
| EWBC | New | EAST WEST BANCORP INC | $3,009,000 | – | 140,000 | +100.0% | 0.01% | – |
| GVA | New | GRANITE CONSTR INC | $2,992,000 | – | 89,000 | +100.0% | 0.01% | – |
| KEYPRG | New | KEYCORP NEWpfd 7.75% sr a | $3,139,000 | – | 25,000 | +100.0% | 0.01% | – |
| WBMD | New | WEBMD HEALTH CORP | $2,984,000 | – | 208,100 | +100.0% | 0.01% | – |
| WAB | New | WABTEC CORP | $3,000,000 | – | 34,275 | +100.0% | 0.01% | – |
| T107PS | New | WRIGHT MED GROUP INC | $2,946,000 | – | 140,338 | +100.0% | 0.01% | – |
| PCYC | New | PHARMACYCLICS INC | $3,029,000 | – | 52,308 | +100.0% | 0.01% | – |
| ONB | New | OLD NATL BANCORP IND | $3,100,000 | – | 261,145 | +100.0% | 0.01% | – |
| CSE | New | CAPITALSOURCE INC | $2,946,000 | – | 388,633 | +100.0% | 0.01% | – |
| SKT | New | TANGER FACTORY OUTLET CTRS I | $2,965,000 | – | 86,686 | +100.0% | 0.01% | – |
| CAT | New | CATERPILLAR INC DEL | $2,956,000 | – | 33,000 | +100.0% | 0.01% | – |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $2,891,000 | – | 188,318 | +100.0% | 0.01% | – |
| IDCC | New | INTERDIGITAL INC | $2,900,000 | – | 70,550 | +100.0% | 0.01% | – |
| ST | New | SENSATA TECHNOLOGIES HLDG BV | $2,719,000 | – | 83,724 | +100.0% | 0.01% | – |
| BHE | New | BENCHMARK ELECTRS INC | $2,705,000 | – | 162,747 | +100.0% | 0.01% | – |
| SBUX | New | STARBUCKS CORP | $2,765,000 | – | 51,571 | +100.0% | 0.01% | – |
| GGB | New | GERDAU S Aspon adr rep pfd | $2,787,000 | – | 310,000 | +100.0% | 0.01% | – |
| WRE | New | WASHINGTON REAL ESTATE INVTsh ben int | $2,838,000 | – | 108,546 | +100.0% | 0.01% | – |
| CALX | New | CALIX INC | $2,700,000 | – | 351,100 | +100.0% | 0.01% | – |
| NVR | New | NVR INC | $2,760,000 | – | 3,000 | +100.0% | 0.01% | – |
| CXO | New | CONCHO RES INC | $2,707,000 | – | 33,600 | +100.0% | 0.01% | – |
| MWA | New | MUELLER WTR PRODS INC | $2,693,000 | – | 479,956 | +100.0% | 0.01% | – |
| ODP | New | OFFICE DEPOT INC | $2,712,000 | – | 826,954 | +100.0% | 0.01% | – |
| APA | New | APACHE CORP | $2,851,000 | – | 36,323 | +100.0% | 0.01% | – |
| URI | New | UNITED RENTALS INC | $2,909,000 | – | 63,912 | +100.0% | 0.01% | – |
| ABFS | New | ARKANSAS BEST CORP DEL | $2,791,000 | – | 292,211 | +100.0% | 0.01% | – |
| BMR | New | BIOMED REALTY TRUST INC | $2,847,000 | – | 147,295 | +100.0% | 0.01% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $2,688,000 | – | 116,325 | +100.0% | 0.01% | – |
| ROP | New | ROPER INDS INC NEW | $2,787,000 | – | 25,000 | +100.0% | 0.01% | – |
| New | DOLLAR FINL CORPnote 2.875% 6/3 | $2,864,000 | – | 2,850,000 | +100.0% | 0.01% | – | |
| LII | New | LENNOX INTL INC | $2,727,000 | – | 51,920 | +100.0% | 0.01% | – |
| HPQ | New | HEWLETT PACKARD CO | $2,830,000 | – | 198,600 | +100.0% | 0.01% | – |
| POT | New | POTASH CORP SASK INC | $2,767,000 | – | 68,000 | +100.0% | 0.01% | – |
| OPLK | New | OPLINK COMMUNICATIONS INC | $2,756,000 | – | 176,900 | +100.0% | 0.01% | – |
| OMI | New | OWENS & MINOR INC NEW | $2,793,000 | – | 97,973 | +100.0% | 0.01% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $2,772,000 | – | 309,700 | +100.0% | 0.01% | – |
| WWW | New | WOLVERINE WORLD WIDE INC | $2,892,000 | – | 70,563 | +100.0% | 0.01% | – |
| EA | New | ELECTRONIC ARTS INC | $2,817,000 | – | 193,846 | +100.0% | 0.01% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $2,864,000 | – | 49,455 | +100.0% | 0.01% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $2,694,000 | – | 92,186 | +100.0% | 0.01% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $2,769,000 | – | 139,690 | +100.0% | 0.01% | – |
| FSTO | New | FOREST OIL CORP | $2,814,000 | – | 420,600 | +100.0% | 0.01% | – |
| EGP | New | EASTGROUP PPTY INC | $2,907,000 | – | 54,015 | +100.0% | 0.01% | – |
| EVT | New | EATON VANCE TAX ADVT DIV INC | $2,828,000 | – | 171,415 | +100.0% | 0.01% | – |
| ETO | New | EATON VANCE TX ADV GLB DIV O | $2,888,000 | – | 143,745 | +100.0% | 0.01% | – |
| MDVN | New | MEDIVATION INC | $2,700,000 | – | 52,771 | +100.0% | 0.01% | – |
| PCAR | New | PACCAR INC | $2,745,000 | – | 60,720 | +100.0% | 0.01% | – |
| TOL | New | TOLL BROTHERS INC | $2,806,000 | – | 86,800 | +100.0% | 0.01% | – |
| KKD | New | KRISPY KREME DOUGHNUTS INC | $2,841,000 | – | 302,835 | +100.0% | 0.01% | – |
| New | AAR CORPnote 1.750% 2/0 | $2,867,000 | – | 2,860,000 | +100.0% | 0.01% | – | |
| HOMB | New | HOME BANCSHARES INC | $2,879,000 | – | 87,187 | +100.0% | 0.01% | – |
| MDCO | New | MEDICINES CO | $2,781,000 | – | 116,006 | +100.0% | 0.01% | – |
| New | SUNPOWER CORPdbcv 4.750% 4/1 | $2,842,000 | – | 3,000,000 | +100.0% | 0.01% | – | |
| EXPO | New | EXPONENT INC | $2,877,000 | – | 51,540 | +100.0% | 0.01% | – |
| New | MOLINA HEALTHCARE INCnote 3.750%10/0 | $2,897,000 | – | 2,500,000 | +100.0% | 0.01% | – | |
| S | New | SPRINT NEXTEL CORPcall | $2,801,000 | – | 4,500 | +100.0% | 0.01% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $2,813,000 | – | 49,756 | +100.0% | 0.01% | – |
| VFC | New | V F CORP | $2,909,000 | – | 19,271 | +100.0% | 0.01% | – |
| STAG | New | STAG INDL INC | $2,845,000 | – | 158,342 | +100.0% | 0.01% | – |
| RGR | New | STURM RUGER & CO INC | $2,725,000 | – | 60,028 | +100.0% | 0.01% | – |
| New | NORTHGATE MINERALS CORPnote 3.500%10/0 | $2,914,000 | – | 2,675,000 | +100.0% | 0.01% | – | |
| PKI | New | PERKINELMER INC | $2,884,000 | – | 90,872 | +100.0% | 0.01% | – |
| NCI | New | NAVIGANT CONSULTING INC | $2,800,000 | – | 250,906 | +100.0% | 0.01% | – |
| UGI | New | UGI CORP NEW | $2,812,000 | – | 85,960 | +100.0% | 0.01% | – |
| AXP | New | AMERICAN EXPRESS CO | $2,784,000 | – | 48,440 | +100.0% | 0.01% | – |
| EZPW | New | EZCORP INCcl a non vtg | $2,571,000 | – | 129,460 | +100.0% | 0.01% | – |
| MOD | New | MODINE MFG CO | $2,650,000 | – | 325,900 | +100.0% | 0.01% | – |
| ARTC | New | ARTHROCARE CORP | $2,653,000 | – | 76,700 | +100.0% | 0.01% | – |
| P103PS | New | NPS PHARMACEUTICALS INC | $2,680,000 | – | 294,538 | +100.0% | 0.01% | – |
| HLS | New | HEALTHSOUTH CORP | $2,453,000 | – | 116,184 | +100.0% | 0.01% | – |
| HRS | New | HARRIS CORP DEL | $2,639,000 | – | 53,900 | +100.0% | 0.01% | – |
| HLIT | New | HARMONIC INC | $2,470,000 | – | 487,200 | +100.0% | 0.01% | – |
| NP | New | NEENAH PAPER INC | $2,458,000 | – | 86,343 | +100.0% | 0.01% | – |
| TASR | New | TASER INTL INC | $2,490,000 | – | 278,564 | +100.0% | 0.01% | – |
| HAL | New | HALLIBURTON CO | $2,453,000 | – | 70,708 | +100.0% | 0.01% | – |
| XNPT | New | XENOPORT INC | $2,514,000 | – | 323,608 | +100.0% | 0.01% | – |
| AMSG | New | AMSURG CORP | $2,522,000 | – | 84,053 | +100.0% | 0.01% | – |
| SLG | New | SL GREEN RLTY CORP | $2,562,000 | – | 33,429 | +100.0% | 0.01% | – |
| CUBE | New | CUBESMART | $2,661,000 | – | 182,603 | +100.0% | 0.01% | – |
| WGL | New | WGL HLDGS INC | $2,518,000 | – | 64,244 | +100.0% | 0.01% | – |
| CHMT | New | CHEMTURA CORP | $2,622,000 | – | 123,322 | +100.0% | 0.01% | – |
| CYBX | New | CYBERONICS INC | $2,482,000 | – | 47,251 | +100.0% | 0.01% | – |
| INXB | New | INFINITY CROSS BORDER ACQUIS | $2,607,000 | – | 330,000 | +100.0% | 0.01% | – |
| NOR | New | NORANDA ALUM HLDG CORP | $2,637,000 | – | 431,600 | +100.0% | 0.01% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $2,497,000 | – | 71,700 | +100.0% | 0.01% | – |
| New | CENTRAL EUROPEAN DIST CORPnote 3.000% 3/1 | $2,625,000 | – | 5,000,000 | +100.0% | 0.01% | – | |
| New | GMX RES INCnote 4.500% 5/0 | $2,535,000 | – | 5,571,000 | +100.0% | 0.01% | – | |
| UVV | New | UNIVERSAL CORP VA | $2,677,000 | – | 53,642 | +100.0% | 0.01% | – |
| IOC | New | INTEROIL CORP | $2,516,000 | – | 45,300 | +100.0% | 0.01% | – |
| SWC | New | STILLWATER MNG CO | $2,517,000 | – | 196,921 | +100.0% | 0.01% | – |
| New | INVACARE CORPsdcv 4.125% 2/0 | $2,464,000 | – | 2,500,000 | +100.0% | 0.01% | – | |
| IVR | New | INVESCO MORTGAGE CAPITAL INC | $2,515,000 | – | 127,600 | +100.0% | 0.01% | – |
| BBOX | New | BLACK BOX CORP DEL | $2,506,000 | – | 102,972 | +100.0% | 0.01% | – |
| DOLE | New | DOLE FOOD CO INC NEW | $2,517,000 | – | 219,479 | +100.0% | 0.01% | – |
| SKX | New | SKECHERS U S A INCcl a | $2,670,000 | – | 144,334 | +100.0% | 0.01% | – |
| GDI | New | GARDNER DENVER INC | $2,577,000 | – | 37,625 | +100.0% | 0.01% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $2,515,000 | – | 68,400 | +100.0% | 0.01% | – |
| DVAX | New | DYNAVAX TECHNOLOGIES CORP | $2,467,000 | – | 862,432 | +100.0% | 0.01% | – |
| 9207PS | New | ROCK-TENN COcl a | $2,472,000 | – | 35,362 | +100.0% | 0.01% | – |
| O | New | REALTY INCOME CORP | $2,460,000 | – | 61,174 | +100.0% | 0.01% | – |
| LBTYA | New | LIBERTY GLOBAL INC | $2,664,000 | – | 42,300 | +100.0% | 0.01% | – |
| New | JANUS CAP GROUP INCnote 3.250% 7/1 | $2,609,000 | – | 2,500,000 | +100.0% | 0.01% | – | |
| PB | New | PROSPERITY BANCSHARES INC | $2,669,000 | – | 63,553 | +100.0% | 0.01% | – |
| ELNK | New | EARTHLINK INC | $2,637,000 | – | 408,206 | +100.0% | 0.01% | – |
| LTD | New | LIMITED BRANDS INC | $2,525,000 | – | 53,660 | +100.0% | 0.01% | – |
| KAI | New | KADANT INC | $2,589,000 | – | 97,659 | +100.0% | 0.01% | – |
| PAYX | New | PAYCHEX INC | $2,487,000 | – | 79,877 | +100.0% | 0.01% | – |
| PEO | New | PETROLEUM & RES CORP | $2,530,000 | – | 105,752 | +100.0% | 0.01% | – |
| WCC | New | WESCO INTL INC | $2,533,000 | – | 37,572 | +100.0% | 0.01% | – |
| PWE | New | PENN WEST PETE LTD NEW | $2,654,000 | – | 244,400 | +100.0% | 0.01% | – |
| KFRC | New | KFORCE INC | $2,678,000 | – | 186,900 | +100.0% | 0.01% | – |
| KRC | New | KILROY RLTY CORP | $2,511,000 | – | 53,011 | +100.0% | 0.01% | – |
| PNNT | New | PENNANTPARK INVT CORP | $2,531,000 | – | 230,169 | +100.0% | 0.01% | – |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $2,536,000 | – | 209,738 | +100.0% | 0.01% | – |
| POST | New | POST HLDGS INC | $2,565,000 | – | 74,877 | +100.0% | 0.01% | – |
| FDS | New | FACTSET RESH SYS INC | $2,537,000 | – | 28,808 | +100.0% | 0.01% | – |
| WFR | New | MEMC ELECTR MATLS INC | $2,556,000 | – | 796,200 | +100.0% | 0.01% | – |
| TG | New | TREDEGAR CORP | $2,628,000 | – | 128,674 | +100.0% | 0.01% | – |
| LNCWS | New | LINCOLN NATL CORP IND*w exp 07/10/201 | $2,541,000 | – | 147,550 | +100.0% | 0.01% | – |
| New | AVATAR HLDGS INCnote 7.500% 2/1 | $2,619,000 | – | 2,580,000 | +100.0% | 0.01% | – | |
| MOLXA | New | MOLEX INCcl a | $2,544,000 | – | 113,996 | +100.0% | 0.01% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $2,592,000 | – | 58,886 | +100.0% | 0.01% | – |
| BXMX | New | NUVEEN EQUITY PREM INCOME FD | $2,241,000 | – | 189,436 | +100.0% | 0.01% | – |
| GCA | New | GLOBAL CASH ACCESS HLDGS INC | $2,255,000 | – | 287,628 | +100.0% | 0.01% | – |
| NTCT | New | NETSCOUT SYS INC | $2,367,000 | – | 91,076 | +100.0% | 0.01% | – |
| ARNA | New | ARENA PHARMACEUTICALS INC | $2,385,000 | – | 264,365 | +100.0% | 0.01% | – |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $2,240,000 | – | 184,529 | +100.0% | 0.01% | – |
| AZPN | New | ASPEN TECHNOLOGY INC | $2,252,000 | – | 81,481 | +100.0% | 0.01% | – |
| WAFD | New | WASHINGTON FED INC | $2,269,000 | – | 134,500 | +100.0% | 0.01% | – |
| BACPRL | New | BANK OF AMERICA CORPORATION7.25%cnv pfd l | $2,271,000 | – | 2,000 | +100.0% | 0.01% | – |
| LKQ | New | LKQ CORP | $2,254,000 | – | 106,802 | +100.0% | 0.01% | – |
| ECPG | New | ENCORE CAP GROUP INC | $2,342,000 | – | 76,474 | +100.0% | 0.01% | – |
| GG | New | GOLDCORP INC NEW | $2,345,000 | – | 63,900 | +100.0% | 0.01% | – |
| SU | New | SUNCOR ENERGY INC NEW | $2,342,000 | – | 71,000 | +100.0% | 0.01% | – |
| CENX | New | CENTURY ALUM CO | $2,269,000 | – | 259,000 | +100.0% | 0.01% | – |
| SRE | New | SEMPRA ENERGY | $2,368,000 | – | 33,376 | +100.0% | 0.01% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $2,361,000 | – | 174,764 | +100.0% | 0.01% | – |
| KOP | New | KOPPERS HOLDINGS INC | $2,294,000 | – | 60,138 | +100.0% | 0.01% | – |
| NE | New | NOBLE CORPORATION BAARnamen -akt | $2,251,000 | – | 64,644 | +100.0% | 0.01% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $2,358,000 | – | 51,867 | +100.0% | 0.01% | – |
| GWW | New | GRAINGER W W INC | $2,258,000 | – | 11,156 | +100.0% | 0.01% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $2,221,000 | – | 185,671 | +100.0% | 0.01% | – |
| ADC | New | AGREE REALTY CORP | $2,340,000 | – | 87,347 | +100.0% | 0.01% | – |
| SCLN | New | SCICLONE PHARMACEUTICALS INC | $2,295,000 | – | 532,500 | +100.0% | 0.01% | – |
| ACCO | New | ACCO BRANDS CORP | $2,265,000 | – | 308,633 | +100.0% | 0.01% | – |
| LPT | New | LIBERTY PPTY TRsh ben int | $2,429,000 | – | 67,900 | +100.0% | 0.01% | – |
| QTM | New | QUANTUM CORP | $2,314,000 | – | 1,866,300 | +100.0% | 0.01% | – |
| QCOR | New | QUESTCOR PHARMACEUTICALS INC | $2,253,000 | – | 84,301 | +100.0% | 0.01% | – |
| BIRT | New | ACTUATE CORP | $2,328,000 | – | 415,630 | +100.0% | 0.01% | – |
| SKH | New | SKILLED HEALTHCARE GROUP INCcl a | $2,424,000 | – | 380,523 | +100.0% | 0.01% | – |
| CFR | New | CULLEN FROST BANKERS INC | $2,262,000 | – | 41,681 | +100.0% | 0.01% | – |
| XTXI | New | CROSSTEX ENERGY INC | $2,251,000 | – | 157,003 | +100.0% | 0.01% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $2,359,000 | – | 37,166 | +100.0% | 0.01% | – |
| ELLI | New | ELLIE MAE INC | $2,308,000 | – | 83,187 | +100.0% | 0.01% | – |
| SONC | New | SONIC CORP | $2,292,000 | – | 220,200 | +100.0% | 0.01% | – |
| T107SC | New | NUVEEN EQUITY PREM ADV FD | $2,292,000 | – | 192,618 | +100.0% | 0.01% | – |
| CRUS | New | CIRRUS LOGIC INC | $2,315,000 | – | 79,895 | +100.0% | 0.01% | – |
| AUXL | New | AUXILIUM PHARMACEUTICALS INC | $2,409,000 | – | 130,000 | +100.0% | 0.01% | – |
| CDE | New | COEUR D ALENE MINES CORP IDA | $2,451,000 | – | 99,645 | +100.0% | 0.01% | – |
| MNST | New | MONSTER BEVERAGE CORP | $2,046,000 | – | 38,694 | +100.0% | 0.01% | – |
| ECA | New | ENCANA CORP | $2,140,000 | – | 108,300 | +100.0% | 0.01% | – |
| GRMN | New | GARMIN LTD | $2,200,000 | – | 53,900 | +100.0% | 0.01% | – |
| UNS | New | UNS ENERGY CORP | $2,100,000 | – | 49,496 | +100.0% | 0.01% | – |
| TXT | New | TEXTRON INC | $2,176,000 | – | 87,782 | +100.0% | 0.01% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $2,141,000 | – | 35,829 | +100.0% | 0.01% | – |
| CCI | New | CROWN CASTLE INTL CORP | $2,198,000 | – | 30,454 | +100.0% | 0.01% | – |
| CRAY | New | CRAY INC | $2,100,000 | – | 131,652 | +100.0% | 0.01% | – |
| New | COMPUCREDIT HLDGS CORPnote 5.875%11/3 | $2,050,000 | – | 5,000,000 | +100.0% | 0.01% | – | |
| HL | New | HECLA MNG CO | $2,050,000 | – | 351,600 | +100.0% | 0.01% | – |
| VRSK | New | VERISK ANALYTICS INCcl a | $1,986,000 | – | 38,932 | +100.0% | 0.01% | – |
| CYN | New | CITY NATL CORP | $2,035,000 | – | 41,102 | +100.0% | 0.01% | – |
| CIEN | New | CIENA CORP | $2,025,000 | – | 128,990 | +100.0% | 0.01% | – |
| New | CHIQUITA BRANDS INTL INCnote 4.250% 8/1 | $2,013,000 | – | 2,300,000 | +100.0% | 0.01% | – | |
| INFA | New | INFORMATICA CORP | $2,101,000 | – | 69,291 | +100.0% | 0.01% | – |
| CRRTQ | New | CARBO CERAMICS INC | $2,010,000 | – | 25,660 | +100.0% | 0.01% | – |
| JNY | New | JONES GROUP INC | $2,085,000 | – | 188,478 | +100.0% | 0.01% | – |
| CAM | New | CAMERON INTERNATIONAL CORP | $2,010,000 | – | 35,601 | +100.0% | 0.01% | – |
| AFFX | New | AFFYMETRIX INC | $2,166,000 | – | 683,429 | +100.0% | 0.01% | – |
| WLK | New | WESTLAKE CHEM CORP | $1,990,000 | – | 25,100 | +100.0% | 0.01% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $2,193,000 | – | 25,313 | +100.0% | 0.01% | – |
| CNL | New | CLECO CORP NEW | $2,111,000 | – | 52,753 | +100.0% | 0.01% | – |
| A | New | AGILENT TECHNOLOGIES INC | $2,136,000 | – | 52,185 | +100.0% | 0.01% | – |
| LUK | New | LEUCADIA NATL CORP | $2,179,000 | – | 91,600 | +100.0% | 0.01% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $2,046,000 | – | 33,433 | +100.0% | 0.01% | – |
| BMS | New | BEMIS INC | $2,014,000 | – | 60,200 | +100.0% | 0.01% | – |
| BANR | New | BANNER CORP | $2,090,000 | – | 68,012 | +100.0% | 0.01% | – |
| AVA | New | AVISTA CORP | $2,021,000 | – | 83,828 | +100.0% | 0.01% | – |
| MIND | New | MITCHAM INDS INC | $2,021,000 | – | 148,300 | +100.0% | 0.01% | – |
| MCO | New | MOODYS CORP | $2,166,000 | – | 43,042 | +100.0% | 0.01% | – |
| MGAM | New | MULTIMEDIA GAMES HLDG CO INC | $2,053,000 | – | 139,590 | +100.0% | 0.01% | – |
| MYL | New | MYLAN INC | $2,086,000 | – | 75,900 | +100.0% | 0.01% | – |
| AINV | New | APOLLO INVT CORP | $2,201,000 | – | 263,302 | +100.0% | 0.01% | – |
| NYT | New | NEW YORK TIMES COcl a | $2,210,000 | – | 259,052 | +100.0% | 0.01% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $2,080,000 | – | 30,000 | +100.0% | 0.01% | – |
| AME | New | AMETEK INC NEW | $2,038,000 | – | 54,250 | +100.0% | 0.01% | – |
| ASEI | New | AMERICAN SCIENCE & ENGR INC | $2,165,000 | – | 33,200 | +100.0% | 0.01% | – |
| ONXX | New | ONYX PHARMACEUTICALS INC | $2,071,000 | – | 27,415 | +100.0% | 0.01% | – |
| PACR | New | PACER INTL INC TENN | $2,192,000 | – | 561,955 | +100.0% | 0.01% | – |
| PCL | New | PLUM CREEK TIMBER CO INC | $2,130,000 | – | 48,000 | +100.0% | 0.01% | – |
| PBI | New | PITNEY BOWES INC | $2,146,000 | – | 201,700 | +100.0% | 0.01% | – |
| PDM | New | PIEDMONT OFFICE REALTY TR IN | $1,848,000 | – | 102,400 | +100.0% | 0.01% | – |
| TNAV | New | TELENAV INC | $1,794,000 | – | 224,800 | +100.0% | 0.01% | – |
| GPK | New | GRAPHIC PACKAGING HLDG CO | $1,951,000 | – | 302,023 | +100.0% | 0.01% | – |
| ARCT | New | AMERICAN RLTY CAP TR INC | $1,878,000 | – | 162,600 | +100.0% | 0.01% | – |
| FCH | New | FELCOR LODGING TR INC | $1,858,000 | – | 397,810 | +100.0% | 0.01% | – |
| HPT | New | HOSPITALITY PPTYS TR | $1,902,000 | – | 81,200 | +100.0% | 0.01% | – |
| TYL | New | TYLER TECHNOLOGIES INC | $1,881,000 | – | 38,837 | +100.0% | 0.01% | – |
| MLU | New | METLIFE INCunit 99/99/9999 | $1,928,000 | – | 43,382 | +100.0% | 0.01% | – |
| CHT | New | CHUNGHWA TELECOM CO LTDspon adr new11 | $1,910,000 | – | 59,053 | +100.0% | 0.01% | – |
| VCI | New | VALASSIS COMMUNICATIONS INC | $1,879,000 | – | 72,900 | +100.0% | 0.01% | – |
| KGC | New | KINROSS GOLD CORP | $1,816,000 | – | 186,800 | +100.0% | 0.01% | – |
| ENSG | New | ENSIGN GROUP INC | $1,884,000 | – | 69,300 | +100.0% | 0.01% | – |
| PNR | New | PENTAIR LTD | $1,779,000 | – | 36,191 | +100.0% | 0.01% | – |
| FFIV | New | F5 NETWORKS INC | $1,973,000 | – | 20,310 | +100.0% | 0.01% | – |
| IRET | New | INVESTORS REAL ESTATE TRsh ben int | $1,775,000 | – | 203,351 | +100.0% | 0.01% | – |
| BKH | New | BLACK HILLS CORP | $1,976,000 | – | 54,375 | +100.0% | 0.01% | – |
| SSINQ | New | STAGE STORES INC | $1,915,000 | – | 77,262 | +100.0% | 0.01% | – |
| GTLS | New | CHART INDS INC | $1,984,000 | – | 29,757 | +100.0% | 0.01% | – |
| CERN | New | CERNER CORP | $1,824,000 | – | 23,496 | +100.0% | 0.01% | – |
| XLNX | New | XILINX INC | $1,985,000 | – | 55,304 | +100.0% | 0.01% | – |
| New | TIME WARNER TELECOM INCdbcv 2.375% 4/0 | $1,957,000 | – | 1,425,000 | +100.0% | 0.01% | – | |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $1,792,000 | – | 52,700 | +100.0% | 0.01% | – |
| SDRL | New | SEADRILL LIMITED | $1,846,000 | – | 50,159 | +100.0% | 0.01% | – |
| New | INSULET CORPnote 5.375% 6/1 | $1,754,000 | – | 1,500,000 | +100.0% | 0.01% | – | |
| LLNW | New | LIMELIGHT NETWORKS INC | $1,789,000 | – | 806,000 | +100.0% | 0.01% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $1,963,000 | – | 138,549 | +100.0% | 0.01% | – |
| ARRY | New | ARRAY BIOPHARMA INC | $1,800,000 | – | 483,918 | +100.0% | 0.01% | – |
| GIII | New | G-III APPAREL GROUP LTD | $1,857,000 | – | 54,239 | +100.0% | 0.01% | – |
| CII | New | BLACKROCK ENH CAP & INC FD I | $1,809,000 | – | 145,637 | +100.0% | 0.01% | – |
| RLI | New | RLI CORP | $1,778,000 | – | 27,500 | +100.0% | 0.01% | – |
| GNTX | New | GENTEX CORP | $1,812,000 | – | 96,300 | +100.0% | 0.01% | – |
| CALL | New | MAGICJACK VOCALTEC LTD | $1,885,000 | – | 103,500 | +100.0% | 0.01% | – |
| AGC | New | ADVENT CLAY CONV SEC INC FD | $1,851,000 | – | 285,583 | +100.0% | 0.01% | – |
| DNRCQ | New | DENBURY RES INC | $1,802,000 | – | 111,224 | +100.0% | 0.01% | – |
| KALU | New | KAISER ALUMINUM CORP | $1,797,000 | – | 29,122 | +100.0% | 0.01% | – |
| MS | New | MORGAN STANLEY | $1,916,000 | – | 100,200 | +100.0% | 0.01% | – |
| M102SC | New | NUVEEN EQTY PRM OPPORTUNITYF | $1,787,000 | – | 148,089 | +100.0% | 0.01% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $1,859,000 | – | 34,280 | +100.0% | 0.01% | – |
| NFLX | New | NETFLIX INC | $1,948,000 | – | 21,000 | +100.0% | 0.01% | – |
| ACHC | New | ACADIA HEALTHCARE COMPANY IN | $1,891,000 | – | 81,064 | +100.0% | 0.01% | – |
| DENN | New | DENNYS CORP | $1,803,000 | – | 369,400 | +100.0% | 0.01% | – |
| OLN | New | OLIN CORP | $1,788,000 | – | 82,832 | +100.0% | 0.01% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $1,840,000 | – | 47,765 | +100.0% | 0.01% | – |
| DDD | New | 3-D SYS CORP DEL | $1,790,000 | – | 33,546 | +100.0% | 0.01% | – |
| OREX | New | OREXIGEN THERAPEUTICS INC | $1,813,000 | – | 343,967 | +100.0% | 0.01% | – |
| MLNX | New | MELLANOX TECHNOLOGIES LTD | $1,793,000 | – | 30,200 | +100.0% | 0.01% | – |
| DCI | New | DONALDSON INC | $1,789,000 | – | 54,484 | +100.0% | 0.01% | – |
| New | EXIDE TECHNOLOGIESfrnt 9/1 | $1,814,000 | – | 1,950,000 | +100.0% | 0.01% | – | |
| OHI | New | OMEGA HEALTHCARE INVS INC | $1,952,000 | – | 81,847 | +100.0% | 0.01% | – |
| TCAP | New | TRIANGLE CAP CORP | $1,800,000 | – | 70,616 | +100.0% | 0.01% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC | $1,982,000 | – | 44,123 | +100.0% | 0.01% | – |
| MOVE | New | MOVE INC | $1,760,000 | – | 231,850 | +100.0% | 0.01% | – |
| PRGO | New | PERRIGO CO | $1,981,000 | – | 19,047 | +100.0% | 0.01% | – |
| BNA | New | BLACKROCK INCOME OPP TRUST I | $1,787,000 | – | 157,562 | +100.0% | 0.01% | – |
| STNR | New | STEINER LEISURE LTDord | $1,546,000 | – | 32,076 | +100.0% | 0.01% | – |
| HTGC | New | HERCULES TECH GROWTH CAP INC | $1,622,000 | – | 145,724 | +100.0% | 0.01% | – |
| AF | New | ASTORIA FINL CORP | $1,523,000 | – | 162,718 | +100.0% | 0.01% | – |
| HP | New | HELMERICH & PAYNE INC | $1,721,000 | – | 30,721 | +100.0% | 0.01% | – |
| HPY | New | HEARTLAND PMT SYS INC | $1,527,000 | – | 51,774 | +100.0% | 0.01% | – |
| HWAY | New | HEALTHWAYS INC | $1,600,000 | – | 149,534 | +100.0% | 0.01% | – |
| STSA | New | STERLING FINL CORP WASH | $1,687,000 | – | 80,802 | +100.0% | 0.01% | – |
| GEOS | New | GEOSPACE TECHNOLOGIES CORP | $1,552,000 | – | 17,469 | +100.0% | 0.01% | – |
| SFL | New | SHIP FINANCE INTERNATIONAL L | $1,724,000 | – | 103,659 | +100.0% | 0.01% | – |
| HTS | New | HATTERAS FINL CORP | $1,629,000 | – | 65,662 | +100.0% | 0.01% | – |
| NNN | New | NATIONAL RETAIL PPTYS INC | $1,521,000 | – | 48,747 | +100.0% | 0.01% | – |
| GTY | New | GETTY RLTY CORP NEW | $1,549,000 | – | 85,780 | +100.0% | 0.01% | – |
| CKEC | New | CARMIKE CINEMAS INC | $1,634,000 | – | 108,900 | +100.0% | 0.01% | – |
| New | MANNKIND CORPnote 3.750%12/1 | $1,527,000 | – | 2,150,000 | +100.0% | 0.01% | – | |
| STEC | New | STEC INC | $1,606,000 | – | 325,800 | +100.0% | 0.01% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $1,662,000 | – | 23,400 | +100.0% | 0.01% | – |
| New | SBA COMMUNICATIONS CORPnote 1.875% 5/0 | $1,704,000 | – | 1,000,000 | +100.0% | 0.01% | – | |
| New | NUANCE COMMUNICATIONS INCnote 2.750%11/0 | $1,527,000 | – | 1,400,000 | +100.0% | 0.01% | – | |
| BHK | New | BLACKROCK CORE BD TR | $1,734,000 | – | 116,352 | +100.0% | 0.01% | – |
| WRLD | New | WORLD ACCEP CORP DEL | $1,660,000 | – | 22,268 | +100.0% | 0.01% | – |
| HEES | New | H & E EQUIPMENT SERVICES INC | $1,603,000 | – | 106,389 | +100.0% | 0.01% | – |
| GAS | New | AGL RES INC | $1,676,000 | – | 41,931 | +100.0% | 0.01% | – |
| PERY | New | ELLIS PERRY INTL INC | $1,566,000 | – | 78,700 | +100.0% | 0.01% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $1,653,000 | – | 30,246 | +100.0% | 0.01% | – |
| TTEC | New | TELETECH HOLDINGS INC | $1,564,000 | – | 87,843 | +100.0% | 0.01% | – |
| SIRI | New | SIRIUS XM RADIO INC | $1,640,000 | – | 567,352 | +100.0% | 0.01% | – |
| BRY | New | BERRY PETE COcl a | $1,674,000 | – | 49,900 | +100.0% | 0.01% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $1,699,000 | – | 193,966 | +100.0% | 0.01% | – |
| REG | New | REGENCY CTRS CORP | $1,729,000 | – | 36,700 | +100.0% | 0.01% | – |
| LENB | New | LENNAR CORPcl b | $1,622,000 | – | 53,116 | +100.0% | 0.01% | – |
| FOSL | New | FOSSIL INC | $1,716,000 | – | 18,437 | +100.0% | 0.01% | – |
| KCG | New | KNIGHT CAP GROUP INC | $1,595,000 | – | 454,452 | +100.0% | 0.01% | – |
| MW | New | MENS WEARHOUSE INC | $1,532,000 | – | 49,153 | +100.0% | 0.01% | – |
| FSTR | New | FOSTER L B CO | $1,605,000 | – | 36,949 | +100.0% | 0.01% | – |
| MGEE | New | MGE ENERGY INC | $1,670,000 | – | 32,778 | +100.0% | 0.01% | – |
| SPF | New | STANDARD PAC CORP NEW | $1,523,000 | – | 207,238 | +100.0% | 0.01% | – |
| UPLMQ | New | ULTRA PETROLEUM CORP | $1,692,000 | – | 93,300 | +100.0% | 0.01% | – |
| New | AFFYMETRIX INCnote 4.000% 7/0 | $1,582,000 | – | 1,925,000 | +100.0% | 0.01% | – | |
| CINF | New | CINCINNATI FINL CORP | $1,598,000 | – | 40,800 | +100.0% | 0.01% | – |
| LAD | New | LITHIA MTRS INCcl a | $1,615,000 | – | 43,169 | +100.0% | 0.01% | – |
| New | BGC PARTNERS INCnote 4.500% 7/1 | $1,660,000 | – | 1,800,000 | +100.0% | 0.01% | – | |
| RTK | New | RENTECH INC | $1,556,000 | – | 591,630 | +100.0% | 0.01% | – |
| EQIX | New | EQUINIX INC | $1,727,000 | – | 8,374 | +100.0% | 0.01% | – |
| CPLA | New | CAPELLA EDUCATION COMPANY | $1,691,000 | – | 59,898 | +100.0% | 0.01% | – |
| AJG | New | GALLAGHER ARTHUR J & CO | $1,720,000 | – | 49,634 | +100.0% | 0.01% | – |
| DEI | New | DOUGLAS EMMETT INC | $1,633,000 | – | 70,100 | +100.0% | 0.01% | – |
| HIW | New | HIGHWOODS PPTYS INC | $1,596,000 | – | 47,704 | +100.0% | 0.01% | – |
| CLI | New | MACK CALI RLTY CORP | $1,546,000 | – | 59,200 | +100.0% | 0.01% | – |
| HT | New | HERSHA HOSPITALITY TRsh ben int a | $1,535,000 | – | 306,999 | +100.0% | 0.01% | – |
| LVS | New | LAS VEGAS SANDS CORP | $1,531,000 | – | 33,157 | +100.0% | 0.01% | – |
| FNP | New | FIFTH & PAC COS INC | $1,432,000 | – | 115,000 | +100.0% | 0.01% | – |
| HITT | New | HITTITE MICROWAVE CORP | $1,374,000 | – | 22,128 | +100.0% | 0.01% | – |
| IDXX | New | IDEXX LABS INC | $1,308,000 | – | 14,090 | +100.0% | 0.01% | – |
| TDC | New | TERADATA CORP DEL | $1,450,000 | – | 23,426 | +100.0% | 0.01% | – |
| ARG | New | AIRGAS INC | $1,317,000 | – | 14,430 | +100.0% | 0.01% | – |
| J | New | JACOBS ENGR GROUP INC DEL | $1,298,000 | – | 30,482 | +100.0% | 0.01% | – |
| GNRC | New | GENERAC HLDGS INC | $1,323,000 | – | 38,548 | +100.0% | 0.01% | – |
| THLD | New | THRESHOLD PHARMACEUTICAL INC | $1,500,000 | – | 356,395 | +100.0% | 0.01% | – |
| KIRK | New | KIRKLANDS INC | $1,321,000 | – | 124,750 | +100.0% | 0.01% | – |
| NX | New | QUANEX BUILDING PRODUCTS COR | $1,354,000 | – | 66,322 | +100.0% | 0.01% | – |
| CODE | New | SPANSION INC | $1,445,000 | – | 103,900 | +100.0% | 0.01% | – |
| New | TEXAS CAPITAL BANCSHARES INC*w exp 01/16/201 | $1,317,000 | – | 47,286 | +100.0% | 0.01% | – | |
| SEE | New | SEALED AIR CORP NEW | $1,483,000 | – | 84,700 | +100.0% | 0.01% | – |
| DCT | New | DCT INDUSTRIAL TRUST INC | $1,370,000 | – | 211,153 | +100.0% | 0.01% | – |
| STR | New | QUESTAR CORP | $1,517,000 | – | 76,791 | +100.0% | 0.01% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $1,322,000 | – | 25,900 | +100.0% | 0.01% | – |
| HEQ | New | JOHN HANCOCK HDG EQ & INC FD | $1,402,000 | – | 91,876 | +100.0% | 0.01% | – |
| GDO | New | WESTERN ASSET GLOBAL CP DEFI | $1,309,000 | – | 63,106 | +100.0% | 0.01% | – |
| OXM | New | OXFORD INDS INC | $1,374,000 | – | 29,640 | +100.0% | 0.01% | – |
| TRQ | New | TURQUOISE HILL RES LTD | $1,418,000 | – | 186,300 | +100.0% | 0.01% | – |
| NBL | New | NOBLE ENERGY INC | $1,432,000 | – | 14,077 | +100.0% | 0.01% | – |
| RNWK | New | REALNETWORKS INC | $1,303,000 | – | 172,365 | +100.0% | 0.01% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $1,517,000 | – | 67,955 | +100.0% | 0.01% | – |
| SAVE | New | SPIRIT AIRLS INC | $1,430,000 | – | 80,700 | +100.0% | 0.01% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $1,467,000 | – | 33,300 | +100.0% | 0.01% | – |
| ORB | New | ORBITAL SCIENCES CORP | $1,354,000 | – | 98,307 | +100.0% | 0.01% | – |
| TWTC | New | TW TELECOM INC | $1,287,000 | – | 50,546 | +100.0% | 0.01% | – |
| MYE | New | MYERS INDS INC | $1,379,000 | – | 90,999 | +100.0% | 0.01% | – |
| RAX | New | RACKSPACE HOSTING INC | $1,402,000 | – | 18,882 | +100.0% | 0.01% | – |
| CIR | New | CIRCOR INTL INC | $1,318,000 | – | 33,300 | +100.0% | 0.01% | – |
| UDR | New | UDR INC | $1,396,000 | – | 58,700 | +100.0% | 0.01% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $1,396,000 | – | 186,600 | +100.0% | 0.01% | – |
| GNCIQ | New | GNC HLDGS INC | $1,451,000 | – | 43,604 | +100.0% | 0.01% | – |
| HNGR | New | HANGER INC | $1,394,000 | – | 50,961 | +100.0% | 0.01% | – |
| HIBB | New | HIBBETT SPORTS INC | $1,411,000 | – | 26,772 | +100.0% | 0.01% | – |
| BGCP | New | BGC PARTNERS INCcl a | $1,320,000 | – | 381,571 | +100.0% | 0.01% | – |
| FAST | New | FASTENAL CO | $1,332,000 | – | 28,535 | +100.0% | 0.01% | – |
| CPSI | New | COMPUTER PROGRAMS & SYS INC | $1,314,000 | – | 26,100 | +100.0% | 0.01% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $1,449,000 | – | 89,061 | +100.0% | 0.01% | – |
| ATW | New | ATWOOD OCEANICS INC | $1,359,000 | – | 29,689 | +100.0% | 0.01% | – |
| SPXX | New | NUVEEN EQUITY PREM & GROWTH | $1,290,000 | – | 99,752 | +100.0% | 0.01% | – |
| EGN | New | ENERGEN CORP | $1,348,000 | – | 29,889 | +100.0% | 0.01% | – |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $1,383,000 | – | 29,981 | +100.0% | 0.01% | – |
| EXPR | New | EXPRESS INC | $1,316,000 | – | 87,194 | +100.0% | 0.01% | – |
| ACI | New | ARCH COAL INC | $1,461,000 | – | 199,600 | +100.0% | 0.01% | – |
| LYV | New | LIVE NATION ENTERTAINMENT IN | $1,313,000 | – | 141,000 | +100.0% | 0.01% | – |
| ROG | New | ROGERS CORP | $1,414,000 | – | 28,480 | +100.0% | 0.01% | – |
| TLM | New | TALISMAN ENERGY INC | $1,433,000 | – | 126,500 | +100.0% | 0.01% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $1,350,000 | – | 205,445 | +100.0% | 0.01% | – |
| QQQ | New | POWERSHARES QQQ TRUSTunit ser 1 | $1,316,000 | – | 20,200 | +100.0% | 0.01% | – |
| CIE | New | COBALT INTL ENERGY INC | $1,411,000 | – | 57,467 | +100.0% | 0.01% | – |
| WRB | New | BERKLEY W R CORP | $1,362,000 | – | 36,099 | +100.0% | 0.01% | – |
| MTRX | New | MATRIX SVC CO | $1,346,000 | – | 117,000 | +100.0% | 0.01% | – |
| BRLI | New | BIO-REFERENCE LABS INC | $1,343,000 | – | 46,814 | +100.0% | 0.01% | – |
| PRXL | New | PAREXEL INTL CORP | $1,448,000 | – | 48,928 | +100.0% | 0.01% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $1,364,000 | – | 108,975 | +100.0% | 0.01% | – |
| CYS | New | CYS INVTS INC | $1,518,000 | – | 128,500 | +100.0% | 0.01% | – |
| LEA | New | LEAR CORP | $1,410,000 | – | 30,100 | +100.0% | 0.01% | – |
| USG | New | U S G CORP | $1,463,000 | – | 52,109 | +100.0% | 0.01% | – |
| ECL | New | ECOLAB INC | $1,342,000 | – | 18,665 | +100.0% | 0.01% | – |
| FINL | New | FINISH LINE INCcl a | $1,465,000 | – | 77,369 | +100.0% | 0.01% | – |
| USMO | New | USA MOBILITY INC | $1,356,000 | – | 116,088 | +100.0% | 0.01% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $1,436,000 | – | 598,200 | +100.0% | 0.01% | – |
| LNKD | New | LINKEDIN CORP | $1,322,000 | – | 11,514 | +100.0% | 0.01% | – |
| MAS | New | MASCO CORP | $1,309,000 | – | 78,600 | +100.0% | 0.01% | – |
| FLO | New | FLOWERS FOODS INC | $1,365,000 | – | 58,643 | +100.0% | 0.01% | – |
| BC | New | BRUNSWICK CORP | $1,351,000 | – | 46,455 | +100.0% | 0.01% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $1,317,000 | – | 30,786 | +100.0% | 0.01% | – |
| New | FINISAR CORPnote 5.000%10/1 | $1,470,000 | – | 800,000 | +100.0% | 0.01% | – | |
| JACK | New | JACK IN THE BOX INC | $1,375,000 | – | 48,090 | +100.0% | 0.01% | – |
| LO | New | LORILLARD INC | $1,503,000 | – | 12,881 | +100.0% | 0.01% | – |
| LTRE | New | LEARNING TREE INTL INC | $1,512,000 | – | 277,365 | +100.0% | 0.01% | – |
| HMA | New | HEALTH MGMT ASSOC INC NEWcl a | $1,419,000 | – | 152,200 | +100.0% | 0.01% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $1,240,000 | – | 19,610 | +100.0% | 0.01% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $1,070,000 | – | 20,400 | +100.0% | 0.01% | – |
| ATSG | New | AIR TRANSPORT SERVICES GRP I | $1,231,000 | – | 307,100 | +100.0% | 0.01% | – |
| WU | New | WESTERN UN CO | $1,263,000 | – | 92,771 | +100.0% | 0.01% | – |
| New | AFFORDABLE RESIDENTIAL CMNTYnote 7.500% 8/1 | $1,147,000 | – | 975,000 | +100.0% | 0.01% | – | |
| BYD | New | BOYD GAMING CORP | $1,230,000 | – | 185,213 | +100.0% | 0.01% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $1,247,000 | – | 23,605 | +100.0% | 0.01% | – |
| BWA | New | BORGWARNER INC | $1,090,000 | – | 15,222 | +100.0% | 0.01% | – |
| MFA | New | MFA FINANCIAL INC | $1,088,000 | – | 134,117 | +100.0% | 0.01% | – |
| WABC | New | WESTAMERICA BANCORPORATION | $1,244,000 | – | 29,200 | +100.0% | 0.01% | – |
| WEN | New | WENDYS CO | $1,165,000 | – | 247,900 | +100.0% | 0.01% | – |
| CFFN | New | CAPITOL FED FINL INC | $1,116,000 | – | 95,500 | +100.0% | 0.01% | – |
| JBT | New | JOHN BEAN TECHNOLOGIES CORP | $1,249,000 | – | 70,315 | +100.0% | 0.01% | – |
| CMO | New | CAPSTEAD MTG CORP | $1,098,000 | – | 95,704 | +100.0% | 0.01% | – |
| New | STEWART ENTERPRISES INCnote 3.125% 7/1 | $1,195,000 | – | 1,175,000 | +100.0% | 0.01% | – | |
| MFC | New | MANULIFE FINL CORP | $1,120,000 | – | 82,400 | +100.0% | 0.01% | – |
| CASY | New | CASEYS GEN STORES INC | $1,075,000 | – | 20,244 | +100.0% | 0.01% | – |
| ATMI | New | ATMI INC | $1,111,000 | – | 53,213 | +100.0% | 0.01% | – |
| WPP | New | WAUSAU PAPER CORP | $1,164,000 | – | 134,397 | +100.0% | 0.01% | – |
| New | CEMEX SAB DE CVnote 3.750% 3/1 | $1,141,000 | – | 1,000,000 | +100.0% | 0.01% | – | |
| BEBE | New | BEBE STORES INC | $1,216,000 | – | 304,785 | +100.0% | 0.01% | – |
| SUI | New | SUN CMNTYS INC | $1,128,000 | – | 28,266 | +100.0% | 0.01% | – |
| MIG | New | MEADOWBROOK INS GROUP INC | $1,269,000 | – | 219,579 | +100.0% | 0.01% | – |
| CENTA | New | CENTRAL GARDEN & PET COcl a non-vtg | $1,284,000 | – | 122,900 | +100.0% | 0.01% | – |
| IGD | New | ING GLOBAL EQTY DIV & PREM O | $1,114,000 | – | 128,530 | +100.0% | 0.01% | – |
| WMS | New | WMS INDS INC | $1,113,000 | – | 63,600 | +100.0% | 0.01% | – |
| CHFC | New | CHEMICAL FINL CORP | $1,060,000 | – | 44,631 | +100.0% | 0.01% | – |
| ILMN | New | ILLUMINA INC | $1,073,000 | – | 19,300 | +100.0% | 0.01% | – |
| SIR | New | SELECT INCOME REIT | $1,208,000 | – | 48,777 | +100.0% | 0.01% | – |
| SCSS | New | SELECT COMFORT CORP | $1,118,000 | – | 42,708 | +100.0% | 0.01% | – |
| OZRK | New | BANK OF THE OZARKS INC | $1,182,000 | – | 35,313 | +100.0% | 0.01% | – |
| ZZ | New | SEALY CORP | $1,251,000 | – | 576,694 | +100.0% | 0.01% | – |
| MTH | New | MERITAGE HOMES CORP | $1,066,000 | – | 28,548 | +100.0% | 0.01% | – |
| BMO | New | BANK MONTREAL QUE | $1,201,000 | – | 19,600 | +100.0% | 0.01% | – |
| VLTR | New | VOLTERRA SEMICONDUCTOR CORP | $1,056,000 | – | 61,475 | +100.0% | 0.01% | – |
| SNX | New | SYNNEX CORP | $1,124,000 | – | 32,700 | +100.0% | 0.01% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $1,266,000 | – | 21,200 | +100.0% | 0.01% | – |
| BIDU | New | BAIDU INCspon adr rep a | $1,244,000 | – | 12,400 | +100.0% | 0.01% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $1,226,000 | – | 31,404 | +100.0% | 0.01% | – |
| BOKF | New | BOK FINL CORP | $1,149,000 | – | 21,100 | +100.0% | 0.01% | – |
| MSA | New | MINE SAFETY APPLIANCES CO | $1,216,000 | – | 28,461 | +100.0% | 0.01% | – |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a | $1,051,000 | – | 150,109 | +100.0% | 0.01% | – |
| SSL | New | SASOL LTDsponsored adr | $1,208,000 | – | 27,900 | +100.0% | 0.01% | – |
| CGNX | New | COGNEX CORP | $1,086,000 | – | 29,482 | +100.0% | 0.01% | – |
| AN | New | AUTONATION INC | $1,187,000 | – | 29,890 | +100.0% | 0.01% | – |
| ESS | New | ESSEX PPTY TR INC | $1,279,000 | – | 8,722 | +100.0% | 0.01% | – |
| ATO | New | ATMOS ENERGY CORP | $1,259,000 | – | 35,839 | +100.0% | 0.01% | – |
| ATLS | New | ATLAS ENERGY LP | $1,099,000 | – | 31,631 | +100.0% | 0.01% | – |
| AT | New | ATLANTIC PWR CORP | $1,223,000 | – | 107,000 | +100.0% | 0.01% | – |
| SLXP | New | SALIX PHARMACEUTICALS INC | $1,052,000 | – | 26,000 | +100.0% | 0.01% | – |
| JKHY | New | HENRY JACK & ASSOC INC | $1,248,000 | – | 31,795 | +100.0% | 0.01% | – |
| CRM | New | SALESFORCE COM INC | $1,109,000 | – | 6,600 | +100.0% | 0.01% | – |
| ARR | New | ARMOUR RESIDENTIAL REIT INC | $1,169,000 | – | 180,700 | +100.0% | 0.01% | – |
| SKS | New | SAKS INC | $1,234,000 | – | 117,400 | +100.0% | 0.01% | – |
| ARIA | New | ARIAD PHARMACEUTICALS INC | $1,220,000 | – | 63,598 | +100.0% | 0.01% | – |
| CGX | New | CONSOLIDATED GRAPHICS INC | $1,166,000 | – | 33,400 | +100.0% | 0.01% | – |
| HTSI | New | HARRIS TEETER SUPERMARKETS I | $1,122,000 | – | 29,100 | +100.0% | 0.01% | – |
| New | VECTOR GROUP LTDdbcv 6/1 | $1,260,000 | – | 1,229,000 | +100.0% | 0.01% | – | |
| OFC | New | CORPORATE OFFICE PPTYS TRsh ben int | $1,274,000 | – | 50,990 | +100.0% | 0.01% | – |
| NSR | New | NEUSTAR INCcl a | $1,064,000 | – | 25,369 | +100.0% | 0.01% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $1,065,000 | – | 81,318 | +100.0% | 0.01% | – |
| ECYT | New | ENDOCYTE INC | $1,109,000 | – | 123,500 | +100.0% | 0.01% | – |
| GIFI | New | GULF ISLAND FABRICATION INC | $1,096,000 | – | 45,590 | +100.0% | 0.01% | – |
| ARAY | New | ACCURAY INC | $1,218,000 | – | 189,400 | +100.0% | 0.01% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $1,162,000 | – | 17,865 | +100.0% | 0.01% | – |
| LOPE | New | GRAND CANYON ED INC | $1,215,000 | – | 51,768 | +100.0% | 0.01% | – |
| AVD | New | AMERICAN VANGUARD CORP | $1,160,000 | – | 37,323 | +100.0% | 0.01% | – |
| ENTWW | New | GLOBAL EAGLE ACQUISITION COR*w exp 05/13/201 | $1,183,000 | – | 1,680,000 | +100.0% | 0.01% | – |
| GRT | New | GLIMCHER RLTY TRsh ben int | $1,113,000 | – | 100,332 | +100.0% | 0.01% | – |
| TER | New | TERADYNE INC | $1,063,000 | – | 62,942 | +100.0% | 0.01% | – |
| RYL | New | RYLAND GROUP INC | $1,138,000 | – | 31,177 | +100.0% | 0.01% | – |
| JPS | New | NUVEEN QUALITY PFD INCOME FD | $1,118,000 | – | 118,168 | +100.0% | 0.01% | – |
| UHAL | New | AMERCO | $1,177,000 | – | 9,285 | +100.0% | 0.01% | – |
| FUND | New | ROYCE FOCUS TR | $1,195,000 | – | 181,084 | +100.0% | 0.01% | – |
| AFAM | New | ALMOST FAMILY INC | $1,167,000 | – | 57,600 | +100.0% | 0.01% | – |
| TSLA | New | TESLA MTRS INC | $1,059,000 | – | 31,256 | +100.0% | 0.01% | – |
| TSRA | New | TESSERA TECHNOLOGIES INC | $1,138,000 | – | 69,335 | +100.0% | 0.01% | – |
| DHX | New | DICE HLDGS INC | $1,128,000 | – | 122,900 | +100.0% | 0.01% | – |
| DKS | New | DICKS SPORTING GOODS INC | $1,133,000 | – | 24,900 | +100.0% | 0.01% | – |
| RRC | New | RANGE RES CORP | $1,111,000 | – | 17,684 | +100.0% | 0.01% | – |
| DRE | New | DUKE REALTY CORP | $1,119,000 | – | 80,700 | +100.0% | 0.01% | – |
| OFG | New | ORIENTAL FINL GROUP INC | $1,166,000 | – | 87,321 | +100.0% | 0.01% | – |
| FIO | New | FUSION-IO INC | $1,074,000 | – | 46,835 | +100.0% | 0.01% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $1,211,000 | – | 282,900 | +100.0% | 0.01% | – |
| TFM | New | FRESH MKT INC | $1,092,000 | – | 22,700 | +100.0% | 0.01% | – |
| RAIL | New | FREIGHTCAR AMER INC | $1,249,000 | – | 55,700 | +100.0% | 0.01% | – |
| New | RITE AID CORPnote 8.500% 5/1 | $1,265,000 | – | 1,160,000 | +100.0% | 0.01% | – | |
| XCO | New | EXCO RESOURCES INC | $1,090,000 | – | 161,000 | +100.0% | 0.01% | – |
| EXP | New | EAGLE MATERIALS INC | $1,074,000 | – | 18,354 | +100.0% | 0.01% | – |
| QEP | New | QEP RES INC | $1,162,000 | – | 38,400 | +100.0% | 0.01% | – |
| FE | New | FIRSTENERGY CORP | $1,156,000 | – | 27,677 | +100.0% | 0.01% | – |
| NPO | New | ENPRO INDS INC | $1,141,000 | – | 27,907 | +100.0% | 0.01% | – |
| PRIM | New | PRIMORIS SVCS CORP | $1,098,000 | – | 73,014 | +100.0% | 0.01% | – |
| PDS | New | PRECISION DRILLING CORP | $1,250,000 | – | 151,000 | +100.0% | 0.01% | – |
| EDR | New | EDUCATION RLTY TR INC | $1,225,000 | – | 115,145 | +100.0% | 0.01% | – |
| PX | New | PRAXAIR INC | $1,060,000 | – | 9,689 | +100.0% | 0.01% | – |
| FFIN | New | FIRST FINL BANKSHARES | $1,086,000 | – | 27,850 | +100.0% | 0.01% | – |
| FITBP | New | FIFTH THIRD BANCORPcnv pfd dep1/250 | $1,253,000 | – | 8,860 | +100.0% | 0.01% | – |
| ERJ | New | EMBRAER S A | $1,223,000 | – | 42,900 | +100.0% | 0.01% | – |
| BKI | New | BUCKEYE TECHNOLOGIES INC | $1,195,000 | – | 41,620 | +100.0% | 0.01% | – |
| CWEI | New | WILLIAMS CLAYTON ENERGY INC | $1,190,000 | – | 29,738 | +100.0% | 0.01% | – |
| BRKS | New | BROOKS AUTOMATION INC | $1,131,000 | – | 140,496 | +100.0% | 0.01% | – |
| BRP | New | BROOKFIELD RESIDENTIAL PPTYS | $1,076,000 | – | 60,000 | +100.0% | 0.01% | – |
| AIRM | New | AIR METHODS CORP | $1,159,000 | – | 31,407 | +100.0% | 0.01% | – |
| SNDK | New | SANDISK CORP | $906,000 | – | 20,800 | +100.0% | 0.00% | – |
| JJSF | New | J & J SNACK FOODS CORP | $926,000 | – | 14,484 | +100.0% | 0.00% | – |
| BCO | New | BRINKS CO | $1,027,000 | – | 36,003 | +100.0% | 0.00% | – |
| VMED | New | VIRGIN MEDIA INC | $984,000 | – | 26,781 | +100.0% | 0.00% | – |
| CSTR | New | COINSTAR INC | $841,000 | – | 16,177 | +100.0% | 0.00% | – |
| EOCCY | New | EMPRESA NACIONAL DE ELCTRCIDsponsored adr | $986,000 | – | 20,200 | +100.0% | 0.00% | – |
| COKE | New | COCA COLA BOTTLING CO CONS | $874,000 | – | 13,137 | +100.0% | 0.00% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $894,000 | – | 34,647 | +100.0% | 0.00% | – |
| New | HOLOGIC INCfrnt 2.000%12/1 | $1,002,000 | – | 1,000,000 | +100.0% | 0.00% | – | |
| HSP | New | HOSPIRA INC | $918,000 | – | 29,400 | +100.0% | 0.00% | – |
| CAR | New | AVIS BUDGET GROUP | $883,000 | – | 44,573 | +100.0% | 0.00% | – |
| AZZ | New | AZZ INC | $919,000 | – | 23,916 | +100.0% | 0.00% | – |
| ASGN | New | ON ASSIGNMENT INC | $838,000 | – | 41,326 | +100.0% | 0.00% | – |
| SHS | New | SAUER-DANFOSS INC | $891,000 | – | 16,700 | +100.0% | 0.00% | – |
| GALE | New | GALENA BIOPHARMA | $946,000 | – | 618,600 | +100.0% | 0.00% | – |
| UNF | New | UNIFIRST CORP MASS | $1,048,000 | – | 14,300 | +100.0% | 0.00% | – |
| VSI | New | VITAMIN SHOPPE INC | $948,000 | – | 16,532 | +100.0% | 0.00% | – |
| TRMK | New | TRUSTMARK CORP | $881,000 | – | 39,222 | +100.0% | 0.00% | – |
| AMCX | New | AMC NETWORKS INCcl a | $1,010,000 | – | 20,400 | +100.0% | 0.00% | – |
| DB | New | DEUTSCHE BANK AGnamen akt | $1,050,000 | – | 23,700 | +100.0% | 0.00% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $864,000 | – | 13,351 | +100.0% | 0.00% | – |
| RASF | New | RAIT FINANCIAL TRUST | $991,000 | – | 175,383 | +100.0% | 0.00% | – |
| GEO | New | GEO GROUP INC | $1,029,000 | – | 36,487 | +100.0% | 0.00% | – |
| HBANP | New | HUNTINGTON BANCSHARES INCpfd conv ser a | $984,000 | – | 800 | +100.0% | 0.00% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $988,000 | – | 22,800 | +100.0% | 0.00% | – |
| TZOO | New | TRAVELZOO INC | $849,000 | – | 44,700 | +100.0% | 0.00% | – |
| VVUS | New | VIVUS INC | $1,027,000 | – | 76,499 | +100.0% | 0.00% | – |
| JRCCQ | New | JAMES RIVER COAL CO | $846,000 | – | 264,300 | +100.0% | 0.00% | – |
| UTEK | New | ULTRATECH INC | $907,000 | – | 24,316 | +100.0% | 0.00% | – |
| IDT | New | IDT CORPcl b new | $828,000 | – | 86,800 | +100.0% | 0.00% | – |
| WRI | New | WEINGARTEN RLTY INVSsh ben int | $870,000 | – | 32,500 | +100.0% | 0.00% | – |
| SHOO | New | MADDEN STEVEN LTD | $821,000 | – | 19,432 | +100.0% | 0.00% | – |
| MWIV | New | MWI VETERINARY SUPPLY INC | $886,000 | – | 8,055 | +100.0% | 0.00% | – |
| MEI | New | METHODE ELECTRS INC | $925,000 | – | 92,246 | +100.0% | 0.00% | – |
| CHU | New | CHINA UNICOM (HONG KONG) LTDsponsored adr | $957,000 | – | 58,764 | +100.0% | 0.00% | – |
| CMD | New | CANTEL MEDICAL CORP | $848,000 | – | 28,529 | +100.0% | 0.00% | – |
| KFY | New | KORN FERRY INTL | $974,000 | – | 61,415 | +100.0% | 0.00% | – |
| CIM | New | CHIMERA INVT CORP | $899,000 | – | 344,530 | +100.0% | 0.00% | – |
| LECO | New | LINCOLN ELEC HLDGS INC | $1,035,000 | – | 21,268 | +100.0% | 0.00% | – |
| FELE | New | FRANKLIN ELEC INC | $883,000 | – | 14,201 | +100.0% | 0.00% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $1,023,000 | – | 27,900 | +100.0% | 0.00% | – |
| WDFC | New | WD-40 CO | $885,000 | – | 18,778 | +100.0% | 0.00% | – |
| XL | New | XL GROUP PLC | $955,000 | – | 38,119 | +100.0% | 0.00% | – |
| PNK | New | PINNACLE ENTMT INC | $1,007,000 | – | 63,590 | +100.0% | 0.00% | – |
| PKX | New | POSCOsponsored adr | $830,000 | – | 10,100 | +100.0% | 0.00% | – |
| TDW | New | TIDEWATER INC | $859,000 | – | 19,218 | +100.0% | 0.00% | – |
| New | SUNPOWER CORPdbcv 4.500% 3/1 | $933,000 | – | 1,000,000 | +100.0% | 0.00% | – | |
| GOLD | New | BARRICK GOLD CORP | $942,000 | – | 26,900 | +100.0% | 0.00% | – |
| SNHY | New | SUN HYDRAULICS CORP | $950,000 | – | 36,433 | +100.0% | 0.00% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $1,039,000 | – | 49,259 | +100.0% | 0.00% | – |
| WTFC | New | WINTRUST FINANCIAL CORP | $902,000 | – | 24,569 | +100.0% | 0.00% | – |
| FBC | New | FLAGSTAR BANCORP INC | $923,000 | – | 47,557 | +100.0% | 0.00% | – |
| FFA | New | FIRST TR ENHANCED EQTY INC F | $979,000 | – | 82,722 | +100.0% | 0.00% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $818,000 | – | 24,567 | +100.0% | 0.00% | – |
| CAB | New | CABELAS INC | $1,010,000 | – | 24,202 | +100.0% | 0.00% | – |
| IPHS | New | INNOPHOS HOLDINGS INC | $821,000 | – | 17,661 | +100.0% | 0.00% | – |
| BZT | New | BEAZER HOMES USA INCunit 99/99/9999 | $837,000 | – | 29,250 | +100.0% | 0.00% | – |
| FPO | New | FIRST POTOMAC RLTY TR | $971,000 | – | 78,535 | +100.0% | 0.00% | – |
| SAM | New | BOSTON BEER INCcl a | $960,000 | – | 7,143 | +100.0% | 0.00% | – |
| RNN | New | REXAHN PHARMACEUTICALS INC | $934,000 | – | 3,012,500 | +100.0% | 0.00% | – |
| BEE | New | STRATEGIC HOTELS & RESORTS I | $961,000 | – | 150,123 | +100.0% | 0.00% | – |
| LPX | New | LOUISIANA PAC CORP | $955,000 | – | 49,409 | +100.0% | 0.00% | – |
| CVBF | New | CVB FINL CORP | $979,000 | – | 94,158 | +100.0% | 0.00% | – |
| PQ | New | PETROQUEST ENERGY INC | $1,050,000 | – | 212,190 | +100.0% | 0.00% | – |
| TTC | New | TORO CO | $928,000 | – | 21,600 | +100.0% | 0.00% | – |
| PCP | New | PRECISION CASTPARTS CORP | $884,000 | – | 4,668 | +100.0% | 0.00% | – |
| New | LIBERTY MEDIA CORPdeb 3.250% 3/1 | $950,000 | – | 1,000,000 | +100.0% | 0.00% | – | |
| POZN | New | POZEN INC | $1,032,000 | – | 206,000 | +100.0% | 0.00% | – |
| WWAY | New | WESTWAY GROUP INC | $1,038,000 | – | 155,571 | +100.0% | 0.00% | – |
| New | INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0 | $1,048,000 | – | 1,000,000 | +100.0% | 0.00% | – | |
| NTRS | New | NORTHERN TR CORP | $1,038,000 | – | 20,700 | +100.0% | 0.00% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $892,000 | – | 18,177 | +100.0% | 0.00% | – |
| GTI | New | GRAFTECH INTL LTD | $906,000 | – | 96,483 | +100.0% | 0.00% | – |
| UBA | New | URSTADT BIDDLE PPTYS INCcl a | $897,000 | – | 45,590 | +100.0% | 0.00% | – |
| FFBC | New | FIRST FINL BANCORP OH | $881,000 | – | 60,261 | +100.0% | 0.00% | – |
| New | STILLWATER MNG COnote 1.875% 3/1 | $1,005,000 | – | 1,000,000 | +100.0% | 0.00% | – | |
| NI | New | NISOURCE INC | $1,033,000 | – | 41,489 | +100.0% | 0.00% | – |
| SCBT | New | SCBT FINANCIAL CORP | $861,000 | – | 21,425 | +100.0% | 0.00% | – |
| CRMT | New | AMERICAS CAR MART INC | $914,000 | – | 22,561 | +100.0% | 0.00% | – |
| VBF | New | INVESCO BD FD | $903,000 | – | 42,334 | +100.0% | 0.00% | – |
| NEU | New | NEWMARKET CORP | $948,000 | – | 3,614 | +100.0% | 0.00% | – |
| CACC | New | CREDIT ACCEP CORP MICH | $984,000 | – | 9,677 | +100.0% | 0.00% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $985,000 | – | 15,322 | +100.0% | 0.00% | – |
| HNI | New | HNI CORP | $921,000 | – | 30,652 | +100.0% | 0.00% | – |
| CUZ | New | COUSINS PPTYS INC | $1,029,000 | – | 123,241 | +100.0% | 0.00% | – |
| SLW | New | SILVER WHEATON CORP | $859,000 | – | 23,800 | +100.0% | 0.00% | – |
| HK | New | HALCON RES CORP | $945,000 | – | 136,566 | +100.0% | 0.00% | – |
| NKTR | New | NEKTAR THERAPEUTICS | $841,000 | – | 113,448 | +100.0% | 0.00% | – |
| SAFT | New | SAFETY INS GROUP INC | $970,000 | – | 21,006 | +100.0% | 0.00% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $1,011,000 | – | 34,238 | +100.0% | 0.00% | – |
| HNR | New | HARVEST NATURAL RESOURCES IN | $854,000 | – | 94,103 | +100.0% | 0.00% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $926,000 | – | 13,400 | +100.0% | 0.00% | – |
| LAYN | New | LAYNE CHRISTENSEN CO | $964,000 | – | 39,700 | +100.0% | 0.00% | – |
| CAVM | New | CAVIUM INC | $964,000 | – | 30,900 | +100.0% | 0.00% | – |
| CNX | New | CONSOL ENERGY INC | $819,000 | – | 25,500 | +100.0% | 0.00% | – |
| RDEN | New | ELIZABETH ARDEN INC | $905,000 | – | 20,114 | +100.0% | 0.00% | – |
| RGLD | New | ROYAL GOLD INC | $947,000 | – | 11,648 | +100.0% | 0.00% | – |
| AIMC | New | ALTRA HOLDINGS INC | $942,000 | – | 42,700 | +100.0% | 0.00% | – |
| OSIS | New | OSI SYSTEMS INC | $1,035,000 | – | 16,155 | +100.0% | 0.00% | – |
| New | COMTECH TELECOMMUNICATIONS Cnote 3.000% 5/0 | $1,024,000 | – | 1,000,000 | +100.0% | 0.00% | – | |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $819,000 | – | 12,700 | +100.0% | 0.00% | – |
| RJETQ | New | REPUBLIC AWYS HLDGS INC | $905,000 | – | 159,266 | +100.0% | 0.00% | – |
| OCLR | New | OCLARO INC | $896,000 | – | 570,488 | +100.0% | 0.00% | – |
| WIRE | New | ENCORE WIRE CORP | $1,040,000 | – | 34,299 | +100.0% | 0.00% | – |
| PLXS | New | PLEXUS CORP | $849,000 | – | 32,900 | +100.0% | 0.00% | – |
| ICB | New | MORGAN STANLEY | $848,000 | – | 45,960 | +100.0% | 0.00% | – |
| PXD | New | PIONEER NAT RES CO | $929,000 | – | 8,720 | +100.0% | 0.00% | – |
| NJR | New | NEW JERSEY RES | $623,000 | – | 15,721 | +100.0% | 0.00% | – |
| AMAG | New | AMAG PHARMACEUTICALS INC | $613,000 | – | 41,700 | +100.0% | 0.00% | – |
| ACIW | New | ACI WORLDWIDE INC | $740,000 | – | 16,947 | +100.0% | 0.00% | – |
| ADBE | New | ADOBE SYS INC | $801,000 | – | 21,253 | +100.0% | 0.00% | – |
| LCM | New | ADVENT CLAYMORE ENH GRW & IN | $604,000 | – | 66,423 | +100.0% | 0.00% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $738,000 | – | 10,058 | +100.0% | 0.00% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $815,000 | – | 5,633 | +100.0% | 0.00% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $648,000 | – | 35,494 | +100.0% | 0.00% | – |
| ALTR | New | ALTERA CORP | $684,000 | – | 19,849 | +100.0% | 0.00% | – |
| AFSI | New | AMTRUST FINANCIAL SERVICES I | $767,000 | – | 26,749 | +100.0% | 0.00% | – |
| ALC | New | ASSISTED LIVING CONCPT NEV Ncl a new | $666,000 | – | 68,300 | +100.0% | 0.00% | – |
| ATLC | New | ATLANTICUS HLDGS CORP | $641,000 | – | 191,430 | +100.0% | 0.00% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $803,000 | – | 18,113 | +100.0% | 0.00% | – |
| BGS | New | B & G FOODS INC NEW | $799,000 | – | 28,236 | +100.0% | 0.00% | – |
| BRE | New | BRE PROPERTIES INCcl a | $750,000 | – | 14,750 | +100.0% | 0.00% | – |
| BYI | New | BALLY TECHNOLOGIES INC | $773,000 | – | 17,300 | +100.0% | 0.00% | – |
| BKS | New | BARNES & NOBLE INC | $597,000 | – | 39,588 | +100.0% | 0.00% | – |
| BIOS | New | BIOSCRIP INC | $686,000 | – | 63,679 | +100.0% | 0.00% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $611,000 | – | 67,825 | +100.0% | 0.00% | – |
| BKD | New | BROOKDALE SR LIVING INC | $749,000 | – | 29,600 | +100.0% | 0.00% | – |
| CPE | New | CALLON PETE CO DEL | $641,000 | – | 136,400 | +100.0% | 0.00% | – |
| CBOU | New | CARIBOU COFFEE INC | $739,000 | – | 45,643 | +100.0% | 0.00% | – |
| CATY | New | CATHAY GENERAL BANCORP | $685,000 | – | 35,137 | +100.0% | 0.00% | – |
| CNC | New | CENTENE CORP DEL | $601,000 | – | 14,661 | +100.0% | 0.00% | – |
| CEVA | New | CEVA INC | $687,000 | – | 43,613 | +100.0% | 0.00% | – |
| CBB | New | CINCINNATI BELL INC NEW | $648,000 | – | 118,283 | +100.0% | 0.00% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $780,000 | – | 21,700 | +100.0% | 0.00% | – |
| CMAWS | New | COMERICA INC*w exp 11/14/201 | $635,000 | – | 76,974 | +100.0% | 0.00% | – |
| MCF | New | CONTANGO OIL & GAS COMPANY | $729,000 | – | 17,200 | +100.0% | 0.00% | – |
| DELL | New | DELL INC | $713,000 | – | 70,434 | +100.0% | 0.00% | – |
| DLX | New | DELUXE CORP | $724,000 | – | 22,467 | +100.0% | 0.00% | – |
| DHOXQ | New | DESARROLLADORA HOMEX S A DEsponsored adr | $666,000 | – | 53,400 | +100.0% | 0.00% | – |
| DXCM | New | DEXCOM INC | $739,000 | – | 54,295 | +100.0% | 0.00% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $772,000 | – | 37,519 | +100.0% | 0.00% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $693,000 | – | 13,830 | +100.0% | 0.00% | – |
| EXAS | New | EXACT SCIENCES CORP | $685,000 | – | 64,707 | +100.0% | 0.00% | – |
| EXH | New | EXTERRAN HLDGS INC | $662,000 | – | 30,221 | +100.0% | 0.00% | – |
| FB | New | FACEBOOK INCcl a | $674,000 | – | 25,300 | +100.0% | 0.00% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $703,000 | – | 4,300 | +100.0% | 0.00% | – |
| FRC | New | FIRST REP BK SAN FRANCISCO C | $642,000 | – | 19,600 | +100.0% | 0.00% | – |
| FUL | New | FULLER H B CO | $728,000 | – | 20,915 | +100.0% | 0.00% | – |
| GTATQ | New | GT ADVANCED TECHNOLOGIES INC | $715,000 | – | 236,907 | +100.0% | 0.00% | – |
| 2100PS | New | GENCORP INC | $636,000 | – | 69,459 | +100.0% | 0.00% | – |
| GLUU | New | GLU MOBILE INC | $608,000 | – | 265,554 | +100.0% | 0.00% | – |
| New | GOODRICH PETE CORPnote 5.000%10/0 | $637,000 | – | 675,000 | +100.0% | 0.00% | – | |
| GLDD | New | GREAT LAKES DREDGE & DOCK CO | $698,000 | – | 78,200 | +100.0% | 0.00% | – |
| GHL | New | GREENHILL & CO INC | $759,000 | – | 14,600 | +100.0% | 0.00% | – |
| HCSG | New | HEALTHCARE SVCS GRP INC | $686,000 | – | 29,518 | +100.0% | 0.00% | – |
| HSTM | New | HEALTHSTREAM INC | $612,000 | – | 25,155 | +100.0% | 0.00% | – |
| HTWR | New | HEARTWARE INTL INC | $687,000 | – | 8,187 | +100.0% | 0.00% | – |
| HOVU | New | HOVNANIAN ENTERPRISES INCunit 99/99/9999 | $688,000 | – | 20,000 | +100.0% | 0.00% | – |
| XXIA | New | IXIA | $687,000 | – | 40,444 | +100.0% | 0.00% | – |
| IDA | New | IDACORP INC | $754,000 | – | 17,384 | +100.0% | 0.00% | – |
| IDIX | New | IDENIX PHARMACEUTICALS INC | $766,000 | – | 157,934 | +100.0% | 0.00% | – |
| IPXL | New | IMPAX LABORATORIES INC | $695,000 | – | 33,900 | +100.0% | 0.00% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $632,000 | – | 9,500 | +100.0% | 0.00% | – |
| VTA | New | INVESCO DYNAMIC CR OPP FD | $640,000 | – | 51,267 | +100.0% | 0.00% | – |
| IRM | New | IRON MTN INC | $592,000 | – | 19,070 | +100.0% | 0.00% | – |
| ISIS | New | ISIS PHARMACEUTICALS INC | $625,000 | – | 59,710 | +100.0% | 0.00% | – |
| New | JAGUAR MNG INCnote 5.500% 3/3 | $660,000 | – | 1,500,000 | +100.0% | 0.00% | – | |
| KELYA | New | KELLY SVCS INCcl a | $587,000 | – | 37,293 | +100.0% | 0.00% | – |
| KMPR | New | KEMPER CORP DEL | $795,000 | – | 26,936 | +100.0% | 0.00% | – |
| LXU | New | LSB INDS INC | $789,000 | – | 22,279 | +100.0% | 0.00% | – |
| LRCX | New | LAM RESEARCH CORP | $771,000 | – | 21,353 | +100.0% | 0.00% | – |
| LAMR | New | LAMAR ADVERTISING COcl a | $778,000 | – | 20,067 | +100.0% | 0.00% | – |
| LF | New | LEAPFROG ENTERPRISES INCcl a | $614,000 | – | 71,101 | +100.0% | 0.00% | – |
| LEG | New | LEGGETT & PLATT INC | $640,000 | – | 23,500 | +100.0% | 0.00% | – |
| LINC | New | LINCOLN EDL SVCS CORP | $771,000 | – | 138,000 | +100.0% | 0.00% | – |
| LLTC | New | LINEAR TECHNOLOGY CORP | $754,000 | – | 21,983 | +100.0% | 0.00% | – |
| LFUS | New | LITTELFUSE INC | $642,000 | – | 10,400 | +100.0% | 0.00% | – |
| MTSC | New | MTS SYS CORP | $802,000 | – | 15,753 | +100.0% | 0.00% | – |
| MTRN | New | MATERION CORP | $694,000 | – | 26,919 | +100.0% | 0.00% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $687,000 | – | 10,423 | +100.0% | 0.00% | – |
| MDSO | New | MEDIDATA SOLUTIONS INC | $602,000 | – | 15,349 | +100.0% | 0.00% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $675,000 | – | 7,226 | +100.0% | 0.00% | – |
| MLHR | New | MILLER HERMAN INC | $650,000 | – | 30,339 | +100.0% | 0.00% | – |
| MSF | New | MORGAN STANLEY EMER MKTS FD | $686,000 | – | 44,241 | +100.0% | 0.00% | – |
| EGOV | New | NIC INC | $685,000 | – | 41,897 | +100.0% | 0.00% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $811,000 | – | 16,000 | +100.0% | 0.00% | – |
| NR | New | NEWPARK RES INC | $587,000 | – | 74,804 | +100.0% | 0.00% | – |
| NU | New | NORTHEAST UTILS | $807,000 | – | 20,657 | +100.0% | 0.00% | – |
| ORN | New | ORION MARINE GROUP INC | $688,000 | – | 94,100 | +100.0% | 0.00% | – |
| PCRX | New | PACIRA PHARMACEUTICALS INC | $618,000 | – | 35,352 | +100.0% | 0.00% | – |
| Q104PS | New | PARKWAY PPTYS INC | $797,000 | – | 56,949 | +100.0% | 0.00% | – |
| PRAA | New | PORTFOLIO RECOVERY ASSOCS IN | $707,000 | – | 6,612 | +100.0% | 0.00% | – |
| PSMT | New | PRICESMART INC | $612,000 | – | 7,939 | +100.0% | 0.00% | – |
| PVTB | New | PRIVATEBANCORP INC | $600,000 | – | 39,181 | +100.0% | 0.00% | – |
| PBYI | New | PUMA BIOTECHNOLOGY INC | $719,000 | – | 38,327 | +100.0% | 0.00% | – |
| RFMD | New | RF MICRODEVICES INC | $719,000 | – | 160,600 | +100.0% | 0.00% | – |
| RDN | New | RADIAN GROUP INC | $639,000 | – | 104,591 | +100.0% | 0.00% | – |
| RPRX | New | REPROS THERAPEUTICS INC | $719,000 | – | 45,655 | +100.0% | 0.00% | – |
| BBRY | New | RESEARCH IN MOTION LTD | $807,000 | – | 67,900 | +100.0% | 0.00% | – |
| RFP | New | RESOLUTE FST PRODS INC | $796,000 | – | 60,100 | +100.0% | 0.00% | – |
| RIGL | New | RIGEL PHARMACEUTICALS INC | $600,000 | – | 92,300 | +100.0% | 0.00% | – |
| STRI | New | STR HLDGS INC | $815,000 | – | 323,300 | +100.0% | 0.00% | – |
| SEMG | New | SEMGROUP CORPcl a | $721,000 | – | 18,444 | +100.0% | 0.00% | – |
| SIAL | New | SIGMA ALDRICH CORP | $650,000 | – | 8,833 | +100.0% | 0.00% | – |
| SWI | New | SOLARWINDS INC | $797,000 | – | 15,198 | +100.0% | 0.00% | – |
| SONS | New | SONUS NETWORKS INC | $607,000 | – | 357,300 | +100.0% | 0.00% | – |
| FIRE | New | SOURCEFIRE INC | $782,000 | – | 16,553 | +100.0% | 0.00% | – |
| STC | New | STEWART INFORMATION SVCS COR | $616,000 | – | 23,710 | +100.0% | 0.00% | – |
| STRA | New | STRAYER ED INC | $697,000 | – | 12,400 | +100.0% | 0.00% | – |
| SUP | New | SUPERIOR INDS INTL INC | $806,000 | – | 39,528 | +100.0% | 0.00% | – |
| 3106SC | New | SUSSER HLDGS CORP | $597,000 | – | 17,295 | +100.0% | 0.00% | – |
| TS | New | TENARIS S Asponsored adr | $671,000 | – | 16,000 | +100.0% | 0.00% | – |
| TTI | New | TETRA TECHNOLOGIES INC DEL | $734,000 | – | 96,700 | +100.0% | 0.00% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $747,000 | – | 16,658 | +100.0% | 0.00% | – |
| THO | New | THOR INDS INC | $787,000 | – | 21,027 | +100.0% | 0.00% | – |
| TIF | New | TIFFANY & CO NEW | $736,000 | – | 12,839 | +100.0% | 0.00% | – |
| THS | New | TREEHOUSE FOODS INC | $605,000 | – | 11,597 | +100.0% | 0.00% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $744,000 | – | 11,387 | +100.0% | 0.00% | – |
| UIL | New | UIL HLDG CORP | $729,000 | – | 20,352 | +100.0% | 0.00% | – |
| USU | New | USEC INC | $693,000 | – | 1,306,664 | +100.0% | 0.00% | – |
| UHT | New | UNIVERSAL HEALTH RLTY INCM Tsh ben int | $595,000 | – | 11,763 | +100.0% | 0.00% | – |
| VVI | New | VIAD CORP | $809,000 | – | 29,769 | +100.0% | 0.00% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $725,000 | – | 5,995 | +100.0% | 0.00% | – |
| VTSS | New | VITESSE SEMICONDUCTOR CORP | $798,000 | – | 357,711 | +100.0% | 0.00% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $710,000 | – | 13,551 | +100.0% | 0.00% | – |
| WST | New | WEST PHARMACEUTICAL SVSC INC | $672,000 | – | 12,278 | +100.0% | 0.00% | – |
| INT | New | WORLD FUEL SVCS CORP | $771,000 | – | 18,731 | +100.0% | 0.00% | – |
| XYL | New | XYLEM INC | $732,000 | – | 27,000 | +100.0% | 0.00% | – |
| YRCW | New | YRC WORLDWIDE INC | $686,000 | – | 170,901 | +100.0% | 0.00% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $720,000 | – | 19,571 | +100.0% | 0.00% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $729,000 | – | 15,300 | +100.0% | 0.00% | – |
| OASPQ | New | OASIS PETE INC NEW | $542,000 | – | 17,030 | +100.0% | 0.00% | – |
| ROIQW | New | ROI ACQUISITION CORP*w exp 02/28/201 | $361,000 | – | 900,000 | +100.0% | 0.00% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $452,000 | – | 6,340 | +100.0% | 0.00% | – |
| WLLPRA | New | WHITING PETE CORP NEWperp pfd conv | $569,000 | – | 2,825 | +100.0% | 0.00% | – |
| H | New | HYATT HOTELS CORP | $432,000 | – | 11,200 | +100.0% | 0.00% | – |
| ANSS | New | ANSYS INC | $384,000 | – | 5,700 | +100.0% | 0.00% | – |
| JTA | New | NUVEEN TX ADV TOTAL RET STRG | $464,000 | – | 44,101 | +100.0% | 0.00% | – |
| HPP | New | HUDSON PAC PPTYS INC | $440,000 | – | 20,872 | +100.0% | 0.00% | – |
| T102PS | New | SILICON IMAGE INC | $511,000 | – | 102,947 | +100.0% | 0.00% | – |
| PAA | New | PLAINS ALL AMERN PIPELINE Lunit ltd partn | $364,000 | – | 8,056 | +100.0% | 0.00% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $412,000 | – | 13,300 | +100.0% | 0.00% | – |
| HCI | New | HOMEOWNERS CHOICE INC | $371,000 | – | 17,837 | +100.0% | 0.00% | – |
| HOLX | New | HOLOGIC INC | $417,000 | – | 20,800 | +100.0% | 0.00% | – |
| ATRS | New | ANTARES PHARMA INC | $357,000 | – | 93,631 | +100.0% | 0.00% | – |
| HTH | New | HILLTOP HOLDINGS INC | $403,000 | – | 29,780 | +100.0% | 0.00% | – |
| HI | New | HILLENBRAND INC | $469,000 | – | 20,764 | +100.0% | 0.00% | – |
| HXL | New | HEXCEL CORP NEW | $488,000 | – | 18,109 | +100.0% | 0.00% | – |
| OMG | New | OM GROUP INC | $557,000 | – | 25,096 | +100.0% | 0.00% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $478,000 | – | 31,304 | +100.0% | 0.00% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $502,000 | – | 45,560 | +100.0% | 0.00% | – |
| CDI | New | C D I CORP | $470,000 | – | 20,943 | +100.0% | 0.00% | – |
| New | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $445,000 | – | 400,000 | +100.0% | 0.00% | – | |
| TAL | New | TAL INTL GROUP INC | $509,000 | – | 14,000 | +100.0% | 0.00% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $389,000 | – | 15,477 | +100.0% | 0.00% | – |
| HVT | New | HAVERTY FURNITURE INC | $484,000 | – | 29,671 | +100.0% | 0.00% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INCcl a | $546,000 | – | 43,235 | +100.0% | 0.00% | – |
| MWE | New | MARKWEST ENERGY PARTNERS L Punit ltd partn | $373,000 | – | 7,314 | +100.0% | 0.00% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $503,000 | – | 14,248 | +100.0% | 0.00% | – |
| ARQL | New | ARQULE INC | $512,000 | – | 183,500 | +100.0% | 0.00% | – |
| RTEC | New | RUDOLPH TECHNOLOGIES INC | $491,000 | – | 36,500 | +100.0% | 0.00% | – |
| TISI | New | TEAM INC | $453,000 | – | 11,899 | +100.0% | 0.00% | – |
| HSNI | New | HSN INC | $501,000 | – | 9,102 | +100.0% | 0.00% | – |
| MNKD | New | MANNKIND CORP | $458,000 | – | 198,241 | +100.0% | 0.00% | – |
| WEX | New | WEX INC | $394,000 | – | 5,234 | +100.0% | 0.00% | – |
| CMS | New | CMS ENERGY CORP | $506,000 | – | 20,769 | +100.0% | 0.00% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $502,000 | – | 8,093 | +100.0% | 0.00% | – |
| MTW | New | MANITOWOC INC | $438,000 | – | 27,944 | +100.0% | 0.00% | – |
| ARUN | New | ARUBA NETWORKS INC | $579,000 | – | 27,900 | +100.0% | 0.00% | – |
| MFB | New | MAIDENFORM BRANDS INC | $555,000 | – | 28,500 | +100.0% | 0.00% | – |
| GMCR | New | GREEN MTN COFFEE ROASTERS IN | $388,000 | – | 9,384 | +100.0% | 0.00% | – |
| New | ARVINMERITOR INCfrnt 4.625% 3/0 | $469,000 | – | 500,000 | +100.0% | 0.00% | – | |
| New | CADENCE DESIGN SYSTEM INCnote 1.500%12/1 | $499,000 | – | 500,000 | +100.0% | 0.00% | – | |
| ASCMA | New | ASCENT CAP GROUP INC | $518,000 | – | 8,363 | +100.0% | 0.00% | – |
| New | GOLDCORP INC NEWnote 2.000% 8/0 | $554,000 | – | 500,000 | +100.0% | 0.00% | – | |
| TNC | New | TENNANT CO | $385,000 | – | 8,762 | +100.0% | 0.00% | – |
| New | GOLD RESV INCnote 5.500% 6/1 | $437,000 | – | 500,000 | +100.0% | 0.00% | – | |
| WES | New | WESTERN GAS PARTNERS LP | $371,000 | – | 7,781 | +100.0% | 0.00% | – |
| CWT | New | CALIFORNIA WTR SVC GROUP | $534,000 | – | 29,100 | +100.0% | 0.00% | – |
| ELY | New | CALLAWAY GOLF CO | $446,000 | – | 68,541 | +100.0% | 0.00% | – |
| GBCI | New | GLACIER BANCORP INC NEW | $362,000 | – | 24,600 | +100.0% | 0.00% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $375,000 | – | 8,690 | +100.0% | 0.00% | – |
| MIC | New | MACQUARIE INFRASTR CO LLCmembership int | $540,000 | – | 11,848 | +100.0% | 0.00% | – |
| CPN | New | CALPINE CORP | $495,000 | – | 27,325 | +100.0% | 0.00% | – |
| GWR | New | GENESEE & WYO INCcl a | $484,000 | – | 6,364 | +100.0% | 0.00% | – |
| ASH | New | ASHLAND INC NEW | $531,000 | – | 6,600 | +100.0% | 0.00% | – |
| GCO | New | GENESCO INC | $399,000 | – | 7,249 | +100.0% | 0.00% | – |
| TXI | New | TEXAS INDS INC | $536,000 | – | 10,511 | +100.0% | 0.00% | – |
| New | GENCO SHIPPING & TRADING LTDnote 5.000% 8/1 | $437,000 | – | 1,200,000 | +100.0% | 0.00% | – | |
| CNQ | New | CANADIAN NAT RES LTD | $505,000 | – | 17,500 | +100.0% | 0.00% | – |
| GDV | New | GABELLI DIVD & INCOME TR | $493,000 | – | 30,474 | +100.0% | 0.00% | – |
| LSE | New | CAPLEASE INC | $563,000 | – | 101,037 | +100.0% | 0.00% | – |
| MBFI | New | MB FINANCIAL INC NEW | $454,000 | – | 22,997 | +100.0% | 0.00% | – |
| CSU | New | CAPITAL SR LIVING CORP | $373,000 | – | 19,932 | +100.0% | 0.00% | – |
| NDAQ | New | NASDAQ OMX GROUP INC | $513,000 | – | 20,531 | +100.0% | 0.00% | – |
| WMK | New | WEIS MKTS INC | $583,000 | – | 14,880 | +100.0% | 0.00% | – |
| ATHN | New | ATHENAHEALTH INC | $503,000 | – | 6,842 | +100.0% | 0.00% | – |
| NANO | New | NANOMETRICS INC | $364,000 | – | 25,225 | +100.0% | 0.00% | – |
| LULU | New | LULULEMON ATHLETICA INC | $358,000 | – | 4,700 | +100.0% | 0.00% | – |
| AKR | New | ACADIA RLTY TR | $563,000 | – | 22,429 | +100.0% | 0.00% | – |
| FORR | New | FORRESTER RESH INC | $489,000 | – | 18,239 | +100.0% | 0.00% | – |
| ABCO | New | ADVISORY BRD CO | $487,000 | – | 10,401 | +100.0% | 0.00% | – |
| AVX | New | AVX CORP NEW | $465,000 | – | 43,100 | +100.0% | 0.00% | – |
| SLH | New | SOLERA HOLDINGS INC | $380,000 | – | 7,100 | +100.0% | 0.00% | – |
| FMER | New | FIRSTMERIT CORP | $442,000 | – | 31,130 | +100.0% | 0.00% | – |
| AVP | New | AVON PRODS INC | $521,000 | – | 36,300 | +100.0% | 0.00% | – |
| LPSN | New | LIVEPERSON INC | $410,000 | – | 31,197 | +100.0% | 0.00% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $490,000 | – | 61,800 | +100.0% | 0.00% | – |
| PKE | New | PARK ELECTROCHEMICAL CORP | $385,000 | – | 14,967 | +100.0% | 0.00% | – |
| CGIPQ | New | CELADON GROUP INC | $479,000 | – | 26,500 | +100.0% | 0.00% | – |
| TWGP | New | TOWER GROUP INC | $549,000 | – | 30,900 | +100.0% | 0.00% | – |
| WEB | New | WEB COM GROUP INC | $548,000 | – | 37,029 | +100.0% | 0.00% | – |
| FBR | New | FIBRIA CELULOSE S A | $370,000 | – | 32,500 | +100.0% | 0.00% | – |
| LQDT | New | LIQUIDITY SERVICES INC | $432,000 | – | 10,581 | +100.0% | 0.00% | – |
| CLDX | New | CELLDEX THERAPEUTICS INC NEW | $456,000 | – | 68,015 | +100.0% | 0.00% | – |
| AGM | New | FEDERAL AGRIC MTG CORPcl c | $354,000 | – | 10,883 | +100.0% | 0.00% | – |
| New | OMNICOM GROUP INCnote 7/0 | $538,000 | – | 500,000 | +100.0% | 0.00% | – | |
| FTI | New | FMC TECHNOLOGIES INC | $397,000 | – | 9,264 | +100.0% | 0.00% | – |
| FEIC | New | FEI CO | $387,000 | – | 6,987 | +100.0% | 0.00% | – |
| FFG | New | FBL FINL GROUP INCcl a | $467,000 | – | 13,641 | +100.0% | 0.00% | – |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $477,000 | – | 102,474 | +100.0% | 0.00% | – |
| BCE | New | BCE INC | $391,000 | – | 9,100 | +100.0% | 0.00% | – |
| Z | New | ZILLOW INCcl a | $383,000 | – | 13,800 | +100.0% | 0.00% | – |
| PHH | New | PHH CORP | $365,000 | – | 16,035 | +100.0% | 0.00% | – |
| SOR | New | SOURCE CAP INC | $434,000 | – | 8,312 | +100.0% | 0.00% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INCcl a | $488,000 | – | 11,358 | +100.0% | 0.00% | – |
| ACTG | New | ACACIA RESH CORP | $371,000 | – | 14,472 | +100.0% | 0.00% | – |
| CLSN | New | CELSION CORPORATION | $505,000 | – | 61,635 | +100.0% | 0.00% | – |
| WFT | New | WEATHERFORD INTERNATIONAL LT | $402,000 | – | 35,900 | +100.0% | 0.00% | – |
| PPO | New | POLYPORE INTL INC | $476,000 | – | 10,235 | +100.0% | 0.00% | – |
| EEFT | New | EURONET WORLDWIDE INC | $383,000 | – | 16,243 | +100.0% | 0.00% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $407,000 | – | 15,821 | +100.0% | 0.00% | – |
| EQY | New | EQUITY ONE | $503,000 | – | 23,954 | +100.0% | 0.00% | – |
| WCN | New | WASTE CONNECTIONS INC | $459,000 | – | 13,583 | +100.0% | 0.00% | – |
| RPXC | New | RPX CORP | $461,000 | – | 51,000 | +100.0% | 0.00% | – |
| ERF | New | ENERPLUS CORP | $505,000 | – | 39,000 | +100.0% | 0.00% | – |
| NTRI | New | NUTRI SYS INC NEW | $428,000 | – | 52,200 | +100.0% | 0.00% | – |
| ETP | New | ENERGY TRANSFER PRTNRS L Punit ltd partn | $488,000 | – | 11,370 | +100.0% | 0.00% | – |
| ELGX | New | ENDOLOGIX INC | $410,000 | – | 28,790 | +100.0% | 0.00% | – |
| TYPE | New | MONOTYPE IMAGING HOLDINGS IN | $433,000 | – | 27,088 | +100.0% | 0.00% | – |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $577,000 | – | 184,840 | +100.0% | 0.00% | – |
| CET | New | CENTRAL SECS CORP | $509,000 | – | 25,451 | +100.0% | 0.00% | – |
| CPHD | New | CEPHEID | $381,000 | – | 11,265 | +100.0% | 0.00% | – |
| CQP | New | CHENIERE ENERGY PARTNERS LP | $371,000 | – | 17,460 | +100.0% | 0.00% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $361,000 | – | 16,200 | +100.0% | 0.00% | – |
| EGO | New | ELDORADO GOLD CORP NEW | $438,000 | – | 34,000 | +100.0% | 0.00% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $494,000 | – | 25,100 | +100.0% | 0.00% | – |
| EGHT | New | 8X8 INC NEW | $391,000 | – | 52,952 | +100.0% | 0.00% | – |
| LEAP | New | LEAP WIRELESS INTL INC | $583,000 | – | 87,600 | +100.0% | 0.00% | – |
| SATS | New | ECHOSTAR CORPcl a | $363,000 | – | 10,600 | +100.0% | 0.00% | – |
| EV | New | EATON VANCE CORP | $449,000 | – | 14,100 | +100.0% | 0.00% | – |
| SINA | New | SINA CORPord | $362,000 | – | 7,200 | +100.0% | 0.00% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $548,000 | – | 5,808 | +100.0% | 0.00% | – |
| LGI | New | LAZARD GLB TTL RET&INCM FD I | $565,000 | – | 37,446 | +100.0% | 0.00% | – |
| RHP | New | RYMAN HOSPITALITY PPTYS INC | $542,000 | – | 14,104 | +100.0% | 0.00% | – |
| LNG | New | CHENIERE ENERGY INC | $527,000 | – | 28,088 | +100.0% | 0.00% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $521,000 | – | 11,472 | +100.0% | 0.00% | – |
| DFT | New | DUPONT FABROS TECHNOLOGY INC | $542,000 | – | 22,431 | +100.0% | 0.00% | – |
| AKRXQ | New | AKORN INC | $410,000 | – | 30,663 | +100.0% | 0.00% | – |
| VMC | New | VULCAN MATLS CO | $510,000 | – | 9,800 | +100.0% | 0.00% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $505,000 | – | 1,698 | +100.0% | 0.00% | – |
| DORM | New | DORMAN PRODUCTS INC | $529,000 | – | 14,980 | +100.0% | 0.00% | – |
| DIN | New | DINEEQUITY INC | $509,000 | – | 7,599 | +100.0% | 0.00% | – |
| DGIT | New | DIGITAL GENERATION INC | $462,000 | – | 42,500 | +100.0% | 0.00% | – |
| SAPE | New | SAPIENT CORP | $573,000 | – | 54,256 | +100.0% | 0.00% | – |
| VG | New | VONAGE HLDGS CORP | $506,000 | – | 213,514 | +100.0% | 0.00% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $459,000 | – | 50,996 | +100.0% | 0.00% | – |
| NUE | New | NUCOR CORP | $394,000 | – | 9,129 | +100.0% | 0.00% | – |
| BHI | New | BAKER HUGHES INC | $490,000 | – | 12,000 | +100.0% | 0.00% | – |
| CHDN | New | CHURCHILL DOWNS INC | $557,000 | – | 8,375 | +100.0% | 0.00% | – |
| MOH | New | MOLINA HEALTHCARE INC | $517,000 | – | 19,100 | +100.0% | 0.00% | – |
| VMW | New | VMWARE INC | $376,000 | – | 3,989 | +100.0% | 0.00% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $366,000 | – | 13,205 | +100.0% | 0.00% | – |
| KTOS | New | KRATOS DEFENSE & SEC SOLUTIO | $443,000 | – | 88,092 | +100.0% | 0.00% | – |
| KOG | New | KODIAK OIL & GAS CORP | $475,000 | – | 53,662 | +100.0% | 0.00% | – |
| Y | New | ALLEGHANY CORP DEL | $537,000 | – | 1,600 | +100.0% | 0.00% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $582,000 | – | 15,294 | +100.0% | 0.00% | – |
| New | ONYX PHARMACEUTICALS INCnote 4.000% 8/1 | $507,000 | – | 250,000 | +100.0% | 0.00% | – | |
| MG | New | MISTRAS GROUP INC | $356,000 | – | 14,436 | +100.0% | 0.00% | – |
| ANVGQ | New | ALLIED NEVADA GOLD CORP | $472,000 | – | 15,673 | +100.0% | 0.00% | – |
| CTXS | New | CITRIX SYS INC | $565,000 | – | 8,587 | +100.0% | 0.00% | – |
| KND | New | KINDRED HEALTHCARE INC | $367,000 | – | 33,883 | +100.0% | 0.00% | – |
| ABAX | New | ABAXIS INC | $352,000 | – | 9,478 | +100.0% | 0.00% | – |
| DAKT | New | DAKTRONICS INC | $377,000 | – | 34,062 | +100.0% | 0.00% | – |
| DSW | New | DSW INCcl a | $549,000 | – | 8,351 | +100.0% | 0.00% | – |
| VOXX | New | VOXX INTL CORPcl a | $357,000 | – | 53,100 | +100.0% | 0.00% | – |
| BNS | New | BANK NOVA SCOTIA HALIFAX | $555,000 | – | 9,586 | +100.0% | 0.00% | – |
| POOL | New | POOL CORPORATION | $474,000 | – | 11,199 | +100.0% | 0.00% | – |
| CYTX | New | CYTORI THERAPEUTICS INC | $375,000 | – | 133,100 | +100.0% | 0.00% | – |
| ALJ | New | ALON USA ENERGY INC | $481,000 | – | 26,592 | +100.0% | 0.00% | – |
| AAT | New | AMERICAN ASSETS TR INC | $406,000 | – | 14,529 | +100.0% | 0.00% | – |
| NWN | New | NORTHWEST NAT GAS CO | $531,000 | – | 12,022 | +100.0% | 0.00% | – |
| CCOI | New | COGENT COMM GROUP INC | $410,000 | – | 18,114 | +100.0% | 0.00% | – |
| COHR | New | COHERENT INC | $564,000 | – | 11,151 | +100.0% | 0.00% | – |
| CBST | New | CUBIST PHARMACEUTICALS INC | $462,000 | – | 10,974 | +100.0% | 0.00% | – |
| BBCN | New | BBCN BANCORP INC | $472,000 | – | 40,797 | +100.0% | 0.00% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $582,000 | – | 40,500 | +100.0% | 0.00% | – |
| New | MICRON TECHNOLOGY INCnote 1.500% 8/0 | $465,000 | – | 500,000 | +100.0% | 0.00% | – | |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $571,000 | – | 17,519 | +100.0% | 0.00% | – |
| CEB | New | CORPORATE EXECUTIVE BRD CO | $420,000 | – | 8,853 | +100.0% | 0.00% | – |
| VHC | New | VIRNETX HLDG CORP | $494,000 | – | 16,880 | +100.0% | 0.00% | – |
| BDC | New | BELDEN INC | $473,000 | – | 10,518 | +100.0% | 0.00% | – |
| VECO | New | VEECO INSTRS INC DEL | $363,000 | – | 12,300 | +100.0% | 0.00% | – |
| SCL | New | STEPAN CO | $493,000 | – | 8,884 | +100.0% | 0.00% | – |
| CTWS | New | CONNECTICUT WTR SVC INC | $405,000 | – | 13,597 | +100.0% | 0.00% | – |
| CNQR | New | CONCUR TECHNOLOGIES INC | $520,000 | – | 7,700 | +100.0% | 0.00% | – |
| CPTS | New | CONCEPTUS INC | $446,000 | – | 21,206 | +100.0% | 0.00% | – |
| VGZ | New | VISTA GOLD CORP | $523,000 | – | 193,800 | +100.0% | 0.00% | – |
| FIX | New | COMFORT SYS USA INC | $538,000 | – | 44,265 | +100.0% | 0.00% | – |
| COLM | New | COLUMBIA SPORTSWEAR CO | $393,000 | – | 7,364 | +100.0% | 0.00% | – |
| MCRS | New | MICROS SYS INC | $436,000 | – | 10,265 | +100.0% | 0.00% | – |
| CLNY | New | COLONY FINL INC | $489,000 | – | 25,101 | +100.0% | 0.00% | – |
| BLC | New | BELO CORP | $461,000 | – | 60,116 | +100.0% | 0.00% | – |
| BPFHW | New | BOSTON PRIVATE FINL HLDGS IN*w exp 11/21/201 | $368,000 | – | 123,800 | +100.0% | 0.00% | – |
| OB | New | ONEBEACON INSURANCE GROUP LTcl a | $353,000 | – | 25,361 | +100.0% | 0.00% | – |
| ROSE | New | ROSETTA RESOURCES INC | $505,000 | – | 11,140 | +100.0% | 0.00% | – |
| SHFL | New | SHFL ENTMT INC | $392,000 | – | 27,000 | +100.0% | 0.00% | – |
| ITC | New | ITC HLDGS CORP | $580,000 | – | 7,537 | +100.0% | 0.00% | – |
| TROW | New | PRICE T ROWE GROUP INC | $409,000 | – | 6,279 | +100.0% | 0.00% | – |
| APKT | New | ACME PACKET INC | $363,000 | – | 16,400 | +100.0% | 0.00% | – |
| ISBC | New | INVESTORS BANCORP INC | $416,000 | – | 23,391 | +100.0% | 0.00% | – |
| ARII | New | AMERICAN RAILCAR INDS INC | $480,000 | – | 15,116 | +100.0% | 0.00% | – |
| AMN | New | AMN HEALTHCARE SERVICES INC | $569,000 | – | 49,287 | +100.0% | 0.00% | – |
| AMSF | New | AMERISAFE INC | $455,000 | – | 16,715 | +100.0% | 0.00% | – |
| BRC | New | BRADY CORPcl a | $574,000 | – | 17,200 | +100.0% | 0.00% | – |
| NEWP | New | NEWPORT CORP | $357,000 | – | 26,512 | +100.0% | 0.00% | – |
| AAON | New | AAON INC | $356,000 | – | 17,049 | +100.0% | 0.00% | – |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY | $405,000 | – | 55,488 | +100.0% | 0.00% | – |
| BBRG | New | BRAVO BRIO RESTAURANT GROUP | $453,000 | – | 33,700 | +100.0% | 0.00% | – |
| HLF | New | HERBALIFE LTD | $421,000 | – | 12,771 | +100.0% | 0.00% | – |
| PDCE | New | PDC ENERGY INC | $385,000 | – | 11,597 | +100.0% | 0.00% | – |
| N | New | NETSUITE INC | $577,000 | – | 8,572 | +100.0% | 0.00% | – |
| RSE | New | ROUSE PPTYS INC | $463,000 | – | 27,377 | +100.0% | 0.00% | – |
| MEMS | New | MEMSIC INC | $430,000 | – | 128,839 | +100.0% | 0.00% | – |
| MCC | New | MEDLEY CAP CORP | $368,000 | – | 25,302 | +100.0% | 0.00% | – |
| SXL | New | SUNOCO LOGISTICS PRTNRS L P | $434,000 | – | 8,736 | +100.0% | 0.00% | – |
| SPWR | New | SUNPOWER CORP | $522,000 | – | 92,799 | +100.0% | 0.00% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $446,000 | – | 15,400 | +100.0% | 0.00% | – |
| TGH | New | TEXTAINER GROUP HOLDINGS LTD | $463,000 | – | 14,731 | +100.0% | 0.00% | – |
| New | BRISTOW GROUP INCnote 3.000% 6/1 | $534,000 | – | 500,000 | +100.0% | 0.00% | – | |
| BRKL | New | BROOKLINE BANCORP INC DEL | $417,000 | – | 49,000 | +100.0% | 0.00% | – |
| IMGN | New | IMMUNOGEN INC | $515,000 | – | 40,427 | +100.0% | 0.00% | – |
| WGO | New | WINNEBAGO INDS INC | $562,000 | – | 32,800 | +100.0% | 0.00% | – |
| XRTX | New | XYRATEX LTD | $405,000 | – | 48,200 | +100.0% | 0.00% | – |
| MDAS | New | MEDASSETS INC | $534,000 | – | 31,839 | +100.0% | 0.00% | – |
| WPZ | New | WILLIAMS PARTNERS L P | $539,000 | – | 11,080 | +100.0% | 0.00% | – |
| PRGS | New | PROGRESS SOFTWARE CORP | $447,000 | – | 21,306 | +100.0% | 0.00% | – |
| New | ACCURAY INCnote 3.750% 8/0 | $503,000 | – | 500,000 | +100.0% | 0.00% | – | |
| IHS | New | IHS INCcl a | $394,000 | – | 4,100 | +100.0% | 0.00% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $425,000 | – | 99,979 | +100.0% | 0.00% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $420,000 | – | 3,755 | +100.0% | 0.00% | – |
| QUAD | New | QUAD / GRAPHICS INC | $377,000 | – | 18,500 | +100.0% | 0.00% | – |
| CBOE | New | CBOE HLDGS INC | $507,000 | – | 17,200 | +100.0% | 0.00% | – |
| NOW | New | SERVICENOW INC | $477,000 | – | 15,900 | +100.0% | 0.00% | – |
| SIVB | New | SVB FINL GROUP | $457,000 | – | 8,171 | +100.0% | 0.00% | – |
| FRME | New | FIRST MERCHANTS CORP | $180,000 | – | 12,100 | +100.0% | 0.00% | – |
| PSUNQ | New | PACIFIC SUNWEAR CALIF INC | $120,000 | – | 75,397 | +100.0% | 0.00% | – |
| RELL | New | RICHARDSON ELECTRS LTD | $167,000 | – | 14,732 | +100.0% | 0.00% | – |
| AEGR | New | AEGERION PHARMACEUTICALS INC | $288,000 | – | 11,338 | +100.0% | 0.00% | – |
| PDFS | New | PDF SOLUTIONS INC | $206,000 | – | 14,954 | +100.0% | 0.00% | – |
| OC | New | OWENS CORNING NEW | $222,000 | – | 6,000 | +100.0% | 0.00% | – |
| OSUR | New | ORASURE TECHNOLOGIES INC | $299,000 | – | 41,684 | +100.0% | 0.00% | – |
| OKS | New | ONEOK PARTNERS LPunit ltd partn | $328,000 | – | 6,078 | +100.0% | 0.00% | – |
| OME | New | OMEGA PROTEIN CORP | $299,000 | – | 48,838 | +100.0% | 0.00% | – |
| ROMA | New | ROMA FINANCIAL CORP | $217,000 | – | 14,372 | +100.0% | 0.00% | – |
| ORI | New | OLD REP INTL CORP | $339,000 | – | 31,800 | +100.0% | 0.00% | – |
| OMEX | New | ODYSSEY MARINE EXPLORATION I | $149,000 | – | 50,200 | +100.0% | 0.00% | – |
| ROVI | New | ROVI CORP | $279,000 | – | 18,100 | +100.0% | 0.00% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $203,000 | – | 9,800 | +100.0% | 0.00% | – |
| RUTH | New | RUTHS HOSPITALITY GROUP INC | $119,000 | – | 16,300 | +100.0% | 0.00% | – |
| NS | New | NUSTAR ENERGY LP | $243,000 | – | 5,726 | +100.0% | 0.00% | – |
| NTLS | New | NTELOS HLDGS CORP | $189,000 | – | 14,450 | +100.0% | 0.00% | – |
| NEWS | New | NEWSTAR FINANCIAL INC | $274,000 | – | 19,575 | +100.0% | 0.00% | – |
| NTSP | New | NETSPEND HLDGS INC | $294,000 | – | 24,882 | +100.0% | 0.00% | – |
| SPSC | New | SPS COMM INC | $260,000 | – | 6,979 | +100.0% | 0.00% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $314,000 | – | 13,574 | +100.0% | 0.00% | – |
| SABA | New | SABA SOFTWARE INC | $294,000 | – | 33,685 | +100.0% | 0.00% | – |
| NBS | New | NEOSTEM INC | $238,000 | – | 400,000 | +100.0% | 0.00% | – |
| NAVB | New | NAVIDEA BIOPHARMACEUTICALS I | $193,000 | – | 68,138 | +100.0% | 0.00% | – |
| NFP | New | NATIONAL FINL PARTNERS CORP | $188,000 | – | 10,953 | +100.0% | 0.00% | – |
| JOE | New | ST JOE CO | $323,000 | – | 14,000 | +100.0% | 0.00% | – |
| NVEC | New | NVE CORP | $211,000 | – | 3,800 | +100.0% | 0.00% | – |
| NCS | New | NCI BUILDING SYS INC | $121,000 | – | 17,936 | +100.0% | 0.00% | – |
| LABL | New | MULTI COLOR CORP | $221,000 | – | 9,203 | +100.0% | 0.00% | – |
| MTS | New | MONTGOMERY STR INCOME SECS I | $348,000 | – | 20,597 | +100.0% | 0.00% | – |
| MNR | New | MONMOUTH REAL ESTATE INVT COcl a | $174,000 | – | 16,835 | +100.0% | 0.00% | – |
| MCPIQ | New | MOLYCORP INC DEL | $139,000 | – | 14,735 | +100.0% | 0.00% | – |
| New | MOLSON COORS BREWING COnote 2.500% 7/3 | $276,000 | – | 275,000 | +100.0% | 0.00% | – | |
| SCG | New | SCANA CORP NEW | $307,000 | – | 6,729 | +100.0% | 0.00% | – |
| MLR | New | MILLER INDS INC TENN | $174,000 | – | 11,412 | +100.0% | 0.00% | – |
| MIDD | New | MIDDLEBY CORP | $225,000 | – | 1,756 | +100.0% | 0.00% | – |
| 3101PS | New | MICREL INC | $333,000 | – | 35,000 | +100.0% | 0.00% | – |
| MTD | New | METTLER TOLEDO INTERNATIONAL | $333,000 | – | 1,722 | +100.0% | 0.00% | – |
| SEAC | New | SEACHANGE INTL INC | $159,000 | – | 16,433 | +100.0% | 0.00% | – |
| MMSI | New | MERIT MED SYS INC | $230,000 | – | 16,551 | +100.0% | 0.00% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $213,000 | – | 10,540 | +100.0% | 0.00% | – |
| MDP | New | MEREDITH CORP | $203,000 | – | 5,900 | +100.0% | 0.00% | – |
| SGEN | New | SEATTLE GENETICS INC | $213,000 | – | 9,200 | +100.0% | 0.00% | – |
| MCY | New | MERCURY GENL CORP NEW | $337,000 | – | 8,500 | +100.0% | 0.00% | – |
| SIGI | New | SELECTIVE INS GROUP INC | $256,000 | – | 13,292 | +100.0% | 0.00% | – |
| MFIN | New | MEDALLION FINL CORP | $151,000 | – | 12,891 | +100.0% | 0.00% | – |
| MEAS | New | MEASUREMENT SPECIALTIES INC | $263,000 | – | 7,659 | +100.0% | 0.00% | – |
| MGRC | New | MCGRATH RENTCORP | $243,000 | – | 8,383 | +100.0% | 0.00% | – |
| MUX | New | MCEWEN MNG INC | $234,000 | – | 61,048 | +100.0% | 0.00% | – |
| AVK | New | ADVENT CLAYMORE CV SECS & IN | $311,000 | – | 19,303 | +100.0% | 0.00% | – |
| SLAB | New | SILICON LABORATORIES INC | $244,000 | – | 5,827 | +100.0% | 0.00% | – |
| SPIL | New | SILICONWARE PRECISION INDS Lsponsd adr spl | $316,000 | – | 59,100 | +100.0% | 0.00% | – |
| MMLP | New | MARTIN MIDSTREAM PRTNRS L Punit l p int | $259,000 | – | 8,334 | +100.0% | 0.00% | – |
| SSD | New | SIMPSON MANUFACTURING CO INC | $278,000 | – | 8,489 | +100.0% | 0.00% | – |
| MAPP | New | MAP PHARMACEUTICALS INC | $178,000 | – | 11,300 | +100.0% | 0.00% | – |
| LNCE | New | SNYDERS-LANCE INC | $209,000 | – | 8,652 | +100.0% | 0.00% | – |
| LDL | New | LYDALL INC DEL | $192,000 | – | 13,365 | +100.0% | 0.00% | – |
| SON | New | SONOCO PRODS CO | $268,000 | – | 9,000 | +100.0% | 0.00% | – |
| ADX | New | ADAMS EXPRESS CO | $213,000 | – | 20,073 | +100.0% | 0.00% | – |
| LGF | New | LIONS GATE ENTMNT CORP | $243,000 | – | 14,798 | +100.0% | 0.00% | – |
| LNN | New | LINDSAY CORP | $264,000 | – | 3,300 | +100.0% | 0.00% | – |
| SBSI | New | SOUTHSIDE BANCSHARES INC | $226,000 | – | 10,710 | +100.0% | 0.00% | – |
| LGND | New | LIGAND PHARMACEUTICALS INC | $269,000 | – | 12,979 | +100.0% | 0.00% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $302,000 | – | 9,040 | +100.0% | 0.00% | – |
| SPTN | New | SPARTAN STORES INC | $218,000 | – | 14,204 | +100.0% | 0.00% | – |
| LKFN | New | LAKELAND FINL CORP | $329,000 | – | 12,716 | +100.0% | 0.00% | – |
| SEP | New | SPECTRA ENERGY PARTNERS LP | $265,000 | – | 8,497 | +100.0% | 0.00% | – |
| SPNC | New | SPECTRANETICS CORP | $204,000 | – | 13,786 | +100.0% | 0.00% | – |
| SPPI | New | SPECTRUM PHARMACEUTICALS INC | $151,000 | – | 13,460 | +100.0% | 0.00% | – |
| New | LDK SOLAR CO LTDnote 4.750% 4/1 | $283,000 | – | 375,000 | +100.0% | 0.00% | – | |
| LCAV | New | LCA-VISION INC | $120,000 | – | 10,551 | +100.0% | 0.00% | – |
| STAA | New | STAAR SURGICAL CO | $145,000 | – | 23,828 | +100.0% | 0.00% | – |
| KCG | New | KNIGHT CAP GROUP INCcall | $149,000 | – | 1,439 | +100.0% | 0.00% | – |
| KNL | New | KNOLL INC | $172,000 | – | 11,200 | +100.0% | 0.00% | – |
| KEX | New | KIRBY CORP | $288,000 | – | 4,647 | +100.0% | 0.00% | – |
| 4945SC | New | KINDER MORGAN ENERGY PARTNERut ltd partner | $271,000 | – | 3,396 | +100.0% | 0.00% | – |
| SPLS | New | STAPLES INC | $222,000 | – | 19,500 | +100.0% | 0.00% | – |
| STSI | New | STAR SCIENTIFIC INC | $259,000 | – | 96,501 | +100.0% | 0.00% | – |
| KEYN | New | KEYNOTE SYS INC | $168,000 | – | 11,910 | +100.0% | 0.00% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $333,000 | – | 5,800 | +100.0% | 0.00% | – |
| KMT | New | KENNAMETAL INC | $325,000 | – | 8,129 | +100.0% | 0.00% | – |
| KS | New | KAPSTONE PAPER & PACKAGING C | $283,000 | – | 12,746 | +100.0% | 0.00% | – |
| JCOM | New | J2 GLOBAL INC | $299,000 | – | 9,780 | +100.0% | 0.00% | – |
| SLT | New | STERLITE INDS INDIA LTDads | $220,000 | – | 25,600 | +100.0% | 0.00% | – |
| JDAS | New | JDA SOFTWARE GROUP INC | $248,000 | – | 5,481 | +100.0% | 0.00% | – |
| IXYS | New | IXYS CORP | $132,000 | – | 14,400 | +100.0% | 0.00% | – |
| IO | New | ION GEOPHYSICAL CORP | $250,000 | – | 38,400 | +100.0% | 0.00% | – |
| IILG | New | INTERVAL LEISURE GROUP INC | $194,000 | – | 10,000 | +100.0% | 0.00% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $254,000 | – | 9,200 | +100.0% | 0.00% | – |
| ISSI | New | INTEGRATED SILICON SOLUTION | $117,000 | – | 12,974 | +100.0% | 0.00% | – |
| ACHN | New | ACHILLION PHARMACEUTICALS IN | $305,000 | – | 38,045 | +100.0% | 0.00% | – |
| INWK | New | INNERWORKINGS INC | $272,000 | – | 19,764 | +100.0% | 0.00% | – |
| SLF | New | SUN LIFE FINL INC | $244,000 | – | 9,200 | +100.0% | 0.00% | – |
| IPHI | New | INPHI CORP | $232,000 | – | 24,200 | +100.0% | 0.00% | – |
| New | INLAND REAL ESTATE CORPnote 5.000%11/1 | $200,000 | – | 198,000 | +100.0% | 0.00% | – | |
| SXC | New | SUNCOKE ENERGY INC | $206,000 | – | 13,221 | +100.0% | 0.00% | – |
| SNSS | New | SUNESIS PHARMACEUTICALS INC | $128,000 | – | 30,476 | +100.0% | 0.00% | – |
| INCY | New | INCYTE CORP | $189,000 | – | 11,397 | +100.0% | 0.00% | – |
| SPMD | New | SUPERMEDIA INC | $157,000 | – | 46,000 | +100.0% | 0.00% | – |
| IMMR | New | IMMERSION CORP | $153,000 | – | 22,200 | +100.0% | 0.00% | – |
| IMN | New | IMATION CORP | $164,000 | – | 35,175 | +100.0% | 0.00% | – |
| IEX | New | IDEX CORP | $270,000 | – | 5,800 | +100.0% | 0.00% | – |
| SCMR | New | SYCAMORE NETWORKS INC | $180,000 | – | 80,200 | +100.0% | 0.00% | – |
| IGA | New | ING GLBL ADV & PREM OPP FUND | $163,000 | – | 14,400 | +100.0% | 0.00% | – |
| IPGP | New | IPG PHOTONICS CORP | $256,000 | – | 3,843 | +100.0% | 0.00% | – |
| SMA | New | SYMMETRY MED INC | $264,000 | – | 25,100 | +100.0% | 0.00% | – |
| SYNA | New | SYNAPTICS INC | $261,000 | – | 8,700 | +100.0% | 0.00% | – |
| GEVA | New | SYNAGEVA BIOPHARMA CORP | $236,000 | – | 5,100 | +100.0% | 0.00% | – |
| ICFI | New | ICF INTL INC | $306,000 | – | 13,068 | +100.0% | 0.00% | – |
| SNTA | New | SYNTA PHARMACEUTICALS CORP | $254,000 | – | 28,181 | +100.0% | 0.00% | – |
| New | HUTCHINSON TECHNOLOGY INCnote 8.500% 1/1 | $227,000 | – | 380,000 | +100.0% | 0.00% | – | |
| SYX | New | SYSTEMAX INC | $137,000 | – | 14,218 | +100.0% | 0.00% | – |
| TCF | New | TCF FINL CORP | $144,000 | – | 11,886 | +100.0% | 0.00% | – |
| TCP | New | TC PIPELINES LP | $257,000 | – | 6,375 | +100.0% | 0.00% | – |
| HEP | New | HOLLY ENERGY PARTNERS L P | $313,000 | – | 4,765 | +100.0% | 0.00% | – |
| HEROQ | New | HERCULES OFFSHORE INC | $337,000 | – | 54,526 | +100.0% | 0.00% | – |
| NGLS | New | TARGA RESOURCES PARTNERS LP | $293,000 | – | 7,849 | +100.0% | 0.00% | – |
| HIGPRA | New | HARTFORD FINL SVCS GROUP INCdep conv pfd | $202,000 | – | 9,665 | +100.0% | 0.00% | – |
| HNSN | New | HANSEN MEDICAL INC | $120,000 | – | 57,900 | +100.0% | 0.00% | – |
| HALO | New | HALOZYME THERAPEUTICS INC | $175,000 | – | 26,049 | +100.0% | 0.00% | – |
| HAE | New | HAEMONETICS CORP | $253,000 | – | 6,200 | +100.0% | 0.00% | – |
| HF | New | HFF INCcl a | $203,000 | – | 13,652 | +100.0% | 0.00% | – |
| GFF | New | GRIFFON CORP | $138,000 | – | 12,048 | +100.0% | 0.00% | – |
| GPRE | New | GREEN PLAINS RENEWABLE ENERG | $309,000 | – | 39,093 | +100.0% | 0.00% | – |
| TSTC | New | TELESTONE TECHNOLOGIES CORP | $196,000 | – | 150,000 | +100.0% | 0.00% | – |
| GKK | New | GRAMERCY CAP CORP | $120,000 | – | 40,653 | +100.0% | 0.00% | – |
| L109PS | New | ACCESS MIDSTREAM PARTNERS Lunit | $295,000 | – | 8,793 | +100.0% | 0.00% | – |
| GHDX | New | GENOMIC HEALTH INC | $298,000 | – | 10,924 | +100.0% | 0.00% | – |
| GEL | New | GENESIS ENERGY L Punit ltd partn | $345,000 | – | 9,660 | +100.0% | 0.00% | – |
| ASPS | New | ALTISOURCE PORTFOLIO SOLNS S | $225,000 | – | 2,600 | +100.0% | 0.00% | – |
| TGP | New | TEEKAY LNG PARTNERS L Pprtnrsp units | $281,000 | – | 7,425 | +100.0% | 0.00% | – |
| GFIG | New | GFI GROUP INC | $326,000 | – | 97,406 | +100.0% | 0.00% | – |
| FNV | New | FRANCO NEVADA CORP | $269,000 | – | 4,700 | +100.0% | 0.00% | – |
| FRAN | New | FRANCESCAS HLDGS CORP | $304,000 | – | 11,720 | +100.0% | 0.00% | – |
| FWRD | New | FORWARD AIR CORP | $215,000 | – | 6,130 | +100.0% | 0.00% | – |
| FOR | New | FORESTAR GROUP INC | $274,000 | – | 15,800 | +100.0% | 0.00% | – |
| FTK | New | FLOTEK INDS INC DEL | $339,000 | – | 27,774 | +100.0% | 0.00% | – |
| FEO | New | FIRST TR/ABERDEEN EMERG OPT | $206,000 | – | 9,336 | +100.0% | 0.00% | – |
| TIVO | New | TIVO INC | $287,000 | – | 23,268 | +100.0% | 0.00% | – |
| CLUBQ | New | TOWN SPORTS INTL HLDGS INC | $205,000 | – | 19,240 | +100.0% | 0.00% | – |
| TLP | New | TRANSMONTAIGNE PARTNERS L P | $284,000 | – | 7,482 | +100.0% | 0.00% | – |
| EXTR | New | EXTREME NETWORKS INC | $161,000 | – | 44,200 | +100.0% | 0.00% | – |
| TY | New | TRI CONTL CORP | $313,000 | – | 19,479 | +100.0% | 0.00% | – |
| EXLS | New | EXLSERVICE HOLDINGS INC | $251,000 | – | 9,462 | +100.0% | 0.00% | – |
| TRMB | New | TRIMBLE NAVIGATION LTD | $203,000 | – | 3,400 | +100.0% | 0.00% | – |
| EPM | New | EVOLUTION PETROLEUM CORP | $154,000 | – | 18,987 | +100.0% | 0.00% | – |
| TRLG | New | TRUE RELIGION APPAREL INC | $308,000 | – | 12,123 | +100.0% | 0.00% | – |
| TPC | New | TUTOR PERINI CORP | $166,000 | – | 12,100 | +100.0% | 0.00% | – |
| ES | New | ENERGYSOLUTIONS INC | $161,000 | – | 31,988 | +100.0% | 0.00% | – |
| EEP | New | ENBRIDGE ENERGY PARTNERS L P | $259,000 | – | 9,277 | +100.0% | 0.00% | – |
| EFII | New | ELECTRONICS FOR IMAGING INC | $269,000 | – | 14,183 | +100.0% | 0.00% | – |
| 2108SC | New | EL PASO PIPELINE PARTNERS L | $274,000 | – | 7,402 | +100.0% | 0.00% | – |
| CLB | New | CORE LABORATORIES N V | $273,000 | – | 2,500 | +100.0% | 0.00% | – |
| EROC | New | EAGLE ROCK ENERGY PARTNERS Lunit | $263,000 | – | 30,514 | +100.0% | 0.00% | – |
| EGBN | New | EAGLE BANCORP INC MD | $200,000 | – | 10,012 | +100.0% | 0.00% | – |
| EQT | New | EQT CORP | $217,000 | – | 3,682 | +100.0% | 0.00% | – |
| DW | New | DREW INDS INC | $234,000 | – | 7,270 | +100.0% | 0.00% | – |
| DGI | New | DIGITALGLOBE INC | $279,000 | – | 11,400 | +100.0% | 0.00% | – |
| DSCI | New | DERMA SCIENCES INC | $202,000 | – | 18,217 | +100.0% | 0.00% | – |
| New | DENDREON CORPnote 2.875% 1/1 | $266,000 | – | 350,000 | +100.0% | 0.00% | – | |
| N109SC | New | DEMAND MEDIA INC | $332,000 | – | 35,700 | +100.0% | 0.00% | – |
| UBPSW | New | UNIVERSAL BUSINESS PMT SOL A*w exp 05/09/201 | $312,000 | – | 1,198,800 | +100.0% | 0.00% | – |
| UAM | New | UNIVERSAL AMERN CORP NEW | $254,000 | – | 29,617 | +100.0% | 0.00% | – |
| DEL | New | DELTIC TIMBER CORP | $215,000 | – | 3,041 | +100.0% | 0.00% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $221,000 | – | 8,641 | +100.0% | 0.00% | – |
| AXAS | New | ABRAXAS PETE CORP | $127,000 | – | 58,200 | +100.0% | 0.00% | – |
| TRAK | New | DEALERTRACK TECHNOLOGIES INC | $281,000 | – | 9,771 | +100.0% | 0.00% | – |
| DTLK | New | DATALINK CORP | $166,000 | – | 19,394 | +100.0% | 0.00% | – |
| DRI | New | DARDEN RESTAURANTS INC | $207,000 | – | 4,600 | +100.0% | 0.00% | – |
| DLLR | New | DFC GLOBAL CORP | $220,000 | – | 11,877 | +100.0% | 0.00% | – |
| DCP | New | DCP MIDSTREAM PARTNERS LP | $281,000 | – | 6,724 | +100.0% | 0.00% | – |
| CYNO | New | CYNOSURE INCcl a | $266,000 | – | 11,045 | +100.0% | 0.00% | – |
| CW | New | CURTISS WRIGHT CORP | $330,000 | – | 10,066 | +100.0% | 0.00% | – |
| CRIS | New | CURIS INC | $226,000 | – | 65,947 | +100.0% | 0.00% | – |
| XTEX | New | CROSSTEX ENERGY L P | $305,000 | – | 20,970 | +100.0% | 0.00% | – |
| VCLK | New | VALUECLICK INC | $248,000 | – | 12,801 | +100.0% | 0.00% | – |
| CMLP | New | CRESTWOOD MIDSTREAM PRTNERS | $248,000 | – | 11,534 | +100.0% | 0.00% | – |
| VGR | New | VECTOR GROUP LTD | $234,000 | – | 15,761 | +100.0% | 0.00% | – |
| CRMD | New | CORMEDIX INC | $156,000 | – | 216,223 | +100.0% | 0.00% | – |
| CPNO | New | COPANO ENERGY L L C | $281,000 | – | 8,888 | +100.0% | 0.00% | – |
| ABMD | New | ABIOMED INC | $237,000 | – | 17,635 | +100.0% | 0.00% | – |
| VICL | New | VICAL INC | $152,000 | – | 52,320 | +100.0% | 0.00% | – |
| CWTRQ | New | COLDWATER CREEK INC | $143,000 | – | 29,825 | +100.0% | 0.00% | – |
| INB | New | COHEN & STEERS GLOBAL INC BL | $309,000 | – | 29,955 | +100.0% | 0.00% | – |
| VCBI | New | VIRGINIA COMM BANCORP INC | $190,000 | – | 21,236 | +100.0% | 0.00% | – |
| CLC | New | CLARCOR INC | $217,000 | – | 4,541 | +100.0% | 0.00% | – |
| VC | New | VISTEON CORP | $274,000 | – | 5,100 | +100.0% | 0.00% | – |
| CIA | New | CITIZENS INCcl a | $148,000 | – | 13,364 | +100.0% | 0.00% | – |
| CKP | New | CHECKPOINT SYS INC | $176,000 | – | 16,400 | +100.0% | 0.00% | – |
| WLTGQ | New | WALTER ENERGY INC | $341,000 | – | 9,500 | +100.0% | 0.00% | – |
| CPF | New | CENTRAL PAC FINL CORP | $177,000 | – | 25,664 | +100.0% | 0.00% | – |
| CVE | New | CENOVUS ENERGY INC | $245,000 | – | 7,300 | +100.0% | 0.00% | – |
| WBSN | New | WEBSENSE INC | $303,000 | – | 20,144 | +100.0% | 0.00% | – |
| CSII | New | CARDIOVASCULAR SYS INC DEL | $134,000 | – | 10,700 | +100.0% | 0.00% | – |
| WSBC | New | WESBANCO INC | $308,000 | – | 13,852 | +100.0% | 0.00% | – |
| CHY | New | CALAMOS CONV & HIGH INCOME F | $271,000 | – | 22,335 | +100.0% | 0.00% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $214,000 | – | 20,325 | +100.0% | 0.00% | – |
| CALM | New | CAL MAINE FOODS INC | $282,000 | – | 7,001 | +100.0% | 0.00% | – |
| CZR | New | CAESARS ENTMT CORP | $217,000 | – | 31,400 | +100.0% | 0.00% | – |
| CVV | New | CVD EQUIPMENT CORP | $174,000 | – | 18,115 | +100.0% | 0.00% | – |
| CRAI | New | CRA INTL INC | $346,000 | – | 17,508 | +100.0% | 0.00% | – |
| CEC | New | CEC ENTMT INC | $286,000 | – | 8,609 | +100.0% | 0.00% | – |
| CBRE | New | CBRE GROUP INCcl a | $326,000 | – | 16,400 | +100.0% | 0.00% | – |
| IGR | New | CBRE CLARION GLOBAL REAL EST | $201,000 | – | 22,636 | +100.0% | 0.00% | – |
| BWLD | New | BUFFALO WILD WINGS INC | $296,000 | – | 4,066 | +100.0% | 0.00% | – |
| BPL | New | BUCKEYE PARTNERS L Punit ltd partn | $246,000 | – | 5,416 | +100.0% | 0.00% | – |
| BPO | New | BROOKFIELD OFFICE PPTYS INC | $230,000 | – | 13,500 | +100.0% | 0.00% | – |
| WETF | New | WISDOMTREE INVTS INC | $208,000 | – | 34,068 | +100.0% | 0.00% | – |
| WWE | New | WORLD WRESTLING ENTMT INCcl a | $289,000 | – | 19,425 | +100.0% | 0.00% | – |
| BONTQ | New | BON-TON STORES INC | $149,000 | – | 12,262 | +100.0% | 0.00% | – |
| BWP | New | BOARDWALK PIPELINE PARTNERSut ltd partner | $249,000 | – | 10,012 | +100.0% | 0.00% | – |
| XPO | New | XPO LOGISTICS INC | $287,000 | – | 16,526 | +100.0% | 0.00% | – |
| BBSI | New | BARRETT BUSINESS SERVICES IN | $220,000 | – | 5,787 | +100.0% | 0.00% | – |
| BKMU | New | BANK MUTUAL CORP NEW | $189,000 | – | 15,931 | +100.0% | 0.00% | – |
| BXS | New | BANCORPSOUTH INC | $195,000 | – | 13,400 | +100.0% | 0.00% | – |
| AFCE | New | AFC ENTERPRISES INC | $274,000 | – | 10,473 | +100.0% | 0.00% | – |
| BCPC | New | BALCHEM CORP | $290,000 | – | 7,958 | +100.0% | 0.00% | – |
| AUY | New | YAMANA GOLD INC | $339,000 | – | 19,700 | +100.0% | 0.00% | – |
| ZLC | New | ZALE CORP NEW | $350,000 | – | 85,221 | +100.0% | 0.00% | – |
| F102PS | New | BABCOCK & WILCOX CO NEW | $262,000 | – | 10,000 | +100.0% | 0.00% | – |
| BOFI | New | BOFI HLDG INC | $201,000 | – | 7,211 | +100.0% | 0.00% | – |
| ZF | New | ZWEIG FD | $144,000 | – | 11,838 | +100.0% | 0.00% | – |
| ZIGO | New | ZYGO CORP | $221,000 | – | 14,058 | +100.0% | 0.00% | – |
| BPZRQ | New | BPZ RESOURCES INC | $230,000 | – | 73,000 | +100.0% | 0.00% | – |
| AVEO | New | AVEO PHARMACEUTICALS INC | $177,000 | – | 22,000 | +100.0% | 0.00% | – |
| ASTE | New | ASTEC INDS INC | $257,000 | – | 7,703 | +100.0% | 0.00% | – |
| New | ANIXTER INTL INCnote 1.000% 2/1 | $344,000 | – | 300,000 | +100.0% | 0.00% | – | |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $201,000 | – | 6,400 | +100.0% | 0.00% | – |
| GBLI | New | GLOBAL INDEMNITY PLC | $336,000 | – | 15,205 | +100.0% | 0.00% | – |
| APU | New | AMERIGAS PARTNERS L Punit l p int | $258,000 | – | 6,652 | +100.0% | 0.00% | – |
| ABCB | New | AMERIS BANCORP | $128,000 | – | 10,223 | +100.0% | 0.00% | – |
| MHLD | New | MAIDEN HOLDINGS LTD | $238,000 | – | 25,947 | +100.0% | 0.00% | – |
| AMSC | New | AMERICAN SUPERCONDUCTOR CORP | $127,000 | – | 48,600 | +100.0% | 0.00% | – |
| AMSWA | New | AMERICAN SOFTWARE INCcl a | $117,000 | – | 15,031 | +100.0% | 0.00% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $302,000 | – | 24,747 | +100.0% | 0.00% | – |
| ACH | New | ALUMINUM CORP CHINA LTD | $274,000 | – | 23,000 | +100.0% | 0.00% | – |
| BOX | New | SEACUBE CONTAINER LEASING LT | $203,000 | – | 10,755 | +100.0% | 0.00% | – |
| ALX | New | ALEXANDERS INC | $268,000 | – | 811 | +100.0% | 0.00% | – |
| AMRI | New | ALBANY MOLECULAR RESH INC | $179,000 | – | 18,142 | +100.0% | 0.00% | – |
| New | RF MICRODEVICES INCnote 1.000% 4/1 | $297,000 | – | 300,000 | +100.0% | 0.00% | – | |
| RTIX | New | RTI BIOLOGICS INC | $154,000 | – | 36,111 | +100.0% | 0.00% | – |
| RTI | New | RTI INTL METALS INC | $338,000 | – | 12,251 | +100.0% | 0.00% | – |
| RAVN | New | RAVEN INDS INC | $306,000 | – | 11,600 | +100.0% | 0.00% | – |
| QNST | New | QUINSTREET INC | $170,000 | – | 25,300 | +100.0% | 0.00% | – |
| QDEL | New | QUIDEL CORP | $280,000 | – | 15,003 | +100.0% | 0.00% | – |
| ROLL | New | RBC BEARINGS INC | $324,000 | – | 6,466 | +100.0% | 0.00% | – |
| ZQKSQ | New | QUIKSILVER INC | $303,000 | – | 71,400 | +100.0% | 0.00% | – |
| KWKAQ | New | QUICKSILVER RESOURCES INC | $342,000 | – | 119,700 | +100.0% | 0.00% | – |
| QSII | New | QUALITY SYS INC | $314,000 | – | 18,100 | +100.0% | 0.00% | – |
| PRO | New | PROS HOLDINGS INC | $267,000 | – | 14,571 | +100.0% | 0.00% | – |
| RGP | New | REGENCY ENERGY PARTNERS L P | $257,000 | – | 11,847 | +100.0% | 0.00% | – |
| PGNX | New | PROGENICS PHARMACEUTICALS IN | $258,000 | – | 86,703 | +100.0% | 0.00% | – |
| PKT | New | PROCERA NETWORKS INC | $282,000 | – | 15,207 | +100.0% | 0.00% | – |
| PGI | New | PREMIERE GLOBAL SVCS INC | $261,000 | – | 26,678 | +100.0% | 0.00% | – |
| PNX | New | PHOENIX COS INC NEW | $262,000 | – | 10,595 | +100.0% | 0.00% | – |
| AGYS | New | AGILYSYS INC | $144,000 | – | 17,234 | +100.0% | 0.00% | – |
| PATK | New | PATRICK INDS INC | $184,000 | – | 11,833 | +100.0% | 0.00% | – |
| IRR | New | ING RISK MANAGED NAT RES FD | $107,000 | – | 10,387 | +100.0% | 0.00% | – |
| CBZ | New | CBIZ INC | $83,000 | – | 14,100 | +100.0% | 0.00% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $66,000 | – | 11,859 | +100.0% | 0.00% | – |
| SPRT | New | SUPPORT COM INC | $93,000 | – | 22,200 | +100.0% | 0.00% | – |
| PTIE | New | PAIN THERAPEUTICS INC | $71,000 | – | 26,200 | +100.0% | 0.00% | – |
| NWS | New | NEWS CORPcl b | $39,000 | – | 1,500 | +100.0% | 0.00% | – |
| WIN | New | WINDSTREAM CORP | $91,000 | – | 11,049 | +100.0% | 0.00% | – |
| ACRX | New | ACELRX PHARMACEUTICALS INC | $91,000 | – | 21,180 | +100.0% | 0.00% | – |
| BSQR | New | BSQUARE CORP | $32,000 | – | 10,800 | +100.0% | 0.00% | – |
| IMMU | New | IMMUNOMEDICS INC | $91,000 | – | 31,000 | +100.0% | 0.00% | – |
| MEA | New | METALICO INC | $53,000 | – | 27,200 | +100.0% | 0.00% | – |
| SAAS | New | INCONTACT INC | $100,000 | – | 19,295 | +100.0% | 0.00% | – |
| MKTG | New | RESPONSYS INC | $116,000 | – | 19,400 | +100.0% | 0.00% | – |
| PODD | New | INSULET CORP | $66,000 | – | 3,105 | +100.0% | 0.00% | – |
| New | INTEL CORPsdcv 2.950%12/1 | $103,000 | – | 100,000 | +100.0% | 0.00% | – | |
| ISIL | New | INTERSIL CORPcl a | $109,000 | – | 13,100 | +100.0% | 0.00% | – |
| PWAVQ | New | POWERWAVE TECHNOLOGIES INC | $87,000 | – | 279,405 | +100.0% | 0.00% | – |
| JNS | New | JANUS CAP GROUP INC | $93,000 | – | 10,972 | +100.0% | 0.00% | – |
| SBCF | New | SEACOAST BKG CORP FLA | $24,000 | – | 14,896 | +100.0% | 0.00% | – |
| MIFI | New | NOVATEL WIRELESS INC | $37,000 | – | 27,700 | +100.0% | 0.00% | – |
| BIOL | New | BIOLASE INC | $97,000 | – | 52,407 | +100.0% | 0.00% | – |
| JRN | New | JOURNAL COMMUNICATIONS INCcl a | $95,000 | – | 20,627 | +100.0% | 0.00% | – |
| SSP | New | SCRIPPS E W CO OHIOcl a new | $108,000 | – | 10,000 | +100.0% | 0.00% | – |
| KITDQ | New | KIT DIGITAL INC | $22,000 | – | 45,200 | +100.0% | 0.00% | – |
| KERX | New | KERYX BIOPHARMACEUTICALS INC | $109,000 | – | 41,500 | +100.0% | 0.00% | – |
| MDWCQ | New | MIDWAY GOLD CORP | $71,000 | – | 51,200 | +100.0% | 0.00% | – |
| KMIWS | New | KINDER MORGAN INC DEL*w exp 05/25/201 | $26,000 | – | 6,976 | +100.0% | 0.00% | – |
| QUIK | New | QUICKLOGIC CORP | $29,000 | – | 13,400 | +100.0% | 0.00% | – |
| DRYS | New | DRYSHIPS INC | $114,000 | – | 72,100 | +100.0% | 0.00% | – |
| MILLQ | New | MILLER ENERGY RES INC | $49,000 | – | 12,400 | +100.0% | 0.00% | – |
| MGN | New | MINES MGMT INC | $21,000 | – | 20,000 | +100.0% | 0.00% | – |
| AOI | New | ALLIANCE ONE INTL INC | $49,000 | – | 13,439 | +100.0% | 0.00% | – |
| SVNTQ | New | SAVIENT PHARMACEUTICALS INC | $106,000 | – | 101,100 | +100.0% | 0.00% | – |
| LTS | New | LADENBURG THALMAN FIN SVCS I | $113,000 | – | 80,819 | +100.0% | 0.00% | – |
| MITK | New | MITEK SYS INC | $51,000 | – | 15,900 | +100.0% | 0.00% | – |
| LIOX | New | LIONBRIDGE TECHNOLOGIES INC | $43,000 | – | 10,600 | +100.0% | 0.00% | – |
| JTP | New | NUVEEN QUALITY PFD INCOME FD | $94,000 | – | 10,824 | +100.0% | 0.00% | – |
| QLTY | New | QUALITY DISTR INC FLA | $111,000 | – | 18,453 | +100.0% | 0.00% | – |
| ZIOP | New | ZIOPHARM ONCOLOGY INC | $114,000 | – | 27,300 | +100.0% | 0.00% | – |
| ZIXI | New | ZIX CORP | $67,000 | – | 23,800 | +100.0% | 0.00% | – |
| AIR | New | AAR CORP | $1,000 | – | 46 | +100.0% | 0.00% | – |
| SGMO | New | SANGAMO BIOSCIENCES INC | $103,000 | – | 17,100 | +100.0% | 0.00% | – |
| RMBS | New | RAMBUS INC DEL | $1,000 | – | 194 | +100.0% | 0.00% | – |
| BID | New | SOTHEBYS | $9,000 | – | 280 | +100.0% | 0.00% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $12,000 | – | 23,177 | +100.0% | 0.00% | – |
| SLTM | New | SOLTA MED INC | $32,000 | – | 11,877 | +100.0% | 0.00% | – |
| CCIX | New | COLEMAN CABLE INC | $106,000 | – | 11,477 | +100.0% | 0.00% | – |
| ROYL | New | ROYALE ENERGY INC | $68,000 | – | 26,400 | +100.0% | 0.00% | – |
| MBI | New | MBIA INC | $92,000 | – | 11,675 | +100.0% | 0.00% | – |
| ONTY | New | ONCOTHYREON INC | $63,000 | – | 32,559 | +100.0% | 0.00% | – |
| SID | New | COMPANHIA SIDERURGICA NACIONsponsored adr | $109,000 | – | 18,400 | +100.0% | 0.00% | – |
| CRMDWS | New | CORMEDIX INC*w exp 03/24/201 | $16,000 | – | 145,000 | +100.0% | 0.00% | – |
| VLYWS | New | VALLEY NATL BANCORP*w exp 11/14/201 | $50,000 | – | 125,000 | +100.0% | 0.00% | – |
| VLYWW | New | VALLEY NATL BANCORP*w exp 06/30/201 | $0 | – | 1,000 | +100.0% | 0.00% | – |
| ASBWS | New | ASSOCIATED BANC CORP*w exp 11/21/201 | $28,000 | – | 24,175 | +100.0% | 0.00% | – |
| UPI | New | UROPLASTY INC | $58,000 | – | 17,900 | +100.0% | 0.00% | – |
| URZ | New | URANERZ ENERGY CORP | $21,000 | – | 14,800 | +100.0% | 0.00% | – |
| MELA | New | MELA SCIENCES INC | $52,000 | – | 29,200 | +100.0% | 0.00% | – |
| ASTM | New | AASTROM BIOSCIENCES INC | $21,000 | – | 16,500 | +100.0% | 0.00% | – |
| SMSI | New | SMITH MICRO SOFTWARE INC | $94,000 | – | 62,300 | +100.0% | 0.00% | – |
| CBRIQ | New | CIBER INC | $58,000 | – | 17,380 | +100.0% | 0.00% | – |
| UBPS | New | UNIVERSAL BUSINESS PMT SOL A | $6,000 | – | 1,295 | +100.0% | 0.00% | – |
| New | DENDREON CORPnote 4.750% 6/1 | $96,000 | – | 100,000 | +100.0% | 0.00% | – | |
| DGII | New | DIGI INTL INC | $105,000 | – | 11,037 | +100.0% | 0.00% | – |
| HILL | New | DOT HILL SYS CORP | $27,000 | – | 29,200 | +100.0% | 0.00% | – |
| DBLE | New | DOUBLE EAGLE PETE CO | $45,000 | – | 11,300 | +100.0% | 0.00% | – |
| CHGS | New | CHINA GENGSHENG MINERALS INC | $13,000 | – | 42,935 | +100.0% | 0.00% | – |
| DYN | New | DYNEGY INC NEW DEL | $52,000 | – | 2,734 | +100.0% | 0.00% | – |
| DYNWS | New | DYNEGY INC NEW DEL*w exp 99/99/999 | $86,000 | – | 68,460 | +100.0% | 0.00% | – |
| ETAK | New | ELEPHANT TALK COMM CORP | $15,000 | – | 14,600 | +100.0% | 0.00% | – |
| MGIC | New | MAGIC SOFTWARE ENTERPRISES Lord | $98,000 | – | 20,864 | +100.0% | 0.00% | – |
| CERS | New | CERUS CORP | $95,000 | – | 29,921 | +100.0% | 0.00% | – |
| CERP | New | CEREPLAST INC | $7,000 | – | 315,790 | +100.0% | 0.00% | – |
| EMAN | New | EMAGIN CORP | $38,000 | – | 10,600 | +100.0% | 0.00% | – |
| ELOS | New | SYNERON MEDICAL LTD | $93,000 | – | 10,707 | +100.0% | 0.00% | – |
| COOL | New | MAJESCO ENTERTAINMENT CO | $71,000 | – | 67,397 | +100.0% | 0.00% | – |
| MCHX | New | MARCHEX INCcl b | $83,000 | – | 20,200 | +100.0% | 0.00% | – |
| EMKR | New | EMCORE CORP | $56,000 | – | 12,950 | +100.0% | 0.00% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,000 | – | 40 | +100.0% | 0.00% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $72,000 | – | 7,292 | +100.0% | 0.00% | – |
| ENZN | New | ENZON PHARMACEUTICALS INC | $1,000 | – | 176 | +100.0% | 0.00% | – |
| TSRX | New | TRIUS THERAPEUTICS INC | $83,000 | – | 17,400 | +100.0% | 0.00% | – |
| EXEL | New | EXELIXIS INC | $1,000 | – | 177 | +100.0% | 0.00% | – |
| FSS | New | FEDERAL SIGNAL CORP | $73,000 | – | 18,320 | +100.0% | 0.00% | – |
| WAVX | New | WAVE SYSTEMS CORP | $7,000 | – | 10,100 | +100.0% | 0.00% | – |
| BUSE | New | FIRST BUSEY CORP | $92,000 | – | 19,712 | +100.0% | 0.00% | – |
| APRI | New | APRICUS BIOSCIENCES INC | $29,000 | – | 14,649 | +100.0% | 0.00% | – |
| FMD | New | FIRST MARBLEHEAD CORP | $87,000 | – | 28,435 | +100.0% | 0.00% | – |
| CWST | New | CASELLA WASTE SYS INCcl a | $71,000 | – | 16,100 | +100.0% | 0.00% | – |
| FLOW | New | FLOW INTL CORP | $40,000 | – | 11,400 | +100.0% | 0.00% | – |
| ANH | New | ANWORTH MORTGAGE ASSET CP | $73,000 | – | 11,242 | +100.0% | 0.00% | – |
| FCEL | New | FUELCELL ENERGY INC | $96,000 | – | 104,300 | +100.0% | 0.00% | – |
| GSVC | New | GSV CAP CORP | $92,000 | – | 10,900 | +100.0% | 0.00% | – |
| GSIT | New | GSI TECHNOLOGY | $63,000 | – | 10,000 | +100.0% | 0.00% | – |
| GSXN | New | GASCO ENERGY INC | $89,000 | – | 1,272,248 | +100.0% | 0.00% | – |
| 5101PS | New | CAMAC ENERGY INC | $7,000 | – | 11,900 | +100.0% | 0.00% | – |
| ACCL | New | ACCELRYS INC | $106,000 | – | 11,700 | +100.0% | 0.00% | – |
| CALD | New | CALLIDUS SOFTWARE INC | $77,000 | – | 16,900 | +100.0% | 0.00% | – |
| MSO | New | MARTHA STEWART LIVING OMNIMEcl a | $26,000 | – | 10,426 | +100.0% | 0.00% | – |
| GLAD | New | GLADSTONE CAPITAL CORP | $90,000 | – | 11,000 | +100.0% | 0.00% | – |
| GAIN | New | GLADSTONE INVT CORP | $93,000 | – | 13,320 | +100.0% | 0.00% | – |
| CAMP | New | CALAMP CORP | $91,000 | – | 10,949 | +100.0% | 0.00% | – |
| AVHI | New | AV HOMES INC | $1,000 | – | 80 | +100.0% | 0.00% | – |
| MAXY | New | MAXYGEN INC | $40,000 | – | 16,300 | +100.0% | 0.00% | – |
| WSTL | New | WESTELL TECHNOLOGIES INCcl a | $63,000 | – | 33,900 | +100.0% | 0.00% | – |
| NLST | New | NETLIST INC | $14,000 | – | 19,500 | +100.0% | 0.00% | – |
| MTL | New | MECHEL OAOsponsored adr | $69,000 | – | 10,000 | +100.0% | 0.00% | – |
| CDVIQ | New | CAL DIVE INTL INC DEL | $43,000 | – | 25,000 | +100.0% | 0.00% | – |
| GSAT | New | GLOBALSTAR INC | $8,000 | – | 25,900 | +100.0% | 0.00% | – |
| MOSY | New | MOSYS INC | $41,000 | – | 11,700 | +100.0% | 0.00% | – |
| GDPMQ | New | GOODRICH PETE CORP | $2,000 | – | 171 | +100.0% | 0.00% | – |
| ASYS | New | AMTECH SYS INC | $51,000 | – | 15,900 | +100.0% | 0.00% | – |
| CTS | New | CTS CORP | $81,000 | – | 13,004 | +100.0% | 0.00% | – |
| PZZI | New | PIZZA INN HOLDINGS INC | $62,000 | – | 18,128 | +100.0% | 0.00% | – |
| GRPN | New | GROUPON INC | $82,000 | – | 16,900 | +100.0% | 0.00% | – |
| GTXI | New | GTX INC DEL | $86,000 | – | 20,394 | +100.0% | 0.00% | – |
| SNMX | New | SENOMYX INC | $29,000 | – | 17,400 | +100.0% | 0.00% | – |
| HLYS | New | HEELYS INC | $83,000 | – | 37,206 | +100.0% | 0.00% | – |
| MRGE | New | MERGE HEALTHCARE INC | $115,000 | – | 46,546 | +100.0% | 0.00% | – |
| SURG | New | SYNERGETICS USA INC | $72,000 | – | 15,100 | +100.0% | 0.00% | – |
| SWS | New | SWS GROUP INC | $104,000 | – | 19,621 | +100.0% | 0.00% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2013-05-29
About AQR Capital Management
AQR Capital Management is a global investment management firm that was founded in 1998 by Clifford Asness, David Kabiller, John Liew, and Robert Krail. The firm is headquartered in Greenwich, Connecticut, and has additional offices in Chicago, London, Sydney, and Hong Kong. AQR manages over $186 billion in assets for institutional investors, financial advisors, and individual investors.
The firm's investment philosophy is based on the principles of systematic research, diversification, and risk management. AQR's investment strategies include long-only equity, fixed income, and alternative investments such as hedge funds and private equity. The firm's investment process is driven by a team of over 300 researchers and portfolio managers who use quantitative analysis to identify investment opportunities and manage risk.
AQR is led by a team of experienced executives, including CEO David Kabiller, COO Matt Jiannino, and Chief Investment Officer Ronen Israel. The firm has received numerous awards for its investment performance and innovation, including being named "Hedge Fund Manager of the Year" by Institutional Investor in 2014.
Overall, AQR Capital Management is a well-respected investment management firm that has a strong track record of delivering consistent returns for its clients. However, as with any investment, it is important for investors to conduct their own due diligence and consult with a financial advisor before making any investment decisions.
It's important to note that this information is for educational purposes only and has not been fact-checked. As with any investment, it's important to do your own research and consult with a financial advisor before making any investment decisions.
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| APPLE INC | 43 | Q3 2023 | 3.9% |
| MICROSOFT CORP | 43 | Q3 2023 | 3.5% |
| AMAZON COM INC | 43 | Q3 2023 | 2.8% |
| JOHNSON & JOHNSON | 43 | Q3 2023 | 1.3% |
| TAIWAN SEMICONDUCTOR MFG LTD | 43 | Q3 2023 | 1.6% |
| PROCTER & GAMBLE CO | 43 | Q3 2023 | 1.4% |
| PFIZER INC | 43 | Q3 2023 | 1.4% |
| MERCK & CO INC NEW | 43 | Q3 2023 | 1.2% |
| WAL-MART STORES INC | 43 | Q3 2023 | 1.1% |
| INTEL CORP | 43 | Q3 2023 | 1.3% |
View AQR Capital Management's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| Opy Acquisition Corp. I | February 15, 2023 | 253,448 | 10.2% |
| Apeiron Capital Investment Corp. | February 14, 2023 | 91,007 | 6.1% |
| Athena Consumer Acquisition Corp. | February 14, 2023 | 197,930 | 6.4% |
| Athena Technology Acquisition Corp. II | February 14, 2023 | 883,578 | 3.4% |
| Avaya Holdings Corp. | February 14, 2023 | 7,345,250 | 8.5% |
| Counter Press Acquisition Corp | February 14, 2023 | 454,732 | 6.4% |
| FoxWayne Enterprises Acquisition Corp. | February 14, 2023 | 94,130 | 6.8% |
| Heartland Media Acquisition Corp. | February 14, 2023 | 1,049,152 | 5.4% |
| Jaguar Global Growth Corp I | February 14, 2023 | 1,523,520 | 6.6% |
| LIV Capital Acquisition Corp. II | February 14, 2023 | 719,888 | 6.2% |
View AQR Capital Management's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| SC 13G | 2024-03-04 |
| 13F-HR | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
| SC 13G/A | 2024-02-14 |
View AQR Capital Management's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.