Highbridge Capital Management

Highbridge Capital Management as of Sept. 30, 2011

Portfolio Holdings for Highbridge Capital Management

Highbridge Capital Management holds 1029 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Spdr S&p 500 Etf (SPY) 16.4 $1.6B 14M 113.15
Arcos Dorados Holdings (ARCO) 4.5 $451M 20M 23.19
Cosan Ltd shs a 3.0 $300M 32M 9.47
Google 2.5 $248M 481k 515.04
Wells Fargo & Company (WFC) 1.6 $157M 6.5M 24.12
DISH Network 1.5 $149M 5.9M 25.05
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.4 $139M 2.5M 56.56
Hertz Global Holdings 1.3 $128M 14M 8.90
Manpower (MAN) 1.2 $123M 3.7M 33.62
Invesco (IVZ) 1.2 $120M 7.7M 15.51
TRW Automotive Holdings 1.1 $115M 3.5M 32.73
Parker-Hannifin Corporation (PH) 1.1 $105M 1.7M 63.13
SEI Investments Company (SEIC) 1.0 $103M 6.7M 15.38
Morgan Stanley (MS) 0.9 $93M 6.9M 13.51
Williams-Sonoma (WSM) 0.9 $90M 2.9M 30.79
JDS Uniphase Corporation 0.9 $91M 9.1M 9.97
Autodesk (ADSK) 0.9 $89M 3.2M 27.79
Qualcomm (QCOM) 0.9 $85M 1.7M 48.63
Broadcom Corporation 0.9 $86M 2.6M 33.29
Home Depot (HD) 0.8 $85M 2.6M 32.87
Honeywell International (HON) 0.8 $83M 1.9M 43.91
Ciena Corporation (CIEN) 0.8 $79M 7.0M 11.20
Technology SPDR (XLK) 0.8 $74M 3.1M 23.60
Coach 0.7 $68M 1.3M 51.83
Warna 0.6 $62M 1.4M 46.09
Borgwarner Inc note 3.500% 4/1 0.6 $61M 33M 1.85
eBay (EBAY) 0.6 $59M 2.0M 29.49
Mosaic (MOS) 0.6 $59M 1.2M 48.97
Teradata Corporation (TDC) 0.5 $52M 969k 53.53
Notes 0.5 $51M 25M 2.04
Cms Energy Corp note 2.875%12/0 0.5 $45M 29M 1.56
Dick's Sporting Goods (DKS) 0.5 $44M 1.3M 33.46
Starbucks Corporation (SBUX) 0.4 $43M 1.2M 37.29
Hldgs (UAL) 0.4 $44M 2.3M 19.38
E M C Corp Mass note 1.750%12/0 0.4 $43M 33M 1.31
Abercrombie & Fitch (ANF) 0.4 $43M 695k 61.56
Kennametal (KMT) 0.4 $42M 1.3M 32.74
RF MICRO DEVICE CONVERTIBLE security 0.4 $43M 40M 1.07
Gilead Sciences Inc note 0.625% 5/0 0.4 $42M 37M 1.14
Omni (OMC) 0.4 $42M 1.1M 36.84
Annaly Cap Mgmt Inc note 4.000% 2/1 0.4 $42M 36M 1.15
Macy's (M) 0.4 $41M 1.5M 26.32
Ingersoll-rand Global Hldg C debt 0.4 $41M 26M 1.60
Omnicare Inc note 3.750%12/1 0.4 $41M 37M 1.12
Sba Communications Corp note 4.000%10/0 0.4 $39M 31M 1.29
Philip Morris International (PM) 0.4 $39M 629k 62.38
Apache Corporation 0.4 $38M 479k 80.24
PetSmart 0.4 $39M 908k 42.65
Interpublic Group of Companies (IPG) 0.4 $39M 5.3M 7.20
Newmont Mining Corp Cvt cv bnd 0.4 $39M 26M 1.50
CUBIST PHARM CONVERTIBLE security 0.4 $38M 28M 1.36
PennyMac Mortgage Investment Trust (PMT) 0.3 $34M 2.2M 15.90
Covanta Holding Conv conv bnd 0.3 $34M 31M 1.09
Delta Air Lines (DAL) 0.3 $33M 4.4M 7.50
Symantec Corporation 0.3 $32M 2.0M 16.30
iShares FTSE/Xinhua China 25 Index (FXI) 0.3 $31M 1.0M 30.83
CF Industries Holdings (CF) 0.3 $31M 253k 123.39
Enzon Pharmaceuticals Inc bond 0.3 $31M 30M 1.03
Lucent Technologies Inc dbcv 2.750% 6/1 0.3 $29M 35M 0.85
Intermune cv 5.0% 0.3 $30M 22M 1.37
Salesforce Com Inc note 0.750% 1/1 0.3 $30M 20M 1.47
National Retail Properties I note 5.125% 6/1 0.3 $29M 25M 1.16
Massey Energy Co note 3.250% 8/0 0.3 $28M 32M 0.89
CSX Corporation (CSX) 0.3 $29M 1.5M 18.67
Gilead Sciences (GILD) 0.3 $29M 753k 38.80
Sap (SAP) 0.3 $29M 569k 50.62
Sohu 0.3 $29M 597k 48.20
Industrial SPDR (XLI) 0.3 $29M 1.0M 29.22
Cms Energy Corp note 5.500% 6/1 0.3 $29M 20M 1.46
Freeport-McMoRan Copper & Gold (FCX) 0.3 $28M 902k 30.45
Marathon Oil Corporation (MRO) 0.3 $28M 1.3M 21.58
Celgene Corporation 0.3 $28M 457k 61.91
MAKO Surgical 0.3 $27M 802k 34.22
D Synnex Corp Ser B Sr Uns Conv convrt bonds 0.3 $28M 26M 1.10
Hollyfrontier Corp 0.3 $28M 1.1M 26.22
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.3 $27M 24M 1.13
Mylan Inc note 3.750% 9/1 0.3 $25M 18M 1.45
Minefinders Ltd bond 0.3 $26M 18M 1.43
American Tower Corporation 0.2 $25M 455k 53.80
General Dynamics Corporation (GD) 0.2 $25M 439k 56.89
Lowe's Companies (LOW) 0.2 $25M 1.3M 19.34
Qualcomm (QCOM) 0.2 $24M 500k 48.63
Liberty Media Corp New deb 3.125% 3/3 0.2 $23M 21M 1.07
Annaly Capital Management 0.2 $23M 1.4M 16.63
Renaissance Re Holdings Ltd Cmn (RNR) 0.2 $22M 351k 63.80
Patterson-UTI Energy (PTEN) 0.2 $23M 1.3M 17.34
InterOil Corporation 0.2 $23M 471k 48.77
Caci Intl Inc note 2.125% 5/0 0.2 $22M 20M 1.10
Baker Hughes Incorporated 0.2 $22M 465k 46.15
Echostar Corporation (SATS) 0.2 $22M 963k 22.61
Columbia Sportswear Company (COLM) 0.2 $21M 462k 46.40
Newmont Mining Corp note 1.250% 7/1 0.2 $22M 15M 1.46
Vector Group Ltd Var Int frnt 11/1 0.2 $22M 17M 1.32
Hewlett-Packard Company 0.2 $21M 950k 22.45
Oracle Corporation (ORCL) 0.2 $21M 718k 28.74
Mylan Inc note 1.250% 3/1 0.2 $20M 20M 1.00
Interoil Corp note 2.750%11/1 0.2 $20M 24M 0.83
United Therapeutics Corp Del note 0.500%10/1 0.2 $20M 19M 1.03
Kkr Financial Hldgs Llc note 7.500% 1/1 0.2 $19M 16M 1.22
Petroleo Brasileiro SA (PBR.A) 0.2 $19M 916k 20.72
Timken Company (TKR) 0.2 $19M 565k 32.82
Regis Corp Minn note 5.000% 7/1 0.2 $19M 17M 1.16
Tyson Foods Inc note 3.250%10/1 0.2 $18M 15M 1.21
Fei Co note 2.875% 6/0 0.2 $18M 15M 1.19
Microsoft Corporation (MSFT) 0.2 $18M 718k 24.89
McKesson Corporation (MCK) 0.2 $17M 240k 72.71
NII Holdings 0.2 $18M 660k 26.95
Entergy Corporation (ETR) 0.2 $18M 277k 66.29
UGI Corporation (UGI) 0.2 $18M 677k 26.27
Xilinx Inc sdcv 3.125% 3/1 0.2 $18M 18M 1.00
Autoliv Inc unit 99/99/9999 0.2 $18M 270k 66.15
Mastec note 4% 06/14 0.2 $18M 14M 1.31
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.2 $17M 10M 1.66
Microchip Technology Inc sdcv 2.125%12/1 0.2 $17M 15M 1.15
AES Corporation (AES) 0.2 $17M 1.8M 9.76
PG&E Corporation (PCG) 0.2 $17M 390k 42.30
Brinker International (EAT) 0.2 $17M 787k 20.92
Hill-Rom Holdings 0.2 $17M 567k 30.02
QEP Resources 0.2 $17M 609k 27.07
iShares MSCI Emerging Markets Indx (EEM) 0.2 $16M 460k 35.09
Crown Castle International 0.2 $16M 392k 40.67
Stanley Black & Decker (SWK) 0.2 $16M 318k 49.10
Sotheby's 0.2 $16M 593k 27.57
St. Jude Medical 0.2 $16M 452k 36.19
Equinix Inc note 3.000%10/1 0.1 $15M 14M 1.05
Synovus Finl Corp unit 99/99/9999 0.1 $15M 1.4M 10.98
Devon Energy Corporation (DVN) 0.1 $15M 267k 55.44
Western Digital (WDC) 0.1 $15M 592k 25.72
Complete Production Services 0.1 $14M 765k 18.85
Community Health Systems (CYH) 0.1 $15M 890k 16.64
Valero Energy Corporation (VLO) 0.1 $14M 802k 17.78
Nike (NKE) 0.1 $14M 168k 85.51
Cablevision Systems Corporation 0.1 $14M 915k 15.73
Coca-cola Enterprises 0.1 $14M 544k 24.88
Cheniere Energy Inc note 2.250% 8/0 0.1 $13M 16M 0.82
Portland General Electric Company (POR) 0.1 $13M 549k 23.69
Synopsys (SNPS) 0.1 $13M 514k 24.36
Par Pharmaceutical Companies 0.1 $13M 497k 26.62
Chipotle Mexican Grill (CMG) 0.1 $13M 42k 302.92
Promotora De Informaciones S adr cl b conv 0.1 $13M 2.9M 4.43
Con-way 0.1 $12M 548k 22.13
Adobe Systems Incorporated (ADBE) 0.1 $12M 503k 24.17
WellCare Health Plans 0.1 $12M 317k 37.97
Harman International Industries 0.1 $12M 410k 28.58
Chesapeake Energy Corporation 0.1 $12M 456k 25.55
W.R. Grace & Co. 0.1 $12M 372k 33.30
CenterPoint Energy (CNP) 0.1 $12M 620k 19.62
CVR Energy (CVI) 0.1 $12M 552k 21.14
Golden Star Res Ltd Cda dbcv 4.000%11/3 0.1 $12M 13M 0.94
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.1 $11M 9.0M 1.25
E M C Corp Mass note 1.750%12/0 0.1 $11M 7.9M 1.41
CMS Energy Corporation (CMS) 0.1 $11M 558k 19.79
Ameriprise Financial (AMP) 0.1 $11M 267k 39.36
Via 0.1 $11M 273k 38.74
Pfizer (PFE) 0.1 $11M 626k 17.68
Sealed Air (SEE) 0.1 $11M 646k 16.70
Tyson Foods (TSN) 0.1 $11M 639k 17.36
Newfield Exploration 0.1 $10M 263k 39.69
Walgreen Company 0.1 $11M 332k 32.89
Ford Motor Company (F) 0.1 $11M 1.1M 9.67
LSI Corporation 0.1 $11M 2.2M 5.18
ConAgra Foods (CAG) 0.1 $11M 432k 24.22
Coeur d'Alene Mines Corporation (CDE) 0.1 $11M 506k 21.44
DTE Energy Company (DTE) 0.1 $11M 227k 49.02
Lincare Hldgs Inc note 2.750%11/0 0.1 $11M 11M 1.03
Lions Gate Entmt Inc note 3.625% 3/1 0.1 $11M 10M 1.02
Marathon Petroleum Corp (MPC) 0.1 $11M 419k 27.06
Isis Pharmaceuticals Inc Del note 2.625% 2/1 0.1 $10M 12M 0.89
Virgin Media Inc note 6.500%11/1 0.1 $9.8M 6.5M 1.50
Sonosite Inc note 3.750% 7/1 0.1 $9.5M 9.1M 1.05
Lincoln National Corporation (LNC) 0.1 $10M 651k 15.63
Expedia 0.1 $9.6M 375k 25.75
Hospira 0.1 $9.7M 262k 37.00
CenturyLink 0.1 $10M 304k 33.12
Air Products & Chemicals (APD) 0.1 $10M 135k 76.37
Halliburton Company (HAL) 0.1 $9.5M 312k 30.52
Coinstar Inc note 4.000% 9/0 0.1 $10M 8.0M 1.25
Telephone & Data Systems 0.1 $9.7M 458k 21.25
Phh Corp note 4.000% 4/1 0.1 $9.8M 9.9M 0.99
Jabil Circuit (JBL) 0.1 $9.9M 556k 17.79
MetLife (MET) 0.1 $10M 358k 28.01
Stone Energy Corporation 0.1 $9.5M 588k 16.21
Finish Line 0.1 $9.8M 492k 19.99
URS Corporation 0.1 $10M 339k 29.66
Basic Energy Services 0.1 $10M 711k 14.16
Covance 0.1 $9.6M 211k 45.45
On Semiconductor Corporation note 1.875%12/ 0.1 $9.7M 8.2M 1.18
Jetblue Airways Corp dbcv 5.500% 10/1 0.1 $9.8M 8.8M 1.11
Global Eagle Acquisition Cor 0.1 $9.5M 1.0M 9.50
Avon Products 0.1 $9.0M 460k 19.60
Foot Locker (FL) 0.1 $9.3M 464k 20.09
Amgen (AMGN) 0.1 $9.2M 168k 54.97
Exelon Corporation (EXC) 0.1 $8.5M 200k 42.61
priceline.com Incorporated 0.1 $9.4M 21k 449.53
General Cable Corp Del New frnt 4.500% 11/1 0.1 $9.4M 10M 0.90
Edison International (EIX) 0.1 $9.1M 238k 38.25
Ship Finance Intl 0.1 $8.5M 657k 13.00
Hecla Mining Company (HL) 0.1 $8.6M 1.6M 5.36
Seadrill 0.1 $8.8M 319k 27.53
Comcast Corporation (CMCSA) 0.1 $8.2M 390k 20.92
Republic Services (RSG) 0.1 $7.8M 278k 28.06
Cardinal Health (CAH) 0.1 $7.7M 184k 41.88
Cisco Systems (CSCO) 0.1 $7.5M 484k 15.50
Eaton Corporation 0.1 $7.8M 219k 35.50
Franklin Resources (BEN) 0.1 $7.7M 80k 95.64
Hologic (HOLX) 0.1 $8.3M 546k 15.21
Kohl's Corporation (KSS) 0.1 $7.6M 156k 49.11
Global Payments (GPN) 0.1 $8.0M 198k 40.39
Akamai Technologies (AKAM) 0.1 $8.2M 411k 19.88
Newell Rubbermaid (NWL) 0.1 $7.9M 663k 11.87
Compuware Corporation 0.1 $7.5M 977k 7.66
Apple (AAPL) 0.1 $8.0M 21k 381.40
Liberty Media 0.1 $8.4M 567k 14.76
Lexmark International 0.1 $7.6M 280k 27.03
Companhia de Saneamento Basi (SBS) 0.1 $7.9M 171k 46.35
Jones Lang LaSalle Incorporated (JLL) 0.1 $7.6M 147k 51.81
TiVo 0.1 $8.1M 867k 9.34
United Therapeutics Corporation (UTHR) 0.1 $8.2M 220k 37.49
Fibria Celulose 0.1 $7.7M 1.0M 7.57
Yamana Gold 0.1 $8.3M 604k 13.66
Rambus Inc Del note 5.000% 6/1 0.1 $7.7M 7.0M 1.10
Insulet Corporation Cvt 3.75 0 convert 0.1 $8.3M 9.0M 0.92
Forest City Enterprises Inc note 5.000%10/1 0.1 $7.6M 7.1M 1.07
Newmont Mining Corp note 3.000% 2/1 0.1 $6.9M 5.0M 1.38
Ameren Corporation (AEE) 0.1 $6.5M 218k 29.77
Pharmaceutical Product Development 0.1 $7.4M 287k 25.66
AFLAC Incorporated (AFL) 0.1 $7.0M 200k 34.95
Medtronic 0.1 $6.7M 202k 33.24
Medtronic 0.1 $7.3M 221k 33.24
CACI International (CACI) 0.1 $6.9M 138k 49.94
Endo Pharmaceuticals 0.1 $7.0M 250k 27.99
Goodyear Tire & Rubber Company (GT) 0.1 $6.8M 676k 10.09
Energizer Holdings 0.1 $7.1M 107k 66.45
Mentor Graphics Corporation 0.1 $7.0M 723k 9.62
Diageo (DEO) 0.1 $7.4M 97k 75.93
Hewlett-Packard Company 0.1 $6.7M 299k 22.44
Marsh & McLennan Companies (MMC) 0.1 $7.2M 271k 26.54
Biogen Idec (BIIB) 0.1 $6.8M 74k 93.15
Dillard's (DDS) 0.1 $6.5M 149k 43.48
East West Ban (EWBC) 0.1 $7.3M 487k 14.91
Wynn Resorts (WYNN) 0.1 $6.5M 57k 115.10
Plains Exploration & Production Company 0.1 $6.9M 303k 22.71
Cypress Semiconductor Corporation 0.1 $6.8M 456k 14.97
Huntsman Corporation (HUN) 0.1 $7.2M 741k 9.67
Om 0.1 $6.5M 249k 25.98
Hanover Insurance (THG) 0.1 $7.0M 197k 35.50
Comtech Telecommunications Cor conv 0.1 $7.4M 7.0M 1.05
Gt Solar Int'l 0.1 $6.9M 978k 7.02
Corning Incorporated (GLW) 0.1 $5.7M 458k 12.36
Aon Corporation 0.1 $6.0M 143k 41.98
Noble Energy 0.1 $6.1M 86k 70.80
Dun & Bradstreet Corporation 0.1 $5.6M 92k 61.26
Intel Corporation (INTC) 0.1 $6.4M 301k 21.34
International Paper Company (IP) 0.1 $6.3M 270k 23.25
Wolverine World Wide (WWW) 0.1 $5.7M 172k 33.25
Capital One Financial (COF) 0.1 $5.8M 147k 39.63
Merck & Co (MRK) 0.1 $6.0M 182k 32.70
Biogen Idec (BIIB) 0.1 $5.6M 60k 93.12
Williams Companies (WMB) 0.1 $6.1M 251k 24.34
WABCO Holdings 0.1 $5.5M 145k 37.86
Whiting Petroleum Corporation 0.1 $5.8M 165k 35.08
Wesco Intl Inc dbcv 6.000% 9/1 0.1 $6.3M 4.5M 1.42
Micron Technology (MU) 0.1 $6.2M 1.2M 5.04
Allscripts Healthcare Solutions (MDRX) 0.1 $5.7M 315k 18.02
ITT Corporation 0.1 $6.1M 144k 42.00
Oge Energy Corp (OGE) 0.1 $5.5M 116k 47.80
Alliant Techsystems 0.1 $6.1M 112k 54.51
Cubist Pharmaceuticals 0.1 $5.7M 161k 35.32
Myriad Genetics (MYGN) 0.1 $5.7M 302k 18.74
Seadrill 0.1 $6.4M 232k 27.53
Vale 0.1 $6.2M 295k 21.00
Vonage Holdings 0.1 $5.8M 2.2M 2.60
ROYAL BK SCOTLAND Group Plc adr pref ser n 0.1 $5.6M 525k 10.61
Stewart Information Serv 6.00000000 cnv 0.1 $5.7M 6.0M 0.95
General Cable Corp Del New note 0.875%11/1 0.1 $4.7M 5.1M 0.92
Usec Inc note 3.000%10/0 0.1 $4.9M 9.2M 0.53
Vale (VALE) 0.1 $4.6M 203k 22.80
Emcor (EME) 0.1 $4.6M 227k 20.33
Assurant (AIZ) 0.1 $5.3M 147k 35.80
FedEx Corporation (FDX) 0.1 $4.7M 69k 67.67
Teva Pharmaceutical Industries (TEVA) 0.1 $5.1M 136k 37.22
Norfolk Southern (NSC) 0.1 $4.9M 81k 61.02
General Electric Company 0.1 $5.3M 348k 15.22
V.F. Corporation (VFC) 0.1 $4.5M 37k 121.43
SVB Financial (SIVBQ) 0.1 $5.0M 135k 36.99
Herman Miller (MLKN) 0.1 $5.0M 279k 17.86
Campbell Soup Company (CPB) 0.1 $4.5M 138k 32.38
News Corporation 0.1 $4.9M 315k 15.48
Procter & Gamble Company (PG) 0.1 $4.7M 74k 63.18
Stryker Corporation (SYK) 0.1 $5.5M 116k 47.13
Target Corporation (TGT) 0.1 $5.2M 107k 49.04
Ford Motor Company (F) 0.1 $4.6M 476k 9.67
Dell 0.1 $4.9M 347k 14.14
PMC-Sierra 0.1 $5.4M 895k 5.98
Zions Bancorporation (ZION) 0.1 $5.3M 374k 14.08
Cliffs Natural Resources 0.1 $4.9M 96k 51.17
Essex Property Trust (ESS) 0.1 $5.4M 45k 120.05
Helix Energy Solutions (HLX) 0.1 $5.2M 394k 13.10
VMware 0.1 $5.3M 66k 80.38
Navistar International Corporation 0.1 $4.5M 142k 32.12
Unit Corporation 0.1 $5.4M 145k 36.93
MetroPCS Communications 0.1 $5.3M 612k 8.70
Jones Group 0.1 $5.2M 566k 9.21
Ann 0.1 $4.6M 200k 22.84
Citigroup (C) 0.1 $5.3M 206k 25.62
General Mtrs Co *w exp 07/10/201 0.1 $4.7M 402k 11.64
Pvh Corporation (PVH) 0.1 $4.7M 81k 58.26
Owens Corning (OC) 0.0 $4.3M 200k 21.68
Chesapeake Energy Corp note 2.500% 5/1 0.0 $3.8M 5.0M 0.75
Coca-Cola Company (KO) 0.0 $3.5M 52k 67.58
Bed Bath & Beyond 0.0 $3.8M 66k 57.30
Genuine Parts Company (GPC) 0.0 $3.9M 77k 50.80
KBR (KBR) 0.0 $4.2M 178k 23.63
Tiffany & Co. 0.0 $3.9M 65k 60.82
Vishay Intertechnology (VSH) 0.0 $4.4M 528k 8.36
Equity Residential (EQR) 0.0 $3.6M 69k 51.86
Hot Topic 0.0 $3.5M 464k 7.63
Eastman Chemical Company (EMN) 0.0 $3.8M 55k 68.54
Health Care REIT 0.0 $4.2M 90k 46.80
Red Hat 0.0 $3.9M 93k 42.26
Alcoa 0.0 $3.9M 408k 9.57
Accenture (ACN) 0.0 $3.5M 67k 52.68
Monster Worldwide 0.0 $3.9M 541k 7.18
Kulicke and Soffa Industries (KLIC) 0.0 $4.0M 530k 7.46
Key Energy Services 0.0 $4.2M 444k 9.49
Atmos Energy Corporation (ATO) 0.0 $4.4M 136k 32.45
Chico's FAS 0.0 $3.6M 312k 11.43
Guess? (GES) 0.0 $4.3M 151k 28.50
Group 1 Automotive (GPI) 0.0 $4.2M 118k 35.55
Parametric Technology 0.0 $3.8M 248k 15.38
Alexion Pharmaceuticals 0.0 $3.7M 58k 64.04
Amylin Pharmaceuticals 0.0 $3.5M 383k 9.23
Cheniere Energy (LNG) 0.0 $3.7M 722k 5.15
Neustar 0.0 $3.7M 148k 25.14
Tech Data Corporation 0.0 $4.2M 98k 43.23
PNM Resources (TXNM) 0.0 $3.8M 232k 16.43
AECOM Technology Corporation (ACM) 0.0 $3.6M 205k 17.67
Jazz Pharmaceuticals 0.0 $3.7M 88k 41.50
Beazer Homes 7.5% 01/15/1 3 nt sub 7.5% 0.0 $3.7M 400k 9.31
Beazer Homes Usa Inc. unit 99/99/99 0.0 $4.3M 429k 9.93
Kemet Corporation Cmn 0.0 $4.0M 554k 7.15
Volcano Corporation note 2.875% 9/0 0.0 $4.2M 3.5M 1.21
Brookdale Senior Living note 0.0 $4.4M 5.8M 0.76
Pdl Biopharma Inc note 2.875% 2/1 0.0 $3.5M 3.5M 1.00
Barrick Gold Corp (GOLD) 0.0 $3.1M 67k 46.65
Crown Holdings (CCK) 0.0 $3.2M 106k 30.61
Dollar Finl Corp note 3.000% 4/0 0.0 $3.2M 2.5M 1.27
L-3 Communications Corp debt 3.000% 8/0 0.0 $3.3M 3.5M 0.95
Broadridge Financial Solutions (BR) 0.0 $2.9M 145k 20.14
Total System Services 0.0 $2.7M 160k 16.93
Nasdaq Omx (NDAQ) 0.0 $3.3M 142k 23.15
M&T Bank Corporation (MTB) 0.0 $3.4M 49k 69.89
McDonald's Corporation (MCD) 0.0 $3.0M 34k 87.86
Johnson & Johnson (JNJ) 0.0 $2.7M 43k 63.82
Vertex Pharmaceuticals Incorporated (VRTX) 0.0 $3.1M 70k 44.47
BMC Software 0.0 $2.9M 76k 38.56
Harsco Corporation (NVRI) 0.0 $3.5M 179k 19.39
Intel Corporation (INTC) 0.0 $2.5M 116k 21.34
Briggs & Stratton Corporation 0.0 $3.0M 220k 13.51
Regions Financial Corporation (RF) 0.0 $2.8M 838k 3.33
Waddell & Reed Financial 0.0 $3.2M 130k 25.01
Arch Coal 0.0 $3.1M 216k 14.58
Weight Watchers International 0.0 $3.5M 60k 58.33
Cadence Design Systems (CDNS) 0.0 $3.2M 344k 9.24
Health Management Associates 0.0 $3.2M 460k 6.92
ArthroCare Corporation 0.0 $3.3M 114k 28.79
Cemex SAB de CV (CX) 0.0 $3.2M 1.0M 3.16
Directv 0.0 $3.4M 80k 42.26
Nextera Energy (NEE) 0.0 $2.8M 52k 54.01
Pepsi (PEP) 0.0 $3.4M 55k 62.02
Lexmark International 0.0 $2.8M 105k 27.03
Prudential Financial (PRU) 0.0 $3.3M 71k 46.86
WMS Industries 0.0 $3.0M 172k 17.59
Scientific Games (LNW) 0.0 $2.7M 385k 7.12
Dover Corporation (DOV) 0.0 $3.1M 66k 46.61
Penske Automotive (PAG) 0.0 $2.6M 161k 16.00
Alpha Natural Resources 0.0 $3.1M 176k 17.74
AMR Corporation 0.0 $3.0M 1.0M 2.96
Wet Seal 0.0 $2.8M 625k 4.48
Wyndham Worldwide Corporation 0.0 $2.9M 103k 28.52
IntercontinentalEx.. 0.0 $2.7M 23k 118.30
Ferro Corporation 0.0 $2.7M 439k 6.15
Microsemi Corporation 0.0 $2.7M 167k 15.98
Alaska Air (ALK) 0.0 $2.7M 47k 56.30
Charming Shoppes 0.0 $3.2M 1.2M 2.60
Ingram Micro 0.0 $3.0M 186k 16.13
Lam Research Corporation 0.0 $3.2M 84k 37.98
Celadon (CGIP) 0.0 $2.5M 281k 8.88
InterDigital (IDCC) 0.0 $2.7M 58k 46.60
Terex Corporation (TEX) 0.0 $3.4M 335k 10.26
California Water Service (CWT) 0.0 $2.7M 152k 17.71
Deckers Outdoor Corporation (DECK) 0.0 $3.2M 34k 93.15
NV Energy 0.0 $2.6M 175k 14.71
OmniVision Technologies 0.0 $2.7M 196k 14.04
Poly 0.0 $3.0M 162k 18.37
RSC Holdings 0.0 $2.9M 405k 7.13
Aar (AIR) 0.0 $3.4M 203k 16.67
Applied Industrial Technologies (AIT) 0.0 $3.3M 121k 27.16
Alkermes 0.0 $2.5M 165k 15.25
Bob Evans Farms 0.0 $3.4M 121k 28.52
Cubic Corporation 0.0 $2.8M 71k 39.09
Navigant Consulting 0.0 $2.7M 286k 9.27
Erie Indemnity Company (ERIE) 0.0 $2.9M 41k 71.16
Banco Bradesco Sa Brad 0.0 $3.1M 208k 14.79
Pharmacyclics 0.0 $2.6M 224k 11.83
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.0 $2.5M 209k 12.05
Charter Communications 0.0 $3.1M 67k 46.84
SPECTRUM BRANDS Hldgs 0.0 $3.0M 125k 23.62
Genon Energy 0.0 $2.7M 966k 2.78
China Med Technologies Inc note 6.250%12/1 0.0 $3.2M 5.3M 0.60
K V Pharmaceutical Co note 2.500% 5/1 0.0 $2.4M 9.5M 0.25
NRG Energy (NRG) 0.0 $1.9M 89k 21.21
BlackRock 0.0 $2.4M 16k 148.00
Western Union Company (WU) 0.0 $2.2M 143k 15.29
Fidelity National Information Services (FIS) 0.0 $1.9M 78k 24.33
Lender Processing Services 0.0 $1.8M 131k 13.70
Coca-Cola Company (KO) 0.0 $1.9M 28k 67.59
Devon Energy Corporation (DVN) 0.0 $2.0M 35k 55.45
Expedia 0.0 $2.0M 79k 25.74
IAC/InterActive 0.0 $2.0M 51k 39.55
Monsanto Company 0.0 $1.8M 30k 60.04
P.F. Chang's China Bistro 0.0 $1.8M 67k 27.24
Medco Health Solutions 0.0 $2.1M 45k 46.89
Acxiom Corporation 0.0 $2.0M 191k 10.64
Brown & Brown (BRO) 0.0 $1.6M 92k 17.80
Copart (CPRT) 0.0 $2.0M 52k 39.12
J.C. Penney Company 0.0 $2.4M 90k 26.78
Kimberly-Clark Corporation (KMB) 0.0 $2.0M 29k 71.01
Nucor Corporation (NUE) 0.0 $1.8M 56k 31.62
AFLAC Incorporated (AFL) 0.0 $1.7M 48k 34.88
Boston Scientific Corporation (BSX) 0.0 $1.7M 286k 5.91
Pall Corporation 0.0 $2.1M 51k 42.39
DaVita (DVA) 0.0 $2.0M 32k 62.65
TECO Energy 0.0 $2.2M 130k 17.12
Tidewater 0.0 $2.4M 58k 42.03
National-Oilwell Var 0.0 $1.6M 32k 51.22
Weight Watchers International 0.0 $1.9M 33k 58.28
Tetra Tech (TTEK) 0.0 $2.2M 120k 18.75
Office Depot 0.0 $1.6M 761k 2.06
Waters Corporation (WAT) 0.0 $1.7M 23k 75.38
Aetna 0.0 $2.0M 54k 36.36
Yum! Brands (YUM) 0.0 $1.7M 34k 49.39
Ultratech 0.0 $2.4M 141k 17.16
Photronics (PLAB) 0.0 $2.1M 418k 4.98
Partner Re 0.0 $2.0M 39k 52.27
Amgen (AMGN) 0.0 $1.7M 31k 54.90
CareFusion Corporation 0.0 $2.2M 91k 23.95
American Electric Power Company (AEP) 0.0 $2.2M 59k 38.02
Gap (GAP) 0.0 $1.9M 116k 16.24
Gap (GAP) 0.0 $1.7M 107k 16.22
First Midwest Ban 0.0 $1.6M 218k 7.32
Cintas Corporation (CTAS) 0.0 $1.9M 69k 28.15
Pinnacle Entertainment 0.0 $2.4M 262k 9.08
Live Nation Entertainment (LYV) 0.0 $2.2M 276k 8.01
Dr Pepper Snapple 0.0 $1.9M 49k 38.80
Orbital Sciences 0.0 $2.0M 152k 12.81
Dean Foods Company 0.0 $2.2M 247k 8.87
PDL BioPharma 0.0 $1.7M 312k 5.55
City National Corporation 0.0 $2.1M 56k 37.77
Constellation Brands (STZ) 0.0 $1.5M 84k 17.99
New York Times Company (NYT) 0.0 $2.1M 363k 5.81
Fair Isaac Corporation (FICO) 0.0 $1.5M 70k 21.83
Southwest Gas Corporation (SWX) 0.0 $2.0M 55k 36.17
Sanmina-SCI Corporation 0.0 $1.8M 267k 6.68
Walter Energy 0.0 $2.5M 41k 60.00
Amkor Technology (AMKR) 0.0 $2.2M 512k 4.36
Hawaiian Holdings 0.0 $2.3M 537k 4.21
ON Semiconductor (ON) 0.0 $1.6M 225k 7.18
salesforce (CRM) 0.0 $2.4M 21k 114.29
American Axle & Manufact. Holdings (AXL) 0.0 $2.3M 299k 7.63
Brunswick Corporation (BC) 0.0 $2.0M 140k 14.03
Cbeyond 0.0 $1.7M 242k 7.06
Fairchild Semiconductor International 0.0 $2.4M 225k 10.80
RPC (RES) 0.0 $2.0M 123k 16.31
Steel Dynamics (STLD) 0.0 $1.6M 159k 9.92
VAALCO Energy (EGY) 0.0 $1.5M 318k 4.86
Oshkosh Corporation (OSK) 0.0 $2.4M 152k 15.75
Pioneer Drilling Company 0.0 $1.9M 262k 7.18
Questcor Pharmaceuticals 0.0 $1.7M 64k 27.25
Western Refining 0.0 $1.7M 140k 12.46
Advance America, Cash Advance Centers 0.0 $1.5M 206k 7.36
Brady Corporation (BRC) 0.0 $2.2M 82k 26.43
InfoSpace 0.0 $1.7M 198k 8.35
Laclede 0.0 $2.1M 53k 38.76
Alliant Energy Corporation (LNT) 0.0 $2.3M 59k 38.68
Oil States International (OIS) 0.0 $2.0M 39k 50.91
Parker Drilling Company 0.0 $1.9M 433k 4.39
Qiagen 0.0 $1.6M 119k 13.83
Royal Gold (RGLD) 0.0 $1.6M 24k 64.06
Red Robin Gourmet Burgers (RRGB) 0.0 $1.8M 74k 24.09
Credicorp (BAP) 0.0 $2.0M 21k 92.22
Cepheid 0.0 $1.9M 50k 38.81
Homex Development 0.0 $1.7M 129k 13.50
Molina Healthcare (MOH) 0.0 $1.9M 126k 15.44
Skyworks Solutions (SWKS) 0.0 $2.1M 115k 17.97
Winn-Dixie Stores 0.0 $1.7M 289k 5.92
Callon Pete Co Del Com Stk 0.0 $1.6M 408k 3.87
National Fuel Gas (NFG) 0.0 $2.3M 48k 48.69
Quest Software 0.0 $2.4M 149k 15.88
Integrys Energy 0.0 $2.2M 46k 48.60
Acorda Therapeutics 0.0 $2.3M 117k 19.96
Halozyme Therapeutics (HALO) 0.0 $2.5M 402k 6.14
OYO Geospace Corporation 0.0 $1.8M 31k 56.29
Taubman Centers 0.0 $2.4M 47k 50.29
Alexandria Real Estate Equities (ARE) 0.0 $2.2M 37k 61.39
WebMD Health 0.0 $1.5M 50k 30.14
Gran Tierra Energy 0.0 $2.2M 451k 4.77
Nabors Industries 0.0 $2.2M 179k 12.26
MedAssets 0.0 $1.7M 174k 9.61
Regency Centers Corporation (REG) 0.0 $2.2M 63k 35.32
Unisys Corporation (UIS) 0.0 $1.6M 101k 15.69
Udr (UDR) 0.0 $2.2M 101k 22.14
Ford Mtr Co Del *w exp 01/01/201 0.0 $2.1M 950k 2.21
Covidien 0.0 $2.0M 45k 44.10
Hovnanian Enterprises Inc unit 99/99/9999 0.0 $2.2M 300k 7.39
Cemex Sab conv 0.0 $1.9M 4.0M 0.47
Mosaic (MOS) 0.0 $1.8M 37k 48.85
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $2.0M 7.5M 0.27
ReneSola 0.0 $605k 352k 1.72
Companhia Siderurgica Nacional (SID) 0.0 $1.0M 128k 7.94
Liberty Media Corp deb 3.500% 1/1 0.0 $1.4M 2.5M 0.54
Gerdau SA (GGB) 0.0 $849k 119k 7.13
Microsoft Corporation (MSFT) 0.0 $768k 31k 24.86
El Paso Corporation 0.0 $1.0M 59k 17.46
Cme (CME) 0.0 $631k 2.6k 246.68
Progressive Corporation (PGR) 0.0 $681k 38k 17.76
Signature Bank (SBNY) 0.0 $861k 18k 47.74
Discover Financial Services (DFS) 0.0 $977k 43k 22.96
Wal-Mart Stores (WMT) 0.0 $1.2M 24k 51.88
Peabody Energy Corporation 0.0 $1.2M 36k 33.90
Crocs (CROX) 0.0 $1.3M 53k 23.65
Johnson & Johnson (JNJ) 0.0 $737k 12k 63.67
Pfizer (PFE) 0.0 $871k 49k 17.77
ResMed (RMD) 0.0 $540k 19k 28.80
Beazer Homes USA 0.0 $969k 642k 1.51
Beazer Homes USA 0.0 $1.1M 750k 1.52
KB Home (KBH) 0.0 $708k 120k 5.88
Medco Health Solutions 0.0 $539k 12k 46.84
Career Education 0.0 $754k 58k 13.03
3M Company (MMM) 0.0 $889k 12k 71.83
3M Company (MMM) 0.0 $727k 10k 71.94
Bed Bath & Beyond 0.0 $579k 10k 57.33
Blackbaud (BLKB) 0.0 $740k 33k 22.26
Cracker Barrel Old Country Store (CBRL) 0.0 $1.2M 29k 40.03
Fidelity National Financial 0.0 $625k 41k 15.17
Hillenbrand (HI) 0.0 $890k 48k 18.39
Hubbell Incorporated 0.0 $711k 14k 49.53
Lumber Liquidators Holdings 0.0 $513k 34k 15.10
Mercury General Corporation (MCY) 0.0 $603k 16k 38.37
Microchip Technology (MCHP) 0.0 $986k 32k 31.10
Microchip Technology (MCHP) 0.0 $620k 20k 31.14
NVIDIA Corporation (NVDA) 0.0 $719k 58k 12.49
Polaris Industries (PII) 0.0 $538k 11k 50.02
Public Storage (PSA) 0.0 $870k 7.8k 111.38
Harris Corporation 0.0 $1.3M 37k 34.17
Akamai Technologies (AKAM) 0.0 $1.2M 61k 19.91
Electronic Arts (EA) 0.0 $576k 28k 20.47
Apartment Investment and Management 0.0 $896k 41k 22.10
TETRA Technologies (TTI) 0.0 $1.4M 178k 7.71
Entegris (ENTG) 0.0 $1.2M 188k 6.38
ACI Worldwide (ACIW) 0.0 $627k 23k 27.52
International Rectifier Corporation 0.0 $677k 36k 18.69
Cooper Companies 0.0 $679k 8.6k 79.20
Everest Re Group (EG) 0.0 $1.2M 15k 79.40
Tidewater 0.0 $975k 23k 42.03
Arch Coal 0.0 $902k 62k 14.55
BJ's Wholesale Club 0.0 $871k 17k 51.21
MDU Resources (MDU) 0.0 $1.0M 54k 19.21
DeVry 0.0 $886k 24k 36.95
PAREXEL International Corporation 0.0 $539k 29k 18.93
Crane 0.0 $1.1M 32k 35.70
Men's Wearhouse 0.0 $640k 25k 26.07
Raytheon Company 0.0 $1.4M 35k 40.87
Waters Corporation (WAT) 0.0 $512k 6.8k 75.46
Mylan 0.0 $702k 41k 17.00
Becton, Dickinson and (BDX) 0.0 $938k 13k 73.35
JDA Software 0.0 $880k 38k 23.45
Progress Software Corporation (PRGS) 0.0 $999k 57k 17.55
CEC Entertainment 0.0 $832k 29k 28.46
Dollar Thrifty Automotive 0.0 $619k 11k 56.27
American Financial (AFG) 0.0 $929k 30k 31.04
Plum Creek Timber 0.0 $992k 29k 34.71
MSC Industrial Direct (MSM) 0.0 $645k 11k 56.42
Convergys Corporation 0.0 $1.4M 149k 9.38
Lancaster Colony (LANC) 0.0 $627k 10k 61.03
Allstate Corporation (ALL) 0.0 $526k 22k 23.69
Computer Sciences Corporation 0.0 $536k 20k 26.90
Domtar Corp 0.0 $619k 9.1k 68.34
Fluor Corporation (FLR) 0.0 $955k 21k 46.55
Halliburton Company (HAL) 0.0 $702k 23k 30.52
Nextera Energy (NEE) 0.0 $728k 14k 54.02
Philip Morris International (PM) 0.0 $1.4M 22k 62.17
WellPoint 0.0 $830k 13k 65.32
Agilent Technologies Inc C ommon (A) 0.0 $1.4M 44k 31.25
Ca 0.0 $1.4M 74k 19.42
EMC Corporation 0.0 $937k 45k 21.01
Accenture (ACN) 0.0 $1.1M 20k 52.77
Sara Lee 0.0 $512k 31k 16.35
ITT Educational Services (ESINQ) 0.0 $1.3M 23k 57.80
Penn Virginia Corporation 0.0 $956k 172k 5.56
Toll Brothers (TOL) 0.0 $832k 58k 14.42
WESCO International (WCC) 0.0 $511k 15k 33.60
Advance Auto Parts (AAP) 0.0 $896k 15k 58.18
Aeropostale 0.0 $1.1M 104k 10.80
Coinstar 0.0 $1.0M 26k 40.00
Hansen Natural Corporation 0.0 $1.2M 14k 87.21
Janus Capital 0.0 $756k 126k 6.01
Cenveo 0.0 $772k 257k 3.01
Fiserv (FI) 0.0 $1.0M 20k 50.84
C.H. Robinson Worldwide (CHRW) 0.0 $514k 7.5k 68.53
Oracle Corporation (ORCL) 0.0 $564k 20k 28.78
Marathon Oil Corporation (MRO) 0.0 $691k 32k 21.58
Resources Connection (RGP) 0.0 $1.1M 116k 9.78
Boise 0.0 $1.3M 249k 5.17
Solutia 0.0 $673k 52k 12.87
Atmel Corporation 0.0 $935k 116k 8.06
Goldcorp 0.0 $781k 17k 45.67
Maximus (MMS) 0.0 $1.5M 42k 34.89
PSS World Medical 0.0 $650k 33k 19.68
Juniper Networks (JNPR) 0.0 $1.3M 77k 17.25
Juniper Networks (JNPR) 0.0 $1000k 58k 17.27
Activision Blizzard 0.0 $1.1M 92k 11.90
Green Mountain Coffee Roasters 0.0 $1.1M 11k 92.90
Express Scripts 0.0 $1.4M 38k 37.07
Equinix 0.0 $686k 7.7k 88.65
American Capital 0.0 $1.4M 204k 6.82
BGC Partners 0.0 $1.4M 240k 6.03
Graphic Packaging Holding Company (GPK) 0.0 $562k 163k 3.45
Kelly Services (KELYA) 0.0 $757k 66k 11.39
Kindred Healthcare 0.0 $663k 77k 8.62
National Financial Partners 0.0 $1.2M 108k 10.93
Newport Corporation 0.0 $1.1M 102k 10.81
Rudolph Technologies 0.0 $788k 118k 6.70
Sauer-Danfoss 0.0 $937k 32k 28.92
Smart Balance 0.0 $568k 96k 5.89
TeleCommunication Systems 0.0 $1.2M 360k 3.45
W&T Offshore (WTI) 0.0 $1.1M 83k 13.76
Watson Pharmaceuticals 0.0 $575k 8.4k 68.43
AngioDynamics (ANGO) 0.0 $682k 52k 13.15
Blyth 0.0 $776k 14k 55.48
Buckeye Technologies 0.0 $971k 40k 24.09
Cash America International 0.0 $995k 20k 51.13
Electro Scientific Industries 0.0 $849k 71k 11.90
Horsehead Holding 0.0 $1.1M 143k 7.42
Minerals Technologies (MTX) 0.0 $1.3M 27k 49.27
Oshkosh Corporation (OSK) 0.0 $1.1M 72k 15.74
Perficient (PRFT) 0.0 $583k 80k 7.32
Regal-beloit Corporation (RRX) 0.0 $837k 18k 45.41
Starwood Hotels & Resorts Worldwide 0.0 $1.1M 27k 38.85
Stillwater Mining Company 0.0 $927k 109k 8.49
Arkansas Best Corporation 0.0 $1.4M 87k 16.15
Air Transport Services (ATSG) 0.0 $1.3M 306k 4.33
Comtech Telecomm (CMTL) 0.0 $558k 20k 28.05
Cinemark Holdings (CNK) 0.0 $609k 32k 18.91
Greatbatch 0.0 $1.2M 60k 20.01
GeoEye 0.0 $1.2M 44k 28.37
Gaylord Entertainment Company 0.0 $659k 34k 19.34
Hibbett Sports (HIBB) 0.0 $663k 20k 33.92
Harmonic (HLIT) 0.0 $1.0M 243k 4.26
j2 Global Communications 0.0 $765k 28k 26.90
L-3 Communications Holdings 0.0 $1.3M 21k 61.95
MicroStrategy Incorporated (MSTR) 0.0 $883k 7.7k 114.02
Steven Madden (SHOO) 0.0 $804k 27k 30.10
Stein Mart 0.0 $652k 105k 6.24
SPX Corporation 0.0 $857k 19k 45.35
Stec 0.0 $499k 49k 10.13
Terex Corporation (TEX) 0.0 $929k 90k 10.28
Tekelec 0.0 $1.5M 243k 6.04
True Religion Apparel 0.0 $1.4M 51k 26.96
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.0 $873k 14k 62.19
Alon USA Energy 0.0 $689k 112k 6.14
General Cable Corporation 0.0 $809k 35k 23.35
Michael Baker Corporation 0.0 $746k 39k 19.15
Ciena Corporation (CIEN) 0.0 $659k 59k 11.21
Chesapeake Utilities Corporation (CPK) 0.0 $503k 13k 40.07
Five Star Quality Care 0.0 $623k 249k 2.50
Monolithic Power Systems (MPWR) 0.0 $973k 96k 10.18
Neurocrine Biosciences (NBIX) 0.0 $709k 118k 5.99
Republic Airways Holdings 0.0 $964k 343k 2.81
Rockwood Holdings 0.0 $1.1M 33k 33.69
Stifel Financial (SF) 0.0 $1.5M 55k 26.56
Silicon Laboratories (SLAB) 0.0 $569k 17k 33.68
SanDisk Corporation 0.0 $684k 17k 40.31
Susser Holdings Corporation 0.0 $848k 43k 19.94
Urban Outfitters (URBN) 0.0 $596k 27k 22.34
United States Steel Corporation (X) 0.0 $892k 41k 21.97
Actuate Corporation 0.0 $1.1M 208k 5.52
Agnico (AEM) 0.0 $655k 11k 59.55
American States Water Company (AWR) 0.0 $1.2M 36k 33.92
bebe stores 0.0 $1.1M 164k 6.72
Cleco Corporation 0.0 $724k 21k 34.14
DG FastChannel 0.0 $848k 50k 16.94
DXP Enterprises (DXPE) 0.0 $647k 34k 18.84
Hancock Holding Company (HWC) 0.0 $561k 21k 26.84
Huron Consulting (HURN) 0.0 $1.0M 33k 31.16
Interline Brands 0.0 $1.3M 101k 12.86
ICF International (ICFI) 0.0 $1.4M 76k 18.82
Jack Henry & Associates (JKHY) 0.0 $1.3M 46k 28.98
McDermott International 0.0 $826k 77k 10.76
NPS Pharmaceuticals 0.0 $711k 109k 6.52
Portfolio Recovery Associates 0.0 $1.0M 16k 62.21
PriceSmart (PSMT) 0.0 $982k 16k 62.37
PrivateBan 0.0 $584k 78k 7.53
Rofin-Sinar Technologies 0.0 $743k 39k 19.18
UniSource Energy 0.0 $845k 23k 36.09
Watts Water Technologies (WTS) 0.0 $678k 25k 26.66
Analogic Corporation 0.0 $827k 18k 45.36
Town Sports International Holdings 0.0 $856k 118k 7.26
Protective Life 0.0 $544k 35k 15.63
Smith & Wesson Holding Corporation 0.0 $979k 389k 2.52
Casella Waste Systems (CWST) 0.0 $502k 95k 5.26
RTI Biologics 0.0 $909k 276k 3.29
Brink's Company (BCO) 0.0 $933k 40k 23.32
Allied Nevada Gold 0.0 $528k 15k 35.81
Aviat Networks 0.0 $760k 323k 2.35
Casual Male Retail 0.0 $709k 189k 3.76
First American Financial (FAF) 0.0 $970k 76k 12.79
Ivanhoe Mines 0.0 $1.4M 100k 13.70
MF Global Holdings 0.0 $907k 220k 4.12
Miller Industries (MLR) 0.0 $793k 46k 17.36
Quanex Building Products Corporation (NX) 0.0 $1.2M 107k 10.94
Rayonier (RYN) 0.0 $589k 16k 36.81
Weatherford International Lt reg 0.0 $913k 75k 12.19
Boston Properties (BXP) 0.0 $1000k 11k 89.09
IDT Corporation (IDT) 0.0 $514k 25k 20.38
Madison Square Garden 0.0 $501k 22k 22.76
Oclaro 0.0 $1.4M 393k 3.64
Simon Property (SPG) 0.0 $782k 7.1k 109.97
Web 0.0 $654k 94k 6.98
Vical Incorporated 0.0 $874k 353k 2.48
Ariad Pharmaceuticals 0.0 $559k 64k 8.79
Spectrum Pharmaceuticals 0.0 $599k 79k 7.63
PAETEC Holding 0.0 $1.4M 257k 5.29
Nature's Sunshine Prod. (NATR) 0.0 $622k 44k 14.08
Oritani Financial 0.0 $860k 67k 12.86
Zions Bancorporation *w exp 05/22/202 0.0 $670k 279k 2.40
Centrais Eletricas Brasileiras SA (EBR.B) 0.0 $1.5M 127k 11.69
Opko Health (OPK) 0.0 $525k 121k 4.34
TPC 0.0 $1.2M 60k 20.06
Vectren Corporation 0.0 $553k 20k 27.08
Resolute Energy Corp *w exp 09/25/201 0.0 $973k 649k 1.50
Promotora De Informaciones Adr adr cl a 0.0 $549k 132k 4.17
Top Image Systems Ltd ord 0.0 $705k 360k 1.96
Ascena Retail 0.0 $1.4M 52k 27.08
Meritor 0.0 $688k 97k 7.06
Materion Corporation (MTRN) 0.0 $722k 32k 22.68
Hca Holdings (HCA) 0.0 $1.0M 50k 20.16
Citigroup (C) 0.0 $1.1M 42k 25.63
Sanofi Aventis Wi Conval Rt 0.0 $1.4M 1.3M 1.06
Banner Corp (BANR) 0.0 $529k 41k 12.78
Xo Group 0.0 $773k 95k 8.17
Wendy's/arby's Group (WEN) 0.0 $1.3M 281k 4.59
Boingo Wireless 0.0 $981k 137k 7.15
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $600k 1.0M 0.60
Gt Solar Int'l 0.0 $727k 104k 7.02
Ddr Corp 0.0 $501k 46k 10.88
Compass Minerals International (CMP) 0.0 $281k 4.2k 66.90
Stewart Information Services Corporation (STC) 0.0 $182k 21k 8.82
Huntington Bancshares Incorporated (HBAN) 0.0 $119k 25k 4.81
Grupo Televisa (TV) 0.0 $260k 14k 18.42
Pike Electric Corporation 0.0 $266k 39k 6.78
CTC Media 0.0 $447k 50k 8.88
EMCORE Corporation 0.0 $44k 44k 0.99
Seacor Holdings 0.0 $314k 3.9k 80.29
State Street Corporation (STT) 0.0 $295k 9.2k 32.01
Reinsurance Group of America (RGA) 0.0 $225k 4.9k 46.01
TD Ameritrade Holding 0.0 $274k 19k 14.68
Ace Limited Cmn 0.0 $231k 3.8k 60.79
Bank of America Corporation (BAC) 0.0 $333k 55k 6.11
SLM Corporation (SLM) 0.0 $138k 11k 12.43
Cabot Oil & Gas Corporation (CTRA) 0.0 $352k 5.7k 61.75
Costco Wholesale Corporation (COST) 0.0 $429k 5.2k 81.92
Exxon Mobil Corporation (XOM) 0.0 $269k 3.7k 72.70
Archer Daniels Midland Company (ADM) 0.0 $214k 8.6k 24.88
Chevron Corporation (CVX) 0.0 $486k 5.2k 92.64
KB Home (KBH) 0.0 $241k 41k 5.85
Lennar Corporation (LEN) 0.0 $399k 30k 13.53
Pulte (PHM) 0.0 $227k 58k 3.93
United Parcel Service (UPS) 0.0 $314k 5.0k 62.80
At&t (T) 0.0 $317k 11k 28.54
J.C. Penney Company 0.0 $374k 14k 26.82
Kraft Foods 0.0 $463k 14k 33.62
Kraft Foods 0.0 $255k 7.6k 33.55
Nucor Corporation (NUE) 0.0 $416k 13k 31.61
Paychex (PAYX) 0.0 $299k 11k 26.46
Ryder System (R) 0.0 $393k 10k 37.61
Zebra Technologies (ZBRA) 0.0 $216k 7.0k 30.95
Adobe Systems Incorporated (ADBE) 0.0 $227k 9.4k 24.15
Electronic Arts (EA) 0.0 $335k 16k 20.43
Morgan Stanley (MS) 0.0 $183k 14k 13.46
Cabot Corporation (CBT) 0.0 $261k 11k 24.76
Charles River Laboratories (CRL) 0.0 $294k 10k 28.62
Quiksilver 0.0 $157k 52k 3.05
Gol Linhas Aereas Inteligentes SA 0.0 $149k 27k 5.56
Blount International 0.0 $431k 32k 13.36
Safeway 0.0 $456k 27k 16.64
Tuesday Morning Corporation 0.0 $195k 55k 3.53
AmerisourceBergen (COR) 0.0 $217k 5.8k 37.41
Cato Corporation (CATO) 0.0 $272k 12k 22.53
Ruby Tuesday 0.0 $417k 58k 7.15
Manitowoc Company 0.0 $163k 25k 6.67
Pacer International 0.0 $174k 46k 3.77
Universal Health Services (UHS) 0.0 $376k 11k 34.00
Plantronics 0.0 $247k 8.7k 28.50
La-Z-Boy Incorporated (LZB) 0.0 $128k 17k 7.38
Agrium 0.0 $360k 5.4k 66.67
American Greetings Corporation 0.0 $252k 14k 18.47
CenturyLink 0.0 $209k 6.3k 33.17
Sonic Corporation 0.0 $115k 16k 7.06
Mercury Computer Systems (MRCY) 0.0 $455k 40k 11.49
Yum! Brands (YUM) 0.0 $391k 7.9k 49.49
Casey's General Stores (CASY) 0.0 $371k 8.5k 43.66
Integrated Device Technology 0.0 $210k 41k 5.14
Lockheed Martin Corporation (LMT) 0.0 $418k 5.8k 72.66
Allstate Corporation (ALL) 0.0 $220k 9.3k 23.68
Anadarko Petroleum Corporation 0.0 $202k 3.2k 63.01
Baker Hughes Incorporated 0.0 $359k 7.8k 46.03
CIGNA Corporation 0.0 $323k 7.7k 41.85
Nike (NKE) 0.0 $496k 5.8k 85.52
Pepsi (PEP) 0.0 $450k 7.3k 61.83
Alleghany Corporation 0.0 $302k 1.0k 290.11
Exelon Corporation (EXC) 0.0 $248k 5.8k 42.67
Leap Wireless International 0.0 $202k 29k 6.90
Staples 0.0 $266k 20k 13.30
Whole Foods Market 0.0 $206k 3.2k 65.31
Forest City Enterprises 0.0 $310k 29k 10.66
Sturm, Ruger & Company (RGR) 0.0 $207k 8.0k 26.01
ITT Educational Services (ESINQ) 0.0 $423k 7.4k 57.52
Penn National Gaming (PENN) 0.0 $326k 9.8k 33.33
HFF 0.0 $320k 37k 8.72
Advance Auto Parts (AAP) 0.0 $441k 7.6k 58.03
Aeropostale 0.0 $458k 42k 10.81
Google 0.0 $258k 500.00 516.00
AvalonBay Communities (AVB) 0.0 $401k 3.5k 114.11
Big Lots (BIGGQ) 0.0 $254k 7.3k 34.76
Cousins Properties 0.0 $226k 39k 5.87
Alliance One International 0.0 $222k 91k 2.45
OMNOVA Solutions 0.0 $36k 10k 3.58
Applied Materials (AMAT) 0.0 $180k 17k 10.34
Arch Capital Group (ACGL) 0.0 $307k 9.4k 32.62
Axis Capital Holdings (AXS) 0.0 $246k 9.5k 25.97
First Solar (FSLR) 0.0 $348k 5.5k 63.03
Highwoods Properties (HIW) 0.0 $342k 12k 28.24
Paccar (PCAR) 0.0 $240k 7.1k 33.80
Thor Industries (THO) 0.0 $253k 11k 22.19
Varian Medical Systems 0.0 $410k 7.9k 52.09
World Acceptance (WRLD) 0.0 $333k 5.9k 56.04
Arctic Cat 0.0 $174k 12k 14.56
Umpqua Holdings Corporation 0.0 $187k 21k 8.77
Wynn Resorts (WYNN) 0.0 $278k 2.4k 115.83
NACCO Industries (NC) 0.0 $280k 4.4k 63.56
Avis Budget (CAR) 0.0 $206k 21k 9.69
ACCO Brands Corporation (ACCO) 0.0 $157k 33k 4.75
Alpha Natural Resources 0.0 $323k 18k 17.70
Rite Aid Corporation 0.0 $46k 47k 0.98
Aspen Insurance Holdings 0.0 $218k 9.5k 23.03
SeaChange International 0.0 $200k 26k 7.75
First Horizon National Corporation (FHN) 0.0 $184k 31k 5.97
Net 1 UEPS Technologies (LSAK) 0.0 $90k 14k 6.44
US Airways 0.0 $86k 16k 5.52
Arris 0.0 $383k 37k 10.31
Brooks Automation (AZTA) 0.0 $152k 19k 8.19
Force Protection 0.0 $185k 48k 3.83
Fuel Tech (FTEK) 0.0 $64k 11k 5.82
Integrated Silicon Solution 0.0 $106k 14k 7.80
Alere 0.0 $256k 13k 19.74
ION Geophysical Corporation 0.0 $227k 48k 4.72
Kadant (KAI) 0.0 $191k 11k 17.76
Medicis Pharmaceutical Corporation 0.0 $315k 8.6k 36.46
Newpark Resources 0.0 $447k 74k 6.08
Old National Ban (ONB) 0.0 $324k 35k 9.30
Owens-Illinois 0.0 $452k 30k 15.12
Premiere Global Services 0.0 $100k 15k 6.48
United Online 0.0 $173k 33k 5.24
Western Alliance Bancorporation (WAL) 0.0 $339k 62k 5.49
Agilysys (AGYS) 0.0 $141k 20k 7.09
Black Hills Corporation (BKH) 0.0 $364k 12k 30.63
Exar Corporation 0.0 $377k 66k 5.71
Nara Ban 0.0 $116k 19k 6.10
Neenah Paper 0.0 $390k 28k 14.19
PolyOne Corporation 0.0 $337k 32k 10.69
S1 Corporation 0.0 $182k 20k 9.20
Silicon Graphics International 0.0 $394k 33k 11.92
Atlas Air Worldwide Holdings 0.0 $278k 8.3k 33.37
Asbury Automotive (ABG) 0.0 $373k 23k 16.45
Actuant Corporation 0.0 $395k 20k 19.76
Acuity Brands (AYI) 0.0 $365k 10k 36.12
Cheesecake Factory Incorporated (CAKE) 0.0 $379k 15k 24.68
Mack-Cali Realty (VRE) 0.0 $271k 10k 26.76
Carrizo Oil & Gas 0.0 $263k 12k 21.53
Clayton Williams Energy 0.0 $480k 11k 42.85
Daktronics (DAKT) 0.0 $396k 46k 8.59
Dime Community Bancshares 0.0 $439k 43k 10.14
Dice Holdings 0.0 $201k 26k 7.78
Delek US Holdings 0.0 $213k 19k 11.24
Euronet Worldwide (EEFT) 0.0 $311k 20k 15.69
First Niagara Financial 0.0 $477k 52k 9.14
Fulton Financial (FULT) 0.0 $166k 22k 7.68
Gfi 0.0 $51k 13k 4.00
Georgia Gulf Corporation 0.0 $256k 19k 13.80
Insituform Technologies 0.0 $217k 19k 11.57
Intuit (INTU) 0.0 $266k 5.6k 47.50
Ingersoll-rand Co Ltd-cl A 0.0 $332k 12k 28.14
Kenexa Corporation 0.0 $345k 22k 15.67
Kronos Worldwide (KRO) 0.0 $421k 26k 16.12
Lithia Motors (LAD) 0.0 $291k 20k 14.35
Southwest Airlines (LUV) 0.0 $119k 15k 8.01
LSB Industries (LXU) 0.0 $201k 7.0k 28.60
Maidenform Brands 0.0 $355k 15k 23.44
MGE Energy (MGEE) 0.0 $472k 12k 40.61
Modine Manufacturing (MOD) 0.0 $481k 53k 9.06
Moog (MOG.A) 0.0 $311k 9.5k 32.62
MTS Systems Corporation 0.0 $327k 11k 30.54
Oriental Financial 0.0 $322k 34k 9.62
Omega Healthcare Investors (OHI) 0.0 $167k 11k 15.91
OSI Systems (OSIS) 0.0 $200k 6.0k 33.44
Orbitz Worldwide 0.0 $239k 110k 2.17
Oxford Industries (OXM) 0.0 $251k 7.3k 34.30
Poniard Pharmaceuticals (PARD) 0.0 $21k 159k 0.13
Raven Industries 0.0 $297k 6.1k 48.38
ShoreTel 0.0 $64k 12k 5.16
Selective Insurance (SIGI) 0.0 $297k 23k 13.05
Tredegar Corporation (TG) 0.0 $468k 32k 14.84
Vocus 0.0 $332k 20k 16.75
MEMC Electronic Materials 0.0 $262k 50k 5.26
Zoltek Companies 0.0 $113k 18k 6.43
Akorn 0.0 $238k 31k 7.78
AK Steel Holding Corporation 0.0 $105k 16k 6.56
Ameristar Casinos 0.0 $180k 11k 16.12
Ashland 0.0 $395k 9.0k 43.97
AsiaInfo-Linkage 0.0 $103k 14k 7.34
Cathay General Ban (CATY) 0.0 $377k 33k 11.37
Celgene Corporation 0.0 $278k 4.5k 61.78
Capella Education Company 0.0 $316k 11k 28.40
Diamond Foods 0.0 $470k 5.9k 79.70
Digimarc Corporation (DMRC) 0.0 $318k 13k 25.33
Maxygen 0.0 $80k 15k 5.48
Medivation 0.0 $199k 12k 16.95
MGM Resorts International. (MGM) 0.0 $106k 11k 9.30
NetScout Systems (NTCT) 0.0 $132k 12k 11.44
Provident Financial Services (PFS) 0.0 $205k 19k 10.76
Progenics Pharmaceuticals 0.0 $86k 15k 5.68
RadiSys Corporation 0.0 $182k 30k 6.14
United Therapeutics Corporation (UTHR) 0.0 $244k 6.5k 37.54
Virginia Commerce Ban 0.0 $96k 16k 5.87
Vector (VGR) 0.0 $249k 15k 17.17
Washington Federal (WAFD) 0.0 $174k 14k 12.70
Wright Medical 0.0 $191k 11k 17.91
United States Steel Corporation (X) 0.0 $462k 21k 22.03
Allete (ALE) 0.0 $363k 9.9k 36.67
A. O. Smith Corporation (AOS) 0.0 $226k 7.1k 31.88
Arena Pharmaceuticals 0.0 $114k 79k 1.44
Blackboard 0.0 $241k 5.4k 44.63
BRE Properties 0.0 $277k 6.5k 42.44
Bovie Medical Corporation 0.0 $129k 44k 2.93
Buffalo Wild Wings 0.0 $408k 6.8k 59.86
CRA International (CRAI) 0.0 $287k 14k 20.00
First Commonwealth Financial (FCF) 0.0 $459k 124k 3.69
GeoGlobal Resources 0.0 $111k 464k 0.24
Integra LifeSciences Holdings (IART) 0.0 $472k 13k 35.80
Marcus Corporation (MCS) 0.0 $191k 19k 9.92
Nash-Finch Company 0.0 $207k 7.7k 26.80
Novavax 0.0 $141k 88k 1.60
PacWest Ban 0.0 $230k 17k 13.95
Powell Industries (POWL) 0.0 $429k 14k 30.93
SYNNEX Corporation (SNX) 0.0 $220k 8.4k 26.25
Star Scientific 0.0 $66k 28k 2.33
Standex Int'l (SXI) 0.0 $383k 12k 31.20
TrustCo Bank Corp NY 0.0 $193k 44k 4.44
Conn's (CONNQ) 0.0 $255k 35k 7.20
Gen 0.0 $59k 13k 4.49
LeapFrog Enterprises 0.0 $104k 31k 3.35
Lattice Semiconductor (LSCC) 0.0 $53k 10k 5.22
MoneyGram International 0.0 $50k 21k 2.34
Omega Protein Corporation 0.0 $267k 29k 9.09
Opnext 0.0 $66k 53k 1.25
Trimas Corporation (TRS) 0.0 $299k 20k 14.85
Veno 0.0 $156k 18k 8.81
Ivanhoe Energy 0.0 $50k 47k 1.06
Mitcham Industries 0.0 $224k 20k 11.18
MainSource Financial 0.0 $100k 11k 8.91
NN (NNBR) 0.0 $122k 24k 5.08
Warren Resources 0.0 $50k 21k 2.38
Infinity Pharmaceuticals (INFIQ) 0.0 $106k 15k 7.11
Superior Energy Services 0.0 $421k 16k 26.21
Axt (AXTI) 0.0 $128k 25k 5.07
Deltic Timber Corporation 0.0 $317k 5.3k 59.74
Federal Realty Inv. Trust 0.0 $293k 3.6k 82.37
Acacia Research Corporation (ACTG) 0.0 $302k 8.4k 35.91
Universal Stainless & Alloy Products (USAP) 0.0 $340k 13k 25.44
Carpenter Technology Corporation (CRS) 0.0 $345k 7.7k 44.81
Nanometrics Incorporated 0.0 $238k 16k 14.52
Thomas & Betts Corporation 0.0 $388k 9.7k 39.97
Minefinders 0.0 $226k 16k 13.95
NCI Building Systems 0.0 $138k 18k 7.55
Willbros 0.0 $349k 84k 4.18
Nabors Industries 0.0 $148k 12k 12.23
Clearwire Corporation 0.0 $211k 91k 2.33
American Water Works (AWK) 0.0 $465k 15k 30.15
ISTA Pharmaceuticals 0.0 $286k 83k 3.46
Pinnacle West Capital Corporation (PNW) 0.0 $265k 6.2k 42.78
Power-One 0.0 $317k 70k 4.51
Equity One 0.0 $280k 18k 15.89
National CineMedia 0.0 $246k 17k 14.50
Saba Software 0.0 $81k 14k 5.70
SciClone Pharmaceuticals 0.0 $255k 67k 3.81
iShares Dow Jones US Real Estate (IYR) 0.0 $450k 8.9k 50.56
ROYAL BK SCOTLAND Group Plc sp adr pref s 0.0 $389k 35k 11.11
Genpact (G) 0.0 $239k 17k 14.42
Spectranetics Corporation 0.0 $109k 15k 7.19
FalconStor Software 0.0 $48k 17k 2.89
Datalink Corporation 0.0 $89k 13k 6.82
Ltx Credence Corporation 0.0 $218k 41k 5.27
Stream Global Svcs Inc *w 0.0 $1.6k 161k 0.01
ADVENTRX Pharmaceuticals 0.0 $13k 14k 0.91
Biglari Holdings 0.0 $438k 1.5k 296.55
CEL-SCI Corporation 0.0 $38k 105k 0.36
Sabra Health Care REIT (SBRA) 0.0 $116k 12k 9.45
Destination Maternity Corporation 0.0 $286k 22k 12.85
Armour Residential Reit Inc *w exp 11/07/201 0.0 $28k 1.4M 0.02
iParty (IPT) 0.0 $102k 536k 0.19
Raptor Pharmaceutical 0.0 $114k 25k 4.49
Vringo 0.0 $109k 77k 1.42
Citigroup Inc Com Us cmn 0.0 $47k 107k 0.44
Boston Private Finl Hldgs In *w exp 11/21/201 0.0 $375k 250k 1.50
Citigroup Inc *w exp 10/28/201 0.0 $47k 585k 0.08
Citizens Republic Bancorp In 0.0 $485k 70k 6.93
Hollyfrontier Corp 0.0 $348k 13k 26.17
Ralph Lauren Corp (RL) 0.0 $325k 2.5k 130.00