Loomis Sayles & Co as of June 30, 2014
Portfolio Holdings for Loomis Sayles & Co
Loomis Sayles & Co holds 736 positions in its portfolio as reported in the June 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Corning Incorporated (GLW) | 3.4 | $1.2B | 54M | 21.95 | |
| Intel Corporation (INTC) | 3.1 | $1.1B | 36M | 30.90 | |
| Intel Corp. Jr. Sub. Cv. Deb. conv | 3.1 | $1.1B | 36M | 30.90 | |
| Ford Mtr Co Del note 4.250%11/1 | 2.4 | $841M | 49M | 17.24 | |
| Bristol Myers Squibb (BMY) | 2.1 | $728M | 15M | 48.51 | |
| PPG Industries (PPG) | 1.9 | $682M | 3.2M | 210.15 | |
| Cisco Systems (CSCO) | 1.5 | $530M | 21M | 24.85 | |
| Amazon (AMZN) | 1.4 | $475M | 1.5M | 324.78 | |
| Facebook Inc cl a (META) | 1.3 | $463M | 6.9M | 67.29 | |
| Schlumberger (SLB) | 1.3 | $448M | 3.8M | 117.95 | |
| Old Republic Intl Corp note | 1.2 | $421M | 26M | 16.54 | |
| Visa (V) | 1.2 | $419M | 2.0M | 210.71 | |
| Lowe's Companies (LOW) | 1.1 | $399M | 8.3M | 47.99 | |
| Telefonica (TEF) | 1.1 | $395M | 23M | 17.16 | |
| Oracle Corporation (ORCL) | 1.1 | $396M | 9.8M | 40.53 | |
| Qualcomm (QCOM) | 1.1 | $374M | 4.7M | 79.20 | |
| Coca-Cola Company (KO) | 1.0 | $365M | 8.6M | 42.36 | |
| 0.9 | $331M | 566k | 584.67 | ||
| Procter & Gamble Company (PG) | 0.9 | $325M | 4.1M | 78.59 | |
| Google Inc Class C | 0.9 | $325M | 566k | 575.28 | |
| Microsoft Corporation (MSFT) | 0.9 | $309M | 7.4M | 41.70 | |
| Expeditors International of Washington (EXPD) | 0.8 | $300M | 6.8M | 44.16 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.8 | $288M | 3.0M | 94.68 | |
| American Express Company (AXP) | 0.8 | $285M | 3.0M | 94.87 | |
| United Parcel Service (UPS) | 0.8 | $285M | 2.8M | 102.66 | |
| Novartis (NVS) | 0.8 | $277M | 3.1M | 90.53 | |
| Autodesk (ADSK) | 0.8 | $272M | 4.8M | 56.38 | |
| Royal Dutch Shell | 0.7 | $259M | 3.1M | 82.37 | |
| Monster Beverage | 0.7 | $259M | 3.6M | 71.03 | |
| Varian Medical Systems | 0.7 | $254M | 3.1M | 83.14 | |
| Merck & Co (MRK) | 0.7 | $248M | 4.3M | 57.85 | |
| SEI Investments Company (SEIC) | 0.7 | $231M | 7.0M | 32.77 | |
| Zimmer Holdings (ZBH) | 0.7 | $227M | 2.2M | 103.86 | |
| Yum! Brands (YUM) | 0.6 | $212M | 2.6M | 81.20 | |
| FactSet Research Systems (FDS) | 0.6 | $210M | 1.7M | 120.28 | |
| ARM Holdings | 0.6 | $213M | 4.7M | 45.24 | |
| Amgen (AMGN) | 0.6 | $201M | 1.7M | 118.37 | |
| Novo Nordisk A/S (NVO) | 0.6 | $193M | 4.2M | 46.19 | |
| JPMorgan Chase & Co. (JPM) | 0.5 | $191M | 3.3M | 57.62 | |
| Intel Corp sdcv | 0.5 | $185M | 6.0M | 30.90 | |
| Bank of America Corporation (BAC) | 0.5 | $182M | 12M | 15.37 | |
| Citigroup (C) | 0.5 | $181M | 3.8M | 47.10 | |
| Wells Fargo & Company (WFC) | 0.5 | $177M | 3.4M | 52.56 | |
| Valeant Pharmaceuticals Int | 0.5 | $170M | 1.4M | 126.12 | |
| General Motors Company (GM) | 0.5 | $164M | 4.5M | 36.30 | |
| Omnicare Inc note 3.750%12/1 | 0.5 | $167M | 2.5M | 66.57 | |
| Arcelormittal Sa Luxembourg mand cv nt 16 | 0.5 | $161M | 11M | 14.93 | |
| UnitedHealth (UNH) | 0.5 | $160M | 2.0M | 81.75 | |
| Apple (AAPL) | 0.4 | $156M | 1.7M | 92.93 | |
| Ciena Corp note 0.875% 6/1 | 0.4 | $146M | 6.7M | 21.66 | |
| Noble Energy | 0.4 | $143M | 1.8M | 77.46 | |
| Chesapeake Energy Corp note 2.500% 5/1 | 0.4 | $136M | 4.4M | 31.08 | |
| Verizon Communications (VZ) | 0.4 | $137M | 2.8M | 48.93 | |
| Weyerhaeuser C conv prf | 0.4 | $136M | 4.1M | 33.09 | |
| Prudential Financial (PRU) | 0.4 | $134M | 1.5M | 88.77 | |
| X 2 3/4 04/01/19 | 0.4 | $133M | 5.1M | 26.04 | |
| Comcast Corporation (CMCSA) | 0.4 | $131M | 2.4M | 53.68 | |
| Chevron Corporation (CVX) | 0.4 | $130M | 999k | 130.55 | |
| WisdomTree Japan Total Dividend (DXJ) | 0.4 | $129M | 2.6M | 49.36 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $127M | 1.3M | 100.68 | |
| Genesee & Wyoming | 0.4 | $126M | 1.2M | 105.00 | |
| Pfizer (PFE) | 0.3 | $123M | 4.1M | 29.68 | |
| EMC Corporation | 0.3 | $123M | 4.7M | 26.34 | |
| Level 3 Communications Inc note | 0.3 | $123M | 2.8M | 43.91 | |
| MetLife (MET) | 0.3 | $122M | 2.2M | 55.56 | |
| Automatic Data Processing (ADP) | 0.3 | $121M | 1.5M | 79.28 | |
| Dow Chemical Company | 0.3 | $118M | 2.3M | 51.46 | |
| Eli Lilly & Co. (LLY) | 0.3 | $114M | 1.8M | 62.17 | |
| National-Oilwell Var | 0.3 | $114M | 1.4M | 82.35 | |
| CVS Caremark Corporation (CVS) | 0.3 | $112M | 1.5M | 75.37 | |
| PNC Financial Services (PNC) | 0.3 | $109M | 1.2M | 89.05 | |
| Marathon Oil Corporation (MRO) | 0.3 | $106M | 2.7M | 39.92 | |
| Covidien | 0.3 | $104M | 1.2M | 90.18 | |
| Gilead Sciences conv | 0.3 | $107M | 1.3M | 82.91 | |
| Deere & Company (DE) | 0.3 | $104M | 1.1M | 90.55 | |
| State Street Corporation (STT) | 0.3 | $98M | 1.5M | 67.26 | |
| Sanofi-Aventis SA (SNY) | 0.3 | $98M | 1.8M | 53.17 | |
| Wyndham Worldwide Corporation | 0.3 | $98M | 1.3M | 75.72 | |
| Mondelez Int (MDLZ) | 0.3 | $97M | 2.6M | 37.61 | |
| Travelers Companies (TRV) | 0.3 | $96M | 1.0M | 94.07 | |
| Liberty Media | 0.3 | $97M | 3.3M | 29.36 | |
| Nextera Energy (NEE) | 0.3 | $95M | 927k | 102.48 | |
| Ameriprise Financial (AMP) | 0.3 | $93M | 772k | 120.00 | |
| Family Dollar Stores | 0.3 | $91M | 1.4M | 66.14 | |
| E.I. du Pont de Nemours & Company | 0.3 | $93M | 1.4M | 65.44 | |
| Unum (UNM) | 0.3 | $91M | 2.6M | 34.76 | |
| Pepsi (PEP) | 0.3 | $91M | 1.0M | 89.34 | |
| Illinois Tool Works (ITW) | 0.3 | $92M | 1.1M | 87.56 | |
| American International (AIG) | 0.3 | $93M | 1.7M | 54.58 | |
| Prologis Inc note 3.250% 3/1 | 0.3 | $92M | 2.2M | 41.09 | |
| Discover Financial Services | 0.2 | $89M | 1.4M | 61.98 | |
| Norfolk Southern (NSC) | 0.2 | $88M | 854k | 103.03 | |
| Gulfport Energy Corporation | 0.2 | $87M | 1.4M | 63.00 | |
| Greenhill & Co | 0.2 | $87M | 1.8M | 49.25 | |
| Eaton (ETN) | 0.2 | $87M | 1.1M | 77.18 | |
| Symantec Corporation | 0.2 | $86M | 3.8M | 22.90 | |
| Helix Energy Solutions (HLX) | 0.2 | $83M | 3.1M | 26.31 | |
| Sealed Air (SEE) | 0.2 | $83M | 2.4M | 34.17 | |
| Hess (HES) | 0.2 | $82M | 831k | 98.89 | |
| Gilead Sciences (GILD) | 0.2 | $82M | 985k | 82.91 | |
| Fifth Third Ban (FITB) | 0.2 | $82M | 3.9M | 21.35 | |
| Omni (OMC) | 0.2 | $80M | 1.1M | 71.22 | |
| priceline.com Incorporated | 0.2 | $79M | 66k | 1203.00 | |
| Knowles (KN) | 0.2 | $80M | 2.6M | 30.74 | |
| Northrop Grumman Corporation (NOC) | 0.2 | $77M | 646k | 119.63 | |
| Weyerhaeuser Company (WY) | 0.2 | $76M | 2.3M | 33.09 | |
| Precision Castparts | 0.2 | $76M | 303k | 252.40 | |
| Motorola Solutions (MSI) | 0.2 | $77M | 1.2M | 66.57 | |
| Via | 0.2 | $73M | 843k | 86.73 | |
| Ford Motor Company (F) | 0.2 | $74M | 4.3M | 17.24 | |
| Directv | 0.2 | $73M | 863k | 85.01 | |
| Standard Pacific Corp cnv | 0.2 | $74M | 8.6M | 8.60 | |
| Honeywell International (HON) | 0.2 | $70M | 751k | 92.95 | |
| Philip Morris International (PM) | 0.2 | $72M | 856k | 84.31 | |
| ConAgra Foods (CAG) | 0.2 | $71M | 2.4M | 29.68 | |
| Chesapeake Energy Corporation | 0.2 | $69M | 2.2M | 31.08 | |
| Vulcan Materials Company (VMC) | 0.2 | $66M | 1.0M | 63.75 | |
| Jarden Corporation | 0.2 | $67M | 1.1M | 59.35 | |
| QEP Resources | 0.2 | $67M | 2.0M | 34.50 | |
| Mylan Inc note 3.750% 9/1 | 0.2 | $68M | 1.3M | 51.56 | |
| Wright Express (WEX) | 0.2 | $68M | 648k | 104.97 | |
| Icon 2 1/2 06/01/16 | 0.2 | $66M | 1.5M | 42.94 | |
| Vodafone Group New Adr F (VOD) | 0.2 | $66M | 2.0M | 33.39 | |
| Signature Bank (SBNY) | 0.2 | $63M | 495k | 126.18 | |
| Legg Mason | 0.2 | $62M | 1.2M | 51.31 | |
| Prosperity Bancshares (PB) | 0.2 | $64M | 1.0M | 62.60 | |
| Kirby Corporation (KEX) | 0.2 | $64M | 547k | 117.14 | |
| RBC Bearings Incorporated (RBC) | 0.2 | $63M | 982k | 64.05 | |
| Crown Castle International Corp. pfd stk | 0.2 | $65M | 874k | 74.26 | |
| Northeast Utilities System | 0.2 | $59M | 1.2M | 47.27 | |
| Aol | 0.2 | $61M | 1.5M | 39.79 | |
| Calpine Corporation | 0.2 | $60M | 2.5M | 23.81 | |
| Belden (BDC) | 0.2 | $61M | 782k | 78.16 | |
| Hca Holdings (HCA) | 0.2 | $61M | 1.1M | 56.38 | |
| Teva Pharmaceutical Industries (TEVA) | 0.2 | $57M | 1.1M | 52.42 | |
| United Rentals (URI) | 0.2 | $56M | 537k | 104.73 | |
| Ingersoll-rand Co Ltd-cl A | 0.2 | $58M | 927k | 62.51 | |
| Terex Corporation (TEX) | 0.2 | $56M | 1.4M | 41.10 | |
| Akorn | 0.2 | $58M | 1.7M | 33.25 | |
| TransDigm Group Incorporated (TDG) | 0.2 | $56M | 333k | 167.26 | |
| Hologic Inc cnv | 0.2 | $56M | 2.2M | 25.35 | |
| Libertyinteractivecorp lbtventcoma | 0.2 | $58M | 786k | 73.80 | |
| Liberty Global Inc Com Ser A | 0.2 | $55M | 1.3M | 44.22 | |
| Alliance Data Systems Corporation (BFH) | 0.1 | $53M | 187k | 281.25 | |
| Forest Laboratories | 0.1 | $54M | 548k | 99.00 | |
| Oceaneering International (OII) | 0.1 | $54M | 690k | 78.13 | |
| Trimas Corporation (TRS) | 0.1 | $53M | 1.4M | 38.13 | |
| American Water Works (AWK) | 0.1 | $54M | 1.1M | 49.45 | |
| Nasdaq Omx (NDAQ) | 0.1 | $48M | 1.3M | 38.62 | |
| Owens-Illinois | 0.1 | $49M | 1.4M | 34.64 | |
| Teleflex Incorporated (TFX) | 0.1 | $48M | 453k | 105.60 | |
| Simon Property (SPG) | 0.1 | $51M | 307k | 166.28 | |
| Six Flags Entertainment (SIX) | 0.1 | $48M | 1.1M | 42.55 | |
| Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 | 0.1 | $49M | 3.3M | 14.98 | |
| Priceline Grp Inc note 0.350% 6/1 | 0.1 | $50M | 42k | 1202.98 | |
| Chesapeake Energy Corp note 2.750%11/1 | 0.1 | $47M | 1.5M | 31.08 | |
| Lear Corporation (LEA) | 0.1 | $45M | 500k | 89.32 | |
| AutoNation (AN) | 0.1 | $47M | 788k | 59.68 | |
| Johnson & Johnson (JNJ) | 0.1 | $45M | 432k | 104.62 | |
| WellCare Health Plans | 0.1 | $44M | 590k | 74.66 | |
| Avis Budget (CAR) | 0.1 | $44M | 739k | 59.69 | |
| Texas Capital Bancshares (TCBI) | 0.1 | $45M | 826k | 53.95 | |
| Ares Capital Corporation (ARCC) | 0.1 | $44M | 2.5M | 17.86 | |
| Macquarie Infrastructure Company | 0.1 | $47M | 751k | 62.37 | |
| Armstrong World Industries (AWI) | 0.1 | $46M | 797k | 57.43 | |
| Sovran Self Storage | 0.1 | $47M | 604k | 77.25 | |
| Itt | 0.1 | $44M | 921k | 48.10 | |
| Novellus Systems, Inc. note 2.625% 5/1 | 0.1 | $45M | 661k | 67.58 | |
| Kb Home note | 0.1 | $46M | 2.5M | 18.68 | |
| Hos Us conv | 0.1 | $47M | 1.0M | 46.92 | |
| Goldman Sachs (GS) | 0.1 | $42M | 249k | 167.44 | |
| McKesson Corporation (MCK) | 0.1 | $42M | 224k | 186.21 | |
| CareFusion Corporation | 0.1 | $42M | 939k | 44.35 | |
| Halliburton Company (HAL) | 0.1 | $41M | 583k | 71.01 | |
| Praxair | 0.1 | $41M | 310k | 132.84 | |
| AutoZone (AZO) | 0.1 | $43M | 80k | 536.24 | |
| Key (KEY) | 0.1 | $43M | 3.0M | 14.33 | |
| Euronet Worldwide (EEFT) | 0.1 | $43M | 889k | 48.24 | |
| Babcock & Wilcox | 0.1 | $42M | 1.3M | 32.46 | |
| Ryland Group note | 0.1 | $42M | 1.1M | 39.44 | |
| Chesapeake Energy Corp note 2.250%12/1 | 0.1 | $40M | 1.3M | 31.08 | |
| Analog Devices (ADI) | 0.1 | $40M | 746k | 54.07 | |
| Valero Energy Corporation (VLO) | 0.1 | $40M | 804k | 50.10 | |
| WABCO Holdings | 0.1 | $40M | 371k | 106.82 | |
| W.R. Grace & Co. | 0.1 | $38M | 398k | 94.53 | |
| Bristow | 0.1 | $40M | 496k | 80.62 | |
| John Bean Technologies Corporation (JBTM) | 0.1 | $37M | 1.2M | 30.99 | |
| Pinnacle Financial Partners (PNFP) | 0.1 | $38M | 955k | 39.48 | |
| Potlatch Corporation (PCH) | 0.1 | $39M | 944k | 41.40 | |
| BioMed Realty Trust | 0.1 | $40M | 1.8M | 21.83 | |
| Xilinx Inc Cvt 2.625 6-15-17 convert | 0.1 | $39M | 818k | 47.31 | |
| CMS Energy Corporation (CMS) | 0.1 | $35M | 1.1M | 31.15 | |
| IAC/InterActive | 0.1 | $35M | 504k | 69.23 | |
| Home Depot (HD) | 0.1 | $36M | 446k | 80.96 | |
| Health Care SPDR (XLV) | 0.1 | $34M | 566k | 60.83 | |
| Lennar Corporation (LEN) | 0.1 | $35M | 832k | 41.98 | |
| Microchip Technology (MCHP) | 0.1 | $34M | 691k | 48.81 | |
| ITC Holdings | 0.1 | $34M | 928k | 36.48 | |
| Energen Corporation | 0.1 | $34M | 381k | 88.88 | |
| Aspen Technology | 0.1 | $34M | 728k | 46.40 | |
| SPECTRUM BRANDS Hldgs | 0.1 | $35M | 411k | 86.03 | |
| Liberty Media | 0.1 | $36M | 265k | 136.68 | |
| Mallinckrodt Pub | 0.1 | $36M | 448k | 80.02 | |
| W.W. Grainger (GWW) | 0.1 | $31M | 120k | 254.27 | |
| Starbucks Corporation (SBUX) | 0.1 | $32M | 419k | 77.38 | |
| Prestige Brands Holdings (PBH) | 0.1 | $30M | 888k | 33.89 | |
| Amphenol Corporation (APH) | 0.1 | $32M | 337k | 96.34 | |
| Reliance Steel & Aluminum (RS) | 0.1 | $31M | 421k | 73.71 | |
| Sirona Dental Systems | 0.1 | $32M | 388k | 82.46 | |
| Cytec Industries | 0.1 | $32M | 300k | 105.42 | |
| Raven Industries | 0.1 | $31M | 943k | 33.14 | |
| Raymond James Financial (RJF) | 0.1 | $33M | 646k | 50.73 | |
| Sally Beauty Holdings (SBH) | 0.1 | $31M | 1.2M | 25.08 | |
| Semtech Corporation (SMTC) | 0.1 | $31M | 1.2M | 26.15 | |
| Informatica Corporation | 0.1 | $30M | 853k | 35.65 | |
| DealerTrack Holdings | 0.1 | $32M | 714k | 45.34 | |
| Telecom Italia Spa Milano (TIAIY) | 0.1 | $33M | 3.3M | 9.85 | |
| Oasis Petroleum | 0.1 | $30M | 542k | 55.89 | |
| Sabra Health Care REIT (SBRA) | 0.1 | $33M | 1.2M | 28.71 | |
| Team Health Holdings | 0.1 | $33M | 652k | 49.94 | |
| Xpo Logistics Inc equity (XPO) | 0.1 | $30M | 1.1M | 28.62 | |
| Palo Alto Networks (PANW) | 0.1 | $31M | 371k | 83.85 | |
| Equity Residential (EQR) | 0.1 | $29M | 460k | 63.00 | |
| Manitowoc Company | 0.1 | $30M | 898k | 32.86 | |
| Universal Health Services (UHS) | 0.1 | $28M | 296k | 95.76 | |
| Kroger (KR) | 0.1 | $29M | 591k | 49.43 | |
| Thermo Fisher Scientific (TMO) | 0.1 | $30M | 254k | 118.00 | |
| Avnet (AVT) | 0.1 | $28M | 636k | 44.31 | |
| Stryker Corporation (SYK) | 0.1 | $27M | 324k | 84.32 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $29M | 613k | 47.79 | |
| Grand Canyon Education (LOPE) | 0.1 | $29M | 622k | 45.97 | |
| Live Nation Entertainment (LYV) | 0.1 | $29M | 1.2M | 24.69 | |
| Ultimate Software | 0.1 | $28M | 202k | 138.17 | |
| El Paso Energy Cap Tr I pfd cv tr secs (EP.PC) | 0.1 | $29M | 787k | 36.26 | |
| CONSOL Energy | 0.1 | $28M | 611k | 46.07 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $27M | 227k | 119.05 | |
| Littelfuse (LFUS) | 0.1 | $29M | 308k | 92.95 | |
| MarketAxess Holdings (MKTX) | 0.1 | $29M | 540k | 54.06 | |
| HMS Holdings | 0.1 | $28M | 1.4M | 20.41 | |
| Monolithic Power Systems (MPWR) | 0.1 | $27M | 629k | 42.35 | |
| Flotek Industries | 0.1 | $29M | 886k | 32.16 | |
| Interxion Holding | 0.1 | $27M | 974k | 27.38 | |
| Spirit Airlines | 0.1 | $27M | 418k | 63.24 | |
| Homeaway | 0.1 | $27M | 766k | 34.82 | |
| Acadia Healthcare (ACHC) | 0.1 | $27M | 595k | 45.50 | |
| Guidewire Software (GWRE) | 0.1 | $29M | 701k | 40.66 | |
| Forum Energy Technolo | 0.1 | $29M | 800k | 36.43 | |
| Axiall | 0.1 | $27M | 579k | 47.27 | |
| Priceline.com debt 1.000% 3/1 | 0.1 | $27M | 23k | 1203.02 | |
| Bright Horizons Fam Sol In D (BFAM) | 0.1 | $28M | 647k | 42.94 | |
| Twenty-first Century Fox | 0.1 | $29M | 823k | 35.15 | |
| Micron Technology Inc note 2.125% 2/1 | 0.1 | $27M | 820k | 32.95 | |
| Omnicare Inc dbcv 3.250%12/1 | 0.1 | $24M | 353k | 66.57 | |
| Ace Limited Cmn | 0.1 | $26M | 248k | 103.70 | |
| M&T Bank Corporation (MTB) | 0.1 | $26M | 208k | 124.05 | |
| Brown & Brown (BRO) | 0.1 | $25M | 823k | 30.71 | |
| Hologic (HOLX) | 0.1 | $26M | 1.0M | 25.35 | |
| Rollins (ROL) | 0.1 | $26M | 865k | 30.00 | |
| Medtronic | 0.1 | $26M | 400k | 63.76 | |
| Mettler-Toledo International (MTD) | 0.1 | $23M | 91k | 253.18 | |
| Synopsys (SNPS) | 0.1 | $25M | 640k | 38.82 | |
| Diageo (DEO) | 0.1 | $26M | 206k | 127.27 | |
| Biogen Idec (BIIB) | 0.1 | $25M | 78k | 315.30 | |
| Danaher Corporation (DHR) | 0.1 | $25M | 313k | 78.73 | |
| Pool Corporation (POOL) | 0.1 | $23M | 408k | 56.56 | |
| Corporate Executive Board Company | 0.1 | $26M | 384k | 68.22 | |
| Sempra Energy (SRE) | 0.1 | $23M | 221k | 104.71 | |
| Pioneer Natural Resources | 0.1 | $23M | 100k | 229.81 | |
| Bank of the Ozarks | 0.1 | $26M | 767k | 33.45 | |
| HCC Insurance Holdings | 0.1 | $26M | 532k | 48.94 | |
| Genes (GCO) | 0.1 | $24M | 293k | 82.13 | |
| Maximus (MMS) | 0.1 | $24M | 555k | 43.02 | |
| Aes Tr Iii pfd cv 6.75% | 0.1 | $25M | 1.6M | 15.55 | |
| Apogee Enterprises (APOG) | 0.1 | $23M | 660k | 34.86 | |
| Measurement Specialties | 0.1 | $25M | 287k | 86.07 | |
| On Assignment | 0.1 | $25M | 693k | 35.57 | |
| Vail Resorts (MTN) | 0.1 | $23M | 301k | 77.18 | |
| Cathay General Ban (CATY) | 0.1 | $26M | 1.0M | 25.56 | |
| Deckers Outdoor Corporation (DECK) | 0.1 | $23M | 265k | 86.33 | |
| Silicon Laboratories (SLAB) | 0.1 | $25M | 504k | 49.25 | |
| Allete (ALE) | 0.1 | $24M | 472k | 51.35 | |
| Huron Consulting (HURN) | 0.1 | $26M | 370k | 70.82 | |
| PrivateBan | 0.1 | $24M | 808k | 29.06 | |
| FEI Company | 0.1 | $24M | 268k | 90.73 | |
| Altra Holdings | 0.1 | $23M | 636k | 36.39 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.1 | $25M | 562k | 44.62 | |
| KAR Auction Services (KAR) | 0.1 | $24M | 761k | 31.87 | |
| Spectranetics Corporation | 0.1 | $25M | 1.1M | 22.88 | |
| Retail Opportunity Investments | 0.1 | $23M | 1.5M | 15.73 | |
| Envestnet (ENV) | 0.1 | $25M | 502k | 48.92 | |
| Chesapeake Enrgy Cvt Ppd 4.50 cv p | 0.1 | $26M | 836k | 31.08 | |
| Hawaiian Telcom Holdco | 0.1 | $23M | 815k | 28.61 | |
| Cavium | 0.1 | $26M | 523k | 49.66 | |
| Wesco Aircraft Holdings | 0.1 | $23M | 1.2M | 19.96 | |
| Marriott Vacations Wrldwde Cp (VAC) | 0.1 | $24M | 409k | 58.63 | |
| Proto Labs (PRLB) | 0.1 | $23M | 284k | 81.92 | |
| Globus Med Inc cl a (GMED) | 0.1 | $24M | 985k | 23.92 | |
| Diamondback Energy (FANG) | 0.1 | $25M | 281k | 88.80 | |
| Dominion Res Inc Va unit 04/01/2013 | 0.1 | $24M | 331k | 71.52 | |
| Mu Us conv | 0.1 | $25M | 744k | 32.95 | |
| Diamond Resorts International | 0.1 | $25M | 1.1M | 23.27 | |
| Allegion Plc equity (ALLE) | 0.1 | $26M | 461k | 56.68 | |
| Commscope Hldg (COMM) | 0.1 | $24M | 1.0M | 23.13 | |
| Rice Energy | 0.1 | $25M | 811k | 30.45 | |
| Time Warner Cable | 0.1 | $21M | 144k | 147.26 | |
| Peabody Energy Corp sdcv 4.750%12/1 | 0.1 | $20M | 1.2M | 16.35 | |
| BlackRock | 0.1 | $21M | 64k | 319.59 | |
| Costco Wholesale Corporation (COST) | 0.1 | $21M | 178k | 115.16 | |
| Wal-Mart Stores (WMT) | 0.1 | $20M | 268k | 75.07 | |
| General Electric Company | 0.1 | $20M | 760k | 26.28 | |
| Teradata Corporation (TDC) | 0.1 | $21M | 517k | 40.20 | |
| Valspar Corporation | 0.1 | $21M | 268k | 76.19 | |
| Nordstrom | 0.1 | $22M | 317k | 67.93 | |
| BE Aerospace | 0.1 | $20M | 214k | 92.49 | |
| Mid-America Apartment (MAA) | 0.1 | $21M | 280k | 73.05 | |
| Eastman Chemical Company (EMN) | 0.1 | $20M | 229k | 87.35 | |
| Mylan | 0.1 | $20M | 384k | 51.56 | |
| Altria (MO) | 0.1 | $21M | 511k | 41.94 | |
| Macy's (M) | 0.1 | $22M | 371k | 58.02 | |
| Encore Capital (ECPG) | 0.1 | $22M | 481k | 45.42 | |
| Churchill Downs (CHDN) | 0.1 | $20M | 225k | 90.11 | |
| Dover Corporation (DOV) | 0.1 | $23M | 250k | 90.95 | |
| Drew Industries | 0.1 | $23M | 454k | 50.01 | |
| Hersha Hospitality Trust | 0.1 | $21M | 3.1M | 6.71 | |
| Associated Estates Realty Corporation | 0.1 | $22M | 1.2M | 18.02 | |
| Altera Corporation | 0.1 | $22M | 634k | 34.76 | |
| AmSurg | 0.1 | $21M | 454k | 45.57 | |
| Clayton Williams Energy | 0.1 | $22M | 158k | 137.37 | |
| Dorman Products (DORM) | 0.1 | $22M | 454k | 49.32 | |
| Dril-Quip (DRQ) | 0.1 | $23M | 207k | 109.24 | |
| Emergent BioSolutions (EBS) | 0.1 | $20M | 910k | 22.46 | |
| Hibbett Sports (HIBB) | 0.1 | $21M | 392k | 54.17 | |
| IPC The Hospitalist Company | 0.1 | $21M | 470k | 44.22 | |
| IPG Photonics Corporation (IPGP) | 0.1 | $20M | 286k | 68.80 | |
| Middleby Corporation (MIDD) | 0.1 | $20M | 244k | 82.72 | |
| Oil States International (OIS) | 0.1 | $22M | 349k | 64.09 | |
| Oxford Industries (OXM) | 0.1 | $22M | 336k | 66.67 | |
| Rosetta Resources | 0.1 | $21M | 391k | 54.85 | |
| UIL Holdings Corporation | 0.1 | $20M | 521k | 38.71 | |
| Wintrust Financial Corporation (WTFC) | 0.1 | $22M | 474k | 46.00 | |
| Hexcel Corporation (HXL) | 0.1 | $22M | 529k | 40.90 | |
| Stifel Financial (SF) | 0.1 | $20M | 411k | 47.35 | |
| Wabtec Corporation (WAB) | 0.1 | $20M | 238k | 82.59 | |
| Wright Medical | 0.1 | $20M | 624k | 31.40 | |
| Advisory Board Company | 0.1 | $20M | 392k | 51.80 | |
| F5 Networks (FFIV) | 0.1 | $20M | 182k | 111.44 | |
| NorthWestern Corporation (NWE) | 0.1 | $21M | 404k | 52.19 | |
| PacWest Ban | 0.1 | $23M | 522k | 43.17 | |
| Rockwell Automation (ROK) | 0.1 | $22M | 175k | 125.16 | |
| Carmike Cinemas | 0.1 | $21M | 593k | 35.13 | |
| Teradyne (TER) | 0.1 | $22M | 1.1M | 19.60 | |
| Bank Of America Corporation preferred (BAC.PL) | 0.1 | $22M | 1.4M | 15.37 | |
| Cardtronics | 0.1 | $21M | 628k | 34.08 | |
| EXACT Sciences Corporation (EXAS) | 0.1 | $22M | 1.3M | 17.03 | |
| Novadaq Technologies | 0.1 | $21M | 1.3M | 16.48 | |
| Cubesmart (CUBE) | 0.1 | $21M | 1.1M | 18.32 | |
| Interface (TILE) | 0.1 | $20M | 1.1M | 18.84 | |
| Nextera Energy Inc unit | 0.1 | $20M | 195k | 102.48 | |
| Fleetmatics | 0.1 | $21M | 640k | 32.34 | |
| Nuance Communications Inc note 2.750%11/0 | 0.1 | $20M | 1.1M | 18.77 | |
| Shutterstock (SSTK) | 0.1 | $22M | 260k | 82.98 | |
| Artisan Partners (APAM) | 0.1 | $21M | 364k | 56.68 | |
| Brixmor Prty (BRX) | 0.1 | $21M | 908k | 22.95 | |
| Popeyes Kitchen | 0.1 | $23M | 521k | 43.71 | |
| First Financial Ban (FFBC) | 0.1 | $17M | 992k | 17.21 | |
| Reinsurance Group of America (RGA) | 0.1 | $19M | 236k | 78.90 | |
| Core Laboratories | 0.1 | $16M | 98k | 167.06 | |
| Franklin Resources (BEN) | 0.1 | $16M | 276k | 57.84 | |
| J.B. Hunt Transport Services (JBHT) | 0.1 | $16M | 218k | 73.78 | |
| Trimble Navigation (TRMB) | 0.1 | $16M | 443k | 36.95 | |
| Cabot Corporation (CBT) | 0.1 | $19M | 327k | 57.99 | |
| Vishay Intertechnology (VSH) | 0.1 | $19M | 1.2M | 15.49 | |
| BancorpSouth | 0.1 | $19M | 768k | 24.57 | |
| Convergys Corporation | 0.1 | $17M | 791k | 21.44 | |
| John Wiley & Sons (WLY) | 0.1 | $17M | 288k | 60.59 | |
| WESCO International (WCC) | 0.1 | $19M | 220k | 86.38 | |
| ProAssurance Corporation (PRA) | 0.1 | $16M | 363k | 44.40 | |
| City National Corporation | 0.1 | $19M | 252k | 75.76 | |
| Roper Industries (ROP) | 0.1 | $19M | 131k | 146.01 | |
| Employers Holdings (EIG) | 0.1 | $18M | 846k | 21.18 | |
| Invesco (IVZ) | 0.1 | $18M | 467k | 37.75 | |
| Boston Private Financial Holdings | 0.1 | $18M | 1.3M | 13.44 | |
| Impax Laboratories | 0.1 | $19M | 633k | 29.99 | |
| Kulicke and Soffa Industries (KLIC) | 0.1 | $18M | 1.3M | 14.26 | |
| Minerals Technologies (MTX) | 0.1 | $17M | 259k | 65.58 | |
| American Campus Communities | 0.1 | $16M | 425k | 38.24 | |
| Hittite Microwave Corporation | 0.1 | $17M | 216k | 77.95 | |
| Omega Healthcare Investors (OHI) | 0.1 | $18M | 494k | 36.86 | |
| Parker Drilling Company | 0.1 | $16M | 2.5M | 6.52 | |
| Rogers Corporation (ROG) | 0.1 | $19M | 287k | 66.35 | |
| Synchronoss Technologies | 0.1 | $18M | 504k | 34.96 | |
| Ciena Corporation (CIEN) | 0.1 | $16M | 744k | 21.66 | |
| Haynes International (HAYN) | 0.1 | $18M | 312k | 56.59 | |
| NetScout Systems (NTCT) | 0.1 | $19M | 432k | 44.34 | |
| Old Dominion Freight Line (ODFL) | 0.1 | $18M | 277k | 63.68 | |
| Poly | 0.1 | $18M | 1.5M | 12.53 | |
| Susser Holdings Corporation | 0.1 | $17M | 206k | 80.72 | |
| Cambrex Corporation | 0.1 | $16M | 793k | 20.70 | |
| IBERIABANK Corporation | 0.1 | $19M | 271k | 69.19 | |
| VMware | 0.1 | $19M | 191k | 96.81 | |
| Dana Holding Corporation (DAN) | 0.1 | $16M | 668k | 24.42 | |
| Mednax (MD) | 0.1 | $17M | 295k | 58.15 | |
| Signet Jewelers (SIG) | 0.1 | $17M | 152k | 110.59 | |
| Insulet Corporation (PODD) | 0.1 | $19M | 469k | 39.67 | |
| Cardiovascular Systems | 0.1 | $17M | 551k | 31.16 | |
| Verint Systems (VRNT) | 0.1 | $19M | 389k | 49.05 | |
| Primoris Services (PRIM) | 0.1 | $17M | 576k | 28.84 | |
| Hldgs (UAL) | 0.1 | $16M | 386k | 41.07 | |
| Sandisk Corp note 1.500% 8/1 | 0.1 | $17M | 164k | 104.43 | |
| Financial Engines | 0.1 | $17M | 364k | 45.28 | |
| Ss&c Technologies Holding (SSNC) | 0.1 | $18M | 401k | 44.22 | |
| Pacira Pharmaceuticals (PCRX) | 0.1 | $17M | 179k | 91.86 | |
| Health Care Reit Pfd I 6.5% | 0.1 | $17M | 277k | 62.67 | |
| Thermon Group Holdings (THR) | 0.1 | $18M | 679k | 26.32 | |
| Suncoke Energy (SXC) | 0.1 | $18M | 840k | 21.50 | |
| Level 3 Communications | 0.1 | $18M | 414k | 43.91 | |
| Post Holdings Inc Common (POST) | 0.1 | $18M | 349k | 50.91 | |
| Lam Research Corp conv | 0.1 | $17M | 254k | 67.58 | |
| Nexpoint Credit Strategies | 0.1 | $16M | 1.4M | 12.07 | |
| D Tumi Holdings | 0.1 | $19M | 932k | 20.13 | |
| Wageworks | 0.1 | $18M | 382k | 48.21 | |
| Tronox | 0.1 | $16M | 597k | 26.90 | |
| Restoration Hardware Hldgs I | 0.1 | $18M | 189k | 93.05 | |
| Ryland Group Inc Gtd Convertible Fxd Rt 0.250% 06/01/19 B/e Dtd 05/20/13 | 0.1 | $19M | 491k | 39.44 | |
| Biomarin Pharmaceutical Inc note 1.500%10/1 | 0.1 | $16M | 256k | 62.21 | |
| Everyday Health | 0.1 | $18M | 975k | 18.48 | |
| Nord Anglia Education | 0.1 | $17M | 910k | 18.30 | |
| NRG Energy (NRG) | 0.0 | $16M | 420k | 37.20 | |
| Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) | 0.0 | $14M | 273k | 52.56 | |
| CVB Financial (CVBF) | 0.0 | $15M | 952k | 16.03 | |
| HSN | 0.0 | $16M | 266k | 59.24 | |
| At&t (T) | 0.0 | $16M | 446k | 35.36 | |
| Power Integrations (POWI) | 0.0 | $16M | 274k | 57.54 | |
| Waste Connections | 0.0 | $15M | 308k | 48.55 | |
| Albany International (AIN) | 0.0 | $15M | 388k | 37.96 | |
| Intersil Corporation | 0.0 | $13M | 893k | 14.95 | |
| Exelon Corporation (EXC) | 0.0 | $15M | 420k | 36.48 | |
| CoStar (CSGP) | 0.0 | $13M | 82k | 158.17 | |
| Tenne | 0.0 | $14M | 213k | 65.70 | |
| Broadcom Corporation | 0.0 | $14M | 384k | 37.12 | |
| Kadant (KAI) | 0.0 | $13M | 336k | 38.45 | |
| EnerSys (ENS) | 0.0 | $15M | 222k | 68.79 | |
| Horsehead Holding | 0.0 | $16M | 851k | 18.26 | |
| MarineMax (HZO) | 0.0 | $14M | 843k | 16.74 | |
| Celadon (CGIP) | 0.0 | $14M | 677k | 21.32 | |
| Hanger Orthopedic | 0.0 | $14M | 430k | 31.45 | |
| Home Properties | 0.0 | $13M | 210k | 63.96 | |
| VeriFone Systems | 0.0 | $15M | 407k | 36.75 | |
| Quidel Corporation | 0.0 | $15M | 675k | 22.11 | |
| Rush Enterprises (RUSHA) | 0.0 | $13M | 367k | 34.67 | |
| Cubist Pharmaceuticals | 0.0 | $13M | 190k | 69.82 | |
| Knoll | 0.0 | $13M | 727k | 17.33 | |
| Neurocrine Biosciences (NBIX) | 0.0 | $16M | 1.1M | 14.84 | |
| DXP Enterprises (DXPE) | 0.0 | $14M | 182k | 75.54 | |
| Cynosure | 0.0 | $13M | 607k | 21.25 | |
| National Retail Properties (NNN) | 0.0 | $12M | 334k | 37.19 | |
| Rayonier (RYN) | 0.0 | $13M | 369k | 35.55 | |
| Virtus Investment Partners (VRTS) | 0.0 | $14M | 65k | 211.75 | |
| National CineMedia | 0.0 | $15M | 838k | 17.51 | |
| Comscore | 0.0 | $14M | 383k | 35.48 | |
| Jefferies Group Inc New dbcv 3.875%11/0 | 0.0 | $14M | 544k | 26.22 | |
| Linkedin Corp | 0.0 | $12M | 72k | 171.46 | |
| Popular (BPOP) | 0.0 | $13M | 392k | 34.18 | |
| Chuys Hldgs (CHUY) | 0.0 | $14M | 374k | 36.30 | |
| Noodles & Co (NDLS) | 0.0 | $15M | 436k | 34.39 | |
| Chimerix (CMRX) | 0.0 | $13M | 593k | 21.94 | |
| Masonite International | 0.0 | $14M | 243k | 56.26 | |
| Acceleron Pharma | 0.0 | $14M | 412k | 33.97 | |
| Biomarin Pharmaceutical Inc note 0.750%10/1 | 0.0 | $13M | 205k | 62.21 | |
| Washington Prime | 0.0 | $13M | 702k | 18.74 | |
| Spartannash | 0.0 | $15M | 718k | 21.01 | |
| Globe Specialty Metals | 0.0 | $9.2M | 441k | 20.78 | |
| DST Systems | 0.0 | $12M | 127k | 92.17 | |
| Interval Leisure | 0.0 | $12M | 528k | 21.94 | |
| KB Home (KBH) | 0.0 | $9.8M | 524k | 18.68 | |
| Cracker Barrel Old Country Store (CBRL) | 0.0 | $10M | 100k | 99.57 | |
| Apartment Investment and Management | 0.0 | $11M | 341k | 32.27 | |
| SVB Financial (SIVBQ) | 0.0 | $11M | 92k | 116.62 | |
| Cabela's Incorporated | 0.0 | $12M | 193k | 62.40 | |
| United Technologies Corporation | 0.0 | $11M | 97k | 115.45 | |
| Msci (MSCI) | 0.0 | $10M | 226k | 45.85 | |
| Ascent Media Corporation | 0.0 | $10M | 155k | 66.01 | |
| Credit Acceptance (CACC) | 0.0 | $9.7M | 78k | 123.11 | |
| Entravision Communication (EVC) | 0.0 | $11M | 1.8M | 6.22 | |
| McGrath Rent (MGRC) | 0.0 | $9.0M | 246k | 36.75 | |
| Barnes & Noble | 0.0 | $11M | 485k | 22.79 | |
| E.W. Scripps Company (SSP) | 0.0 | $12M | 581k | 21.16 | |
| Methode Electronics (MEI) | 0.0 | $12M | 304k | 38.21 | |
| Perficient (PRFT) | 0.0 | $12M | 610k | 19.47 | |
| Actuant Corporation | 0.0 | $9.7M | 281k | 34.57 | |
| BioScrip | 0.0 | $12M | 1.4M | 8.34 | |
| Checkpoint Systems | 0.0 | $9.4M | 675k | 13.99 | |
| Core-Mark Holding Company | 0.0 | $12M | 257k | 45.63 | |
| Cyberonics | 0.0 | $12M | 195k | 62.46 | |
| First Financial Bankshares (FFIN) | 0.0 | $12M | 389k | 31.37 | |
| H&E Equipment Services | 0.0 | $9.9M | 272k | 36.34 | |
| P.H. Glatfelter Company | 0.0 | $10M | 384k | 26.53 | |
| Viad (PRSU) | 0.0 | $10M | 418k | 23.84 | |
| Bio-Reference Laboratories | 0.0 | $9.3M | 307k | 30.22 | |
| Hercules Technology Growth Capital (HTGC) | 0.0 | $10M | 640k | 16.16 | |
| CalAmp | 0.0 | $9.5M | 440k | 21.66 | |
| Myr (MYRG) | 0.0 | $11M | 447k | 25.33 | |
| MedAssets | 0.0 | $9.6M | 420k | 22.84 | |
| Calix (CALX) | 0.0 | $9.9M | 1.2M | 8.18 | |
| Capitol Federal Financial (CFFN) | 0.0 | $10M | 842k | 12.16 | |
| Insperity (NSP) | 0.0 | $10M | 304k | 33.00 | |
| Remy International | 0.0 | $11M | 478k | 23.35 | |
| Rpx Corp | 0.0 | $9.5M | 538k | 17.75 | |
| Synageva Biopharma | 0.0 | $12M | 113k | 104.80 | |
| Blucora | 0.0 | $9.2M | 486k | 18.87 | |
| Cobalt Intl Energy Inc note | 0.0 | $9.9M | 539k | 18.35 | |
| Tristate Capital Hldgs | 0.0 | $10M | 733k | 14.13 | |
| Dominion Resources Inc 6% 07/01/2016 conbnp | 0.0 | $9.2M | 129k | 71.52 | |
| Cvent | 0.0 | $9.2M | 318k | 29.09 | |
| Vince Hldg | 0.0 | $12M | 318k | 36.62 | |
| Rpm International Inc convertible cor | 0.0 | $12M | 264k | 46.18 | |
| Talmer Ban | 0.0 | $8.8M | 640k | 13.79 | |
| Time | 0.0 | $9.1M | 374k | 24.22 | |
| Civeo | 0.0 | $8.9M | 354k | 25.03 | |
| Sportsmans Whse Hldgs (SPWH) | 0.0 | $9.2M | 1.2M | 8.00 | |
| Liberty Media Corp deb 3.500% 1/1 | 0.0 | $7.0M | 105k | 66.57 | |
| MICROS Systems | 0.0 | $8.2M | 121k | 67.90 | |
| Spectra Energy | 0.0 | $6.0M | 141k | 42.48 | |
| Ross Stores (ROST) | 0.0 | $8.8M | 132k | 66.13 | |
| Whirlpool Corporation (WHR) | 0.0 | $6.2M | 44k | 139.21 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $6.7M | 98k | 68.37 | |
| Darling International (DAR) | 0.0 | $8.1M | 388k | 20.90 | |
| Vistaprint N V | 0.0 | $8.6M | 212k | 40.46 | |
| Premiere Global Services | 0.0 | $5.4M | 407k | 13.35 | |
| Monotype Imaging Holdings | 0.0 | $7.4M | 263k | 28.17 | |
| QLogic Corporation | 0.0 | $7.7M | 762k | 10.09 | |
| Alamo (ALG) | 0.0 | $7.4M | 137k | 54.09 | |
| Federal Agricultural Mortgage (AGM) | 0.0 | $7.7M | 249k | 31.08 | |
| AZZ Incorporated (AZZ) | 0.0 | $8.3M | 181k | 46.08 | |
| NetGear (NTGR) | 0.0 | $5.9M | 170k | 34.77 | |
| SurModics (SRDX) | 0.0 | $6.6M | 308k | 21.42 | |
| Safeguard Scientifics | 0.0 | $6.6M | 319k | 20.79 | |
| Ddr Corp | 0.0 | $6.4M | 361k | 17.63 | |
| Market Vectors Oil Service Etf | 0.0 | $6.9M | 120k | 57.76 | |
| Duke Energy (DUK) | 0.0 | $7.0M | 94k | 74.19 | |
| West | 0.0 | $7.9M | 293k | 26.80 | |
| Fox Factory Hldg (FOXF) | 0.0 | $8.5M | 485k | 17.59 | |
| Micron Technology Inc bond | 0.0 | $7.7M | 232k | 32.95 | |
| Stanley Black & Decker Inc Uni p | 0.0 | $7.5M | 86k | 87.82 | |
| New Media Inv Grp | 0.0 | $7.9M | 562k | 14.11 | |
| Compass Minerals International (CMP) | 0.0 | $5.1M | 53k | 95.74 | |
| Vale (VALE) | 0.0 | $3.7M | 283k | 13.23 | |
| HSBC Holdings (HSBC) | 0.0 | $2.4M | 48k | 50.81 | |
| Tidewater | 0.0 | $2.2M | 39k | 56.14 | |
| Christopher & Banks Corporation (CBKCQ) | 0.0 | $4.5M | 514k | 8.76 | |
| La-Z-Boy Incorporated (LZB) | 0.0 | $4.5M | 193k | 23.17 | |
| Allergan | 0.0 | $2.8M | 16k | 169.23 | |
| Cemex SAB de CV (CX) | 0.0 | $3.6M | 273k | 13.23 | |
| GlaxoSmithKline | 0.0 | $2.8M | 52k | 53.49 | |
| Statoil ASA | 0.0 | $3.3M | 109k | 30.83 | |
| Linear Technology Corporation | 0.0 | $1.8M | 39k | 47.07 | |
| Toyota Motor Corporation (TM) | 0.0 | $3.9M | 32k | 119.65 | |
| Rock-Tenn Company | 0.0 | $2.0M | 19k | 105.61 | |
| Cliffs Natural Resources | 0.0 | $3.8M | 250k | 15.05 | |
| Fred's | 0.0 | $4.8M | 313k | 15.29 | |
| J&J Snack Foods (JJSF) | 0.0 | $4.8M | 51k | 94.12 | |
| TTM Technologies (TTMI) | 0.0 | $4.3M | 520k | 8.20 | |
| British American Tobac (BTI) | 0.0 | $2.8M | 24k | 119.07 | |
| Graham Corporation (GHM) | 0.0 | $2.5M | 73k | 34.81 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $3.2M | 45k | 72.63 | |
| Rockwood Holdings | 0.0 | $4.7M | 62k | 75.98 | |
| Chart Industries (GTLS) | 0.0 | $4.0M | 49k | 82.73 | |
| Middlesex Water Company (MSEX) | 0.0 | $4.1M | 193k | 21.18 | |
| Twin Disc, Incorporated (TWIN) | 0.0 | $3.8M | 116k | 33.05 | |
| Felcor Lodging Trust Inc. pfd cv a $1.95 | 0.0 | $3.8M | 357k | 10.51 | |
| Zep | 0.0 | $4.0M | 225k | 17.66 | |
| Kinder Morgan (KMI) | 0.0 | $5.0M | 138k | 36.27 | |
| Fairpoint Communications | 0.0 | $2.7M | 194k | 13.97 | |
| Trw Automotive 3.5% 12/01/15 conv | 0.0 | $3.2M | 36k | 89.52 | |
| Meritage Homes Corp conv | 0.0 | $4.7M | 111k | 42.20 | |
| Abbvie (ABBV) | 0.0 | $2.4M | 43k | 56.45 | |
| Solarcity | 0.0 | $3.9M | 56k | 70.59 | |
| Eastman Kodak (KODK) | 0.0 | $4.3M | 175k | 24.47 | |
| Illumina Inc Note 0.250% cb | 0.0 | $5.3M | 30k | 178.53 | |
| Diamond Offshore Drilling | 0.0 | $128k | 2.6k | 49.48 | |
| Cit | 0.0 | $96k | 2.1k | 45.71 | |
| Jetblue Airways Corp dbcv 6.750%10/1 | 0.0 | $2.0k | 205.00 | 9.76 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.0 | $278k | 7.5k | 37.07 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $964k | 22k | 43.23 | |
| Portland General Electric Company (POR) | 0.0 | $171k | 4.9k | 34.69 | |
| Joy Global | 0.0 | $102k | 1.7k | 61.63 | |
| MasterCard Incorporated (MA) | 0.0 | $1.4M | 19k | 73.50 | |
| U.S. Bancorp (USB) | 0.0 | $275k | 6.4k | 43.29 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $1.7M | 46k | 37.49 | |
| People's United Financial | 0.0 | $233k | 15k | 15.17 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $46k | 1.1k | 40.24 | |
| Affiliated Managers (AMG) | 0.0 | $87k | 422.00 | 206.16 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $127k | 1.0k | 126.75 | |
| Caterpillar (CAT) | 0.0 | $532k | 4.9k | 108.62 | |
| McDonald's Corporation (MCD) | 0.0 | $18k | 175.00 | 102.86 | |
| Range Resources (RRC) | 0.0 | $504k | 5.8k | 86.94 | |
| Waste Management (WM) | 0.0 | $225k | 5.0k | 44.78 | |
| BioMarin Pharmaceutical (BMRN) | 0.0 | $58k | 928.00 | 62.50 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $44k | 1.0k | 44.00 | |
| Hospira | 0.0 | $1.7M | 33k | 51.37 | |
| Bunge | 0.0 | $45k | 600.00 | 75.00 | |
| Spdr S&p 500 Etf (SPY) | 0.0 | $902k | 4.6k | 195.62 | |
| Cardinal Health (CAH) | 0.0 | $159k | 2.3k | 68.50 | |
| 3M Company (MMM) | 0.0 | $936k | 6.5k | 143.23 | |
| Federated Investors (FHI) | 0.0 | $258k | 8.4k | 30.87 | |
| H&R Block (HRB) | 0.0 | $306k | 9.1k | 33.56 | |
| Kohl's Corporation (KSS) | 0.0 | $195k | 3.7k | 52.76 | |
| Leggett & Platt (LEG) | 0.0 | $34k | 1.0k | 34.00 | |
| Nucor Corporation (NUE) | 0.0 | $12k | 250.00 | 48.00 | |
| T. Rowe Price (TROW) | 0.0 | $1.3M | 15k | 84.40 | |
| Zebra Technologies (ZBRA) | 0.0 | $237k | 2.9k | 82.26 | |
| Transocean (RIG) | 0.0 | $5.0k | 100.00 | 50.00 | |
| Franklin Electric (FELE) | 0.0 | $82k | 2.0k | 40.20 | |
| C.R. Bard | 0.0 | $876k | 6.1k | 142.97 | |
| MDU Resources (MDU) | 0.0 | $741k | 21k | 35.09 | |
| Forward Air Corporation | 0.0 | $87k | 1.8k | 47.78 | |
| MSC Industrial Direct (MSM) | 0.0 | $51k | 530.00 | 96.23 | |
| Gartner (IT) | 0.0 | $96k | 1.4k | 70.33 | |
| Allstate Corporation (ALL) | 0.0 | $755k | 13k | 58.74 | |
| International Business Machines (IBM) | 0.0 | $1.0M | 5.6k | 181.33 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $1.5M | 14k | 102.61 | |
| Walgreen Company | 0.0 | $148k | 2.0k | 74.00 | |
| Total (TTE) | 0.0 | $389k | 5.4k | 72.29 | |
| Canadian Natural Resources (CNQ) | 0.0 | $329k | 7.2k | 45.90 | |
| Mbia (MBI) | 0.0 | $454k | 41k | 11.05 | |
| Canon (CAJPY) | 0.0 | $575k | 18k | 32.78 | |
| Clorox Company (CLX) | 0.0 | $2.0k | 24.00 | 83.33 | |
| Cumulus Media | 0.0 | $18k | 2.8k | 6.41 | |
| United States Oil Fund | 0.0 | $33k | 850.00 | 38.82 | |
| Bce (BCE) | 0.0 | $18k | 400.00 | 45.00 | |
| Arch Capital Group (ACGL) | 0.0 | $714k | 12k | 57.44 | |
| MercadoLibre (MELI) | 0.0 | $500k | 5.2k | 95.31 | |
| Penske Automotive (PAG) | 0.0 | $470k | 9.5k | 49.51 | |
| Landstar System (LSTR) | 0.0 | $490k | 7.7k | 63.98 | |
| SPDR Gold Trust (GLD) | 0.0 | $375k | 2.9k | 128.21 | |
| PowerShares DB Com Indx Trckng Fund | 0.0 | $181k | 6.8k | 26.54 | |
| TRW Automotive Holdings | 0.0 | $994k | 11k | 89.51 | |
| Juniper Networks (JNPR) | 0.0 | $612k | 25k | 24.53 | |
| Estee Lauder Companies (EL) | 0.0 | $1.3M | 17k | 74.24 | |
| Baidu (BIDU) | 0.0 | $675k | 3.6k | 186.72 | |
| Brunswick Corporation (BC) | 0.0 | $93k | 2.2k | 42.18 | |
| Cogent Communications (CCOI) | 0.0 | $89k | 2.6k | 34.52 | |
| Enbridge (ENB) | 0.0 | $146k | 3.1k | 47.42 | |
| Enterprise Products Partners (EPD) | 0.0 | $39k | 500.00 | 78.00 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $89k | 704.00 | 126.42 | |
| VAALCO Energy (EGY) | 0.0 | $100k | 14k | 7.21 | |
| Lam Research Corporation | 0.0 | $541k | 8.0k | 67.63 | |
| Starwood Hotels & Resorts Worldwide | 0.0 | $938k | 12k | 80.86 | |
| Virtusa Corporation | 0.0 | $92k | 2.6k | 35.71 | |
| Align Technology (ALGN) | 0.0 | $82k | 1.5k | 56.09 | |
| Cognex Corporation (CGNX) | 0.0 | $107k | 2.8k | 38.52 | |
| FMC Corporation (FMC) | 0.0 | $883k | 12k | 71.19 | |
| G-III Apparel (GIII) | 0.0 | $89k | 1.1k | 81.95 | |
| Regency Energy Partners | 0.0 | $252k | 7.8k | 32.16 | |
| Stone Energy Corporation | 0.0 | $273k | 5.8k | 46.77 | |
| Salix Pharmaceuticals | 0.0 | $82k | 666.00 | 123.12 | |
| Banco Santander (SAN) | 0.0 | $0 | 5.00 | 0.00 | |
| Trinity Industries (TRN) | 0.0 | $988k | 23k | 43.72 | |
| Cimarex Energy | 0.0 | $60k | 415.00 | 144.58 | |
| Allegiant Travel Company (ALGT) | 0.0 | $82k | 696.00 | 117.82 | |
| Cree | 0.0 | $791k | 16k | 49.93 | |
| Dresser-Rand | 0.0 | $96k | 1.5k | 63.83 | |
| Cheniere Energy (LNG) | 0.0 | $160k | 2.2k | 71.68 | |
| tw tele | 0.0 | $78k | 1.9k | 40.06 | |
| Tyler Technologies (TYL) | 0.0 | $80k | 873.00 | 91.64 | |
| Basic Energy Services | 0.0 | $96k | 3.3k | 29.29 | |
| Brookdale Senior Living (BKD) | 0.0 | $89k | 2.7k | 33.32 | |
| Healthcare Services (HCSG) | 0.0 | $105k | 3.6k | 29.54 | |
| National Fuel Gas (NFG) | 0.0 | $733k | 9.4k | 78.25 | |
| Portfolio Recovery Associates | 0.0 | $86k | 1.4k | 59.52 | |
| Westlake Chemical Corporation (WLK) | 0.0 | $92k | 1.1k | 83.48 | |
| Astronics Corporation (ATRO) | 0.0 | $76k | 1.4k | 56.13 | |
| Natus Medical | 0.0 | $231k | 9.2k | 25.19 | |
| Conn's (CONNQ) | 0.0 | $247k | 5.0k | 49.33 | |
| Ihs | 0.0 | $89k | 658.00 | 135.26 | |
| Cameron International Corporation | 0.0 | $577k | 8.5k | 67.74 | |
| Dex (DXCM) | 0.0 | $59k | 1.5k | 39.78 | |
| Orient-exp Htls | 0.0 | $85k | 5.8k | 14.61 | |
| Ypf Sa (YPF) | 0.0 | $166k | 5.1k | 32.61 | |
| iShares Dow Jones US Home Const. (ITB) | 0.0 | $112k | 4.5k | 24.89 | |
| Market Vectors Gold Miners ETF | 0.0 | $481k | 18k | 26.37 | |
| SM Energy (SM) | 0.0 | $202k | 2.4k | 84.10 | |
| Suncor Energy (SU) | 0.0 | $372k | 8.7k | 42.68 | |
| CBOE Holdings (CBOE) | 0.0 | $83k | 1.7k | 49.17 | |
| iShares MSCI Brazil Index (EWZ) | 0.0 | $641k | 14k | 47.69 | |
| Shutterfly | 0.0 | $279k | 6.5k | 42.99 | |
| Sensata Technologies Hldg Bv | 0.0 | $109k | 2.3k | 46.96 | |
| Market Vector Russia ETF Trust | 0.0 | $486k | 19k | 26.32 | |
| iShares MSCI Taiwan Index | 0.0 | $442k | 28k | 15.79 | |
| Magnum Hunter Resources Corporation | 0.0 | $95k | 12k | 8.19 | |
| LogMeIn | 0.0 | $208k | 4.5k | 46.68 | |
| Global Power Equipment Grp I | 0.0 | $1.7M | 105k | 16.16 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.0 | $131k | 2.4k | 55.74 | |
| Fortinet (FTNT) | 0.0 | $439k | 18k | 25.12 | |
| Cincinnati Bell Inc 6.75% Cum p | 0.0 | $24k | 6.1k | 3.92 | |
| Industries N shs - a - (LYB) | 0.0 | $130k | 1.3k | 97.97 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 0.0 | $74k | 700.00 | 105.71 | |
| First Republic Bank/san F (FRCB) | 0.0 | $100k | 1.8k | 54.85 | |
| Kayne Anderson Energy Development | 0.0 | $56k | 1.7k | 33.94 | |
| iShares MSCI Germany Index Fund (EWG) | 0.0 | $78k | 2.5k | 31.20 | |
| Enerplus Corp | 0.0 | $11k | 450.00 | 24.44 | |
| iShares Dow Jones US Reg Banks Ind. (IAT) | 0.0 | $529k | 15k | 35.00 | |
| United Sts Brent Oil Fd Lp unit (BNO) | 0.0 | $34k | 750.00 | 45.33 | |
| MiMedx (MDXG) | 0.0 | $50k | 7.0k | 7.15 | |
| Hollyfrontier Corp | 0.0 | $122k | 2.8k | 43.59 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $126k | 4.7k | 26.65 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $88k | 4.7k | 18.61 | |
| Cbre Group Inc Cl A (CBRE) | 0.0 | $20k | 610.00 | 32.79 | |
| Alkermes (ALKS) | 0.0 | $89k | 1.8k | 50.31 | |
| Dunkin' Brands Group | 0.0 | $104k | 2.3k | 45.86 | |
| Angie's List | 0.0 | $334k | 28k | 11.95 | |
| Invensense | 0.0 | $245k | 11k | 22.65 | |
| Jazz Pharmaceuticals (JAZZ) | 0.0 | $84k | 572.00 | 146.85 | |
| Matador Resources (MTDR) | 0.0 | $57k | 1.9k | 29.25 | |
| First Trust Energy Income & Gr | 0.0 | $63k | 1.8k | 36.00 | |
| Kinder Morgan Inc/delaware Wts | 0.0 | $582k | 208k | 2.80 | |
| Pdc Energy | 0.0 | $270k | 4.3k | 63.14 | |
| Proofpoint | 0.0 | $202k | 5.4k | 37.38 | |
| stock | 0.0 | $310k | 5.6k | 55.26 | |
| United Technol conv prf | 0.0 | $911k | 7.9k | 115.46 | |
| Ryman Hospitality Pptys (RHP) | 0.0 | $360k | 7.5k | 48.20 | |
| Pbf Energy Inc cl a (PBF) | 0.0 | $1.5M | 57k | 26.65 | |
| Southcross Energy Partners L | 0.0 | $504k | 22k | 23.02 | |
| Icon (ICLR) | 0.0 | $110k | 2.3k | 47.03 | |
| Ishares Inc msci frntr 100 (FM) | 0.0 | $260k | 7.2k | 36.11 | |
| Fossil (FOSL) | 0.0 | $1.0k | 10.00 | 100.00 | |
| Tableau Software Inc Cl A | 0.0 | $136k | 1.9k | 71.39 | |
| Omnicare Inc bond | 0.0 | $1.0M | 15k | 66.56 | |
| Intercontinental Exchange (ICE) | 0.0 | $22k | 114.00 | 192.98 | |
| Columbia Ppty Tr | 0.0 | $338k | 13k | 25.99 | |
| Perrigo Company (PRGO) | 0.0 | $1.4M | 9.3k | 145.77 | |
| Endurance Intl Group Hldgs I | 0.0 | $77k | 5.1k | 15.19 | |
| Ep Energy | 0.0 | $108k | 4.7k | 23.15 | |
| Cbs Outdoor Americas | 0.0 | $272k | 8.3k | 32.62 | |
| Navient Corporation equity (NAVI) | 0.0 | $29k | 1.7k | 17.43 | |
| Mobileiron | 0.0 | $171k | 18k | 9.52 |
