Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 12, 2015
Total Value: $1.059B (30.4% shares, 69.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 251,915 | $52M | 4.9% | $177.60 | — | TR UNIT | 78462F103 |
| — | INTEL CORP | 19,135,000 | $30.21M | 2.9% | $1.33 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | WELLPOINT INC | 13,833,000 | $28.58M | 2.7% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ACTAVIS PLC | 27,611 | $28.46M | 2.7% | $1030.86 | — | PFD CONV SER A | G0083B116 |
| — | WELLS FARGO & CO NEW | 18,640 | $22.8M | 2.2% | $1199.15 | — | PERP PFD CNV A | 949746804 |
| — | GILEAD SCIENCES INC | 4,620,000 | $19.91M | 1.9% | $2.58 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | BANK AMER CORP | 17,030 | $19.7M | 1.9% | $1135.22 | — | 7.25%CNV PFD L | 060505682 |
| — | PRICELINE GRP INC | 12,564,000 | $16.77M | 1.6% | $1.21 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | WELLS FARGO & CO | 13,133,000 | $14.67M | 1.4% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| IVV | ISHARES TR | 69,107 | $14.36M | 1.4% | $207.81 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWESTERN ENERGY CO | 282,140 | $14.23M | 1.3% | $50.44 | — | DEP SHS 1/20 B | 845467208 |
| — | TYSON FOODS INC | 278,868 | $13.48M | 1.3% | $49.57 | — | UNIT 99/99/9999 | 902494301 |
| — | MICRON TECHNOLOGY INC | 12,104,000 | $13.38M | 1.3% | $1.31 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | T MOBILE US INC | 222,912 | $13.07M | 1.2% | $54.23 | — | CONV PFD SER A | 872590203 |
| — | CHENIERE ENERGY INC | 15,491,000 | $12.82M | 1.2% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | TESLA MTRS INC | 15,000,000 | $12.56M | 1.2% | $0.89 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | NOVELLUS SYS INC | 5,919,000 | $12.08M | 1.1% | $1.47 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | INTEL CORP | 9,662,000 | $12.02M | 1.1% | $1.19 | — | SDCV 12/1 | 458140AD2 |
| — | PRICELINE GRP INC | 9,786,000 | $11.17M | 1.1% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | LAM RESEARCH CORP | 8,077,000 | $10.46M | 1.0% | $1.23 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | SPECTRANETICS CORP | 7,815,000 | $10.11M | 1.0% | $1.19 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | MACQUARIE INFRASTR CO LLC | 8,241,000 | $9.763M | 0.9% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 68,586 | $9.497M | 0.9% | $138.47 | — | MAN COV SEC 16 | N31738110 |
| — | UTI WORLDWIDE INC | 8,512,000 | $9.385M | 0.9% | $1.10 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | ENCORE CAP GROUP INC | 8,500,000 | $9.159M | 0.9% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | STILLWATER MNG CO | 7,796,000 | $8.888M | 0.8% | $1.07 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MYLAN INC | 1,956,000 | $8.696M | 0.8% | $3.00 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | RPM INTL INC | 7,327,000 | $8.64M | 0.8% | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | TTM TECHNOLOGIES INC | 7,803,000 | $8.54M | 0.8% | $1.05 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | XILINX INC | 5,715,000 | $8.454M | 0.8% | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 8,500,000 | $8.05M | 0.8% | $0.95 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | DEPOMED INC | 6,000,000 | $7.932M | 0.7% | $1.10 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | MERITOR INC | 5,280,000 | $7.884M | 0.7% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | NVIDIA CORP | 6,630,000 | $7.786M | 0.7% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | NAVISTAR INTL CORP NEW | 8,750,000 | $7.771M | 0.7% | $0.95 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | OLD REP INTL CORP | 6,535,000 | $7.713M | 0.7% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | ACORDA THERAPEUTICS INC | 7,500,000 | $7.678M | 0.7% | $1.12 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | SEACOR HOLDINGS INC | 8,779,000 | $7.572M | 0.7% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | WEB COM GROUP INC | 8,000,000 | $7.37M | 0.7% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | PENNYMAC CORP | 7,500,000 | $7.185M | 0.7% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | BOTTOMLINE TECH DEL INC | 6,500,000 | $7.178M | 0.7% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | HEALTH CARE REIT INC | 106,347 | $7.143M | 0.7% | $56.81 | — | PFD PER CON I | 42217K601 |
| — | WABASH NATL CORP | 5,200,000 | $7.059M | 0.7% | $1.29 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 6,500,000 | $7.005M | 0.7% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | B2GOLD CORP | 8,000,000 | $6.96M | 0.7% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | HOLOGIC INC | 4,486,000 | $6.601M | 0.6% | $1.15 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | TESLA MTRS INC | 7,523,000 | $6.59M | 0.6% | $0.94 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | DOMINION RES INC VA NEW | 116,618 | $6.556M | 0.6% | $56.83 | — | UNIT 04/01/2013 | 25746U703 |
| — | QUIDEL CORP | 6,000,000 | $6.51M | 0.6% | $1.10 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | APOLLO COML REAL EST FIN INC | 6,380,000 | $6.429M | 0.6% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | KEYCORP NEW | 47,894 | $6.248M | 0.6% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | SALESFORCE COM INC | 5,012,000 | $6.002M | 0.6% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | GENERAL CABLE CORP DEL NEW | 7,250,000 | $5.751M | 0.5% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CIENA CORP | 4,465,000 | $5.672M | 0.5% | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| PFF | ISHARES | 138,197 | $5.542M | 0.5% | $40.10 | — | U.S. PFD STK ETF | 464288687 |
| — | RAIT FINANCIAL TRUST | 6,500,000 | $5.541M | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | YAHOO INC | 5,113,000 | $5.513M | 0.5% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | ON SEMICONDUCTOR CORP | 4,217,000 | $5.399M | 0.5% | $1.20 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | NEXTERA ENERGY INC | 81,858 | $5.347M | 0.5% | $56.95 | — | UNIT 09/01/2015 | 65339F887 |
| — | MERITAGE HOMES CORP | 5,000,000 | $5.344M | 0.5% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | AKAMAI TECHNOLOGIES INC | 4,804,000 | $5.173M | 0.5% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | BLUCORA INC | 5,369,000 | $5.003M | 0.5% | $0.94 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | REDWOOD TR INC | 5,000,000 | $4.975M | 0.5% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | WEYERHAEUSER CO | 90,960 | $4.973M | 0.5% | $54.82 | — | PREF CONV SER A | 962166872 |
| — | SERVICENOW INC | 3,979,000 | $4.893M | 0.5% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,219,000 | $4.844M | 0.5% | $1.09 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | NEWPARK RES INC | 4,328,000 | $4.836M | 0.5% | $1.32 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | SUNEDISON INC | 2,814,000 | $4.833M | 0.5% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | VIPSHOP HLDGS LTD | 3,059,000 | $4.778M | 0.5% | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | PROOFPOINT INC | 3,000,000 | $4.767M | 0.4% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | CEMEX SAB DE CV | 4,000,000 | $4.735M | 0.4% | $1.21 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | JARDEN CORP | 2,758,000 | $4.724M | 0.4% | $1.46 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | WEBMD HEALTH CORP | 4,465,000 | $4.717M | 0.4% | $1.00 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | INCYTE CORP | 2,549,000 | $4.643M | 0.4% | $1.49 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | SPIRIT RLTY CAP INC NEW | 4,631,000 | $4.625M | 0.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | AMTRUST FINL SVCS INC | 5,092,000 | $4.574M | 0.4% | $0.90 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | MOLINA HEALTHCARE INC | 3,537,000 | $4.545M | 0.4% | $1.28 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,731,000 | $4.469M | 0.4% | $1.08 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | FORESTAR GROUP INC | 4,723,000 | $4.445M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | SPECTRUM PHARMACEUTICALS INC | 4,816,000 | $4.396M | 0.4% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | FOREST CITY ENTERPRISES INC | 3,417,000 | $4.281M | 0.4% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| IGSB | ISHARES | 40,215 | $4.242M | 0.4% | $105.11 | — | 1-3 YR CR BD ETF | 464288646 |
| — | SERVICESOURCE INTL LLC | 5,552,000 | $4.085M | 0.4% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | PROSPECT CAPITAL CORPORATION | 4,000,000 | $4.08M | 0.4% | $1.02 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | STARWOOD PPTY TR INC | 3,711,000 | $4.073M | 0.4% | $1.06 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ALBANY MOLECULAR RESH INC | 3,187,000 | $4.059M | 0.4% | $1.22 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | STONE ENERGY CORP | 4,500,000 | $4.058M | 0.4% | $0.90 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | IRIDIUM COMMUNICATIONS INC | 11,364 | $4.026M | 0.4% | $334.00 | — | PERP PFD CNV B | 46269C409 |
| — | COLONY FINL INC | 3,727,000 | $4.009M | 0.4% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 3,438,000 | $3.972M | 0.4% | $1.16 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | AMERICAN TOWER CORP NEW | 37,897 | $3.898M | 0.4% | $104.34 | — | PFD CONV SER A | 03027X308 |
| — | ENVESTNET INC | 3,477,000 | $3.885M | 0.4% | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | HORSEHEAD HLDG CORP | 3,653,000 | $3.882M | 0.4% | $1.13 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | MGM RESORTS INTERNATIONAL | 3,383,000 | $3.853M | 0.4% | $1.15 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | ARES CAP CORP | 3,688,000 | $3.843M | 0.4% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | BRISTOW GROUP INC | 3,639,000 | $3.645M | 0.3% | $1.16 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | CHESAPEAKE ENERGY CORP | 4,000,000 | $3.62M | 0.3% | $0.91 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | SINA CORP | 3,971,000 | $3.598M | 0.3% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | ARES CAP CORP | 3,442,000 | $3.55M | 0.3% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | AIRTRAN HLDGS INC | 1,170,000 | $3.535M | 0.3% | $1.61 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | SANDISK CORP | 3,513,000 | $3.522M | 0.3% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | UNITED TECHNOLOGIES CORP | 55,758 | $3.432M | 0.3% | $59.74 | — | UNIT 06/01/2015 | 913017117 |
| — | MEDICINES CO | 2,892,000 | $3.427M | 0.3% | $1.48 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | ALERE INC | 2,851,000 | $3.39M | 0.3% | $1.19 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | LIBERTY INTERACTIVE LLC | 2,374,000 | $3.314M | 0.3% | $1.34 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | WELLS FARGO & CO | 3,045,000 | $3.309M | 0.3% | $1.09 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | ICONIX BRAND GROUP INC | 2,835,000 | $3.304M | 0.3% | $1.23 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | COBALT INTL ENERGY INC | 4,500,000 | $3.286M | 0.3% | $0.73 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | SEACOR HOLDINGS INC | 3,185,000 | $3.264M | 0.3% | $1.14 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | FIDELITY NATIONAL FINANCIAL | 1,546,000 | $3.113M | 0.3% | $1.38 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | AMTRUST FINL SVCS INC | 1,408,000 | $3.091M | 0.3% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | TEVA PHARMACEUTICAL FIN LLC | 2,028,000 | $3M | 0.3% | $1.42 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | RYLAND GROUP INC | 1,887,000 | $2.993M | 0.3% | $1.59 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 10,615 | $2.943M | 0.3% | $277.25 | — | UTSER1 S&PDCRP | 78467Y107 |
| — | RADIAN GROUP INC | 1,926,000 | $2.942M | 0.3% | $1.34 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | STANLEY BLACK & DECKER INC | 21,980 | $2.934M | 0.3% | $127.38 | — | UNIT 99/99/9999 | 854502309 |
| — | HAWAIIAN HOLDINGS INC | 1,036,000 | $2.929M | 0.3% | $1.14 | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | INTERDIGITAL INC | 2,706,000 | $2.918M | 0.3% | $1.11 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | MICRON TECHNOLOGY INC | 1,162,000 | $2.916M | 0.3% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | YANDEX NV | 3,500,000 | $2.862M | 0.3% | $0.82 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | MGIC INVT CORP WIS | 1,937,000 | $2.842M | 0.3% | $1.16 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | ILLUMINA INC | 1,279,000 | $2.825M | 0.3% | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | AKORN INC | 521,000 | $2.821M | 0.3% | $1.73 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | BGC PARTNERS INC | 2,598,000 | $2.82M | 0.3% | $1.09 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | DEALERTRACK TECHNOLOGIES INC | 2,361,000 | $2.8M | 0.3% | $1.34 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | ALCOA INC | 62,340 | $2.73M | 0.3% | $49.83 | — | DEP SHS 1/10TH | 013817309 |
| — | VERINT SYS INC | 2,345,000 | $2.728M | 0.3% | $1.08 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | AMSURG CORP | 22,030 | $2.714M | 0.3% | $112.80 | — | PFD CNV SR A-1 % | 03232P504 |
| — | CALLAWAY GOLF CO | 2,099,000 | $2.689M | 0.3% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | ELECTRONIC ARTS INC | 1,443,000 | $2.676M | 0.3% | $1.07 | — | NOTE 0.750% 7/1 | 285512AA7 |
| SPSB | SPDR SERIES TRUST | 86,156 | $2.648M | 0.2% | $30.56 | — | BARC SHT TR CP | 78464A474 |
| BSV | VANGUARD BD INDEX FD INC | 32,837 | $2.645M | 0.2% | $80.03 | — | SHORT TRM BOND | 921937827 |
| — | CANADIAN SOLAR INC | 2,500,000 | $2.631M | 0.2% | $1.05 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | MICROCHIP TECHNOLOGY INC | 1,318,000 | $2.58M | 0.2% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | J2 GLOBAL INC | 2,245,000 | $2.571M | 0.2% | $1.10 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | HUNTINGTON BANCSHARES INC | 1,912 | $2.565M | 0.2% | $1279.91 | — | PFD CONV SER A | 446150401 |
| — | EXELON CORP | 52,425 | $2.543M | 0.2% | $50.87 | — | UNIT 99/99/9999 | 30161N127 |
| — | ALERE INC | 7,500 | $2.528M | 0.2% | $314.13 | — | PERP PFD CONV SE | 01449J204 |
| — | STARWOOD PPTY TR INC | 2,179,000 | $2.51M | 0.2% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | NUVASIVE INC | 1,983,000 | $2.473M | 0.2% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ROYAL GOLD INC | 2,393,000 | $2.459M | 0.2% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | BROADSOFT INC | 2,288,000 | $2.424M | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | RESOURCE CAP CORP | 2,471,000 | $2.417M | 0.2% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,404,000 | $2.402M | 0.2% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,666,000 | $2.34M | 0.2% | $1.22 | — | NOTE 1.750%12/0 | 874054AC3 |
| AAPL | APPLE INC | 18,132 | $2.258M | 0.2% | $18.42 | +45.7% | COM | 037833100 |
| — | ASCENT CAP GROUP INC | 2,974,000 | $2.248M | 0.2% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | CROWN CASTLE INTL CORP NEW | 21,401 | $2.223M | 0.2% | $102.52 | — | CNV PFD STK SR A | 22822V200 |
| — | SANDISK CORP | 1,615,000 | $2.199M | 0.2% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | UNITED THERAPEUTICS CORP DEL | 600,000 | $2.162M | 0.2% | $1.61 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| XLE | SELECT SECTOR SPDR TR | 27,246 | $2.114M | 0.2% | $77.59 | — | SBI INT-ENERGY | 81369Y506 |
| — | JDS UNIPHASE CORP | 2,003,000 | $2.072M | 0.2% | $1.00 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | CADENCE DESIGN SYSTEM INC | 809,000 | $1.969M | 0.2% | $1.93 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | HEALTH CARE REIT INC | 1,267,000 | $1.932M | 0.2% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | AIR LEASE CORP | 1,332,000 | $1.92M | 0.2% | $1.29 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | DANAHER CORP DEL | 779,000 | $1.919M | 0.2% | $1.86 | — | NOTE 1/2 | 235851AF9 |
| — | TELEFLEX INC | 965,000 | $1.9M | 0.2% | $1.38 | — | NOTE 3.875% 8/0 | 879369AA4 |
| DBJP | DBX ETF TR | 44,979 | $1.851M | 0.2% | $40.23 | — | XTRAK MSCI JAPN | 233051507 |
| DBEU | DBX ETF TR | 61,994 | $1.807M | 0.2% | $29.15 | — | DB XTR MSCI EUR | 233051853 |
| — | PACIRA PHARMACEUTICALS INC | 473,000 | $1.689M | 0.2% | $3.73 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | JANUS CAP GROUP INC | 968,000 | $1.558M | 0.1% | $1.21 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| XLU | SELECT SECTOR SPDR TR | 34,066 | $1.513M | 0.1% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | ICONIX BRAND GROUP INC | 1,151,000 | $1.37M | 0.1% | $1.27 | — | NOTE 1.500% 3/1 | 451055AF4 |
| JPM | JPMORGAN CHASE & CO | 22,375 | $1.356M | 0.1% | $36.73 | +20.5% | COM | 46625H100 |
| — | TESLA MTRS INC | 796,000 | $1.279M | 0.1% | $1.54 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | GOOGLE INC | 2,263 | $1.254M | 0.1% | $679.09 | — | CL A | 38259P508 |
| XRT | SPDR SERIES TRUST | 12,283 | $1.242M | 0.1% | $95.90 | — | S&P RETAIL ETF | 78464A714 |
| IYR | ISHARES TR | 14,527 | $1.153M | 0.1% | $69.29 | — | U.S. REAL ES ETF | 464287739 |
| — | LABORATORY CORP AMER HLDGS | 667,000 | $1.127M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| MSFT | MICROSOFT CORP | 26,744 | $1.087M | 0.1% | $32.67 | +14.0% | COM | 594918104 |
| — | HOLOGIC INC | 853,000 | $1.057M | 0.1% | $1.01 | — | DEBT 2.000% 3/0 | 436440AC5 |
| JNJ | JOHNSON & JOHNSON | 9,628 | $970K | 0.1% | $64.66 | +16.2% | COM | 478160104 |
| XOM | EXXON MOBIL CORP | 11,285 | $958K | 0.1% | $53.82 | +3.3% | COM | 30231G102 |
| C | CITIGROUP INC | 18,439 | $951K | 0.1% | $36.61 | +3.6% | COM NEW | 172967424 |
| PFE | PFIZER INC | 26,827 | $932K | 0.1% | $16.70 | +20.4% | COM | 717081103 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $930K | 0.1% | $66.93 | +14.0% | COM | 494368103 |
| AGG | ISHARES TR | 8,087 | $902K | 0.1% | $108.65 | — | CORE US AGGBD ET | 464287226 |
| — | WESCO INTL INC | 350,000 | $860K | 0.1% | $2.50 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| WFC | WELLS FARGO & CO NEW | 14,611 | $793K | 0.1% | $32.69 | +21.9% | COM | 949746101 |
| BAC | BANK AMER CORP | 50,742 | $782K | 0.1% | $11.47 | +11.3% | COM | 060505104 |
| — | GENERAL ELECTRIC CO | 29,650 | $737K | 0.1% | $23.46 | — | COM | 369604103 |
| XLI | SELECT SECTOR SPDR TR | 12,597 | $703K | 0.1% | $55.81 | — | SBI INT-INDS | 81369Y704 |
| L | LOEWS CORP | 16,540 | $675K | 0.1% | $42.08 | -8.7% | COM | 540424108 |
| — | LAM RESEARCH CORP | 560,000 | $673K | 0.1% | $1.23 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | RAMCO-GERSHENSON PPTYS TR | 10,000 | $668K | 0.1% | $61.43 | — | PERP PFD-D CV | 751452608 |
| — | BIOMARIN PHARMACEUTICAL INC | 433,000 | $637K | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | EPR PPTYS | 24,481 | $589K | 0.1% | $21.60 | — | PFD C CNV 5.75% | 26884U208 |
| CVX | CHEVRON CORP NEW | 5,533 | $582K | 0.1% | $71.30 | -6.2% | COM | 166764100 |
| — | RAYONIER TRS HLDGS INC | 490,000 | $576K | 0.1% | $1.64 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| PG | PROCTER & GAMBLE CO | 6,727 | $551K | 0.1% | $57.74 | +10.1% | COM | 742718109 |
| MA | MASTERCARD INC | 6,275 | $542K | 0.1% | $70.03 | +16.0% | CL A | 57636Q104 |
| T | AT&T INC | 16,604 | $540K | 0.1% | $11.40 | +3.5% | COM | 00206R102 |
| KO | COCA COLA CO | 13,168 | $534K | 0.1% | $28.08 | +5.5% | COM | 191216100 |
| ORCL | ORACLE CORP | 12,303 | $531K | 0.1% | $30.82 | +19.6% | COM | 68389X105 |
| — | BROOKDALE SR LIVING INC | 379,000 | $527K | 0.0% | $1.18 | — | NOTE 2.750% 6/1 | 112463AA2 |
| HD | HOME DEPOT INC | 4,615 | $524K | 0.0% | $56.53 | +50.9% | COM | 437076102 |
| MCK | MCKESSON CORP | 2,272 | $515K | 0.0% | $137.17 | +48.9% | COM | 58155Q103 |
| UNH | UNITEDHEALTH GROUP INC | 4,320 | $512K | 0.0% | $50.75 | +83.6% | COM | 91324P102 |
| CMCSA | COMCAST CORP NEW | 9,022 | $510K | 0.0% | $15.66 | +43.1% | CL A | 20030N101 |
| ABBV | ABBVIE INC | 8,632 | $504K | 0.0% | $28.47 | +36.4% | COM | 00287Y109 |
| META | FACEBOOK INC | 6,117 | $501K | 0.0% | $58.80 | +32.3% | CL A | 30303M102 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,394 | $491K | 0.0% | $122.99 | +19.6% | CL B NEW | 084670702 |
| AMGN | AMGEN INC | 3,024 | $483K | 0.0% | $83.99 | +37.0% | COM | 031162100 |
| IP | INTL PAPER CO | 8,473 | $470K | 0.0% | $25.94 | +26.3% | COM | 460146103 |
| — | STANDARD PAC CORP NEW | 377,000 | $465K | 0.0% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| DIS | DISNEY WALT CO | 4,421 | $463K | 0.0% | $56.11 | +63.7% | COM DISNEY | 254687106 |
| — | CELGENE CORP | 3,917 | $452K | 0.0% | $103.64 | — | COM | 151020104 |
| — | PHH CORP | 225,000 | $446K | 0.0% | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | ACTAVIS PLC | 1,488 | $440K | 0.0% | $295.70 | — | SHS | G0083B108 |
| — | SUNPOWER CORP | 317,000 | $440K | 0.0% | $1.46 | — | DBCV 0.750% 6/0 | 867652AG4 |
| MET | METLIFE INC | 8,668 | $438K | 0.0% | $27.23 | +14.7% | COM | 59156R108 |
| UNP | UNION PAC CORP | 3,996 | $433K | 0.0% | $73.30 | +25.3% | COM | 907818108 |
| PEP | PEPSICO INC | 4,476 | $430K | 0.0% | $56.00 | +24.5% | COM | 713448108 |
| VZ | VERIZON COMMUNICATIONS INC | 8,698 | $424K | 0.0% | $27.24 | +1.4% | COM | 92343V104 |
| IVZ | INVESCO LTD | 10,475 | $416K | 0.0% | $19.67 | +22.8% | SHS | G491BT108 |
| — | AMAG PHARMACEUTICALS INC | 200,000 | $415K | 0.0% | $1.14 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | TWENTY FIRST CENTY FOX INC | 12,239 | $414K | 0.0% | $33.51 | — | CL A | 90130A101 |
| GILD | GILEAD SCIENCES INC | 4,205 | $413K | 0.0% | $48.90 | +44.3% | COM | 375558103 |
| INTC | INTEL CORP | 12,925 | $404K | 0.0% | $19.89 | +30.7% | COM | 458140100 |
| MRK | MERCK & CO INC NEW | 7,004 | $401K | 0.0% | $35.12 | +14.8% | COM | 58933Y105 |
| CSCO | CISCO SYS INC | 14,475 | $398K | 0.0% | $15.61 | +28.8% | COM | 17275R102 |
| AIG | AMERICAN INTL GROUP INC | 7,246 | $394K | 0.0% | $33.82 | +21.8% | COM NEW | 026874784 |
| WMT | WAL-MART STORES INC | 4,764 | $391K | 0.0% | $20.73 | +11.2% | COM | 931142103 |
| — | SUNTRUST BKS INC | 9,474 | $388K | 0.0% | $35.14 | — | COM | 867914103 |
| — | ANADARKO PETE CORP | 4,635 | $382K | 0.0% | $83.31 | — | COM | 032511107 |
| FDX | FEDEX CORP | 2,310 | $382K | 0.0% | $82.92 | +78.3% | COM | 31428X106 |
| EOG | EOG RES INC | 4,122 | $378K | 0.0% | $66.21 | 0.0% | COM | 26875P101 |
| MO | ALTRIA GROUP INC | 7,497 | $377K | 0.0% | $21.65 | +21.0% | COM | 02209S103 |
| — | GOOGLE INC | 675 | $372K | 0.0% | $574.22 | — | CL C | 38259P706 |
| DAL | DELTA AIR LINES INC DEL | 8,245 | $371K | 0.0% | $18.81 | +116.1% | COM NEW | 247361702 |
| — | CORNERSTONE ONDEMAND INC | 375,000 | $365K | 0.0% | $0.99 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| AAL | AMERICAN AIRLS GROUP INC | 6,870 | $364K | 0.0% | $29.74 | +61.9% | COM | 02376R102 |
| SLB | SCHLUMBERGER LTD | 4,328 | $362K | 0.0% | $52.90 | +16.0% | COM | 806857108 |
| — | ARES CAP CORP | 346,000 | $357K | 0.0% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | ALZA CORP | 250,000 | $346K | 0.0% | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| AMZN | AMAZON COM INC | 930 | $345K | 0.0% | $15.14 | +16.1% | COM | 023135106 |
| GM | GENERAL MTRS CO | 9,060 | $340K | 0.0% | $28.15 | 0.0% | COM | 37045V100 |
| OXY | OCCIDENTAL PETE CORP DEL | 4,662 | $340K | 0.0% | $57.93 | -3.7% | COM | 674599105 |
| — | WORKDAY INC | 282,000 | $340K | 0.0% | $1.20 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,441 | $334K | 0.0% | $33.53 | +17.0% | COM | 45866F104 |
| BIIB | BIOGEN INC | 785 | $331K | 0.0% | $269.21 | +46.4% | COM | 09062X103 |
| V | VISA INC | 5,020 | $330K | 0.0% | $61.28 | 0.0% | COM CL A | 92826C839 |
| — | HEWLETT PACKARD CO | 10,502 | $326K | 0.0% | $26.55 | — | COM | 428236103 |
| — | E M C CORP MASS | 12,553 | $321K | 0.0% | $24.34 | — | COM | 268648102 |
| AMG | AFFILIATED MANAGERS GROUP | 1,489 | $320K | 0.0% | $156.12 | +30.8% | COM | 008252108 |
| ABT | ABBOTT LABS | 6,924 | $320K | 0.0% | $28.85 | +29.7% | COM | 002824100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 2,338 | $314K | 0.0% | $124.72 | 0.0% | COM | 883556102 |
| CVS | CVS HEALTH CORP | 3,025 | $311K | 0.0% | $41.96 | +77.0% | COM | 126650100 |
| COF | CAPITAL ONE FINL CORP | 3,922 | $309K | 0.0% | $53.76 | +20.0% | COM | 14040H105 |
| BA | BOEING CO | 2,043 | $309K | 0.0% | $82.99 | +54.0% | COM | 097023105 |
| DHI | D R HORTON INC | 10,083 | $287K | 0.0% | $23.12 | 0.0% | COM | 23331A109 |
| — | RAYTHEON CO | 2,546 | $280K | 0.0% | $77.17 | — | COM NEW | 755111507 |
| — | INCYTE CORP | 150,000 | $278K | 0.0% | $1.54 | — | NOTE 1.250%11/1 | 45337CAN2 |
| CRM | SALESFORCE COM INC | 4,028 | $270K | 0.0% | $61.28 | 0.0% | COM | 79466L302 |
| MMM | 3M CO | 1,625 | $268K | 0.0% | $61.26 | +58.1% | COM | 88579Y101 |
| — | UNITED TECHNOLOGIES CORP | 2,269 | $267K | 0.0% | $92.92 | — | COM | 913017109 |
| COST | COSTCO WHSL CORP NEW | 1,706 | $259K | 0.0% | $97.68 | +23.8% | COM | 22160K105 |
| — | HEALTHWAYS INC | 220,000 | $257K | 0.0% | $1.10 | — | NOTE 1.500% 7/0 | 422245AB6 |
| URI | UNITED RENTALS INC | 2,740 | $250K | 0.0% | $60.02 | +45.0% | COM | 911363109 |
| CMI | CUMMINS INC | 1,797 | $250K | 0.0% | $107.19 | -2.2% | COM | 231021106 |
| XHB | SPDR SERIES TRUST | 6,665 | $243K | 0.0% | $36.46 | — | S&P HOMEBUILD | 78464A888 |
| — | TIME WARNER INC | 2,835 | $241K | 0.0% | $57.78 | — | COM NEW | 887317303 |
| LOW | LOWES COS INC | 3,218 | $239K | 0.0% | $58.94 | 0.0% | COM | 548661107 |
| EXP | EAGLE MATERIALS INC | 2,835 | $239K | 0.0% | $73.84 | 0.0% | COM | 26969P108 |
| HUN | HUNTSMAN CORP | 10,560 | $236K | 0.0% | $21.72 | +2.8% | COM | 447011107 |
| MPC | MARATHON PETE CORP | 2,278 | $233K | 0.0% | $31.41 | +9.5% | COM | 56585A102 |
| EG | EVEREST RE GROUP LTD | 1,315 | $230K | 0.0% | $139.50 | 0.0% | COM | G3223R108 |
| — | WALGREENS BOOTS ALLIANCE INC | 2,619 | $223K | 0.0% | $76.23 | — | COM | 931427108 |
| KEY | KEYCORP NEW | 15,522 | $220K | 0.0% | $8.95 | 0.0% | COM | 493267108 |
| ALL | ALLSTATE CORP | 3,118 | $220K | 0.0% | $51.69 | +7.7% | COM | 020002101 |
| QCOM | QUALCOMM INC | 3,171 | $220K | 0.0% | $45.06 | +14.6% | COM | 747525103 |
| TXN | TEXAS INSTRS INC | 3,827 | $218K | 0.0% | $31.02 | +34.6% | COM | 882508104 |
| TEX | TEREX CORP NEW | 8,043 | $216K | 0.0% | $28.53 | -11.4% | COM | 880779103 |
| — | SWIFT TRANSN CO | 8,327 | $216K | 0.0% | $25.94 | — | CL A | 87074U101 |
| EMN | EASTMAN CHEM CO | 3,084 | $213K | 0.0% | $51.72 | -1.3% | COM | 277432100 |
| DVY | ISHARES TR | 2,744 | $213K | 0.0% | $79.56 | — | SELECT DIVID ETF | 464287168 |
| — | SEAGATE TECHNOLOGY PLC | 4,019 | $210K | 0.0% | $56.68 | — | SHS | G7945M107 |
| LEA | LEAR CORP | 1,872 | $209K | 0.0% | $68.22 | +27.0% | COM NEW | 521865204 |
| KMI | KINDER MORGAN INC DEL | 4,940 | $207K | 0.0% | $22.49 | +6.2% | COM | 49456B101 |
| BLMN | BLOOMIN BRANDS INC | 8,518 | $207K | 0.0% | $16.20 | +18.4% | COM | 094235108 |
| — | WRIGHT MED GROUP INC | 175,000 | $206K | 0.0% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | YAHOO INC | 4,513 | $204K | 0.0% | $45.20 | — | COM | 984332106 |
| NXPI | NXP SEMICONDUCTORS N V | 2,003 | $203K | 0.0% | $62.99 | +24.3% | COM | N6596X109 |
| — | UNITED STATES STL CORP NEW | 8,298 | $203K | 0.0% | $26.79 | — | COM | 912909108 |
| TSN | TYSON FOODS INC | 5,329 | $203K | 0.0% | $29.65 | +4.9% | CL A | 902494103 |
| — | FXCM INC | 250,000 | $194K | 0.0% | $0.78 | — | NOTE 2.250% 6/1 | 302693AB2 |
| ON | ON SEMICONDUCTOR CORP | 15,875 | $193K | 0.0% | $8.78 | +30.5% | COM | 682189105 |
| — | XEROX CORP | 14,525 | $188K | 0.0% | $13.45 | — | COM | 984121103 |
| — | XCERRA CORP | 20,315 | $182K | 0.0% | $9.11 | — | COM | 98400J108 |
| — | PROSPECT CAPITAL CORPORATION | 170,000 | $173K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| UCTT | ULTRA CLEAN HLDGS INC | 17,880 | $128K | 0.0% | $9.33 | -5.7% | COM | 90385V107 |
| — | ARES CAP CORP | 100,000 | $104K | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | SPANSION LLC | 24,000 | $61,000 | 0.0% | $2.54 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $51,000 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | MEDIVATION INC | 14,000 | $36,000 | 0.0% | $1.59 | — | NOTE 2.625% 4/0 | 58501NAA9 |