Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 11, 2015
Total Value: $1.021B (29.5% shares, 70.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 20,461,000 | $31.13M | 3.0% | $1.35 | — | SDCV 3.250% 8/0 | 458140AF7 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 29,613 | $30.92M | 3.0% | $1044.14 | — | PFD CONV SER A | G0177J116 |
| IVV | ISHARES TR | 123,534 | $25.6M | 2.5% | $207.55 | — | CORE S&P500 ETF | 464287200 |
| — | GILEAD SCIENCES INC | 3,937,000 | $20.3M | 2.0% | $2.58 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | WELLS FARGO & CO NEW | 16,733 | $19.66M | 1.9% | $1199.15 | — | PERP PFD CNV A | 949746804 |
| — | WELLPOINT INC | 8,936,000 | $19.61M | 1.9% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | BANK AMER CORP | 16,370 | $18.2M | 1.8% | $1135.22 | — | 7.25%CNV PFD L | 060505682 |
| — | PRICELINE GRP INC | 12,202,000 | $16.25M | 1.6% | $1.21 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | WELLS FARGO & CO | 13,670,000 | $15.33M | 1.5% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | LAM RESEARCH CORP | 10,763,000 | $15.33M | 1.5% | $1.28 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | TYSON FOODS INC | 291,658 | $15.17M | 1.5% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | FRONTIER COMMUNICATIONS CORP | 146,533 | $14.57M | 1.4% | $99.43 | — | PFD CONV SER-A | 35906A207 |
| — | NOVELLUS SYS INC | 5,882,000 | $13.99M | 1.4% | $1.47 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SOUTHWESTERN ENERGY CO | 269,889 | $13.41M | 1.3% | $50.44 | — | DEP SHS 1/20 B | 845467208 |
| — | PRICELINE GRP INC | 10,497,000 | $11.74M | 1.2% | $1.16 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | TESLA MTRS INC | 11,843,000 | $11.71M | 1.1% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | INTEL CORP | 9,652,000 | $11.62M | 1.1% | $1.19 | — | SDCV 12/1 | 458140AD2 |
| — | MACQUARIE INFRASTRUCTURE COR | 9,611,000 | $11.32M | 1.1% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | CHENIERE ENERGY INC | 13,700,000 | $10.28M | 1.0% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | TESLA MTRS INC | 10,250,000 | $10.03M | 1.0% | $0.89 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MYLAN INC | 1,884,000 | $9.574M | 0.9% | $3.00 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | CITRIX SYS INC | 8,993,000 | $9.499M | 0.9% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ILLUMINA INC | 7,868,000 | $9.212M | 0.9% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | UTI WORLDWIDE INC | 8,948,000 | $9.136M | 0.9% | $1.10 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | XILINX INC | 5,896,000 | $9.11M | 0.9% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | ENCORE CAP GROUP INC | 8,500,000 | $9.047M | 0.9% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 68,163 | $8.655M | 0.8% | $138.47 | — | MAN COV SEC 16 | N31738110 |
| — | RPM INTL INC | 7,387,000 | $8.596M | 0.8% | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 185,048 | $8.48M | 0.8% | $45.83 | — | COM SHS | 33734K109 |
| BSV | VANGUARD BD INDEX FD INC | 104,642 | $8.391M | 0.8% | $80.14 | — | SHORT TRM BOND | 921937827 |
| — | ILLUMINA INC | 6,706,000 | $8.256M | 0.8% | $1.23 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | OLD REP INTL CORP | 6,912,000 | $8.161M | 0.8% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | MICRON TECHNOLOGY INC | 8,893,000 | $8.029M | 0.8% | $1.31 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | NAVISTAR INTL CORP NEW | 9,050,000 | $7.715M | 0.8% | $0.94 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | SEACOR HOLDINGS INC | 8,514,000 | $7.577M | 0.7% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | PENNYMAC CORP | 7,972,000 | $7.493M | 0.7% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| IGSB | ISHARES | 69,595 | $7.33M | 0.7% | $105.20 | — | 1-3 YR CR BD ETF | 464288646 |
| — | 51JOB INC | 7,000,000 | $7.139M | 0.7% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | B2GOLD CORP | 7,835,000 | $7.012M | 0.7% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | NVIDIA CORP | 6,104,000 | $6.99M | 0.7% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | HOLOGIC INC | 4,127,000 | $6.907M | 0.7% | $1.15 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | SALESFORCE COM INC | 5,626,000 | $6.836M | 0.7% | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ACORDA THERAPEUTICS INC | 6,724,000 | $6.808M | 0.7% | $1.12 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | STILLWATER MNG CO | 6,336,000 | $6.776M | 0.7% | $1.07 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | BLUCORA INC | 6,750,000 | $6.7M | 0.7% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 6,861,000 | $6.699M | 0.7% | $0.95 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | COBALT INTL ENERGY INC | 8,742,000 | $6.343M | 0.6% | $0.73 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | ANTHEM INC | 120,145 | $6.332M | 0.6% | $52.70 | — | UNIT 05/01/20188 | 036752202 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,500,000 | $6.287M | 0.6% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | QUIDEL CORP | 6,250,000 | $6.239M | 0.6% | $1.10 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | APOLLO COML REAL EST FIN INC | 6,147,000 | $6.147M | 0.6% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | WELLS FARGO & CO | 5,790,000 | $6.088M | 0.6% | $1.07 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | HEALTH CARE REIT INC | 101,534 | $6.032M | 0.6% | $56.81 | — | PFD PER CON I | 42217K601 |
| — | KEYCORP NEW | 45,500 | $5.926M | 0.6% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | GENERAL CABLE CORP DEL NEW | 6,965,000 | $5.851M | 0.6% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | VERISIGN INC | 3,158,000 | $5.821M | 0.6% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | REDWOOD TR INC | 6,000,000 | $5.753M | 0.6% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | T MOBILE US INC | 82,390 | $5.638M | 0.6% | $54.23 | — | CONV PFD SER A | 872590203 |
| — | BOTTOMLINE TECH DEL INC | 5,000,000 | $5.5M | 0.5% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | AMTRUST FINL SVCS INC | 5,616,000 | $5.468M | 0.5% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | CEMEX SAB DE CV | 4,625,000 | $5.451M | 0.5% | $1.21 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | RAIT FINANCIAL TRUST | 6,241,000 | $5.336M | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | ON SEMICONDUCTOR CORP | 4,302,000 | $5.326M | 0.5% | $1.20 | — | NOTE 2.625%12/1 | 682189AH8 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 279,110 | $5.289M | 0.5% | $18.95 | — | PFD SECS INC ETF | 33739E108 |
| FLOT | ISHARES TR | 103,490 | $5.241M | 0.5% | $50.64 | — | FLTG RATE BD ETF | 46429B655 |
| — | INCYTE CORP | 2,511,000 | $5.135M | 0.5% | $1.49 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | WABASH NATL CORP | 4,000,000 | $5.025M | 0.5% | $1.29 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,125,000 | $4.979M | 0.5% | $1.09 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | STONE ENERGY CORP | 5,451,000 | $4.977M | 0.5% | $0.90 | — | NOTE 1.750% 3/0 | 861642AN6 |
| — | DOMINION RES INC VA NEW | 92,113 | $4.94M | 0.5% | $56.83 | — | UNIT 04/01/2013 | 25746U703 |
| — | NEWPARK RES INC | 4,672,000 | $4.899M | 0.5% | $1.30 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | INTERDIGITAL INC | 4,436,000 | $4.867M | 0.5% | $1.11 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | SINA CORP | 5,000,000 | $4.759M | 0.5% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | MOLINA HEALTHCARE INC | 3,607,000 | $4.719M | 0.5% | $1.29 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | JARDEN CORP | 2,811,000 | $4.708M | 0.5% | $1.47 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | SERVICESOURCE INTL LLC | 5,552,000 | $4.678M | 0.5% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | TTM TECHNOLOGIES INC | 3,872,000 | $4.553M | 0.4% | $1.05 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | SPECTRUM PHARMACEUTICALS INC | 4,816,000 | $4.521M | 0.4% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | HORSEHEAD HLDG CORP | 4,397,000 | $4.475M | 0.4% | $1.11 | — | NOTE 3.800% 7/0 | 440694AB3 |
| — | OMNICARE INC | 3,561,000 | $4.429M | 0.4% | $1.24 | — | DBCV 3.250%12/1 | 681904AR9 |
| — | YAHOO INC | 4,291,000 | $4.401M | 0.4% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | AKAMAI TECHNOLOGIES INC | 4,199,000 | $4.383M | 0.4% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | SERVICENOW INC | 3,624,000 | $4.263M | 0.4% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 3,493,000 | $4.249M | 0.4% | $1.16 | — | NOTE 1.625%12/1 | 457985AK5 |
| IWD | ISHARES TR | 40,946 | $4.224M | 0.4% | $103.16 | — | RUS 1000 VAL ETF | 464287598 |
| — | ALBANY MOLECULAR RESH INC | 3,000,000 | $4.194M | 0.4% | $1.22 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | FOREST CITY ENTERPRISES INC | 3,436,000 | $4.033M | 0.4% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | PROSPECT CAPITAL CORPORATION | 4,000,000 | $4.004M | 0.4% | $1.02 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | MERITAGE HOMES CORP | 3,750,000 | $3.972M | 0.4% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | MGIC INVT CORP WIS | 3,454,000 | $3.948M | 0.4% | $1.14 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | FORESTAR GROUP INC | 4,497,000 | $3.946M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | STARWOOD PPTY TR INC | 3,780,000 | $3.933M | 0.4% | $1.06 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | AMERICAN TOWER CORP NEW | 38,452 | $3.923M | 0.4% | $104.31 | — | PFD CONV SER A | 03027X308 |
| FPX | FIRST TR US IPO INDEX FD | 70,963 | $3.872M | 0.4% | $54.56 | — | SHS | 336920103 |
| — | LIBERTY INTERACTIVE LLC | 2,422,000 | $3.856M | 0.4% | $1.35 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | IRIDIUM COMMUNICATIONS INC | 11,500 | $3.822M | 0.4% | $333.98 | — | PERP PFD CNV B | 46269C409 |
| — | COLONY CAP INC | 3,782,000 | $3.801M | 0.4% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | YY INC | 4,000,000 | $3.732M | 0.4% | $0.93 | — | NOTE 2.250% 4/0 | 98426TAB2 |
| — | LIVE NATION ENTERTAINMENT IN | 3,466,000 | $3.722M | 0.4% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | ARES CAP CORP | 3,553,000 | $3.662M | 0.4% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | SUNEDISON INC | 1,734,000 | $3.626M | 0.4% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | ALERE INC | 2,912,000 | $3.614M | 0.4% | $1.19 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | SPECTRANETICS CORP | 3,500,000 | $3.605M | 0.4% | $1.19 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | ARES CAP CORP | 3,532,000 | $3.6M | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,231,000 | $3.532M | 0.3% | $1.08 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | MEDICINES CO | 2,957,000 | $3.521M | 0.3% | $1.47 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | SPIRIT RLTY CAP INC NEW | 3,726,000 | $3.51M | 0.3% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SANDISK CORP | 3,581,000 | $3.471M | 0.3% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | SEACOR HOLDINGS INC | 3,256,000 | $3.329M | 0.3% | $1.13 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ICONIX BRAND GROUP INC | 3,241,000 | $3.318M | 0.3% | $1.20 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | STANLEY BLACK & DECKER INC | 22,055 | $3.181M | 0.3% | $127.38 | — | UNIT 99/99/9999 | 854502309 |
| — | FIDELITY NATIONAL FINANCIAL | 1,554,000 | $3.174M | 0.3% | $1.38 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| IJH | ISHARES TR | 21,045 | $3.154M | 0.3% | $149.87 | — | CORE S&P MCP ETF | 464287507 |
| IYF | ISHARES TR | 35,096 | $3.15M | 0.3% | $89.75 | — | U.S. FINLS ETF | 464287788 |
| — | ELECTRONIC ARTS INC | 1,473,000 | $3.078M | 0.3% | $1.09 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | AMSURG CORP | 22,480 | $3.067M | 0.3% | $113.27 | — | PFD CNV SR A-1 % | 03232P504 |
| — | CHESAPEAKE ENERGY CORP | 3,500,000 | $3.038M | 0.3% | $0.91 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | MGIC INVT CORP WIS | 1,772,000 | $2.977M | 0.3% | $1.16 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | COBALT INTL ENERGY INC | 4,000,000 | $2.976M | 0.3% | $0.74 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | BGC PARTNERS INC | 2,788,000 | $2.936M | 0.3% | $1.08 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | NEXTERA ENERGY INC | 47,506 | $2.93M | 0.3% | $56.95 | — | UNIT 09/01/2015 | 65339F887 |
| — | MEDIDATA SOLUTIONS INC | 2,484,000 | $2.93M | 0.3% | $1.18 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | RYLAND GROUP INC | 1,931,000 | $2.93M | 0.3% | $1.58 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | AIRTRAN HLDGS INC | 1,169,000 | $2.825M | 0.3% | $1.61 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | YANDEX NV | 3,250,000 | $2.803M | 0.3% | $0.82 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | VERINT SYS INC | 2,390,000 | $2.704M | 0.3% | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | J2 GLOBAL INC | 2,304,000 | $2.673M | 0.3% | $1.10 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,893,000 | $2.646M | 0.3% | $1.42 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | HUNTINGTON BANCSHARES INC | 1,982 | $2.64M | 0.3% | $1281.75 | — | PFD CONV SER A | 446150401 |
| — | UNITED TECHNOLOGIES CORP | 45,489 | $2.637M | 0.3% | $59.74 | — | UNIT 06/01/2015 | 913017117 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,612,000 | $2.565M | 0.3% | $0.98 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | NUVASIVE INC | 2,013,000 | $2.554M | 0.3% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | CANADIAN SOLAR INC | 2,600,000 | $2.537M | 0.2% | $1.05 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | CALLAWAY GOLF CO | 2,099,000 | $2.519M | 0.2% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | MICROCHIP TECHNOLOGY INC | 1,316,000 | $2.51M | 0.2% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | BROADSOFT INC | 2,337,000 | $2.472M | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | STARWOOD PPTY TR INC | 2,331,000 | $2.466M | 0.2% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | HERBALIFE LTD | 2,782,000 | $2.453M | 0.2% | $0.88 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | EXELON CORP | 53,375 | $2.449M | 0.2% | $50.78 | — | UNIT 99/99/9999 | 30161N127 |
| — | ASCENT CAP GROUP INC | 2,857,000 | $2.345M | 0.2% | $1.04 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,457,000 | $2.336M | 0.2% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | RESOURCE CAP CORP | 2,421,000 | $2.31M | 0.2% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | CROWN CASTLE INTL CORP NEW | 21,951 | $2.257M | 0.2% | $102.53 | — | CNV PFD STK SR A | 22822V200 |
| — | FLUIDIGM CORP DEL | 2,500,000 | $2.198M | 0.2% | $0.88 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | ILLUMINA INC | 830,000 | $2.163M | 0.2% | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| AAPL | APPLE INC | 17,218 | $2.157M | 0.2% | $18.42 | +55.0% | COM | 037833100 |
| — | SANDISK CORP | 1,646,000 | $2.128M | 0.2% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | TELEFLEX INC | 965,000 | $2.127M | 0.2% | $1.38 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | SUNPOWER CORP | 2,146,000 | $2.066M | 0.2% | $0.96 | — | DBCV 0.875% 6/0 | 867652AJ8 |
| — | WESCO INTL INC | 842,000 | $2.037M | 0.2% | $2.45 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | JDS UNIPHASE CORP | 2,032,000 | $1.985M | 0.2% | $1.00 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | RADIAN GROUP INC | 1,093,000 | $1.936M | 0.2% | $1.77 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | ENVESTNET INC | 1,977,000 | $1.919M | 0.2% | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | AIR LEASE CORP | 1,387,000 | $1.847M | 0.2% | $1.29 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | TESLA MTRS INC | 812,000 | $1.767M | 0.2% | $1.55 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | WEYERHAEUSER CO | 32,255 | $1.689M | 0.2% | $54.82 | — | PREF CONV SER A | 962166872 |
| — | JANUS CAP GROUP INC | 968,000 | $1.558M | 0.2% | $1.21 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | ALCOA INC | 36,730 | $1.477M | 0.1% | $49.83 | — | DEP SHS 1/10TH | 013817309 |
| — | DANAHER CORP DEL | 579,000 | $1.438M | 0.1% | $1.86 | — | NOTE 1/2 | 235851AF9 |
| XLU | SELECT SECTOR SPDR TR | 33,937 | $1.406M | 0.1% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | REGENERON PHARMACEUTICALS | 231,000 | $1.396M | 0.1% | $6.04 | — | NOTE 1.875%10/0 | 75886FAD9 |
| JPM | JPMORGAN CHASE & CO | 20,197 | $1.369M | 0.1% | $36.73 | +33.8% | COM | 46625H100 |
| — | LAM RESEARCH CORP | 1,023,000 | $1.358M | 0.1% | $1.27 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | VIPSHOP HLDGS LTD | 1,000,000 | $1.269M | 0.1% | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | ICONIX BRAND GROUP INC | 1,203,000 | $1.231M | 0.1% | $1.26 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | MERITOR INC | 783,000 | $1.228M | 0.1% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| AGG | ISHARES TR | 11,208 | $1.22M | 0.1% | $108.70 | — | CORE US AGGBD ET | 464287226 |
| — | HOLOGIC INC | 911,000 | $1.202M | 0.1% | $1.03 | — | DEBT 2.000% 3/0 | 436440AC5 |
| C | CITIGROUP INC | 20,187 | $1.113M | 0.1% | $36.95 | +9.8% | COM NEW | 172967424 |
| — | GOOGLE INC | 2,031 | $1.098M | 0.1% | $679.09 | — | CL A | 38259P508 |
| MSFT | MICROSOFT CORP | 24,824 | $1.095M | 0.1% | $32.67 | +20.3% | COM | 594918104 |
| — | LABORATORY CORP AMER HLDGS | 667,000 | $1.082M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| SPY | SPDR S&P 500 ETF TR | 5,185 | $1.067M | 0.1% | $177.60 | — | TR UNIT | 78462F103 |
| IYR | ISHARES TR | 14,471 | $1.03M | 0.1% | $69.29 | — | U.S. REAL ES ETF | 464287739 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $920K | 0.1% | $66.93 | +13.3% | COM | 494368103 |
| XOM | EXXON MOBIL CORP | 10,791 | $895K | 0.1% | $53.82 | +0.9% | COM | 30231G102 |
| JNJ | JOHNSON & JOHNSON | 8,726 | $851K | 0.1% | $64.66 | +15.2% | COM | 478160104 |
| XRT | SPDR SERIES TRUST | 8,584 | $846K | 0.1% | $95.90 | — | S&P RETAIL ETF | 78464A714 |
| PFE | PFIZER INC | 24,451 | $820K | 0.1% | $16.70 | +24.4% | COM | 717081103 |
| — | STARWOOD PPTY TR INC | 790,000 | $796K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| BAC | BANK AMER CORP | 45,263 | $774K | 0.1% | $11.47 | +14.5% | COM | 060505104 |
| WFC | WELLS FARGO & CO NEW | 13,384 | $753K | 0.1% | $32.69 | +26.6% | COM | 949746101 |
| — | GENERAL ELECTRIC CO | 26,247 | $698K | 0.1% | $23.46 | — | COM | 369604103 |
| PFF | ISHARES | 17,494 | $684K | 0.1% | $40.10 | — | U.S. PFD STK ETF | 464288687 |
| — | BIOMARIN PHARMACEUTICAL INC | 433,000 | $670K | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| L | LOEWS CORP | 16,540 | $637K | 0.1% | $42.08 | -8.1% | COM | 540424108 |
| — | RAMCO-GERSHENSON PPTYS TR | 10,000 | $596K | 0.1% | $61.43 | — | PERP PFD-D CV | 751452608 |
| T | AT&T INC | 16,549 | $589K | 0.1% | $11.40 | +7.2% | COM | 00206R102 |
| — | CELGENE CORP | 4,618 | $535K | 0.1% | $105.49 | — | COM | 151020104 |
| CVX | CHEVRON CORP NEW | 5,505 | $531K | 0.1% | $71.30 | -6.8% | COM | 166764100 |
| UNH | UNITEDHEALTH GROUP INC | 4,303 | $523K | 0.1% | $50.75 | +96.2% | COM | 91324P102 |
| PG | PROCTER & GAMBLE CO | 6,702 | $522K | 0.1% | $57.74 | +3.9% | COM | 742718109 |
| KO | COCA COLA CO | 13,105 | $515K | 0.1% | $28.08 | +3.4% | COM | 191216100 |
| HD | HOME DEPOT INC | 4,597 | $513K | 0.1% | $56.53 | +54.1% | COM | 437076102 |
| — | HEALTH CARE REIT INC | 394,000 | $507K | 0.0% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| DIS | DISNEY WALT CO | 4,404 | $504K | 0.0% | $56.11 | +78.2% | COM DISNEY | 254687106 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 1,845 | $504K | 0.0% | $277.25 | — | UTSER1 S&PDCRP | 78467Y107 |
| — | BROOKDALE SR LIVING INC | 379,000 | $493K | 0.0% | $1.18 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | CIENA CORP | 351,000 | $492K | 0.0% | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| META | FACEBOOK INC | 5,695 | $488K | 0.0% | $58.80 | +37.9% | CL A | 30303M102 |
| — | STANDARD PAC CORP NEW | 388,000 | $473K | 0.0% | $1.25 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| ORCL | ORACLE CORP | 11,594 | $467K | 0.0% | $30.82 | +20.1% | COM | 68389X105 |
| GILD | GILEAD SCIENCES INC | 3,875 | $454K | 0.0% | $48.90 | +55.4% | COM | 375558103 |
| — | ALLERGAN PLC | 1,482 | $450K | 0.0% | $303.64 | — | SHS | G0177J108 |
| MCK | MCKESSON CORP | 1,964 | $442K | 0.0% | $137.17 | +55.4% | COM | 58155Q103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,082 | $419K | 0.0% | $122.99 | +16.0% | CL B NEW | 084670702 |
| — | SUNPOWER CORP | 327,000 | $418K | 0.0% | $1.45 | — | DBCV 0.750% 6/0 | 867652AG4 |
| PEP | PEPSICO INC | 4,461 | $417K | 0.0% | $56.00 | +23.8% | COM | 713448108 |
| MET | METLIFE INC | 7,280 | $409K | 0.0% | $27.23 | +21.7% | COM | 59156R108 |
| VZ | VERIZON COMMUNICATIONS INC | 8,664 | $405K | 0.0% | $27.24 | +4.0% | COM | 92343V104 |
| IWM | ISHARES TR | 3,220 | $401K | 0.0% | $124.53 | — | RUSSELL 2000 ETF | 464287655 |
| AMZN | AMAZON COM INC | 925 | $400K | 0.0% | $15.14 | +38.1% | COM | 023135106 |
| MRK | MERCK & CO INC NEW | 6,976 | $399K | 0.0% | $35.12 | +14.6% | COM | 58933Y105 |
| CSCO | CISCO SYS INC | 14,418 | $397K | 0.0% | $15.61 | +32.2% | COM | 17275R102 |
| AMGN | AMGEN INC | 2,584 | $396K | 0.0% | $83.99 | +40.0% | COM | 031162100 |
| FDX | FEDEX CORP | 2,302 | $395K | 0.0% | $82.92 | +78.9% | COM | 31428X106 |
| INTC | INTEL CORP | 12,072 | $368K | 0.0% | $19.89 | +26.2% | COM | 458140100 |
| MO | ALTRIA GROUP INC | 7,468 | $367K | 0.0% | $21.65 | +16.7% | COM | 02209S103 |
| — | MICRON TECHNOLOGY INC | 201,000 | $358K | 0.0% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | ARES CAP CORP | 346,000 | $356K | 0.0% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| IP | INTL PAPER CO | 7,433 | $354K | 0.0% | $25.94 | +21.4% | COM | 460146103 |
| — | SUNTRUST BKS INC | 8,218 | $352K | 0.0% | $35.14 | — | COM | 867914103 |
| LOW | LOWES COS INC | 5,262 | $351K | 0.0% | $58.89 | -0.1% | COM | 548661107 |
| — | ALERE INC | 1,000 | $347K | 0.0% | $314.13 | — | PERP PFD CONV SE | 01449J204 |
| UNP | UNION PAC CORP | 3,598 | $342K | 0.0% | $73.30 | +11.9% | COM | 907818108 |
| — | PROOFPOINT INC | 200,000 | $339K | 0.0% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| SLB | SCHLUMBERGER LTD | 3,927 | $339K | 0.0% | $52.90 | +26.2% | COM | 806857108 |
| ABT | ABBOTT LABS | 6,893 | $338K | 0.0% | $28.85 | +36.4% | COM | 002824100 |
| V | VISA INC | 5,006 | $336K | 0.0% | $61.28 | +2.7% | COM CL A | 92826C839 |
| — | TWENTY FIRST CENTY FOX INC | 10,306 | $335K | 0.0% | $33.51 | — | CL A | 90130A101 |
| — | ALZA CORP | 250,000 | $334K | 0.0% | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| — | DEPOMED INC | 258,000 | $331K | 0.0% | $1.10 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | E M C CORP MASS | 12,505 | $328K | 0.0% | $24.34 | — | COM | 268648102 |
| AAL | AMERICAN AIRLS GROUP INC | 8,222 | $328K | 0.0% | $31.98 | +35.5% | COM | 02376R102 |
| MA | MASTERCARD INC | 3,445 | $321K | 0.0% | $70.03 | +23.0% | CL A | 57636Q104 |
| CVS | CVS HEALTH CORP | 3,015 | $317K | 0.0% | $41.96 | +79.3% | COM | 126650100 |
| BIIB | BIOGEN INC | 783 | $316K | 0.0% | $269.21 | +49.1% | COM | 09062X103 |
| OXY | OCCIDENTAL PETE CORP DEL | 4,074 | $314K | 0.0% | $57.93 | -1.9% | COM | 674599105 |
| EOG | EOG RES INC | 3,584 | $314K | 0.0% | $66.21 | +2.5% | COM | 26875P101 |
| COF | CAPITAL ONE FINL CORP | 3,529 | $312K | 0.0% | $53.76 | +28.8% | COM | 14040H105 |
| MDT | MEDTRONIC PLC | 4,178 | $309K | 0.0% | $58.80 | 0.0% | SHS | G5960L103 |
| WMT | WAL-MART STORES INC | 4,271 | $305K | 0.0% | $20.73 | +0.7% | COM | 931142103 |
| GD | GENERAL DYNAMICS CORP | 2,150 | $304K | 0.0% | $110.30 | 0.0% | COM | 369550108 |
| IVZ | INVESCO LTD | 8,092 | $301K | 0.0% | $19.67 | +26.7% | SHS | G491BT108 |
| GM | GENERAL MTRS CO | 9,026 | $298K | 0.0% | $28.15 | -1.1% | COM | 37045V100 |
| — | ANADARKO PETE CORP | 3,820 | $297K | 0.0% | $83.31 | — | COM | 032511107 |
| CMCSA | COMCAST CORP NEW | 4,828 | $291K | 0.0% | $15.66 | +46.8% | CL A | 20030N101 |
| EPI | WISDOMTREE TR | 13,154 | $285K | 0.0% | $21.67 | — | INDIA ERNGS FD | 97717W422 |
| — | HEWLETT PACKARD CO | 9,341 | $281K | 0.0% | $26.55 | — | COM | 428236103 |
| DAL | DELTA AIR LINES INC DEL | 6,793 | $279K | 0.0% | $18.81 | +104.1% | COM NEW | 247361702 |
| ABBV | ABBVIE INC | 4,084 | $274K | 0.0% | $28.47 | +48.7% | COM | 00287Y109 |
| — | ECHO GLOBAL LOGISTICS INC | 250,000 | $269K | 0.0% | $1.08 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | YAHOO INC | 6,464 | $255K | 0.0% | $43.47 | — | COM | 984332106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,137 | $254K | 0.0% | $33.53 | +20.7% | COM | 45866F104 |
| MMM | 3M CO | 1,619 | $250K | 0.0% | $61.26 | +54.8% | COM | 88579Y101 |
| — | UNITED TECHNOLOGIES CORP | 2,260 | $250K | 0.0% | $92.92 | — | COM | 913017109 |
| COP | CONOCOPHILLIPS | 4,018 | $247K | 0.0% | $46.39 | 0.0% | COM | 20825C104 |
| — | TIME WARNER INC | 2,824 | $247K | 0.0% | $57.78 | — | COM NEW | 887317303 |
| KR | KROGER CO | 3,371 | $243K | 0.0% | $29.52 | 0.0% | COM | 501044101 |
| XHB | SPDR SERIES TRUST | 6,640 | $242K | 0.0% | $36.46 | — | S&P HOMEBUILD | 78464A888 |
| — | RAYTHEON CO | 2,536 | $242K | 0.0% | $77.17 | — | COM NEW | 755111507 |
| TJX | TJX COS INC NEW | 3,647 | $242K | 0.0% | $28.69 | 0.0% | COM | 872540109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,856 | $239K | 0.0% | $124.72 | +1.2% | COM | 883556102 |
| MPC | MARATHON PETE CORP | 4,540 | $238K | 0.0% | $34.00 | +7.7% | COM | 56585A102 |
| — | EPR PPTYS | 10,500 | $235K | 0.0% | $21.60 | — | PFD C CNV 5.75% | 26884U208 |
| DBEU | DBX ETF TR | 8,808 | $235K | 0.0% | $29.15 | — | DB XTR MSCI EUR | 233051853 |
| — | SWIFT TRANSN CO | 10,331 | $234K | 0.0% | $25.30 | — | CL A | 87074U101 |
| KEY | KEYCORP NEW | 15,460 | $234K | 0.0% | $8.95 | +7.7% | COM | 493267108 |
| — | HEALTHWAYS INC | 250,000 | $233K | 0.0% | $1.08 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | GOOGLE INC | 437 | $229K | 0.0% | $574.22 | — | CL C | 38259P706 |
| CRM | SALESFORCE COM INC | 3,315 | $229K | 0.0% | $61.28 | +14.8% | COM | 79466L302 |
| EZU | ISHARES | 6,079 | $228K | 0.0% | $37.51 | — | MSCI EURZONE ETF | 464286608 |
| — | AMAG PHARMACEUTICALS INC | 88,000 | $227K | 0.0% | $1.14 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| MDLZ | MONDELEZ INTL INC | 5,420 | $223K | 0.0% | $30.85 | 0.0% | CL A | 609207105 |
| BA | BOEING CO | 1,592 | $222K | 0.0% | $82.99 | +55.2% | COM | 097023105 |
| DHI | D R HORTON INC | 7,953 | $218K | 0.0% | $23.12 | +3.4% | COM | 23331A109 |
| NKE | NIKE INC | 1,956 | $211K | 0.0% | $44.79 | 0.0% | CL B | 654106103 |
| AIG | AMERICAN INTL GROUP INC | 3,382 | $210K | 0.0% | $33.82 | +34.5% | COM NEW | 026874784 |
| EMN | EASTMAN CHEM CO | 2,524 | $209K | 0.0% | $51.72 | +6.1% | COM | 277432100 |
| — | WRIGHT MED GROUP INC | 175,000 | $206K | 0.0% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | EXPRESS SCRIPTS HLDG CO | 2,266 | $202K | 0.0% | $89.14 | — | COM | 30219G108 |
| — | WEBMD HEALTH CORP | 186,000 | $200K | 0.0% | $1.00 | — | NOTE 1.500%12/0 | 94770VAK8 |
| ON | ON SEMICONDUCTOR CORP | 15,810 | $186K | 0.0% | $8.78 | +39.7% | COM | 682189105 |
| — | INCYTE CORP | 84,000 | $174K | 0.0% | $1.54 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | PROSPECT CAPITAL CORPORATION | 170,000 | $171K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | XEROX CORP | 14,465 | $156K | 0.0% | $13.45 | — | COM | 984121103 |
| — | TOLL BROS FIN CORP | 120,000 | $125K | 0.0% | $1.04 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | ARES CAP CORP | 100,000 | $102K | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | PACIRA PHARMACEUTICALS INC | 19,000 | $55,000 | 0.0% | $3.73 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $51,000 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | UNITED THERAPEUTICS CORP DEL | 13,000 | $47,000 | 0.0% | $1.61 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | SPANSION LLC | 19,000 | $39,000 | 0.0% | $2.54 | — | NOTE 2.000% 9/0 | 84649PAL9 |