Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 9, 2015
Total Value: $929M (32.7% shares, 67.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 27,983 | $26.47M | 2.8% | $1044.14 | — | PFD CONV SER A | G0177J116 |
| — | INTEL CORP | 17,339,000 | $26.16M | 2.8% | $1.35 | — | SDCV 3.250% 8/0 | 458140AF7 |
| IVV | ISHARES TR | 110,687 | $21.33M | 2.3% | $207.55 | — | CORE S&P500 ETF | 464287200 |
| — | FRONTIER COMMUNICATIONS CORP | 200,809 | $18.79M | 2.0% | $97.85 | — | PFD CONV SER-A | 35906A207 |
| — | PRICELINE GRP INC | 14,756,000 | $17.33M | 1.9% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | TYSON FOODS INC | 291,643 | $15.2M | 1.6% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | ILLUMINA INC | 13,446,000 | $14.75M | 1.6% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | GILEAD SCIENCES INC | 3,222,000 | $13.98M | 1.5% | $2.58 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | PRICELINE GRP INC | 9,926,000 | $13.96M | 1.5% | $1.21 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | BANK AMER CORP | 12,530 | $13.49M | 1.5% | $1135.22 | — | 7.25%CNV PFD L | 060505682 |
| — | SOUTHWESTERN ENERGY CO | 420,695 | $13.1M | 1.4% | $43.52 | — | DEP SHS 1/20 B | 845467208 |
| — | WELLPOINT INC | 6,744,000 | $12.7M | 1.4% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CITRIX SYS INC | 11,834,000 | $12.47M | 1.3% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | HOLOGIC INC | 9,550,000 | $12.06M | 1.3% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | LAM RESEARCH CORP | 9,518,000 | $11.94M | 1.3% | $1.28 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | TESLA MTRS INC | 11,871,000 | $11.46M | 1.2% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | WELLS FARGO & CO NEW | 9,330 | $10.9M | 1.2% | $1199.15 | — | PERP PFD CNV A | 949746804 |
| — | MACQUARIE INFRASTRUCTURE COR | 9,391,000 | $10.66M | 1.1% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | OLD REP INTL CORP | 9,004,000 | $10.4M | 1.1% | $1.18 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | STERICYCLE INC | 96,320 | $9.784M | 1.1% | $101.58 | — | DEP PFD A 1/10 | 858912207 |
| SPY | SPDR S&P 500 ETF TR | 49,459 | $9.478M | 1.0% | $190.16 | — | TR UNIT | 78462F103 |
| — | WELLS FARGO & CO | 9,581,000 | $9.125M | 1.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | NVIDIA CORP | 6,887,000 | $9.06M | 1.0% | $1.17 | — | NOTE 1.000%12/0 | 67066GAC8 |
| AGG | ISHARES TR | 79,053 | $8.662M | 0.9% | $109.45 | — | CORE US AGGBD ET | 464287226 |
| — | ENCORE CAP GROUP INC | 8,500,000 | $8.431M | 0.9% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| BSV | VANGUARD BD INDEX FD INC | 104,642 | $8.413M | 0.9% | $80.14 | — | SHORT TRM BOND | 921937827 |
| — | WPX ENERGY INC | 225,000 | $8.022M | 0.9% | $35.65 | — | PFD SER A CV | 98212B202 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 188,380 | $7.878M | 0.8% | $45.76 | — | COM SHS | 33734K109 |
| — | XILINX INC | 5,139,000 | $7.65M | 0.8% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | STARWOOD WAYPOINT RESIDENTL | 7,850,000 | $7.447M | 0.8% | $0.95 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | NOVELLUS SYS INC | 3,777,000 | $7.396M | 0.8% | $1.47 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | PENNYMAC CORP | 8,150,000 | $7.355M | 0.8% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 60,981 | $7.229M | 0.8% | $138.47 | — | MAN COV SEC 16 | N31738110 |
| — | CHENIERE ENERGY INC | 11,500,000 | $7.18M | 0.8% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | AKAMAI TECHNOLOGIES INC | 6,577,000 | $6.89M | 0.7% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| — | SEACOR HOLDINGS INC | 8,614,000 | $6.848M | 0.7% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 7,011,000 | $6.743M | 0.7% | $0.95 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | BLUCORA INC | 7,000,000 | $6.641M | 0.7% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | MICRON TECHNOLOGY INC | 7,891,000 | $6.638M | 0.7% | $1.31 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | RPM INTL INC | 5,982,000 | $6.628M | 0.7% | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ANTHEM INC | 136,018 | $6.55M | 0.7% | $52.17 | — | UNIT 05/01/20188 | 036752202 |
| — | MEDICINES CO | 4,467,000 | $6.503M | 0.7% | $1.46 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | B2GOLD CORP | 7,835,000 | $6.503M | 0.7% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | INTEL CORP | 5,328,000 | $6.471M | 0.7% | $1.19 | — | SDCV 12/1 | 458140AD2 |
| — | VERISIGN INC | 3,043,000 | $6.351M | 0.7% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 334,214 | $6.265M | 0.7% | $18.92 | — | PFD SECS INC ETF | 33739E108 |
| — | QUIDEL CORP | 6,750,000 | $6.248M | 0.7% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ACORDA THERAPEUTICS INC | 6,824,000 | $6.159M | 0.7% | $1.12 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | WELLTOWER INC | 99,997 | $6.151M | 0.7% | $61.51 | — | 6.50% PFD PREPET | 95040Q203 |
| — | APOLLO COML REAL EST FIN INC | 6,147,000 | $6.022M | 0.6% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | KEYCORP NEW | 45,500 | $5.912M | 0.6% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | REDWOOD TR INC | 6,100,000 | $5.773M | 0.6% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | TESLA MTRS INC | 6,125,000 | $5.765M | 0.6% | $0.89 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,500,000 | $5.741M | 0.6% | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | SALESFORCE COM INC | 4,547,000 | $5.573M | 0.6% | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ON SEMICONDUCTOR CORP | 4,760,000 | $5.292M | 0.6% | $1.19 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | CEMEX SAB DE CV | 5,125,000 | $5.28M | 0.6% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| FLOT | ISHARES TR | 103,490 | $5.221M | 0.6% | $50.64 | — | FLTG RATE BD ETF | 46429B655 |
| — | RAIT FINANCIAL TRUST | 6,241,000 | $5.196M | 0.6% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| FPX | FIRST TR US IPO INDEX FD | 104,959 | $5.11M | 0.5% | $52.66 | — | SHS | 336920103 |
| — | DOMINION RES INC VA NEW | 92,093 | $5.096M | 0.5% | $56.83 | — | UNIT 04/01/2013 | 25746U703 |
| — | COBALT INTL ENERGY INC | 8,161,000 | $5.084M | 0.5% | $0.73 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | T MOBILE US INC | 72,415 | $5.006M | 0.5% | $54.23 | — | CONV PFD SER A | 872590203 |
| — | SINA CORP | 5,150,000 | $4.873M | 0.5% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | WABASH NATL CORP | 4,250,000 | $4.826M | 0.5% | $1.28 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,000,000 | $4.808M | 0.5% | $0.88 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | 51JOB INC | 5,000,000 | $4.74M | 0.5% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | CANADIAN SOLAR INC | 5,600,000 | $4.732M | 0.5% | $0.94 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | TOLL BROS FIN CORP | 4,616,000 | $4.731M | 0.5% | $1.03 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | UTI WORLDWIDE INC | 6,482,000 | $4.716M | 0.5% | $1.10 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | MOLINA HEALTHCARE INC | 3,601,000 | $4.659M | 0.5% | $1.29 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | WELLS FARGO & CO | 4,788,000 | $4.631M | 0.5% | $1.07 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | AMTRUST FINL SVCS INC | 4,956,000 | $4.532M | 0.5% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | BGC PARTNERS INC | 4,384,000 | $4.52M | 0.5% | $1.06 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | TIVO INC | 5,190,000 | $4.513M | 0.5% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | SPECTRUM PHARMACEUTICALS INC | 5,000,000 | $4.454M | 0.5% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | INTERDIGITAL INC | 4,175,000 | $4.329M | 0.5% | $1.11 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | SERVICESOURCE INTL LLC | 5,052,000 | $4.307M | 0.5% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | PALO ALTO NETWORKS INC | 2,640,000 | $4.294M | 0.5% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | TTM TECHNOLOGIES INC | 4,872,000 | $4.266M | 0.5% | $1.02 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | JARDEN CORP | 2,651,000 | $4.245M | 0.5% | $1.47 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,124,000 | $4.202M | 0.5% | $1.09 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | PROSPECT CAPITAL CORPORATION | 4,300,000 | $4.193M | 0.5% | $1.02 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | INTEGRA LIFESCIENCES HLDGS C | 3,493,000 | $4.143M | 0.4% | $1.16 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | LAM RESEARCH CORP | 3,630,000 | $4.105M | 0.4% | $1.17 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | GENERAL CABLE CORP DEL NEW | 6,965,000 | $4.056M | 0.4% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | ILLUMINA INC | 3,481,000 | $4.045M | 0.4% | $1.23 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | SEACOR HOLDINGS INC | 4,123,000 | $3.956M | 0.4% | $1.10 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | MERITAGE HOMES CORP | 3,850,000 | $3.844M | 0.4% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | STARWOOD PPTY TR INC | 3,779,000 | $3.842M | 0.4% | $1.06 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | FORESTAR GROUP INC | 4,497,000 | $3.837M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | INCYTE CORP | 1,753,000 | $3.775M | 0.4% | $1.49 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | WEB COM GROUP INC | 4,000,000 | $3.751M | 0.4% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | YY INC | 4,000,000 | $3.736M | 0.4% | $0.93 | — | NOTE 2.250% 4/0 | 98426TAB2 |
| — | JAZZ INVESTMENTS I LTD | 3,665,000 | $3.72M | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| IGSB | ISHARES TR | 35,363 | $3.717M | 0.4% | $105.20 | — | 1-3 YR CR BD ETF | 464288646 |
| — | ALBANY MOLECULAR RESH INC | 3,000,000 | $3.69M | 0.4% | $1.22 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | MGIC INVT CORP WIS | 3,454,000 | $3.658M | 0.4% | $1.14 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | LIBERTY INTERACTIVE LLC | 2,421,000 | $3.616M | 0.4% | $1.35 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | LIVE NATION ENTERTAINMENT IN | 3,466,000 | $3.614M | 0.4% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | ARES CAP CORP | 3,532,000 | $3.549M | 0.4% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | CHART INDS INC | 4,000,000 | $3.48M | 0.4% | $0.87 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | SANDISK CORP | 3,580,000 | $3.466M | 0.4% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | ALERE INC | 2,968,000 | $3.417M | 0.4% | $1.19 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | COLONY CAP INC | 3,566,000 | $3.409M | 0.4% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| KMB | KIMBERLY CLARK CORP | 30,585 | $3.335M | 0.4% | $74.42 | +4.0% | COM | 494368103 |
| — | AMSURG CORP | 22,475 | $3.326M | 0.4% | $113.27 | — | PFD CNV SR A-1 % | 03232P504 |
| — | NAVISTAR INTL CORP NEW | 4,600,000 | $3.324M | 0.4% | $0.94 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | IRIDIUM COMMUNICATIONS INC | 13,500 | $3.288M | 0.4% | $320.58 | — | PERP PFD CNV B | 46269C409 |
| — | ENERNOC INC | 4,710,000 | $3.276M | 0.4% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | TCP CAP CORP | 3,225,000 | $3.205M | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | J2 GLOBAL INC | 2,684,000 | $3.184M | 0.3% | $1.11 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | BOTTOMLINE TECH DEL INC | 3,000,000 | $3.179M | 0.3% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| FTC | FIRST TR LRG CP GRWTH ALPHAD | 66,109 | $3.02M | 0.3% | $45.68 | — | COM SHS | 33735K108 |
| — | HURON CONSULTING GROUP INC | 2,903,000 | $2.998M | 0.3% | $1.03 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | VECTOR GROUP LTD | 2,649,000 | $2.958M | 0.3% | $1.12 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| IYF | ISHARES TR | 35,101 | $2.951M | 0.3% | $89.75 | — | U.S. FINLS ETF | 464287788 |
| — | STANLEY BLACK & DECKER INC | 22,049 | $2.937M | 0.3% | $127.38 | — | UNIT 99/99/9999 | 854502309 |
| — | YANDEX NV | 3,250,000 | $2.754M | 0.3% | $0.82 | — | NOTE 1.125%12/1 | 98474TAB3 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,231,000 | $2.714M | 0.3% | $1.08 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | RYLAND GROUP INC | 1,931,000 | $2.659M | 0.3% | $1.58 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | AIRTRAN HLDGS INC | 986,000 | $2.647M | 0.3% | $1.61 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | HUNTINGTON BANCSHARES INC | 1,982 | $2.644M | 0.3% | $1281.75 | — | PFD CONV SER A | 446150401 |
| — | SPECTRANETICS CORP | 3,500,000 | $2.642M | 0.3% | $1.19 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | ENVESTNET INC | 3,000,000 | $2.641M | 0.3% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | MEDIDATA SOLUTIONS INC | 2,483,000 | $2.618M | 0.3% | $1.18 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | NUVASIVE INC | 2,048,000 | $2.581M | 0.3% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | MGIC INVT CORP WIS | 1,772,000 | $2.542M | 0.3% | $1.16 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | AMERICAN TOWER CORP NEW | 25,102 | $2.499M | 0.3% | $104.31 | — | PFD CONV SER A | 03027X308 |
| — | HERBALIFE LTD | 2,782,000 | $2.455M | 0.3% | $0.88 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | STARWOOD PPTY TR INC | 2,331,000 | $2.397M | 0.3% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | BROADSOFT INC | 2,336,000 | $2.377M | 0.3% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | CALLAWAY GOLF CO | 2,099,000 | $2.344M | 0.3% | $1.23 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,456,000 | $2.324M | 0.3% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | FIDELITY NATIONAL FINANCIAL | 1,167,000 | $2.288M | 0.2% | $1.38 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | RESOURCE CAP CORP | 2,421,000 | $2.272M | 0.2% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | ELECTRONIC ARTS INC | 1,035,000 | $2.195M | 0.2% | $1.09 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | YAHOO INC | 2,235,000 | $2.167M | 0.2% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| ITB | ISHARES TR | 79,095 | $2.064M | 0.2% | $26.10 | — | US HOME CONS ETF | 464288752 |
| — | SANDISK CORP | 1,646,000 | $2.044M | 0.2% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | CROWN CASTLE INTL CORP NEW | 19,946 | $2.037M | 0.2% | $102.53 | — | CNV PFD STK SR A | 22822V200 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,391,000 | $1.975M | 0.2% | $1.42 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | TELEFLEX INC | 965,000 | $1.947M | 0.2% | $1.38 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,437,000 | $1.946M | 0.2% | $1.42 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | HORSEHEAD HLDG CORP | 3,397,000 | $1.937M | 0.2% | $1.11 | — | NOTE 3.800% 7/0 | 440694AB3 |
| AAPL | APPLE INC | 17,214 | $1.899M | 0.2% | $18.42 | +42.7% | COM | 037833100 |
| — | FLUIDIGM CORP DEL | 2,500,000 | $1.763M | 0.2% | $0.88 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | SERVICENOW INC | 1,533,000 | $1.728M | 0.2% | $1.14 | — | NOTE 11/0 | 81762PAB8 |
| — | RADIAN GROUP INC | 1,093,000 | $1.655M | 0.2% | $1.77 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | TESLA MTRS INC | 812,000 | $1.642M | 0.2% | $1.55 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| TLT | ISHARES TR | 12,842 | $1.585M | 0.2% | $123.42 | — | 20+ YR TR BD ETF | 464287432 |
| — | ECHO GLOBAL LOGISTICS INC | 1,750,000 | $1.563M | 0.2% | $0.92 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| XLU | SELECT SECTOR SPDR TR | 33,932 | $1.47M | 0.2% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | MICROCHIP TECHNOLOGY INC | 791,000 | $1.39M | 0.1% | $1.45 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | NEXTERA ENERGY INC | 25,675 | $1.38M | 0.1% | $53.75 | — | UNIT 09/01/2016 | 65339F861 |
| — | GOOGLE INC | 2,031 | $1.294M | 0.1% | $679.09 | — | CL A | 38259P508 |
| — | ALCOA INC | 36,730 | $1.24M | 0.1% | $49.83 | — | DEP SHS 1/10TH | 013817309 |
| — | DANAHER CORP DEL | 500,000 | $1.232M | 0.1% | $1.86 | — | NOTE 1/2 | 235851AF9 |
| JPM | JPMORGAN CHASE & CO | 20,197 | $1.231M | 0.1% | $36.73 | +35.1% | COM | 46625H100 |
| — | REGENERON PHARMACEUTICALS | 215,000 | $1.196M | 0.1% | $6.04 | — | NOTE 1.875%10/0 | 75886FAD9 |
| IGHG | PROSHARES TR | 16,298 | $1.196M | 0.1% | $73.38 | — | INVT INT RT HG | 74347B607 |
| — | JANUS CAP GROUP INC | 793,000 | $1.054M | 0.1% | $1.21 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| IYR | ISHARES TR | 14,471 | $1.027M | 0.1% | $69.29 | — | U.S. REAL ES ETF | 464287739 |
| C | CITIGROUP INC | 20,187 | $1.001M | 0.1% | $36.95 | +10.3% | COM NEW | 172967424 |
| — | LABORATORY CORP AMER HLDGS | 667,000 | $967K | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | ALERE INC | 3,000 | $963K | 0.1% | $318.71 | — | PERP PFD CONV SE | 01449J204 |
| — | MARKET VECTORS ETF TR | 69,950 | $960K | 0.1% | $13.72 | — | GOLD MINER ETF | 57060U100 |
| MSFT | MICROSOFT CORP | 20,083 | $891K | 0.1% | $32.67 | +19.1% | COM | 594918104 |
| XOM | EXXON MOBIL CORP | 10,791 | $803K | 0.1% | $53.82 | -8.8% | COM | 30231G102 |
| — | STARWOOD PPTY TR INC | 790,000 | $784K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | ARES CAP CORP | 763,000 | $783K | 0.1% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| PFE | PFIZER INC | 24,446 | $765K | 0.1% | $16.70 | +23.4% | COM | 717081103 |
| XRT | SPDR SERIES TRUST | 17,168 | $763K | 0.1% | $70.17 | — | S&P RETAIL ETF | 78464A714 |
| JNJ | JOHNSON & JOHNSON | 8,056 | $751K | 0.1% | $64.66 | +12.1% | COM | 478160104 |
| BAC | BANK AMER CORP | 45,263 | $705K | 0.1% | $11.47 | +17.3% | COM | 060505104 |
| PFF | ISHARES TR | 18,029 | $695K | 0.1% | $40.06 | — | U.S. PFD STK ETF | 464288687 |
| WFC | WELLS FARGO & CO NEW | 13,384 | $687K | 0.1% | $32.69 | +25.7% | COM | 949746101 |
| — | GENERAL ELECTRIC CO | 26,240 | $661K | 0.1% | $23.46 | — | COM | 369604103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,616 | $604K | 0.1% | $127.65 | +7.3% | CL B NEW | 084670702 |
| L | LOEWS CORP | 16,540 | $598K | 0.1% | $42.08 | -15.4% | COM | 540424108 |
| — | STANDARD PAC CORP NEW | 488,000 | $566K | 0.1% | $1.23 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | BIOMARIN PHARMACEUTICAL INC | 433,000 | $563K | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | RAMCO-GERSHENSON PPTYS TR | 10,000 | $556K | 0.1% | $61.43 | — | PERP PFD-D CV | 751452608 |
| T | AT&T INC | 16,539 | $537K | 0.1% | $11.40 | +7.6% | COM | 00206R102 |
| HD | HOME DEPOT INC | 4,597 | $532K | 0.1% | $56.53 | +60.0% | COM | 437076102 |
| KO | COCA COLA CO | 13,105 | $527K | 0.1% | $28.08 | +2.7% | COM | 191216100 |
| META | FACEBOOK INC | 5,695 | $514K | 0.1% | $58.80 | +55.0% | CL A | 30303M102 |
| UNH | UNITEDHEALTH GROUP INC | 4,303 | $498K | 0.1% | $50.75 | +99.4% | COM | 91324P102 |
| PG | PROCTER & GAMBLE CO | 6,702 | $482K | 0.1% | $57.74 | -2.4% | COM | 742718109 |
| AMZN | AMAZON COM INC | 925 | $476K | 0.1% | $15.14 | +67.0% | COM | 023135106 |
| — | CIENA CORP | 351,000 | $459K | 0.0% | $1.41 | — | DEBT 4.000%12/1 | 171779AK7 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 7,576 | $454K | 0.0% | $59.93 | — | FIRST TR ENH NEW | 33739Q408 |
| DIS | DISNEY WALT CO | 4,404 | $449K | 0.0% | $56.11 | +77.7% | COM DISNEY | 254687106 |
| CVX | CHEVRON CORP NEW | 5,505 | $433K | 0.0% | $71.30 | -24.5% | COM | 166764100 |
| SHV | ISHARES TR | 3,840 | $423K | 0.0% | $110.16 | — | SHRT TRS BD ETF | 464288679 |
| PEP | PEPSICO INC | 4,461 | $421K | 0.0% | $56.00 | +24.1% | COM | 713448108 |
| ORCL | ORACLE CORP | 11,594 | $418K | 0.0% | $30.82 | +6.8% | COM | 68389X105 |
| MO | ALTRIA GROUP INC | 7,468 | $406K | 0.0% | $21.65 | +24.7% | COM | 02209S103 |
| — | ALLERGAN PLC | 1,482 | $403K | 0.0% | $303.64 | — | SHS | G0177J108 |
| — | SUNPOWER CORP | 375,000 | $398K | 0.0% | $1.40 | — | DBCV 0.750% 6/0 | 867652AG4 |
| GILD | GILEAD SCIENCES INC | 3,875 | $381K | 0.0% | $48.90 | +58.5% | COM | 375558103 |
| CSCO | CISCO SYS INC | 14,418 | $381K | 0.0% | $15.61 | +25.4% | COM | 17275R102 |
| — | CELGENE CORP | 3,501 | $378K | 0.0% | $105.49 | — | COM | 151020104 |
| VZ | VERIZON COMMUNICATIONS INC | 8,664 | $378K | 0.0% | $27.24 | -0.8% | COM | 92343V104 |
| MCK | MCKESSON CORP | 1,964 | $366K | 0.0% | $137.17 | +42.6% | COM | 58155Q103 |
| LOW | LOWES COS INC | 5,262 | $365K | 0.0% | $58.89 | -3.3% | COM | 548661107 |
| INTC | INTEL CORP | 12,072 | $365K | 0.0% | $19.89 | +13.7% | COM | 458140100 |
| AMGN | AMGEN INC | 2,584 | $358K | 0.0% | $83.99 | +38.4% | COM | 031162100 |
| IWM | ISHARES TR | 3,207 | $351K | 0.0% | $124.53 | — | RUSSELL 2000 ETF | 464287655 |
| V | VISA INC | 5,006 | $349K | 0.0% | $61.28 | +8.3% | COM CL A | 92826C839 |
| — | ARES CAP CORP | 346,000 | $349K | 0.0% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| MRK | MERCK & CO INC NEW | 6,976 | $345K | 0.0% | $35.12 | +9.4% | COM | 58933Y105 |
| MET | METLIFE INC | 7,280 | $342K | 0.0% | $27.23 | +20.8% | COM | 59156R108 |
| FDX | FEDEX CORP | 2,302 | $330K | 0.0% | $82.92 | +64.4% | COM | 31428X106 |
| — | PROOFPOINT INC | 200,000 | $325K | 0.0% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | ALZA CORP | 250,000 | $322K | 0.0% | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| AAL | AMERICAN AIRLS GROUP INC | 8,222 | $319K | 0.0% | $31.98 | +22.3% | COM | 02376R102 |
| UNP | UNION PAC CORP | 3,598 | $318K | 0.0% | $73.30 | -1.5% | COM | 907818108 |
| — | SUNTRUST BKS INC | 8,218 | $315K | 0.0% | $35.14 | — | COM | 867914103 |
| MA | MASTERCARD INC | 3,445 | $309K | 0.0% | $70.03 | +26.1% | CL A | 57636Q104 |
| DAL | DELTA AIR LINES INC DEL | 6,793 | $306K | 0.0% | $18.81 | +110.3% | COM NEW | 247361702 |
| — | E M C CORP MASS | 12,505 | $303K | 0.0% | $24.34 | — | COM | 268648102 |
| GD | GENERAL DYNAMICS CORP | 2,150 | $297K | 0.0% | $110.30 | +4.7% | COM | 369550108 |
| — | MICRON TECHNOLOGY INC | 201,000 | $295K | 0.0% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| CVS | CVS HEALTH CORP | 3,015 | $293K | 0.0% | $41.96 | +85.4% | COM | 126650100 |
| IP | INTL PAPER CO | 7,433 | $281K | 0.0% | $25.94 | +4.7% | COM | 460146103 |
| MDT | MEDTRONIC PLC | 4,178 | $280K | 0.0% | $58.80 | -3.1% | SHS | G5960L103 |
| — | RAYTHEON CO | 2,536 | $279K | 0.0% | $77.17 | — | COM NEW | 755111507 |
| — | TWENTY FIRST CENTY FOX INC | 10,306 | $278K | 0.0% | $33.51 | — | CL A | 90130A101 |
| ABT | ABBOTT LABS | 6,893 | $278K | 0.0% | $28.85 | +34.5% | COM | 002824100 |
| WMT | WAL-MART STORES INC | 4,271 | $277K | 0.0% | $20.73 | -8.8% | COM | 931142103 |
| CMCSA | COMCAST CORP NEW | 4,828 | $275K | 0.0% | $15.66 | +49.1% | CL A | 20030N101 |
| GM | GENERAL MTRS CO | 9,026 | $271K | 0.0% | $28.15 | -14.2% | COM | 37045V100 |
| SLB | SCHLUMBERGER LTD | 3,927 | $271K | 0.0% | $52.90 | +11.4% | COM | 806857108 |
| OXY | OCCIDENTAL PETE CORP DEL | 4,074 | $270K | 0.0% | $57.93 | -11.4% | COM | 674599105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,137 | $268K | 0.0% | $33.53 | +20.8% | COM | 45866F104 |
| EOG | EOG RES INC | 3,584 | $261K | 0.0% | $66.21 | -13.7% | COM | 26875P101 |
| TJX | TJX COS INC NEW | 3,647 | $258K | 0.0% | $28.69 | +5.8% | COM | 872540109 |
| COF | CAPITAL ONE FINL CORP | 3,529 | $257K | 0.0% | $53.76 | +23.8% | COM | 14040H105 |
| IVZ | INVESCO LTD | 8,092 | $253K | 0.0% | $19.67 | +13.3% | SHS | G491BT108 |
| — | SUNEDISON INC | 332,000 | $253K | 0.0% | $1.72 | — | NOTE 2.000%10/0 | 86732YAC3 |
| KR | KROGER CO | 6,742 | $242K | 0.0% | $29.85 | +1.1% | COM | 501044101 |
| NKE | NIKE INC | 1,956 | $240K | 0.0% | $44.79 | +10.7% | CL B | 654106103 |
| — | HEWLETT PACKARD CO | 9,341 | $239K | 0.0% | $26.55 | — | COM | 428236103 |
| COST | COSTCO WHSL CORP NEW | 1,657 | $238K | 0.0% | $119.60 | 0.0% | COM | 22160K105 |
| — | AETNA INC NEW | 2,128 | $236K | 0.0% | $110.90 | — | COM | 00817Y108 |
| XLP | SELECT SECTOR SPDR TR | 4,867 | $231K | 0.0% | $47.46 | — | SBI CONS STPLS | 81369Y308 |
| — | EPR PPTYS | 10,500 | $231K | 0.0% | $21.60 | — | PFD C CNV 5.75% | 26884U208 |
| MMM | 3M CO | 1,619 | $230K | 0.0% | $61.26 | +42.8% | COM | 88579Y101 |
| — | ANADARKO PETE CORP | 3,820 | $230K | 0.0% | $83.31 | — | COM | 032511107 |
| CRM | SALESFORCE COM INC | 3,315 | $229K | 0.0% | $61.28 | +14.3% | COM | 79466L302 |
| BIIB | BIOGEN INC | 783 | $228K | 0.0% | $269.21 | +22.7% | COM | 09062X103 |
| MDLZ | MONDELEZ INTL INC | 5,420 | $227K | 0.0% | $30.85 | +10.3% | CL A | 609207105 |
| XHB | SPDR SERIES TRUST | 6,640 | $226K | 0.0% | $36.46 | — | S&P HOMEBUILD | 78464A888 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,856 | $226K | 0.0% | $124.72 | +1.3% | COM | 883556102 |
| MCD | MCDONALDS CORP | 2,262 | $223K | 0.0% | $75.34 | 0.0% | COM | 580135101 |
| ABBV | ABBVIE INC | 4,084 | $222K | 0.0% | $28.47 | +49.4% | COM | 00287Y109 |
| DBEU | DBX ETF TR | 8,808 | $219K | 0.0% | $29.15 | — | DB XTR MSCI EUR | 233051853 |
| HON | HONEYWELL INTL INC | 2,275 | $214K | 0.0% | $73.33 | 0.0% | COM | 438516106 |
| BA | BOEING CO | 1,592 | $211K | 0.0% | $82.99 | +48.6% | COM | 097023105 |
| MPC | MARATHON PETE CORP | 4,540 | $210K | 0.0% | $34.00 | +9.4% | COM | 56585A102 |
| — | UNITED TECHNOLOGIES CORP | 2,260 | $203K | 0.0% | $92.92 | — | COM | 913017109 |
| GIS | GENERAL MLS INC | 3,585 | $200K | 0.0% | $39.98 | 0.0% | COM | 370334104 |
| KEY | KEYCORP NEW | 15,460 | $199K | 0.0% | $8.95 | +4.3% | COM | 493267108 |
| — | WRIGHT MED GROUP INC | 175,000 | $182K | 0.0% | $1.26 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | PROSPECT CAPITAL CORPORATION | 170,000 | $170K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | SWIFT TRANSN CO | 10,331 | $157K | 0.0% | $25.30 | — | CL A | 87074U101 |
| ON | ON SEMICONDUCTOR CORP | 15,810 | $149K | 0.0% | $8.78 | +15.7% | COM | 682189105 |
| — | HOLOGIC INC | 106,000 | $143K | 0.0% | $1.03 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | XEROX CORP | 14,465 | $142K | 0.0% | $13.45 | — | COM | 984121103 |
| — | ARES CAP CORP | 100,000 | $103K | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | SOLARCITY CORP | 75,000 | $68,000 | 0.0% | $0.91 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | ILLUMINA INC | 32,000 | $66,000 | 0.0% | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $51,000 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |