Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 10, 2016
Total Value: $977M (31.3% shares, 68.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 185,021 | $37.91M | 3.9% | $206.47 | — | CORE S&P500 ETF | 464287200 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 29,096 | $29.81M | 3.1% | $1043.38 | — | PFD CONV SER A | G0177J116 |
| — | INTEL CORP | 17,724,000 | $29.48M | 3.0% | $1.35 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | PRICELINE GRP INC | 17,230,000 | $20.5M | 2.1% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | FRONTIER COMMUNICATIONS CORP | 176,216 | $16M | 1.6% | $97.85 | — | PFD CONV SER-A | 35906A207 |
| — | PRICELINE GRP INC | 11,070,000 | $15.74M | 1.6% | $1.23 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | GILEAD SCIENCES INC | 3,223,000 | $14.4M | 1.5% | $2.58 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | BANK AMER CORP | 12,528 | $13.7M | 1.4% | $1135.22 | — | 7.25%CNV PFD L | 060505682 |
| — | CITRIX SYS INC | 12,468,000 | $13.56M | 1.4% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | WELLS FARGO & CO NEW | 11,631 | $13.43M | 1.4% | $1190.42 | — | PERP PFD CNV A | 949746804 |
| — | LAM RESEARCH CORP | 9,108,000 | $13.04M | 1.3% | $1.28 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | RED HAT INC | 9,748,000 | $12.69M | 1.3% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | HOLOGIC INC | 9,707,000 | $12.35M | 1.3% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | ILLUMINA INC | 11,150,000 | $12.12M | 1.2% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| AGG | ISHARES TR | 110,562 | $11.94M | 1.2% | $109.04 | — | CORE US AGGBD ET | 464287226 |
| — | OLD REP INTL CORP | 8,788,000 | $11.13M | 1.1% | $1.18 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | TESLA MTRS INC | 11,861,000 | $11.12M | 1.1% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| SPY | SPDR S&P 500 ETF TR | 52,976 | $10.8M | 1.1% | $191.07 | — | TR UNIT | 78462F103 |
| — | NVIDIA CORP | 5,717,000 | $9.526M | 1.0% | $1.17 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | SALESFORCE COM INC | 7,273,000 | $9.354M | 1.0% | $1.20 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | NOVELLUS SYS INC | 3,951,000 | $9.297M | 1.0% | $1.51 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ANTHEM INC | 194,584 | $8.91M | 0.9% | $50.25 | — | UNIT 05/01/20188 | 036752202 |
| — | WELLPOINT INC | 4,350,000 | $8.303M | 0.8% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | XILINX INC | 4,973,000 | $8.071M | 0.8% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | VERISIGN INC | 3,148,000 | $8.049M | 0.8% | $1.87 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | TYSON FOODS INC | 132,803 | $8.045M | 0.8% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | SOUTHWESTERN ENERGY CO | 421,450 | $7.797M | 0.8% | $43.52 | — | DEP SHS 1/20 B | 845467208 |
| — | TESLA MTRS INC | 8,500,000 | $7.787M | 0.8% | $0.90 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | EURONET WORLDWIDE INC | 6,319,000 | $7.461M | 0.8% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | INTEL CORP | 5,778,000 | $7.391M | 0.8% | $1.20 | — | SDCV 12/1 | 458140AD2 |
| — | STARWOOD WAYPOINT RESIDENTL | 7,850,000 | $7.251M | 0.7% | $0.95 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | ALEXANDRIA REAL ESTATE EQ IN | 270,000 | $7.237M | 0.7% | $26.80 | — | PFD CONV SER D | 015271505 |
| — | ELECTRONICS FOR IMAGING INC | 6,753,000 | $7.192M | 0.7% | $1.07 | — | NOTE 0.750% 9/0 | 286082AC6 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 61,581 | $7.142M | 0.7% | $138.47 | — | MAN COV SEC 16 | N31738110 |
| — | WELLS FARGO & CO | 7,262,000 | $7.09M | 0.7% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | WPX ENERGY INC | 225,000 | $6.998M | 0.7% | $35.65 | — | PFD SER A CV | 98212B202 |
| — | LINKEDIN CORP | 6,546,000 | $6.864M | 0.7% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | STERICYCLE INC | 74,200 | $6.754M | 0.7% | $101.58 | — | DEP PFD A 1/10 | 858912207 |
| — | SEACOR HOLDINGS INC | 8,614,000 | $6.741M | 0.7% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | PENNYMAC CORP | 7,150,000 | $6.613M | 0.7% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | QUIDEL CORP | 6,750,000 | $6.543M | 0.7% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | WABASH NATL CORP | 5,345,000 | $6.368M | 0.7% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | APOLLO COML REAL EST FIN INC | 6,147,000 | $6.262M | 0.6% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | ACORDA THERAPEUTICS INC | 5,324,000 | $6.122M | 0.6% | $1.12 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | CHENIERE ENERGY INC | 11,500,000 | $6.081M | 0.6% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | B2GOLD CORP | 7,335,000 | $6.079M | 0.6% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,436,000 | $6.078M | 0.6% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | RPM INTL INC | 5,306,000 | $6.035M | 0.6% | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | MICRON TECHNOLOGY INC | 7,146,000 | $5.941M | 0.6% | $1.31 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | KEYCORP NEW | 45,500 | $5.936M | 0.6% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 6,000,000 | $5.91M | 0.6% | $0.95 | — | NOTE 2.500% 9/1 | 74734MAB5 |
| — | BLUCORA INC | 7,000,000 | $5.819M | 0.6% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | SANDISK CORP | 5,590,000 | $5.784M | 0.6% | $1.14 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | BOTTOMLINE TECH DEL INC | 5,075,000 | $5.713M | 0.6% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | MONSTER WORLDWIDE INC | 4,479,000 | $5.688M | 0.6% | $1.27 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | REDWOOD TR INC | 6,100,000 | $5.68M | 0.6% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | MOLINA HEALTHCARE INC | 4,617,000 | $5.545M | 0.6% | $1.27 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 6,500,000 | $5.395M | 0.6% | $1.04 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| FPX | FIRST TR US IPO INDEX FD | 105,051 | $5.37M | 0.5% | $52.66 | — | SHS | 336920103 |
| — | 51JOB INC | 5,500,000 | $5.363M | 0.5% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | HURON CONSULTING GROUP INC | 5,434,000 | $5.342M | 0.5% | $1.01 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | AMERICAN TOWER CORP NEW | 52,497 | $5.328M | 0.5% | $102.84 | — | PFD CONV SER A | 03027X308 |
| FLOT | ISHARES TR | 103,464 | $5.216M | 0.5% | $50.64 | — | FLTG RATE BD ETF | 46429B655 |
| — | CANADIAN SOLAR INC | 5,600,000 | $5.169M | 0.5% | $0.94 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | TIVO INC | 5,855,000 | $5.065M | 0.5% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | DOMINION RES INC VA NEW | 94,544 | $5M | 0.5% | $56.72 | — | UNIT 04/01/2013 | 25746U703 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,000,000 | $4.964M | 0.5% | $0.88 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | LAM RESEARCH CORP | 3,841,000 | $4.959M | 0.5% | $1.18 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | RAIT FINANCIAL TRUST | 6,241,000 | $4.934M | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | T MOBILE US INC | 72,610 | $4.905M | 0.5% | $54.23 | — | CONV PFD SER A | 872590203 |
| — | J2 GLOBAL INC | 3,734,000 | $4.892M | 0.5% | $1.17 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | MEDICINES CO | 3,413,000 | $4.857M | 0.5% | $1.46 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | BGC PARTNERS INC | 4,443,000 | $4.81M | 0.5% | $1.06 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | COBALT INTL ENERGY INC | 9,190,000 | $4.802M | 0.5% | $0.70 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | CEMEX SAB DE CV | 5,125,000 | $4.783M | 0.5% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | ALBANY MOLECULAR RESH INC | 3,500,000 | $4.708M | 0.5% | $1.24 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | TOLL BROS FIN CORP | 4,614,000 | $4.643M | 0.5% | $1.03 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | CROWN CASTLE INTL CORP NEW | 43,173 | $4.641M | 0.5% | $105.20 | — | CNV PFD STK SR A | 22822V200 |
| — | ECHO GLOBAL LOGISTICS INC | 5,250,000 | $4.594M | 0.5% | $0.89 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | HERBALIFE LTD | 5,412,000 | $4.531M | 0.5% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | WELLS FARGO & CO | 4,788,000 | $4.524M | 0.5% | $1.07 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | ON SEMICONDUCTOR CORP | 3,973,000 | $4.427M | 0.5% | $1.19 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 3,401,000 | $4.427M | 0.5% | $1.16 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | SPECTRUM PHARMACEUTICALS INC | 5,000,000 | $4.337M | 0.4% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | INTERDIGITAL INC | 4,315,000 | $4.329M | 0.4% | $1.10 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | ENDOLOGIX INC | 4,000,000 | $4.308M | 0.4% | $1.08 | — | NOTE 3.250%11/0 | 29266SAB2 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 98,768 | $4.272M | 0.4% | $45.76 | — | COM SHS | 33734K109 |
| — | GENERAL CABLE CORP DEL NEW | 6,965,000 | $4.271M | 0.4% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,309,000 | $4.222M | 0.4% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | SERVICENOW INC | 3,248,000 | $4.17M | 0.4% | $1.21 | — | NOTE 11/0 | 81762PAB8 |
| — | IRIDIUM COMMUNICATIONS INC | 13,500 | $4.157M | 0.4% | $320.58 | — | PERP PFD CNV B | 46269C409 |
| — | TTM TECHNOLOGIES INC | 4,500,000 | $4.055M | 0.4% | $1.02 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | STARWOOD PPTY TR INC | 3,975,000 | $4.038M | 0.4% | $1.06 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | YY INC | 4,100,000 | $3.947M | 0.4% | $0.93 | — | NOTE 2.250% 4/0 | 98426TAB2 |
| — | TWITTER INC | 4,700,000 | $3.927M | 0.4% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | SERVICESOURCE INTL INC | 4,566,000 | $3.879M | 0.4% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | JAZZ INVESTMENTS I LTD | 3,674,000 | $3.845M | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | MERITAGE HOMES CORP | 3,850,000 | $3.774M | 0.4% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | ENCORE CAP GROUP INC | 5,000,000 | $3.759M | 0.4% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | FORESTAR GROUP INC | 4,576,000 | $3.73M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | WEBMD HEALTH CORP | 3,296,000 | $3.677M | 0.4% | $1.12 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | YANDEX NV | 4,250,000 | $3.669M | 0.4% | $0.83 | — | NOTE 1.125%12/1 | 98474TAB3 |
| IWD | ISHARES TR | 37,490 | $3.668M | 0.4% | $97.84 | — | RUS 1000 VAL ETF | 464287598 |
| — | RTI INTL METALS INC | 3,493,000 | $3.573M | 0.4% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | LIBERTY INTERACTIVE LLC | 2,349,000 | $3.537M | 0.4% | $1.35 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | ILLUMINA INC | 3,012,000 | $3.51M | 0.4% | $1.23 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | JARDEN CORP | 1,905,000 | $3.465M | 0.4% | $1.47 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | CHART INDS INC | 4,000,000 | $3.46M | 0.4% | $0.87 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | LIVE NATION ENTERTAINMENT IN | 3,404,000 | $3.456M | 0.4% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | ENCORE CAP GROUP INC | 4,000,000 | $3.41M | 0.3% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | WELLTOWER INC | 56,232 | $3.397M | 0.3% | $61.51 | — | 6.50% PFD PREPET | 95040Q203 |
| — | ARES CAP CORP | 3,392,000 | $3.391M | 0.3% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,291,000 | $3.386M | 0.3% | $1.03 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | COLONY CAP INC | 3,547,000 | $3.3M | 0.3% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| FXG | FIRST TR EXCHANGE TRADED FD | 73,180 | $3.251M | 0.3% | $44.42 | — | CONSUMR STAPLE | 33734X119 |
| — | AKAMAI TECHNOLOGIES INC | 3,378,000 | $3.24M | 0.3% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,983,000 | $3.227M | 0.3% | $1.08 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | NEXTERA ENERGY INC | 58,775 | $3.208M | 0.3% | $54.22 | — | UNIT 09/01/2016 | 65339F861 |
| — | MGIC INVT CORP WIS | 3,086,000 | $3.194M | 0.3% | $1.14 | — | NOTE 5.000% 5/0 | 552848AD5 |
| IYW | ISHARES TR | 29,628 | $3.171M | 0.3% | $107.03 | — | U.S. TECH ETF | 464287721 |
| — | TCP CAP CORP | 3,225,000 | $3.17M | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | VECTOR GROUP LTD | 2,683,000 | $3.063M | 0.3% | $1.12 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | SINA CORP | 3,000,000 | $2.9M | 0.3% | $0.92 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | AMTRUST FINL SVCS INC | 3,102,000 | $2.867M | 0.3% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | AIRTRAN HLDGS INC | 971,000 | $2.863M | 0.3% | $1.61 | — | NOTE 5.250%11/0 | 00949PAD0 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,350,000 | $2.859M | 0.3% | $1.07 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | INCYTE CORP | 1,326,000 | $2.854M | 0.3% | $1.49 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | NUVASIVE INC | 2,074,000 | $2.829M | 0.3% | $1.26 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | SPECTRANETICS CORP | 3,750,000 | $2.827M | 0.3% | $1.16 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | CEPHEID | 3,000,000 | $2.668M | 0.3% | $0.89 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | SANDISK CORP | 1,684,000 | $2.641M | 0.3% | $1.34 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | ENVESTNET INC | 3,000,000 | $2.638M | 0.3% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,952,000 | $2.607M | 0.3% | $1.09 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | STANLEY BLACK & DECKER INC | 21,815 | $2.573M | 0.3% | $117.95 | — | UNIT 11/17/20166 | 854502804 |
| — | RESOURCE CAP CORP | 2,600,000 | $2.49M | 0.3% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | PALO ALTO NETWORKS INC | 1,482,000 | $2.456M | 0.3% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,562,000 | $2.44M | 0.2% | $1.43 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | IGI LABS INC | 2,500,000 | $2.439M | 0.2% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | HUNTINGTON BANCSHARES INC | 1,795 | $2.422M | 0.2% | $1281.75 | — | PFD CONV SER A | 446150401 |
| — | NXP SEMICONDUCTORS N V | 2,193,000 | $2.402M | 0.2% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | ISIS PHARMACEUTICALS INC DEL | 2,109,000 | $2.373M | 0.2% | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,408,000 | $2.343M | 0.2% | $1.42 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | BROADSOFT INC | 2,145,000 | $2.295M | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | ELECTRONIC ARTS INC | 1,046,000 | $2.259M | 0.2% | $1.10 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | ENERNOC INC | 4,000,000 | $2.251M | 0.2% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | YAHOO INC | 2,260,000 | $2.202M | 0.2% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | ALERE INC | 8,000 | $2.198M | 0.2% | $291.24 | — | PERP PFD CONV SE | 01449J204 |
| TLT | ISHARES TR | 18,008 | $2.171M | 0.2% | $122.60 | — | 20+ YR TR BD ETF | 464287432 |
| — | TELEFLEX INC | 1,014,000 | $2.166M | 0.2% | $1.41 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | FLUIDIGM CORP DEL | 3,500,000 | $2.166M | 0.2% | $0.80 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | AMSURG CORP | 13,483 | $1.94M | 0.2% | $113.27 | — | PFD CNV SR A-1 % | 03232P504 |
| — | MICROCHIP TECHNOLOGY INC | 959,000 | $1.824M | 0.2% | $1.53 | — | SDCV 2.125%12/1 | 595017AB0 |
| AAPL | APPLE INC | 17,214 | $1.812M | 0.2% | $18.42 | +39.7% | COM | 037833100 |
| — | FIDELITY NATIONAL FINANCIAL | 894,000 | $1.708M | 0.2% | $1.38 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | TESLA MTRS INC | 823,000 | $1.618M | 0.2% | $1.56 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | KINDER MORGAN INC DEL | 40,250 | $1.604M | 0.2% | $39.85 | — | PFD SER A | 49456B200 |
| IYF | ISHARES TR | 17,996 | $1.589M | 0.2% | $89.75 | — | U.S. FINLS ETF | 464287788 |
| GOOGL | ALPHABET INC | 2,031 | $1.58M | 0.2% | $36.73 | 0.0% | CAP STK CL A | 02079K305 |
| XLU | SELECT SECTOR SPDR TR | 33,722 | $1.461M | 0.1% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | DANAHER CORP DEL | 511,000 | $1.378M | 0.1% | $1.88 | — | NOTE 1/2 | 235851AF9 |
| JPM | JPMORGAN CHASE & CO | 20,047 | $1.322M | 0.1% | $36.73 | +35.2% | COM | 46625H100 |
| — | MGIC INVT CORP WIS | 944,000 | $1.307M | 0.1% | $1.16 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | LABORATORY CORP AMER HLDGS | 669,000 | $1.109M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.106M | 0.1% | $74.42 | +14.2% | COM | 494368103 |
| MSFT | MICROSOFT CORP | 19,858 | $1.101M | 0.1% | $32.67 | +40.6% | COM | 594918104 |
| IYR | ISHARES TR | 14,471 | $1.086M | 0.1% | $69.29 | — | U.S. REAL ES ETF | 464287739 |
| C | CITIGROUP INC | 20,187 | $1.043M | 0.1% | $36.95 | +7.2% | COM NEW | 172967424 |
| — | JANUS CAP GROUP INC | 731,000 | $1.012M | 0.1% | $1.21 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | HORSEHEAD HLDG CORP | 3,397,000 | $871K | 0.1% | $1.11 | — | NOTE 3.800% 7/0 | 440694AB3 |
| JNJ | JOHNSON & JOHNSON | 8,056 | $828K | 0.1% | $64.66 | +17.4% | COM | 478160104 |
| — | GENERAL ELECTRIC CO | 26,240 | $817K | 0.1% | $23.46 | — | COM | 369604103 |
| PFE | PFIZER INC | 24,446 | $790K | 0.1% | $16.70 | +22.1% | COM | 717081103 |
| BAC | BANK AMER CORP | 45,263 | $764K | 0.1% | $11.47 | +18.2% | COM | 060505104 |
| XRT | SPDR SERIES TRUST | 16,996 | $737K | 0.1% | $70.17 | — | S&P RETAIL ETF | 78464A714 |
| WFC | WELLS FARGO & CO NEW | 13,384 | $725K | 0.1% | $32.69 | +24.9% | COM | 949746101 |
| — | STARWOOD PPTY TR INC | 713,000 | $701K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | NUANCE COMMUNICATIONS INC | 631,000 | $678K | 0.1% | $1.07 | — | DEBT 1.500%11/0 | 67020YAG5 |
| XOM | EXXON MOBIL CORP | 8,556 | $667K | 0.1% | $53.82 | -4.5% | COM | 30231G102 |
| L | LOEWS CORP | 16,540 | $635K | 0.1% | $42.08 | -15.6% | COM | 540424108 |
| AMZN | AMAZON COM INC | 925 | $625K | 0.1% | $15.14 | +108.2% | COM | 023135106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,616 | $610K | 0.1% | $127.65 | +5.1% | CL B NEW | 084670702 |
| — | RAMCO-GERSHENSON PPTYS TR | 10,000 | $609K | 0.1% | $61.43 | — | PERP PFD-D CV | 751452608 |
| HD | HOME DEPOT INC | 4,597 | $608K | 0.1% | $56.53 | +76.9% | COM | 437076102 |
| META | FACEBOOK INC | 5,695 | $594K | 0.1% | $58.80 | +73.5% | CL A | 30303M102 |
| T | AT&T INC | 16,539 | $570K | 0.1% | $11.40 | +9.1% | COM | 00206R102 |
| KO | COCA COLA CO | 13,105 | $564K | 0.1% | $28.08 | +9.8% | COM | 191216100 |
| — | CELGENE CORP | 4,596 | $552K | 0.1% | $108.97 | — | COM | 151020104 |
| — | ARES CAP CORP | 532,000 | $535K | 0.1% | $1.05 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| PG | PROCTER & GAMBLE CO | 6,702 | $531K | 0.1% | $57.74 | +0.3% | COM | 742718109 |
| — | SUNPOWER CORP | 395,000 | $514K | 0.1% | $1.40 | — | DBCV 0.750% 6/0 | 867652AG4 |
| UNH | UNITEDHEALTH GROUP INC | 4,303 | $507K | 0.1% | $50.75 | +95.7% | COM | 91324P102 |
| — | CIENA CORP | 376,000 | $488K | 0.0% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ALLERGAN PLC | 1,482 | $466K | 0.0% | $303.64 | — | SHS | G0177J108 |
| PEP | PEPSICO INC | 4,461 | $443K | 0.0% | $56.00 | +31.2% | COM | 713448108 |
| MO | ALTRIA GROUP INC | 7,468 | $436K | 0.0% | $21.65 | +36.1% | COM | 02209S103 |
| ORCL | ORACLE CORP | 11,594 | $425K | 0.0% | $30.82 | +6.5% | COM | 68389X105 |
| AMGN | AMGEN INC | 2,584 | $419K | 0.0% | $83.99 | +38.7% | COM | 031162100 |
| INTC | INTEL CORP | 12,072 | $415K | 0.0% | $19.89 | +34.0% | COM | 458140100 |
| VZ | VERIZON COMMUNICATIONS INC | 8,664 | $403K | 0.0% | $27.24 | -1.2% | COM | 92343V104 |
| LOW | LOWES COS INC | 5,262 | $400K | 0.0% | $58.89 | +4.8% | COM | 548661107 |
| CVX | CHEVRON CORP NEW | 4,375 | $395K | 0.0% | $71.30 | -18.0% | COM | 166764100 |
| GILD | GILEAD SCIENCES INC | 3,875 | $393K | 0.0% | $48.90 | +49.1% | COM | 375558103 |
| CSCO | CISCO SYS INC | 14,418 | $392K | 0.0% | $15.61 | +29.2% | COM | 17275R102 |
| MCK | MCKESSON CORP | 1,964 | $390K | 0.0% | $137.17 | +27.2% | COM | 58155Q103 |
| V | VISA INC | 5,006 | $388K | 0.0% | $61.28 | +17.8% | COM CL A | 92826C839 |
| MRK | MERCK & CO INC NEW | 6,976 | $371K | 0.0% | $35.12 | +4.7% | COM | 58933Y105 |
| MET | METLIFE INC | 7,280 | $350K | 0.0% | $27.23 | +14.6% | COM | 59156R108 |
| — | SUNTRUST BKS INC | 8,218 | $350K | 0.0% | $35.14 | — | COM | 867914103 |
| — | ALZA CORP | 248,000 | $350K | 0.0% | $1.33 | — | SDCV 7/2 | 02261WAB5 |
| AAL | AMERICAN AIRLS GROUP INC | 8,222 | $347K | 0.0% | $31.98 | +29.4% | COM | 02376R102 |
| — | PROOFPOINT INC | 200,000 | $345K | 0.0% | $1.37 | — | NOTE 1.250%12/1 | 743424AB9 |
| FDX | FEDEX CORP | 2,302 | $342K | 0.0% | $82.92 | +59.6% | COM | 31428X106 |
| DAL | DELTA AIR LINES INC DEL | 6,793 | $342K | 0.0% | $18.81 | +132.2% | COM NEW | 247361702 |
| MA | MASTERCARD INC | 3,445 | $336K | 0.0% | $70.03 | +31.6% | CL A | 57636Q104 |
| — | PRICELINE GRP INC | 331,000 | $334K | 0.0% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| DIS | DISNEY WALT CO | 3,095 | $326K | 0.0% | $56.11 | +82.2% | COM DISNEY | 254687106 |
| MDT | MEDTRONIC PLC | 4,178 | $321K | 0.0% | $58.80 | -0.4% | SHS | G5960L103 |
| — | E M C CORP MASS | 12,505 | $320K | 0.0% | $24.34 | — | COM | 268648102 |
| — | RAYTHEON CO | 2,536 | $317K | 0.0% | $77.17 | — | COM NEW | 755111507 |
| ABT | ABBOTT LABS | 6,893 | $309K | 0.0% | $28.85 | +26.7% | COM | 002824100 |
| GM | GENERAL MTRS CO | 9,026 | $308K | 0.0% | $28.15 | -1.6% | COM | 37045V100 |
| — | WRIGHT MED GROUP INC | 275,000 | $306K | 0.0% | $1.20 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| KEY | KEYCORP NEW | 23,003 | $302K | 0.0% | $8.86 | -2.1% | COM | 493267108 |
| CVS | CVS HEALTH CORP | 3,015 | $296K | 0.0% | $41.96 | +73.1% | COM | 126650100 |
| GD | GENERAL DYNAMICS CORP | 2,150 | $296K | 0.0% | $110.30 | +3.9% | COM | 369550108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,137 | $291K | 0.0% | $33.53 | +31.7% | COM | 45866F104 |
| — | ARES CAP CORP | 290,000 | $290K | 0.0% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| KR | KROGER CO | 6,742 | $283K | 0.0% | $29.85 | +6.0% | COM | 501044101 |
| UNP | UNION PAC CORP | 3,598 | $282K | 0.0% | $73.30 | -6.8% | COM | 907818108 |
| IP | INTL PAPER CO | 7,433 | $281K | 0.0% | $25.94 | -4.0% | COM | 460146103 |
| IWM | ISHARES TR | 2,489 | $281K | 0.0% | $124.53 | — | RUSSELL 2000 ETF | 464287655 |
| — | TWENTY FIRST CENTY FOX INC | 10,306 | $280K | 0.0% | $33.51 | — | CL A | 90130A101 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 4,666 | $278K | 0.0% | $59.93 | — | FIRST TR ENH NEW | 33739Q408 |
| SLB | SCHLUMBERGER LTD | 3,927 | $274K | 0.0% | $52.90 | +6.0% | COM | 806857108 |
| CMCSA | COMCAST CORP NEW | 4,828 | $272K | 0.0% | $15.66 | +51.8% | CL A | 20030N101 |
| IVZ | INVESCO LTD | 8,092 | $272K | 0.0% | $19.67 | +5.2% | SHS | G491BT108 |
| COST | COSTCO WHSL CORP NEW | 1,657 | $268K | 0.0% | $119.60 | +11.1% | COM | 22160K105 |
| MCD | MCDONALDS CORP | 2,262 | $268K | 0.0% | $75.34 | +15.8% | COM | 580135101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,856 | $265K | 0.0% | $124.72 | +3.8% | COM | 883556102 |
| — | CTRIP COM INTL LTD | 200,000 | $265K | 0.0% | $1.32 | — | NOTE 1.250%10/1 | 22943FAD2 |
| CRM | SALESFORCE COM INC | 3,315 | $260K | 0.0% | $61.28 | +25.9% | COM | 79466L302 |
| TJX | TJX COS INC NEW | 3,647 | $257K | 0.0% | $28.69 | +7.7% | COM | 872540109 |
| COF | CAPITAL ONE FINL CORP | 3,529 | $256K | 0.0% | $53.76 | +18.7% | COM | 14040H105 |
| EOG | EOG RES INC | 3,584 | $254K | 0.0% | $66.21 | -9.7% | COM | 26875P101 |
| PFF | ISHARES TR | 6,554 | $254K | 0.0% | $40.06 | — | U.S. PFD STK ETF | 464288687 |
| — | EPR PPTYS | 10,500 | $249K | 0.0% | $21.60 | — | PFD C CNV 5.75% | 26884U208 |
| NKE | NIKE INC | 3,912 | $246K | 0.0% | $50.73 | +11.7% | CL B | 654106103 |
| PM | PHILIP MORRIS INTL INC | 2,772 | $243K | 0.0% | $52.28 | 0.0% | COM | 718172109 |
| MDLZ | MONDELEZ INTL INC | 5,420 | $243K | 0.0% | $30.85 | +15.0% | CL A | 609207105 |
| MMM | 3M CO | 1,619 | $242K | 0.0% | $61.26 | +50.3% | COM | 88579Y101 |
| ABBV | ABBVIE INC | 4,084 | $242K | 0.0% | $28.47 | +33.3% | COM | 00287Y109 |
| BIIB | BIOGEN INC | 783 | $238K | 0.0% | $269.21 | +6.7% | COM | 09062X103 |
| MPC | MARATHON PETE CORP | 4,540 | $236K | 0.0% | $34.00 | +12.0% | COM | 56585A102 |
| HON | HONEYWELL INTL INC | 2,275 | $236K | 0.0% | $73.33 | +1.3% | COM | 438516106 |
| — | AETNA INC NEW | 2,128 | $232K | 0.0% | $110.90 | — | COM | 00817Y108 |
| BA | BOEING CO | 1,592 | $230K | 0.0% | $82.99 | +55.3% | COM | 097023105 |
| DBEU | DBX ETF TR | 8,808 | $229K | 0.0% | $29.15 | — | DB XTR MSCI EUR | 233051853 |
| IYE | ISHARES TR | 6,550 | $222K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| — | UNITED TECHNOLOGIES CORP | 2,260 | $219K | 0.0% | $92.92 | — | COM | 913017109 |
| — | YAHOO INC | 6,464 | $215K | 0.0% | $33.26 | — | COM | 984332106 |
| OXY | OCCIDENTAL PETE CORP DEL | 3,104 | $212K | 0.0% | $57.93 | -7.7% | COM | 674599105 |
| AIG | AMERICAN INTL GROUP INC | 3,382 | $211K | 0.0% | $47.33 | 0.0% | COM NEW | 026874784 |
| TXN | TEXAS INSTRS INC | 3,812 | $210K | 0.0% | $42.28 | 0.0% | COM | 882508104 |
| GIS | GENERAL MLS INC | 3,585 | $207K | 0.0% | $39.98 | +1.2% | COM | 370334104 |
| — | DU PONT E I DE NEMOURS & CO | 3,056 | $205K | 0.0% | $67.08 | — | COM | 263534109 |
| WMT | WAL-MART STORES INC | 3,361 | $204K | 0.0% | $20.73 | -19.8% | COM | 931142103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 1,625 | $204K | 0.0% | $120.72 | 0.0% | COM | 92532F100 |
| — | PROSPECT CAPITAL CORPORATION | 170,000 | $168K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| ON | ON SEMICONDUCTOR CORP | 15,810 | $156K | 0.0% | $8.78 | +19.8% | COM | 682189105 |
| — | XEROX CORP | 14,465 | $156K | 0.0% | $13.45 | — | COM | 984121103 |
| — | SWIFT TRANSN CO | 10,331 | $143K | 0.0% | $25.30 | — | CL A | 87074U101 |
| — | REGENERON PHARMACEUTICALS | 17,000 | $108K | 0.0% | $6.04 | — | NOTE 1.875%10/0 | 75886FAD9 |
| — | ARES CAP CORP | 100,000 | $99,000 | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | STARWOOD PPTY TR INC | 92,000 | $95,000 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JARDEN CORP | 36,000 | $52,000 | 0.0% | $1.44 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $50,000 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | ILLUMINA INC | 16,000 | $36,000 | 0.0% | $2.14 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | MICRON TECHNOLOGY INC | 22,000 | $31,000 | 0.0% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | MENTOR GRAPHICS CORP | 19,000 | $19,000 | 0.0% | $1.00 | — | SDCV 4.000% 4/0 | 587200AK2 |