| 1 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
1,244,809 |
1,245 |
0.01% |
|
PRN |
| 2 |
APOLLO INVT CORP 5.75% 01/15/2016 |
185,925 |
186 |
0.00% |
|
PRN |
| 3 |
ARES COML REAL ESTATE CORP |
108,969 |
109 |
0.00% |
|
PRN |
| 4 |
BGC PARTNERS INC |
92,813 |
93 |
0.00% |
|
PRN |
| 5 |
Prospect Capital Corp |
85,800 |
86 |
0.00% |
|
PRN |
| 6 |
PROSPECT CAPITAL CORPORATION |
81,600 |
82 |
0.00% |
|
PRN |
| 7 |
PROSPECT CAPITAL CORPORATION |
76,500 |
77 |
0.00% |
|
PRN |
| 8 |
Old Republic International Corp |
53,130 |
53 |
0.00% |
|
PRN |
| 9 |
PROSPECT CAPITAL CORPORATION |
50,750 |
51 |
0.00% |
|
PRN |
| 10 |
COBALT INTL ENERGY INC |
46,231 |
46 |
0.00% |
|
PRN |
| 11 |
CORE LABORATORIES NV |
44,219 |
44 |
0.00% |
|
PRN |
| 12 |
SOLAZYME INC |
40,032 |
40 |
0.00% |
|
PRN |
| 13 |
Ares Capital Corp |
38,356 |
38 |
0.00% |
|
PRN |
| 14 |
BIOMARIN PHARMACEUTICAL INC 0.75 10/15/2018 |
26,000 |
34 |
0.00% |
|
PRN |
| 15 |
RYLAND GROUP INC SR NT CV 0.25 19 |
30,000 |
28 |
0.00% |
|
PRN |
| 16 |
TAKE-TWO INTERACTIVE SOFTWARE SR GLBL CV NT 18 |
19,000 |
27 |
0.00% |
|
PRN |
| 17 |
BLACKSTONE MTG TR INC |
26,203 |
26 |
0.00% |
|
PRN |
| 18 |
CIENA CORP SR NT CV 17 |
25,000 |
25 |
0.00% |
|
PRN |
| 19 |
WEBMD HEALTH CORP |
25,000 |
25 |
0.00% |
|
PRN |
| 20 |
RESOURCE CAP CORP |
22,875 |
23 |
0.00% |
|
PRN |
| 21 |
COLONY CAP INC |
24,000 |
23 |
0.00% |
|
PRN |
| 22 |
CTRIP COM INTL LTD |
20,000 |
22 |
0.00% |
|
PRN |
| 23 |
CHESAPEAKE ENERGY CORP |
30,000 |
21 |
0.00% |
|
PRN |
| 24 |
NUANCE COMMUNICATIONS INC SR CV NT 2.75 31 |
18,000 |
19 |
0.00% |
|
PRN |
| 25 |
HOLOGIC INC |
15,000 |
19 |
0.00% |
|
PRN |
| 26 |
JEFFERIES GROUP INC NEW SR DB CV3.875 29 |
17,000 |
18 |
0.00% |
|
PRN |
| 27 |
RTI INTL METALS INC SR CV NT1.625 19 |
16,000 |
17 |
0.00% |
|
PRN |
| 28 |
REDWOOD TR INC |
16,000 |
16 |
0.00% |
|
PRN |
| 29 |
PROSPECT CAPITAL CORPORATION |
14,981 |
15 |
0.00% |
|
PRN |
| 30 |
SPIRIT RLTY CAP INC NEW |
15,000 |
14 |
0.00% |
|
PRN |
| 31 |
TESLA INC |
14,119 |
14 |
0.00% |
|
PRN |
| 32 |
BROADSOFT INC |
13,000 |
13 |
0.00% |
|
PRN |
| 33 |
NATIONAL HEALTH INVS INC |
13,000 |
13 |
0.00% |
|
PRN |
| 34 |
INTEL CORP JR SB CONV DB 35 |
12,144 |
12 |
0.00% |
|
PRN |
| 35 |
AEGEAN MARINE PETE NETWORK I |
12,450 |
12 |
0.00% |
|
PRN |
| 36 |
FOREST CITY ENTERPRISES INC |
10,000 |
11 |
0.00% |
|
PRN |
| 37 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
13,000 |
11 |
0.00% |
|
PRN |
| 38 |
TESLA INC |
12,000 |
11 |
0.00% |
|
PRN |
| 39 |
AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 |
11,000 |
10 |
0.00% |
|
PRN |
| 40 |
STARWOOD PPTY TR INC |
10,000 |
10 |
0.00% |
|
PRN |
| 41 |
ENDOLOGIX INC |
10,000 |
9 |
0.00% |
|
PRN |
| 42 |
MICRON TECHNOLOGY INC SR SB CV NT 3 43 |
8,406 |
8 |
0.00% |
|
PRN |
| 43 |
PROSPECT CAPITAL CORPORATION |
7,000 |
7 |
0.00% |
|
PRN |
| 44 |
INTEL CORP JR SB CONV DB 35 |
5,000 |
6 |
0.00% |
|
PRN |
| 45 |
SPDR S&P 500 ETF TR |
1,085,455 |
208,006 |
1.17% |
|
|
| 46 |
APPLE INC |
1,565,651 |
172,691 |
0.97% |
|
|
| 47 |
EXXON MOBIL CORP |
2,051,333 |
152,490 |
0.86% |
|
|
| 48 |
MICROSOFT CORP |
3,153,680 |
139,582 |
0.78% |
|
|
| 49 |
APPLE INC |
1,263,263 |
139,323 |
0.78% |
|
|
| 50 |
JOHNSON & JOHNSON |
1,399,402 |
130,634 |
0.73% |
|
|
