CIK: 0000903944 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value ($000): $1,870,202 (45.2% shares, 54.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | APACHE CORP | 2,423,800 | $115,964 | 6.2% | $47.84 | — | PFD CONV SER D | 037411808 |
| — | METLIFE INC | 1,987,500 | $108,443 | 5.8% | $54.56 | — | UNIT 99/99/9999 | 59156R116 |
| — | GENERAL MTRS CO | 1,786,631 | $86,317 | 4.6% | $48.31 | — | JR PFD CNV SRB | 37045V209 |
| — | DOMINION RES INC VA NEW | 1,665,200 | $82,960 | 4.4% | $49.82 | — | UNIT 04/01/2013 | 25746U703 |
| — | WELLS FARGO & CO NEW | 67,417 | $80,226 | 4.3% | $1190.00 | — | PERP PFD CNV A | 949746804 |
| — | CUBIST PHARMACEUTICALS INC | 39,100,000 | $68,498 | 3.7% | $1.75 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | GILEAD SCIENCES INC | 29,404,000 | $66,545 | 3.6% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | VERISIGN INC | 44,415,000 | $62,486 | 3.3% | $1.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | SANDISK CORP | 45,631,000 | $60,832 | 3.3% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 3,207,000 | $60,131 | 3.2% | $18.75 | — | MAND CV NT 16 | L0302D178 |
| — | CONVERGYS CORP | 34,393,000 | $57,974 | 3.1% | $1.69 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | KEYCORP NEW | 434,215 | $54,060 | 2.9% | $124.50 | — | PFD 7.75% SR A | 493267405 |
| — | PPL CORP | 950,000 | $51,405 | 2.7% | $54.11 | — | UNIT 99/99/9999S | 69351T114 |
| — | GENERAL CABLE CORP DEL NEW | 45,489,000 | $50,152 | 2.7% | $1.10 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | FIFTH THIRD BANCORP | 320,332 | $49,531 | 2.6% | $154.62 | — | CNV PFD DEP1/250 | 316773209 |
| — | DOMINION RES INC VA NEW | 975,200 | $48,594 | 2.6% | $49.83 | — | UNIT 07/01/2016 | 25746U885 |
| — | HUNTINGTON BANCSHARES INC | 38,011 | $46,563 | 2.5% | $1224.99 | — | PFD CONV SER A | 446150401 |
| — | REGIS CORP MINN | 38,115,000 | $44,404 | 2.4% | $1.17 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | TIBCO SOFTWARE INC | 45,000,000 | $43,734 | 2.3% | $0.97 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | NORTHGATE MINERALS CORP | 40,886,000 | $38,535 | 2.1% | $0.94 | — | NOTE 3.500%10/0 | 666416AB8 |
| — | ANGLOGOLD ASHANTI HLDGS FIN | 2,173,352 | $37,151 | 2.0% | $17.09 | — | MAND BD CV 13 | 03512Q206 |
| — | TELEFLEX INC | 27,363,000 | $36,957 | 2.0% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | DEALERTRACK TECHNOLOGIES INC | 29,292,000 | $33,832 | 1.8% | $1.15 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | UNITED THERAPEUTICS CORP DEL | 22,457,000 | $32,492 | 1.7% | $1.45 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | VOLCANO CORPORATION | 32,890,000 | $30,012 | 1.6% | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | NOVELLUS SYS INC | 20,000,000 | $28,188 | 1.5% | $1.41 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ENDO HEALTH SOLUTIONS INC | 20,733,000 | $27,717 | 1.5% | $1.34 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | RTI INTL METALS INC | 28,025,000 | $26,379 | 1.4% | $0.94 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | TRW AUTOMOTIVE INC | 11,000,000 | $25,032 | 1.3% | $2.28 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | HEALTH CARE REIT INC | 17,571,000 | $23,249 | 1.2% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | THERAVANCE INC | 15,000,000 | $23,119 | 1.2% | $1.54 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | LIBERTY MEDIA CORP | 33,600,000 | $22,680 | 1.2% | $0.68 | — | DEB 4.000%11/1 | 530715AG6 |
| — | DST SYS INC DEL | 15,819,000 | $21,880 | 1.2% | $1.38 | — | DBCV 8/1 | 233326AE7 |
| — | DOLLAR FINL CORP | 20,988,000 | $21,618 | 1.2% | $1.03 | — | NOTE 3.000% 4/0 | 256664AC7 |
| — | INTEGRA LIFESCIENCES HLDGS C | 21,600,000 | $21,114 | 1.1% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | STILLWATER MNG CO | 15,500,000 | $15,897 | 0.9% | $1.03 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | NEXTERA ENERGY INC | 279,900 | $15,546 | 0.8% | $55.54 | — | UNIT 09/01/2015 | 65339F887 |
| — | ROYAL GOLD INC | 15,500,000 | $14,037 | 0.8% | $0.91 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | SALIX PHARMACEUTICALS INC | 8,150,000 | $9,724 | 0.5% | $1.19 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | AMTRUST FINANCIAL SERVICES I | 6,800,000 | $9,503 | 0.5% | $1.40 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | INTERDIGITAL INC | 8,500,000 | $9,122 | 0.5% | $1.07 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | VOLCANO CORPORATION | 8,284,000 | $8,217 | 0.4% | $0.99 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | AUXILIUM PHARMACEUTICALS INC | 6,876,000 | $6,631 | 0.4% | $0.96 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| — | STEWART ENTERPRISES INC | 5,000,000 | $6,450 | 0.3% | $1.29 | — | NOTE 3.375% 7/1 | 860370AK1 |
| — | INTEROIL CORP | 5,159,000 | $4,956 | 0.3% | $0.96 | — | NOTE 2.750%11/1 | 460951AC0 |
| GRFS | GRIFOLS S A | 145,525 | $4,145 | 0.2% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | NUANCE COMMUNICATIONS INC | 3,800,000 | $3,914 | 0.2% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | MENTOR GRAPHICS CORP | 3,100,000 | $3,770 | 0.2% | $1.22 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | ARRIS GROUP INC | 3,650,000 | $3,760 | 0.2% | $1.03 | — | NOTE 2.000%11/1 | 04269QAC4 |
| — | OMNICARE INC | 3,000,000 | $3,724 | 0.2% | $1.24 | — | NOTE 3.750% 4/0 | 681904AP3 |
| — | LINEAR TECHNOLOGY CORP | 3,500,000 | $3,653 | 0.2% | $1.04 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | ALLEGHENY TECHNOLOGIES INC | 3,400,000 | $3,502 | 0.2% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | INTERNATIONAL GAME TECHNOLOG | 3,253,000 | $3,469 | 0.2% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | LAM RESEARCH CORP | 3,300,000 | $3,469 | 0.2% | $1.05 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | ALLIANT TECHSYSTEMS INC | 2,850,000 | $3,269 | 0.2% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| — | HOLOGIC INC | 3,300,000 | $3,265 | 0.2% | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | TTM TECHNOLOGIES INC | 3,200,000 | $3,218 | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | NEWMONT MINING CORP | 2,900,000 | $3,116 | 0.2% | $1.07 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | IXIA | 2,300,000 | $2,753 | 0.1% | $1.20 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | PHOTRONICS INC | 2,385,000 | $2,610 | 0.1% | $1.09 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | COMTECH TELECOMMUNICATIONS C | 2,500,000 | $2,553 | 0.1% | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | STEEL DYNAMICS INC | 2,350,000 | $2,507 | 0.1% | $1.07 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | ENERSYS | 1,879,000 | $2,459 | 0.1% | $1.31 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | INTEL CORP | 1,925,000 | $2,453 | 0.1% | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | PRICELINE COM INC | 2,100,000 | $2,441 | 0.1% | $1.16 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | UNITED STATES STL CORP NEW | 2,450,000 | $2,418 | 0.1% | $0.99 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | JAGUAR MINING INC CV 5.5% 0 | 10,050,000 | $2,337 | 0.1% | $0.23 | — | 33 CNV | 47009MAJ2 |
| — | GENESEE & WYO INC | 18,273 | $2,191 | 0.1% | $119.90 | — | UNIT 10/01/2015 | 371559204 |
| — | UNITED TECHNOLOGIES CORP | 36,400 | $2,161 | 0.1% | $59.37 | — | UNIT 99/99/9999 | 913017117 |
| — | ON SEMICONDUCTOR CORP | 1,400,000 | $1,609 | 0.1% | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | ARCHER DANIELS MIDLAND CO | 1,500,000 | $1,512 | 0.1% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | SMITHFIELD FOODS INC | 1,050,000 | $1,385 | 0.1% | $1.32 | — | NOTE 4.000% 6/3 | 832248AR9 |
| — | ELECTRONIC ARTS INC | 1,100,000 | $1,145 | 0.1% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | FERRO CORP | 930,000 | $946 | 0.1% | $1.02 | — | NOTE 6.500% 8/1 | 315405AL4 |
| — | INTEL CORP | 750,000 | $816 | 0.0% | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | PROMOTORA DE INFORMACIONES S | 709,895 | $775 | 0.0% | $1.09 | — | ADR CL B CONV | 74343G303 |