Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value: $1.631B (31.5% shares, 68.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 28,304,000 | $93.35M | 5.7% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | UNITED THERAPEUTICS CORP DEL | 38,257,000 | $90.77M | 5.6% | $1.86 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | WELLS FARGO & CO NEW | 79,320 | $88.05M | 5.4% | $1179.50 | — | PERP PFD CNV A | 949746804 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 3,125,619 | $80.58M | 4.9% | $19.56 | — | MAND CV NT 16 | L0302D178 |
| — | HUNTINGTON BANCSHARES INC | 54,557 | $69.56M | 4.3% | $1236.04 | — | PFD CONV SER A | 446150401 |
| — | SANDISK CORP | 43,456,000 | $64.04M | 3.9% | $1.37 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | CONVERGYS CORP | 32,093,000 | $63.06M | 3.9% | $1.69 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | KEYCORP NEW | 474,895 | $61.11M | 3.7% | $124.57 | — | PFD 7.75% SR A | 493267405 |
| — | CROWN CASTLE INTL CORP | 596,117 | $59.84M | 3.7% | $100.37 | — | CNV PFD STK SR A | 228227500 |
| — | GENERAL CABLE CORP DEL NEW | 54,718,000 | $58.51M | 3.6% | $1.10 | — | FRNT 5.000%11/1 | 369300AL2 |
| — | CALLAWAY GOLF CO | 41,238,000 | $50.77M | 3.1% | $1.13 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | CIENA CORP | 34,295,000 | $50.46M | 3.1% | $1.20 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | PPL CORP | 864,901 | $45.61M | 2.8% | $54.05 | — | UNIT 99/99/9999S | 69351T114 |
| — | STANLEY BLACK & DECKER INC | 421,325 | $43.28M | 2.7% | $102.71 | — | UNIT 99/99/9999 | 854502804 |
| — | LIBERTY MEDIA CORP | 70,494,000 | $41.5M | 2.5% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | TELEFLEX INC | 25,913,000 | $40.88M | 2.5% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | ENDO HEALTH SOLUTIONS INC | 17,483,000 | $40.51M | 2.5% | $1.45 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | TRW AUTOMOTIVE INC | 13,356,000 | $33.87M | 2.1% | $2.33 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | REGIS CORP MINN | 30,828,000 | $33.08M | 2.0% | $1.17 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | NOVELLUS SYS INC | 19,250,000 | $32.17M | 2.0% | $1.41 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICRON TECHNOLOGY INC | 13,750,000 | $31.8M | 2.0% | $1.91 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | RTI INTL METALS INC | 29,700,000 | $31.2M | 1.9% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | LIBERTY MEDIA CORP | 47,199,000 | $29.5M | 1.8% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | THERAVANCE INC | 19,191,000 | $27.9M | 1.7% | $1.54 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | METLIFE INC | 798,225 | $25.04M | 1.5% | $52.19 | — | UNIT 99/99/9999 | 59156R116 |
| — | CADENCE DESIGN SYSTEM INC | 13,267,000 | $24.9M | 1.5% | $1.88 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | TIBCO SOFTWARE INC | 24,235,000 | $24.28M | 1.5% | $0.97 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | AMTRUST FINL SVCS INC | 18,587,000 | $24.2M | 1.5% | $1.45 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | STILLWATER MNG CO | 19,507,000 | $21.87M | 1.3% | $1.04 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | VOLCANO CORPORATION | 22,040,000 | $21.63M | 1.3% | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | NUANCE COMMUNICATIONS INC | 17,747,000 | $17.34M | 1.1% | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | NORTHGATE MINERALS CORP | 16,932,000 | $16.21M | 1.0% | $0.94 | — | NOTE 3.500%10/0 | 666416AB8 |
| — | DEALERTRACK TECHNOLOGIES INC | 10,867,000 | $15.02M | 0.9% | $1.15 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | ALBANY MOLECULAR RESH INC | 13,000,000 | $12.03M | 0.7% | $0.93 | — | NOTE 2.250%11/1 | 012423AA7 |
| — | STEWART ENTERPRISES INC | 8,800,000 | $11.57M | 0.7% | $1.29 | — | NOTE 3.375% 7/1 | 860370AK1 |
| — | NUVASIVE INC | 10,500,000 | $11.37M | 0.7% | $0.98 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | UNISYS CORP | 113,500 | $10.07M | 0.6% | $88.75 | — | PFD SER A 6.25% | 909214405 |
| — | COBALT INTL ENERGY INC | 10,822,000 | $9.571M | 0.6% | $0.83 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | GENESEE & WYO INC | 62,277 | $8.003M | 0.5% | $128.51 | — | UNIT 10/01/2015 | 371559204 |
| — | VOLCANO CORPORATION | 7,509,000 | $7.889M | 0.5% | $0.99 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | EPR PPTYS | 384,291 | $7.86M | 0.5% | $20.45 | — | PFD C CNV 5.75% | 26884U208 |
| — | GAIN CAP HLDGS INC | 8,250,000 | $7.678M | 0.5% | $0.93 | — | NOTE 4.125%12/0 | 36268WAA8 |
| — | INTERNATIONAL GAME TECHNOLOG | 408,811 | $7.424M | 0.5% | $18.93 | — | COM | 459902102 |
| — | MEDICINES CO | 4,900,000 | $7.368M | 0.5% | $1.50 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | ALLEGHENY TECHNOLOGIES INC | 5,600,000 | $5.789M | 0.4% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | BROADSOFT INC | 5,525,000 | $5.553M | 0.3% | $1.01 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| GRFS | GRIFOLS S A | 145,525 | $5.256M | 0.3% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | MENTOR GRAPHICS CORP | 3,450,000 | $4.586M | 0.3% | $1.25 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | ON SEMICONDUCTOR CORP | 3,800,000 | $4.178M | 0.3% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | LINEAR TECHNOLOGY CORP | 3,549,000 | $4.046M | 0.2% | $1.05 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | HOLOGIC INC | 3,950,000 | $4.034M | 0.2% | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | IXIA | 3,700,000 | $3.987M | 0.2% | $1.18 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | CHEMED CORP NEW | 3,700,000 | $3.832M | 0.2% | $1.04 | — | NOTE 1.875% 5/1 | 16359RAC7 |
| — | INTERDIGITAL INC | 3,700,000 | $3.767M | 0.2% | $1.05 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | STEEL DYNAMICS INC | 3,150,000 | $3.707M | 0.2% | $1.08 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | ROYAL GOLD INC | 3,800,000 | $3.653M | 0.2% | $0.91 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | COMTECH TELECOMMUNICATIONS C | 2,930,000 | $3.08M | 0.2% | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | ELECTRONIC ARTS INC | 2,800,000 | $2.979M | 0.2% | $1.06 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | OMNICARE INC | 2,700,000 | $2.886M | 0.2% | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,675,000 | $2.861M | 0.2% | $1.07 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | INTEL CORP | 1,650,000 | $2.243M | 0.1% | $1.26 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | PHOTRONICS INC | 1,885,000 | $2.165M | 0.1% | $1.09 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | PROMOTORA DE INFORMACIONES S | 709,895 | $2.035M | 0.1% | $1.09 | — | ADR CL B CONV | 74343G303 |
| — | INTEL CORP | 1,600,000 | $1.792M | 0.1% | $1.08 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | BRISTOW GROUP INC | 1,350,000 | $1.655M | 0.1% | $1.08 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | ARCHER DANIELS MIDLAND CO | 1,250,000 | $1.323M | 0.1% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | LAM RESEARCH CORP | 800,000 | $911K | 0.1% | $1.05 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | DEVELOPERS DIVERSIFIED RLTY | 800,000 | $894K | 0.1% | $1.13 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | BOTTOMLINE TECH DEL INC | 600,000 | $804K | 0.0% | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |