Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 14, 2014
Total Value: $1.654B (27.1% shares, 72.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 4,748,119 | $114M | 6.9% | $21.06 | — | MAND CV NT 16 | L0302D178 |
| — | SANDISK CORP | 68,556,000 | $113M | 6.8% | $1.47 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | WELLS FARGO & CO NEW | 80,820 | $94.16M | 5.7% | $1179.23 | — | PERP PFD CNV A | 949746804 |
| — | MICRON TECHNOLOGY INC | 40,383,000 | $89.02M | 5.4% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | UNITED THERAPEUTICS CORP DEL | 41,257,000 | $81.92M | 5.0% | $1.87 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | ENDO HEALTH SOLUTIONS INC | 32,483,000 | $76.42M | 4.6% | $1.87 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | HUNTINGTON BANCSHARES INC | 57,244 | $71.97M | 4.4% | $1237.04 | — | PFD CONV SER A | 446150401 |
| — | GILEAD SCIENCES INC | 21,804,000 | $67.82M | 4.1% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | CONVERGYS CORP | 32,093,000 | $65.11M | 3.9% | $1.69 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | CALLAWAY GOLF CO | 42,903,000 | $61.06M | 3.7% | $1.14 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | GENERAL CABLE CORP DEL NEW | 53,109,000 | $53.31M | 3.2% | $1.10 | — | FRNT 5.000%11/1 | 369300AL2 |
| — | CIENA CORP | 37,270,000 | $52.74M | 3.2% | $1.21 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | KEYCORP NEW | 396,675 | $51.49M | 3.1% | $124.57 | — | PFD 7.75% SR A | 493267405 |
| — | TELEFLEX INC | 26,163,000 | $46.39M | 2.8% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | GOODYEAR TIRE & RUBR CO | 584,000 | $42.8M | 2.6% | $73.29 | — | PFD CONV 5.875% | 382550309 |
| — | LIBERTY MEDIA CORP | 70,494,000 | $42.3M | 2.6% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | THERAVANCE INC | 32,390,000 | $41.74M | 2.5% | $1.44 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | TRW AUTOMOTIVE INC | 13,356,000 | $37.04M | 2.2% | $2.33 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | TESLA MTRS INC | 35,700,000 | $32.31M | 2.0% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | STILLWATER MNG CO | 23,007,000 | $30M | 1.8% | $1.08 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | LIBERTY MEDIA CORP | 48,499,000 | $29.61M | 1.8% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | REGIS CORP MINN | 28,828,000 | $29.37M | 1.8% | $1.17 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | CROWN CASTLE INTL CORP | 277,956 | $28.2M | 1.7% | $100.37 | — | CNV PFD STK SR A | 228227500 |
| — | AMTRUST FINL SVCS INC | 19,087,000 | $27.91M | 1.7% | $1.45 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | SALIX PHARMACEUTICALS INC | 13,862,000 | $23.43M | 1.4% | $1.69 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | TIBCO SOFTWARE INC | 21,235,000 | $21.32M | 1.3% | $0.97 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | COBALT INTL ENERGY INC | 21,322,000 | $20.08M | 1.2% | $0.88 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | NUANCE COMMUNICATIONS INC | 18,747,000 | $18.78M | 1.1% | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | STANLEY BLACK & DECKER INC | 156,325 | $16.84M | 1.0% | $102.71 | — | UNIT 99/99/9999 | 854502804 |
| — | EPR PPTYS | 723,516 | $15.56M | 0.9% | $20.94 | — | PFD C CNV 5.75% | 26884U208 |
| — | NOVELLUS SYS INC | 8,450,000 | $14.42M | 0.9% | $1.41 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | RTI INTL METALS INC | 13,285,000 | $13.06M | 0.8% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | NORTHGATE MINERALS CORP | 12,232,000 | $12.66M | 0.8% | $0.94 | — | NOTE 3.500%10/0 | 666416AB8 |
| — | NUVASIVE INC | 8,000,000 | $9.5M | 0.6% | $0.98 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | VOLCANO CORPORATION | 7,509,000 | $7.584M | 0.5% | $0.99 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | PRICELINE COM INC | 5,000,000 | $7.078M | 0.4% | $1.42 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| GRFS | GRIFOLS S A | 145,525 | $6.01M | 0.4% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | MEDICINES CO | 4,900,000 | $5.963M | 0.4% | $1.50 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | ALLEGHENY TECHNOLOGIES INC | 5,600,000 | $5.716M | 0.3% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | VOLCANO CORPORATION | 5,640,000 | $5.58M | 0.3% | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | PHOTRONICS INC | 4,385,000 | $4.813M | 0.3% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | ON SEMICONDUCTOR CORP | 3,800,000 | $4.636M | 0.3% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PPL CORP | 84,500 | $4.626M | 0.3% | $54.05 | — | UNIT 99/99/9999S | 69351T114 |
| — | HOLOGIC INC | 4,150,000 | $4.241M | 0.3% | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | LINEAR TECHNOLOGY CORP | 3,549,000 | $4.239M | 0.3% | $1.05 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | OMNICARE INC | 3,700,000 | $3.95M | 0.2% | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | STEEL DYNAMICS INC | 3,650,000 | $3.947M | 0.2% | $1.08 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | IXIA | 3,700,000 | $3.904M | 0.2% | $1.18 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | INTERDIGITAL INC | 3,700,000 | $3.836M | 0.2% | $1.05 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | COMTECH TELECOMMUNICATIONS C | 2,930,000 | $3.001M | 0.2% | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | HEALTH CARE REIT INC | 2,500,000 | $2.961M | 0.2% | $1.18 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | INTEL CORP | 2,350,000 | $2.766M | 0.2% | $1.11 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | PROMOTORA DE INFORMACIONES S | 706,595 | $2.415M | 0.1% | $1.09 | — | ADR CL B CONV | 74343G303 |
| — | TTM TECHNOLOGIES INC | 2,180,000 | $2.414M | 0.1% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | INTEL CORP | 1,650,000 | $2.307M | 0.1% | $1.26 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,900,000 | $2.109M | 0.1% | $1.07 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | BROADSOFT INC | 2,000,000 | $2.098M | 0.1% | $1.01 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | ROYAL GOLD INC | 1,850,000 | $1.927M | 0.1% | $0.91 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CHEMED CORP NEW | 1,650,000 | $1.846M | 0.1% | $1.04 | — | NOTE 1.875% 5/1 | 16359RAC7 |
| — | MENTOR GRAPHICS CORP | 1,450,000 | $1.803M | 0.1% | $1.25 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | COVANTA HLDG CORP | 1,500,000 | $1.743M | 0.1% | $1.16 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | BRISTOW GROUP INC | 1,350,000 | $1.671M | 0.1% | $1.08 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | CHESAPEAKE ENERGY CORP | 1,000,000 | $1.018M | 0.1% | $1.02 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | CIENA CORP | 1,000,000 | $1.017M | 0.1% | $1.02 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | DEVELOPERS DIVERSIFIED RLTY | 800,000 | $924K | 0.1% | $1.13 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | BOTTOMLINE TECH DEL INC | 600,000 | $784K | 0.0% | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | SEACOR HOLDINGS INC | 500,000 | $596K | 0.0% | $1.19 | — | NOTE 2.500%12/1 | 811904AM3 |