Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value: $1.728B (32.7% shares, 67.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SANDISK CORP | 68,556,000 | $139M | 8.1% | $1.47 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | MICRON TECHNOLOGY INC | 40,383,000 | $122M | 7.0% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | WELLS FARGO & CO NEW | 85,087 | $103M | 6.0% | $1180.93 | — | PERP PFD CNV A | 949746804 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 4,565,119 | $103M | 6.0% | $21.06 | — | MAND CV NT 16 | L0302D178 |
| — | GILEAD SCIENCES INC | 21,804,000 | $79.48M | 4.6% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | HUNTINGTON BANCSHARES INC | 59,315 | $78.9M | 4.6% | $1240.29 | — | PFD CONV SER A | 446150401 |
| — | UNITED THERAPEUTICS CORP DEL | 41,257,000 | $77.69M | 4.5% | $1.87 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | METLIFE INC | 2,130,000 | $67.99M | 3.9% | $31.92 | — | UNIT 99/99/9999 | 59156R116 |
| — | NEXTERA ENERGY INC | 1,013,931 | $65.47M | 3.8% | $64.57 | — | UNIT 09/01/2015 | 65339F887 |
| — | CONVERGYS CORP | 32,093,000 | $64.09M | 3.7% | $1.69 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | KEYCORP NEW | 434,575 | $56.93M | 3.3% | $125.13 | — | PFD 7.75% SR A | 493267405 |
| — | STILLWATER MNG CO | 38,507,000 | $56.03M | 3.2% | $1.23 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | GENERAL CABLE CORP DEL NEW | 47,309,000 | $46.84M | 2.7% | $1.10 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | THERAVANCE INC | 32,390,000 | $46.7M | 2.7% | $1.44 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | LIBERTY MEDIA CORP | 71,994,000 | $46.03M | 2.7% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | TESLA MTRS INC | 45,700,000 | $44.19M | 2.6% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MOLINA HEALTHCARE INC | 33,784,000 | $42.23M | 2.4% | $1.25 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | TRW AUTOMOTIVE INC | 13,856,000 | $42.09M | 2.4% | $2.36 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | TELEFLEX INC | 23,163,000 | $40.62M | 2.4% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | ENDO HEALTH SOLUTIONS INC | 15,583,000 | $37.33M | 2.2% | $1.87 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | AMTRUST FINL SVCS INC | 19,687,000 | $32.34M | 1.9% | $1.45 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | LIBERTY MEDIA CORP | 48,749,000 | $31.75M | 1.8% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | REGIS CORP MINN | 28,828,000 | $28.85M | 1.7% | $1.17 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | SALIX PHARMACEUTICALS INC | 13,862,000 | $27.21M | 1.6% | $1.69 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | MEDICINES CO | 19,688,000 | $24.07M | 1.4% | $1.29 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | GENESEE & WYO INC | 166,250 | $22.4M | 1.3% | $134.74 | — | UNIT 10/01/2015 | 371559204 |
| — | TIBCO SOFTWARE INC | 21,235,000 | $21.43M | 1.2% | $0.97 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | BANK OF AMERICA CORPORATION | 16,885 | $19.7M | 1.1% | $1166.89 | — | 7.25%CNV PFD L | 060505682 |
| — | J2 GLOBAL INC | 18,675,000 | $18.94M | 1.1% | $1.01 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NOVELLUS SYS INC | 8,950,000 | $18.11M | 1.0% | $1.44 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | EPR PPTYS | 723,516 | $16.63M | 1.0% | $20.94 | — | PFD C CNV 5.75% | 26884U208 |
| — | CROWN CASTLE INTL CORP | 141,437 | $14.39M | 0.8% | $100.37 | — | CNV PFD STK SR A | 228227500 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 6,000,000 | $7.853M | 0.5% | $1.31 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | UNITED TECHNOLOGIES CORP | 60,000 | $6.927M | 0.4% | $115.45 | — | COM | 913017109 |
| GRFS | GRIFOLS S A | 145,525 | $6.41M | 0.4% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | VOLCANO CORPORATION | 6,009,000 | $6.05M | 0.4% | $0.99 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | RTI INTL METALS INC | 4,700,000 | $4.718M | 0.3% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ON SEMICONDUCTOR CORP | 3,750,000 | $4.399M | 0.3% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | PHOTRONICS INC | 4,060,000 | $4.372M | 0.3% | $1.10 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | ROYAL GOLD INC | 3,900,000 | $4.18M | 0.2% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | WEB COM GROUP INC | 3,875,000 | $4.158M | 0.2% | $1.07 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | INTERDIGITAL INC | 3,700,000 | $4.079M | 0.2% | $1.05 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | NUANCE COMMUNICATIONS INC | 4,050,000 | $4.045M | 0.2% | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | IXIA | 4,000,000 | $4.005M | 0.2% | $1.16 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | VOLCANO CORPORATION | 4,140,000 | $3.998M | 0.2% | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | OMNICARE INC | 3,700,000 | $3.936M | 0.2% | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | HOLOGIC INC | 3,550,000 | $3.881M | 0.2% | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | SHUTTERFLY INC | 2,500,000 | $2.511M | 0.1% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | SEACOR HOLDINGS INC | 2,135,000 | $2.437M | 0.1% | $1.15 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | TTM TECHNOLOGIES INC | 2,180,000 | $2.382M | 0.1% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | PROMOTORA DE INFORMACIONES S | 706,595 | $2.26M | 0.1% | $1.09 | — | ADR CL B CONV | 74343G303 |
| — | MENTOR GRAPHICS CORP | 1,450,000 | $1.775M | 0.1% | $1.25 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | NUVASIVE INC | 1,500,000 | $1.716M | 0.1% | $0.98 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | DOMINION RES INC VA NEW | 22,500 | $1.3M | 0.1% | $57.78 | — | UNIT 04/01/2013 | 25746U703 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,100,000 | $1.158M | 0.1% | $1.07 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | HEALTH CARE REIT INC | 900,000 | $1.111M | 0.1% | $1.18 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ELECTRONIC ARTS INC | 850,000 | $1.075M | 0.1% | $1.26 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | SALESFORCE COM INC | 675,000 | $775K | 0.0% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | DEVELOPERS DIVERSIFIED RLTY | 600,000 | $720K | 0.0% | $1.13 | — | NOTE 1.750%11/1 | 251591AX1 |