CIK: 0000903944 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value ($000): $2,401,624 (37.9% shares, 62.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 7,613,119 | $161,422 | 6.7% | $21.12 | — | MAND CV NT 16 | L0302D178 |
| — | TYSON FOODS INC | 2,885,000 | $145,116 | 6.0% | $50.30 | — | UNIT 99/99/9999 | 902494301 |
| — | SANDISK CORP | 72,056,000 | $138,573 | 5.8% | $1.49 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | WELLS FARGO & CO NEW | 95,773 | $115,167 | 4.8% | $1183.34 | — | PERP PFD CNV A | 949746804 |
| — | GILEAD SCIENCES INC | 21,804,000 | $101,811 | 4.2% | $2.26 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | UNITED THERAPEUTICS CORP DEL | 36,807,000 | $99,034 | 4.1% | $1.87 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | MICRON TECHNOLOGY INC | 30,189,000 | $94,793 | 3.9% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | TRW AUTOMOTIVE INC | 26,974,000 | $92,285 | 3.8% | $2.87 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | HUNTINGTON BANCSHARES INC | 65,815 | $86,678 | 3.6% | $1247.87 | — | PFD CONV SER A | 446150401 |
| — | METLIFE INC | 2,580,000 | $79,464 | 3.3% | $31.72 | — | UNIT 99/99/9999 | 59156R116 |
| — | SALIX PHARMACEUTICALS INC | 29,798,000 | $72,074 | 3.0% | $2.08 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | KEYCORP NEW | 465,803 | $61,020 | 2.5% | $125.53 | — | PFD 7.75% SR A | 493267405 |
| — | CONVERGYS CORP | 33,093,000 | $57,582 | 2.4% | $1.69 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | MOLINA HEALTHCARE INC | 47,073,000 | $55,428 | 2.3% | $1.23 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | STILLWATER MNG CO | 42,507,000 | $54,223 | 2.3% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | TELEFLEX INC | 30,039,000 | $51,761 | 2.2% | $1.44 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | TESLA MTRS INC | 52,425,000 | $49,804 | 2.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | INTEL CORP | 38,545,000 | $49,049 | 2.0% | $1.27 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | LIBERTY MEDIA CORP | 76,244,000 | $47,795 | 2.0% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | BANK AMER CORP | 40,331 | $46,229 | 1.9% | $1154.89 | — | 7.25%CNV PFD L | 060505682 |
| — | ALCOA INC | 780,875 | $38,950 | 1.6% | $49.88 | — | DEP SHS 1/10TH | 013817309 |
| — | NOVELLUS SYS INC | 17,700,000 | $38,575 | 1.6% | $1.81 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | DOMINION RES INC VA NEW | 672,500 | $37,613 | 1.6% | $55.99 | — | UNIT 04/01/2013 | 25746U703 |
| — | ENDO HEALTH SOLUTIONS INC | 15,583,000 | $36,425 | 1.5% | $1.87 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | MEDICINES CO | 32,546,000 | $34,539 | 1.4% | $1.20 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | PRICELINE GRP INC | 25,000,000 | $33,641 | 1.4% | $1.35 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | LIBERTY MEDIA CORP | 51,699,000 | $33,410 | 1.4% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | WORKDAY INC | 26,575,000 | $32,770 | 1.4% | $1.23 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | GENERAL CABLE CORP DEL NEW | 46,704,000 | $32,459 | 1.4% | $1.10 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CROWN CASTLE INTL CORP | 306,497 | $32,220 | 1.3% | $102.93 | — | CNV PFD STK SR A | 228227500 |
| — | WEB COM GROUP INC | 34,544,000 | $31,565 | 1.3% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 22,750,000 | $30,229 | 1.3% | $1.32 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | DOMINION RES INC VA NEW | 575,000 | $28,578 | 1.2% | $49.70 | — | UNIT 99/99/9999 | 25746U869 |
| — | AMTRUST FINL SVCS INC | 16,087,000 | $25,417 | 1.1% | $1.45 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | TTM TECHNOLOGIES INC | 24,733,000 | $24,022 | 1.0% | $0.98 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | EPR PPTYS | 1,013,797 | $22,335 | 0.9% | $21.26 | — | PFD C CNV 5.75% | 26884U208 |
| — | DOMINION RES INC VA NEW | 345,000 | $19,348 | 0.8% | $56.08 | — | UNIT 07/01/2016 | 25746U885 |
| — | J2 GLOBAL INC | 19,400,000 | $19,339 | 0.8% | $1.01 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | MOVE INC | 13,950,000 | $17,778 | 0.7% | $1.27 | — | NOTE 2.750% 9/0 | 62458MAB4 |
| — | TIBCO SOFTWARE INC | 15,835,000 | $15,845 | 0.7% | $0.97 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | PHOTRONICS INC | 13,763,000 | $14,503 | 0.6% | $1.07 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | SHIRE PLC | 49,700 | $12,875 | 0.5% | $259.05 | — | SPONSORED ADR | 82481R106 |
| — | ACORDA THERAPEUTICS INC | 10,225,000 | $10,608 | 0.4% | $1.04 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | GENESEE & WYO INC | 82,039 | $10,178 | 0.4% | $134.74 | — | UNIT 10/01/2015 | 371559204 |
| — | SERVICESOURCE INTL LLC | 12,425,000 | $9,381 | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | WORKDAY INC | 7,575,000 | $9,047 | 0.4% | $1.19 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | HOLOGIC INC | 6,700,000 | $7,253 | 0.3% | $1.08 | — | FRNT 12/1 | 436440AG6 |
| — | MENTOR GRAPHICS CORP | 5,903,000 | $6,829 | 0.3% | $1.18 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | VOLCANO CORPORATION | 6,009,000 | $5,964 | 0.2% | $0.99 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | SEACOR HOLDINGS INC | 5,060,000 | $5,490 | 0.2% | $1.11 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | DEPOMED INC | 4,925,000 | $5,199 | 0.2% | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| GRFS | GRIFOLS S A | 145,525 | $5,112 | 0.2% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | INTERDIGITAL INC | 4,400,000 | $4,505 | 0.2% | $1.05 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | ON SEMICONDUCTOR CORP | 3,950,000 | $4,434 | 0.2% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | RTI INTL METALS INC | 4,600,000 | $4,399 | 0.2% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | IXIA | 4,500,000 | $4,388 | 0.2% | $1.14 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | HOLOGIC INC | 3,200,000 | $3,370 | 0.1% | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| I 5.75 05/01/16 A | INTELSAT S A | 72,500 | $3,355 | 0.1% | $46.28 | — | MAN CONV JR PFD | L5140P119 |
| — | NUANCE COMMUNICATIONS INC | 3,325,000 | $3,279 | 0.1% | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | LIBERTY MEDIA CORP DELAWARE | 67,100 | $3,166 | 0.1% | $47.18 | — | CL A | 531229102 |
| — | DEVELOPERS DIVERSIFIED RLTY | 2,550,000 | $2,936 | 0.1% | $1.15 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | ROYAL GOLD INC | 2,500,000 | $2,594 | 0.1% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | OMNICARE INC | 2,300,000 | $2,524 | 0.1% | $1.10 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | MACQUARIE INFRASTR CO LLC | 33,600 | $2,241 | 0.1% | $66.70 | — | MEMBERSHIP INT | 55608B105 |
| — | CONCUR TECHNOLOGIES INC | 1,250,000 | $1,631 | 0.1% | $1.30 | — | NOTE 0.500% 6/1 | 206708AC3 |
| — | OMNICARE INC | 1,575,000 | $1,625 | 0.1% | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,300,000 | $1,604 | 0.1% | $1.23 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,500,000 | $1,518 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | NUVASIVE INC | 1,000,000 | $1,110 | 0.0% | $0.98 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | HEALTH CARE REIT INC | 900,000 | $1,107 | 0.0% | $1.18 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ELECTRONIC ARTS INC | 850,000 | $1,048 | 0.0% | $1.26 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | JDS UNIPHASE CORP | 1,000,000 | $999 | 0.0% | $1.00 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | SHUTTERFLY INC | 950,000 | $979 | 0.0% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | BIOMARIN PHARMACEUTICAL INC | 875,000 | $958 | 0.0% | $1.07 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | CUBIST PHARMACEUTICALS INC | 850,000 | $946 | 0.0% | $1.11 | — | NOTE 1.875% 9/0 | 229678AH0 |
| — | RTI INTL METALS INC | 100,000 | $103 | 0.0% | $1.03 | — | NOTE 3.000%12/0 | 74973WAA5 |