CIK: 0000903944 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Dec 1, 2014
Total Value ($000): $1,660,260
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO CO 7.5% CV PFD L | 71,766 | $81,634 | 4.9% | $1186.82 | — | — | 949746804 |
| — | GILEAD SCIENCES IN CV 1.625% | 28,304,000 | $78,367 | 4.7% | $2.26 | — | — | 375558AP8 |
| — | VERISIGN INC CV SUB 3.25% 0815 | 42,740,000 | $66,888 | 4.0% | $1.41 | — | — | 92343EAD4 |
| — | CIENA CORP | 54,730,000 | $65,505 | 3.9% | $1.20 | — | — | 171779AK7 |
| — | KEYCORP 7.75% CV PFD A | 521,462 | $65,150 | 3.9% | $124.57 | — | — | 493267405 |
| MTNA 6 01/15/16 | ARCELORMITTAL CV 6% 011516 RE | 2,765,119 | $59,493 | 3.6% | $18.75 | — | — | L0302D178 |
| — | PPL CORPORATION 8.75% CV PFD | 1,107,092 | $59,440 | 3.6% | $54.05 | — | — | 69351T114 |
| — | ENDO PHARMACEUT HLD CV 1.75% | 37,483,000 | $59,434 | 3.6% | $1.45 | — | — | 29264FAB2 |
| — | CONVERGYS CORP CV DEB 5.75% 09 | 33,093,000 | $59,133 | 3.6% | $1.69 | — | — | 212485AE6 |
| — | HUNTINGTON BANCSHARES 8.5% CV | 44,395 | $55,050 | 3.3% | $1227.15 | — | — | 446150401 |
| — | DOMINION RESOURCES INC 6.125% | 1,022,100 | $54,723 | 3.3% | $49.82 | — | — | 25746U703 |
| — | MICRON TECHNOLOGY CV 2.375% 0 | 28,250,000 | $54,028 | 3.3% | $1.91 | — | — | 595112AW3 |
| — | GENERAL CABLE CO CV 4.5 11152 | 44,839,000 | $50,640 | 3.1% | $1.10 | — | — | 369300AL2 |
| — | GENERAL MOTORS CO 4.75% CV PFD | 981,556 | $49,200 | 3.0% | $48.31 | — | — | 37045V209 |
| — | SANDISK CORP CV 1.5% 081517 R | 33,456,000 | $44,246 | 2.7% | $1.33 | — | — | 80004CAD3 |
| — | CALLAWAY GOLF CO | 39,333,000 | $44,053 | 2.7% | $1.12 | — | — | 131193AC8 |
| — | LIBERTY INTERACTIVE CORP CV DE | 70,494,000 | $41,680 | 2.5% | $0.59 | — | — | 530715AL5 |
| — | REGIS CORP CV SR UNSEC 5% 0715 | 37,728,000 | $41,524 | 2.5% | $1.17 | — | — | 758932AA5 |
| — | TRW AUTOMOTIVE I CV 3.5% 2015 | 16,356,000 | $39,929 | 2.4% | $2.33 | — | — | 87264MAH2 |
| — | TELEFLEX INC CV 3.875% 080117 | 25,913,000 | $36,489 | 2.2% | $1.35 | — | — | 879369AA4 |
| — | UNITED THERAPEUTICS CO CV 1% | 21,257,000 | $36,084 | 2.2% | $1.45 | — | — | 91307CAF9 |
| — | NORTHGATE MINERALS C CV 3.5% | 33,236,000 | $31,678 | 1.9% | $0.94 | — | — | 666416AB8 |
| — | LAM RESEARCH I CV 2.625% 0515 | 19,250,000 | $30,475 | 1.8% | $1.41 | — | — | 670008AD3 |
| — | TIBCO SOFTWARE INC CV 2.25% 0 | 28,635,000 | $29,082 | 1.8% | $0.97 | — | — | 88632QAB9 |
| — | DEALERTRACK TECHNOLO CV 1.5% | 22,267,000 | $28,655 | 1.7% | $1.15 | — | — | 242309AB8 |
| — | LIBERTY INTERACTIVE CORP CV DE | 47,699,000 | $28,441 | 1.7% | $0.65 | — | — | 530715AG6 |
| — | VOLCANO CORP CV 1.75% 120117 | 27,340,000 | $28,263 | 1.7% | $0.91 | — | — | 928645AB6 |
| — | THERAVANCE INC CV 2.125% 0115 | 17,191,000 | $27,957 | 1.7% | $1.55 | — | — | 88338TAB0 |
| — | RTI INTERNATIONAL CV 1.625% | 23,000,000 | $23,805 | 1.4% | $0.94 | — | — | 74973WAB3 |
| — | AMTRUST FINANCIAL S CV 5.5% 1 | 14,720,000 | $23,028 | 1.4% | $1.49 | — | — | 032359AC5 |
| — | METLIFE INC 5% CV PFD | 716,450 | $20,598 | 1.2% | $54.56 | — | — | 59156R116 |
| — | NEXTERA ENERGY INC 5.889% CV P | 336,050 | $18,294 | 1.1% | $55.36 | — | — | 65339F887 |
| — | INTEGRA LIFESCIENC CV 1.625% | 17,750,000 | $17,950 | 1.1% | $0.98 | — | — | 457985AK5 |
| — | STILLWATER MINING C CV 1.75% | 15,657,000 | $16,440 | 1.0% | $1.03 | — | — | 86074QAL6 |
| — | DOMINION RESOURCES INC 6% CV P | 303,450 | $16,256 | 1.0% | $49.83 | — | — | 25746U885 |
| — | BOTTOMLINE TECH DEL INC | 13,100,000 | $14,721 | 0.9% | $1.12 | — | — | 101388AA4 |
| — | COBALT INTL ENERGY INC | 17,072,000 | $14,138 | 0.9% | $0.83 | — | — | 19075FAA4 |
| — | STEWART ENTERPRISE CV 3.375% | 8,800,000 | $11,440 | 0.7% | $1.29 | — | — | 860370AK1 |
| — | INTERNATIONAL GAME TECHNOLOGY | 588,000 | $11,131 | 0.7% | $18.93 | — | — | 459902102 |
| — | NUVASIVE INC CV 2.75% 070117 | 10,500,000 | $10,238 | 0.6% | $0.98 | — | — | 670704AC9 |
| — | VOLCANO CORP CV 2.875% 090115 | 7,509,000 | $8,114 | 0.5% | $0.99 | — | — | 928645AA8 |
| — | WRIGHT MEDICAL GROUP I CV 2% | 6,300,000 | $7,698 | 0.5% | $1.22 | — | — | 98235TAC1 |
| — | MENTOR GRAPHICS CORP CV 4% 04 | 4,900,000 | $6,419 | 0.4% | $1.25 | — | — | 587200AK2 |
| — | INTEROIL CORP CV 2.75% 111515 | 4,959,000 | $4,826 | 0.3% | $0.96 | — | — | 460951AC0 |
| — | NUANCE COMMUNICATIO CV 2.75% | 4,700,000 | $4,750 | 0.3% | $1.03 | — | — | 67020YAF7 |
| — | ARRIS GROUP INC CV SR NTS 2% 1 | 4,350,000 | $4,676 | 0.3% | $1.04 | — | — | 04269QAC4 |
| — | BRISTOW GROUP INC | 4,123,000 | $4,437 | 0.3% | $1.08 | — | — | 110394AC7 |
| GRFS | GRIFOLS SA-ADR | 145,525 | $4,406 | 0.3% | $28.48 | — | — | 398438408 |
| — | HOLOGIC INC CV 2% 030142 REG | 4,350,000 | $4,372 | 0.3% | $0.99 | — | — | 436440AC5 |
| — | ALLEGHENY TEC CV SR NTS 4.25% | 4,200,000 | $4,358 | 0.3% | $1.03 | — | — | 01741RAD4 |
| — | IXIA CV 3% 121515 REG | 3,700,000 | $4,218 | 0.3% | $1.18 | — | — | 45071RAB5 |
| — | LINEAR TECHNOL CV SR UNSUB 3% | 3,949,000 | $4,203 | 0.3% | $1.05 | — | — | 535678AC0 |
| — | STEEL DYNAMI CV SR NTS 5.125% | 3,700,000 | $4,038 | 0.2% | $1.08 | — | — | 858119AP5 |
| — | ROYAL GOLD INC CV 2.875% 0615 | 4,150,000 | $3,979 | 0.2% | $0.91 | — | — | 780287AA6 |
| — | DFC GLOBAL CORP CV 3% 2028-04 | 4,113,000 | $3,925 | 0.2% | $1.03 | — | — | 256664AC7 |
| — | ON SEMICONDUCTOR C CV 2.625% | 3,600,000 | $3,890 | 0.2% | $1.11 | — | — | 682189AH8 |
| — | TTM TECHNOLOGIES CV 3.25% 051 | 3,750,000 | $3,834 | 0.2% | $1.01 | — | — | 87305RAC3 |
| — | INTEL CORP CV 3.25% 080139 14 | 2,625,000 | $3,250 | 0.2% | $1.26 | — | — | 458140AF7 |
| — | COMTECH TELECOMMUNICA CV 3% 0 | 3,130,000 | $3,185 | 0.2% | $1.02 | — | — | 205826AF7 |
| — | PHOTRONICS INC CV 3.25% 04011 | 2,285,000 | $2,542 | 0.2% | $1.09 | — | — | 719405AH5 |
| — | CHESAPEAKE ENERGY CORP | 2,500,000 | $2,531 | 0.2% | $1.01 | — | — | 165167BW6 |
| — | PRICELINE.COM INC CV 1% 03151 | 1,800,000 | $2,313 | 0.1% | $1.16 | — | — | 741503AQ9 |
| — | INTERDIGITAL INC CV 2.5% 0315 | 2,200,000 | $2,303 | 0.1% | $1.07 | — | — | 458660AB3 |
| — | ARCHER DAN CV SR UNSEC 0.875% | 2,250,000 | $2,289 | 0.1% | $1.01 | — | — | 039483AW2 |
| — | INTEL CORP CV JR SUB 2.95% 121 | 1,800,000 | $1,949 | 0.1% | $1.08 | — | — | 458140AD2 |
| — | ALLIANT TECHSYSTEMS IN CV 3% | 1,475,000 | $1,931 | 0.1% | $1.15 | — | — | 018804AK0 |
| — | ELECTRONIC ARTS INC CV 0.75% | 1,700,000 | $1,846 | 0.1% | $1.06 | — | — | 285512AA7 |
| — | PROMOTORA DE INFORMACIONES SA | 709,895 | $1,418 | 0.1% | $1.09 | — | — | 74343G303 |
| — | US STEEL CORP CV 2.75% 040119 | 1,125,000 | $1,245 | 0.1% | $0.99 | — | — | 912909AH1 |
| — | WEYERHAEUSER CO 6.375% CV PFD | 21,800 | $1,155 | 0.1% | $52.98 | — | — | 962166872 |
| — | SALIX PHARMACEUTICAL CV 1.5% | 900,000 | $1,104 | 0.1% | $1.19 | — | — | 795435AE6 |
| — | CHESAPEAKE ENERGY CORP | 1,000,000 | $1,008 | 0.1% | $1.01 | — | — | 165167BZ9 |
| — | OMNICARE INC CV DEB 3.25% 1215 | 900,000 | $956 | 0.1% | $1.06 | — | — | 681904AL2 |
| — | DEVELOPERS DIVERSIF CV 1.75% | 800,000 | $907 | 0.1% | $1.13 | — | — | 251591AX1 |
| — | LAM RESEARCH CORP CV 0.5% 051 | 800,000 | $905 | 0.1% | $1.05 | — | — | 512807AJ7 |