Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 13, 2015
Total Value: $2.695B (37.0% shares, 63.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 8,319,944 | $146M | 5.4% | $20.81 | — | MAND CV NT 16 | L0302D178 |
| — | SANDISK CORP | 74,056,000 | $142M | 5.3% | $1.50 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | TYSON FOODS INC | 2,636,043 | $133M | 4.9% | $50.30 | — | UNIT 99/99/9999 | 902494301 |
| — | WELLS FARGO & CO NEW | 108,173 | $131M | 4.9% | $1186.97 | — | PERP PFD CNV A | 949746804 |
| — | MICRON TECHNOLOGY INC | 29,011,000 | $92.69M | 3.4% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | CIENA CORP | 73,680,000 | $91.32M | 3.4% | $1.24 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | HUNTINGTON BANCSHARES INC | 67,716 | $90.94M | 3.4% | $1250.54 | — | PFD CONV SER A | 446150401 |
| — | T MOBILE US INC | 1,658,000 | $87.86M | 3.3% | $52.99 | — | CONV PFD SER A | 872590203 |
| — | CONVERGYS CORP | 39,093,000 | $74.2M | 2.8% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | STILLWATER MNG CO | 55,533,000 | $68.58M | 2.5% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MOLINA HEALTHCARE INC | 49,273,000 | $68.49M | 2.5% | $1.24 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | KEYCORP NEW | 485,471 | $62.29M | 2.3% | $125.64 | — | PFD 7.75% SR A | 493267405 |
| — | TELEFLEX INC | 33,128,000 | $62.16M | 2.3% | $1.48 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | BANK AMER CORP | 52,840 | $60.87M | 2.3% | $1154.17 | — | 7.25%CNV PFD L | 060505682 |
| — | TESLA MTRS INC | 64,225,000 | $57.92M | 2.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | INTEL CORP | 39,545,000 | $51.95M | 1.9% | $1.27 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | CUBIST PHARMACEUTICALS INC | 14,650,000 | $50.75M | 1.9% | $3.46 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | DOMINION RES INC VA NEW | 830,000 | $49.93M | 1.9% | $56.78 | — | UNIT 04/01/2013 | 25746U703 |
| — | LIBERTY MEDIA CORP | 77,244,000 | $48.86M | 1.8% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | SALIX PHARMACEUTICALS INC | 26,798,000 | $48.86M | 1.8% | $2.08 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | CROWN CASTLE INTL CORP NEW | 472,170 | $48.63M | 1.8% | $103.00 | — | CNV PFD STK SR A | 22822V200 |
| — | CALLAWAY GOLF CO | 41,333,000 | $46.55M | 1.7% | $1.13 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | MEDICINES CO | 38,710,000 | $44.69M | 1.7% | $1.19 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | FINISAR CORP | 43,343,000 | $41.07M | 1.5% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | NOVELLUS SYS INC | 17,700,000 | $40.58M | 1.5% | $1.81 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 26,546,000 | $40.15M | 1.5% | $1.35 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | EMULEX CORP | 43,343,000 | $39.79M | 1.5% | $0.92 | — | NOTE 1.750%11/1 | 292475AF7 |
| — | DOMINION RES INC VA NEW | 645,000 | $38.89M | 1.4% | $58.04 | — | UNIT 07/01/2016 | 25746U885 |
| — | ENDO HEALTH SOLUTIONS INC | 15,583,000 | $38.35M | 1.4% | $1.87 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | TRW AUTOMOTIVE HLDGS CORP | 371,516 | $38.21M | 1.4% | $102.85 | — | COM | 87264S106 |
| — | CARDTRONICS INC | 36,780,000 | $36.39M | 1.4% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | GENERAL CABLE CORP DEL NEW | 49,158,000 | $34.4M | 1.3% | $1.08 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | AMTRUST FINL SVCS INC | 16,087,000 | $34.03M | 1.3% | $1.45 | — | NOTE 5.500%12/1 | 032359AC5 |
| — | LIBERTY MEDIA CORP | 52,699,000 | $33.86M | 1.3% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | WORKDAY INC | 27,575,000 | $33.59M | 1.2% | $1.23 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | PRICELINE GRP INC | 25,000,000 | $33.22M | 1.2% | $1.35 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | DOMINION RES INC VA NEW | 617,337 | $32.58M | 1.2% | $49.91 | — | UNIT 99/99/9999 | 25746U869 |
| — | J2 GLOBAL INC | 27,950,000 | $30.78M | 1.1% | $1.04 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | EPR PPTYS | 1,270,045 | $29.73M | 1.1% | $21.69 | — | PFD C CNV 5.75% | 26884U208 |
| — | GENESEE & WYO INC | 246,614 | $28.4M | 1.1% | $121.67 | — | UNIT 10/01/2015 | 371559204 |
| — | BOTTOMLINE TECH DEL INC | 26,535,000 | $28.13M | 1.0% | $1.06 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | WEB COM GROUP INC | 28,544,000 | $26.1M | 1.0% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | PHOTRONICS INC | 22,944,000 | $23.73M | 0.9% | $1.05 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | COBALT INTL ENERGY INC | 37,372,000 | $22.94M | 0.9% | $0.61 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | TTM TECHNOLOGIES INC | 22,278,000 | $21.4M | 0.8% | $0.98 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | SHUTTERFLY INC | 22,462,000 | $21.27M | 0.8% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | ALBANY MOLECULAR RESH INC | 15,625,000 | $18.82M | 0.7% | $1.20 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | MENTOR GRAPHICS CORP | 12,724,000 | $15.24M | 0.6% | $1.19 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | ROYAL GOLD INC | 12,279,000 | $12.69M | 0.5% | $1.02 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ACORDA THERAPEUTICS INC | 10,225,000 | $11.77M | 0.4% | $1.04 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | HOLOGIC INC | 10,345,000 | $11.34M | 0.4% | $1.09 | — | FRNT 12/1 | 436440AG6 |
| — | SERVICESOURCE INTL LLC | 13,425,000 | $10.01M | 0.4% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | SEACOR HOLDINGS INC | 9,060,000 | $9.581M | 0.4% | $1.09 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ENVESTNET INC | 9,200,000 | $9.505M | 0.4% | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | NUVASIVE INC | 7,225,000 | $9.185M | 0.3% | $1.23 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | VOLCANO CORPORATION | 6,009,000 | $5.994M | 0.2% | $0.99 | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | DEPOMED INC | 5,425,000 | $5.856M | 0.2% | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | ALCOA INC | 115,289 | $5.833M | 0.2% | $49.88 | — | DEP SHS 1/10TH | 013817309 |
| — | NVIDIA CORP | 4,350,000 | $5M | 0.2% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | BRISTOW GROUP INC | 4,798,000 | $4.99M | 0.2% | $1.04 | — | NOTE 3.000% 6/1 | 110394AC7 |
| GRFS | GRIFOLS S A | 145,525 | $4.946M | 0.2% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | INTERDIGITAL INC | 4,400,000 | $4.892M | 0.2% | $1.05 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | YAHOO INC | 4,275,000 | $4.836M | 0.2% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | WEYERHAEUSER CO | 80,000 | $4.615M | 0.2% | $57.69 | — | PREF CONV SER A | 962166872 |
| — | ON SEMICONDUCTOR CORP | 3,295,000 | $3.917M | 0.1% | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | MEDIDATA SOLUTIONS INC | 3,475,000 | $3.809M | 0.1% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | CHESAPEAKE ENERGY CORP | 3,850,000 | $3.739M | 0.1% | $0.97 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | JDS UNIPHASE CORP | 3,150,000 | $3.327M | 0.1% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | DEVELOPERS DIVERSIFIED RLTY | 2,550,000 | $3.157M | 0.1% | $1.15 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | NUANCE COMMUNICATIONS INC | 2,925,000 | $2.916M | 0.1% | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | EPR PPTYS | 83,230 | $2.63M | 0.1% | $31.60 | — | CONV PFD 9% SR E | 26884U307 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,525,000 | $1.606M | 0.1% | $1.05 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | RTI INTL METALS INC | 1,650,000 | $1.604M | 0.1% | $0.97 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,600,000 | $1.576M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | SEACOR HOLDINGS INC | 1,325,000 | $1.207M | 0.0% | $0.91 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | TESLA MTRS INC | 1,150,000 | $1.063M | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | BIOMARIN PHARMACEUTICAL INC | 775,000 | $950K | 0.0% | $1.07 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | SALESFORCE COM INC | 650,000 | $741K | 0.0% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |