BNP Paribas Asset Management Holding S.A. historic quarter change: USA Bonds: Convertible Notes, Reduced
In convertible notes that pay a coupon (listed in the US), over 23 quarters from 2013-06-30 to 2026-06-30, BNP Paribas Asset Management Holding S.A. opened 196 positions, added to 100, reduced 97 and sold out of 134.
- Q3 2016: Stock CEMEX SAB DE CV; Country of operation —; Class NOTE 3.750% 3/1; Principal before $14,750,000.
- Q3 2016: Stock PRICELINE GRP INC; Country of operation —; Class NOTE 1.000% 3/1; Principal before $12,300,000.
- Q3 2016: Stock LIBERTY MEDIA CORP DELAWARE; Country of operation —; Class NOTE 1.375%10/1; Principal before $20,000,000.
- Q3 2016: Stock JAZZ INVESTMENTS I LTD; Country of operation —; Class NOTE 1.875% 8/1; Principal before $13,500,000.
Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1520354), 23 quarters: Q2 2026 (2026-03-31 to 2026-06-30, filed 2026-08-13); Q1 2026 (2025-12-31 to 2026-03-31, filed 2026-05-14); Q4 2025 (2025-09-30 to 2025-12-31, filed 2026-02-13); Q3 2025 (2025-06-30 to 2025-09-30, filed 2025-11-07); Q2 2025 (2025-03-31 to 2025-06-30, filed 2025-08-06); Q1 2025 (2024-12-31 to 2025-03-31, filed 2025-05-14); Q4 2024 (2024-09-30 to 2024-12-31, filed 2025-02-12); Q3 2024 (2024-06-30 to 2024-09-30, filed 2024-11-08); Q2 2024 (2024-03-31 to 2024-06-30, filed 2024-07-30); Q1 2024 (2023-12-31 to 2024-03-31, filed 2024-05-08); Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-11-23); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-09-15); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-05-16); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-05-31); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-11-16); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-08-14); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-05-12); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-02-12); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-11-12); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-08-13); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-05-13); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-02-14); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-11-13). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2011-03-31. Not compared, as a quarter between them is not held here yet: 2016-09-30 to 2023-12-31 (missing 2016-12-31, 2017-03-31, 2017-06-30, 2017-09-30, 2017-12-31, 2018-03-31, 2018-06-30, 2018-09-30, 2018-12-31, 2019-03-31, 2019-06-30, 2019-09-30, 2019-12-31, 2020-03-31, 2020-06-30, 2020-09-30, 2020-12-31, 2021-03-31, 2021-06-30, 2021-09-30, 2021-12-31, 2022-03-31, 2022-06-30, 2022-09-30, 2022-12-31, 2023-03-31, 2023-06-30, 2023-09-30).
| Quarter | Stock | Country of operation | Class | Principal before | Principal after | Share change | Value before | Value after | Value change | Filed |
|---|
| Q3 2016 | CEMEX SAB DE CV
CUSIP 151290BC6 | | NOTE 3.750% 3/1 | $14,750,000 | $1,000,000 | -13,750,000 | $14,833,000 | $1,119,000 | -$13,714,000 | 2016-11-23 |
|---|
| Q3 2016 | PRICELINE GRP INC
CUSIP 741503AQ9 | | NOTE 1.000% 3/1 | $12,300,000 | $5,600,000 | -6,700,000 | $16,994,000 | $8,864,000 | -$8,130,000 | 2016-11-23 |
|---|
| Q3 2016 | LIBERTY MEDIA CORP DELAWARE
CUSIP 531229AB8 | | NOTE 1.375%10/1 | $20,000,000 | $13,000,000 | -7,000,000 | $19,668,000 | $13,633,000 | -$6,035,000 | 2016-11-23 |
|---|
| Q3 2016 | JAZZ INVESTMENTS I LTD
CUSIP 472145AB7 | | NOTE 1.875% 8/1 | $13,500,000 | $8,500,000 | -5,000,000 | $14,549,000 | $8,631,000 | -$5,918,000 | 2016-11-23 |
|---|
| Q3 2016 | MICROCHIP TECHNOLOGY INC
CUSIP 595017AD6 | | NOTE 1.625% 2/1 | $12,700,000 | $8,000,000 | -4,700,000 | $13,914,000 | $10,216,000 | -$3,698,000 | 2016-11-23 |
|---|
| Q3 2016 | NETSUITE INC
CUSIP 64118QAB3 | | NOTE 0.250% 6/0 | $2,500,000 | $750,000 | -1,750,000 | $2,453,000 | $828,000 | -$1,625,000 | 2016-11-23 |
|---|
| Q3 2016 | VIPSHOP HLDGS LTD
CUSIP 92763WAA1 | | NOTE 1.500% 3/1 | $12,500,000 | $10,250,000 | -2,250,000 | $12,174,000 | $11,028,000 | -$1,146,000 | 2016-11-23 |
|---|
| Q4 2015 | NVIDIA CORP
CUSIP 67066GAC8 | | NOTE 1.000%12/0 | $31,000,000 | $7,300,000 | -23,700,000 | $40,887,000 | $12,328,000 | -$28,559,000 | 2016-05-31 |
|---|
| Q4 2015 | TESLA MTRS INC
CUSIP 88160RAB7 | | NOTE 0.250% 3/0 | $29,000,000 | $18,500,000 | -10,500,000 | $27,986,000 | $17,302,000 | -$10,684,000 | 2016-05-31 |
|---|
| Q4 2015 | CHENIERE ENERGY INC
CUSIP 16411RAG4 | | NOTE 4.250% 3/1 | $13,500,000 | $1,500,000 | -12,000,000 | $8,453,000 | $797,000 | -$7,656,000 | 2016-05-31 |
|---|
| Q4 2015 | PRICELINE GRP INC
CUSIP 741503AS5 | | NOTE 0.350% 6/1 | $28,215,000 | $22,105,000 | -6,110,000 | $33,074,000 | $26,455,000 | -$6,619,000 | 2016-05-31 |
|---|
| Q3 2015 | CITRIX SYS INC
CUSIP 177376AD2 | | NOTE 0.500% 4/1 | $48,150,000 | $34,000,000 | -14,150,000 | $50,902,000 | $35,915,000 | -$14,987,000 | 2015-11-16 |
|---|
| Q3 2015 | STARWOOD PPTY TR INC
CUSIP 85571BAB1 | | NOTE 4.000% 1/1 | $20,000,000 | $7,000,000 | -13,000,000 | $21,511,000 | $7,259,000 | -$14,252,000 | 2015-11-16 |
|---|
| Q3 2015 | NVIDIA CORP
CUSIP 67066GAC8 | | NOTE 1.000%12/0 | $43,500,000 | $31,000,000 | -12,500,000 | $49,870,000 | $40,887,000 | -$8,983,000 | 2015-11-16 |
|---|
| Q3 2015 | CHENIERE ENERGY INC
CUSIP 16411RAG4 | | NOTE 4.250% 3/1 | $21,000,000 | $13,500,000 | -7,500,000 | $16,051,000 | $8,453,000 | -$7,598,000 | 2015-11-16 |
|---|
| Q3 2015 | LAM RESEARCH CORP
CUSIP 512807AJ7 | | NOTE 0.500% 5/1 | $12,700,000 | $11,950,000 | -750,000 | $16,840,000 | $13,464,000 | -$3,376,000 | 2015-11-16 |
|---|
| Q3 2015 | JARDEN CORP
CUSIP 471109AM0 | | NOTE 1.125% 3/1 | $16,000,000 | $14,000,000 | -2,000,000 | $18,683,000 | $16,019,000 | -$2,664,000 | 2015-11-16 |
|---|
| Q3 2015 | ILLUMINA INC
CUSIP 452327AH2 | | NOTE 0.500% 6/1 | $12,770,000 | $11,600,000 | -1,170,000 | $15,691,000 | $13,465,000 | -$2,226,000 | 2015-11-16 |
|---|
| Q3 2015 | ARES CAP CORP
CUSIP 04010LAB9 | | NOTE 5.750% 2/0 | $11,900,000 | $10,400,000 | -1,500,000 | $12,322,000 | $10,523,000 | -$1,799,000 | 2015-11-16 |
|---|
| Q3 2015 | NEWMONT MINING CORP
CUSIP 651639AJ5 | | NOTE 1.625% 7/1 | $2,700,000 | $1,600,000 | -1,100,000 | $2,749,000 | $1,580,000 | -$1,169,000 | 2015-11-16 |
|---|
| Q3 2015 | PRICELINE GRP INC
CUSIP 741503AS5 | | NOTE 0.350% 6/1 | $29,450,000 | $28,215,000 | -1,235,000 | $32,571,000 | $33,074,000 | +$503,000 | 2015-11-16 |
|---|
| Q2 2015 | TEVA PHARMACEUTICAL FIN LLC
CUSIP 88163VAE9 | | DBCV 0.250% 2/0 | $11,510,000 | $6,110,000 | -5,400,000 | $17,045,000 | $8,548,000 | -$8,497,000 | 2015-08-14 |
|---|
| Q2 2015 | JARDEN CORP
CUSIP 471109AM0 | | NOTE 1.125% 3/1 | $20,200,000 | $16,000,000 | -4,200,000 | $23,997,000 | $18,683,000 | -$5,314,000 | 2015-08-14 |
|---|
| Q2 2015 | WELLPOINT INC
CUSIP 94973VBG1 | | NOTE 2.750%10/1 | $2,400,000 | $2,150,000 | -250,000 | $5,100,000 | $4,666,000 | -$434,000 | 2015-08-14 |
|---|
| Q2 2015 | MYLAN INC
CUSIP 628530AJ6 | | NOTE 3.750% 9/1 | $1,065,000 | $900,000 | -165,000 | $4,725,000 | $4,624,000 | -$101,000 | 2015-08-14 |
|---|
| Q1 2015 | XILINX INC
CUSIP 983919AF8 | | NOTE 2.625% 6/1 | $23,470,000 | $1,200,000 | -22,270,000 | $35,397,000 | $1,782,000 | -$33,615,000 | 2015-05-12 |
|---|
| Q1 2015 | TESLA MTRS INC
CUSIP 88160RAB7 | | NOTE 0.250% 3/0 | $53,000,000 | $29,000,000 | -24,000,000 | $49,032,000 | $25,412,000 | -$23,620,000 | 2015-05-12 |
|---|
| Q1 2015 | NOVELLUS SYS INC
CUSIP 670008AD3 | | NOTE 2.625% 5/1 | $6,185,000 | $1,110,000 | -5,075,000 | $14,241,000 | $2,330,000 | -$11,911,000 | 2015-05-12 |
|---|
| Q1 2015 | LAM RESEARCH CORP
CUSIP 512807AL2 | | NOTE 1.250% 5/1 | $8,170,000 | $709,000 | -7,461,000 | $11,562,000 | $931,000 | -$10,631,000 | 2015-05-12 |
|---|
| Q1 2015 | CTRIP COM INTL LTD
CUSIP 22943FAD2 | | NOTE 1.250%10/1 | $26,500,000 | $16,000,000 | -10,500,000 | $25,909,000 | $16,730,000 | -$9,179,000 | 2015-05-12 |
|---|
| Q1 2015 | JDS UNIPHASE CORP
CUSIP 46612JAF8 | | DBCV 0.625% 8/1 | $15,000,000 | $12,500,000 | -2,500,000 | $15,879,000 | $12,939,000 | -$2,940,000 | 2015-05-12 |
|---|
| Q1 2015 | VIPSHOP HLDGS LTD
CUSIP 92763WAA1 | | NOTE 1.500% 3/1 | $14,000,000 | $12,500,000 | -1,500,000 | $16,721,000 | $19,531,000 | +$2,810,000 | 2015-05-12 |
|---|
| Q1 2015 | NEWMONT MINING CORP
CUSIP 651639AJ5 | | NOTE 1.625% 7/1 | $3,300,000 | $1,000,000 | -2,300,000 | $3,339,000 | $1,023,000 | -$2,316,000 | 2015-05-12 |
|---|
| Q1 2015 | NVIDIA CORP
CUSIP 67066GAC8 | | NOTE 1.000%12/0 | $32,000,000 | $29,500,000 | -2,500,000 | $36,806,000 | $34,871,000 | -$1,935,000 | 2015-05-12 |
|---|
| Q1 2015 | LAM RESEARCH CORP
CUSIP 512807AJ7 | | NOTE 0.500% 5/1 | $13,100,000 | $12,700,000 | -400,000 | $17,221,000 | $15,350,000 | -$1,871,000 | 2015-05-12 |
|---|
| Q1 2015 | LIBERTY MEDIA CORP DELAWARE
CUSIP 531229AB8 | | NOTE 1.375%10/1 | $22,000,000 | $20,000,000 | -2,000,000 | $21,761,000 | $20,089,000 | -$1,672,000 | 2015-05-12 |
|---|
| Q1 2015 | TEVA PHARMACEUTICAL FIN LLC
CUSIP 88163VAE9 | | DBCV 0.250% 2/0 | $13,010,000 | $11,510,000 | -1,500,000 | $17,769,000 | $17,045,000 | -$724,000 | 2015-05-12 |
|---|
| Q1 2015 | SALESFORCE COM INC
CUSIP 79466LAD6 | | NOTE 0.250% 4/0 | $42,000,000 | $40,500,000 | -1,500,000 | $47,764,000 | $48,455,000 | +$691,000 | 2015-05-12 |
|---|
| Q1 2015 | MYLAN INC
CUSIP 628530AJ6 | | NOTE 3.750% 9/1 | $1,090,000 | $1,065,000 | -25,000 | $4,662,000 | $4,725,000 | +$63,000 | 2015-05-12 |
|---|
| Q4 2014 | CHESAPEAKE ENERGY CORP
CUSIP 165167BZ9 | | NOTE 2.500% 5/1 | $44,200,000 | $27,500,000 | -16,700,000 | $44,955,000 | $26,792,000 | -$18,163,000 | 2015-02-12 |
|---|
| Q4 2014 | ELECTRONIC ARTS INC
CUSIP 285512AA7 | | NOTE 0.750% 7/1 | $24,233,000 | $8,000,000 | -16,233,000 | $29,876,000 | $12,124,000 | -$17,752,000 | 2015-02-12 |
|---|
| Q4 2014 | LAM RESEARCH CORP
CUSIP 512807AJ7 | | NOTE 0.500% 5/1 | $25,100,000 | $13,100,000 | -12,000,000 | $31,975,000 | $17,221,000 | -$14,754,000 | 2015-02-12 |
|---|
| Q4 2014 | MGM RESORTS INTERNATIONAL
CUSIP 55303QAE0 | | NOTE 4.250% 4/1 | $11,000,000 | $1,000,000 | -10,000,000 | $14,070,000 | $1,184,000 | -$12,886,000 | 2015-02-12 |
|---|
| Q4 2014 | SALESFORCE COM INC
CUSIP 79466LAD6 | | NOTE 0.250% 4/0 | $48,800,000 | $42,000,000 | -6,800,000 | $54,378,000 | $47,764,000 | -$6,614,000 | 2015-02-12 |
|---|
| Q4 2014 | CEMEX SAB DE CV
CUSIP 151290BC6 | | NOTE 3.750% 3/1 | $5,000,000 | $2,000,000 | -3,000,000 | $7,367,000 | $2,433,000 | -$4,934,000 | 2015-02-12 |
|---|
| Q4 2014 | ANNALY CAP MGMT INC
CUSIP 035710AB8 | | NOTE 5.000% 5/1 | $18,400,000 | $15,500,000 | -2,900,000 | $18,929,000 | $15,674,000 | -$3,255,000 | 2015-02-12 |
|---|
| Q4 2014 | GILEAD SCIENCES INC
CUSIP 375558AP8 | | NOTE 1.625% 5/0 | $1,120,000 | $890,000 | -230,000 | $5,267,000 | $3,722,000 | -$1,545,000 | 2015-02-12 |
|---|
| Q4 2014 | ARES CAP CORP
CUSIP 04010LAB9 | | NOTE 5.750% 2/0 | $12,445,000 | $11,500,000 | -945,000 | $13,129,000 | $11,796,000 | -$1,333,000 | 2015-02-12 |
|---|
| Q4 2014 | CUBIST PHARMACEUTICALS INC
CUSIP 229678AH0 | | NOTE 1.875% 9/0 | $11,000,000 | $8,000,000 | -3,000,000 | $12,254,000 | $10,930,000 | -$1,324,000 | 2015-02-12 |
|---|
| Q4 2014 | MICRON TECHNOLOGY INC
CUSIP 595112AY9 | | NOTE 3.000%11/1 | $2,000,000 | $1,200,000 | -800,000 | $2,653,000 | $1,595,000 | -$1,058,000 | 2015-02-12 |
|---|
| Q4 2014 | MYLAN INC
CUSIP 628530AJ6 | | NOTE 3.750% 9/1 | $1,180,000 | $1,090,000 | -90,000 | $4,055,000 | $4,662,000 | +$607,000 | 2015-02-12 |
|---|
| Q4 2014 | TEVA PHARMACEUTICAL FIN LLC
CUSIP 88163VAE9 | | DBCV 0.250% 2/0 | $13,380,000 | $13,010,000 | -370,000 | $17,173,000 | $17,769,000 | +$596,000 | 2015-02-12 |
|---|
| Q4 2014 | MACQUARIE INFRASTR CO LLC
CUSIP 55608BAA3 | | NOTE 2.875% 7/1 | $900,000 | $670,000 | -230,000 | $993,000 | $767,000 | -$226,000 | 2015-02-12 |
|---|
| Q4 2014 | JEFFERIES GROUP INC NEW
CUSIP 472319AG7 | | DBCV 3.875%11/0 | $815,000 | $650,000 | -165,000 | $866,000 | $673,000 | -$193,000 | 2015-02-12 |
|---|
| Q3 2014 | NEWMONT MINING CORP
CUSIP 651639AJ5 | | NOTE 1.625% 7/1 | $19,360,000 | $3,300,000 | -16,060,000 | $20,507,000 | $3,368,000 | -$17,139,000 | 2014-11-12 |
|---|
| Q3 2014 | CEMEX SAB DE CV
CUSIP 151290BC6 | | NOTE 3.750% 3/1 | $8,000,000 | $5,000,000 | -3,000,000 | $12,223,000 | $7,367,000 | -$4,856,000 | 2014-11-12 |
|---|
| Q3 2014 | ARES CAP CORP
CUSIP 04010LAB9 | | NOTE 5.750% 2/0 | $13,075,000 | $12,445,000 | -630,000 | $14,121,000 | $13,129,000 | -$992,000 | 2014-11-12 |
|---|
| Q3 2014 | MYLAN INC
CUSIP 628530AJ6 | | NOTE 3.750% 9/1 | $1,230,000 | $1,180,000 | -50,000 | $4,760,000 | $4,055,000 | -$705,000 | 2014-11-12 |
|---|
| Q3 2014 | FORD MTR CO DEL
CUSIP 345370CN8 | | NOTE 4.250%11/1 | $2,160,000 | $2,150,000 | -10,000 | $4,319,000 | $3,772,000 | -$547,000 | 2014-11-12 |
|---|
| Q3 2014 | LAM RESEARCH CORP
CUSIP 512807AL2 | | NOTE 1.250% 5/1 | $3,300,000 | $2,970,000 | -330,000 | $4,425,000 | $4,025,000 | -$400,000 | 2014-11-12 |
|---|
| Q3 2014 | WELLPOINT INC
CUSIP 94973VBG1 | | NOTE 2.750%10/1 | $3,100,000 | $2,765,000 | -335,000 | $4,759,000 | $4,627,000 | -$132,000 | 2014-11-12 |
|---|
| Q3 2014 | HEALTH CARE REIT INC
CUSIP 42217KAR7 | | NOTE 3.000%12/0 | $660,000 | $570,000 | -90,000 | $813,000 | $705,000 | -$108,000 | 2014-11-12 |
|---|
| Q3 2014 | GILEAD SCIENCES INC
CUSIP 375558AP8 | | NOTE 1.625% 5/0 | $1,420,000 | $1,120,000 | -300,000 | $5,184,000 | $5,267,000 | +$83,000 | 2014-11-12 |
|---|
| Q3 2014 | NOVELLUS SYS INC
CUSIP 670008AD3 | | NOTE 2.625% 5/1 | $1,300,000 | $1,185,000 | -115,000 | $2,598,000 | $2,606,000 | +$8,000 | 2014-11-12 |
|---|
| Q2 2014 | WELLPOINT INC
CUSIP 94973VBG1 | | NOTE 2.750%10/1 | $46,985,000 | $3,100,000 | -43,885,000 | $69,045,000 | $4,759,000 | -$64,286,000 | 2014-08-13 |
|---|
| Q2 2014 | LAM RESEARCH CORP
CUSIP 512807AL2 | | NOTE 1.250% 5/1 | $15,500,000 | $3,300,000 | -12,200,000 | $19,265,000 | $4,425,000 | -$14,840,000 | 2014-08-13 |
|---|
| Q2 2014 | CEMEX SAB DE CV
CUSIP 151290BC6 | | NOTE 3.750% 3/1 | $14,000,000 | $8,000,000 | -6,000,000 | $20,051,000 | $12,223,000 | -$7,828,000 | 2014-08-13 |
|---|
| Q2 2014 | CEMEX SAB DE CV
CUSIP 151290AV5 | | NOTE 4.875% 3/1 | $12,465,000 | $6,230,000 | -6,235,000 | $15,278,000 | $7,887,000 | -$7,391,000 | 2014-08-13 |
|---|
| Q2 2014 | PROLOGIS
CUSIP 74340XAT8 | | NOTE 3.250% 3/1 | $8,941,000 | $8,000,000 | -941,000 | $10,459,000 | $9,013,000 | -$1,446,000 | 2014-08-13 |
|---|
| Q2 2014 | MYLAN INC
CUSIP 628530AJ6 | | NOTE 3.750% 9/1 | $1,330,000 | $1,230,000 | -100,000 | $4,901,000 | $4,760,000 | -$141,000 | 2014-08-13 |
|---|
| Q2 2014 | NOVELLUS SYS INC
CUSIP 670008AD3 | | NOTE 2.625% 5/1 | $1,510,000 | $1,300,000 | -210,000 | $2,550,000 | $2,598,000 | +$48,000 | 2014-08-13 |
|---|
| Q1 2014 | MGM RESORTS INTERNATIONAL
CUSIP 55303QAE0 | | NOTE 4.250% 4/1 | $29,100,000 | $11,000,000 | -18,100,000 | $40,262,000 | $16,225,000 | -$24,037,000 | 2014-05-13 |
|---|
| Q1 2014 | CEMEX SAB DE CV
CUSIP 151290AV5 | | NOTE 4.875% 3/1 | $22,550,000 | $12,465,000 | -10,085,000 | $27,023,000 | $15,278,000 | -$11,745,000 | 2014-05-13 |
|---|
| Q1 2014 | NOVELLUS SYS INC
CUSIP 670008AD3 | | NOTE 2.625% 5/1 | $8,510,000 | $1,510,000 | -7,000,000 | $14,242,000 | $2,550,000 | -$11,692,000 | 2014-05-13 |
|---|
| Q1 2014 | ARES CAP CORP
CUSIP 04010LAB9 | | NOTE 5.750% 2/0 | $22,061,000 | $12,645,000 | -9,416,000 | $23,987,000 | $13,826,000 | -$10,161,000 | 2014-05-13 |
|---|
| Q1 2014 | NEWMONT MINING CORP
CUSIP 651639AH9 | | NOTE 1.250% 7/1 | $11,775,000 | $4,255,000 | -7,520,000 | $11,789,000 | $4,242,000 | -$7,547,000 | 2014-05-13 |
|---|
| Q1 2014 | INTERNATIONAL GAME TECHNOLOG
CUSIP 459902AQ5 | | NOTE 3.250% 5/0 | $19,865,000 | $15,400,000 | -4,465,000 | $21,134,000 | $15,536,000 | -$5,598,000 | 2014-05-13 |
|---|
| Q1 2014 | GILEAD SCIENCES INC
CUSIP 375558AP8 | | NOTE 1.625% 5/0 | $970,000 | $795,000 | -175,000 | $3,197,000 | $2,402,000 | -$795,000 | 2014-05-13 |
|---|
| Q1 2014 | LINEAR TECHNOLOGY CORP
CUSIP 535678AC0 | | NOTE 3.000% 5/0 | $16,268,000 | $16,061,000 | -207,000 | $18,607,000 | $19,383,000 | +$776,000 | 2014-05-13 |
|---|
| Q1 2014 | GILEAD SCIENCES INC
CUSIP 375558AN3 | | NOTE 1.000% 5/0 | $718,000 | $550,000 | -168,000 | $2,352,000 | $1,669,000 | -$683,000 | 2014-05-13 |
|---|
| Q1 2014 | JARDEN CORP
CUSIP 471109AH1 | | NOTE 1.875% 9/1 | $9,890,000 | $9,750,000 | -140,000 | $14,021,000 | $13,561,000 | -$460,000 | 2014-05-13 |
|---|
| Q1 2014 | LAM RESEARCH CORP
CUSIP 512807AJ7 | | NOTE 0.500% 5/1 | $10,770,000 | $10,220,000 | -550,000 | $12,249,000 | $11,834,000 | -$415,000 | 2014-05-13 |
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| Q1 2014 | PRICELINE COM INC
CUSIP 741503AN6 | | NOTE 1.250% 3/1 | $615,000 | $515,000 | -100,000 | $2,399,000 | $2,025,000 | -$374,000 | 2014-05-13 |
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| Q1 2014 | BANK OF AMERICA CORPORATION
CUSIP 060505682 | United States | 7.25%CNV PFD L | $5,100 | $5,000 | -100 | $5,412,000 | $5,734,000 | +$322,000 | 2014-05-13 |
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| Q1 2014 | PROLOGIS
CUSIP 74340XAT8 | | NOTE 3.250% 3/1 | $9,061,000 | $8,941,000 | -120,000 | $10,195,000 | $10,459,000 | +$264,000 | 2014-05-13 |
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| Q1 2014 | LIFEPOINT HOSPITALS INC
CUSIP 53219LAH2 | | NOTE 3.500% 5/1 | $7,875,000 | $7,750,000 | -125,000 | $8,593,000 | $8,336,000 | -$257,000 | 2014-05-13 |
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| Q1 2014 | STARWOOD PPTY TR INC
CUSIP 85571BAA3 | | NOTE 4.550% 3/0 | $12,170,000 | $12,000,000 | -170,000 | $13,619,000 | $13,739,000 | +$120,000 | 2014-05-13 |
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| Q1 2014 | ANNALY CAP MGMT INC
CUSIP 035710AB8 | | NOTE 5.000% 5/1 | $10,399,000 | $10,200,000 | -199,000 | $10,591,000 | $10,634,000 | +$43,000 | 2014-05-13 |
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| Q4 2013 | GOLDCORP INC NEW
CUSIP 380956AB8 | | NOTE 2.000% 8/0 | $21,920,000 | $1,780,000 | -20,140,000 | $22,176,000 | $1,786,000 | -$20,390,000 | 2014-02-14 |
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| Q4 2013 | INTERNATIONAL GAME TECHNOLOG
CUSIP 459902AQ5 | | NOTE 3.250% 5/0 | $20,045,000 | $19,865,000 | -180,000 | $22,397,000 | $21,134,000 | -$1,263,000 | 2014-02-14 |
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| Q3 2013 | BANK OF AMERICA CORPORATION
CUSIP 060505682 | United States | 7.25%CNV PFD L | $10,347 | $5,100 | -5,247 | $11,471,000 | $5,489,000 | -$5,982,000 | 2013-11-13 |
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| Q3 2013 | PRICELINE COM INC
CUSIP 741503AN6 | | NOTE 1.250% 3/1 | $880,000 | $570,000 | -310,000 | $2,408,000 | $1,897,000 | -$511,000 | 2013-11-13 |
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| Q3 2013 | HEALTH CARE REIT INC
CUSIP 42217KAR7 | | NOTE 3.000%12/0 | $750,000 | $520,000 | -230,000 | $986,000 | $648,000 | -$338,000 | 2013-11-13 |
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| Q3 2013 | GILEAD SCIENCES INC
CUSIP 375558AP8 | | NOTE 1.625% 5/0 | $950,000 | $850,000 | -100,000 | $2,153,000 | $2,369,000 | +$216,000 | 2013-11-13 |
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| Q3 2013 | GILEAD SCIENCES INC
CUSIP 375558AN3 | | NOTE 1.000% 5/0 | $990,000 | $718,000 | -272,000 | $2,219,000 | $2,009,000 | -$210,000 | 2013-11-13 |
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| Q3 2013 | E M C CORP MASS
CUSIP 268648AM4 | | NOTE 1.750%12/0 | $2,855,000 | $2,520,000 | -335,000 | $4,212,000 | $4,094,000 | -$118,000 | 2013-11-13 |
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| Q3 2013 | SALIX PHARMACEUTICALS INC
CUSIP 795435AE6 | | NOTE 1.500% 3/1 | $11,465,000 | $11,170,000 | -295,000 | $13,772,000 | $13,711,000 | -$61,000 | 2013-11-13 |
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