Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 3, 2017
Total Value: $2.911B (44.4% shares, 55.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & CO NEW | 120,719 | $147M | 5.1% | $1190.40 | — | PERP PFD CNV A | 949746804 |
| — | TYSON FOODS INC | 2,743,543 | $133M | 4.6% | $50.23 | — | UNIT 99/99/9999 | 902494301 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 910,000 | $125M | 4.3% | $137.75 | — | CVP | N31738110 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 8,094,944 | $122M | 4.2% | $20.81 | — | CVP | L0302D178 |
| — | CIENA CORP | 82,918,000 | $105M | 3.6% | $1.24 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | HUNTINGTON BANCSHARES INC | 68,369 | $91.35M | 3.1% | $1250.54 | — | PFD CONV SER A | 446150401 |
| — | CROWN CASTLE INTL CORP NEW CNV PFD STK SR A | 840,987 | $87.99M | 3.0% | $103.71 | — | CVP | 22822V200 |
| — | SANDISK CORP | 62,656,000 | $85.33M | 2.9% | $1.50 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | SOUTHWESTERN ENERGY CO | 1,649,725 | $83.11M | 2.9% | $50.38 | — | DEP SHS 1/20 B | 845467208 |
| — | GENESEE & WYO INC | 680,679 | $82.61M | 2.8% | $121.48 | — | CVP | 371559204 |
| — | CONVERGYS CORP | 39,093,000 | $81.73M | 2.8% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | KEYCORP NEW | 537,701 | $69.56M | 2.4% | $126.00 | — | CVP | 493267405 |
| — | MICRON TECHNOLOGY INC | 26,511,000 | $66.31M | 2.3% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | TELEFLEX INC | 32,713,000 | $64.28M | 2.2% | $1.48 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | BANK AMER CORP | 53,840 | $61.75M | 2.1% | $1154.04 | — | 7.25%CNV PFD L | 060505682 |
| — | STILLWATER MNG CO | 53,783,000 | $61.31M | 2.1% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | CALLAWAY GOLF CO | 46,034,000 | $58.95M | 2.0% | $1.14 | — | CNV | 131193AC8 |
| — | MOLINA HEALTHCARE INC | 33,273,000 | $55.98M | 1.9% | $1.24 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | INTEL CORP | 43,545,000 | $54.16M | 1.9% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | TESLA INC | 63,725,000 | $53.37M | 1.8% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | DOMINION RES INC VA NEW | 1,041,137 | $51.14M | 1.8% | $49.59 | — | UNIT 99/99/9999 | 25746U869 |
| — | LIBERTY MEDIA CORP | 81,144,000 | $50.92M | 1.7% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | T MOBILE US INC | 822,100 | $48.22M | 1.7% | $52.99 | — | CONV PFD SER A | 872590203 |
| — | ENDO HEALTH SOLUTIONS INC | 15,583,000 | $47.21M | 1.6% | $1.87 | — | CNV | 29264FAB2 |
| — | FINISAR CORP | 44,843,000 | $45.96M | 1.6% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | EMULEX CORP | 44,243,000 | $44.77M | 1.5% | $0.92 | — | CNV | 292475AF7 |
| — | DOMINION RES INC VA NEW | 785,000 | $44.11M | 1.5% | $56.78 | — | CVP | 25746U703 |
| — | DOMINION RES INC VA NEW | 733,000 | $41.35M | 1.4% | $57.85 | — | CVP | 25746U885 |
| — | MEDICINES CO | 34,835,000 | $41.3M | 1.4% | $1.19 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 28,046,000 | $39.41M | 1.4% | $1.35 | — | CNV | 874054AC3 |
| — | GENERAL CABLE CORP DEL NEW | 49,408,000 | $39.19M | 1.3% | $1.08 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | TRW AUTOMOTIVE HLDGS CORP | 371,516 | $38.95M | 1.3% | $102.85 | — | STO | 87264S106 |
| — | CARDTRONICS INC | 37,780,000 | $37.38M | 1.3% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | WORKDAY INC | 29,575,000 | $36.73M | 1.3% | $1.23 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | BOTTOMLINE TECH DEL INC | 33,035,000 | $36.48M | 1.3% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | EPR PPTYS | 1,488,001 | $36.01M | 1.2% | $22.06 | — | PFD C CNV 5.75% | 26884U208 |
| — | LIBERTY MEDIA CORP | 52,699,000 | $34.19M | 1.2% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CEPHEID | 29,360,000 | $32.61M | 1.1% | $1.11 | — | CNV | 15670RAC1 |
| — | MENTOR GRAPHICS CORP | 25,312,000 | $31.58M | 1.1% | $1.22 | — | CNV | 587200AK2 |
| — | J2 GLOBAL INC | 26,750,000 | $30.8M | 1.1% | $1.04 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TTM TECHNOLOGIES INC | 24,311,000 | $26.61M | 0.9% | $0.99 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | SHUTTERFLY INC | 24,962,000 | $24.63M | 0.8% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | EMERGENT BIOSOLUTIONS INC | 21,250,000 | $24.56M | 0.8% | $1.16 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | WEB COM GROUP INC | 26,044,000 | $23.99M | 0.8% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | COWEN GROUP INC NEW | 19,578,000 | $22.26M | 0.8% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | COBALT INTL ENERGY INC | 29,872,000 | $21.71M | 0.7% | $0.61 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | ELECTRONIC ARTS INC | 10,683,000 | $19.8M | 0.7% | $1.85 | — | CNV | 285512AA7 |
| — | DEPOMED INC | 14,925,000 | $19.73M | 0.7% | $1.23 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | ROYAL GOLD INC | 19,064,000 | $19.6M | 0.7% | $1.03 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | WORKDAY INC | 15,700,000 | $18.81M | 0.6% | $1.20 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | HOLOGIC INC | 10,345,000 | $12.15M | 0.4% | $1.09 | — | FRNT 12/1 | 436440AG6 |
| — | PRICELINE GRP INC | 8,500,000 | $11.34M | 0.4% | $1.35 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | ENVESTNET INC | 10,200,000 | $11.32M | 0.4% | $1.04 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | AMERICAN TOWER CORP NEW | 110,000 | $11.32M | 0.4% | $102.87 | — | PFD CONV SER A | 03027X308 |
| — | ARCELORMITTAL SA LUXEMBOURG | 11,284 | $10.63M | 0.4% | — | — | Put | 03938L954 |
| — | ALBANY MOLECULAR RESH INC | 8,125,000 | $10.34M | 0.4% | $1.20 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | SERVICESOURCE INTL INC | 14,025,000 | $10.32M | 0.4% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ACORDA THERAPEUTICS INC | 10,075,000 | $10.31M | 0.4% | $1.04 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | RAMBUS INC DEL | 8,000,000 | $9.69M | 0.3% | $1.21 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | SEACOR HOLDINGS INC | 9,060,000 | $9.292M | 0.3% | $1.09 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | PHOTRONICS INC | 8,209,000 | $8.496M | 0.3% | $1.05 | — | CNV | 719405AH5 |
| — | NUVASIVE INC | 6,000,000 | $7.493M | 0.3% | $1.23 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | NOVELLUS SYS INC | 3,500,000 | $7.147M | 0.2% | $1.81 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | AKAMAI TECHNOLOGIES INC | 4,750,000 | $5.118M | 0.2% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | YAHOO INC | 4,675,000 | $5.043M | 0.2% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | RTI INTL METALS INC | 4,270,000 | $4.911M | 0.2% | $1.08 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | NVIDIA CORP | 4,150,000 | $4.892M | 0.2% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | BRISTOW GROUP INC | 4,798,000 | $4.81M | 0.2% | $1.04 | — | CNV | 110394AC7 |
| GRFS | GRIFOLS S A | 145,525 | $4.775M | 0.2% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | CHESAPEAKE ENERGY CORP | 4,750,000 | $4.551M | 0.2% | $0.97 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | TYSON FOODS INC | 1,000 | $3.83M | 0.1% | — | — | Put | 902494953 |
| — | INTERDIGITAL INC | 2,975,000 | $3.207M | 0.1% | $1.05 | — | CNV | 458660AB3 |
| — | NUANCE COMMUNICATIONS INC | 3,125,000 | $3.102M | 0.1% | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ON SEMICONDUCTOR CORP | 2,045,000 | $2.618M | 0.1% | $1.11 | — | CNV | 682189AH8 |
| — | MEDIDATA SOLUTIONS INC | 1,525,000 | $1.719M | 0.1% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | LAM RESEARCH CORP | 1,375,000 | $1.653M | 0.1% | $1.20 | — | CNV | 512807AJ7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,375,000 | $1.587M | 0.1% | $1.05 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,600,000 | $1.573M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | JDS UNIPHASE CORP | 1,400,000 | $1.448M | 0.0% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | SANDISK CORP | 1,400,000 | $1.405M | 0.0% | $1.00 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | SEACOR HOLDINGS INC | 1,325,000 | $1.15M | 0.0% | $0.91 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | TESLA INC | 1,300,000 | $1.139M | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SALESFORCE COM INC | 950,000 | $1.138M | 0.0% | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | SPIRIT RLTY CAP INC NEW | 1,100,000 | $1.099M | 0.0% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | UNITED TECHNOLOGIES CORP | 3,975 | $245K | 0.0% | $61.64 | — | CVP | 913017117 |