Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: May 3, 2017
Total Value: $2.631B (40.9% shares, 59.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & CO NEW | 119,669 | $141M | 5.3% | $1190.40 | — | PERP PFD CNV A | 949746804 |
| — | CIENA CORP | 85,968,000 | $121M | 4.6% | $1.25 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | CROWN CASTLE INTL CORP NEW | 1,115,987 | $115M | 4.4% | $103.52 | — | CVP | 22822V200 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 6,144,944 | $95.82M | 3.6% | $20.81 | — | CVP | L0302D178 |
| — | VERISIGN INC | 51,090,000 | $94.13M | 3.6% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CONVERGYS CORP | 39,433,000 | $90.01M | 3.4% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | HUNTINGTON BANCSHARES INC | 67,541 | $89.83M | 3.4% | $1250.54 | — | PFD CONV SER A | 446150401 |
| — | FRONTIER COMMUNICATIONS CORP | 732,475 | $72.83M | 2.8% | $99.44 | — | PFD CONV SER-A | 35906A207 |
| — | KEYCORP NEW | 537,051 | $70.35M | 2.7% | $126.00 | — | CVP | 493267405 |
| — | GENESEE & WYO INC | 671,591 | $66.82M | 2.5% | $121.48 | — | CVP | 371559204 |
| — | TYSON FOODS INC | 1,270,118 | $65.42M | 2.5% | $50.23 | — | UNIT 99/99/9999 | 902494301 |
| — | BANK AMER CORP | 53,240 | $60.16M | 2.3% | $1154.04 | — | 7.25%CNV PFD L | 060505682 |
| — | CALLAWAY GOLF CO | 48,134,000 | $59.08M | 2.2% | $1.15 | — | CNV | 131193AC8 |
| — | INTEL CORP | 45,045,000 | $54.2M | 2.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | TESLA INC | 54,225,000 | $53.04M | 2.0% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ANTHEM INC | 1,005,200 | $52.96M | 2.0% | $52.69 | — | UNIT 05/01/20188 | 036752202 |
| — | STILLWATER MNG CO | 48,633,000 | $52.01M | 2.0% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | LIBERTY MEDIA CORP | 80,644,000 | $49.6M | 1.9% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | MICRON TECHNOLOGY INC | 25,811,000 | $45.78M | 1.7% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | CEPHEID | 39,034,000 | $45.16M | 1.7% | $1.12 | — | CNV | 15670RAC1 |
| — | DOMINION RES INC VA NEW | 812,308 | $43.51M | 1.7% | $56.67 | — | CVP | 25746U703 |
| — | FINISAR CORP | 44,343,000 | $42.96M | 1.6% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | BOTTOMLINE TECH DEL INC | 38,645,000 | $42.94M | 1.6% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | SOUTHWESTERN ENERGY CO | 851,327 | $42.33M | 1.6% | $50.38 | — | DEP SHS 1/20 B | 845467208 |
| — | MEDICINES CO | 32,935,000 | $39.19M | 1.5% | $1.19 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | EPR PPTYS | 1,610,176 | $36.98M | 1.4% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | GENERAL CABLE CORP DEL NEW | 42,058,000 | $34.91M | 1.3% | $1.08 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | WORKDAY INC | 29,575,000 | $34.6M | 1.3% | $1.23 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TELEFLEX INC | 15,388,000 | $33.94M | 1.3% | $1.48 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | J2 GLOBAL INC | 28,600,000 | $33.16M | 1.3% | $1.05 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | LIBERTY MEDIA CORP | 52,099,000 | $32.17M | 1.2% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CARDTRONICS INC | 32,514,000 | $31.9M | 1.2% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | MOLINA HEALTHCARE INC | 17,773,000 | $31.43M | 1.2% | $1.24 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | EXELON CORP | 667,236 | $30.27M | 1.2% | $45.36 | — | UNIT 99/99/9999 | 30161N127 |
| — | MENTOR GRAPHICS CORP | 21,570,000 | $29.17M | 1.1% | $1.22 | — | CNV | 587200AK2 |
| — | TTM TECHNOLOGIES INC | 24,311,000 | $28.31M | 1.1% | $0.99 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | SANDISK CORP | 21,756,000 | $28.13M | 1.1% | $1.50 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | COWEN GROUP INC NEW | 19,378,000 | $25.3M | 1.0% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | SHUTTERFLY INC | 24,962,000 | $25.12M | 1.0% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | DOMINION RES INC VA NEW | 464,100 | $24.96M | 0.9% | $57.85 | — | CVP | 25746U885 |
| — | ENVESTNET INC | 25,600,000 | $24.85M | 0.9% | $1.00 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | COBALT INTL ENERGY INC | 29,672,000 | $21.9M | 0.8% | $0.61 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | ELECTRONIC ARTS INC | 10,433,000 | $21.8M | 0.8% | $1.85 | — | CNV | 285512AA7 |
| — | DOMINION RES INC VA NEW | 405,862 | $19.34M | 0.7% | $49.59 | — | UNIT 99/99/9999 | 25746U869 |
| — | WORKDAY INC | 15,700,000 | $17.69M | 0.7% | $1.20 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | AMERICAN TOWER CORP NEW | 171,600 | $17.3M | 0.7% | $102.13 | — | PFD CONV SER A | 03027X308 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,617,000 | $17.27M | 0.7% | $1.35 | — | CNV | 874054AC3 |
| — | PHOTRONICS INC | 14,735,000 | $16.51M | 0.6% | $1.12 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | HEALTHWAYS INC | 17,700,000 | $16.49M | 0.6% | $0.93 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | ROYAL GOLD INC | 15,982,000 | $16.36M | 0.6% | $1.03 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | EMERGENT BIOSOLUTIONS INC | 12,750,000 | $15.79M | 0.6% | $1.16 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | CHENIERE ENERGY INC | 20,500,000 | $15.4M | 0.6% | $0.75 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | PHOTRONICS INC | 14,346,000 | $15.29M | 0.6% | $1.06 | — | CNV | 719405AH5 |
| — | WEB COM GROUP INC | 15,044,000 | $14.89M | 0.6% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | HOMEAWAY INC | 15,500,000 | $14.85M | 0.6% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | NUVASIVE INC | 11,217,000 | $14.25M | 0.5% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | HOLOGIC INC | 11,070,000 | $13.43M | 0.5% | $1.10 | — | FRNT 12/1 | 436440AG6 |
| — | RAMBUS INC DEL | 10,000,000 | $13.27M | 0.5% | $1.23 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | DEPOMED INC | 9,750,000 | $12.49M | 0.5% | $1.23 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | SERVICESOURCE INTL INC | 14,025,000 | $11.95M | 0.5% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ALBANY MOLECULAR RESH INC | 8,125,000 | $11.36M | 0.4% | $1.20 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | PRICELINE GRP INC | 8,500,000 | $11.32M | 0.4% | $1.35 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | ARCELORMITTAL SA LUXEMBOURG | 11,284 | $10.97M | 0.4% | — | — | Put | 03938L954 |
| — | SEACOR HOLDINGS INC | 10,160,000 | $10.4M | 0.4% | $1.08 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ACORDA THERAPEUTICS INC | 10,075,000 | $10.2M | 0.4% | $1.04 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | BROADSOFT INC | 7,408,000 | $7.876M | 0.3% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | KEYCORP NEW | 5,000 | $7.51M | 0.3% | — | — | Call | 493267908 |
| — | NVIDIA CORP | 4,250,000 | $4.869M | 0.2% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CITRIX SYS INC | 4,575,000 | $4.832M | 0.2% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | RTI INTL METALS INC | 4,445,000 | $4.82M | 0.2% | $1.08 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | YAHOO INC | 4,675,000 | $4.795M | 0.2% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| GRFS | GRIFOLS S A | 145,525 | $4.507M | 0.2% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | UNITED TECHNOLOGIES CORP | 78,379 | $4.491M | 0.2% | $57.52 | — | CVP | 913017117 |
| — | SANDISK CORP | 4,400,000 | $4.265M | 0.2% | $0.98 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | TYSON FOODS INC | 1,000 | $4.263M | 0.2% | — | — | Put | 902494953 |
| — | INTERDIGITAL INC | 2,975,000 | $3.267M | 0.1% | $1.05 | — | CNV | 458660AB3 |
| — | NUANCE COMMUNICATIONS INC | 3,125,000 | $3.162M | 0.1% | $0.99 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | ON SEMICONDUCTOR CORP | 2,045,000 | $2.531M | 0.1% | $1.11 | — | CNV | 682189AH8 |
| — | CHART INDS INC | 2,600,000 | $2.512M | 0.1% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | LAM RESEARCH CORP | 1,675,000 | $2.221M | 0.1% | $1.22 | — | CNV | 512807AJ7 |
| — | UNITED STATES STL CORP NEW | 2,000,000 | $2.204M | 0.1% | $1.10 | — | CNV | 912909AH1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,600,000 | $1.63M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | MEDIDATA SOLUTIONS INC | 1,375,000 | $1.624M | 0.1% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | AKAMAI TECHNOLOGIES INC | 1,500,000 | $1.566M | 0.1% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,375,000 | $1.535M | 0.1% | $1.05 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | SPIRIT RLTY CAP INC NEW | 1,550,000 | $1.446M | 0.1% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | JDS UNIPHASE CORP | 1,400,000 | $1.375M | 0.1% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | SALESFORCE COM INC | 950,000 | $1.155M | 0.0% | $1.16 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | CHESAPEAKE ENERGY CORP | 1,200,000 | $1.137M | 0.0% | $0.97 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | TESLA INC | 1,100,000 | $1.088M | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |