Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: May 3, 2017
Total Value: $2.925B (49.2% shares, 50.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TYSON FOODS INC | 3,115,746 | $160M | 5.5% | $50.84 | — | UNIT 99/99/9999 | 902494301 |
| — | WELLS FARGO & CO NEW | 119,669 | $140M | 4.8% | $1190.40 | — | PERP PFD CNV A | 949746804 |
| — | CIENA CORP | 94,968,000 | $124M | 4.2% | $1.25 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | CROWN CASTLE INTL CORP NEW | 1,112,799 | $113M | 3.9% | $103.52 | — | CVP | 22822V200 |
| — | VERISIGN INC | 51,090,000 | $107M | 3.6% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | STERICYCLE INC | 974,600 | $98.98M | 3.4% | $101.56 | — | DEP PFD A 1/10 | 858912207 |
| — | HUNTINGTON BANCSHARES INC | 70,551 | $94.04M | 3.2% | $1254.06 | — | PFD CONV SER A | 446150401 |
| — | GENESEE & WYO INC | 908,063 | $82.67M | 2.8% | $113.55 | — | CVP | 371559204 |
| — | CONVERGYS CORP | 39,433,000 | $82.27M | 2.8% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | KEYCORP NEW | 584,205 | $75.87M | 2.6% | $126.32 | — | CVP | 493267405 |
| — | BANK AMER CORP | 69,906 | $75.15M | 2.6% | $1135.20 | — | 7.25%CNV PFD L | 060505682 |
| — | DOMINION RES INC VA NEW | 1,339,402 | $74.07M | 2.5% | $56.13 | — | CVP | 25746U703 |
| — | T MOBILE US INC | 842,776 | $58.2M | 2.0% | $69.06 | — | CONV PFD SER A | 872590203 |
| — | EXELON CORP | 1,307,893 | $57.09M | 2.0% | $44.52 | — | UNIT 99/99/9999 | 30161N127 |
| — | ANTHEM INC | 1,178,200 | $56.99M | 1.9% | $52.06 | — | UNIT 05/01/20188 | 036752202 |
| — | INTEL CORP | 46,595,000 | $56.58M | 1.9% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | TESLA INC | 59,725,000 | $56.22M | 1.9% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | WEYERHAEUSER CO | 1,143,114 | $54.55M | 1.9% | $47.72 | — | CVP | 962166872 |
| — | DOMINION RES INC VA NEW | 952,800 | $53.17M | 1.8% | $56.80 | — | CVP | 25746U885 |
| — | LIBERTY MEDIA CORP | 83,874,000 | $50.53M | 1.7% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | LIGAND PHARMACEUTICALS INC | 37,150,000 | $48.32M | 1.7% | $1.30 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 5,754,234 | $47.65M | 1.6% | $20.81 | — | CVP | L0302D178 |
| — | FINISAR CORP | 51,643,000 | $45.87M | 1.6% | $0.94 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | WORKDAY INC | 41,075,000 | $45.41M | 1.6% | $1.20 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | NEXTERA ENERGY INC | 870,000 | $44.44M | 1.5% | $51.08 | — | UNIT 08/31/2018 | 65339F846 |
| — | STILLWATER MNG CO | 40,761,000 | $41.55M | 1.4% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MENTOR GRAPHICS CORP | 31,541,000 | $39.76M | 1.4% | $1.23 | — | CNV | 587200AK2 |
| — | DOMINION RES INC VA NEW | 774,862 | $38.65M | 1.3% | $49.73 | — | UNIT 99/99/9999 | 25746U869 |
| — | BOTTOMLINE TECH DEL INC | 35,688,000 | $37.81M | 1.3% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ELECTRONICS FOR IMAGING INC | 35,363,000 | $36.16M | 1.2% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 300,000 | $35.59M | 1.2% | $118.63 | — | CVP | N31738110 |
| — | GENERAL CABLE CORP DEL NEW | 56,653,000 | $34.1M | 1.2% | $0.95 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | J2 GLOBAL INC | 28,600,000 | $33.93M | 1.2% | $1.05 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | EPR PPTYS | 1,518,113 | $33.64M | 1.2% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | ROYAL GOLD INC | 34,071,000 | $32.84M | 1.1% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | SHUTTERFLY INC | 34,721,000 | $32.18M | 1.1% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | LIBERTY MEDIA CORP | 52,349,000 | $32M | 1.1% | $0.65 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CEPHEID | 30,834,000 | $31.3M | 1.1% | $1.12 | — | CNV | 15670RAC1 |
| — | TELEFLEX INC | 15,388,000 | $31.12M | 1.1% | $1.48 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | TIVO INC | 34,525,000 | $30.02M | 1.0% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | SEACOR HOLDINGS INC | 28,660,000 | $27.5M | 0.9% | $1.00 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | WEB COM GROUP INC | 27,214,000 | $25.51M | 0.9% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ENVESTNET INC | 27,179,000 | $24.14M | 0.8% | $0.99 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | MICRON TECHNOLOGY INC | 16,101,000 | $23.79M | 0.8% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | CHART INDS INC | 26,545,000 | $23.19M | 0.8% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | WORKDAY INC | 20,700,000 | $22.3M | 0.8% | $1.17 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | COBALT INTL ENERGY INC | 31,172,000 | $22.17M | 0.8% | $0.62 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | ELECTRONIC ARTS INC | 10,433,000 | $22.15M | 0.8% | $1.85 | — | CNV | 285512AA7 |
| — | COWEN GROUP INC NEW | 20,378,000 | $21.35M | 0.7% | $1.13 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | EZCORP INC | 26,581,000 | $18.97M | 0.6% | $0.71 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | HEALTHWAYS INC | 17,700,000 | $16.35M | 0.6% | $0.93 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | PHOTRONICS INC | 14,735,000 | $16.12M | 0.6% | $1.12 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | CHENIERE ENERGY INC | 24,200,000 | $15.11M | 0.5% | $0.73 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | PHOTRONICS INC | 14,346,000 | $14.78M | 0.5% | $1.06 | — | CNV | 719405AH5 |
| — | HOMEAWAY INC | 16,000,000 | $14.76M | 0.5% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | RAMBUS INC DEL | 12,000,000 | $13.99M | 0.5% | $1.22 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | CARDTRONICS INC | 14,514,000 | $13.44M | 0.5% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | SERVICESOURCE INTL INC | 14,025,000 | $11.64M | 0.4% | $0.75 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ACORDA THERAPEUTICS INC | 11,075,000 | $9.995M | 0.3% | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | TTM TECHNOLOGIES INC | 11,311,000 | $9.904M | 0.3% | $0.99 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | MEDICINES CO | 6,747,000 | $9.821M | 0.3% | $1.19 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | SOUTHWESTERN ENERGY CO | 300,000 | $9.328M | 0.3% | $50.38 | — | DEP SHS 1/20 B | 845467208 |
| — | EMERGENT BIOSOLUTIONS INC | 7,750,000 | $8.801M | 0.3% | $1.16 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 10,765,000 | $8.706M | 0.3% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | FRONTIER COMMUNICATIONS CORP | 91,997 | $8.607M | 0.3% | $99.44 | — | PFD CONV SER-A | 35906A207 |
| — | WEYERHAEUSER CO | 3,000 | $8.202M | 0.3% | — | — | Call | 962166904 |
| — | EXELON CORP | 2,647 | $7.862M | 0.3% | — | — | Call | 30161N901 |
| — | GAIN CAP HLDGS INC | 8,000,000 | $7.535M | 0.3% | $0.94 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 4,117,000 | $6.345M | 0.2% | $1.35 | — | CNV | 874054AC3 |
| — | NUVASIVE INC | 3,717,000 | $4.686M | 0.2% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | RTI INTL METALS INC | 4,445,000 | $4.673M | 0.2% | $1.08 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ON SEMICONDUCTOR CORP | 4,070,000 | $4.551M | 0.2% | $1.11 | — | CNV | 682189AH8 |
| GRFS | GRIFOLS S A | 145,525 | $4.424M | 0.2% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | NVIDIA CORP | 3,300,000 | $4.342M | 0.1% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | TYSON FOODS INC | 1,000 | $4.31M | 0.1% | — | — | Put | 902494953 |
| — | AKAMAI TECHNOLOGIES INC | 3,700,000 | $3.876M | 0.1% | $1.06 | — | DBCV 2/1 | 00971TAG6 |
| — | CITRIX SYS INC | 3,500,000 | $3.69M | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | SANDISK CORP | 3,800,000 | $3.679M | 0.1% | $0.98 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,100,000 | $3.127M | 0.1% | $1.03 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | SALESFORCE COM INC | 2,500,000 | $3.063M | 0.1% | $1.20 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ARCELORMITTAL SA LUXEMBOURG | 5,813 | $2.994M | 0.1% | — | — | Put | 03938L954 |
| — | HURON CONSULTING GROUP INC | 2,772,000 | $2.888M | 0.1% | $1.04 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | LAM RESEARCH CORP | 1,675,000 | $1.894M | 0.1% | $1.22 | — | CNV | 512807AJ7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,850,000 | $1.827M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | MEDIDATA SOLUTIONS INC | 1,375,000 | $1.45M | 0.0% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | SPIRIT RLTY CAP INC NEW | 1,550,000 | $1.414M | 0.0% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | NATIONAL HEALTH INVS INC | 1,400,000 | $1.357M | 0.0% | $0.97 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TESLA INC | 1,100,000 | $1.062M | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SANDISK CORP | 450,000 | $559K | 0.0% | $1.50 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | RESTORATION HARDWARE HLDGS | 100,000 | $97,000 | 0.0% | $0.97 | — | CNV | 761283AB6 |