CIK: 0000903944 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: May 3, 2017
Total Value ($000): $3,177,489 (44.2% shares, 55.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & CO NEW | 123,169 | $142,645 | 4.5% | $1189.48 | — | PERP PFD CNV A | 949746804 |
| — | CROWN CASTLE INTL CORP NEW | 1,279,799 | $137,258 | 4.3% | $104.01 | — | CVP | 22822V200 |
| — | ANTHEM INC | 2,918,500 | $134,981 | 4.2% | $48.59 | — | UNIT 05/01/20188 | 036752202 |
| — | VERISIGN INC | 50,090,000 | $128,262 | 4.0% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CIENA CORP | 97,795,000 | $127,011 | 4.0% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | SANDISK CORP | 71,585,000 | $112,254 | 3.5% | $1.57 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | TYSON FOODS INC | 1,594,925 | $96,716 | 3.0% | $50.84 | — | UNIT 99/99/9999 | 902494301 |
| — | STERICYCLE INC | 1,052,836 | $95,871 | 3.0% | $100.78 | — | DEP PFD A 1/10 | 858912207 |
| — | HUNTINGTON BANCSHARES INC | 69,151 | $93,216 | 2.9% | $1254.06 | — | PFD CONV SER A | 446150401 |
| — | INTEL CORP | 69,095,000 | $88,398 | 2.8% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | BANK AMER CORP | 73,156 | $79,740 | 2.5% | $1133.19 | — | 7.25%CNV PFD L | 060505682 |
| — | KEYCORP NEW | 602,386 | $79,063 | 2.5% | $126.46 | — | CVP | 493267405 |
| — | CONVERGYS CORP | 33,423,000 | $75,327 | 2.4% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | BLACK HILLS CORP | 1,295,000 | $71,510 | 2.3% | $55.22 | — | UNIT 99/99/9999 | 092113125 |
| — | WEYERHAEUSER CO | 1,328,543 | $66,801 | 2.1% | $48.08 | — | CVP | 962166872 |
| — | TWITTER INC | 78,250,000 | $66,464 | 2.1% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | NEXTERA ENERGY INC | 1,247,734 | $65,182 | 2.1% | $51.43 | — | UNIT 08/31/2018 | 65339F846 |
| — | WORKDAY INC | 54,075,000 | $64,146 | 2.0% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | LIGAND PHARMACEUTICALS INC | 38,150,000 | $58,846 | 1.9% | $1.31 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | TESLA INC | 62,225,000 | $57,014 | 1.8% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | DOMINION RES INC VA NEW | 1,050,000 | $55,577 | 1.7% | $56.13 | — | CVP | 25746U703 |
| — | DOMINION RES INC VA NEW | 1,008,230 | $54,051 | 1.7% | $56.62 | — | CVP | 25746U885 |
| — | FINISAR CORP | 53,243,000 | $49,449 | 1.6% | $0.94 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | LIBERTY MEDIA CORP | 85,874,000 | $47,660 | 1.5% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | EXELON CORP | 1,126,156 | $45,576 | 1.4% | $44.52 | — | UNIT 99/99/9999 | 30161N127 |
| — | DOMINION RES INC VA NEW | 846,112 | $40,732 | 1.3% | $49.59 | — | UNIT 99/99/9999 | 25746U869 |
| — | BOTTOMLINE TECH DEL INC | 33,513,000 | $37,702 | 1.2% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ELECTRONICS FOR IMAGING INC | 35,363,000 | $37,662 | 1.2% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | J2 GLOBAL INC | 28,675,000 | $37,582 | 1.2% | $1.05 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SHUTTERFLY INC | 38,250,000 | $36,863 | 1.2% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | GENERAL CABLE CORP DEL NEW | 58,753,000 | $36,023 | 1.1% | $0.94 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | LIBERTY MEDIA CORP | 63,521,000 | $35,969 | 1.1% | $0.64 | — | DEB 4.000%11/1 | 530715AG6 |
| — | ROYAL GOLD INC | 39,528,000 | $35,872 | 1.1% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | EPR PPTYS | 1,493,363 | $35,535 | 1.1% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | NEXTERA ENERGY INC | 632,500 | $34,585 | 1.1% | $54.68 | — | CVP | 65339F861 |
| — | CEPHEID | 35,500,000 | $31,573 | 1.0% | $1.09 | — | CNV | 15670RAC1 |
| — | STILLWATER MNG CO | 32,761,000 | $31,102 | 1.0% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | TIVO INC | 32,325,000 | $27,961 | 0.9% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | WEB COM GROUP INC | 29,552,000 | $27,594 | 0.9% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | SEACOR HOLDINGS INC | 28,110,000 | $26,494 | 0.8% | $1.00 | — | NOTE 2.500%12/1 | 811904AM3 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 4,062,034 | $26,276 | 0.8% | $20.81 | — | CVP | L0302D178 |
| — | ENVESTNET INC | 28,429,000 | $24,982 | 0.8% | $0.99 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | CHART INDS INC | 27,570,000 | $23,848 | 0.8% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | WORKDAY INC | 20,700,000 | $23,637 | 0.7% | $1.17 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | LINKEDIN CORP | 22,225,000 | $23,308 | 0.7% | $1.05 | — | CNV | 53578AAB4 |
| — | ELECTRONIC ARTS INC | 10,433,000 | $22,561 | 0.7% | $1.85 | — | CNV | 285512AA7 |
| — | MENTOR GRAPHICS CORP | 21,541,000 | $22,497 | 0.7% | $1.23 | — | CNV | 587200AK2 |
| — | PHOTRONICS INC | 16,585,000 | $22,027 | 0.7% | $1.14 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | TWITTER INC | 26,250,000 | $21,935 | 0.7% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | TELEFLEX INC | 10,106,000 | $21,564 | 0.7% | $1.48 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | COWEN GROUP INC NEW | 22,378,000 | $21,497 | 0.7% | $1.12 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | RAMBUS INC DEL | 16,250,000 | $18,759 | 0.6% | $1.21 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | EZCORP INC | 27,081,000 | $18,635 | 0.6% | $0.71 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | HEALTHWAYS INC | 19,700,000 | $18,617 | 0.6% | $0.93 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | NEXTERA ENERGY INC | 1,763 | $18,316 | 0.6% | — | — | Call | 65339F901 |
| — | COBALT INTL ENERGY INC | 32,172,000 | $18,036 | 0.6% | $0.62 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | CHENIERE ENERGY INC | 30,200,000 | $15,704 | 0.5% | $0.69 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CARDTRONICS INC | 15,814,000 | $14,677 | 0.5% | $0.98 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ACORDA THERAPEUTICS INC | 11,425,000 | $13,139 | 0.4% | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | INTEGRATED DEVICE TECHNOLOGY | 12,725,000 | $13,099 | 0.4% | $1.03 | — | CNV | 458118AB2 |
| — | SERVICESOURCE INTL INC | 14,425,000 | $12,252 | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | PHOTRONICS INC | 9,276,000 | $11,270 | 0.4% | $1.06 | — | CNV | 719405AH5 |
| — | STERICYCLE INC | 878 | $10,589 | 0.3% | — | — | Call | 858912908 |
| — | MICRON TECHNOLOGY INC | 7,101,000 | $10,137 | 0.3% | $2.20 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | ENDOLOGIX INC | 9,100,000 | $9,868 | 0.3% | $1.08 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 5,117,000 | $9,345 | 0.3% | $1.45 | — | CNV | 874054AC3 |
| — | WEYERHAEUSER CO | 3,000 | $8,994 | 0.3% | — | — | Call | 962166904 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 11,610,000 | $8,954 | 0.3% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | TTM TECHNOLOGIES INC | 9,811,000 | $8,842 | 0.3% | $0.99 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | GAIN CAP HLDGS INC | 8,279,000 | $8,284 | 0.3% | $0.94 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | NUVASIVE INC | 3,717,000 | $5,071 | 0.2% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | CITRIX SYS INC | 4,600,000 | $5,003 | 0.2% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| GRFS | GRIFOLS S A | 145,525 | $4,715 | 0.1% | $28.48 | — | SP ADR REP B NVT | 398438408 |
| — | RTI INTL METALS INC | 4,445,000 | $4,548 | 0.1% | $1.08 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ON SEMICONDUCTOR CORP | 4,070,000 | $4,538 | 0.1% | $1.11 | — | CNV | 682189AH8 |
| — | INTERDIGITAL INC | 4,400,000 | $4,411 | 0.1% | $1.00 | — | CNV | 458660AB3 |
| — | AKAMAI TECHNOLOGIES INC | 4,150,000 | $3,979 | 0.1% | $1.05 | — | DBCV 2/1 | 00971TAG6 |
| — | NATIONAL HEALTH INVS INC | 3,875,000 | $3,805 | 0.1% | $0.98 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | AMERICAN TOWER CORP NEW | 36,425 | $3,720 | 0.1% | $102.13 | — | PFD CONV SER A | 03027X308 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,700,000 | $3,719 | 0.1% | $1.02 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | NXP SEMICONDUCTORS N V | 2,950,000 | $3,232 | 0.1% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | LAM RESEARCH CORP | 2,475,000 | $3,221 | 0.1% | $1.25 | — | CNV | 512807AJ7 |
| — | SALESFORCE COM INC | 2,500,000 | $3,216 | 0.1% | $1.20 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MICRON TECHNOLOGY INC | 3,000,000 | $2,494 | 0.1% | $0.83 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | ARCELORMITTAL SA LUXEMBOURG | 5,813 | $2,453 | 0.1% | — | — | Put | 03938L954 |
| — | PRICELINE GRP INC | 1,950,000 | $2,319 | 0.1% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,850,000 | $1,980 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | MEDIDATA SOLUTIONS INC | 1,375,000 | $1,500 | 0.0% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | SPIRIT RLTY CAP INC NEW | 1,550,000 | $1,467 | 0.0% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | RED HAT INC | 900,000 | $1,172 | 0.0% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | JAZZ INVESTMENTS I LTD | 1,000,000 | $1,046 | 0.0% | $1.05 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | TESLA INC | 1,100,000 | $1,031 | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SPIRIT RLTY CAP INC NEW | 800,000 | $765 | 0.0% | $0.96 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | ARCELORMITTAL SA LUXEMBOURG | 39,900 | $168 | 0.0% | $4.21 | — | NY REGISTRY SH | 03938L104 |