Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 3, 2017
Total Value: $3.204B (41.4% shares, 58.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & CO NEW | 126,869 | $153M | 4.8% | $1189.93 | — | PERP PFD CNV A | 949746804 |
| — | CROWN CASTLE INTL CORP NEW | 1,308,360 | $140M | 4.4% | $104.08 | — | CVP | 22822V200 |
| — | VERISIGN INC | 49,940,000 | $129M | 4.0% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CIENA CORP | 102,745,000 | $128M | 4.0% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | SANDISK CORP | 76,710,000 | $121M | 3.8% | $1.57 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | HUNTINGTON BANCSHARES INC | 71,589 | $97.72M | 3.0% | $1257.83 | — | PFD CONV SER A | 446150401 |
| — | DOMINION RES INC VA NEW | 1,584,425 | $93.21M | 2.9% | $57.04 | — | CVP | 25746U703 |
| — | ANTHEM INC | 1,967,800 | $91.9M | 2.9% | $48.59 | — | UNIT 05/01/20188 | 036752202 |
| — | BANK AMER CORP | 73,256 | $82.87M | 2.6% | $1133.19 | — | 7.25%CNV PFD L | 060505682 |
| — | INTEL CORP | 65,095,000 | $82.71M | 2.6% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | CONVERGYS CORP | 33,273,000 | $82.58M | 2.6% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | DOMINION RES INC VA NEW | 1,573,056 | $79.71M | 2.5% | $50.09 | — | UNIT 99/99/9999 | 25746U869 |
| — | KEYCORP NEW | 610,519 | $79.48M | 2.5% | $126.51 | — | CVP | 493267405 |
| — | NEXTERA ENERGY INC | 1,304,285 | $79.07M | 2.5% | $57.74 | — | CVP | 65339F861 |
| — | STERICYCLE INC | 804,262 | $75.05M | 2.3% | $100.78 | — | DEP PFD A 1/10 | 858912207 |
| — | TWITTER INC | 77,325,000 | $67.71M | 2.1% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | WEYERHAEUSER CO | 1,302,372 | $66.46M | 2.1% | $48.08 | — | CVP | 962166872 |
| — | WORKDAY INC | 55,775,000 | $65.71M | 2.1% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | EXELON CORP | 1,213,509 | $59.72M | 1.9% | $44.86 | — | UNIT 99/99/9999 | 30161N127 |
| — | LIGAND PHARMACEUTICALS INC | 38,075,000 | $58.04M | 1.8% | $1.31 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | TESLA INC | 63,100,000 | $54.07M | 1.7% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | LIBERTY MEDIA CORP | 94,699,000 | $53.03M | 1.7% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | FINISAR CORP | 48,668,000 | $47.45M | 1.5% | $0.94 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | T MOBILE US INC | 686,709 | $45.34M | 1.4% | $66.03 | — | CONV PFD SER A | 872590203 |
| — | MICROCHIP TECHNOLOGY INC | 43,300,000 | $44.55M | 1.4% | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | J2 GLOBAL INC | 38,950,000 | $42.26M | 1.3% | $1.06 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | BOTTOMLINE TECH DEL INC | 36,884,000 | $42M | 1.3% | $1.08 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | EPR PPTYS | 1,493,063 | $38.8M | 1.2% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | INTERDIGITAL INC | 37,510,000 | $38.52M | 1.2% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | SHUTTERFLY INC | 37,972,000 | $37.9M | 1.2% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | LIBERTY MEDIA CORP | 65,611,000 | $37.07M | 1.2% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | TIVO INC | 39,125,000 | $36.41M | 1.1% | $0.88 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | LINKEDIN CORP | 38,900,000 | $35.23M | 1.1% | $0.99 | — | CNV | 53578AAB4 |
| — | WEB COM GROUP INC | 36,499,000 | $34.63M | 1.1% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ROYAL GOLD INC | 35,870,000 | $34.3M | 1.1% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | AMERICAN TOWER CORP NEW | 315,425 | $33.16M | 1.0% | $104.78 | — | PFD CONV SER A | 03027X308 |
| — | GENERAL CABLE CORP DEL NEW | 58,703,000 | $32.07M | 1.0% | $0.94 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CEPHEID | 35,375,000 | $31.51M | 1.0% | $1.09 | — | CNV | 15670RAC1 |
| — | DOMINION RES INC VA NEW | 538,290 | $31.3M | 1.0% | $56.62 | — | CVP | 25746U885 |
| — | STILLWATER MNG CO | 27,962,000 | $29.87M | 0.9% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 30,825,000 | $28.76M | 0.9% | $0.97 | — | CNV | 458118AB2 |
| — | BLACK HILLS CORP | 404,075 | $27.44M | 0.9% | $55.22 | — | UNIT 99/99/9999 | 092113125 |
| — | ENVESTNET INC | 31,429,000 | $27.17M | 0.8% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | AKAMAI TECHNOLOGIES INC | 25,920,000 | $25.3M | 0.8% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | PHOTRONICS INC | 20,460,000 | $24.26M | 0.8% | $1.15 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | TELEFLEX INC | 9,161,000 | $23.39M | 0.7% | $1.48 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | TWITTER INC | 27,700,000 | $23.2M | 0.7% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | RAMBUS INC DEL | 18,075,000 | $22.75M | 0.7% | $1.21 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | COWEN GROUP INC NEW | 23,918,000 | $22.18M | 0.7% | $1.10 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | WORKDAY INC | 17,850,000 | $20.14M | 0.6% | $1.17 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | CHART INDS INC | 22,458,000 | $19.95M | 0.6% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 24,908,000 | $19.85M | 0.6% | $0.80 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | ELECTRONICS FOR IMAGING INC | 18,238,000 | $18.97M | 0.6% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | HEALTHWAYS INC | 19,600,000 | $17.96M | 0.6% | $0.93 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | EZCORP INC | 27,881,000 | $17.5M | 0.5% | $0.71 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | SEACOR HOLDINGS INC | 17,485,000 | $16.56M | 0.5% | $1.00 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | CARDTRONICS INC | 16,839,000 | $16.26M | 0.5% | $0.98 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | COBALT INTL ENERGY INC | 31,561,000 | $15.74M | 0.5% | $0.62 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 22,455,000 | $15.44M | 0.5% | $0.75 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | STERICYCLE INC | 977 | $12.33M | 0.4% | — | — | Put | 858912958 |
| — | CHENIERE ENERGY INC | 23,600,000 | $12.3M | 0.4% | $0.69 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | SERVICESOURCE INTL INC | 14,625,000 | $11.7M | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | STERICYCLE INC | 878 | $11.08M | 0.3% | — | — | Call | 858912908 |
| — | ACORDA THERAPEUTICS INC | 11,350,000 | $10.07M | 0.3% | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 5,092,000 | $10.04M | 0.3% | $1.45 | — | CNV | 874054AC3 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,145,000 | $9.777M | 0.3% | $0.99 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 130,000 | $9.523M | 0.3% | $73.25 | — | CVP | N31738110 |
| — | WEYERHAEUSER CO | 3,000 | $9.294M | 0.3% | — | — | Call | 962166904 |
| — | MENTOR GRAPHICS CORP | 7,461,000 | $7.834M | 0.2% | $1.23 | — | CNV | 587200AK2 |
| — | GAIN CAP HLDGS INC | 8,279,000 | $7.643M | 0.2% | $0.94 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | EXELON CORP | 2,000 | $7.172M | 0.2% | — | — | Put | 30161N951 |
| — | CITRIX SYS INC | 5,925,000 | $6.617M | 0.2% | $1.08 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | RTI INTL METALS INC | 5,395,000 | $5.645M | 0.2% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ON SEMICONDUCTOR CORP | 4,995,000 | $5.401M | 0.2% | $1.11 | — | CNV | 682189AH8 |
| — | NXP SEMICONDUCTORS N V | 4,650,000 | $5.144M | 0.2% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | NATIONAL HEALTH INVS INC | 4,850,000 | $4.977M | 0.2% | $0.99 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | BROCADE COMMUNICATIONS SYS I | 4,925,000 | $4.879M | 0.2% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| GRFS | GRIFOLS S A | 291,050 | $4.503M | 0.1% | $21.98 | — | SP ADR REP B NVT | 398438408 |
| — | SALESFORCE COM INC | 3,350,000 | $4.146M | 0.1% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | PRICELINE GRP INC | 2,875,000 | $3.45M | 0.1% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,650,000 | $2.7M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | NUVASIVE INC | 2,125,000 | $2.68M | 0.1% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | SPIRIT RLTY CAP INC NEW | 2,550,000 | $2.566M | 0.1% | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | MICRON TECHNOLOGY INC | 3,700,000 | $2.521M | 0.1% | $0.80 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | TTM TECHNOLOGIES INC | 2,761,000 | $2.459M | 0.1% | $0.99 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | HURON CONSULTING GROUP INC | 2,500,000 | $2.43M | 0.1% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | MEDIDATA SOLUTIONS INC | 2,275,000 | $2.308M | 0.1% | $1.06 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | JAZZ INVESTMENTS I LTD | 1,675,000 | $1.721M | 0.1% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | LAM RESEARCH CORP | 1,275,000 | $1.707M | 0.1% | $1.25 | — | CNV | 512807AJ7 |
| — | EURONET WORLDWIDE INC | 1,100,000 | $1.31M | 0.0% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | RED HAT INC | 900,000 | $1.117M | 0.0% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | TESLA INC | 1,100,000 | $1M | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SPIRIT RLTY CAP INC NEW | 800,000 | $800K | 0.0% | $0.96 | — | NOTE 2.875% 5/1 | 84860WAA0 |