Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: May 3, 2017
Total Value: $2.922B (42.2% shares, 57.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO & CO NEW | 129,969 | $169M | 5.8% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | CROWN CASTLE INTL CORP NEW | 1,137,900 | $138M | 4.7% | $104.08 | — | CVP | 22822V200 |
| — | ANTHEM INC | 3,089,372 | $138M | 4.7% | $47.14 | — | UNIT 05/01/20188 | 036752202 |
| — | VERISIGN INC | 52,690,000 | $133M | 4.5% | $1.88 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CIENA CORP | 101,245,000 | $127M | 4.3% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | HUNTINGTON BANCSHARES INC | 78,204 | $109M | 3.7% | $1268.80 | — | PFD CONV SER A | 446150401 |
| — | T MOBILE US INC | 1,471,244 | $108M | 3.7% | $69.88 | — | CONV PFD SER A | 872590203 |
| — | BANK AMER CORP | 75,256 | $89.56M | 3.1% | $1134.70 | — | 7.25%CNV PFD L | 060505682 |
| — | INTEL CORP | 68,645,000 | $88.77M | 3.0% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | KEYCORP NEW | 577,800 | $76.34M | 2.6% | $126.51 | — | CVP | 493267405 |
| — | FRONTIER COMMUNICATIONS CORP | 801,600 | $75.85M | 2.6% | $94.62 | — | PFD CONV SER-A | 35906A207 |
| — | WORKDAY INC | 63,275,000 | $74.07M | 2.5% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | WEYERHAEUSER CO | 1,302,177 | $65.47M | 2.2% | $48.08 | — | CVP | 962166872 |
| — | TWITTER INC | 66,325,000 | $60.77M | 2.1% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | EXELON CORP | 1,143,790 | $56.33M | 1.9% | $44.86 | — | UNIT 99/99/9999 | 30161N127 |
| — | LIBERTY MEDIA CORP | 96,699,000 | $55.97M | 1.9% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | CONVERGYS CORP | 24,273,000 | $55.27M | 1.9% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | AMERICAN TOWER CORP NEW | 491,232 | $54.96M | 1.9% | $107.32 | — | PFD CONV SER A | 03027X308 |
| — | LINKEDIN CORP | 55,154,000 | $54.43M | 1.9% | $0.99 | — | CNV | 53578AAB4 |
| — | FINISAR CORP | 53,186,000 | $51.29M | 1.8% | $0.94 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | MICROCHIP TECHNOLOGY INC | 46,125,000 | $51.05M | 1.7% | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | J2 GLOBAL INC | 41,950,000 | $47.04M | 1.6% | $1.06 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TESLA INC | 55,750,000 | $45.82M | 1.6% | $0.92 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SHUTTERFLY INC | 45,788,000 | $45.36M | 1.6% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | EPR PPTYS | 1,453,798 | $44.61M | 1.5% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | DYNEGY INC NEW DEL | 377,725 | $40.64M | 1.4% | $107.60 | — | UNIT 07/01/20191 | 26817R405 |
| — | LIBERTY MEDIA CORP | 68,796,000 | $39.73M | 1.4% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | LIGAND PHARMACEUTICALS INC | 22,575,000 | $37.64M | 1.3% | $1.31 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | GENERAL CABLE CORP DEL NEW | 63,693,000 | $36.5M | 1.2% | $0.91 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | BOTTOMLINE TECH DEL INC | 35,009,000 | $35.16M | 1.2% | $1.08 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | NEXTERA ENERGY INC | 510,000 | $33.94M | 1.2% | $57.74 | — | CVP | 65339F861 |
| — | INTEGRATED DEVICE TECHNOLOGY | 35,225,000 | $33.9M | 1.2% | $0.97 | — | CNV | 458118AB2 |
| — | AKAMAI TECHNOLOGIES INC | 31,170,000 | $30.74M | 1.1% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | CEPHEID | 35,375,000 | $30.67M | 1.0% | $1.09 | — | CNV | 15670RAC1 |
| — | ON SEMICONDUCTOR CORP | 32,979,000 | $29.48M | 1.0% | $0.89 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 36,071,000 | $28.11M | 1.0% | $0.79 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | WEB COM GROUP INC | 28,449,000 | $26.16M | 0.9% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ENVESTNET INC | 27,653,000 | $24.96M | 0.9% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | PHOTRONICS INC | 21,783,000 | $24.25M | 0.8% | $1.15 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | CALAMP CORP | 24,996,000 | $23.18M | 0.8% | $0.93 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | CARDTRONICS INC | 22,669,000 | $22.73M | 0.8% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | RAMBUS INC DEL | 19,575,000 | $22.68M | 0.8% | $1.21 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | STILLWATER MNG CO | 18,962,000 | $21.38M | 0.7% | $1.24 | — | NOTE 1.750%10/1 | 86074QAL6 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 340,000 | $20.36M | 0.7% | $64.99 | — | CVP | N31738110 |
| — | WORKDAY INC | 17,850,000 | $19.81M | 0.7% | $1.17 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | EZCORP INC | 22,881,000 | $18.98M | 0.6% | $0.71 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | ROYAL GOLD INC | 17,575,000 | $18.8M | 0.6% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | TWITTER INC | 20,750,000 | $18.47M | 0.6% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 25,455,000 | $18.01M | 0.6% | $0.74 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | COWEN GROUP INC NEW | 17,918,000 | $16.08M | 0.6% | $1.10 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | SEACOR HOLDINGS INC | 16,385,000 | $16.02M | 0.5% | $1.00 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | HEALTHWAYS INC | 16,600,000 | $15.59M | 0.5% | $0.93 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | FIREEYE INC | 17,075,000 | $15.06M | 0.5% | $0.88 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | SERVICESOURCE INTL INC | 14,725,000 | $13.05M | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | NEVRO CORP | 11,275,000 | $11.83M | 0.4% | $1.05 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | GAIN CAP HLDGS INC | 11,374,000 | $10.42M | 0.4% | $0.94 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 5,092,000 | $10.1M | 0.3% | $1.45 | — | CNV | 874054AC3 |
| — | ACORDA THERAPEUTICS INC | 11,350,000 | $9.917M | 0.3% | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 9,905,000 | $9.8M | 0.3% | $0.99 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | CHENIERE ENERGY INC | 16,900,000 | $9.548M | 0.3% | $0.69 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CITRIX SYS INC | 7,100,000 | $7.899M | 0.3% | $1.08 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | EURONET WORLDWIDE INC | 6,400,000 | $7.34M | 0.3% | $1.15 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | EXELON CORP | 2,000 | $7.272M | 0.2% | — | — | Put | 30161N951 |
| — | NATIONAL HEALTH INVS INC | 5,975,000 | $6.595M | 0.2% | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | COBALT INTL ENERGY INC | 16,561,000 | $6.21M | 0.2% | $0.62 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | RTI INTL METALS INC | 5,745,000 | $6.09M | 0.2% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ON SEMICONDUCTOR CORP | 5,745,000 | $5.968M | 0.2% | $1.10 | — | CNV | 682189AH8 |
| — | NXP SEMICONDUCTORS N V | 5,335,000 | $5.798M | 0.2% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | BROCADE COMMUNICATIONS SYS I | 5,800,000 | $5.691M | 0.2% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | ELECTRONICS FOR IMAGING INC | 5,050,000 | $5.413M | 0.2% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | NUANCE COMMUNICATIONS INC | 5,500,000 | $5.314M | 0.2% | $0.97 | — | DEBT 1.500%11/0 | 67020YAG5 |
| GRFS | GRIFOLS S A | 291,050 | $4.852M | 0.2% | $21.98 | — | SP ADR REP B NVT | 398438408 |
| — | PRICELINE GRP INC | 3,975,000 | $4.661M | 0.2% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | CHART INDS INC | 4,908,000 | $4.568M | 0.2% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | INTERDIGITAL INC | 3,875,000 | $4.018M | 0.1% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | SALESFORCE COM INC | 2,575,000 | $3.327M | 0.1% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,325,000 | $3.325M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | AMERICAN TOWER CORP NEW | 28,916 | $3.277M | 0.1% | $113.33 | — | DEP PFD CONV SE | 03027X407 |
| — | MICRON TECHNOLOGY INC | 4,200,000 | $3.208M | 0.1% | $0.80 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | SPIRIT RLTY CAP INC NEW | 2,550,000 | $2.851M | 0.1% | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | JAZZ INVESTMENTS I LTD | 2,475,000 | $2.65M | 0.1% | $1.05 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | MEDIDATA SOLUTIONS INC | 2,275,000 | $2.466M | 0.1% | $1.06 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | RED HAT INC | 1,150,000 | $1.394M | 0.0% | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | NUVASIVE INC | 800,000 | $1.167M | 0.0% | $1.25 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | SPIRIT RLTY CAP INC NEW | 1,025,000 | $1.106M | 0.0% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | NETSUITE INC | 1,000,000 | $979K | 0.0% | $0.98 | — | CNV | 64118QAB3 |
| — | TESLA INC | 1,100,000 | $974K | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | FIREEYE INC | 600,000 | $544K | 0.0% | $0.91 | — | NOTE 1.000% 6/0 | 31816QAB7 |