Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: May 4, 2017
Total Value: $3.293B (38.2% shares, 61.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ANTHEM INC | 4,119,275 | $179M | 5.4% | $46.23 | — | UNIT 05/01/20188 | 036752202 |
| — | WELLS FARGO & CO NEW | 129,969 | $169M | 5.1% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | CIENA CORP | 99,901,000 | $134M | 4.1% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | VERISIGN INC | 52,690,000 | $121M | 3.7% | $1.88 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | INTEL CORP | 83,570,000 | $115M | 3.5% | $1.29 | — | SDCV 12/1 | 458140AD2 |
| — | T MOBILE US INC | 1,480,729 | $115M | 3.5% | $69.88 | — | CONV PFD SER A | 872590203 |
| — | HUNTINGTON BANCSHARES INC | 78,204 | $112M | 3.4% | $1268.80 | — | PFD CONV SER A | 446150401 |
| — | BANK AMER CORP | 75,256 | $92.19M | 2.8% | $1134.70 | — | 7.25%CNV PFD L | 060505682 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 1,358,723 | $87.04M | 2.6% | $64.29 | — | CVP | N31738110 |
| — | KEYCORP NEW | 546,050 | $74.26M | 2.3% | $126.51 | — | CVP | 493267405 |
| — | DOMINION RES INC VA NEW | 1,447,725 | $72.82M | 2.2% | $50.30 | — | UNIT 08/15/2019 | 25746U836 |
| — | WORKDAY INC | 58,369,000 | $71.83M | 2.2% | $1.21 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | TWITTER INC | 71,358,000 | $68.5M | 2.1% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | AMERICAN TOWER CORP NEW | 599,329 | $66.26M | 2.0% | $107.90 | — | PFD CONV SER A | 03027X308 |
| — | IMPAX LABORATORIES INC | 72,940,000 | $64M | 1.9% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | ADVANCED MICRO DEVICES INC | 56,075,000 | $60.98M | 1.9% | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | STILLWATER MNG CO | 49,444,000 | $59.33M | 1.8% | $1.21 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MICROCHIP TECHNOLOGY INC | 46,125,000 | $58.81M | 1.8% | $1.03 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | LIBERTY MEDIA CORP | 96,699,000 | $58.08M | 1.8% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DOMINION RES INC VA NEW | 1,128,468 | $56.21M | 1.7% | $49.81 | — | UNIT 99/99/9999 | 25746U869 |
| — | LINKEDIN CORP | 55,154,000 | $54.64M | 1.7% | $0.99 | — | CNV | 53578AAB4 |
| — | TESLA INC | 61,800,000 | $52.84M | 1.6% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | EXELON CORP | 1,122,108 | $52.68M | 1.6% | $44.86 | — | UNIT 99/99/9999 | 30161N127 |
| — | BROADSOFT INC | 36,925,000 | $49.02M | 1.5% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | WORKDAY INC | 37,275,000 | $48.34M | 1.5% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | BOTTOMLINE TECH DEL INC | 46,416,000 | $47.55M | 1.4% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | FINISAR CORP | 38,897,000 | $45.92M | 1.4% | $0.94 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | SHUTTERFLY INC | 45,788,000 | $44.84M | 1.4% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | LIBERTY MEDIA CORP | 68,796,000 | $42.48M | 1.3% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CONVERGYS CORP | 14,773,000 | $40.72M | 1.2% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | EPR PPTYS | 1,356,098 | $40.69M | 1.2% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | GENERAL CABLE CORP DEL NEW | 56,193,000 | $37.61M | 1.1% | $0.91 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | INTEGRATED DEVICE TECHNOLOGY | 36,877,000 | $37.25M | 1.1% | $0.97 | — | CNV | 458118AB2 |
| — | J2 GLOBAL INC | 31,950,000 | $36.96M | 1.1% | $1.06 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | CEPHEID | 35,375,000 | $36.63M | 1.1% | $1.09 | — | CNV | 15670RAC1 |
| — | EZCORP INC | 36,881,000 | $36.12M | 1.1% | $0.81 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | LIGAND PHARMACEUTICALS INC | 22,575,000 | $32.95M | 1.0% | $1.31 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | AKAMAI TECHNOLOGIES INC | 31,170,000 | $30.45M | 0.9% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | FRONTIER COMMUNICATIONS CORP | 357,214 | $29.92M | 0.9% | $94.62 | — | PFD CONV SER-A | 35906A207 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 32,884,000 | $29.57M | 0.9% | $0.79 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | ON SEMICONDUCTOR CORP | 28,479,000 | $28.87M | 0.9% | $0.89 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | RAMBUS INC DEL | 23,672,000 | $27.84M | 0.8% | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | JAZZ INVESTMENTS I LTD | 26,045,000 | $26.4M | 0.8% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | PHOTRONICS INC | 21,783,000 | $26.14M | 0.8% | $1.15 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | ISTAR INC | 23,000,000 | $23.17M | 0.7% | $1.01 | — | CNV | 45031UBR1 |
| — | SPIRIT RLTY CAP INC NEW | 20,525,000 | $22.67M | 0.7% | $1.10 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CARDTRONICS INC | 20,319,000 | $21.39M | 0.6% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ON SEMICONDUCTOR CORP | 17,055,000 | $20.32M | 0.6% | $1.16 | — | CNV | 682189AH8 |
| — | CALAMP CORP | 21,646,000 | $20.02M | 0.6% | $0.93 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | CHENIERE ENERGY INC | 30,900,000 | $19.6M | 0.6% | $0.66 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 24,205,000 | $19.23M | 0.6% | $0.74 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | CROWN CASTLE INTL CORP NEW | 167,543 | $18.94M | 0.6% | $104.08 | — | CVP | 22822V200 |
| — | ENVESTNET INC | 19,153,000 | $18.29M | 0.6% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | STANLEY BLACK & DECKER INC | 141,284 | $17.82M | 0.5% | $126.13 | — | CVP | 854502804 |
| — | WEB COM GROUP INC | 17,834,000 | $16.93M | 0.5% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | SEACOR HOLDINGS INC | 16,385,000 | $16.45M | 0.5% | $1.00 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | STERICYCLE INC | 219,770 | $14.47M | 0.4% | $65.83 | — | DEP PFD A 1/10 | 858912207 |
| — | SERVICESOURCE INTL INC | 14,725,000 | $14.16M | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | NUANCE COMMUNICATIONS INC | 14,755,000 | $13.84M | 0.4% | $0.95 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | COWEN GROUP INC NEW | 13,918,000 | $13.44M | 0.4% | $1.10 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | EPR PPTYS | 328,684 | $12.24M | 0.4% | $37.23 | — | CONV PFD 9% SR E | 26884U307 |
| — | DYCOM INDS INC | 11,100,000 | $12.1M | 0.4% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | NEVRO CORP | 9,275,000 | $12.07M | 0.4% | $1.05 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | CITRIX SYS INC | 9,575,000 | $10.83M | 0.3% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ACORDA THERAPEUTICS INC | 12,350,000 | $10.07M | 0.3% | $1.01 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | GAIN CAP HLDGS INC | 10,110,000 | $9.605M | 0.3% | $0.94 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | EURONET WORLDWIDE INC | 7,400,000 | $9.315M | 0.3% | $1.17 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | RTI INTL METALS INC | 8,395,000 | $8.951M | 0.3% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | EXELON CORP | 2,672 | $8.895M | 0.3% | — | — | Put | 30161N951 |
| — | AMERICAN TOWER CORP NEW | 79,916 | $8.761M | 0.3% | $110.97 | — | DEP PFD CONV SE | 03027X407 |
| — | HUNTINGTON BANCSHARES INC | 8,344 | $8.227M | 0.2% | — | — | Call | 446150904 |
| — | CORNERSTONE ONDEMAND INC | 7,000,000 | $7.63M | 0.2% | $1.09 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 6,755,000 | $7.131M | 0.2% | $0.99 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | NATIONAL HEALTH INVS INC | 6,125,000 | $6.998M | 0.2% | $1.01 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TRINITY INDS INC | 5,425,000 | $6.483M | 0.2% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | NXP SEMICONDUCTORS N V | 5,485,000 | $6.459M | 0.2% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | ELECTRONICS FOR IMAGING INC | 5,700,000 | $6.306M | 0.2% | $1.03 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | RAYONIER ADVANCED MATLS INC | 52,450 | $5.465M | 0.2% | $104.19 | — | PFD CV SER A | 75508B203 |
| — | ROYAL GOLD INC | 4,725,000 | $5.277M | 0.2% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | KEYCORP NEW | 4,000 | $4.868M | 0.1% | — | — | Call | 493267908 |
| — | TWITTER INC | 5,017,000 | $4.75M | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| GRFS | GRIFOLS S A | 291,050 | $4.648M | 0.1% | $21.98 | — | SP ADR REP B NVT | 398438408 |
| — | FIREEYE INC | 5,075,000 | $4.625M | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 4,375,000 | $4.484M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | CHART INDS INC | 4,408,000 | $4.331M | 0.1% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | BROCADE COMMUNICATIONS SYS I | 4,200,000 | $4.145M | 0.1% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | MICRON TECHNOLOGY INC | 4,200,000 | $3.733M | 0.1% | $0.80 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | SALESFORCE COM INC | 2,975,000 | $3.557M | 0.1% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | PRICELINE GRP INC | 2,725,000 | $3.488M | 0.1% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WEBMD HEALTH CORP | 3,000,000 | $3.114M | 0.1% | $1.04 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | INTERDIGITAL INC | 2,375,000 | $2.898M | 0.1% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | SPIRIT RLTY CAP INC NEW | 2,550,000 | $2.894M | 0.1% | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | NEXTERA ENERGY INC | 57,000 | $2.823M | 0.1% | $49.53 | — | UNIT 09/01/2019 | 65339F820 |
| — | MEDIDATA SOLUTIONS INC | 2,275,000 | $2.657M | 0.1% | $1.06 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | FIAT CHRYSLER AUTOMOBILES N | 3,779 | $2.419M | 0.1% | — | — | Put | N31738952 |
| — | FIAT CHRYSLER AUTOMOBILES N | 3,000 | $1.92M | 0.1% | — | — | Call | N31738902 |
| — | YAHOO INC | 1,591,000 | $1.629M | 0.0% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| — | RED HAT INC | 1,150,000 | $1.455M | 0.0% | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | WELLS FARGO & CO NEW | 100,000 | $1.25M | 0.0% | $12.50 | — | *W EXP 10/28/201 | 949746119 |
| — | TESLA INC | 1,100,000 | $997K | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |