Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: May 4, 2017
Total Value: $3.545B (44.3% shares, 55.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ANTHEM INC | 5,308,618 | $250M | 7.0% | $46.41 | — | UNIT 05/01/20188 | 036752202 |
| — | DOMINION RES INC VA NEW | 2,914,184 | $147M | 4.2% | $50.45 | — | UNIT 08/15/2019 | 25746U836 |
| — | WELLS FARGO & CO NEW | 118,936 | $142M | 4.0% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | CIENA CORP | 99,701,000 | $139M | 3.9% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | VERISIGN INC | 52,690,000 | $117M | 3.3% | $1.88 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | GREAT PLAINS ENERGY INC | 2,256,925 | $114M | 3.2% | $50.56 | — | DEP SHS 1/20 B | 391164878 |
| — | DOMINION RES INC VA NEW | 2,232,389 | $113M | 3.2% | $50.13 | — | UNIT 99/99/9999 | 25746U869 |
| — | HUNTINGTON BANCSHARES INC | 81,562 | $113M | 3.2% | $1273.38 | — | PFD CONV SER A | 446150401 |
| — | ADVANCED MICRO DEVICES INC | 59,935,000 | $94.51M | 2.7% | $1.12 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | AMERICAN TOWER CORP NEW | 897,704 | $94.03M | 2.7% | $106.86 | — | PFD CONV SER A | 03027X308 |
| — | EXELON CORP | 1,836,869 | $89.22M | 2.5% | $46.30 | — | UNIT 99/99/9999 | 30161N127 |
| — | STILLWATER MNG CO | 64,801,000 | $82.86M | 2.3% | $1.23 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MICROCHIP TECHNOLOGY INC | 61,767,000 | $79.99M | 2.3% | $1.10 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | BANK AMER CORP | 67,705 | $78.2M | 2.2% | $1134.70 | — | 7.25%CNV PFD L | 060505682 |
| — | DTE ENERGY CO | 1,389,311 | $73.08M | 2.1% | $52.60 | — | UNIT 99/99/9999 | 233331883 |
| — | MOLINA HEALTHCARE INC | 50,000,000 | $71.66M | 2.0% | $1.43 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | NXP SEMICONDUCTORS N V | 61,180,000 | $69.59M | 2.0% | $1.13 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | TWITTER INC | 71,358,000 | $66.72M | 1.9% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | WORKDAY INC | 61,169,000 | $64.15M | 1.8% | $1.20 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | T MOBILE US INC | 613,375 | $57.68M | 1.6% | $69.88 | — | CONV PFD SER A | 872590203 |
| — | LIBERTY MEDIA CORP | 96,699,000 | $55.84M | 1.6% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | TESLA INC | 57,300,000 | $49.6M | 1.4% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | BOTTOMLINE TECH DEL INC | 47,646,000 | $48.99M | 1.4% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | VITAMIN SHOPPE INC | 53,100,000 | $48.95M | 1.4% | $0.92 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | SHUTTERFLY INC | 45,788,000 | $46.33M | 1.3% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | GENERAL CABLE CORP DEL NEW | 57,183,000 | $44.71M | 1.3% | $0.91 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | BROADSOFT INC | 36,925,000 | $44.61M | 1.3% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | ARCONIC INC | 1,412,500 | $42.69M | 1.2% | $30.22 | — | PFD CONV B SER 1 | 03965L308 |
| — | IMPAX LABORATORIES INC | 52,240,000 | $41.24M | 1.2% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | LIBERTY MEDIA CORP | 68,796,000 | $40.93M | 1.2% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | PHOTRONICS INC | 30,663,000 | $38.71M | 1.1% | $1.18 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | WORKDAY INC | 35,025,000 | $38.62M | 1.1% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | EPR PPTYS | 1,330,498 | $37.81M | 1.1% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | EZCORP INC | 36,881,000 | $35.54M | 1.0% | $0.81 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | CONVERGYS CORP | 14,773,000 | $33.41M | 0.9% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | LIGAND PHARMACEUTICALS INC | 22,575,000 | $32.59M | 0.9% | $1.31 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | AMERICAN TOWER CORP NEW | 308,423 | $31.96M | 0.9% | $105.53 | — | DEP PFD CONV SE | 03027X407 |
| — | NUANCE COMMUNICATIONS INC | 35,153,000 | $31.75M | 0.9% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | PANDORA MEDIA INC | 29,725,000 | $30.47M | 0.9% | $1.02 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | INTEGRATED DEVICE TECHNOLOGY | 29,377,000 | $30.24M | 0.9% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | RAMBUS INC DEL | 23,522,000 | $29.21M | 0.8% | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| KMI | KINDER MORGAN INC DEL | 1,284,900 | $26.61M | 0.8% | $13.10 | 0.0% | COM | 49456B101 |
| — | CHENIERE ENERGY INC | 43,900,000 | $26.59M | 0.7% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 25,884,000 | $24.38M | 0.7% | $0.79 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | NUANCE COMMUNICATIONS INC | 24,505,000 | $23.75M | 0.7% | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | SPIRIT RLTY CAP INC NEW | 22,825,000 | $23.75M | 0.7% | $1.09 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | EXELON CORP | 6,672 | $23.68M | 0.7% | — | — | Put | 30161N951 |
| — | FRONTIER COMMUNICATIONS CORP | 320,914 | $22.73M | 0.6% | $94.62 | — | PFD CONV SER-A | 35906A207 |
| — | CITRIX SYS INC | 19,375,000 | $22.43M | 0.6% | $1.13 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | JAZZ INVESTMENTS I LTD | 23,270,000 | $22.3M | 0.6% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | FINISAR CORP | 18,197,000 | $21.53M | 0.6% | $0.94 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | CARDTRONICS INC | 17,569,000 | $20.64M | 0.6% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | EURONET WORLDWIDE INC | 17,400,000 | $20.14M | 0.6% | $1.16 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | KEYCORP NEW | 147,339 | $19.8M | 0.6% | $126.51 | — | CVP | 493267405 |
| — | INPHI CORP | 15,000,000 | $19.38M | 0.5% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ENVESTNET INC | 19,153,000 | $18.24M | 0.5% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | SEACOR HOLDINGS INC | 17,512,000 | $18.08M | 0.5% | $1.00 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | HUNTINGTON BANCSHARES INC | 13,587 | $17.96M | 0.5% | — | — | Call | 446150904 |
| — | EXELON CORP | 5,000 | $17.75M | 0.5% | — | — | Call | 30161N901 |
| — | KEYCORP NEW | 9,000 | $16.44M | 0.5% | — | — | Call | 493267908 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 17,205,000 | $14.97M | 0.4% | $0.74 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | J2 GLOBAL INC | 10,450,000 | $13.81M | 0.4% | $1.06 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NATIONAL HEALTH INVS INC | 12,102,000 | $13.57M | 0.4% | $1.07 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | COWEN GROUP INC NEW | 12,918,000 | $12.89M | 0.4% | $1.10 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | SERVICESOURCE INTL INC | 13,425,000 | $12.85M | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ANTHEM INC | 869 | $12.49M | 0.4% | — | — | Call | 036752903 |
| — | CORNERSTONE ONDEMAND INC | 11,000,000 | $11.44M | 0.3% | $1.07 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | RAYONIER ADVANCED MATLS INC | 97,875 | $11.36M | 0.3% | $109.69 | — | PFD CV SER A | 75508B203 |
| — | EPR PPTYS | 293,017 | $10.47M | 0.3% | $37.23 | — | CONV PFD 9% SR E | 26884U307 |
| — | NEVRO CORP | 9,275,000 | $9.855M | 0.3% | $1.05 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | INTEL CORP | 7,125,000 | $9.623M | 0.3% | $1.29 | — | SDCV 12/1 | 458140AD2 |
| — | ACORDA THERAPEUTICS INC | 12,350,000 | $9.386M | 0.3% | $1.01 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | NEWMONT MINING CORP | 8,895,000 | $9.067M | 0.3% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | CLOVIS ONCOLOGY INC | 8,500,000 | $8.734M | 0.2% | $1.03 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | STERICYCLE INC | 113,415 | $7.18M | 0.2% | $65.83 | — | DEP PFD A 1/10 | 858912207 |
| — | ELECTRONICS FOR IMAGING INC | 5,700,000 | $6.046M | 0.2% | $1.03 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | RTI INTL METALS INC | 5,395,000 | $5.58M | 0.2% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | TRINITY INDS INC | 4,225,000 | $5.405M | 0.2% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 4,600,000 | $4.83M | 0.1% | $0.99 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | FIREEYE INC | 5,075,000 | $4.571M | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | SPIRIT RLTY CAP INC NEW | 4,300,000 | $4.518M | 0.1% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | GAIN CAP HLDGS INC | 4,610,000 | $4.483M | 0.1% | $0.94 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | TWITTER INC | 4,767,000 | $4.386M | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 4,375,000 | $4.096M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | ROYAL GOLD INC | 3,725,000 | $3.935M | 0.1% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | INTERDIGITAL INC | 2,875,000 | $3.894M | 0.1% | $1.08 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | HURON CONSULTING GROUP INC | 3,825,000 | $3.737M | 0.1% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | DYCOM INDS INC | 3,150,000 | $3.437M | 0.1% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | WEBMD HEALTH CORP | 3,000,000 | $3.064M | 0.1% | $1.04 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ON SEMICONDUCTOR CORP | 2,800,000 | $2.868M | 0.1% | $0.89 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | SALESFORCE COM INC | 2,300,000 | $2.678M | 0.1% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MEDIDATA SOLUTIONS INC | 2,275,000 | $2.466M | 0.1% | $1.06 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | PRICELINE GRP INC | 1,875,000 | $2.387M | 0.1% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WEB COM GROUP INC | 2,350,000 | $2.26M | 0.1% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | AKAMAI TECHNOLOGIES INC | 2,000,000 | $2.076M | 0.1% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | YAHOO INC | 1,591,000 | $1.572M | 0.0% | $1.02 | — | NOTE 12/0 | 984332AF3 |
| — | TESLA INC | 1,100,000 | $1.022M | 0.0% | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | ACETO CORP | 1,000,000 | $961K | 0.0% | $0.96 | — | NOTE 2.000%11/0 | 004446AD2 |
| — | PRICELINE GRP INC | 850,000 | $898K | 0.0% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |