Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 10, 2017
Total Value: $3.862B (46.2% shares, 53.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ANTHEM INC | 5,353,187 | $268M | 6.9% | $46.41 | — | UNIT 05/01/20188 | 036752202 |
| — | DOMINION RES INC VA NEW | 4,331,389 | $217M | 5.6% | $50.17 | — | UNIT 99/99/9999 | 25746U869 |
| — | DOMINION RES INC VA NEW | 3,157,075 | $160M | 4.1% | $50.47 | — | UNIT 08/15/2019 | 25746U836 |
| — | MICROCHIP TECHNOLOGY INC | 100,367,000 | $144M | 3.7% | $1.23 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | EXELON CORP | 2,871,425 | $142M | 3.7% | $47.41 | — | UNIT 99/99/9999 | 30161N127 |
| — | VERISIGN INC | 52,690,000 | $135M | 3.5% | $1.88 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | WELLS FARGO & CO NEW | 104,436 | $129M | 3.3% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | GREAT PLAINS ENERGY INC | 2,046,191 | $108M | 2.8% | $50.56 | — | DEP SHS 1/20 B | 391164878 |
| — | WORKDAY INC | 89,452,000 | $102M | 2.6% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | ARCONIC INC | 2,475,136 | $102M | 2.6% | $34.87 | — | PFD CONV B SER 1 | 03965L308 |
| — | CIENA CORP | 70,851,000 | $97.15M | 2.5% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | HUNTINGTON BANCSHARES INC | 68,292 | $94.45M | 2.4% | $1273.38 | — | PFD CONV SER A | 446150401 |
| — | NXP SEMICONDUCTORS N V | 79,380,000 | $91.88M | 2.4% | $1.14 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | AMERICAN TOWER CORP NEW | 714,529 | $81.46M | 2.1% | $106.86 | — | PFD CONV SER A | 03027X308 |
| — | STILLWATER MNG CO | 59,657,000 | $79.34M | 2.1% | $1.23 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | MOLINA HEALTHCARE INC | 55,000,000 | $70.13M | 1.8% | $1.42 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ADVANCED MICRO DEVICES INC | 34,935,000 | $69M | 1.8% | $1.12 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | TWITTER INC | 71,358,000 | $66.99M | 1.7% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | AMERICAN TOWER CORP NEW | 555,196 | $62.04M | 1.6% | $108.29 | — | DEP PFD CONV SE | 03027X407 |
| — | DTE ENERGY CO | 1,149,510 | $61.09M | 1.6% | $52.60 | — | UNIT 99/99/9999 | 233331883 |
| — | BANK AMER CORP | 51,385 | $61.02M | 1.6% | $1134.70 | — | 7.25%CNV PFD L | 060505682 |
| — | LIBERTY MEDIA CORP | 96,699,000 | $59.59M | 1.5% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DOMINION RES INC VA NEW | 7,066 | $54.81M | 1.4% | — | — | Put | 25746U959 |
| — | BOTTOMLINE TECH DEL INC | 47,646,000 | $47.88M | 1.2% | $1.07 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | VITAMIN SHOPPE INC | 56,100,000 | $47.55M | 1.2% | $0.92 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | SHUTTERFLY INC | 45,788,000 | $45.73M | 1.2% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | BROADSOFT INC | 36,925,000 | $44.13M | 1.1% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | WORKDAY INC | 34,575,000 | $42.42M | 1.1% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | LIBERTY MEDIA CORP | 67,896,000 | $41.5M | 1.1% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | NEWMONT MINING CORP | 39,783,000 | $39.86M | 1.0% | $1.01 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | CSG SYS INTL INC | 37,875,000 | $39.34M | 1.0% | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | EPR PPTYS | 1,332,063 | $38.55M | 1.0% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | NATIONAL HEALTH INVS INC | 33,927,000 | $37.81M | 1.0% | $1.10 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | PHOTRONICS INC | 30,663,000 | $37.2M | 1.0% | $1.18 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | SPIRIT RLTY CAP INC NEW | 35,477,000 | $35.94M | 0.9% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | BLACK HILLS CORP | 487,525 | $35.62M | 0.9% | $73.07 | — | UNIT 99/99/9999 | 092113125 |
| — | EZCORP INC | 36,881,000 | $34.16M | 0.9% | $0.81 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | GENERAL CABLE CORP DEL NEW | 42,683,000 | $33.11M | 0.9% | $0.91 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | LIGAND PHARMACEUTICALS INC | 22,025,000 | $32.82M | 0.8% | $1.31 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | NUANCE COMMUNICATIONS INC | 31,953,000 | $30.41M | 0.8% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | CHENIERE ENERGY INC | 43,900,000 | $29.85M | 0.8% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CARDTRONICS INC | 27,240,000 | $29.47M | 0.8% | $1.02 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | INTEGRATED DEVICE TECHNOLOGY | 29,302,000 | $29.36M | 0.8% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | RAMBUS INC DEL | 23,697,000 | $28.33M | 0.7% | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | ARCONIC INC | 10,558 | $27.81M | 0.7% | — | — | Call | 03965L900 |
| — | FINISAR CORP | 22,647,000 | $25.45M | 0.7% | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | FRONTIER COMMUNICATIONS CORP | 514,952 | $25.33M | 0.7% | $77.50 | — | PFD CONV SER-A | 35906A207 |
| — | NUANCE COMMUNICATIONS INC | 24,505,000 | $25.13M | 0.7% | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| KMI | KINDER MORGAN INC DEL | 1,153,700 | $25.08M | 0.6% | $13.10 | +4.0% | COM | 49456B101 |
| — | TESLA INC | 25,550,000 | $25.05M | 0.6% | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | PANDORA MEDIA INC | 24,425,000 | $24.49M | 0.6% | $1.02 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | CONVERGYS CORP | 12,273,000 | $24.22M | 0.6% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | EXELON CORP | 6,672 | $24.01M | 0.6% | — | — | Put | 30161N951 |
| — | EURONET WORLDWIDE INC | 17,400,000 | $22M | 0.6% | $1.16 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | HURON CONSULTING GROUP INC | 22,325,000 | $20.69M | 0.5% | $0.94 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | INPHI CORP | 15,000,000 | $20.67M | 0.5% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ENVESTNET INC | 21,803,000 | $20.26M | 0.5% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | EPR PPTYS | 508,260 | $18.19M | 0.5% | $36.62 | — | CONV PFD 9% SR E | 26884U307 |
| — | HUNTINGTON BANCSHARES INC | 13,587 | $18.19M | 0.5% | — | — | Call | 446150904 |
| — | SEACOR HOLDINGS INC | 17,512,000 | $17.83M | 0.5% | $1.00 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 19,384,000 | $17.36M | 0.4% | $0.79 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | CORNERSTONE ONDEMAND INC | 14,500,000 | $14.8M | 0.4% | $1.06 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | WEBMD HEALTH CORP | 13,500,000 | $13.7M | 0.4% | $1.02 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | YAHOO INC | 13,091,000 | $13.57M | 0.4% | $1.03 | — | NOTE 12/0 | 984332AF3 |
| — | IMPAX LABORATORIES INC | 14,596,000 | $11.78M | 0.3% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | J2 GLOBAL INC | 8,450,000 | $11.41M | 0.3% | $1.06 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NEVRO CORP | 9,275,000 | $11.22M | 0.3% | $1.05 | — | NOTE 1.750% 6/0 | 64157FAA1 |
| — | INVACARE CORP | 10,725,000 | $10.8M | 0.3% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 11,205,000 | $10.57M | 0.3% | $0.74 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | ACORDA THERAPEUTICS INC | 12,350,000 | $10.5M | 0.3% | $1.01 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | MEDIDATA SOLUTIONS INC | 8,925,000 | $10.19M | 0.3% | $1.12 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | NEXTERA ENERGY INC | 200,000 | $10.13M | 0.3% | $50.66 | — | UNIT 09/01/2019 | 65339F820 |
| — | SERVICESOURCE INTL INC | 10,425,000 | $10.06M | 0.3% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | CITRIX SYS INC | 7,045,000 | $8.824M | 0.2% | $1.13 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | NEXTERA ENERGY INC | 140,000 | $8.329M | 0.2% | $59.49 | — | UNIT 08/31/2018 | 65339F846 |
| — | ELECTRONICS FOR IMAGING INC | 7,375,000 | $8.011M | 0.2% | $1.04 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | EXELON CORP | 2,000 | $7.196M | 0.2% | — | — | Call | 30161N901 |
| — | RTI INTL METALS INC | 5,070,000 | $5.888M | 0.2% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ZIONS BANCORPORATION | 517,444 | $5.873M | 0.2% | $11.35 | — | *W EXP 05/22/202 | 989701115 |
| — | TRINITY INDS INC | 4,575,000 | $5.556M | 0.1% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | VIRTUS INVT PARTNERS INC | 56,875 | $5.515M | 0.1% | $96.97 | — | PFD CV SER D | 92828Q208 |
| — | ON SEMICONDUCTOR CORP | 4,450,000 | $4.859M | 0.1% | $0.97 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TESLA INC | 4,600,000 | $4.6M | 0.1% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | GAIN CAP HLDGS INC | 4,610,000 | $4.575M | 0.1% | $0.94 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | TWITTER INC | 4,767,000 | $4.344M | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 4,100,000 | $4.11M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | PRICELINE GRP INC | 3,525,000 | $3.963M | 0.1% | $1.11 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | SPIRIT RLTY CAP INC NEW | 3,850,000 | $3.946M | 0.1% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | JAZZ INVESTMENTS I LTD | 3,450,000 | $3.676M | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ROYAL GOLD INC | 3,225,000 | $3.406M | 0.1% | $0.98 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | SALESFORCE COM INC | 1,900,000 | $2.449M | 0.1% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | FIREEYE INC | 2,575,000 | $2.306M | 0.1% | $0.88 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | WEB COM GROUP INC | 2,350,000 | $2.285M | 0.1% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | AKAMAI TECHNOLOGIES INC | 2,000,000 | $1.979M | 0.1% | $0.99 | — | DBCV 2/1 | 00971TAG6 |
| — | MOLINA HEALTHCARE INC | 1,400,000 | $1.477M | 0.0% | $1.05 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | ANI PHARMACEUTICALS INC | 1,330,000 | $1.403M | 0.0% | $1.05 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 675,000 | $637K | 0.0% | $0.99 | — | NOTE 0.750% 8/1 | 87157BAA1 |