Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 9, 2017
Total Value: $3.032B (35.3% shares, 64.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ANTHEM INC | 4,738,232 | $248M | 8.2% | $46.91 | — | UNIT 05/01/20188 | 036752202 |
| — | VERISIGN INC | 55,763,000 | $173M | 5.7% | $2.01 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | DOMINION ENERGY INC | 3,345,727 | $170M | 5.6% | $50.44 | — | UNIT 08/15/2019 | 25746U836 |
| — | CROWN CASTLE INTL CORP NEW | 158,850 | $168M | 5.6% | $1060.20 | — | 6.875% CON PFD A | 22822V309 |
| — | MICROCHIP TECHNOLOGY INC | 94,092,000 | $164M | 5.4% | $1.23 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | WELLS FARGO CO NEW | 98,145 | $129M | 4.3% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | DISH NETWORK CORP | 100,256,000 | $112M | 3.7% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | WORKDAY INC | 84,502,000 | $110M | 3.6% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | BECTON DICKINSON & CO | 1,710,100 | $93.97M | 3.1% | $54.59 | — | PFD SHS CONV A | 075887208 |
| — | NXP SEMICONDUCTORS N V | 76,555,000 | $92.54M | 3.1% | $1.14 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | MOLINA HEALTHCARE INC | 48,100,000 | $83.06M | 2.7% | $1.42 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | HUNTINGTON BANCSHARES INC | 56,966 | $82.03M | 2.7% | $1273.38 | — | PFD CONV SER A | 446150401 |
| — | TWITTER INC | 66,483,000 | $62.99M | 2.1% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | BANK AMER CORP | 47,710 | $62.08M | 2.0% | $1134.70 | — | 7.25%CNV PFD L | 060505682 |
| — | NUANCE COMMUNICATIONS INC | 54,000,000 | $52.18M | 1.7% | $0.97 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | BOTTOMLINE TECH DEL INC | 47,956,000 | $51.1M | 1.7% | $1.06 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | BROADSOFT INC | 36,260,000 | $50.83M | 1.7% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | ADVANCED MICRO DEVICES INC | 27,485,000 | $48.68M | 1.6% | $1.12 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | KNOWLES CORP | 41,550,000 | $46.8M | 1.5% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | CIENA CORP | 33,251,000 | $44.18M | 1.5% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | CARDTRONICS INC | 47,076,000 | $43.37M | 1.4% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | PHOTRONICS INC | 36,258,000 | $39.45M | 1.3% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | WORKDAY INC | 27,300,000 | $38.32M | 1.3% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | GENERAL CABLE CORP DEL NEW | 43,111,000 | $38.26M | 1.3% | $0.90 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | NATIONAL HEALTH INVS INC | 33,102,000 | $38.03M | 1.3% | $1.10 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | SHUTTERFLY INC | 38,038,000 | $37.66M | 1.2% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | EZCORP INC | 36,415,000 | $35.46M | 1.2% | $0.81 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | PANDORA MEDIA INC | 36,425,000 | $34.01M | 1.1% | $1.00 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | CSG SYS INTL INC | 31,196,000 | $33.34M | 1.1% | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | EPR PPTYS | 1,195,437 | $33.12M | 1.1% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | AMAG PHARMACEUTICALS INC | 32,375,000 | $31.48M | 1.0% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | TESLA INC | 28,600,000 | $31.41M | 1.0% | $1.11 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | VITAMIN SHOPPE INC | 41,350,000 | $30.5M | 1.0% | $0.92 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | BLACKHAWK NETWORK HLDGS INC | 26,150,000 | $29.19M | 1.0% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | CHENIERE ENERGY INC | 41,000,000 | $28.39M | 0.9% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | LIBERTY MEDIA CORP | 35,446,000 | $24.99M | 0.8% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | CORNERSTONE ONDEMAND INC | 23,264,000 | $23.54M | 0.8% | $1.04 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ENVESTNET INC | 21,453,000 | $22.54M | 0.7% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| KMI | KINDER MORGAN INC DEL | 1,171,900 | $22.48M | 0.7% | $13.06 | -5.9% | COM | 49456B101 |
| — | HURON CONSULTING GROUP INC | 23,325,000 | $21.75M | 0.7% | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | RAMBUS INC DEL | 17,247,000 | $20.29M | 0.7% | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | EURONET WORLDWIDE INC | 14,400,000 | $19.48M | 0.6% | $1.16 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | INTEGRATED DEVICE TECHNOLOGY | 16,452,000 | $17.58M | 0.6% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | ZIONS BANCORPORATION | 1,106,561 | $16.77M | 0.6% | $12.97 | — | *W EXP 05/22/202 | 989701115 |
| — | LIBERTY MEDIA CORP | 22,860,000 | $16.23M | 0.5% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | EPR PPTYS | 429,635 | $15.31M | 0.5% | $36.62 | — | CONV PFD 9% SR E | 26884U307 |
| — | DOMINION ENERGY INC | 1,980 | $15.23M | 0.5% | — | — | Put | 25746U959 |
| — | NUANCE COMMUNICATIONS INC | 14,705,000 | $14.65M | 0.5% | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | MOLINA HEALTHCARE INC | 10,527,000 | $13.19M | 0.4% | $1.24 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | SPIRIT RLTY CAP INC NEW | 12,440,000 | $12.47M | 0.4% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | INPHI CORP | 10,000,000 | $12.24M | 0.4% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | TUTOR PERINI CORP | 10,225,000 | $11.91M | 0.4% | $1.16 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | INVACARE CORP | 9,725,000 | $11.61M | 0.4% | $1.05 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | NUANCE COMMUNICATIONS INC | 12,398,000 | $11.61M | 0.4% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | HUNTINGTON BANCSHARES INC | 7,500 | $10.47M | 0.3% | — | — | Call | 446150904 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 10,505,000 | $10.06M | 0.3% | $0.74 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | DTE ENERGY CO | 185,097 | $9.979M | 0.3% | $52.60 | — | UNIT 99/99/9999 | 233331883 |
| — | SERVICESOURCE INTL INC | 9,425,000 | $9.178M | 0.3% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ON SEMICONDUCTOR CORP | 6,050,000 | $7.218M | 0.2% | $1.00 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | RTI INTL METALS INC | 6,245,000 | $6.951M | 0.2% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| HBAN | HUNTINGTON BANCSHARES INC | 489,550 | $6.834M | 0.2% | $8.89 | +2.2% | COM | 446150104 |
| — | VEECO INSTRS INC DEL | 7,100,000 | $6.789M | 0.2% | $0.96 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | CONVERGYS CORP | 2,773,000 | $6.582M | 0.2% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,950,000 | $6.3M | 0.2% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | TRINITY INDS INC | 4,575,000 | $6.133M | 0.2% | $1.20 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | FINISAR CORP | 5,325,000 | $5.538M | 0.2% | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | PRICELINE GRP INC | 4,775,000 | $5.479M | 0.2% | $1.12 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | JAZZ INVESTMENTS I LTD | 5,000,000 | $5.266M | 0.2% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | IMPAX LABORATORIES INC | 5,596,000 | $5.029M | 0.2% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | INTERDIGITAL INC | 3,400,000 | $3.987M | 0.1% | $1.17 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | SPIRIT RLTY CAP INC NEW | 3,850,000 | $3.934M | 0.1% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | ROYAL GOLD INC | 3,525,000 | $3.891M | 0.1% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CITRIX SYS INC | 3,145,000 | $3.648M | 0.1% | $1.13 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | AKAMAI TECHNOLOGIES INC | 3,750,000 | $3.645M | 0.1% | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | MEDICINES CO | 3,025,000 | $3.18M | 0.1% | $1.05 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | ARCONIC INC | 72,700 | $2.828M | 0.1% | $34.87 | — | 5.375% PFD B 1 | 03965L308 |
| — | TWITTER INC | 2,892,000 | $2.655M | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ANI PHARMACEUTICALS INC | 2,030,000 | $2.203M | 0.1% | $1.05 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | CIENA CORP | 1,200,000 | $1.451M | 0.0% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | STANLEY BLACK & DECKER INC | 9,975 | $1.138M | 0.0% | $108.15 | — | UNIT 05/15/2020 | 854502887 |