Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 12, 2018
Total Value: $2.598B (32.9% shares, 67.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 75,173,000 | $251M | 9.7% | $2.35 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CROWN CASTLE INTL CORP NEW | 146,902 | $166M | 6.4% | $1060.20 | — | 6.875% CON PFD A | 22822V309 |
| — | MICROCHIP TECHNOLOGY INC | 94,092,000 | $160M | 6.2% | $1.23 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | DOMINION ENERGY INC | 2,351,963 | $122M | 4.7% | $50.44 | — | UNIT 08/15/2019 | 25746U836 |
| — | WELLS FARGO CO NEW | 87,986 | $115M | 4.4% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | WORKDAY INC | 84,502,000 | $106M | 4.1% | $1.18 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | NXP SEMICONDUCTORS N V | 77,255,000 | $95.27M | 3.7% | $1.14 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | HUNTINGTON BANCSHARES INC | 56,571 | $80.14M | 3.1% | $1273.38 | — | PFD CONV SER A | 446150401 |
| — | TWITTER INC | 66,483,000 | $63.49M | 2.4% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | BANK AMER CORP | 42,510 | $56.11M | 2.2% | $1134.70 | — | 7.25%CNV PFD L | 060505682 |
| — | GENERAL CABLE CORP DEL NEW | 52,451,000 | $55.37M | 2.1% | $0.93 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | BROADSOFT INC | 36,260,000 | $53.71M | 2.1% | $1.33 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | MOLINA HEALTHCARE INC | 28,100,000 | $53.67M | 2.1% | $1.42 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ANTHEM INC | 943,718 | $52.85M | 2.0% | $46.91 | — | UNIT 05/01/20188 | 036752202 |
| — | BECTON DICKINSON & CO | 796,459 | $46.33M | 1.8% | $54.59 | — | PFD SHS CONV A | 075887208 |
| — | KNOWLES CORP | 41,625,000 | $46.15M | 1.8% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | CIENA CORP | 34,051,000 | $44.39M | 1.7% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ADVANCED MICRO DEVICES INC | 28,485,000 | $42.78M | 1.6% | $1.13 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | PHOTRONICS INC | 37,663,000 | $40.23M | 1.5% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | TESLA INC | 38,100,000 | $40.22M | 1.5% | $1.10 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | WORKDAY INC | 27,300,000 | $37.3M | 1.4% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | AMERICAN TOWER CORP NEW | 295,594 | $37.21M | 1.4% | $125.88 | — | DEP PFD CONV SE | 03027X407 |
| — | SHUTTERFLY INC | 36,563,000 | $36.38M | 1.4% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | EZCORP INC | 32,905,000 | $33.85M | 1.3% | $0.81 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | EPR PPTYS | 1,205,490 | $32.45M | 1.2% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | PANDORA MEDIA INC | 35,925,000 | $31.73M | 1.2% | $1.00 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | BLACKHAWK NETWORK HLDGS INC | 31,100,000 | $31.63M | 1.2% | $1.10 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | AEROJET ROCKETDYNE HLDGS INC | 21,975,000 | $30.26M | 1.2% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | CHENIERE ENERGY INC | 39,500,000 | $28.02M | 1.1% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CSG SYS INTL INC | 24,046,000 | $26.15M | 1.0% | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | LIBERTY MEDIA CORP | 37,846,000 | $26.11M | 1.0% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | EURONET WORLDWIDE INC | 20,900,000 | $25.71M | 1.0% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | NATIONAL HEALTH INVS INC | 22,769,000 | $25.57M | 1.0% | $1.10 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | CARDTRONICS INC | 27,026,000 | $23.97M | 0.9% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | CORNERSTONE ONDEMAND INC | 23,264,000 | $23.1M | 0.9% | $1.04 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ZIONS BANCORPORATION | 1,248,088 | $23.09M | 0.9% | $13.60 | — | *W EXP 05/22/202 | 989701115 |
| — | ENVESTNET INC | 20,003,000 | $20.73M | 0.8% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | AMAG PHARMACEUTICALS INC | 23,375,000 | $20.06M | 0.8% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | INSULET CORP | 14,625,000 | $19.07M | 0.7% | $1.30 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | STERICYCLE INC | 344,492 | $18.27M | 0.7% | $53.05 | — | DEP PFD A 1/10 | 858912207 |
| — | BLACK HILLS CORP | 275,000 | $18.17M | 0.7% | $66.06 | — | UNIT 99/99/9999 | 092113125 |
| — | INTEGRATED DEVICE TECHNOLOGY | 15,952,000 | $17.8M | 0.7% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | DTE ENERGY CO | 324,866 | $17.73M | 0.7% | $53.44 | — | UNIT 99/99/9999 | 233331883 |
| — | EPR PPTYS | 479,739 | $17.68M | 0.7% | $36.65 | — | CONV PFD 9% SR E | 26884U307 |
| — | TUTOR PERINI CORP | 15,625,000 | $17.23M | 0.7% | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | VITAMIN SHOPPE INC | 25,850,000 | $16.41M | 0.6% | $0.92 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | DOMINION ENERGY INC | 1,980 | $16.05M | 0.6% | — | — | Put | 25746U959 |
| — | NEXTERA ENERGY INC | 210,000 | $14.64M | 0.6% | $69.70 | — | UNIT 08/31/2018 | 65339F846 |
| KMI | KINDER MORGAN INC DEL | 758,800 | $13.71M | 0.5% | $13.06 | -12.7% | COM | 49456B101 |
| — | NUANCE COMMUNICATIONS INC | 12,205,000 | $12.57M | 0.5% | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | LIBERTY MEDIA CORP | 17,860,000 | $12.41M | 0.5% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | INVACARE CORP | 9,725,000 | $11.94M | 0.5% | $1.05 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | DYNEGY INC NEW DEL | 147,513 | $11.63M | 0.4% | $78.85 | — | UNIT 07/01/20191 | 26817R405 |
| — | INPHI CORP | 10,000,000 | $11.58M | 0.4% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | SPIRIT RLTY CAP INC NEW | 11,440,000 | $11.46M | 0.4% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | DISH NETWORK CORP | 10,256,000 | $11.16M | 0.4% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | HUNTINGTON BANCSHARES INC | 7,500 | $10.92M | 0.4% | — | — | Call | 446150904 |
| — | RAMBUS INC DEL | 8,748,000 | $10.57M | 0.4% | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | SERVICESOURCE INTL INC | 9,425,000 | $9.154M | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ZILLOW GROUP INC | 8,325,000 | $9.074M | 0.3% | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| HBAN | HUNTINGTON BANCSHARES INC | 607,752 | $8.849M | 0.3% | $9.06 | +7.8% | COM | 446150104 |
| — | RTI INTL METALS INC | 5,995,000 | $6.842M | 0.3% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | CONVERGYS CORP | 2,773,000 | $6.078M | 0.2% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | PRICELINE GRP INC | 4,325,000 | $5.058M | 0.2% | $1.12 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | NUANCE COMMUNICATIONS INC | 4,925,000 | $4.7M | 0.2% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | JAZZ INVESTMENTS I LTD | 4,650,000 | $4.659M | 0.2% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ON SEMICONDUCTOR CORP | 3,550,000 | $4.531M | 0.2% | $1.00 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | INTERDIGITAL INC | 3,705,000 | $4.418M | 0.2% | $1.17 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | FINISAR CORP | 4,225,000 | $4.257M | 0.2% | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | ANI PHARMACEUTICALS INC | 3,416,000 | $3.922M | 0.2% | $1.09 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | CITRIX SYS INC | 2,845,000 | $3.679M | 0.1% | $1.13 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ROYAL GOLD INC | 3,325,000 | $3.566M | 0.1% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | AKAMAI TECHNOLOGIES INC | 3,500,000 | $3.522M | 0.1% | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | SPIRIT RLTY CAP INC NEW | 3,250,000 | $3.368M | 0.1% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TWITTER INC | 2,892,000 | $2.695M | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | MOLINA HEALTHCARE INC | 1,600,000 | $2.193M | 0.1% | $1.24 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | BANK AMER CORP | 1,028,182 | $2.19M | 0.1% | $2.13 | — | *W EXP 10/28/201 | 060505153 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,950,000 | $2.085M | 0.1% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | HURON CONSULTING GROUP INC | 2,000,000 | $1.861M | 0.1% | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | FINISAR CORP | 1,700,000 | $1.581M | 0.1% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | CIENA CORP | 1,200,000 | $1.395M | 0.1% | $1.21 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | VEECO INSTRS INC DEL | 1,475,000 | $1.28M | 0.0% | $0.96 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | THERAVANCE INC | 1,250,000 | $1.236M | 0.0% | $0.99 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | CALAMP CORP | 1,000,000 | $1.058M | 0.0% | $1.06 | — | NOTE 1.625% 5/1 | 128126AB5 |