Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 10, 2018
Total Value: $3.109B (40.0% shares, 60.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ANTHEM INC | 4,957,124 | $266M | 8.6% | $53.70 | $52.41 | — | UNIT 05/01/20188 | 036752202 |
| — | VERISIGN INC | 74,869,000 | $258M | 8.3% | $3.45 | $2.35 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICROCHIP TECHNOLOGY INC | 105,792,000 | $188M | 6.0% | $1.77 | $1.29 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | DTE ENERGY CO | 3,274,738 | $170M | 5.5% | $51.96 | $52.11 | — | UNIT 99/99/9999 | 233331883 |
| — | SEMPRA ENERGY | 1,381,788 | $141M | 4.5% | $102.01 | $102.01 | — | 6% PFD CONV A | 816851406 |
| — | WORKDAY INC | 90,365,000 | $137M | 4.4% | $1.52 | $1.21 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | CROWN CASTLE INTL CORP NEW | 99,699 | $111M | 3.6% | $1113.02 | $1060.20 | — | 6.875% CON PFD A | 22822V309 |
| — | BECTON DICKINSON & CO | 1,638,969 | $95.12M | 3.1% | $58.04 | $56.36 | — | PFD SHS CONV A | 075887208 |
| — | NXP SEMICONDUCTORS N V | 76,505,000 | $94.67M | 3.0% | $1.24 | $1.14 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | WELLS FARGO CO NEW | 71,471 | $92.2M | 3.0% | $1290.01 | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | MOLINA HEALTHCARE INC | 44,301,000 | $89.08M | 2.9% | $2.01 | $1.64 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | DOMINION ENERGY INC | 1,897,287 | $87.95M | 2.8% | $46.36 | $50.44 | — | UNIT 08/15/2019 | 25746U836 |
| — | BANK AMER CORP | 53,951 | $69.38M | 2.2% | $1286.04 | $1166.79 | — | 7.25%CNV PFD L | 060505682 |
| — | GENERAL CABLE CORP DEL NEW | 60,721,000 | $64.09M | 2.1% | $1.06 | $0.94 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | BLACK HILLS CORP | 1,071,500 | $64.09M | 2.1% | $59.81 | $61.41 | — | UNIT 99/99/9999 | 092113125 |
| — | TWITTER INC | 66,483,000 | $63.93M | 2.1% | $0.96 | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | NUANCE COMMUNICATIONS INC | 55,000,000 | $54.48M | 1.8% | $0.99 | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | EURONET WORLDWIDE INC | 42,900,000 | $50.59M | 1.6% | $1.18 | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | KNOWLES CORP | 46,500,000 | $48.3M | 1.6% | $1.04 | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | ADVANCED MICRO DEVICES INC | 31,528,000 | $46.13M | 1.5% | $1.46 | $1.16 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | WORKDAY INC | 27,300,000 | $44.18M | 1.4% | $1.62 | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TESLA INC | 41,100,000 | $40.97M | 1.3% | $1.00 | $1.09 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SHUTTERFLY INC | 31,563,000 | $39.76M | 1.3% | $1.26 | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PHOTRONICS INC | 37,413,000 | $38.64M | 1.2% | $1.03 | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | CIENA CORP | 27,001,000 | $37.93M | 1.2% | $1.40 | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ASSURANT INC | 347,525 | $35.98M | 1.2% | $103.54 | $103.54 | — | 6.50% CONV PFD D | 04621X207 |
| — | ZIONS BANCORPORATION | 1,764,387 | $35.66M | 1.1% | $20.21 | $15.53 | — | *W EXP 05/22/202 | 989701115 |
| — | NEXTERA ENERGY INC | 485,000 | $35.26M | 1.1% | $72.70 | $71.40 | — | UNIT 08/31/2018 | 65339F846 |
| — | BLACKHAWK NETWORK HLDGS INC | 28,740,000 | $31.7M | 1.0% | $1.10 | $1.10 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | PANDORA MEDIA INC | 33,425,000 | $30.44M | 1.0% | $0.91 | $1.00 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | INTEGRATED DEVICE TECHNOLOGY | 25,939,000 | $29.22M | 0.9% | $1.13 | $1.07 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | EPR PPTYS | 1,170,661 | $28.46M | 0.9% | $24.31 | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | CHENIERE ENERGY INC | 34,500,000 | $26.78M | 0.9% | $0.78 | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | AMAG PHARMACEUTICALS INC | 24,375,000 | $25.11M | 0.8% | $1.03 | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | ON SEMICONDUCTOR CORP | 18,300,000 | $25.04M | 0.8% | $1.37 | $1.37 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | AEROJET ROCKETDYNE HLDGS INC | 19,475,000 | $24.68M | 0.8% | $1.27 | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | CORNERSTONE ONDEMAND INC | 23,264,000 | $23.18M | 0.7% | $1.00 | $1.04 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | INSULET CORP | 14,625,000 | $22.64M | 0.7% | $1.55 | $1.30 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | LIBERTY MEDIA CORP | 32,546,000 | $22.29M | 0.7% | $0.68 | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DOMINION ENERGY INC | 3,000 | $20.23M | 0.7% | $6743.00 | — | — | Call | 25746U909 |
| — | ENVESTNET INC | 17,582,000 | $19.29M | 0.6% | $1.10 | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | VIAVI SOLUTIONS INC | 18,200,000 | $18.46M | 0.6% | $1.01 | $1.01 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | CSG SYS INTL INC | 16,461,000 | $18.09M | 0.6% | $1.10 | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | EPR PPTYS | 503,015 | $17.55M | 0.6% | $34.88 | $36.57 | — | CONV PFD 9% SR E | 26884U307 |
| — | TUTOR PERINI CORP | 15,625,000 | $16.46M | 0.5% | $1.05 | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | DISH NETWORK CORP | 16,756,000 | $16.14M | 0.5% | $0.96 | $1.06 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | NATIONAL HEALTH INVS INC | 12,769,000 | $13.96M | 0.4% | $1.09 | $1.10 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | INVACARE CORP | 9,725,000 | $12.23M | 0.4% | $1.26 | $1.05 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | QUIDEL CORP | 7,000,000 | $12.11M | 0.4% | $1.73 | $1.73 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | RAMBUS INC DEL | 8,748,000 | $9.868M | 0.3% | $1.13 | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | INPHI CORP | 9,000,000 | $9.401M | 0.3% | $1.04 | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | CARDTRONICS INC | 9,976,000 | $9.266M | 0.3% | $0.93 | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | CIENA CORP | 7,000,000 | $9.23M | 0.3% | $1.32 | $1.30 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | SERVICESOURCE INTL INC | 9,425,000 | $9.174M | 0.3% | $0.97 | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | LIBERTY MEDIA CORP | 11,360,000 | $8.009M | 0.3% | $0.71 | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| KMI | KINDER MORGAN INC DEL | 502,650 | $7.57M | 0.2% | $15.06 * | $13.06 | -15.2% | COM | 49456B101 |
| — | RTI INTL METALS INC | 5,945,000 | $6.247M | 0.2% | $1.05 | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | TWITTER INC | 6,392,000 | $5.977M | 0.2% | $0.94 | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | INTERDIGITAL INC | 5,105,000 | $5.919M | 0.2% | $1.16 | $1.17 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | GREENBRIER COS INC | 4,840,000 | $5.53M | 0.2% | $1.14 | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | ANI PHARMACEUTICALS INC | 4,816,000 | $5.251M | 0.2% | $1.09 | $1.09 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | ZILLOW GROUP INC | 3,775,000 | $4.563M | 0.1% | $1.21 | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | NUANCE COMMUNICATIONS INC | 4,425,000 | $4.197M | 0.1% | $0.95 | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | JAZZ INVESTMENTS I LTD | 3,925,000 | $4.102M | 0.1% | $1.05 | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CONVERGYS CORP | 1,898,000 | $4.023M | 0.1% | $2.12 | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | SPIRIT RLTY CAP INC NEW | 3,900,000 | $3.88M | 0.1% | $0.99 | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | AKAMAI TECHNOLOGIES INC | 3,500,000 | $3.59M | 0.1% | $1.03 | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | NUVASIVE INC | 3,250,000 | $3.57M | 0.1% | $1.10 | $1.10 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ROYAL GOLD INC | 3,325,000 | $3.495M | 0.1% | $1.05 | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CITRIX SYS INC | 2,595,000 | $3.416M | 0.1% | $1.32 | $1.13 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | CALAMP CORP | 3,000,000 | $3.199M | 0.1% | $1.07 | $1.06 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | FINISAR CORP | 3,225,000 | $3.169M | 0.1% | $0.98 | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | VITAMIN SHOPPE INC | 4,100,000 | $2.995M | 0.1% | $0.73 | $0.92 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | VEECO INSTRS INC DEL | 2,975,000 | $2.7M | 0.1% | $0.91 | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | SPIRIT RLTY CAP INC NEW | 2,650,000 | $2.688M | 0.1% | $1.01 | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | THERAVANCE INC | 2,250,000 | $2.408M | 0.1% | $1.07 | $1.02 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | OSI SYSTEMS INC | 2,570,000 | $2.332M | 0.1% | $0.91 | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | BANK AMER CORP | 1,026,082 | $2.134M | 0.1% | $2.08 | $2.13 | — | *W EXP 10/28/201 | 060505153 |
| — | FINISAR CORP | 2,250,000 | $2.021M | 0.1% | $0.90 | $0.92 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | HURON CONSULTING GROUP INC | 1,400,000 | $1.316M | 0.0% | $0.94 | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,300,000 | $1.304M | 0.0% | $1.00 | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | MEDIDATA SOLUTIONS INC | 1,000,000 | $1.123M | 0.0% | $1.12 | $1.12 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | NUANCE COMMUNICATIONS INC | 1,000,000 | $1.019M | 0.0% | $1.02 | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | DISH NETWORK CORP | 1,025,000 | $906K | 0.0% | $0.88 | $0.88 | — | NOTE 2.375% 3/1 | 25470MAD1 |