CIK: 0000903944 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 10, 2018
Total Value ($000): $3,109,021 (40.0% shares, 60.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ANTHEM INC | 4,957,124 | $266,198 | 8.6% | $52.41 | — | UNIT 05/01/20188 | 036752202 |
| — | VERISIGN INC | 74,869,000 | $257,984 | 8.3% | $2.35 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICROCHIP TECHNOLOGY INC | 105,792,000 | $187,568 | 6.0% | $1.29 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | DTE ENERGY CO | 3,274,738 | $170,155 | 5.5% | $52.11 | — | UNIT 99/99/9999 | 233331883 |
| — | SEMPRA ENERGY | 1,381,788 | $140,959 | 4.5% | $102.01 | — | 6% PFD CONV A | 816851406 |
| — | WORKDAY INC | 90,365,000 | $137,147 | 4.4% | $1.21 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | CROWN CASTLE INTL CORP NEW | 99,699 | $110,967 | 3.6% | $1060.20 | — | 6.875% CON PFD A | 22822V309 |
| — | BECTON DICKINSON & CO | 1,638,969 | $95,118 | 3.1% | $56.36 | — | PFD SHS CONV A | 075887208 |
| — | NXP SEMICONDUCTORS N V | 76,505,000 | $94,672 | 3.0% | $1.14 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | WELLS FARGO CO NEW | 71,471 | $92,198 | 3.0% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | MOLINA HEALTHCARE INC | 44,301,000 | $89,080 | 2.9% | $1.64 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | DOMINION ENERGY INC | 1,897,287 | $87,955 | 2.8% | $50.44 | — | UNIT 08/15/2019 | 25746U836 |
| — | BANK AMER CORP | 53,951 | $69,383 | 2.2% | $1166.79 | — | 7.25%CNV PFD L | 060505682 |
| — | GENERAL CABLE CORP DEL NEW | 60,721,000 | $64,091 | 2.1% | $0.94 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | BLACK HILLS CORP | 1,071,500 | $64,086 | 2.1% | $61.41 | — | UNIT 99/99/9999 | 092113125 |
| — | TWITTER INC | 66,483,000 | $63,929 | 2.1% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | NUANCE COMMUNICATIONS INC | 55,000,000 | $54,483 | 1.8% | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | EURONET WORLDWIDE INC | 42,900,000 | $50,586 | 1.6% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | KNOWLES CORP | 46,500,000 | $48,303 | 1.6% | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | ADVANCED MICRO DEVICES INC | 31,528,000 | $46,135 | 1.5% | $1.16 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | WORKDAY INC | 27,300,000 | $44,177 | 1.4% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | TESLA INC | 41,100,000 | $40,965 | 1.3% | $1.09 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SHUTTERFLY INC | 31,563,000 | $39,759 | 1.3% | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PHOTRONICS INC | 37,413,000 | $38,636 | 1.2% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | CIENA CORP | 27,001,000 | $37,929 | 1.2% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | ASSURANT INC | 347,525 | $35,982 | 1.2% | $103.54 | — | 6.50% CONV PFD D | 04621X207 |
| — | ZIONS BANCORPORATION | 1,764,387 | $35,658 | 1.1% | $15.53 | — | *W EXP 05/22/202 | 989701115 |
| — | NEXTERA ENERGY INC | 485,000 | $35,258 | 1.1% | $71.40 | — | UNIT 08/31/2018 | 65339F846 |
| — | BLACKHAWK NETWORK HLDGS INC | 28,740,000 | $31,704 | 1.0% | $1.10 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | PANDORA MEDIA INC | 33,425,000 | $30,438 | 1.0% | $1.00 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | INTEGRATED DEVICE TECHNOLOGY | 25,939,000 | $29,220 | 0.9% | $1.07 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | EPR PPTYS | 1,170,661 | $28,459 | 0.9% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | CHENIERE ENERGY INC | 34,500,000 | $26,777 | 0.9% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | AMAG PHARMACEUTICALS INC | 24,375,000 | $25,107 | 0.8% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | ON SEMICONDUCTOR CORP | 18,300,000 | $25,039 | 0.8% | $1.37 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | AEROJET ROCKETDYNE HLDGS INC | 19,475,000 | $24,682 | 0.8% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | CORNERSTONE ONDEMAND INC | 23,264,000 | $23,183 | 0.7% | $1.04 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | INSULET CORP | 14,625,000 | $22,642 | 0.7% | $1.30 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | LIBERTY MEDIA CORP | 32,546,000 | $22,294 | 0.7% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DOMINION ENERGY INC | 3,000 | $20,229 | 0.7% | — | — | Call | 25746U909 |
| — | ENVESTNET INC | 17,582,000 | $19,287 | 0.6% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | VIAVI SOLUTIONS INC | 18,200,000 | $18,462 | 0.6% | $1.01 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | CSG SYS INTL INC | 16,461,000 | $18,091 | 0.6% | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | EPR PPTYS | 503,015 | $17,545 | 0.6% | $36.57 | — | CONV PFD 9% SR E | 26884U307 |
| — | TUTOR PERINI CORP | 15,625,000 | $16,462 | 0.5% | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | DISH NETWORK CORP | 16,756,000 | $16,139 | 0.5% | $1.06 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | NATIONAL HEALTH INVS INC | 12,769,000 | $13,965 | 0.4% | $1.10 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | INVACARE CORP | 9,725,000 | $12,235 | 0.4% | $1.05 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | QUIDEL CORP | 7,000,000 | $12,108 | 0.4% | $1.73 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | RAMBUS INC DEL | 8,748,000 | $9,868 | 0.3% | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | INPHI CORP | 9,000,000 | $9,401 | 0.3% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | CARDTRONICS INC | 9,976,000 | $9,266 | 0.3% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | CIENA CORP | 7,000,000 | $9,230 | 0.3% | $1.30 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | SERVICESOURCE INTL INC | 9,425,000 | $9,174 | 0.3% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | LIBERTY MEDIA CORP | 11,360,000 | $8,009 | 0.3% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| KMI | KINDER MORGAN INC DEL | 502,650 | $7,570 | 0.2% | $13.06 | -15.2% | COM | 49456B101 |
| — | RTI INTL METALS INC | 5,945,000 | $6,247 | 0.2% | $1.07 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | TWITTER INC | 6,392,000 | $5,977 | 0.2% | $0.89 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | INTERDIGITAL INC | 5,105,000 | $5,919 | 0.2% | $1.17 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | GREENBRIER COS INC | 4,840,000 | $5,530 | 0.2% | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | ANI PHARMACEUTICALS INC | 4,816,000 | $5,251 | 0.2% | $1.09 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | ZILLOW GROUP INC | 3,775,000 | $4,563 | 0.1% | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | NUANCE COMMUNICATIONS INC | 4,425,000 | $4,197 | 0.1% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | JAZZ INVESTMENTS I LTD | 3,925,000 | $4,102 | 0.1% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CONVERGYS CORP | 1,898,000 | $4,023 | 0.1% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | SPIRIT RLTY CAP INC NEW | 3,900,000 | $3,880 | 0.1% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | AKAMAI TECHNOLOGIES INC | 3,500,000 | $3,590 | 0.1% | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | NUVASIVE INC | 3,250,000 | $3,570 | 0.1% | $1.10 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ROYAL GOLD INC | 3,325,000 | $3,495 | 0.1% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CITRIX SYS INC | 2,595,000 | $3,416 | 0.1% | $1.13 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | CALAMP CORP | 3,000,000 | $3,199 | 0.1% | $1.06 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | FINISAR CORP | 3,225,000 | $3,169 | 0.1% | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | VITAMIN SHOPPE INC | 4,100,000 | $2,995 | 0.1% | $0.92 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | VEECO INSTRS INC DEL | 2,975,000 | $2,700 | 0.1% | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | SPIRIT RLTY CAP INC NEW | 2,650,000 | $2,688 | 0.1% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | THERAVANCE INC | 2,250,000 | $2,408 | 0.1% | $1.02 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | OSI SYSTEMS INC | 2,570,000 | $2,332 | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | BANK AMER CORP | 1,026,082 | $2,134 | 0.1% | $2.13 | — | *W EXP 10/28/201 | 060505153 |
| — | FINISAR CORP | 2,250,000 | $2,021 | 0.1% | $0.92 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | HURON CONSULTING GROUP INC | 1,400,000 | $1,316 | 0.0% | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,300,000 | $1,304 | 0.0% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | MEDIDATA SOLUTIONS INC | 1,000,000 | $1,123 | 0.0% | $1.12 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | NUANCE COMMUNICATIONS INC | 1,000,000 | $1,019 | 0.0% | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | DISH NETWORK CORP | 1,025,000 | $906 | 0.0% | $0.88 | — | NOTE 2.375% 3/1 | 25470MAD1 |