Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 13, 2018
Total Value: $3.044B (39.8% shares, 60.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECHNOLOGY INC | 115,292,000 | $201M | 6.6% | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | BECTON DICKINSON & CO | 3,027,933 | $187M | 6.1% | $58.84 | — | PFD SHS CONV A | 075887208 |
| — | CROWN CASTLE INTL CORP NEW | 145,799 | $156M | 5.1% | $1064.27 | — | 6.875% CON PFD A | 22822V309 |
| — | WORKDAY INC | 92,665,000 | $138M | 4.5% | $1.21 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | DTE ENERGY CO | 2,658,238 | $137M | 4.5% | $52.11 | — | UNIT 99/99/9999 | 233331883 |
| — | DOMINION ENERGY INC | 2,852,287 | $132M | 4.3% | $49.02 | — | UNIT 08/15/2019 | 25746U836 |
| — | BLACK HILLS CORP | 1,954,289 | $129M | 4.2% | $63.40 | — | UNIT 99/99/9999 | 092113125 |
| — | SEMPRA ENERGY | 966,788 | $101M | 3.3% | $102.01 | — | 6% PFD CONV A | 816851406 |
| — | NXP SEMICONDUCTORS N V | 80,230,000 | $96.52M | 3.2% | $1.14 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | MOLINA HEALTHCARE INC | 39,301,000 | $95.16M | 3.1% | $1.64 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | WELLS FARGO CO NEW | 69,471 | $87.46M | 2.9% | $1192.54 | — | PERP PFD CNV A | 949746804 |
| — | ADVANCED MICRO DEVICES INC | 41,528,000 | $82.49M | 2.7% | $1.36 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | SOUTH JERSEY INDS INC | 1,176,143 | $65.06M | 2.1% | $55.32 | — | UNIT 99/99/9999 | 838518116 |
| — | TWITTER INC | 66,233,000 | $64.22M | 2.1% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | ON SEMICONDUCTOR CORP | 48,665,000 | $61.59M | 2.0% | $1.30 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | SYNAPTICS INC | 61,713,000 | $60.95M | 2.0% | $0.99 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | EURONET WORLDWIDE INC | 48,798,000 | $59.8M | 2.0% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | INTEGRATED DEVICE TECHNOLOGY | 51,789,000 | $59.02M | 1.9% | $1.10 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | TESLA INC | 53,432,000 | $58.88M | 1.9% | $1.09 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | BANK AMER CORP | 46,989 | $58.78M | 1.9% | $1166.79 | — | 7.25%CNV PFD L | 060505682 |
| — | NUANCE COMMUNICATIONS INC | 60,820,000 | $57.18M | 1.9% | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | TWITTER INC | 51,907,000 | $50.23M | 1.7% | $0.96 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | KNOWLES CORP | 42,150,000 | $46.96M | 1.5% | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | WORKDAY INC | 27,300,000 | $42.06M | 1.4% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ASSURANT INC | 341,625 | $38.3M | 1.3% | $103.54 | — | 6.50% CONV PFD D | 04621X207 |
| — | PHOTRONICS INC | 37,413,000 | $38.09M | 1.3% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 28,975,000 | $37.44M | 1.2% | $1.35 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | ZIONS BANCORPORATION | 1,839,387 | $37.16M | 1.2% | $15.72 | — | *W EXP 05/22/202 | 989701115 |
| — | PRA GROUP INC | 34,016,000 | $36.15M | 1.2% | $1.06 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | CITRIX SYS INC | 23,500,000 | $34.12M | 1.1% | $1.42 | — | NOTE 0.500% 4/1 | 177376AD2 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 733,650 | $33.53M | 1.1% | $45.70 | — | 6% PFD CNV SR A | G6359F129 |
| — | HCI GROUP INC | 32,089,000 | $31.37M | 1.0% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | EPR PPTYS | 1,163,561 | $31M | 1.0% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | DOMINION ENERGY INC | 4,468 | $30.46M | 1.0% | — | — | Call | 25746U909 |
| — | CHENIERE ENERGY INC | 37,650,000 | $29.81M | 1.0% | $0.66 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CSG SYS INTL INC | 25,785,000 | $27.11M | 0.9% | $1.05 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | ENVESTNET INC | 25,607,000 | $26.9M | 0.9% | $1.00 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | AMAG PHARMACEUTICALS INC | 25,875,000 | $26.41M | 0.9% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | VIAVI SOLUTIONS INC | 24,100,000 | $24.29M | 0.8% | $1.01 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | NUANCE COMMUNICATIONS INC | 26,553,000 | $23.77M | 0.8% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | EXACT SCIENCES CORP | 22,300,000 | $23.45M | 0.8% | $1.05 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | LIBERTY MEDIA CORP | 33,396,000 | $23.29M | 0.8% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | EPR PPTYS | 608,426 | $20.95M | 0.7% | $36.20 | — | CONV PFD 9% SR E | 26884U307 |
| — | NATIONAL HEALTH INVS INC | 18,119,000 | $20.19M | 0.7% | $1.10 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | SILICON LABORATORIES INC | 16,160,000 | $19.75M | 0.6% | $1.22 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | CALAMP CORP | 15,520,000 | $16.54M | 0.5% | $1.07 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | TELADOC INC | 9,020,000 | $13.45M | 0.4% | $1.49 | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | CLOVIS ONCOLOGY INC | 14,275,000 | $13.15M | 0.4% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | FINISAR CORP | 12,933,000 | $11.74M | 0.4% | $0.91 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | INVACARE CORP | 8,725,000 | $11.33M | 0.4% | $1.05 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | NUVASIVE INC | 9,175,000 | $9.93M | 0.3% | $1.09 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | SERVICESOURCE INTL INC | 9,425,000 | $9.208M | 0.3% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | LIBERTY MEDIA CORP | 11,960,000 | $8.403M | 0.3% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | RTI INTL METALS INC | 8,095,000 | $8.138M | 0.3% | $1.05 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | GREENBRIER COS INC | 6,965,000 | $8.015M | 0.3% | $1.15 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | INTERDIGITAL INC | 6,380,000 | $7.823M | 0.3% | $1.18 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | KAMAN CORP | 5,975,000 | $7.206M | 0.2% | $1.21 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | TUTOR PERINI CORP | 6,925,000 | $6.935M | 0.2% | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | RAMBUS INC DEL | 5,748,000 | $6.05M | 0.2% | $1.20 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | ROYAL GOLD INC | 4,925,000 | $5.207M | 0.2% | $1.01 | — | NOTE 2.875% 6/1 | 780287AA6 |
| KMI | KINDER MORGAN INC DEL | 262,466 | $4.638M | 0.2% | $13.06 | -19.0% | COM | 49456B101 |
| — | CARDTRONICS INC | 4,925,000 | $4.566M | 0.2% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | CIENA CORP | 3,150,000 | $4.44M | 0.1% | $1.26 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | CONVERGYS CORP | 1,898,000 | $4.325M | 0.1% | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | TERADYNE INC | 3,000,000 | $3.993M | 0.1% | $1.33 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | FINISAR CORP | 4,025,000 | $3.979M | 0.1% | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | OSI SYSTEMS INC | 4,020,000 | $3.89M | 0.1% | $0.93 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | THERAVANCE INC | 3,700,000 | $3.59M | 0.1% | $1.00 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | JAZZ INVESTMENTS I LTD | 3,250,000 | $3.533M | 0.1% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | INPHI CORP | 3,000,000 | $3.208M | 0.1% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | VEECO INSTRS INC DEL | 3,375,000 | $2.969M | 0.1% | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | SPIRIT RLTY CAP INC NEW | 2,950,000 | $2.961M | 0.1% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | SPIRIT RLTY CAP INC NEW | 2,875,000 | $2.86M | 0.1% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | KB HOME | 2,500,000 | $2.712M | 0.1% | $1.08 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | NUANCE COMMUNICATIONS INC | 2,516,000 | $2.418M | 0.1% | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | AKAMAI TECHNOLOGIES INC | 1,600,000 | $1.603M | 0.1% | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,300,000 | $1.315M | 0.0% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | HURON CONSULTING GROUP INC | 1,400,000 | $1.314M | 0.0% | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ANI PHARMACEUTICALS INC | 930,000 | $1.049M | 0.0% | $1.09 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | GUIDEWIRE SOFTWARE INC | 650,000 | $660K | 0.0% | $1.02 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | BANK AMER CORP | 1,026,082 | $626K | 0.0% | $2.13 | — | *W EXP 10/28/201 | 060505153 |