Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $3.553B (42.2% shares, 57.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DOMINION ENERGY INC | 4,300,062 | $204M | 5.7% | $47.38 | $48.47 | — | UNIT 08/15/2019 | 25746U836 |
| — | SEMPRA ENERGY | 1,755,404 | $176M | 5.0% | $100.41 | $101.29 | — | 6% PFD CONV A | 816851406 |
| — | MICROCHIP TECHNOLOGY INC | 115,292,000 | $174M | 4.9% | $1.51 | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | DTE ENERGY CO | 2,836,803 | $147M | 4.1% | $51.90 | $52.09 | — | UNIT 99/99/9999 | 233331883 |
| — | MOLINA HEALTHCARE INC | 39,301,000 | $143M | 4.0% | $3.65 | $1.64 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | WELLS FARGO CO NEW | 99,171 | $128M | 3.6% | $1286.32 | $1220.63 | — | PERP PFD CNV A | 949746804 |
| — | FORTIVE CORP | 116,500 | $124M | 3.5% | $1066.47 | $1066.47 | — | 5% PFD CNV SER A | 34959J207 |
| — | BLACK HILLS CORP | 1,854,289 | $116M | 3.3% | $62.60 | $63.40 | — | UNIT 99/99/9999 | 092113125 |
| — | BECTON DICKINSON & CO | 1,745,125 | $114M | 3.2% | $65.47 | $58.84 | — | PFD SHS CONV A | 075887208 |
| — | INTEGRATED DEVICE TECHNOLOGY | 67,702,000 | $102M | 2.9% | $1.50 | $1.20 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | CITRIX SYS INC | 65,070,000 | $99.94M | 2.8% | $1.54 | $1.49 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ADVANCED MICRO DEVICES INC | 24,528,000 | $95.25M | 2.7% | $3.88 | $1.36 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | CROWN CASTLE INTL CORP NEW | 87,634 | $94.57M | 2.7% | $1079.11 | $1064.27 | — | 6.875% CON PFD A | 22822V309 |
| — | NXP SEMICONDUCTORS N V | 82,480,000 | $85.88M | 2.4% | $1.04 | $1.14 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | SOUTH JERSEY INDS INC | 1,235,143 | $69.16M | 1.9% | $55.99 | $55.35 | — | UNIT 99/99/9999 | 838518116 |
| — | EZCORP INC | 49,251,000 | $61.09M | 1.7% | $1.24 | $1.24 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | VISTRA ENERGY CORP | 629,950 | $61.07M | 1.7% | $96.95 | $96.95 | — | UNIT 02/02/2024 | 92840M300 |
| — | SYNAPTICS INC | 62,463,000 | $59.59M | 1.7% | $0.95 | $0.99 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | TWITTER INC | 61,907,000 | $56.99M | 1.6% | $0.92 | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | KNOWLES CORP | 49,150,000 | $56.1M | 1.6% | $1.14 | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | ON SEMICONDUCTOR CORP | 48,665,000 | $54.64M | 1.5% | $1.12 | $1.30 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | WORKDAY INC | 27,300,000 | $49.16M | 1.4% | $1.80 | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | AEROJET ROCKETDYNE HLDGS INC | 28,975,000 | $41.34M | 1.2% | $1.43 | $1.35 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | TEAM INC | 32,177,000 | $40.54M | 1.1% | $1.26 | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | TWITTER INC | 41,733,000 | $40.41M | 1.1% | $0.97 | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | PHOTRONICS INC | 37,413,000 | $39.94M | 1.1% | $1.07 | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | TESLA INC | 39,974,000 | $39.63M | 1.1% | $0.99 | $1.09 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | NUANCE COMMUNICATIONS INC | 36,895,000 | $37.98M | 1.1% | $1.03 | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | EURONET WORLDWIDE INC | 25,898,000 | $36.06M | 1.0% | $1.39 | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | NUANCE COMMUNICATIONS INC | 37,608,000 | $35.39M | 1.0% | $0.94 | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ASSURANT INC | 308,219 | $35.18M | 1.0% | $114.15 | $103.54 | — | 6.50% CONV PFD D | 04621X207 |
| — | PRA GROUP INC | 34,016,000 | $34.78M | 1.0% | $1.02 | $1.06 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | ZILLOW GROUP INC | 37,200,000 | $34.26M | 1.0% | $0.92 | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | VIAVI SOLUTIONS INC | 31,100,000 | $33.55M | 0.9% | $1.08 | $1.03 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | ZIONS BANCORPORATION | 1,839,387 | $32.92M | 0.9% | $17.90 | $15.72 | — | *W EXP 05/22/202 | 989701115 |
| — | EPR PPTYS | 1,138,561 | $31.89M | 0.9% | $28.01 | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | HCI GROUP INC | 31,589,000 | $31.35M | 0.9% | $0.99 | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | CHENIERE ENERGY INC | 37,650,000 | $30.2M | 0.8% | $0.80 | $0.66 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | EXACT SCIENCES CORP | 23,800,000 | $29.41M | 0.8% | $1.24 | $1.06 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| D | DOMINION ENERGY INC | 416,800 | $29.29M | 0.8% | $70.28 | — | — | Call | 25746U109 |
| — | ENVESTNET INC | 26,607,000 | $29.21M | 0.8% | $1.10 | $1.00 | — | NOTE 1.750%12/1 | 29404KAA4 |
| NEE | NEXTERA ENERGY INC | 163,580 | $27.42M | 0.8% | $167.60 * | $35.46 | 0.0% | COM | 65339F101 |
| — | AMAG PHARMACEUTICALS INC | 25,875,000 | $27.16M | 0.8% | $1.05 | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | EPR PPTYS | 752,283 | $27.07M | 0.8% | $35.98 | $36.15 | — | CONV PFD 9% SR E | 26884U307 |
| — | CSG SYS INTL INC | 25,785,000 | $27.03M | 0.8% | $1.05 | $1.05 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | ENCORE CAP EUROPE FIN LTD | 26,175,000 | $26.78M | 0.8% | $1.02 | $1.02 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | NUVASIVE INC | 20,502,000 | $25.95M | 0.7% | $1.27 | $1.19 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | VECTOR GROUP LTD | 24,000,000 | $25.79M | 0.7% | $1.07 | $1.07 | — | FRNT 1/1 | 92240MAY4 |
| — | QTS RLTY TR INC | 243,050 | $25.67M | 0.7% | $105.61 | $105.61 | — | 6.50% CON PFD B | 74736A301 |
| — | NATIONAL HEALTH INVS INC | 22,119,000 | $25M | 0.7% | $1.13 | $1.11 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | CLOVIS ONCOLOGY INC | 32,275,000 | $24.95M | 0.7% | $0.77 | $0.84 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 444,550 | $24.07M | 0.7% | $54.14 | $54.14 | — | UNIT 09/15/2021 | 459506309 |
| — | LIBERTY MEDIA CORP | 33,396,000 | $22.88M | 0.6% | $0.68 | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | SEMPRA ENERGY | 205,937 | $20.86M | 0.6% | $101.29 | $101.29 | — | 6.75% CNV PFD B | 816851505 |
| — | BANK AMER CORP | 15,966 | $20.66M | 0.6% | $1294.25 | $1166.79 | — | 7.25%CNV PFD L | 060505682 |
| — | SERVICENOW INC | 12,965,000 | $19.33M | 0.5% | $1.49 | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 435,286 | $19.07M | 0.5% | $43.82 | $45.70 | — | 6% PFD CNV SR A | G6359F129 |
| — | GUIDEWIRE SOFTWARE INC | 16,650,000 | $17.79M | 0.5% | $1.07 | $1.07 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | SILICON LABORATORIES INC | 11,660,000 | $13.32M | 0.4% | $1.14 | $1.22 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | VECTOR GROUP LTD | 12,500,000 | $13.01M | 0.4% | $1.04 | $1.04 | — | FRNT 4/1 | 92240MBC1 |
| — | FINISAR CORP | 12,933,000 | $11.85M | 0.3% | $0.92 | $0.91 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | MERITOR INC | 12,200,000 | $11.64M | 0.3% | $0.95 | $0.95 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | INFINERA CORPORATION | 11,075,000 | $11.18M | 0.3% | $1.01 | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | TERADYNE INC | 8,000,000 | $10.39M | 0.3% | $1.30 | $1.31 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CALAMP CORP | 9,458,000 | $9.932M | 0.3% | $1.05 | $1.07 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | INVACARE CORP | 8,725,000 | $9.435M | 0.3% | $1.08 | $1.05 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | INNOVIVA INC | 7,834,000 | $8.668M | 0.2% | $1.11 | $1.11 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | LIBERTY MEDIA CORP | 11,960,000 | $8.282M | 0.2% | $0.69 | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | RTI INTL METALS INC | 8,095,000 | $8.252M | 0.2% | $1.02 | $1.05 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | INTERDIGITAL INC | 6,380,000 | $7.482M | 0.2% | $1.17 | $1.18 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | KAMAN CORP | 5,975,000 | $7.001M | 0.2% | $1.17 | $1.21 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | SOLARCITY CORP | 7,000,000 | $6.125M | 0.2% | $0.88 | $0.88 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | RETROPHIN INC | 5,425,000 | $5.557M | 0.2% | $1.02 | $1.02 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | CARDTRONICS INC | 5,525,000 | $5.318M | 0.1% | $0.96 | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ROYAL GOLD INC | 4,925,000 | $4.962M | 0.1% | $1.01 | $1.01 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ON SEMICONDUCTOR CORP | 3,750,000 | $4.35M | 0.1% | $1.16 | $1.16 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | CONVERGYS CORP | 1,898,000 | $4.132M | 0.1% | $2.18 | $1.72 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | DYCOM INDS INC | 3,700,000 | $4.104M | 0.1% | $1.11 | $1.11 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | FINISAR CORP | 4,025,000 | $3.997M | 0.1% | $0.99 | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | OSI SYSTEMS INC | 4,020,000 | $3.832M | 0.1% | $0.95 | $0.93 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | THERAVANCE INC | 3,700,000 | $3.749M | 0.1% | $1.01 | $1.00 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | JAZZ INVESTMENTS I LTD | 3,250,000 | $3.477M | 0.1% | $1.07 | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | SPIRIT RLTY CAP INC NEW | 2,950,000 | $2.976M | 0.1% | $1.01 | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | VIRTUS INVT PARTNERS INC | 30,000 | $2.957M | 0.1% | $98.57 | $98.57 | — | PFD CV SER D | 92828Q208 |
| — | SPIRIT RLTY CAP INC NEW | 2,875,000 | $2.87M | 0.1% | $1.00 | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | VEECO INSTRS INC DEL | 3,375,000 | $2.858M | 0.1% | $0.85 | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | GREENBRIER COS INC | 2,165,000 | $2.56M | 0.1% | $1.18 | $1.15 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | NUANCE COMMUNICATIONS INC | 2,516,000 | $2.549M | 0.1% | $1.01 | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | KB HOME | 2,500,000 | $2.537M | 0.1% | $1.01 | $1.08 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | ZILLOW GROUP INC | 1,900,000 | $2.054M | 0.1% | $1.08 | $1.08 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | TUTOR PERINI CORP | 1,700,000 | $1.734M | 0.0% | $1.02 | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 1,500,000 | $1.445M | 0.0% | $0.96 | $0.96 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | JAZZ INVESTMENTS I LTD | 1,400,000 | $1.422M | 0.0% | $1.02 | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,300,000 | $1.367M | 0.0% | $1.05 | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | HURON CONSULTING GROUP INC | 1,400,000 | $1.359M | 0.0% | $0.97 | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ANI PHARMACEUTICALS INC | 930,000 | $985K | 0.0% | $1.06 | $1.09 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | BANK AMER CORP | 1,226,082 | $356K | 0.0% | $0.29 | $1.83 | — | *W EXP 10/28/201 | 060505153 |