Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value: $3.592B (51.7% shares, 48.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DOMINION ENERGY INC | 5,740,022 | $275M | 7.7% | $48.32 | — | UNIT 08/15/2019 | 25746U836 |
| — | WELLS FARGO CO NEW | 204,789 | $258M | 7.2% | $1241.49 | — | PERP PFD CNV A | 949746804 |
| — | CENTERPOINT ENERGY INC | 3,779,750 | $190M | 5.3% | $50.32 | — | DEP RP PFD CV B | 15189T503 |
| — | BECTON DICKINSON & CO | 3,184,592 | $183M | 5.1% | $58.19 | — | PFD SHS CONV A | 075887208 |
| — | SEMPRA ENERGY | 1,886,512 | $181M | 5.0% | $100.92 | — | 6% PFD CONV A | 816851406 |
| — | FORTIVE CORP | 196,000 | $178M | 5.0% | $1002.30 | — | 5% PFD CNV SER A | 34959J207 |
| — | CROWN CASTLE INTL CORP NEW | 160,134 | $168M | 4.7% | $1057.09 | — | 6.875% CON PFD A | 22822V309 |
| — | MICROCHIP TECHNOLOGY INC | 90,292,000 | $127M | 3.5% | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 71,702,000 | $111M | 3.1% | $1.22 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | CITRIX SYS INC | 66,323,000 | $94.17M | 2.6% | $1.49 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | VISTRA ENERGY CORP | 903,950 | $81.47M | 2.3% | $94.88 | — | UNIT 02/02/2024 | 92840M300 |
| — | DTE ENERGY CO | 1,495,338 | $77.58M | 2.2% | $52.09 | — | UNIT 99/99/9999 | 233331883 |
| — | SYNAPTICS INC | 71,475,000 | $62.63M | 1.7% | $0.97 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | SOUTH JERSEY INDS INC | 1,317,649 | $61.44M | 1.7% | $54.81 | — | UNIT 99/99/9999 | 838518116 |
| — | TWITTER INC | 63,657,000 | $58.06M | 1.6% | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ON SEMICONDUCTOR CORP | 53,265,000 | $57.16M | 1.6% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | KNOWLES CORP | 50,400,000 | $51.94M | 1.4% | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | EZCORP INC | 49,251,000 | $48.36M | 1.3% | $1.24 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | NXP SEMICONDUCTORS N V | 47,780,000 | $47.8M | 1.3% | $1.14 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | VECTOR GROUP LTD | 44,050,000 | $45.2M | 1.3% | $1.05 | — | FRNT 1/1 | 92240MAY4 |
| — | AEROJET ROCKETDYNE HLDGS INC | 29,475,000 | $43.3M | 1.2% | $1.35 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 855,000 | $43.26M | 1.2% | $52.44 | — | UNIT 09/15/2021 | 459506309 |
| — | GUIDEWIRE SOFTWARE INC | 44,050,000 | $42.21M | 1.2% | $1.00 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | TESLA INC | 40,124,000 | $41.69M | 1.2% | $1.09 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | NUANCE COMMUNICATIONS INC | 47,153,000 | $40.84M | 1.1% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | QUOTIENT TECHNOLOGY INC | 38,600,000 | $36.4M | 1.0% | $0.94 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | TWITTER INC | 36,733,000 | $35.64M | 1.0% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | TEAM INC | 35,177,000 | $34.97M | 1.0% | $1.24 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | ZILLOW GROUP INC | 40,200,000 | $34.53M | 1.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | HCI GROUP INC | 33,616,000 | $33.91M | 0.9% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | INNOVIVA INC | 27,634,000 | $33.2M | 0.9% | $1.17 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | PRA GROUP INC | 38,216,000 | $32.2M | 0.9% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | VIAVI SOLUTIONS INC | 30,975,000 | $30.53M | 0.8% | $1.03 | — | NOTE 1.000% 3/0 | 925550AB1 |
| D | DOMINION ENERGY INC | 416,800 | $29.79M | 0.8% | — | — | Call | 25746U109 |
| — | VECTOR GROUP LTD | 29,597,000 | $29.69M | 0.8% | $1.02 | — | FRNT 4/1 | 92240MBC1 |
| — | EPR PPTYS | 1,112,561 | $29.67M | 0.8% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | WORKDAY INC | 14,800,000 | $29.27M | 0.8% | $1.19 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | NUANCE COMMUNICATIONS INC | 32,895,000 | $28.97M | 0.8% | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | RAMBUS INC DEL | 33,400,000 | $28.97M | 0.8% | $0.87 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | ASSURANT INC | 293,219 | $28.74M | 0.8% | $103.54 | — | 6.50% CONV PFD D | 04621X207 |
| — | AMAG PHARMACEUTICALS INC | 31,375,000 | $28.68M | 0.8% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | EXACT SCIENCES CORP | 25,800,000 | $28.33M | 0.8% | $1.07 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | PHOTRONICS INC | 26,413,000 | $27.49M | 0.8% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | CSG SYS INTL INC | 26,935,000 | $26.7M | 0.7% | $1.04 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | CHENIERE ENERGY INC | 37,950,000 | $26.4M | 0.7% | $0.66 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | EPR PPTYS | 732,883 | $24.95M | 0.7% | $36.15 | — | CONV PFD 9% SR E | 26884U307 |
| — | ENCORE CAP EUROPE FIN LTD | 30,675,000 | $24.46M | 0.7% | $0.99 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | QTS RLTY TR INC | 243,050 | $22.93M | 0.6% | $105.61 | — | 6.50% CON PFD B | 74736A301 |
| — | NUVASIVE INC | 21,202,000 | $22.29M | 0.6% | $1.18 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | NATIONAL HEALTH INVS INC | 20,214,000 | $22.13M | 0.6% | $1.11 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | LIBERTY MEDIA CORP | 33,171,000 | $21.89M | 0.6% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ENVESTNET INC | 18,307,000 | $18.51M | 0.5% | $1.00 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | EURONET WORLDWIDE INC | 12,898,000 | $18.32M | 0.5% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | ZIONS BANCORPORATION N A | 1,839,387 | $17.31M | 0.5% | $15.72 | — | *W EXP 05/21/202 | 989701115 |
| — | SEMPRA ENERGY | 165,937 | $15.93M | 0.4% | $101.29 | — | 6.75% CNV PFD B | 816851505 |
| — | CLOVIS ONCOLOGY INC | 20,836,000 | $14.58M | 0.4% | $0.84 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | MARRIOTT VACATIONS WRLDWDE C | 15,950,000 | $13.68M | 0.4% | $0.86 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | INFINERA CORPORATION | 18,075,000 | $13.08M | 0.4% | $0.90 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | CALAMP CORP | 12,308,000 | $11.71M | 0.3% | $1.04 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | SERVICENOW INC | 7,465,000 | $10.42M | 0.3% | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | CARDTRONICS INC | 10,725,000 | $9.933M | 0.3% | $0.96 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | SILICON LABORATORIES INC | 8,760,000 | $9.254M | 0.3% | $1.22 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | FINISAR CORP | 9,233,000 | $8.764M | 0.2% | $0.91 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | RETROPHIN INC | 9,425,000 | $8.445M | 0.2% | $0.97 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | LIBERTY MEDIA CORP | 11,960,000 | $8.058M | 0.2% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | INTERDIGITAL INC | 6,130,000 | $6.44M | 0.2% | $1.18 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MERITOR INC | 7,375,000 | $6.439M | 0.2% | $0.95 | — | NOTE 3.250%10/1 | 59001KAF7 |
| NEE | NEXTERA ENERGY INC | 36,880 | $6.41M | 0.2% | $35.46 | +3.4% | COM | 65339F101 |
| — | II VI INC | 6,325,000 | $6.145M | 0.2% | $0.97 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | KAMAN CORP | 5,725,000 | $6.097M | 0.2% | $1.21 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | GREENBRIER COS INC | 5,125,000 | $5.036M | 0.1% | $1.05 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | CYPRESS SEMICONDUCTOR CORP | 4,050,000 | $4.784M | 0.1% | $1.18 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | ISTAR INC | 5,300,000 | $4.776M | 0.1% | $0.90 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 4,500,000 | $4.124M | 0.1% | $0.93 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | THERAVANCE INC | 3,550,000 | $3.836M | 0.1% | $1.00 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | OSI SYSTEMS INC | 3,870,000 | $3.587M | 0.1% | $0.93 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | DYCOM INDS INC | 3,550,000 | $3.296M | 0.1% | $1.11 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | RTI INTL METALS INC | 3,295,000 | $3.279M | 0.1% | $1.05 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | J2 GLOBAL INC | 2,500,000 | $2.867M | 0.1% | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | BANK AMER CORP | 2,216 | $2.776M | 0.1% | $1166.79 | — | 7.25%CNV PFD L | 060505682 |
| — | LUMENTUM HLDGS INC | 2,675,000 | $2.684M | 0.1% | $1.00 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | TERADYNE INC | 2,250,000 | $2.668M | 0.1% | $1.31 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | SPIRIT RLTY CAP INC NEW | 2,650,000 | $2.645M | 0.1% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | VEECO INSTRS INC DEL | 3,275,000 | $2.47M | 0.1% | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | NUANCE COMMUNICATIONS INC | 2,516,000 | $2.355M | 0.1% | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | ROYAL GOLD INC | 1,825,000 | $1.83M | 0.1% | $1.01 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ZILLOW GROUP INC | 1,800,000 | $1.749M | 0.0% | $1.08 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | TUTOR PERINI CORP | 1,600,000 | $1.473M | 0.0% | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | HURON CONSULTING GROUP INC | 1,400,000 | $1.372M | 0.0% | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | SPIRIT RLTY CAP INC NEW | 1,275,000 | $1.248M | 0.0% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | ON SEMICONDUCTOR CORP | 1,000,000 | $1.103M | 0.0% | $1.16 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | JAZZ INVESTMENTS I LTD | 1,025,000 | $993K | 0.0% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | JAZZ INVESTMENTS I LTD | 450,000 | $407K | 0.0% | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |