Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 13, 2019
Total Value: $3.352B (51.9% shares, 48.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DOMINION ENERGY INC | 5,735,022 | $287M | 8.6% | $50.01 | $48.32 | — | UNIT 08/15/2019 | 25746U836 |
| — | WELLS FARGO CO NEW | 184,594 | $239M | 7.1% | $1294.51 | $1241.49 | — | PERP PFD CNV A | 949746804 |
| — | BECTON DICKINSON & CO | 2,886,775 | $179M | 5.3% | $62.10 | $58.19 | — | PFD SHS CONV A | 075887208 |
| — | CENTERPOINT ENERGY INC | 2,911,325 | $154M | 4.6% | $52.97 | $50.32 | — | DEP RP PFD CV B | 15189T503 |
| — | MICROCHIP TECHNOLOGY INC | 90,292,000 | $147M | 4.4% | $1.62 | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CROWN CASTLE INTL CORP NEW | 113,634 | $134M | 4.0% | $1183.00 | $1057.09 | — | 6.875% CON PFD A | 22822V309 |
| — | FORTIVE CORP | 125,212 | $132M | 3.9% | $1052.84 | $1002.30 | — | 5% PFD CNV SER A | 34959J207 |
| — | INTEGRATED DEVICE TECHNOLOGY | 67,602,000 | $106M | 3.2% | $1.57 | $1.22 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | SEMPRA ENERGY | 981,512 | $104M | 3.1% | $105.69 | $100.92 | — | 6% PFD CONV A | 816851406 |
| — | CITRIX SYS INC | 66,323,000 | $94.02M | 2.8% | $1.42 | $1.49 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | TWITTER INC | 83,836,000 | $78.89M | 2.4% | $0.94 | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | AMERICAN ELEC PWR CO INC | 1,494,600 | $76.97M | 2.3% | $51.50 | $51.50 | — | UNIT 03/15/2022 | 025537127 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 1,406,981 | $70.78M | 2.1% | $50.30 | $51.60 | — | UNIT 09/15/2021 | 459506309 |
| — | VISTRA ENERGY CORP | 644,296 | $63.43M | 1.9% | $98.45 | $94.88 | — | UNIT 02/02/2024 | 92840M300 |
| — | EZCORP INC | 50,501,000 | $56.6M | 1.7% | $1.12 | $1.24 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | DANAHER CORPORATION | 51,900 | $54.38M | 1.6% | $1047.80 | $1047.80 | — | 4.75 MND CV PFD | 235851300 |
| — | EXACT SCIENCES CORP | 51,975,000 | $52.9M | 1.6% | $1.02 | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | SYNAPTICS INC | 57,131,000 | $52.72M | 1.6% | $0.92 | $0.97 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | NUANCE COMMUNICATIONS INC | 54,453,000 | $50.8M | 1.5% | $0.93 | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | SOUTH JERSEY INDS INC | 925,588 | $47.63M | 1.4% | $51.46 | $54.81 | — | UNIT 99/99/9999 | 838518116 |
| — | NXP SEMICONDUCTORS N V | 42,780,000 | $43.81M | 1.3% | $1.02 | $1.14 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | AEROJET ROCKETDYNE HLDGS INC | 29,475,000 | $43.74M | 1.3% | $1.48 | $1.35 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | KNOWLES CORP | 35,486,000 | $41.44M | 1.2% | $1.17 | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | COLFAX CORP | 300,735 | $40.11M | 1.2% | $133.36 | $133.36 | — | UNIT 01/15/2022T | 194014205 |
| — | CSG SYS INTL INC | 36,685,000 | $38.5M | 1.1% | $1.05 | $1.05 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | TEAM INC | 35,177,000 | $37.97M | 1.1% | $1.08 | $1.24 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | ON SEMICONDUCTOR CORP | 30,665,000 | $37.74M | 1.1% | $1.23 | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | NUANCE COMMUNICATIONS INC | 37,895,000 | $37.49M | 1.1% | $0.99 | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | GUIDEWIRE SOFTWARE INC | 33,845,000 | $36.76M | 1.1% | $1.09 | $1.00 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | QUOTIENT TECHNOLOGY INC | 38,600,000 | $36.16M | 1.1% | $0.94 | $0.94 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | EPR PPTYS | 1,112,561 | $35.03M | 1.0% | $31.49 | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | INNOVIVA INC | 31,334,000 | $33.52M | 1.0% | $1.07 | $1.16 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | VECTOR GROUP LTD | 30,597,000 | $31.02M | 0.9% | $1.01 | $1.02 | — | FRNT 4/1 | 92240MBC1 |
| — | CHENIERE ENERGY INC | 38,050,000 | $29.75M | 0.9% | $0.78 | $0.66 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | TWITTER INC | 30,233,000 | $29.73M | 0.9% | $0.98 | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | EPR PPTYS | 771,007 | $29.24M | 0.9% | $37.93 | $36.24 | — | CONV PFD 9% SR E | 26884U307 |
| — | PRA GROUP INC | 32,216,000 | $28.86M | 0.9% | $0.90 | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | ENVESTNET INC | 25,410,000 | $28.3M | 0.8% | $1.11 | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | KAMAN CORP | 24,811,000 | $27.29M | 0.8% | $1.10 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | ALLEGHENY TECHNOLOGIES INC | 14,000,000 | $26.66M | 0.8% | $1.90 | $1.90 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| NEE | NEXTERA ENERGY INC | 131,250 | $25.37M | 0.8% | $193.32 * | $37.71 | +2.3% | COM | 65339F101 |
| — | QTS RLTY TR INC | 228,050 | $24.81M | 0.7% | $108.81 | $105.61 | — | 6.50% CON PFD B | 74736A301 |
| — | NUVASIVE INC | 21,877,000 | $24.33M | 0.7% | $1.11 | $1.18 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ZILLOW GROUP INC | 26,700,000 | $24.32M | 0.7% | $0.91 | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | AMAG PHARMACEUTICALS INC | 27,875,000 | $24.25M | 0.7% | $0.87 | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | ZIONS BANCORPORATION N A | 1,839,387 | $24.13M | 0.7% | $13.12 | $15.72 | — | *W EXP 05/21/202 | 989701115 |
| — | RAMBUS INC DEL | 25,050,000 | $23.37M | 0.7% | $0.93 | $0.87 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | LIBERTY MEDIA CORP | 33,171,000 | $22.56M | 0.7% | $0.68 | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | NATIONAL HEALTH INVS INC | 19,233,000 | $22M | 0.7% | $1.14 | $1.11 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | ENCORE CAP EUROPE FIN LTD | 23,175,000 | $20.71M | 0.6% | $0.89 | $0.99 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | VIAVI SOLUTIONS INC | 17,750,000 | $19.98M | 0.6% | $1.13 | $1.03 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | HCI GROUP INC | 18,763,000 | $18.64M | 0.6% | $0.99 | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | ENERGIZER HLDGS INC NEW | 178,073 | $17.61M | 0.5% | $98.88 | $98.88 | — | 7.5 MCNV PFD A | 29272W208 |
| — | MARRIOTT VACTINS WORLDWID CO | 17,550,000 | $16.66M | 0.5% | $0.95 | $0.87 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | INFINERA CORPORATION | 18,075,000 | $14.28M | 0.4% | $0.79 | $0.90 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | STANLEY BLACK & DECKER INC | 142,000 | $13.86M | 0.4% | $97.63 | $97.63 | — | UNIT 05/15/2020 | 854502887 |
| — | MERITOR INC | 10,475,000 | $10.08M | 0.3% | $0.96 | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | COWEN INC | 9,130,000 | $9.511M | 0.3% | $1.04 | $1.04 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | RETROPHIN INC | 9,425,000 | $8.787M | 0.3% | $0.93 | $0.97 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | LIBERTY MEDIA CORP | 11,960,000 | $8.193M | 0.2% | $0.69 | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | INTERDIGITAL INC | 6,305,000 | $6.594M | 0.2% | $1.05 | $1.18 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | CLOVIS ONCOLOGY INC | 8,336,000 | $6.501M | 0.2% | $0.78 | $0.84 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | GAIN CAP HLDGS INC | 6,500,000 | $6.443M | 0.2% | $0.99 | $0.99 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | SUPERNUS PHARMACEUTICALS INC | 5,825,000 | $5.641M | 0.2% | $0.97 | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | GREENBRIER COS INC | 5,700,000 | $5.443M | 0.2% | $0.95 | $1.04 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | SILICON LABORATORIES INC | 4,925,000 | $5.345M | 0.2% | $1.09 | $1.22 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | SERVICENOW INC | 2,465,000 | $4.566M | 0.1% | $1.85 | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | CARDTRONICS INC | 4,125,000 | $4.081M | 0.1% | $0.99 | $0.96 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,050,000 | $3.897M | 0.1% | $1.28 | $1.18 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | PATRICK INDS INC | 4,300,000 | $3.838M | 0.1% | $0.89 | $0.89 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 3,750,000 | $3.61M | 0.1% | $0.96 | $0.93 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | DYCOM INDS INC | 3,825,000 | $3.519M | 0.1% | $0.92 | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ANI PHARMACEUTICALS INC | 3,107,000 | $3.413M | 0.1% | $1.10 | $1.10 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | RTI INTL METALS INC | 3,295,000 | $3.253M | 0.1% | $0.99 | $1.05 | — | NOTE 1.625%10/1 | 74973WAB3 |
| EEFT | EURONET WORLDWIDE INC | 22,700 | $3.237M | 0.1% | $142.60 * | $124.65 | 0.0% | COM | 298736109 |
| — | LUMENTUM HLDGS INC | 2,675,000 | $3.149M | 0.1% | $1.18 | $1.00 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | RAYONIER ADVANCED MATLS INC | 30,000 | $2.931M | 0.1% | $97.70 | $97.70 | — | PFD CV SER A | 75508B203 |
| — | BANK AMER CORP | 2,216 | $2.893M | 0.1% | $1305.51 | $1166.79 | — | 7.25%CNV PFD L | 060505682 |
| — | OSI SYSTEMS INC | 2,770,000 | $2.801M | 0.1% | $1.01 | $0.93 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | VERINT SYS INC | 2,250,000 | $2.479M | 0.1% | $1.10 | $1.10 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | THERAVANCE INC | 2,050,000 | $2.08M | 0.1% | $1.01 | $1.00 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | SPIRIT RLTY CAP INC NEW | 1,850,000 | $1.846M | 0.1% | $1.00 | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | ROYAL GOLD INC | 1,825,000 | $1.822M | 0.1% | $1.00 | $1.01 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | J2 GLOBAL INC | 1,200,000 | $1.6M | 0.0% | $1.33 | $1.15 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TUTOR PERINI CORP | 1,600,000 | $1.529M | 0.0% | $0.96 | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | II VI INC | 1,450,000 | $1.517M | 0.0% | $1.05 | $0.97 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | DTE ENERGY CO | 26,000 | $1.438M | 0.0% | $55.31 | $52.09 | — | UNIT 99/99/9999 | 233331883 |
| — | HURON CONSULTING GROUP INC | 1,400,000 | $1.375M | 0.0% | $0.98 | $0.93 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ZILLOW GROUP INC | 1,300,000 | $1.326M | 0.0% | $1.02 | $1.08 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | SPIRIT RLTY CAP INC NEW | 1,275,000 | $1.273M | 0.0% | $1.00 | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | VEECO INSTRS INC DEL | 1,475,000 | $1.258M | 0.0% | $0.85 | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | JAZZ INVESTMENTS I LTD | 1,025,000 | $1.038M | 0.0% | $1.01 | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CALAMP CORP | 825,000 | $802K | 0.0% | $0.97 | $1.04 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | NUANCE COMMUNICATIONS INC | 650,000 | $647K | 0.0% | $1.00 | $0.96 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | JAZZ INVESTMENTS I LTD | 450,000 | $440K | 0.0% | $0.98 | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ON SEMICONDUCTOR CORP | 300,000 | $371K | 0.0% | $1.24 | $1.16 | — | NOTE 1.000%12/0 | 682189AK1 |