Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $3.161B (50.2% shares, 49.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DOMINION ENERGY INC | 7,541,172 | $377M | 11.9% | $48.71 | — | UNIT 08/15/2019 | 25746U836 |
| — | WELLS FARGO CO NEW | 187,244 | $256M | 8.1% | $1243.25 | — | PERP PFD CNV A | 949746804 |
| — | BECTON DICKINSON & CO | 3,101,198 | $192M | 6.1% | $58.45 | — | PFD SHS CONV A | 075887208 |
| — | CENTERPOINT ENERGY INC | 3,176,324 | $160M | 5.1% | $50.32 | — | DEP RP PFD CV B | 15189T503 |
| — | MICROCHIP TECHNOLOGY INC | 60,292,000 | $106M | 3.4% | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TWITTER INC | 108,911,000 | $104M | 3.3% | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | FORTIVE CORP | 90,730 | $93.45M | 3.0% | $1002.30 | — | 5% PFD CNV SER A | 34959J207 |
| D | DOMINION ENERGY INC | 1,042,000 | $80.57M | 2.5% | — | — | Call | 25746U109 |
| — | AQUA AMERICA INC | 1,386,225 | $79.26M | 2.5% | $57.18 | — | UNIT 04/30/2022 | 03836W202 |
| — | CROWN CASTLE INTL CORP NEW | 58,485 | $69.94M | 2.2% | $1057.09 | — | 6.875% CON PFD A | 22822V309 |
| D | DOMINION ENERGY INC | 816,300 | $63.12M | 2.0% | — | — | Put | 25746U109 |
| — | ALLEGHENY TECHNOLOGIES INC | 32,850,000 | $61.27M | 1.9% | $1.88 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | AEROJET ROCKETDYNE HLDGS INC | 32,475,000 | $57.74M | 1.8% | $1.39 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | RINGCENTRAL INC | 37,868,000 | $56.76M | 1.8% | $1.50 | — | NOTE 3/1 | 76680RAD9 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 1,026,125 | $55.05M | 1.7% | $51.60 | — | UNIT 09/15/2021 | 459506309 |
| — | EZCORP INC | 47,506,000 | $53.89M | 1.7% | $1.24 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | NUANCE COMMUNICATIONS INC | 52,846,000 | $49.6M | 1.6% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | LIGAND PHARMACEUTICALS INC | 57,100,000 | $49.3M | 1.6% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | NXP SEMICONDUCTORS N V | 46,480,000 | $48.98M | 1.5% | $1.13 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | CSG SYS INTL INC | 42,893,000 | $47.45M | 1.5% | $1.05 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | SYNAPTICS INC | 46,278,000 | $41.33M | 1.3% | $0.97 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | KNOWLES CORP | 34,386,000 | $41.28M | 1.3% | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | NUANCE COMMUNICATIONS INC | 42,095,000 | $41.25M | 1.3% | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | GUIDEWIRE SOFTWARE INC | 35,345,000 | $39.64M | 1.3% | $1.00 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | EXACT SCIENCES CORP | 30,475,000 | $38.44M | 1.2% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NRG ENERGY INC | 34,350,000 | $36.69M | 1.2% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | INNOVIVA INC | 32,334,000 | $35.63M | 1.1% | $1.16 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | ON SEMICONDUCTOR CORP | 28,465,000 | $34.68M | 1.1% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | QUOTIENT TECHNOLOGY INC | 35,200,000 | $33.89M | 1.1% | $0.94 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | CHENIERE ENERGY INC | 41,191,000 | $32.26M | 1.0% | $0.67 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | COLFAX CORP | 246,865 | $31.24M | 1.0% | $133.36 | — | UNIT 01/15/2022T | 194014205 |
| — | EPR PPTYS | 811,029 | $30.73M | 1.0% | $36.32 | — | CONV PFD 9% SR E | 26884U307 |
| — | TEAM INC | 30,144,000 | $30.64M | 1.0% | $1.24 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | SOUTH JERSEY INDS INC | 531,352 | $28.21M | 0.9% | $54.81 | — | UNIT 99/99/9999 | 838518116 |
| — | EPR PPTYS | 826,561 | $26.49M | 0.8% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | KAMAN CORP | 22,311,000 | $26.16M | 0.8% | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | RAMBUS INC DEL | 25,300,000 | $24.82M | 0.8% | $0.87 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | ENVESTNET INC | 21,910,000 | $24.77M | 0.8% | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | VECTOR GROUP LTD | 23,597,000 | $24.32M | 0.8% | $1.02 | — | FRNT 4/1 | 92240MBC1 |
| — | ZILLOW GROUP INC | 23,700,000 | $23.27M | 0.7% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | VIAVI SOLUTIONS INC | 19,750,000 | $23.18M | 0.7% | $1.04 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | ZIONS BANCORPORATION N A | 1,689,387 | $22.76M | 0.7% | $15.72 | — | *W EXP 05/21/202 | 989701115 |
| — | QTS RLTY TR INC | 198,050 | $22.03M | 0.7% | $105.61 | — | 6.50% CON PFD B | 74736A301 |
| — | NUVASIVE INC | 18,727,000 | $21.24M | 0.7% | $1.18 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ENCORE CAP EUROPE FIN LTD | 20,675,000 | $21.04M | 0.7% | $0.99 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | FIREEYE INC | 20,650,000 | $20.13M | 0.6% | $0.97 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | OSI SYSTEMS INC | 16,973,000 | $20.12M | 0.6% | $1.14 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | HCI GROUP INC | 19,863,000 | $19.48M | 0.6% | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | DANAHER CORPORATION | 17,169 | $18.86M | 0.6% | $1047.80 | — | 4.75 MND CV PFD | 235851300 |
| — | MARRIOTT VACTINS WORLDWID CO | 17,550,000 | $16.95M | 0.5% | $0.87 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | PURE STORAGE INC | 17,550,000 | $16.8M | 0.5% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | PRA GROUP INC | 14,216,000 | $13.26M | 0.4% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | PACIRA BIOSCIENCES | 12,750,000 | $13.05M | 0.4% | $1.02 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | INFINERA CORPORATION | 17,575,000 | $11.94M | 0.4% | $0.90 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NUTANIX INC | 12,000,000 | $11.2M | 0.4% | $0.93 | — | NOTE 1/1 | 67059NAB4 |
| — | CLOVIS ONCOLOGY INC | 17,336,000 | $10.79M | 0.3% | $0.73 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | VIAVI SOLUTIONS INC | 9,166,000 | $10.59M | 0.3% | $1.16 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | COWEN INC | 9,120,000 | $10.53M | 0.3% | $1.04 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | FIVE9 INC | 6,650,000 | $9.219M | 0.3% | $1.39 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | RETROPHIN INC | 9,425,000 | $8.444M | 0.3% | $0.97 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | LIBERTY MEDIA CORP | 11,960,000 | $8.417M | 0.3% | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | TESLA INC | 7,825,000 | $7.685M | 0.2% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | MERITOR INC | 6,475,000 | $6.749M | 0.2% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | INTERDIGITAL INC | 6,305,000 | $6.541M | 0.2% | $1.18 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | GREENBRIER COS INC | 6,450,000 | $6.198M | 0.2% | $1.03 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | SILICON LABORATORIES INC | 4,925,000 | $6.121M | 0.2% | $1.22 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | II VI INC | 5,800,000 | $6.108M | 0.2% | $1.03 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | RTI INTL METALS INC | 5,935,000 | $5.995M | 0.2% | $1.03 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | SUPERNUS PHARMACEUTICALS INC | 5,825,000 | $5.684M | 0.2% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | LIBERTY MEDIA CORP | 8,171,000 | $5.618M | 0.2% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | GAIN CAP HLDGS INC | 6,500,000 | $5.528M | 0.2% | $0.99 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | TWITTER INC | 5,600,000 | $5.454M | 0.2% | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | SERVICENOW INC | 2,465,000 | $5.111M | 0.2% | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | NATIONAL HEALTH INVS INC | 4,406,000 | $5.059M | 0.2% | $1.11 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | ON SEMICONDUCTOR CORP | 3,300,000 | $4.054M | 0.1% | $1.22 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | PATRICK INDS INC | 4,450,000 | $4.035M | 0.1% | $0.89 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | HURON CONSULTING GROUP INC | 3,900,000 | $3.862M | 0.1% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | VERINT SYS INC | 3,500,000 | $3.751M | 0.1% | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 3,750,000 | $3.714M | 0.1% | $0.93 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | ZILLOW GROUP INC | 2,700,000 | $3.055M | 0.1% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | BANK AMER CORP | 2,216 | $3.037M | 0.1% | $1166.79 | — | 7.25%CNV PFD L | 060505682 |
| — | TWITTER INC | 2,733,000 | $2.717M | 0.1% | $0.86 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | SQUARE INC | 2,000,000 | $2.387M | 0.1% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | AKAMAI TECHNOLOGIES INC | 2,200,000 | $2.35M | 0.1% | $1.07 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | INPHI CORP | 1,675,000 | $2.245M | 0.1% | $1.34 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,000,000 | $2.243M | 0.1% | $1.12 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | THERAVANCE INC | 2,100,000 | $2.202M | 0.1% | $1.00 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | TUTOR PERINI CORP | 1,600,000 | $1.516M | 0.0% | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | VEECO INSTRS INC DEL | 1,475,000 | $1.309M | 0.0% | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | SPIRIT RLTY CAP INC NEW | 1,275,000 | $1.298M | 0.0% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | JAZZ INVESTMENTS I LTD | 1,025,000 | $1.043M | 0.0% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | JAZZ INVESTMENTS I LTD | 450,000 | $443K | 0.0% | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | DYCOM INDS INC | 300,000 | $293K | 0.0% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |