Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 14, 2019
Total Value: $3.033B (43.4% shares, 56.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO CO NEW | 132,703 | $201M | 6.6% | $1517.50 | $1243.25 | — | PERP PFD CNV A | 949746804 |
| — | BECTON DICKINSON & CO | 3,223,447 | $199M | 6.6% | $61.84 | $58.58 | — | PFD SHS CONV A | 075887208 |
| — | FORTIVE CORP | 166,530 | $150M | 5.0% | $901.50 | $956.42 | — | 5% PFD CNV SER A | 34959J207 |
| — | CENTERPOINT ENERGY INC | 2,412,487 | $126M | 4.2% | $52.33 | $50.32 | — | DEP RP PFD CV B | 15189T503 |
| — | MICROCHIP TECHNOLOGY INC | 60,292,000 | $114M | 3.8% | $1.89 | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | NEXTERA ENERGY INC | 2,219,300 | $112M | 3.7% | $50.25 | $50.25 | — | UNIT 09/01/2022S | 65339F796 |
| — | TWITTER INC | 111,411,000 | $110M | 3.6% | $0.98 | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | CROWN CASTLE INTL CORP NEW | 74,478 | $94.14M | 3.1% | $1264.05 | $1101.53 | — | 6.875% CON PFD A | 22822V309 |
| — | SOUTHERN CO | 1,660,000 | $88.91M | 2.9% | $53.56 | $53.56 | — | UNIT 08/01/2022 | 842587602 |
| — | FTI CONSULTING INC | 66,970,000 | $81.51M | 2.7% | $1.22 | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | VISHAY INTERTECHNOLOGY INC | 70,325,000 | $65.74M | 2.2% | $0.93 | $0.93 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | RINGCENTRAL INC | 37,868,000 | $61.05M | 2.0% | $1.61 | $1.50 | — | NOTE 3/1 | 76680RAD9 |
| — | AQUA AMERICA INC | 954,725 | $57.7M | 1.9% | $60.43 | $57.18 | — | UNIT 04/30/2022 | 03836W202 |
| — | ALLEGHENY TECHNOLOGIES INC | 35,350,000 | $55.33M | 1.8% | $1.57 | $1.86 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | DOMINION ENERGY INC | 507,850 | $53.63M | 1.8% | $105.60 | $105.60 | — | UNIT 99/99/9999 | 25746U133 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 1,112,869 | $52.08M | 1.7% | $46.80 | $51.23 | — | UNIT 09/15/2021 | 459506309 |
| — | NXP SEMICONDUCTORS N V | 46,480,000 | $50.58M | 1.7% | $1.09 | $1.13 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | NRG ENERGY INC | 44,350,000 | $49.84M | 1.6% | $1.12 | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | SPLUNK INC | 45,475,000 | $49.71M | 1.6% | $1.09 | $1.09 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | NUANCE COMMUNICATIONS INC | 52,346,000 | $49.47M | 1.6% | $0.95 | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | LIGAND PHARMACEUTICALS INC | 58,450,000 | $48.72M | 1.6% | $0.83 | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | CSG SYS INTL INC | 39,493,000 | $44.65M | 1.5% | $1.13 | $1.05 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | PURE STORAGE INC | 44,067,000 | $43.33M | 1.4% | $0.98 | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | EZCORP INC | 45,706,000 | $43.11M | 1.4% | $0.94 | $1.24 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | NEW RELIC INC | 45,031,000 | $42.63M | 1.4% | $0.95 | $0.95 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | GUIDEWIRE SOFTWARE INC | 36,845,000 | $42.19M | 1.4% | $1.15 | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | NUANCE COMMUNICATIONS INC | 42,095,000 | $41.25M | 1.4% | $0.98 | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | SYNAPTICS INC | 40,628,000 | $37.84M | 1.2% | $0.93 | $0.97 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | VECTOR GROUP LTD | 36,197,000 | $37.62M | 1.2% | $1.04 | $1.03 | — | FRNT 4/1 | 92240MBC1 |
| — | FIREEYE INC | 37,975,000 | $35.58M | 1.2% | $0.94 | $0.96 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ON SEMICONDUCTOR CORP | 29,415,000 | $35.37M | 1.2% | $1.20 | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | KNOWLES CORP | 26,636,000 | $34.12M | 1.1% | $1.28 | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | TEAM INC | 30,144,000 | $33.31M | 1.1% | $1.11 | $1.24 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | INNOVIVA INC | 34,509,000 | $33.15M | 1.1% | $0.96 | $1.15 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | EXACT SCIENCES CORP | 30,475,000 | $32.88M | 1.1% | $1.08 | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | CHENIERE ENERGY INC | 42,216,000 | $32.56M | 1.1% | $0.77 | $0.67 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | RAMBUS INC DEL | 32,800,000 | $32.5M | 1.1% | $0.99 | $0.90 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | EPR PPTYS | 813,798 | $31.57M | 1.0% | $38.80 | $36.32 | — | CONV PFD 9% SR E | 26884U307 |
| — | VIAVI SOLUTIONS INC | 23,250,000 | $28.54M | 0.9% | $1.23 | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | EPR PPTYS | 827,370 | $27.6M | 0.9% | $33.36 | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | ZILLOW GROUP INC | 29,000,000 | $25.47M | 0.8% | $0.88 | $0.91 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | KAMAN CORP | 21,861,000 | $24.94M | 0.8% | $1.14 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | NUTANIX INC | 26,250,000 | $24.5M | 0.8% | $0.93 | $0.93 | — | NOTE 1/1 | 67059NAB4 |
| — | QTS RLTY TR INC | 198,050 | $24.03M | 0.8% | $121.33 | $105.61 | — | 6.50% CON PFD B | 74736A301 |
| — | BANK AMER CORP | 16,033 | $24.01M | 0.8% | $1497.35 | $1451.66 | — | 7.25%CNV PFD L | 060505682 |
| — | OSI SYSTEMS INC | 20,123,000 | $22.51M | 0.7% | $1.12 | $1.14 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | SOUTH JERSEY INDS INC | 418,652 | $21.77M | 0.7% | $52.00 | $54.81 | — | UNIT 99/99/9999 | 838518116 |
| D | DOMINION ENERGY INC | 260,600 | $21.12M | 0.7% | $81.04 | — | — | Call | 25746U109 |
| — | ZIONS BANCORPORATION N A | 1,689,387 | $19.95M | 0.7% | $11.81 | $15.72 | — | *W EXP 05/21/202 | 989701115 |
| — | MARRIOTT VACTINS WORLDWID CO | 18,925,000 | $18.97M | 0.6% | $1.00 | $0.88 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | AEROJET ROCKETDYNE HLDGS INC | 9,475,000 | $18.89M | 0.6% | $1.99 | $1.39 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | INFINERA CORPORATION | 17,575,000 | $15.25M | 0.5% | $0.87 | $0.90 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PACIRA BIOSCIENCES | 12,750,000 | $12.54M | 0.4% | $0.98 | $1.02 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | HERBALIFE LTD | 12,649,000 | $11.8M | 0.4% | $0.93 | $0.93 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | HCI GROUP INC | 11,824,000 | $11.75M | 0.4% | $0.99 | $0.98 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | GAIN CAP HLDGS INC | 11,739,000 | $10.9M | 0.4% | $0.93 | $0.96 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| D | DOMINION ENERGY INC | 127,400 | $10.32M | 0.3% | $81.04 | — | — | Put | 25746U109 |
| — | COWEN INC | 9,120,000 | $9.968M | 0.3% | $1.09 | $1.04 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | ENCORE CAP EUROPE FIN LTD | 9,675,000 | $9.955M | 0.3% | $1.03 | $0.99 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | FIVE9 INC | 6,650,000 | $9.569M | 0.3% | $1.44 | $1.39 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | PRA GROUP INC | 7,716,000 | $7.817M | 0.3% | $1.01 | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | VIAVI SOLUTIONS INC | 5,666,000 | $6.812M | 0.2% | $1.20 | $1.16 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | RETROPHIN INC | 8,425,000 | $6.236M | 0.2% | $0.74 | $0.97 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | INTERDIGITAL INC | 6,055,000 | $6.04M | 0.2% | $1.00 | $1.18 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | WESTERN DIGITAL CORP | 6,300,000 | $6.032M | 0.2% | $0.96 | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | RTI INTL METALS INC | 5,865,000 | $5.856M | 0.2% | $1.00 | $1.03 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | NATIONAL HEALTH INVS INC | 4,531,000 | $5.472M | 0.2% | $1.21 | $1.11 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | MERITOR INC | 5,575,000 | $5.455M | 0.2% | $0.98 | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | SUPERNUS PHARMACEUTICALS INC | 5,650,000 | $5.232M | 0.2% | $0.93 | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | GREENBRIER COS INC | 5,450,000 | $5.17M | 0.2% | $0.95 | $1.03 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | II VI INC | 4,850,000 | $5.006M | 0.2% | $1.03 | $1.03 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | AKAMAI TECHNOLOGIES INC | 4,360,000 | $4.991M | 0.2% | $1.14 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SPLUNK INC | 4,450,000 | $4.781M | 0.2% | $1.07 | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ON SEMICONDUCTOR CORP | 3,575,000 | $4.173M | 0.1% | $1.17 | $1.22 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | SQUARE INC | 3,750,000 | $4.17M | 0.1% | $1.11 | $1.16 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | VERINT SYS INC | 3,925,000 | $3.946M | 0.1% | $1.01 | $1.08 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 3,750,000 | $3.715M | 0.1% | $0.99 | $0.93 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | SILICON LABORATORIES INC | 2,695,000 | $3.505M | 0.1% | $1.30 | $1.22 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | PALO ALTO NETWORKS INC | 3,225,000 | $3.391M | 0.1% | $1.05 | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | PATRICK INDS INC | 3,725,000 | $3.36M | 0.1% | $0.90 | $0.89 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | TWITTER INC | 2,675,000 | $2.831M | 0.1% | $1.06 | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | REPLIGEN CORP | 2,825,000 | $2.793M | 0.1% | $0.99 | $0.99 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | QUOTIENT TECHNOLOGY INC | 2,250,000 | $2.114M | 0.1% | $0.94 | $0.94 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | CLOVIS ONCOLOGY INC | 4,836,000 | $2.021M | 0.1% | $0.42 | $0.73 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | LIBERTY MEDIA CORP | 2,750,000 | $1.98M | 0.1% | $0.72 | $0.63 | — | DEB 4.000%11/1 | 530715AG6 |
| — | CALAMP CORP | 2,345,000 | $1.907M | 0.1% | $0.81 | $0.81 | — | NOTE 2.000% 8/0 | 128126AD1 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,750,000 | $1.802M | 0.1% | $1.03 | $1.12 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | NUVASIVE INC | 1,250,000 | $1.477M | 0.0% | $1.18 | $1.18 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ZILLOW GROUP INC | 1,475,000 | $1.462M | 0.0% | $0.99 | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | VEECO INSTRS INC DEL | 1,475,000 | $1.313M | 0.0% | $0.89 | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | JAZZ INVESTMENTS I LTD | 1,025,000 | $1.026M | 0.0% | $1.00 | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ENVESTNET INC | 1,000,000 | $1.015M | 0.0% | $1.01 | $1.03 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | LIBERTY MEDIA CORP | 700,000 | $496K | 0.0% | $0.71 | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | JAZZ INVESTMENTS I LTD | 450,000 | $433K | 0.0% | $0.96 | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |