Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 13, 2020
Total Value: $3.104B (41.4% shares, 58.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BECTON DICKINSON & CO | 3,490,524 | $228M | 7.4% | $59.11 | — | PFD SHS CONV A | 075887208 |
| — | DTE ENERGY CO | 2,827,846 | $145M | 4.7% | $51.35 | — | UNIT 11/01/2022S | 233331842 |
| — | NEXTERA ENERGY INC | 2,749,675 | $141M | 4.5% | $50.42 | — | UNIT 09/01/2022S | 65339F796 |
| — | WELLS FARGO CO NEW | 94,250 | $137M | 4.4% | $1243.25 | — | PERP PFD CNV A | 949746804 |
| — | MICROCHIP TECHNOLOGY INC | 58,292,000 | $125M | 4.0% | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CROWN CASTLE INTL CORP NEW | 87,098 | $112M | 3.6% | $1127.63 | — | 6.875% CON PFD A | 22822V309 |
| — | TWITTER INC | 106,411,000 | $103M | 3.3% | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | CENTERPOINT ENERGY INC | 2,103,562 | $103M | 3.3% | $50.32 | — | DEP RP PFD CV B | 15189T503 |
| — | FORTIVE CORP | 100,066 | $97.4M | 3.1% | $956.42 | — | 5% PFD CNV SER A | 34959J207 |
| — | SOUTHERN CO | 1,725,629 | $92.91M | 3.0% | $53.57 | — | UNIT 08/01/2022 | 842587602 |
| — | RINGCENTRAL INC | 40,368,000 | $84.66M | 2.7% | $1.54 | — | NOTE 3/1 | 76680RAD9 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 1,705,169 | $81.69M | 2.6% | $50.08 | — | UNIT 09/15/2021 | 459506309 |
| — | FTI CONSULTING INC | 63,892,000 | $79.94M | 2.6% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | VISHAY INTERTECHNOLOGY INC | 69,225,000 | $69.35M | 2.2% | $0.93 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | VECTOR GROUP LTD | 56,968,000 | $59.21M | 1.9% | $1.03 | — | FRNT 4/1 | 92240MBC1 |
| — | NUANCE COMMUNICATIONS INC | 56,333,000 | $56.65M | 1.8% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ALLEGHENY TECHNOLOGIES INC | 35,361,000 | $56.16M | 1.8% | $1.86 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | NRG ENERGY INC | 47,100,000 | $53.4M | 1.7% | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | DOMINION ENERGY INC | 461,850 | $49.33M | 1.6% | $105.60 | — | UNIT 99/99/9999 | 25746U133 |
| — | NEW RELIC INC | 49,031,000 | $47.65M | 1.5% | $0.95 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | NUANCE COMMUNICATIONS INC | 42,865,000 | $47.62M | 1.5% | $0.99 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | PURE STORAGE INC | 46,092,000 | $45.71M | 1.5% | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | SPLUNK INC | 35,862,000 | $44.22M | 1.4% | $1.09 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | GUIDEWIRE SOFTWARE INC | 34,745,000 | $40.83M | 1.3% | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | ON SEMICONDUCTOR CORP | 28,665,000 | $39.52M | 1.3% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | EZCORP INC | 41,706,000 | $39.02M | 1.3% | $1.24 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | LIGAND PHARMACEUTICALS INC | 44,450,000 | $38.36M | 1.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | INNOVIVA INC | 34,759,000 | $37.69M | 1.2% | $1.15 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | FIREEYE INC | 36,975,000 | $37.17M | 1.2% | $0.96 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ZIONS BANCORPORATION N A | 1,895,474 | $36.96M | 1.2% | $16.13 | — | *W EXP 05/21/202 | 989701115 |
| — | KNOWLES CORP | 28,266,000 | $36.66M | 1.2% | $1.16 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | TEAM INC | 33,514,000 | $35M | 1.1% | $1.22 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | TESLA INC | 26,950,000 | $34.35M | 1.1% | $1.27 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CHENIERE ENERGY INC | 40,985,000 | $32.28M | 1.0% | $0.67 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ZILLOW GROUP INC | 32,360,000 | $30.98M | 1.0% | $0.91 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | SOUTH JERSEY INDS INC | 573,652 | $29.91M | 1.0% | $54.08 | — | UNIT 99/99/9999 | 838518116 |
| — | SYNAPTICS INC | 26,453,000 | $29.33M | 0.9% | $0.97 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | RAMBUS INC DEL | 28,500,000 | $28.87M | 0.9% | $0.90 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | DEXCOM INC | 19,265,000 | $28.54M | 0.9% | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | VIAVI SOLUTIONS INC | 20,750,000 | $26.74M | 0.9% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | DOCUSIGN INC | 21,000,000 | $26.07M | 0.8% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | KAMAN CORP | 21,561,000 | $25.81M | 0.8% | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | HCI GROUP INC | 23,216,000 | $23.77M | 0.8% | $1.00 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | QTS RLTY TR INC | 185,050 | $23.74M | 0.8% | $105.61 | — | 6.50% CON PFD B | 74736A301 |
| — | CSG SYS INTL INC | 20,691,000 | $23.61M | 0.8% | $1.05 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | SUPERNUS PHARMACEUTICALS INC | 25,150,000 | $22.77M | 0.7% | $0.92 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | NUTANIX INC | 22,750,000 | $22.63M | 0.7% | $0.93 | — | NOTE 1/1 | 67059NAB4 |
| — | JAZZ INVESTMENTS I LTD | 19,950,000 | $20.09M | 0.6% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | OSI SYSTEMS INC | 17,605,000 | $19.2M | 0.6% | $1.14 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | MARRIOTT VACTINS WORLDWID CO | 17,575,000 | $18.74M | 0.6% | $0.88 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | EPR PPTYS | 527,263 | $16.72M | 0.5% | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | REPLIGEN CORP | 15,325,000 | $16.53M | 0.5% | $1.06 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | COWEN INC | 13,325,000 | $14.65M | 0.5% | $1.06 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | INFINERA CORPORATION | 13,575,000 | $14.33M | 0.5% | $0.90 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | EPR PPTYS | 336,547 | $12.9M | 0.4% | $36.32 | — | CONV PFD 9% SR E | 26884U307 |
| — | GAIN CAP HLDGS INC | 13,909,000 | $12.05M | 0.4% | $0.95 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | AEROJET ROCKETDYNE HLDGS INC | 6,475,000 | $11.76M | 0.4% | $1.39 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | TILRAY INC | 18,100,000 | $9.412M | 0.3% | $0.52 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | ENCORE CAP EUROPE FIN LTD | 8,575,000 | $9.134M | 0.3% | $0.99 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | ON SEMICONDUCTOR CORP | 6,575,000 | $8.935M | 0.3% | $1.28 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | BANK AMER CORP | 5,875 | $8.511M | 0.3% | $1451.66 | — | 7.25%CNV PFD L | 060505682 |
| — | VIAVI SOLUTIONS INC | 6,497,000 | $8.153M | 0.3% | $1.17 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | RETROPHIN INC | 8,275,000 | $6.394M | 0.2% | $0.97 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | MERITOR INC | 5,575,000 | $6.066M | 0.2% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | INTERDIGITAL INC | 6,055,000 | $6.043M | 0.2% | $1.18 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | PACIRA BIOSCIENCES | 5,450,000 | $5.665M | 0.2% | $1.02 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | WESTERN DIGITAL CORP | 5,725,000 | $5.607M | 0.2% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | GREENBRIER COS INC | 5,450,000 | $5.261M | 0.2% | $1.03 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | PALO ALTO NETWORKS INC | 4,725,000 | $5.212M | 0.2% | $1.07 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | II VI INC | 4,850,000 | $4.941M | 0.2% | $1.03 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | TWITTER INC | 4,925,000 | $4.759M | 0.2% | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | AKAMAI TECHNOLOGIES INC | 4,010,000 | $4.43M | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | VERINT SYS INC | 3,925,000 | $4.223M | 0.1% | $1.08 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | SQUARE INC | 3,250,000 | $3.628M | 0.1% | $1.16 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | ALTAIR ENGR INC | 3,500,000 | $3.588M | 0.1% | $1.03 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | SILICON LABORATORIES INC | 2,695,000 | $3.578M | 0.1% | $1.22 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | STANLEY BLACK & DECKER INC | 30,800 | $3.343M | 0.1% | $108.54 | — | UNIT 11/15/2022 | 854502846 |
| — | PATRICK INDS INC | 3,225,000 | $3.098M | 0.1% | $0.89 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 2,350,000 | $2.344M | 0.1% | $0.93 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| SWK | STANLEY BLACK & DECKER INC | 13,500 | $2.237M | 0.1% | $128.58 | 0.0% | COM | 854502101 |
| — | BOINGO WIRELESS INC | 2,350,000 | $2.076M | 0.1% | $0.88 | — | NOTE 1.000%10/0 | 09739CAB8 |
| — | LIVE NATION ENTERTAINMENT IN | 1,300,000 | $1.585M | 0.1% | $1.22 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | SPIRIT RLTY CAP INC NEW | 1,500,000 | $1.558M | 0.1% | $1.04 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PRA GROUP INC | 1,441,000 | $1.501M | 0.0% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | SPLUNK INC | 1,125,000 | $1.351M | 0.0% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | JAZZ INVESTMENTS I LTD | 1,025,000 | $1.054M | 0.0% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | VEECO INSTRS INC DEL | 975,000 | $917K | 0.0% | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | AQUA AMERICA INC | 12,500 | $781K | 0.0% | $57.18 | — | UNIT 04/30/2022 | 03836W202 |
| — | BIOMARIN PHARMACEUTICAL INC | 650,000 | $706K | 0.0% | $1.12 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | NATIONAL HEALTH INVS INC | 285,000 | $342K | 0.0% | $1.11 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | ZILLOW GROUP INC | 150,000 | $168K | 0.0% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |