Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 14, 2020
Total Value: $3.376B (45.6% shares, 54.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BECTON DICKINSON & CO | 4,153,384 | $227M | 6.7% | $54.66 | $58.40 | — | PFD SHS CONV A | 075887208 |
| — | WELLS FARGO CO NEW | 113,845 | $145M | 4.3% | $1273.82 | $1248.51 | — | PERP PFD CNV A | 949746804 |
| — | TESLA INC | 76,370,000 | $131M | 3.9% | $1.71 | $1.71 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | CROWN CASTLE INTL CORP NEW | 94,032 | $122M | 3.6% | $1292.85 | $1139.81 | — | 6.875% CON PFD A | 22822V309 |
| — | NEXTERA ENERGY INC | 2,634,647 | $116M | 3.4% | $43.96 | $43.96 | — | UNIT 99/99/9999 | 65339F770 |
| — | DTE ENERGY CO | 2,659,164 | $105M | 3.1% | $39.57 | $51.35 | — | UNIT 11/01/2022S | 233331842 |
| — | TWITTER INC | 109,111,000 | $103M | 3.1% | $0.95 | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | SOUTHERN CO | 2,247,414 | $103M | 3.0% | $45.82 | $51.77 | — | UNIT 08/01/2022 | 842587602 |
| — | DANAHER CORPORATION | 96,692 | $101M | 3.0% | $1042.58 | $1042.58 | — | 4.75 MND CV PFD | 235851300 |
| — | FORTIVE CORP | 127,646 | $92.16M | 2.7% | $722.00 | $905.77 | — | 5% PFD CNV SER A | 34959J207 |
| — | DOMINION ENERGY INC | 963,451 | $90.22M | 2.7% | $93.64 | $99.37 | — | UNIT 99/99/9999 | 25746U133 |
| — | FTI CONSULTING INC | 66,345,000 | $86.53M | 2.6% | $1.30 | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | NEXTERA ENERGY INC | 1,426,040 | $69.65M | 2.1% | $48.84 | $50.42 | — | UNIT 09/01/2022S | 65339F796 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 1,786,930 | $69.05M | 2.0% | $38.64 | $49.55 | — | UNIT 09/15/2021 | 459506309 |
| — | CENTERPOINT ENERGY INC | 2,190,173 | $63.86M | 1.9% | $29.16 | $49.48 | — | DEP RP PFD CV B | 15189T503 |
| — | OSI SYSTEMS INC | 66,341,000 | $61.16M | 1.8% | $0.92 | $0.98 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | VECTOR GROUP LTD | 56,968,000 | $56.85M | 1.7% | $1.00 | $1.03 | — | FRNT 4/1 | 92240MBC1 |
| — | NRG ENERGY INC | 59,673,000 | $56.84M | 1.7% | $0.95 | $1.06 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | VISHAY INTERTECHNOLOGY INC | 63,375,000 | $56.28M | 1.7% | $0.89 | $0.93 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | PURE STORAGE INC | 64,542,000 | $55.58M | 1.6% | $0.86 | $0.94 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | NUANCE COMMUNICATIONS INC | 53,624,000 | $51.18M | 1.5% | $0.95 | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | SYNAPTICS INC | 46,928,000 | $48.79M | 1.4% | $1.04 | $1.00 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | MICROCHIP TECHNOLOGY INC | 32,716,000 | $47.42M | 1.4% | $1.45 | $1.33 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ALLEGHENY TECHNOLOGIES INC | 52,261,000 | $46.85M | 1.4% | $0.90 | $1.55 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SOUTH JERSEY INDS INC | 1,109,467 | $45.91M | 1.4% | $41.38 | $47.95 | — | UNIT 99/99/9999 | 838518116 |
| — | NEW RELIC INC | 53,281,000 | $44.84M | 1.3% | $0.84 | $0.94 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | DOCUSIGN INC | 31,000,000 | $43.55M | 1.3% | $1.40 | $1.29 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | EXACT SCIENCES CORP | 53,500,000 | $41.97M | 1.2% | $0.78 | $0.78 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| AVGO | BROADCOM INC | 168,058 | $39.85M | 1.2% | $237.10 * | $24.28 | 0.0% | COM | 11135F101 |
| — | ESSENTIAL UTILS INC | 704,939 | $38.32M | 1.1% | $54.36 | $54.36 | — | UNIT 04/30/2022 | 29670G201 |
| — | FIVE9 INC | 20,000,000 | $37.91M | 1.1% | $1.90 | $1.90 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | KNOWLES CORP | 36,906,000 | $37.9M | 1.1% | $1.03 | $1.13 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | SPLUNK INC | 33,812,000 | $37.36M | 1.1% | $1.10 | $1.09 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | GUIDEWIRE SOFTWARE INC | 35,145,000 | $33.86M | 1.0% | $0.96 | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INNOVIVA INC | 34,634,000 | $33.42M | 1.0% | $0.96 | $1.15 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | SUPERNUS PHARMACEUTICALS INC | 40,416,000 | $32.45M | 1.0% | $0.80 | $0.88 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | BK OF AMERICA CORP | 25,495 | $32.28M | 1.0% | $1266.01 | $1308.79 | — | 7.25%CNV PFD L | 060505682 |
| — | HUBSPOT INC | 21,649,000 | $32.15M | 1.0% | $1.49 | $1.49 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | KAMAN CORP | 32,311,000 | $31.46M | 0.9% | $0.97 | $1.07 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | EZCORP INC | 40,456,000 | $31.39M | 0.9% | $0.78 | $1.24 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | FIREEYE INC | 36,975,000 | $31.06M | 0.9% | $0.84 | $0.96 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | FORTIVE CORP | 31,795,000 | $29.47M | 0.9% | $0.93 | $0.93 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | DEXCOM INC | 16,765,000 | $29.31M | 0.9% | $1.75 | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | JAZZ INVESTMENTS I LTD | 31,450,000 | $27.49M | 0.8% | $0.87 | $0.96 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | RAMBUS INC DEL | 28,300,000 | $27.31M | 0.8% | $0.97 | $0.90 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | VIAVI SOLUTIONS INC | 23,750,000 | $25.04M | 0.7% | $1.05 | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | KBR INC | 24,150,000 | $25.03M | 0.7% | $1.04 | $1.04 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | HERBALIFE LTD | 29,868,000 | $23.98M | 0.7% | $0.80 | $0.80 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | QTS RLTY TR INC | 185,050 | $23.91M | 0.7% | $129.24 | $105.61 | — | 6.50% CON PFD B | 74736A301 |
| — | HCI GROUP INC | 23,575,000 | $23.78M | 0.7% | $1.01 | $1.00 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | TEAM INC | 27,919,000 | $21.01M | 0.6% | $0.75 | $1.22 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | REPLIGEN CORP | 19,075,000 | $20.09M | 0.6% | $1.05 | $1.06 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | CSG SYS INTL INC | 19,876,000 | $20.09M | 0.6% | $1.01 | $1.05 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | MARRIOTT VACTINS WORLDWID CO | 25,825,000 | $20.09M | 0.6% | $0.78 | $0.84 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| BDX | BECTON DICKINSON & CO | 82,300 | $18.91M | 0.6% | $229.77 | — | — | Put | 075887109 |
| — | ZILLOW GROUP INC | 21,360,000 | $18.05M | 0.5% | $0.85 | $0.91 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | LUMENTUM HLDGS INC | 13,000,000 | $17.56M | 0.5% | $1.35 | $1.35 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | CHENIERE ENERGY INC | 31,209,000 | $15.3M | 0.5% | $0.49 | $0.67 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | WORKDAY INC | 12,500,000 | $13.84M | 0.4% | $1.11 | $1.11 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | VIAVI SOLUTIONS INC | 12,997,000 | $13.39M | 0.4% | $1.03 | $1.10 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | INFINERA CORP | 15,575,000 | $13.05M | 0.4% | $0.84 | $0.89 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | GAIN CAP HLDGS INC | 12,059,000 | $11.9M | 0.4% | $0.99 | $0.95 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | COWEN INC | 13,325,000 | $11.76M | 0.3% | $0.88 | $1.06 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | AKAMAI TECHNOLOGIES INC | 9,860,000 | $11M | 0.3% | $1.12 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | LIGAND PHARMACEUTICALS INC | 11,600,000 | $9.577M | 0.3% | $0.83 | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | ENVESTNET INC | 9,000,000 | $9.198M | 0.3% | $1.02 | $1.02 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | NUTANIX INC | 11,050,000 | $8.999M | 0.3% | $0.81 | $0.93 | — | NOTE 1/1 | 67059NAB4 |
| — | 8X8 INC NEW | 10,320,000 | $8.725M | 0.3% | $0.85 | $0.85 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | EPR PPTYS | 527,263 | $8.328M | 0.2% | $15.79 | $22.13 | — | PFD C CNV 5.75% | 26884U208 |
| — | ZENDESK INC | 7,000,000 | $8.27M | 0.2% | $1.18 | $1.18 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | TILRAY INC | 24,144,000 | $7.63M | 0.2% | $0.32 | $0.47 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | STANLEY BLACK & DECKER INC | 100,000 | $7.292M | 0.2% | $72.92 | $72.92 | — | UNIT 05/15/2020 | 854502887 |
| — | EPR PPTYS | 336,547 | $7.241M | 0.2% | $21.52 | $36.32 | — | CONV PFD 9% SR E | 26884U307 |
| — | II VI INC | 7,750,000 | $7.097M | 0.2% | $0.92 | $0.99 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | SILICON LABORATORIES INC | 6,295,000 | $6.965M | 0.2% | $1.11 | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | RETROPHIN INC | 8,275,000 | $6.491M | 0.2% | $0.78 | $0.97 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | MERITOR INC | 7,025,000 | $5.962M | 0.2% | $0.85 | $0.93 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | WESTERN DIGITAL CORP. | 6,675,000 | $5.806M | 0.2% | $0.87 | $0.94 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ENCORE CAP EUROPE FIN LTD | 7,575,000 | $5.756M | 0.2% | $0.76 | $0.99 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | ON SEMICONDUCTOR CORP | 5,775,000 | $5.737M | 0.2% | $0.99 | $1.28 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TWITTER INC | 5,975,000 | $5.358M | 0.2% | $0.90 | $0.96 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | GREENBRIER COS INC | 6,950,000 | $5.299M | 0.2% | $0.76 | $0.97 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | SQUARE INC | 4,925,000 | $5.084M | 0.2% | $1.03 | $1.11 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | SEMPRA ENERGY | 50,000 | $4.715M | 0.1% | $94.30 | $94.30 | — | 6% PFD CONV A | 816851406 |
| — | VERINT SYS INC | 4,825,000 | $4.652M | 0.1% | $0.96 | $1.06 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ALTAIR ENGR INC | 4,500,000 | $3.908M | 0.1% | $0.87 | $0.99 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | PALO ALTO NETWORKS INC | 3,875,000 | $3.74M | 0.1% | $0.97 | $1.07 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SPLUNK INC | 3,450,000 | $3.702M | 0.1% | $1.07 | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ASSURANT INC | 35,000 | $3.692M | 0.1% | $105.49 | $105.49 | — | 6.50% CONV PFD D | 04621X207 |
| — | PATRICK INDS INC | 4,175,000 | $3.28M | 0.1% | $0.79 | $0.87 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | SPIRIT RLTY CAP INC NEW | 3,450,000 | $3.27M | 0.1% | $0.95 | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| CNP | CENTERPOINT ENERGY INC | 200,000 | $3.09M | 0.1% | $15.45 | — | — | Call | 15189T107 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 2,350,000 | $2.281M | 0.1% | $0.97 | $0.93 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | LIVE NATION ENTERTAINMENT IN | 2,375,000 | $2.258M | 0.1% | $0.95 | $1.10 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| ELAN | ELANCO ANIMAL HEALTH INC | 92,873 | $2.079M | 0.1% | $22.39 * | $27.39 | 0.0% | COM | 28414H103 |
| — | ZILLOW GROUP INC | 2,046,000 | $2.059M | 0.1% | $1.01 | $1.01 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | PRICELINE GRP INC | 1,500,000 | $1.66M | 0.0% | $1.11 | $1.11 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | PRA GROUP INC | 1,441,000 | $1.247M | 0.0% | $0.87 | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | JAZZ INVESTMENTS I LTD | 1,025,000 | $971K | 0.0% | $0.95 | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | VEECO INSTRS INC DEL | 975,000 | $799K | 0.0% | $0.82 | $0.93 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | ON SEMICONDUCTOR CORP | 775,000 | $770K | 0.0% | $0.99 | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | BIOMARIN PHARMACEUTICAL INC | 650,000 | $689K | 0.0% | $1.06 | $1.12 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | ZIONS BANCORPORATION N A | 1,895,474 | $569K | 0.0% | $0.30 | $16.13 | — | *W EXP 05/21/202 | 989701115 |
| — | NATIONAL HEALTH INVS INC | 285,000 | $268K | 0.0% | $0.94 | $1.11 | — | NOTE 3.250% 4/0 | 63633DAE4 |