CIK: 0001097278 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value ($000): $4,265,106 (18.9% shares, 81.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES CO | 163,187,000 | $195,787 | 4.6% | $1.20 | — | CONV | 844741BG2 |
| — | BANK OF AMERICA CORP | 136,834 | $184,931 | 4.3% | $473.03 | — | CONV PFD | 060505682 |
| — | WELLS FARGO & COMPANY | 134,303 | $176,608 | 4.1% | $1162.26 | — | CONV PFD | 949746804 |
| — | WESTERN DIGITAL CORP | 141,831,000 | $134,101 | 3.1% | $0.97 | — | CONV | 958102AP0 |
| — | FORTIVE CORPORATION | 126,424,000 | $123,974 | 2.9% | $0.93 | — | CONV | 34959JAK4 |
| — | DISH NETWORK CORP | 119,561,000 | $110,254 | 2.6% | $0.95 | — | CONV | 25470MAB5 |
| — | EURONET WORLDWIDE INC | 102,308,000 | $99,070 | 2.3% | $0.92 | — | CONV | 298736AL3 |
| — | PALO ALTO NETWORKS | 86,121,000 | $92,768 | 2.2% | $1.05 | — | CONV | 697435AD7 |
| — | BOOKING HOLDINGS INC | 86,076,000 | $91,377 | 2.1% | $1.09 | — | CONV | 741503AX4 |
| — | TWITTER INC | 89,974,000 | $84,837 | 2.0% | $0.98 | — | CONV | 90184LAF9 |
| — | HERBALIFE LTD | 72,247,000 | $71,333 | 1.7% | $0.95 | — | CONV | 42703MAD5 |
| — | EXACT SCIENCES CORP | 66,494,000 | $69,314 | 1.6% | $1.10 | — | CONV | 30063PAB1 |
| — | ILLUMINA INC | 60,931,000 | $66,182 | 1.6% | $1.11 | — | CONV | 452327AK5 |
| — | ILLUMINA INC | 44,306,000 | $65,959 | 1.5% | $1.25 | — | CONV | 452327AH2 |
| — | DOMINION ENERGY INC | 630,374 | $64,188 | 1.5% | $101.82 | — | CONV PFD | 25746U133 |
| — | ARES CAPITAL CORP | 64,044,000 | $62,946 | 1.5% | $0.99 | — | CONV | 04010LAW3 |
| — | NUANCE COMMUNICATIONS | 48,434,000 | $57,294 | 1.3% | $0.92 | — | CONV | 67020YAK6 |
| — | STANLEY BLACK & DECKER I | 629,438 | $56,310 | 1.3% | $89.79 | — | CONV PFD | 854502846 |
| — | ON SEMICONDUCTOR CORP | 43,391,000 | $52,858 | 1.2% | $1.09 | — | CONV | 682189AP0 |
| — | BIOMARIN PHARMACEUTICAL | 42,417,000 | $52,220 | 1.2% | $1.02 | — | CONV | 09061GAH4 |
| — | VISHAY INTERTECHNOLOGY | 55,472,000 | $51,918 | 1.2% | $0.95 | — | CONV | 928298AP3 |
| — | ANTHEM INC | 13,524,000 | $49,730 | 1.2% | $2.34 | — | CONV | 94973VBG1 |
| — | FIREEYE INC | 54,031,000 | $48,721 | 1.1% | $0.98 | — | CONV | 31816QAF8 |
| — | MICROCHIP TECHNOLOGY INC | 32,627,000 | $48,175 | 1.1% | $1.16 | — | CONV | 595017AF1 |
| — | WORKDAY INC | 34,319,000 | $47,409 | 1.1% | $1.20 | — | CONV | 98138HAF8 |
| — | NEW RELIC INC | 48,583,000 | $47,338 | 1.1% | $0.99 | — | CONV | 64829BAB6 |
| — | LIBERTY MEDIA CORP | 44,631,000 | $47,328 | 1.1% | $1.00 | — | CONV | 531229AB8 |
| — | LIBERTY MEDIA CORP | 95,039,000 | $45,893 | 1.1% | $0.88 | — | CONV | 531229AE2 |
| — | SUPERNUS PHARMACEUTICALS | 49,490,000 | $43,994 | 1.0% | $0.96 | — | CONV | 868459AD0 |
| — | NRG ENERGY INC | 42,784,000 | $43,289 | 1.0% | $1.09 | — | CONV | 629377CG5 |
| — | VERINT SYSTEMS INC | 40,859,000 | $40,780 | 1.0% | $1.01 | — | CONV | 92343XAA8 |
| — | SYNAPTICS INC | 36,724,000 | $39,176 | 0.9% | $1.00 | — | CONV | 87157DAD1 |
| — | PURE STORAGE INC | 39,560,000 | $38,896 | 0.9% | $0.96 | — | CONV | 74624MAB8 |
| — | JAZZ INVESTMENTS I LTD | 42,305,000 | $38,852 | 0.9% | $0.95 | — | CONV | 472145AD3 |
| — | NEXTERA ENERGY INC | 793,969 | $38,780 | 0.9% | $50.29 | — | CONV PFD | 65339F796 |
| — | ARES CAPITAL CORP | 38,757,000 | $38,604 | 0.9% | $1.02 | — | CONV | 04010LAT0 |
| — | MARRIOTT VACATION WORLDW | 41,698,000 | $38,582 | 0.9% | $0.88 | — | CONV | 57164YAB3 |
| — | ZILLOW GROUP INC | 35,306,000 | $36,980 | 0.9% | $0.89 | — | CONV | 98954MAC5 |
| — | AMERICAN ELECTRIC POWER | 761,413 | $36,973 | 0.9% | $51.80 | — | CONV PFD | 025537127 |
| — | SOUTHERN CO | 809,360 | $35,911 | 0.8% | $53.51 | — | CONV PFD | 842587602 |
| — | MACQUARIE INFRASTRUCTURE | 40,323,000 | $35,399 | 0.8% | $0.97 | — | CONV | 55608BAB1 |
| — | CSG SYSTEMS INTERNATIONA | 33,816,000 | $34,740 | 0.8% | $1.04 | — | CONV | 126349AF6 |
| — | CHENIERE ENERGY INC | 52,796,000 | $33,938 | 0.8% | $0.74 | — | CONV | 16411RAG4 |
| — | KBR INC | 29,674,000 | $33,384 | 0.8% | $1.05 | — | CONV | 48242WAB2 |
| — | SPIRIT REALTY CAPITAL IN | 33,201,000 | $33,187 | 0.8% | $1.04 | — | CONV | 84860WAB8 |
| — | OSI SYSTEMS INC | 34,493,000 | $32,958 | 0.8% | $0.93 | — | CONV | 671044AD7 |
| — | NEXTERA ENERGY INC | 752,169 | $32,048 | 0.8% | $43.10 | — | CONV PFD | 65339F770 |
| — | INSMED INC | 32,601,000 | $31,832 | 0.7% | $0.88 | — | CONV | 457669AA7 |
| — | STARWOOD PROPERTY TRUST | 32,773,000 | $31,561 | 0.7% | $1.00 | — | CONV | 85571BAH8 |
| — | VONAGE HOLDINGS CORP | 32,329,000 | $29,996 | 0.7% | $0.93 | — | CONV | 92886TAJ1 |
| — | VIAVI SOLUTIONS INC | 24,863,000 | $28,669 | 0.7% | $1.03 | — | CONV | 925550AB1 |
| — | GREENBRIER COS INC | 34,476,000 | $28,625 | 0.7% | $1.02 | — | CONV | 393657AK7 |
| — | TESLA INC | 8,114,000 | $28,444 | 0.7% | $0.98 | — | CONV | 88160RAG6 |
| — | 8X8 INC | 30,738,000 | $27,737 | 0.7% | $0.86 | — | CONV | 282914AB6 |
| — | SAREPTA THERAPEUTICS INC | 11,929,000 | $27,313 | 0.6% | $1.56 | — | CONV | 803607AB6 |
| — | DTE ENERGY CO | 632,017 | $26,908 | 0.6% | $51.36 | — | CONV PFD | 233331842 |
| — | LIGAND PHARMACEUTICALS I | 30,500,000 | $26,576 | 0.6% | $0.87 | — | CONV | 53220KAF5 |
| — | II-VI INC | 22,101,000 | $26,375 | 0.6% | $1.10 | — | CONV | 902104AB4 |
| — | MERITOR INC | 25,701,000 | $25,716 | 0.6% | $0.95 | — | CONV | 59001KAF7 |
| — | TESLA INC | 8,500,000 | $25,522 | 0.6% | $0.98 | — | CONV | 88160RAC5 |
| — | TERADYNE INC | 9,454,000 | $25,423 | 0.6% | $1.39 | — | CONV | 880770AG7 |
| — | NOVELLUS SYSTEMS INC | 2,475,000 | $25,060 | 0.6% | $5.04 | — | CONV | 670008AD3 |
| — | TESLA INC | 7,250,000 | $24,037 | 0.6% | $1.63 | — | CONV | 88160RAD3 |
| — | INNOVIVA INC | 23,801,000 | $23,646 | 0.6% | $1.03 | — | CONV | 88338TAB0 |
| — | PRA GROUP INC | 23,564,000 | $23,494 | 0.6% | $0.98 | — | CONV | 73640QAB1 |
| — | AIR TRANSPORT SERVICES G | 24,638,000 | $23,360 | 0.5% | $0.96 | — | CONV | 00922RAB1 |
| — | INTERCEPT PHARMAS | 29,044,000 | $21,495 | 0.5% | $0.94 | — | CONV | 45845PAA6 |
| — | MICRON TECHNOLOGY INC | 4,085,000 | $21,018 | 0.5% | $4.21 | — | CONV | 595112AX1 |
| — | SQUARE INC | 13,995,000 | $20,839 | 0.5% | $1.18 | — | CONV | 852234AD5 |
| — | PACIRA BIOSCIENCES INC | 17,438,000 | $19,006 | 0.4% | $0.94 | — | CONV | 695127AD2 |
| — | ZYNGA INC | 14,688,000 | $18,890 | 0.4% | $1.29 | — | CONV | 98986TAB4 |
| — | BOSTON SCIENTIFIC CORP | 180,200 | $18,850 | 0.4% | $104.61 | — | CONV PFD | 101137206 |
| — | LIVEPERSON INC | 15,112,000 | $18,774 | 0.4% | $1.24 | — | CONV | 538146AB7 |
| — | FIREEYE INC | 19,511,000 | $18,504 | 0.4% | $0.94 | — | CONV | 31816QAD3 |
| — | REDWOOD TRUST INC | 20,389,000 | $18,469 | 0.4% | $1.01 | — | CONV | 758075AC9 |
| — | BENEFITFOCUS INC | 23,085,000 | $18,209 | 0.4% | $0.86 | — | CONV | 08180DAB2 |
| — | VIAVI SOLUTIONS INC | 15,878,000 | $17,903 | 0.4% | $1.12 | — | CONV | 925550AE5 |
| — | CHANGE HEALTHCARE INC | 396,688 | $17,309 | 0.4% | $45.68 | — | CONV PFD | 15912K209 |
| — | AKAMAI TECHNOLOGIES INC | 13,102,000 | $16,406 | 0.4% | $1.07 | — | CONV | 00971TAJ0 |
| — | CONMED CORP | 14,828,000 | $15,527 | 0.4% | $0.93 | — | CONV | 207410AF8 |
| — | NY COMMUNITY CAP TRUST V | 341,196 | $15,248 | 0.4% | $44.01 | — | CONV PFD | 64944P307 |
| — | FLEXION THERAPEUTICS INC | 17,910,000 | $15,239 | 0.4% | $1.03 | — | CONV | 33938JAB2 |
| — | RAPID7 INC | 11,254,000 | $15,180 | 0.4% | $1.30 | — | CONV | 753422AB0 |
| — | LIVE NATION ENTERTAINMEN | 14,827,000 | $15,151 | 0.4% | $1.07 | — | CONV | 538034AQ2 |
| — | CROWN CASTLE INTL CORP | 9,816 | $14,613 | 0.3% | $1071.36 | — | CONV PFD | 22822V309 |
| — | REALPAGE INC | 13,363,000 | $14,457 | 0.3% | $1.08 | — | CONV | 75606NAC3 |
| — | BLACKSTONE MORTGAGE TR | 15,565,000 | $14,337 | 0.3% | $0.99 | — | CONV | 09257WAC4 |
| — | QUOTIENT TECHNOLOGY INC | 15,775,000 | $14,284 | 0.3% | $0.94 | — | CONV | 749119AB9 |
| — | ZILLOW GROUP INC | 12,210,000 | $14,268 | 0.3% | $1.17 | — | CONV | 98954MAH4 |
| — | EXACT SCIENCES CORP | 14,614,000 | $14,044 | 0.3% | $0.79 | — | CONV | 30063PAC9 |
| — | BLACKSTONE MORTGAGE TR | 14,645,000 | $13,680 | 0.3% | $1.02 | — | CONV | 09257WAB6 |
| — | SSR MINING INC | 9,800,000 | $13,549 | 0.3% | $1.38 | — | CONV | 784730AB9 |
| — | NUVASIVE INC | 12,176,000 | $13,311 | 0.3% | $1.21 | — | CONV | 670704AG0 |
| — | NEW MOUNTAIN FINANCE COR | 13,788,000 | $12,746 | 0.3% | $1.03 | — | CONV | 647551AC4 |
| — | INTL FLAVOR & FRAGRANCES | 272,441 | $12,172 | 0.3% | $52.09 | — | CONV PFD | 459506309 |
| — | INTERCEPT PHARMAS | 16,703,000 | $12,060 | 0.3% | $0.94 | — | CONV | 45845PAB4 |
| — | BLACKROCK TCP CAP CORP | 11,762,000 | $11,551 | 0.3% | $1.03 | — | CONV | 87238QAD5 |
| — | RETROPHIN INC | 13,398,000 | $10,979 | 0.3% | $0.84 | — | CONV | 761299AB2 |
| — | QTS REALTY TRUST INC | 76,424 | $10,948 | 0.3% | $106.28 | — | CONV PFD | 74736A301 |
| — | NUANCE COMMUNICATIONS | 7,482,000 | $10,456 | 0.2% | $0.96 | — | CONV | 67020YAN0 |
| — | ELANCO ANIMAL HEALTH INC | 254,650 | $9,890 | 0.2% | $39.33 | — | CONV PFD | 28414H202 |
| — | TWITTER INC | 9,250,000 | $9,085 | 0.2% | $0.92 | — | CONV | 90184LAD4 |
| — | WEIBO CORP | 9,350,000 | $8,756 | 0.2% | $0.94 | — | CONV | 948596AC5 |
| — | ENERGIZER HOLDINGS INC | 88,087 | $8,571 | 0.2% | $96.71 | — | CONV PFD | 29272W208 |
| — | SCORPIO TANKERS INC | 9,605,000 | $8,374 | 0.2% | $0.86 | — | CONV | 80918TAB5 |
| — | TWILIO INC | 2,687,000 | $8,332 | 0.2% | $1.99 | — | CONV | 90138FAB8 |
| — | ASSURANT INC | 76,400 | $7,961 | 0.2% | $104.45 | — | CONV PFD | 04621X207 |
| — | IONIS PHARMACEUTICALS IN | 7,159,000 | $7,883 | 0.2% | $1.03 | — | CONV | 464337AJ3 |
| — | Q2 HOLDINGS INC | 6,425,000 | $7,350 | 0.2% | $1.14 | — | CONV | 74736LAD1 |
| — | ENVESTNET INC | 5,907,000 | $7,270 | 0.2% | $1.18 | — | CONV | 29404KAB2 |
| — | ON SEMICONDUCTOR CORP | 5,894,000 | $6,897 | 0.2% | $1.00 | — | CONV | 682189AK1 |
| — | NEUROCRINE BIOSCIENCES | 4,110,000 | $6,839 | 0.2% | $1.40 | — | CONV | 64125CAD1 |
| — | SERVICENOW INC | 2,249,000 | $6,759 | 0.2% | $1.49 | — | CONV | 81762PAC6 |
| — | GOLDMAN SACHS BDC INC | 6,647,000 | $6,620 | 0.2% | $1.02 | — | CONV | 38147UAB3 |
| — | ALTAIR ENGINEERING INC | 6,000,000 | $6,327 | 0.1% | $1.06 | — | CONV | 021369AA1 |
| — | PRA GROUP INC | 5,402,000 | $5,601 | 0.1% | $0.98 | — | CONV | 69354NAB2 |
| — | QIAGEN NV | 5,000,000 | $5,445 | 0.1% | $1.07 | — | CONV | AV5355400 |
| — | J2 GLOBAL COMMUNICATIONS | 4,500,000 | $4,924 | 0.1% | $1.21 | — | CONV | 48123VAC6 |
| MRK | MERCK & CO INC | 56,500 | $4,369 | 0.1% | $64.84 | -3.0% | COM | 58933Y105 |
| — | PLURALSIGHT INC | 4,817,000 | $4,260 | 0.1% | $0.88 | — | CONV | 72941BAB2 |
| — | RAMBUS INC | 4,056,000 | $4,229 | 0.1% | $0.97 | — | CONV | 750917AG1 |
| WMT | WALMART INC | 35,000 | $4,192 | 0.1% | $38.07 | 0.0% | COM | 931142103 |
| — | EVOLENT HEALTH INC | 6,463,000 | $4,129 | 0.1% | $0.69 | — | CONV | 30050BAD3 |
| — | JOYY INC | 3,740,000 | $4,116 | 0.1% | $1.10 | — | CONV | 98426TAD8 |
| — | HELIX ENERGY SOLUTIONS | 4,816,000 | $3,845 | 0.1% | $0.95 | — | CONV | 42330PAJ6 |
| CI | CIGNA CORP | 20,000 | $3,753 | 0.1% | $173.56 | 0.0% | COM | 125523100 |
| MDT | MEDTRONIC PLC | 40,000 | $3,668 | 0.1% | $81.79 | 0.0% | COM | G5960L103 |
| ABBV | ABBVIE INC | 35,000 | $3,436 | 0.1% | $70.50 | 0.0% | COM | 00287Y109 |
| — | JOYY INC | 3,000,000 | $3,310 | 0.1% | $1.10 | — | CONV | 98426TAF3 |
| — | PENN NATIONAL GAMING INC | 2,125,000 | $3,187 | 0.1% | $1.50 | — | CONV | 707569AU3 |
| — | LUMENTUM HOLDINGS INC | 2,070,000 | $3,027 | 0.1% | $1.42 | — | CONV | 55024UAB5 |
| T | AT&T INC | 100,000 | $3,023 | 0.1% | $18.86 | -17.9% | COM | 00206R102 |
| VLO | VALERO ENERGY CORP | 50,000 | $2,941 | 0.1% | $47.74 | 0.0% | COM | 91913Y100 |
| HON | HONEYWELL INTERNATIONAL INC | 20,000 | $2,892 | 0.1% | $117.88 | 0.0% | COM | 438516106 |
| — | DISH NETWORK CORP | 3,014,000 | $2,716 | 0.1% | $0.90 | — | CONV | 25470MAD1 |
| — | ALZA CORP | 1,379,000 | $2,666 | 0.1% | $1.73 | — | CONV | 02261WAB5 |
| UNP | UNION PACIFIC CORP | 15,000 | $2,536 | 0.1% | $144.98 | -2.4% | COM | 907818108 |
| — | RH | 1,715,000 | $2,407 | 0.1% | $1.08 | — | CONV | 74967XAA1 |
| — | KAMAN CORP | 2,427,000 | $2,324 | 0.1% | $1.10 | — | CONV | 483548AF0 |
| AZO | AUTOZONE INC | 2,000 | $2,256 | 0.1% | $1053.52 | 0.0% | COM | 053332102 |
| KO | COCA-COLA CO/THE | 50,000 | $2,234 | 0.1% | $38.72 | 0.0% | COM | 191216100 |
| — | DEXCOM INC | 829,000 | $2,061 | 0.0% | $1.48 | — | CONV | 252131AH0 |
| — | HUAZHU GROUP LTD | 2,000,000 | $2,022 | 0.0% | $0.99 | — | CONV | 16949NAC3 |
| — | ADVENT CONVERTIBLE AND INCOME | 153,048 | $2,002 | 0.0% | $15.04 | — | COM | 00764C109 |
| — | BRISTOL-MYERS SQUIBB CO | 1,098,000 | $1,668 | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | SPLUNK INC | 760,000 | $1,117 | 0.0% | $1.09 | — | CONV | 848637AD6 |
| CWB | SPDR BLOOMBERG BARCLAYS CONVER | 8,060 | $488 | 0.0% | $55.46 | — | COM | 78464A359 |
| UNH | UNITEDHEALTH GROUP INC | 1,300 | $383 | 0.0% | $249.73 | +4.6% | COM | 91324P102 |
| NBIS | YANDEX NV | 6,500 | $325 | 0.0% | $34.00 | — | COM | N97284108 |
| STZ | CONSTELLATION BRANDS INC | 1,500 | $262 | 0.0% | $180.85 | -16.0% | COM | 21036P108 |
| — | SILICON LABORATORIES INC | 187,000 | $227 | 0.0% | $1.10 | — | CONV | 826919AB8 |
| — | SEMPRA ENERGY | 2,313 | $227 | 0.0% | $101.20 | — | CONV PFD | 816851505 |
| — | CAESARS HOLDINGS INC | 131,000 | $221 | 0.0% | $1.69 | — | CONV | 127686AA1 |
| — | TELADOC HEALTH INC | 58,000 | $206 | 0.0% | $1.48 | — | CONV | 87918AAC9 |
| — | INSULET CORPORATION | 76,000 | $162 | 0.0% | $1.44 | — | CONV | 45784PAH4 |
| — | FIREEYE INC | 6,000 | $73 | 0.0% | $13.35 | — | COM | 31816Q101 |
| — | DANAHER CORP | 8,000 | $54 | 0.0% | $3.09 | — | CONV | 235851AF9 |
| — | SPDR S&P 500 ETF TRUST | 700 | $44 | 0.0% | — | — | Put | 78462F953 |
| — | BLOOMIN' BRANDS INC | 400 | $22 | 0.0% | — | — | Put | 094235958 |
| BDX | BECTON DICKINSON AND CO | 84 | $20 | 0.0% | $220.31 | 0.0% | COM | 075887109 |
| GLPI | GAMING AND LEISURE PROPERTIES | 490 | $17 | 0.0% | $27.71 | — | COM | 36467J108 |
| — | EXACT SCIENCES CORP | 6,000 | $8 | 0.0% | $1.09 | — | CONV | 30063PAA3 |
| — | GLAUKOS CORP | 100 | $6 | 0.0% | — | — | Put | 377322952 |
| — | APPLE INC | 155 | $6 | 0.0% | — | — | Put | 037833950 |
| — | HELIX ENERGY SOLUTIONS | 7,000 | $6 | 0.0% | $0.86 | — | CONV | 42330PAH0 |
| — | ENSCO JERSEY FINANCE LTD | 9,000 | $6 | 0.0% | $0.67 | — | CONV | 29359WAB1 |
| — | STARBUCKS CORP | 420 | $3 | 0.0% | — | — | Call | 855244909 |
| — | MACY'S INC | 1,000 | $3 | 0.0% | — | — | Put | 55616P954 |
| — | NORWEGIAN CRUISE LINE HOLDINGS | 300 | $2 | 0.0% | — | — | Put | G66721954 |
| — | SOUTHWEST AIRLINES CO | 200 | $2 | 0.0% | — | — | Put | 844741958 |
| — | TWITTER INC | 200 | $1 | 0.0% | — | — | Put | 90184L952 |
| — | OASIS PETROLEUM INC | 10,000 | $1 | 0.0% | $0.10 | — | CONV | 674215AJ7 |
| — | TRANSOCEAN INC | 3,000 | $1 | 0.0% | $0.33 | — | CONV | 893830BJ7 |