Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 16, 2020
Total Value: $4.533B (19.6% shares, 80.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES CO | 163,112,000 | $213M | 4.7% | $1.20 | — | CONV | 844741BG2 |
| — | BANK OF AMERICA CORP | 130,824 | $196M | 4.3% | $473.03 | — | CONV PFD | 060505682 |
| — | WELLS FARGO & COMPANY | 130,805 | $175M | 3.9% | $1162.26 | — | CONV PFD | 949746804 |
| — | FORTIVE CORPORATION | 125,667,000 | $126M | 2.8% | $0.93 | — | CONV | 34959JAK4 |
| — | WESTERN DIGITAL CORP | 116,585,000 | $111M | 2.5% | $0.97 | — | CONV | 958102AP0 |
| — | EURONET WORLDWIDE INC | 103,383,000 | $99.11M | 2.2% | $0.92 | — | CONV | 298736AL3 |
| — | PROOFPOINT INC | 99,085,000 | $98.9M | 2.2% | $1.00 | — | CONV | 743424AF0 |
| — | BOOKING HOLDINGS INC | 91,159,000 | $97.42M | 2.1% | $1.09 | — | CONV | 741503AX4 |
| — | DISH NETWORK CORP | 104,240,000 | $95.91M | 2.1% | $0.95 | — | CONV | 25470MAB5 |
| — | TWITTER INC | 79,918,000 | $88.93M | 2.0% | $0.98 | — | CONV | 90184LAF9 |
| — | EXACT SCIENCES CORP | 74,349,000 | $87.52M | 1.9% | $1.11 | — | CONV | 30063PAB1 |
| — | ILLUMINA INC | 79,648,000 | $84.92M | 1.9% | $1.10 | — | CONV | 452327AK5 |
| — | BIOMARIN PHARMACEUTICAL | 65,820,000 | $68.78M | 1.5% | $1.03 | — | CONV | 09061GAH4 |
| — | ARES CAPITAL CORP | 63,690,000 | $66.11M | 1.5% | $0.99 | — | CONV | 04010LAW3 |
| — | HERBALIFE LTD | 64,393,000 | $64.81M | 1.4% | $0.95 | — | CONV | 42703MAD5 |
| — | STANLEY BLACK & DECKER I | 632,686 | $64.32M | 1.4% | $89.79 | — | CONV PFD | 854502846 |
| — | PALO ALTO NETWORKS | 56,002,000 | $63.04M | 1.4% | $1.05 | — | CONV | 697435AD7 |
| — | LIBERTY MEDIA CORP | 47,239,000 | $51.89M | 1.1% | $1.01 | — | CONV | 531229AB8 |
| — | FIREEYE INC | 55,212,000 | $51.73M | 1.1% | $0.98 | — | CONV | 31816QAF8 |
| — | TESLA INC | 7,440,000 | $51.45M | 1.1% | $0.98 | — | CONV | 88160RAG6 |
| — | LIGAND PHARMACEUTICALS I | 56,178,000 | $51.01M | 1.1% | $0.89 | — | CONV | 53220KAF5 |
| — | VISHAY INTERTECHNOLOGY | 52,441,000 | $50.95M | 1.1% | $0.95 | — | CONV | 928298AP3 |
| — | ILLUMINA INC | 39,257,000 | $50.54M | 1.1% | $1.25 | — | CONV | 452327AH2 |
| — | ANTHEM INC | 13,029,000 | $48.97M | 1.1% | $2.34 | — | CONV | 94973VBG1 |
| — | DOMINION ENERGY INC | 477,040 | $48.66M | 1.1% | $101.82 | — | CONV PFD | 25746U133 |
| — | TESLA INC | 7,250,000 | $47.38M | 1.0% | $1.63 | — | CONV | 88160RAD3 |
| — | NRG ENERGY INC | 44,044,000 | $45.76M | 1.0% | $1.09 | — | CONV | 629377CG5 |
| — | ALTERYX INC | 45,336,000 | $45.32M | 1.0% | $1.00 | — | CONV | 02156BAF0 |
| — | LIBERTY MEDIA CORP | 95,839,000 | $45.31M | 1.0% | $0.88 | — | CONV | 531229AE2 |
| — | NEXTERA ENERGY INC | 955,437 | $44.84M | 1.0% | $43.91 | — | CONV PFD | 65339F770 |
| — | VERINT SYSTEMS INC | 44,099,000 | $44.83M | 1.0% | $1.01 | — | CONV | 92343XAA8 |
| — | WORKDAY INC | 28,930,000 | $44.54M | 1.0% | $1.20 | — | CONV | 98138HAF8 |
| — | LIVE NATION ENTERTAINMEN | 39,753,000 | $44.25M | 1.0% | $1.10 | — | CONV | 538034AQ2 |
| — | JAZZ INVESTMENTS I LTD | 43,150,000 | $43.71M | 1.0% | $0.95 | — | CONV | 472145AD3 |
| — | NEW RELIC INC | 45,570,000 | $43.58M | 1.0% | $0.99 | — | CONV | 64829BAB6 |
| — | MICROCHIP TECHNOLOGY INC | 27,169,000 | $41.88M | 0.9% | $1.16 | — | CONV | 595017AF1 |
| — | ARES CAPITAL CORP | 40,775,000 | $41.69M | 0.9% | $1.02 | — | CONV | 04010LAT0 |
| — | AKAMAI TECHNOLOGIES INC | 35,103,000 | $40.55M | 0.9% | $1.16 | — | CONV | 00971TAL5 |
| — | SUPERNUS PHARMACEUTICALS | 42,650,000 | $39.35M | 0.9% | $0.96 | — | CONV | 868459AD0 |
| — | SYNAPTICS INC | 31,206,000 | $38.73M | 0.9% | $1.00 | — | CONV | 87157DAD1 |
| — | MACQUARIE INFRASTRUCTURE | 40,760,000 | $37.2M | 0.8% | $0.97 | — | CONV | 55608BAB1 |
| — | MARRIOTT VACATION WORLDW | 36,555,000 | $36.14M | 0.8% | $0.88 | — | CONV | 57164YAB3 |
| — | NEXTERA ENERGY INC | 755,500 | $35.82M | 0.8% | $47.41 | — | CONV PFD | 65339F739 |
| — | KBR INC | 31,576,000 | $35.73M | 0.8% | $1.06 | — | CONV | 48242WAB2 |
| — | ON SEMICONDUCTOR CORP | 26,524,000 | $35.11M | 0.8% | $1.09 | — | CONV | 682189AP0 |
| — | VONAGE HOLDINGS CORP | 35,443,000 | $34.58M | 0.8% | $0.93 | — | CONV | 92886TAJ1 |
| — | SNAP INC | 24,121,000 | $33.48M | 0.7% | $1.39 | — | CONV | 83304AAB2 |
| — | AMERICAN ELECTRIC POWER | 672,913 | $33.13M | 0.7% | $51.80 | — | CONV PFD | 025537127 |
| — | CSG SYSTEMS INTERNATIONA | 31,351,000 | $32.63M | 0.7% | $1.04 | — | CONV | 126349AF6 |
| — | GREENBRIER COS INC | 35,403,000 | $32.33M | 0.7% | $1.02 | — | CONV | 393657AK7 |
| — | CHENIERE ENERGY INC | 42,575,000 | $30.8M | 0.7% | $0.74 | — | CONV | 16411RAG4 |
| — | INTERDIGITAL INC | 29,665,000 | $30.65M | 0.7% | $1.03 | — | CONV | 45867GAB7 |
| — | TERADYNE INC | 11,886,000 | $30.37M | 0.7% | $1.63 | — | CONV | 880770AG7 |
| — | 8X8 INC | 32,694,000 | $30.25M | 0.7% | $0.87 | — | CONV | 282914AB6 |
| — | EXACT SCIENCES CORP | 27,648,000 | $30M | 0.7% | $0.93 | — | CONV | 30063PAC9 |
| — | AIR TRANSPORT SERVICES G | 28,319,000 | $30M | 0.7% | $0.97 | — | CONV | 00922RAB1 |
| — | PURE STORAGE INC | 31,065,000 | $29.98M | 0.7% | $0.96 | — | CONV | 74624MAB8 |
| — | STARWOOD PROPERTY TRUST | 30,997,000 | $29.82M | 0.7% | $1.00 | — | CONV | 85571BAH8 |
| — | TWITTER INC | 29,750,000 | $29.69M | 0.7% | $0.97 | — | CONV | 90184LAD4 |
| — | VIAVI SOLUTIONS INC | 26,174,000 | $29.67M | 0.7% | $1.04 | — | CONV | 925550AB1 |
| — | BOSTON SCIENTIFIC CORP | 265,263 | $29.52M | 0.7% | $106.74 | — | CONV PFD | 101137206 |
| — | INSMED INC | 25,839,000 | $28.21M | 0.6% | $0.88 | — | CONV | 457669AA7 |
| — | DTE ENERGY CO | 618,083 | $28.16M | 0.6% | $51.36 | — | CONV PFD | 233331842 |
| — | SOUTHERN CO | 582,811 | $27.17M | 0.6% | $53.51 | — | CONV PFD | 842587602 |
| — | MERITOR INC | 25,648,000 | $26.84M | 0.6% | $0.95 | — | CONV | 59001KAF7 |
| — | PLURALSIGHT INC | 29,781,000 | $26.45M | 0.6% | $0.89 | — | CONV | 72941BAB2 |
| — | OSI SYSTEMS INC | 24,717,000 | $25M | 0.6% | $0.93 | — | CONV | 671044AD7 |
| — | WORKIVA INC | 24,275,000 | $24.3M | 0.5% | $1.00 | — | CONV | 98139AAB1 |
| — | SAREPTA THERAPEUTICS INC | 11,418,000 | $23.67M | 0.5% | $1.56 | — | CONV | 803607AB6 |
| — | INTERCEPT PHARMAS | 28,978,000 | $23.48M | 0.5% | $0.94 | — | CONV | 45845PAA6 |
| — | SQUARE INC | 10,359,000 | $22.38M | 0.5% | $1.18 | — | CONV | 852234AD5 |
| — | NEXTERA ENERGY INC | 402,739 | $21.94M | 0.5% | $50.29 | — | CONV PFD | 65339F796 |
| — | INNOVIVA INC | 22,500,000 | $21.65M | 0.5% | $1.03 | — | CONV | 88338TAB0 |
| — | AMERICAN ELECTRIC POWER | 427,276 | $21.01M | 0.5% | $49.18 | — | CONV PFD | 02557T307 |
| — | CHANGE HEALTHCARE INC | 386,526 | $20.5M | 0.5% | $45.68 | — | CONV PFD | 15912K209 |
| — | FIREEYE INC | 20,500,000 | $19.95M | 0.4% | $0.94 | — | CONV | 31816QAD3 |
| — | NUVASIVE INC | 19,195,000 | $19.78M | 0.4% | $1.15 | — | CONV | 670704AG0 |
| — | ZYNGA INC | 15,027,000 | $19.07M | 0.4% | $1.29 | — | CONV | 98986TAB4 |
| — | NUTANIX INC | 18,438,000 | $17.36M | 0.4% | $0.94 | — | CONV | 67059NAB4 |
| — | LIVEPERSON INC | 11,142,000 | $17.02M | 0.4% | $1.24 | — | CONV | 538146AB7 |
| — | MICRON TECHNOLOGY INC | 3,585,000 | $16.84M | 0.4% | $4.21 | — | CONV | 595112AX1 |
| — | BENEFITFOCUS INC | 20,538,000 | $16.69M | 0.4% | $0.86 | — | CONV | 08180DAB2 |
| — | CONMED CORP | 14,424,000 | $16.21M | 0.4% | $0.93 | — | CONV | 207410AF8 |
| — | PACIRA BIOSCIENCES INC | 13,920,000 | $15.96M | 0.4% | $0.94 | — | CONV | 695127AD2 |
| — | OKTA INC | 11,990,000 | $15.88M | 0.4% | $1.32 | — | CONV | 679295AD7 |
| — | REDWOOD TRUST INC | 16,499,000 | $15.1M | 0.3% | $1.01 | — | CONV | 758075AC9 |
| — | REALPAGE INC | 14,430,000 | $14.91M | 0.3% | $1.08 | — | CONV | 75606NAC3 |
| — | AMERICAN AIRLINES GROUP | 15,590,000 | $14.48M | 0.3% | $0.93 | — | CONV | 02376RAF9 |
| — | NY COMMUNITY CAP TRUST V | 328,351 | $14.29M | 0.3% | $44.01 | — | CONV PFD | 64944P307 |
| — | VIAVI SOLUTIONS INC | 12,811,000 | $14.26M | 0.3% | $1.12 | — | CONV | 925550AE5 |
| — | AKAMAI TECHNOLOGIES INC | 10,944,000 | $14.1M | 0.3% | $1.07 | — | CONV | 00971TAJ0 |
| — | NEW MOUNTAIN FINANCE COR | 13,788,000 | $13.84M | 0.3% | $1.03 | — | CONV | 647551AC4 |
| — | FLEXION THERAPEUTICS INC | 17,343,000 | $13.69M | 0.3% | $1.03 | — | CONV | 33938JAB2 |
| — | ENVESTNET INC | 10,393,000 | $13.34M | 0.3% | $1.22 | — | CONV | 29404KAB2 |
| — | ASSURANT INC | 110,919 | $13.13M | 0.3% | $108.79 | — | CONV PFD | 04621X207 |
| — | INTERCEPT PHARMAS | 18,604,000 | $12.96M | 0.3% | $0.92 | — | CONV | 45845PAB4 |
| — | BLACKSTONE MORTGAGE TR | 13,119,000 | $12.57M | 0.3% | $0.99 | — | CONV | 09257WAC4 |
| — | ZILLOW GROUP INC | 7,194,000 | $12.46M | 0.3% | $1.17 | — | CONV | 98954MAH4 |
| — | BLACKROCK TCP CAP CORP | 11,762,000 | $11.81M | 0.3% | $1.03 | — | CONV | 87238QAD5 |
| — | INTL FLAVOR & FRAGRANCES | 263,350 | $11.72M | 0.3% | $52.09 | — | CONV PFD | 459506309 |
| — | RETROPHIN INC | 13,414,000 | $11.51M | 0.3% | $0.84 | — | CONV | 761299AB2 |
| — | II-VI INC | 10,041,000 | $11.35M | 0.3% | $1.10 | — | CONV | 902104AB4 |
| — | QTS REALTY TRUST INC | 77,584 | $11.05M | 0.2% | $106.82 | — | CONV PFD | 74736A301 |
| — | ZILLOW GROUP INC | 7,605,000 | $10.91M | 0.2% | $0.89 | — | CONV | 98954MAC5 |
| — | NUANCE COMMUNICATIONS | 5,956,000 | $10.58M | 0.2% | $0.96 | — | CONV | 67020YAN0 |
| — | ENERGIZER HOLDINGS INC | 119,756 | $10.09M | 0.2% | $93.42 | — | CONV PFD | 29272W208 |
| — | INSIGHT ENTERPRS | 8,608,000 | $9.047M | 0.2% | $1.05 | — | CONV | 45765UAB9 |
| — | ETSY INC | 5,284,000 | $8.307M | 0.2% | $1.57 | — | CONV | 29786AAJ5 |
| — | IONIS PHARMACEUTICALS IN | 7,777,000 | $8.064M | 0.2% | $1.03 | — | CONV | 464337AJ3 |
| — | PG&E CORP | 77,073 | $7.548M | 0.2% | $97.93 | — | CONV PFD | 69331C140 |
| — | Q2 HOLDINGS INC | 5,900,000 | $7.234M | 0.2% | $1.14 | — | CONV | 74736LAD1 |
| — | ALTAIR ENGINEERING INC | 6,500,000 | $7.211M | 0.2% | $1.07 | — | CONV | 021369AA1 |
| — | ELANCO ANIMAL HEALTH INC | 156,726 | $7.003M | 0.2% | $39.33 | — | CONV PFD | 28414H202 |
| — | WEIBO CORP | 7,100,000 | $6.757M | 0.1% | $0.94 | — | CONV | 948596AC5 |
| — | ALTERYX INC | 6,673,000 | $6.67M | 0.1% | $1.00 | — | CONV | 02156BAD5 |
| — | NEUROCRINE BIOSCIENCES | 4,733,000 | $6.536M | 0.1% | $1.40 | — | CONV | 64125CAD1 |
| — | J2 GLOBAL COMMUNICATIONS | 5,664,000 | $6.496M | 0.1% | $1.20 | — | CONV | 48123VAC6 |
| — | TESLA INC | 1,004,000 | $5.976M | 0.1% | $0.98 | — | CONV | 88160RAC5 |
| — | PRA GROUP INC | 5,382,000 | $5.887M | 0.1% | $0.98 | — | CONV | 69354NAB2 |
| — | BLACKSTONE MORTGAGE TR | 5,982,000 | $5.771M | 0.1% | $1.02 | — | CONV | 09257WAB6 |
| — | JOYY INC | 5,040,000 | $5.467M | 0.1% | $1.10 | — | CONV | 98426TAD8 |
| MDT | MEDTRONIC PLC | 50,000 | $5.196M | 0.1% | $82.68 | +4.3% | COM | G5960L103 |
| — | EVOLENT HEALTH INC | 6,392,000 | $5.034M | 0.1% | $0.69 | — | CONV | 30050BAD3 |
| — | SCORPIO TANKERS INC | 5,405,000 | $4.905M | 0.1% | $0.86 | — | CONV | 80918TAB5 |
| — | KAMAN CORP | 4,454,000 | $4.414M | 0.1% | $1.05 | — | CONV | 483548AF0 |
| — | RAMBUS INC | 4,008,000 | $4.208M | 0.1% | $0.97 | — | CONV | 750917AG1 |
| HON | HONEYWELL INTERNATIONAL INC | 25,000 | $4.115M | 0.1% | $120.95 | +10.2% | COM | 438516106 |
| — | LAM RESEARCH CORP | 12,000 | $3.981M | 0.1% | $331.75 | — | COM | 512807108 |
| — | LUMENTUM HOLDINGS INC | 2,762,000 | $3.863M | 0.1% | $1.41 | — | CONV | 55024UAB5 |
| CAT | CATERPILLAR INC | 25,000 | $3.729M | 0.1% | $126.81 | 0.0% | COM | 149123101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 35,000 | $3.597M | 0.1% | $46.84 | 0.0% | COM | 595017104 |
| ABBV | ABBVIE INC | 40,000 | $3.504M | 0.1% | $71.23 | +7.1% | COM | 00287Y109 |
| — | COLFAX CORP | 25,000 | $3.362M | 0.1% | $134.48 | — | CONV PFD | 194014205 |
| — | NOVELLUS SYSTEMS INC | 322,000 | $3.357M | 0.1% | $5.04 | — | CONV | 670008AD3 |
| ON | ON SEMICONDUCTOR CORP | 150,000 | $3.254M | 0.1% | $21.22 | 0.0% | COM | 682189105 |
| — | JOYY INC | 3,000,000 | $3.251M | 0.1% | $1.10 | — | CONV | 98426TAF3 |
| FCX | FREEPORT-MCMORAN INC | 202,500 | $3.167M | 0.1% | $13.50 | 0.0% | COM | 35671D857 |
| V | VISA INC | 15,000 | $3M | 0.1% | $192.21 | 0.0% | COM | 92826C839 |
| — | DISH NETWORK CORP | 3,139,000 | $2.842M | 0.1% | $0.90 | — | CONV | 25470MAD1 |
| GLPI | GAMING AND LEISURE PROPERTIES | 75,936 | $2.804M | 0.1% | $36.87 | — | COM | 36467J108 |
| PNC | PNC FINANCIAL SERVICES GROUP I | 25,000 | $2.748M | 0.1% | $88.70 | 0.0% | COM | 693475105 |
| — | NUANCE COMMUNICATIONS | 1,750,000 | $2.55M | 0.1% | $0.92 | — | CONV | 67020YAK6 |
| MSFT | MICROSOFT CORP | 12,000 | $2.524M | 0.1% | $200.75 | 0.0% | COM | 594918104 |
| MRK | MERCK & CO INC | 30,000 | $2.489M | 0.1% | $64.84 | +1.7% | COM | 58933Y105 |
| KO | COCA-COLA CO/THE | 50,000 | $2.469M | 0.1% | $38.72 | +5.3% | COM | 191216100 |
| LVS | LAS VEGAS SANDS CORP | 50,000 | $2.333M | 0.1% | $45.63 | 0.0% | COM | 517834107 |
| DD | DUPONT DE NEMOURS INC | 40,000 | $2.219M | 0.0% | $21.09 | 0.0% | COM | 26614N102 |
| — | ADVENT CONVERTIBLE AND INCOME | 153,048 | $2.114M | 0.0% | $15.04 | — | COM | 00764C109 |
| — | PENN NATIONAL GAMING INC | 625,000 | $2.006M | 0.0% | $1.50 | — | CONV | 707569AU3 |
| LAMR | LAMAR ADVERTISING CO | 30,000 | $1.985M | 0.0% | $66.17 | — | COM | 512816109 |
| UNP | UNION PACIFIC CORP | 10,000 | $1.969M | 0.0% | $144.98 | +13.7% | COM | 907818108 |
| CZR | CAESARS ENTERTAINMENT INC | 35,000 | $1.962M | 0.0% | $43.94 | 0.0% | COM | 12769G100 |
| HCA | HCA HEALTHCARE INC | 15,000 | $1.87M | 0.0% | $118.28 | 0.0% | COM | 40412C101 |
| — | BRISTOL-MYERS SQUIBB CO | 1,098,000 | $1.726M | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | HUAZHU GROUP LTD | 1,330,000 | $1.499M | 0.0% | $0.99 | — | CONV | 16949NAC3 |
| — | GOLDMAN SACHS BDC INC | 1,472,000 | $1.496M | 0.0% | $1.02 | — | CONV | 38147UAB3 |
| — | SPLUNK INC | 737,000 | $1.064M | 0.0% | $1.09 | — | CONV | 848637AD6 |
| — | SILICON LABORATORIES INC | 633,000 | $758K | 0.0% | $1.17 | — | CONV | 826919AB8 |
| WGO | WINNEBAGO INDUSTRIES INC | 13,000 | $672K | 0.0% | $57.59 | 0.0% | COM | 974637100 |
| — | RH | 282,000 | $576K | 0.0% | $1.08 | — | CONV | 74967XAA1 |
| — | RAPID7 INC | 255,000 | $399K | 0.0% | $1.30 | — | CONV | 753422AB0 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,000 | $304K | 0.0% | $101.18 | 0.0% | COM | 09061G101 |
| STZ | CONSTELLATION BRANDS INC | 1,500 | $284K | 0.0% | $180.85 | -7.7% | COM | 21036P108 |
| — | TELADOC HEALTH INC | 58,000 | $237K | 0.0% | $1.48 | — | CONV | 87918AAC9 |
| — | SEMPRA ENERGY | 2,278 | $228K | 0.0% | $101.20 | — | CONV PFD | 816851505 |
| — | INSULET CORPORATION | 76,000 | $194K | 0.0% | $1.44 | — | CONV | 45784PAH4 |
| — | TWILIO INC | 43,000 | $150K | 0.0% | $1.99 | — | CONV | 90138FAB8 |
| — | DEXCOM INC | 57,000 | $144K | 0.0% | $1.48 | — | CONV | 252131AH0 |
| — | DANAHER CORP | 8,000 | $66,000 | 0.0% | $3.09 | — | CONV | 235851AF9 |
| — | AMERICAN AIRLINES GROUP INC | 4,000 | $25,000 | 0.0% | — | — | Put | 02376R952 |
| — | BLOOMIN' BRANDS INC | 1,000 | $10,000 | 0.0% | — | — | Put | 094235958 |
| — | SOUTHWEST AIRLINES CO | 500 | $7,000 | 0.0% | — | — | Put | 844741958 |
| — | HELIX ENERGY SOLUTIONS | 7,000 | $6,000 | 0.0% | $0.86 | — | CONV | 42330PAH0 |
| — | FREEPORT-MCMORAN INC | 525 | $3,000 | 0.0% | — | — | Put | 35671D957 |