Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 13, 2020
Total Value: $3.129B (32.0% shares, 68.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TESLA INC NOTE 2.375 PERCENT 3/1 | 37,370,000 | $244M | 7.8% | $1.71 | — | CNV | 88160RAD3 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 92,611 | $124M | 4.0% | $1248.51 | — | CVP | 949746804 |
| — | NEXTERA ENERGY INC UNIT 99/99/9999 | 2,636,822 | $124M | 4.0% | $44.73 | — | CVP | 65339F770 |
| — | SEMPRA ENERGY 6 PERCENT PFD CONV A | 1,096,900 | $108M | 3.5% | $98.09 | — | CVP | 816851406 |
| — | SNAP INC NOTE 0.750 PERCENT 8/0 ADDED | 77,879,000 | $108M | 3.4% | $1.38 | — | CNV | 83304AAB2 |
| — | BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | 71,451 | $106M | 3.4% | $1330.31 | — | CVP | 060505682 |
| — | TWITTER INC NOTE 1.000 PERCENT 9/1 | 91,826,000 | $91.26M | 2.9% | $0.95 | — | CNV | 90184LAD4 |
| — | NEXTERA ENERGY INC UNIT 99/99/9999 ADDED | 1,824,025 | $86.79M | 2.8% | $47.58 | — | CVP | 65339F739 |
| — | AMERICAN ELEC PWR CO INC UNIT 99/99/9999 ADDED | 1,707,191 | $83.53M | 2.7% | $48.93 | — | CVP | 02557T307 |
| — | CENTERPOINT ENERGY INC DEP RP PFD CV B DELETED | 1,851,001 | $67.7M | 2.2% | $44.86 | — | CVP | 15189T503 |
| — | DTE ENERGY CO UNIT 11/01/2022S | 1,474,286 | $67.08M | 2.1% | $51.35 | — | CVP | 233331842 |
| — | PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | 67,892,000 | $65.75M | 2.1% | $0.94 | — | CNV | 74624MAB8 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 ADDED | 50,400,000 | $58.31M | 1.9% | $1.16 | — | CNV | 00971TAL5 |
| — | OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0 | 57,316,000 | $57.35M | 1.8% | $0.98 | — | CNV | 671044AD7 |
| — | ALTERYX INC NOTE 1.000 PERCENT 8/0 ADDED | 56,430,000 | $56.31M | 1.8% | $1.00 | — | CNV | 02156BAF0 |
| — | FIREEYE INC NOTE 0.875 PERCENT 6/0 | 55,679,000 | $51.6M | 1.6% | $0.95 | — | CNV | 31816QAF8 |
| — | NEW RELIC INC NOTE 0.500 PERCENT 5/0 | 53,631,000 | $51.25M | 1.6% | $0.94 | — | CNV | 64829BAB6 |
| — | BLACKLINE INC NOTE 0.125 PERCENT 8/0 ADDED | 36,445,000 | $50.13M | 1.6% | $1.38 | — | CNV | 09239BAB5 |
| — | INTERDIGITAL INC NOTE 2.000 PERCENT 6/0 ADDED | 47,830,000 | $49.27M | 1.6% | $1.03 | — | CNV | 45867GAB7 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 50,725,000 | $49.09M | 1.6% | $0.93 | — | CNV | 928298AP3 |
| — | SUPERNUS PHARMACEUTICALS INC NOTE 0.625 PERCENT 4/0 | 52,874,000 | $48.7M | 1.6% | $0.88 | — | CNV | 868459AD0 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 44,475,000 | $48.02M | 1.5% | $0.78 | — | CNV | 30063PAC9 |
| — | SOUTHERN CO UNIT 08/01/2022 | 1,004,614 | $46.74M | 1.5% | $51.77 | — | CVP | 842587602 |
| — | SOUTH JERSEY INDS INC UNIT 99/99/9999 | 1,406,967 | $46.46M | 1.5% | $45.75 | — | CVP | 838518116 |
| — | KBR INC NOTE 2.500 PERCENT11/0 | 38,727,000 | $43.66M | 1.4% | $1.07 | — | CNV | 48242WAB2 |
| — | FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | 35,588,000 | $43.6M | 1.4% | $1.22 | — | CNV | 302941AP4 |
| — | AMERICAN AIRLS GROUP INC NOTE 6.500 PERCENT 7/0 | 47,050,000 | $43.37M | 1.4% | $0.94 | — | CNV | 02376RAF9 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125 PERCENT 5/0 | 31,158,000 | $40.06M | 1.3% | $1.28 | — | CNV | 00971TAJ0 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 38,700,000 | $39.12M | 1.3% | $0.96 | — | CNV | 472145AD3 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 26,912,000 | $38.84M | 1.2% | $1.11 | — | CNV | 848637AD6 |
| — | GUIDEWIRE SOFTWARE INC NOTE 1.250 PERCENT 3/1 | 33,545,000 | $38.48M | 1.2% | $1.01 | — | CNV | 40171VAA8 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 36,459,000 | $35.34M | 1.1% | $1.14 | — | CNV | 45781MAB7 |
| — | REALPAGE INC NOTE 1.500 PERCENT 5/1 | 33,273,000 | $34.23M | 1.1% | $1.05 | — | CNV | 75606NAC3 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 ADDED | 35,225,000 | $34.15M | 1.1% | $0.97 | — | CNV | 46333XAH1 |
| — | INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 | 747,201 | $33.28M | 1.1% | $49.55 | — | CVP | 459506309 |
| — | KNOWLES CORP NOTE 3.250 PERCENT11/0 | 31,106,000 | $33.02M | 1.1% | $1.13 | — | CNV | 49926DAB5 |
| — | TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 ADDED | 36,907,000 | $32.57M | 1.0% | $0.88 | — | CNV | 90041LAE5 |
| — | ESSENTIAL UTILS INC UNIT 04/30/2022 | 598,973 | $32.28M | 1.0% | $54.36 | — | CVP | 29670G201 |
| — | INSIGHT ENTERPRISES INC NOTE 0.750 PERCENT 2/1 ADDED | 30,150,000 | $31.61M | 1.0% | $1.05 | — | CNV | 45765UAB9 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 29,952,000 | $31.02M | 1.0% | $1.06 | — | CNV | 629377CG5 |
| — | INFINERA CORP NOTE 2.125 PERCENT 9/0 | 33,433,000 | $30.85M | 1.0% | $0.91 | — | CNV | 45667GAC7 |
| — | RAMBUS INC DEL NOTE 1.375 PERCENT 2/0 | 29,500,000 | $30.65M | 1.0% | $0.92 | — | CNV | 750917AG1 |
| — | HERBALIFE LTD NOTE 2.625 PERCENT 3/1 | 29,868,000 | $29.85M | 1.0% | $0.81 | — | CNV | 42703MAD5 |
| — | MARRIOTT VACTINS WORLDWID CO NOTE 1.500 PERCENT 9/1 | 29,832,000 | $29.32M | 0.9% | $0.86 | — | CNV | 57164YAB3 |
| — | ZILLOW GROUP INC NOTE 2.750 PERCENT 5/1 | 16,675,000 | $28.81M | 0.9% | $1.16 | — | CNV | 98954MAH4 |
| — | WORKIVA INC NOTE 1.125 PERCENT 8/1 ADDED | 27,958,000 | $27.85M | 0.9% | $1.00 | — | CNV | 98139AAB1 |
| — | REPLIGEN CORP NOTE 0.375 PERCENT 7/1 | 19,075,000 | $27.13M | 0.9% | $1.06 | — | CNV | 759916AB5 |
| — | XERIS PHARMACEUTICALS INC NOTE 5.000 PERCENT 7/1 | 14,000,000 | $27.03M | 0.9% | $1.64 | — | CNV | 98422LAA5 |
| — | DANAHER CORPORATION 4.75 MND CV PFD | 17,326 | $25.63M | 0.8% | $1042.58 | — | CVP | 235851300 |
| — | CSG SYS INTL INC NOTE 4.250 PERCENT 3/1 | 24,701,000 | $25.57M | 0.8% | $1.05 | — | CNV | 126349AF6 |
| — | NEXTERA ENERGY INC UNIT 09/01/2022S | 457,140 | $24.86M | 0.8% | $50.42 | — | CVP | 65339F796 |
| — | EZCORP INC NOTE 2.875 PERCENT 7/0 | 27,956,000 | $24.66M | 0.8% | $1.24 | — | CNV | 302301AF3 |
| — | NUANCE COMMUNICATIONS INC DBCV 1.000 PERCENT12/1 | 16,774,000 | $24.36M | 0.8% | $0.92 | — | CNV | 67020YAK6 |
| — | OKTA INC NOTE 0.125 PERCENT 9/0 ADDED | 16,000,000 | $21.07M | 0.7% | $1.32 | — | CNV | 679295AD7 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 20,399,000 | $20.51M | 0.7% | $1.00 | — | CNV | 40416EAD5 |
| — | CHENIERE ENERGY INC NOTE 4.250 PERCENT 3/1 | 28,300,000 | $20.24M | 0.6% | $0.67 | — | CNV | 16411RAG4 |
| — | TWITTER INC NOTE 0.250 PERCENT 6/1 | 17,373,000 | $19.38M | 0.6% | $0.95 | — | CNV | 90184LAF9 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 19,636,000 | $19.31M | 0.6% | $1.07 | — | CNV | 483548AF0 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 13,000,000 | $18.18M | 0.6% | $1.39 | — | CNV | 55024UAB5 |
| — | GUESS INC NOTE 2.000 PERCENT 4/1 | 19,451,000 | $15.56M | 0.5% | $0.67 | — | CNV | 401617AD7 |
| — | ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 ADDED | 12,500,000 | $14.22M | 0.5% | $1.14 | — | CNV | 292554AM4 |
| — | DOMINION ENERGY INC UNIT 99/99/9999 | 138,700 | $14.13M | 0.5% | $99.37 | — | CVP | 25746U133 |
| — | COWEN INC NOTE 3.000 PERCENT12/1 | 12,325,000 | $13.31M | 0.4% | $1.06 | — | CNV | 223622AE1 |
| — | LIGAND PHARMACEUTICALS INC NOTE 0.750 PERCENT 5/1 | 12,925,000 | $11.66M | 0.4% | $0.87 | — | CNV | 53220KAF5 |
| — | SPIRIT AIRLS INC NOTE 4.750 PERCENT 5/1 | 7,350,000 | $10.68M | 0.3% | $1.50 | — | CNV | 848577AA0 |
| — | NUTANIX INC NOTE 1/1 | 11,050,000 | $10.36M | 0.3% | $0.93 | — | CNV | 67059NAB4 |
| — | ENCORE CAP EUROPE FIN LTD NOTE 4.500 PERCENT 9/0 | 8,575,000 | $9.345M | 0.3% | $0.99 | — | CNV | 29260UAA5 |
| — | EPR PPTYS PFD C CNV 5.75 PERCENT DELETED | 409,794 | $8.11M | 0.3% | $22.13 | — | CVP | 26884U208 |
| — | TEAM INC NOTE 5.000 PERCENT 8/0 | 8,994,000 | $7.47M | 0.2% | $1.22 | — | CNV | 878155AE0 |
| — | TILRAY INC NOTE 5.000 PERCENT10/0 | 15,644,000 | $6.258M | 0.2% | $0.47 | — | CNV | 88688TAB6 |
| — | SILICON LABORATORIES INC NOTE 1.375 PERCENT 3/0 | 4,545,000 | $5.438M | 0.2% | $1.16 | — | CNV | 826919AB8 |
| — | ALTAIR ENGR INC NOTE 0.250 PERCENT 6/0 | 4,700,000 | $5.209M | 0.2% | $1.00 | — | CNV | 021369AA1 |
| — | ON SEMICONDUCTOR CORP NOTE 1.000 PERCENT12/0 | 4,125,000 | $4.929M | 0.2% | $1.28 | — | CNV | 682189AK1 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | 5,175,000 | $4.913M | 0.2% | $0.94 | — | CNV | 958102AP0 |
| — | II-VI INC NOTE 0.250 PERCENT 9/0 | 4,175,000 | $4.702M | 0.2% | $0.99 | — | CNV | 902104AB4 |
| — | MERITOR INC NOTE 3.250 PERCENT10/1 | 4,425,000 | $4.591M | 0.1% | $0.93 | — | CNV | 59001KAF7 |
| — | PROOFPOINT INC NOTE 0.250 PERCENT 8/1 ADDED | 3,950,000 | $3.933M | 0.1% | $1.00 | — | CNV | 743424AF0 |
| — | VERINT SYS INC NOTE 1.500 PERCENT 6/0 | 3,475,000 | $3.51M | 0.1% | $1.06 | — | CNV | 92343XAA8 |
| — | FORTIVE CORP NOTE 0.875 PERCENT 2/1 | 3,125,000 | $3.131M | 0.1% | $0.93 | — | CNV | 34959JAK4 |
| — | EURONET WORLDWIDE INC NOTE 0.750 PERCENT 3/1 | 3,250,000 | $3.11M | 0.1% | $0.96 | — | CNV | 298736AL3 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 3,094,000 | $2.83M | 0.1% | $0.97 | — | CNV | 393657AK7 |
| — | VIAVI SOLUTIONS INC NOTE 1.750 PERCENT 6/0 | 2,425,000 | $2.683M | 0.1% | $1.10 | — | CNV | 925550AE5 |
| — | PALO ALTO NETWORKS INC NOTE 0.750 PERCENT 7/0 | 2,275,000 | $2.565M | 0.1% | $1.07 | — | CNV | 697435AD7 |
| — | SYNAPTICS INC NOTE 0.500 PERCENT 6/1 | 1,950,000 | $2.412M | 0.1% | $1.01 | — | CNV | 87157DAD1 |
| — | SPIRIT RLTY CAP INC NEW NOTE 3.750 PERCENT 5/1 | 1,850,000 | $1.878M | 0.1% | $0.99 | — | CNV | 84860WAB8 |
| — | ON SEMICONDUCTOR CORP NOTE 1.625 PERCENT10/1 | 625,000 | $825K | 0.0% | $1.28 | — | CNV | 682189AP0 |
| — | NATIONAL HEALTH INVS INC NOTE 3.250 PERCENT 4/0 | 285,000 | $288K | 0.0% | $1.11 | — | CNV | 63633DAE4 |