Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 12, 2021
Total Value: $2.886B (29.8% shares, 70.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NEXTERA ENERGY INC UNIT 99/99/9999 | 3,299,025 | $169M | 5.9% | $49.27 | — | CVP | 65339F739 |
| — | WELLS FARGO CO NEW PERP PFD CNV A DELETED | 94,100 | $143M | 4.9% | $1252.77 | — | CVP | 949746804 |
| — | SNAP INC NOTE 0.750percent 8/0 | 56,879,000 | $129M | 4.5% | $1.38 | — | CNV | 83304AAB2 |
| — | BK OF AMERICA CORP 7.25percentCNV PFD L DELETED | 78,338 | $119M | 4.1% | $1346.87 | — | CVP | 060505682 |
| — | SEMPRA ENERGY 6percent PFD CONV A DELETED | 1,185,200 | $117M | 4.1% | $98.15 | — | CVP | 816851406 |
| — | NEXTERA ENERGY INC UNIT 99/99/9999 | 2,126,822 | $106M | 3.7% | $44.73 | — | CVP | 65339F770 |
| — | TWITTER INC NOTE 1.000percent 9/1 | 94,692,000 | $96.4M | 3.3% | $0.95 | — | CNV | 90184LAD4 |
| — | KBR INC NOTE 2.500percent11/0 | 60,268,000 | $82.46M | 2.9% | $1.18 | — | CNV | 48242WAB2 |
| — | PURE STORAGE INC NOTE 0.125percent 4/1 | 67,592,000 | $74.33M | 2.6% | $0.94 | — | CNV | 74624MAB8 |
| — | LUMENTUM HLDGS INC NOTE 0.500percent12/1 ADDED | 56,100,000 | $68.41M | 2.4% | $1.22 | — | CNV | 55024UAD1 |
| — | AMERICAN ELEC PWR CO INC UNIT 08/15/2025 | 1,228,170 | $61.15M | 2.1% | $48.93 | — | CVP | 02557T307 |
| — | EXACT SCIENCES CORP NOTE 0.375percent 3/0 | 46,475,000 | $60.46M | 2.1% | $0.81 | — | CNV | 30063PAC9 |
| — | ALTERYX INC NOTE 1.000percent 8/0 | 56,543,000 | $59.68M | 2.1% | $1.00 | — | CNV | 02156BAF0 |
| — | FIREEYE INC NOTE 0.875percent 6/0 | 49,029,000 | $59.56M | 2.1% | $0.95 | — | CNV | 31816QAF8 |
| — | SOUTH JERSEY INDS INC UNIT 99/99/9999 | 1,533,738 | $56.16M | 1.9% | $44.99 | — | CVP | 838518116 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375percent 9/0 | 48,300,000 | $53.82M | 1.9% | $1.16 | — | CNV | 00971TAL5 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250percent 6/1 | 50,450,000 | $52.55M | 1.8% | $0.93 | — | CNV | 928298AP3 |
| — | OSI SYSTEMS INC NOTE 1.250percent 9/0 | 48,566,000 | $51.81M | 1.8% | $0.98 | — | CNV | 671044AD7 |
| — | NEW RELIC INC NOTE 0.500percent 5/0 | 51,831,000 | $50.78M | 1.8% | $0.94 | — | CNV | 64829BAB6 |
| — | INTERDIGITAL INC NOTE 2.000percent 6/0 | 47,555,000 | $50.03M | 1.7% | $1.03 | — | CNV | 45867GAB7 |
| — | SUPERNUS PHARMACEUTICALS INC NOTE 0.625percent 4/0 | 51,932,000 | $49.25M | 1.7% | $0.88 | — | CNV | 868459AD0 |
| — | KNOWLES CORP NOTE 3.250percent11/0 | 40,389,000 | $45.71M | 1.6% | $1.13 | — | CNV | 49926DAB5 |
| — | GUIDEWIRE SOFTWARE INC NOTE 1.250percent 3/1 | 33,295,000 | $43.03M | 1.5% | $1.01 | — | CNV | 40171VAA8 |
| — | REALPAGE INC NOTE 1.500percent 5/1 | 33,273,000 | $42.79M | 1.5% | $1.05 | — | CNV | 75606NAC3 |
| — | WORKIVA INC NOTE 1.125percent 8/1 | 31,958,000 | $42.72M | 1.5% | $1.04 | — | CNV | 98139AAB1 |
| — | NRG ENERGY INC DBCV 2.750percent 6/0 | 36,758,000 | $41.77M | 1.4% | $1.07 | — | CNV | 629377CG5 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500percent 8/1 | 38,700,000 | $41.14M | 1.4% | $0.96 | — | CNV | 472145AD3 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500percent 6/1 | 36,225,000 | $40.61M | 1.4% | $0.97 | — | CNV | 46333XAH1 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125percent 5/0 | 32,058,000 | $39.68M | 1.4% | $1.28 | — | CNV | 00971TAJ0 |
| — | INNOVIVA INC NOTE 2.500percent 8/1 | 36,309,000 | $39.09M | 1.4% | $1.14 | — | CNV | 45781MAB7 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125percent12/1 ADDED | 37,474,000 | $38.24M | 1.3% | $1.02 | — | CNV | 462222AB6 |
| — | FTI CONSULTING INC NOTE 2.000percent 8/1 | 30,138,000 | $37.66M | 1.3% | $1.22 | — | CNV | 302941AP4 |
| — | SPLUNK INC NOTE 1.125percent 9/1 | 26,912,000 | $36.44M | 1.3% | $1.11 | — | CNV | 848637AD6 |
| — | HERBALIFE LTD NOTE 2.625percent 3/1 | 33,999,000 | $36.22M | 1.3% | $0.84 | — | CNV | 42703MAD5 |
| — | INFINERA CORP NOTE 2.125percent 9/0 | 28,433,000 | $35.25M | 1.2% | $0.91 | — | CNV | 45667GAC7 |
| — | MARRIOTT VACTINS WORLDWID CO NOTE 1.500percent 9/1 | 29,632,000 | $33.54M | 1.2% | $0.86 | — | CNV | 57164YAB3 |
| — | ZILLOW GROUP INC NOTE 2.750percent 5/1 | 15,402,000 | $32.02M | 1.1% | $1.16 | — | CNV | 98954MAH4 |
| — | TURNING PT BRANDS INC NOTE 2.500percent 7/1 | 27,607,000 | $31.04M | 1.1% | $0.88 | — | CNV | 90041LAE5 |
| — | RAMBUS INC DEL NOTE 1.375percent 2/0 | 27,375,000 | $30.76M | 1.1% | $0.92 | — | CNV | 750917AG1 |
| — | LUMENTUM HLDGS INC NOTE 0.250percent 3/1 | 17,715,000 | $29.22M | 1.0% | $1.46 | — | CNV | 55024UAB5 |
| — | BLACKLINE INC NOTE 0.125percent 8/0 | 15,445,000 | $29M | 1.0% | $1.38 | — | CNV | 09239BAB5 |
| — | INSIGHT ENTERPRISES INC NOTE 0.750percent 2/1 | 22,515,000 | $28.6M | 1.0% | $1.05 | — | CNV | 45765UAB9 |
| — | GRANITE CONSTR INC NOTE 2.750percent11/0 ADDED | 24,500,000 | $26.36M | 0.9% | $1.08 | — | CNV | 387328AB3 |
| — | CYBERARK SOFTWARE LTD NOTE 11/1 ADDED | 21,200,000 | $25.72M | 0.9% | $1.21 | — | CNV | 23248VAB1 |
| — | CSG SYS INTL INC NOTE 4.250percent 3/1 | 23,426,000 | $24.66M | 0.9% | $1.05 | — | CNV | 126349AF6 |
| — | CHENIERE ENERGY INC NOTE 4.250percent 3/1 | 30,755,000 | $24.03M | 0.8% | $0.68 | — | CNV | 16411RAG4 |
| — | OKTA INC NOTE 0.125percent 9/0 | 16,000,000 | $23.81M | 0.8% | $1.32 | — | CNV | 679295AD7 |
| — | SOUTHERN CO UNIT 08/01/2022 | 417,214 | $21.32M | 0.7% | $51.77 | — | CVP | 842587602 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750percent12/1 ADDED | 19,625,000 | $20.87M | 0.7% | $1.06 | — | CNV | 70509VAA8 |
| — | TWITTER INC NOTE 0.250percent 6/1 | 17,098,000 | $20.66M | 0.7% | $0.95 | — | CNV | 90184LAF9 |
| — | HCI GROUP INC NOTE 4.250percent 3/0 | 19,035,000 | $19.79M | 0.7% | $1.00 | — | CNV | 40416EAD5 |
| — | GUESS INC NOTE 2.000percent 4/1 | 16,801,000 | $18.68M | 0.6% | $0.67 | — | CNV | 401617AD7 |
| — | EZCORP INC NOTE 2.875percent 7/0 | 18,456,000 | $16.76M | 0.6% | $1.24 | — | CNV | 302301AF3 |
| — | DTE ENERGY CO UNIT 11/01/2022S | 347,252 | $16.48M | 0.6% | $51.35 | — | CVP | 233331842 |
| BDX | BECTON DICKINSON & CO COM | 58,695 | $14.69M | 0.5% | $214.58 | 0.0% | STO | 075887109 |
| — | ENCORE CAP GROUP INC NOTE 3.250percent10/0 | 12,500,000 | $14.62M | 0.5% | $1.14 | — | CNV | 292554AM4 |
| DHR | DANAHER CORPORATION COM | 61,650 | $13.7M | 0.5% | $196.00 | 0.0% | STO | 235851102 |
| BSX | BOSTON SCIENTIFIC CORP COM | 327,904 | $11.79M | 0.4% | $36.04 | 0.0% | STO | 101137107 |
| — | NUTANIX INC NOTE 1/1 | 11,050,000 | $11.15M | 0.4% | $0.93 | — | CNV | 67059NAB4 |
| — | ENCORE CAP EUROPE FIN LTD NOTE 4.500percent 9/0 | 8,575,000 | $9.668M | 0.3% | $0.99 | — | CNV | 29260UAA5 |
| — | ESSENTIAL UTILS INC UNIT 04/30/2022 | 142,098 | $8.611M | 0.3% | $54.36 | — | CVP | 29670G201 |
| — | COWEN INC NOTE 3.000percent12/1 | 3,750,000 | $5.739M | 0.2% | $1.06 | — | CNV | 223622AE1 |
| — | FORTIVE CORP NOTE 0.875percent 2/1 | 5,441,000 | $5.597M | 0.2% | $0.97 | — | CNV | 34959JAK4 |
| — | KAMAN CORP NOTE 3.250percent 5/0 | 4,250,000 | $4.895M | 0.2% | $1.07 | — | CNV | 483548AF0 |
| — | WESTERN DIGITAL CORP. NOTE 1.500percent 2/0 | 4,875,000 | $4.845M | 0.2% | $0.94 | — | CNV | 958102AP0 |
| — | MERITOR INC NOTE 3.250percent10/1 | 4,150,000 | $4.763M | 0.2% | $0.93 | — | CNV | 59001KAF7 |
| — | PROOFPOINT INC NOTE 0.250percent 8/1 | 3,700,000 | $4.143M | 0.1% | $1.00 | — | CNV | 743424AF0 |
| — | WINNEBAGO INDS INC NOTE 1.500percent 4/0 ADDED | 3,075,000 | $3.642M | 0.1% | $1.18 | — | CNV | 974637AB6 |
| — | VERINT SYS INC NOTE 1.500percent 6/0 | 3,225,000 | $3.536M | 0.1% | $1.06 | — | CNV | 92343XAA8 |
| — | EURONET WORLDWIDE INC NOTE 0.750percent 3/1 | 3,125,000 | $3.533M | 0.1% | $0.96 | — | CNV | 298736AL3 |
| — | ALTAIR ENGR INC NOTE 0.250percent 6/0 | 2,300,000 | $3.157M | 0.1% | $1.00 | — | CNV | 021369AA1 |
| — | GREENBRIER COS INC NOTE 2.875percent 2/0 | 2,894,000 | $2.924M | 0.1% | $0.97 | — | CNV | 393657AK7 |
| — | VIAVI SOLUTIONS INC NOTE 1.750percent 6/0 DELETED | 2,175,000 | $2.691M | 0.1% | $1.10 | — | CNV | 925550AE5 |
| — | SYNAPTICS INC NOTE 0.500percent 6/1 | 1,850,000 | $2.551M | 0.1% | $1.01 | — | CNV | 87157DAD1 |
| — | NEXTERA ENERGY INC UNIT 09/01/2022S | 28,090 | $1.651M | 0.1% | $50.42 | — | CVP | 65339F796 |
| — | VONAGE HLDGS CORP NOTE 1.750percent 6/0 | 1,375,000 | $1.485M | 0.1% | $1.08 | — | CNV | 92886TAJ1 |
| — | SILICON LABORATORIES INC NOTE 1.375percent 3/0 | 1,048,000 | $1.44M | 0.0% | $1.16 | — | CNV | 826919AB8 |
| — | NATIONAL HEALTH INVS INC NOTE 3.250percent 4/0 | 850,000 | $913K | 0.0% | $1.09 | — | CNV | 63633DAE4 |
| — | DOMINION ENERGY INC UNIT 99/99/9999 | 6,400 | $634K | 0.0% | $99.37 | — | CVP | 25746U133 |