Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 14, 2021
Total Value: $2.045B (9.5% shares, 90.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | KBR INC NOTE 2.500percent11/0 | 57,570,000 | $90.78M | 4.4% | $1.58 | $1.18 | — | CNV | 48242WAB2 |
| — | TWITTER INC NOTE 1.000percent 9/1 | 86,557,000 | $89.75M | 4.4% | $1.04 | $0.95 | — | CNV | 90184LAD4 |
| — | PURE STORAGE INC NOTE 0.125percent 4/1 | 61,917,000 | $68.47M | 3.3% | $1.11 | $0.94 | — | CNV | 74624MAB8 |
| — | EXACT SCIENCES CORP NOTE 0.375percent 3/0 | 50,975,000 | $65.76M | 3.2% | $1.29 | $0.85 | — | CNV | 30063PAC9 |
| — | PAR TECHNOLOGY CORP NOTE 2.875percent 4/1 ADDED | 34,550,000 | $59.25M | 2.9% | $1.71 | $1.71 | — | CNV | 698884AC7 |
| — | FORTIVE CORP PUT | 8,264 | $58.38M | 2.9% | $7064.01 | — | — | Put | 34959J958 |
| — | LUMENTUM HLDGS INC NOTE 0.500percent12/1 | 46,636,000 | $54.24M | 2.7% | $1.16 | $1.22 | — | CNV | 55024UAD1 |
| — | KNOWLES CORP NOTE 3.250percent11/0 | 45,794,000 | $53.55M | 2.6% | $1.17 | $1.13 | — | CNV | 49926DAB5 |
| — | OSI SYSTEMS INC NOTE 1.250percent 9/0 | 48,566,000 | $52.36M | 2.6% | $1.08 | $0.98 | — | CNV | 671044AD7 |
| — | INTERDIGITAL INC NOTE 2.000percent 6/0 | 48,155,000 | $51.08M | 2.5% | $1.06 | $1.03 | — | CNV | 45867GAB7 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750percent12/1 | 43,605,000 | $51.02M | 2.5% | $1.17 | $1.12 | — | CNV | 70509VAA8 |
| — | SUPERNUS PHARMACEUTICALS INC NOTE 0.625percent 4/0 | 51,663,000 | $49.8M | 2.4% | $0.96 | $0.88 | — | CNV | 868459AD0 |
| — | ALTERYX INC NOTE 1.000percent 8/0 | 54,628,000 | $49.34M | 2.4% | $0.90 | $1.00 | — | CNV | 02156BAF0 |
| — | AMERICAN AIRLS GROUP INC NOTE 6.500percent 7/0 | 28,725,000 | $49.34M | 2.4% | $1.72 | $1.72 | — | CNV | 02376RAF9 |
| — | NEW RELIC INC NOTE 0.500percent 5/0 | 49,616,000 | $48.38M | 2.4% | $0.98 | $0.94 | — | CNV | 64829BAB6 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250percent 6/1 | 43,705,000 | $47.53M | 2.3% | $1.09 | $0.93 | — | CNV | 928298AP3 |
| — | FTI CONSULTING INC NOTE 2.000percent 8/1 | 32,138,000 | $46.86M | 2.3% | $1.46 | $1.24 | — | CNV | 302941AP4 |
| — | MARRIOTT VACTINS WORLDWID CO NOTE 1.500percent 9/1 | 34,332,000 | $44.42M | 2.2% | $1.29 | $0.92 | — | CNV | 57164YAB3 |
| — | REALPAGE INC NOTE 1.500percent 5/1 | 33,773,000 | $43.17M | 2.1% | $1.28 | $1.06 | — | CNV | 75606NAC3 |
| — | SNAP INC NOTE 0.750percent 8/0 | 18,191,000 | $42.9M | 2.1% | $2.36 | $1.38 | — | CNV | 83304AAB2 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125percent 5/0 | 34,858,000 | $42.16M | 2.1% | $1.21 | $1.28 | — | CNV | 00971TAJ0 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500percent 6/1 | 35,225,000 | $39.76M | 1.9% | $1.13 | $0.97 | — | CNV | 46333XAH1 |
| — | INNOVIVA INC NOTE 2.500percent 8/1 | 36,309,000 | $38.15M | 1.9% | $1.05 | $1.14 | — | CNV | 45781MAB7 |
| — | INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 | 756,895 | $37.25M | 1.8% | $49.22 | $49.22 | — | CVP | 459506309 |
| — | FORTIVE CORP NOTE 0.875percent 2/1 | 34,639,000 | $35.11M | 1.7% | $1.01 | $1.01 | — | CNV | 34959JAK4 |
| — | WORKIVA INC NOTE 1.125percent 8/1 | 25,958,000 | $34.23M | 1.7% | $1.32 | $1.04 | — | CNV | 98139AAB1 |
| — | HERBALIFE LTD NOTE 2.625percent 3/1 | 32,599,000 | $33.96M | 1.7% | $1.04 | $0.84 | — | CNV | 42703MAD5 |
| — | TURNING PT BRANDS INC NOTE 2.500percent 7/1 | 28,007,000 | $33.77M | 1.7% | $1.21 | $0.89 | — | CNV | 90041LAE5 |
| — | GRANITE CONSTR INC NOTE 2.750percent11/0 | 24,125,000 | $33.5M | 1.6% | $1.39 | $1.08 | — | CNV | 387328AB3 |
| — | INSIGHT ENTERPRISES INC NOTE 0.750percent 2/1 | 22,091,000 | $32.46M | 1.6% | $1.47 | $1.05 | — | CNV | 45765UAB9 |
| — | INFINERA CORP NOTE 2.125percent 9/0 | 26,183,000 | $31.1M | 1.5% | $1.19 | $0.91 | — | CNV | 45667GAC7 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125percent12/1 | 30,824,000 | $29.43M | 1.4% | $0.95 | $1.02 | — | CNV | 462222AB6 |
| — | LUMENTUM HLDGS INC NOTE 0.250percent 3/1 | 17,215,000 | $27.58M | 1.3% | $1.60 | $1.46 | — | CNV | 55024UAB5 |
| — | RAMBUS INC DEL NOTE 1.375percent 2/0 | 23,000,000 | $27.4M | 1.3% | $1.19 | $0.92 | — | CNV | 750917AG1 |
| SWK | STANLEY BLACK & DECKER INC COM | 136,777 | $27.31M | 1.3% | $199.67 * | $153.93 | 0.0% | STO | 854502101 |
| — | CHENIERE ENERGY INC NOTE 4.250percent 3/1 | 31,980,000 | $26.13M | 1.3% | $0.82 | $0.69 | — | CNV | 16411RAG4 |
| — | ENCORE CAP GROUP INC NOTE 3.250percent10/0 | 19,500,000 | $23.98M | 1.2% | $1.23 | $1.17 | — | CNV | 292554AM4 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375percent 9/0 | 21,986,000 | $23.84M | 1.2% | $1.08 | $1.16 | — | CNV | 00971TAL5 |
| BDX | BECTON DICKINSON & CO COM | 94,760 | $23.04M | 1.1% | $243.15 * | $218.78 | +3.1% | STO | 075887109 |
| — | FIREEYE INC NOTE 0.875percent 6/0 | 19,519,000 | $21.98M | 1.1% | $1.13 | $0.95 | — | CNV | 31816QAF8 |
| — | GUESS INC NOTE 2.000percent 4/1 | 19,301,000 | $21.98M | 1.1% | $1.14 | $0.73 | — | CNV | 401617AD7 |
| — | PRA GROUP INC NOTE 3.500percent 6/0 | 20,334,000 | $21.77M | 1.1% | $1.07 | $1.07 | — | CNV | 69354NAB2 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500percent 8/1 | 19,700,000 | $21.29M | 1.0% | $1.08 | $0.96 | — | CNV | 472145AD3 |
| DHR | DANAHER CORPORATION COM | 88,761 | $19.98M | 1.0% | $225.08 * | $196.82 | +1.0% | STO | 235851102 |
| — | CSG SYS INTL INC NOTE 4.250percent 3/1 | 19,006,000 | $19.86M | 1.0% | $1.04 | $1.05 | — | CNV | 126349AF6 |
| — | ENCORE CAP EUROPE FIN LTD NOTE 4.500percent 9/0 | 15,875,000 | $18.07M | 0.9% | $1.14 | $1.06 | — | CNV | 29260UAA5 |
| — | NRG ENERGY INC DBCV 2.750percent 6/0 | 14,135,000 | $16.46M | 0.8% | $1.16 | $1.07 | — | CNV | 629377CG5 |
| — | SPLUNK INC NOTE 1.125percent 9/1 | 13,912,000 | $16.39M | 0.8% | $1.18 | $1.11 | — | CNV | 848637AD6 |
| — | TWO HBRS INVT CORP NOTE 6.250percent 1/1 ADDED | 15,000,000 | $16.33M | 0.8% | $1.09 | $1.09 | — | CNV | 90187BAB7 |
| — | EZCORP INC NOTE 2.875percent 7/0 | 15,956,000 | $14.62M | 0.7% | $0.92 | $1.24 | — | CNV | 302301AF3 |
| — | SUMMIT HOTEL PPTYS INC NOTE 1.500percent 2/1 ADDED | 11,925,000 | $13.14M | 0.6% | $1.10 | $1.10 | — | CNV | 866082AA8 |
| — | NUTANIX INC NOTE 1/1 | 12,852,000 | $12.57M | 0.6% | $0.98 | $0.94 | — | CNV | 67059NAB4 |
| — | MGIC INVT CORP WIS CALL | 9,000 | $12.46M | 0.6% | $1385.00 | — | — | Call | 552848903 |
| — | EXACT SCIENCES CORP NOTE 0.375percent 3/1 | 8,000,000 | $10.94M | 0.5% | $1.37 | $1.37 | — | CNV | 30063PAB1 |
| — | RWT HLDGS INC NOTE 5.750percent10/0 | 10,000,000 | $9.963M | 0.5% | $1.00 | $1.00 | — | CNV | 749772AD1 |
| — | HCI GROUP INC NOTE 4.250percent 3/0 | 7,758,000 | $9.959M | 0.5% | $1.28 | $1.00 | — | CNV | 40416EAD5 |
| — | RINGCENTRAL INC NOTE 3/0 ADDED | 8,500,000 | $9.313M | 0.5% | $1.10 | $1.10 | — | CNV | 76680RAF4 |
| KKR | KKR & CO INC COM | 121,190 | $5.92M | 0.3% | $48.85 * | $42.88 | 0.0% | STO | 48251W104 |
| — | AMERICAN ELEC PWR CO INC UNIT 08/01/2021 | 103,200 | $4.996M | 0.2% | $48.41 | $48.41 | — | CVP | 025537127 |
| — | NEW YORK CMNTY CAP TR V UNIT 11/01/2051 | 90,000 | $4.487M | 0.2% | $49.86 | $49.86 | — | CVP | 64944P307 |
| — | WESTERN DIGITAL CORP. NOTE 1.500percent 2/0 | 4,100,000 | $4.188M | 0.2% | $1.02 | $0.94 | — | CNV | 958102AP0 |
| — | KAMAN CORP NOTE 3.250percent 5/0 | 3,750,000 | $4.065M | 0.2% | $1.08 | $1.07 | — | CNV | 483548AF0 |
| — | MERITOR INC NOTE 3.250percent10/1 | 3,425,000 | $4.014M | 0.2% | $1.17 | $0.93 | — | CNV | 59001KAF7 |
| — | PROOFPOINT INC NOTE 0.250percent 8/1 | 2,950,000 | $3.147M | 0.2% | $1.07 | $1.00 | — | CNV | 743424AF0 |
| — | EURONET WORLDWIDE INC NOTE 0.750percent 3/1 | 2,750,000 | $3.133M | 0.2% | $1.14 | $0.96 | — | CNV | 298736AL3 |
| — | GREENBRIER COS INC NOTE 2.875percent 2/0 | 2,275,000 | $2.474M | 0.1% | $1.09 | $0.97 | — | CNV | 393657AK7 |
| — | VIAVI SOLUTIONS INC NOTE 1.750percent 6/0 ADDED | 1,500,000 | $1.914M | 0.1% | $1.28 | $1.10 | — | CNV | 925550AE5 |
| — | FORTIVE CORP CALL | 200 | $1.413M | 0.1% | $7065.00 | — | — | Call | 34959J908 |
| — | VONAGE HLDGS CORP NOTE 1.750percent 6/0 | 1,000,000 | $1.049M | 0.1% | $1.05 | $1.08 | — | CNV | 92886TAJ1 |
| — | VERINT SYS INC NOTE 1.500percent 6/0 | 800,000 | $901K | 0.0% | $1.13 | $1.06 | — | CNV | 92343XAA8 |