Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 13, 2021
Total Value: $2.409B (7.7% shares, 92.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | OKTA INC NOTE 0.375 percent 6/1 ADDED | 92,091,000 | $115M | 4.8% | $1.25 | $1.25 | — | CNV | 679295AF2 |
| — | ZENDESK INC NOTE 0.625 percent 6/1 ADDED | 62,722,000 | $91.34M | 3.8% | $1.46 | $1.46 | — | CNV | 98936JAD3 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 percent 4/1 | 39,300,000 | $71.09M | 3.0% | $1.81 | $1.73 | — | CNV | 698884AC7 |
| — | PURE STORAGE INC NOTE 0.125 percent 4/1 | 62,667,000 | $65.56M | 2.7% | $1.05 | $0.95 | — | CNV | 74624MAB8 |
| — | AMERICAN AIRLS GROUP INC NOTE 6.500 percent 7/0 | 41,517,000 | $65.08M | 2.7% | $1.57 | $1.67 | — | CNV | 02376RAF9 |
| — | KBR INC NOTE 2.500 percent11/0 | 41,070,000 | $64.4M | 2.7% | $1.57 | $1.18 | — | CNV | 48242WAB2 |
| — | EXACT SCIENCES CORP NOTE 0.375 percent 3/0 | 50,975,000 | $63.02M | 2.6% | $1.24 | $0.85 | — | CNV | 30063PAC9 |
| — | COPA HOLDINGS SA NOTE 4.500 percent 4/1 ADDED | 35,611,000 | $58.19M | 2.4% | $1.63 | $1.63 | — | CNV | 21720AAB8 |
| — | OSI SYSTEMS INC NOTE 1.250 percent 9/0 | 50,978,000 | $54.1M | 2.2% | $1.06 | $0.98 | — | CNV | 671044AD7 |
| — | INTERDIGITAL INC NOTE 2.000 percent 6/0 | 48,155,000 | $53.3M | 2.2% | $1.11 | $1.03 | — | CNV | 45867GAB7 |
| — | ALTERYX INC NOTE 1.000 percent 8/0 | 55,128,000 | $51.89M | 2.2% | $0.94 | $1.00 | — | CNV | 02156BAF0 |
| — | INNOVIVA INC NOTE 2.500 percent 8/1 | 46,309,000 | $50.56M | 2.1% | $1.09 | $1.13 | — | CNV | 45781MAB7 |
| — | LUMENTUM HLDGS INC NOTE 0.500 percent12/1 | 46,636,000 | $50.31M | 2.1% | $1.08 | $1.22 | — | CNV | 55024UAD1 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 percent12/1 | 43,605,000 | $49.45M | 2.1% | $1.13 | $1.12 | — | CNV | 70509VAA8 |
| — | FORTIVE CORP NOTE 0.875 percent 2/1 | 48,564,000 | $48.69M | 2.0% | $1.00 | $1.01 | — | CNV | 34959JAK4 |
| — | NEW RELIC INC NOTE 0.500 percent 5/0 | 48,581,000 | $47.95M | 2.0% | $0.99 | $0.94 | — | CNV | 64829BAB6 |
| — | COUPA SOFTWARE INC NOTE 0.375 percent 6/1 ADDED | 41,500,000 | $47.88M | 2.0% | $1.15 | $1.15 | — | CNV | 22266LAF3 |
| — | ZSCALER INC NOTE 0.125 percent 7/0 ADDED | 30,253,000 | $47.08M | 2.0% | $1.56 | $1.56 | — | CNV | 98980GAB8 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125 percent 5/0 | 34,858,000 | $45.56M | 1.9% | $1.31 | $1.28 | — | CNV | 00971TAJ0 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 percent 6/1 | 43,205,000 | $45.42M | 1.9% | $1.05 | $0.93 | — | CNV | 928298AP3 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 percent 6/1 | 37,725,000 | $44.87M | 1.9% | $1.19 | $0.99 | — | CNV | 46333XAH1 |
| — | KNOWLES CORP NOTE 3.250 percent11/0 | 39,544,000 | $44.02M | 1.8% | $1.11 | $1.13 | — | CNV | 49926DAB5 |
| — | NRG ENERGY INC DBCV 2.750 percent 6/0 | 37,539,000 | $43.62M | 1.8% | $1.16 | $1.13 | — | CNV | 629377CG5 |
| — | LYFT INC NOTE 1.500 percent 5/1 ADDED | 25,330,000 | $43.24M | 1.8% | $1.71 | $1.71 | — | CNV | 55087PAB0 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 percent 9/1 | 34,332,000 | $40.92M | 1.7% | $1.19 | $0.92 | — | CNV | 57164YAB3 |
| — | NEXTERA ENERGY INC UNIT 99/99/9999 | 830,000 | $40.39M | 1.7% | $48.66 | $48.66 | — | CVP | 65339F770 |
| — | WORKIVA INC NOTE 1.125 percent 8/1 | 25,958,000 | $39.51M | 1.6% | $1.52 | $1.04 | — | CNV | 98139AAB1 |
| — | SUPERNUS PHARMACEUTICALS INC NOTE 0.625 percent 4/0 | 40,163,000 | $39.48M | 1.6% | $0.98 | $0.88 | — | CNV | 868459AD0 |
| — | RAPID7 INC NOTE 2.250 percent 5/0 ADDED | 23,489,000 | $38.98M | 1.6% | $1.66 | $1.66 | — | CNV | 753422AD6 |
| — | TWITTER INC NOTE 1.000 percent 9/1 | 37,882,000 | $38.59M | 1.6% | $1.02 | $0.95 | — | CNV | 90184LAD4 |
| — | HERBALIFE LTD NOTE 2.625 percent 3/1 | 34,599,000 | $37.65M | 1.6% | $1.09 | $0.86 | — | CNV | 42703MAD5 |
| — | GRANITE CONSTR INC NOTE 2.750 percent11/0 | 25,750,000 | $37.18M | 1.5% | $1.44 | $1.10 | — | CNV | 387328AB3 |
| — | INSIGHT ENTERPRISES INC NOTE 0.750 percent 2/1 | 22,091,000 | $33.66M | 1.4% | $1.52 | $1.05 | — | CNV | 45765UAB9 |
| — | INFINERA CORP NOTE 2.125 percent 9/0 | 26,183,000 | $32.02M | 1.3% | $1.22 | $0.91 | — | CNV | 45667GAC7 |
| — | TURNING PT BRANDS INC NOTE 2.500 percent 7/1 | 28,007,000 | $31.51M | 1.3% | $1.13 | $0.89 | — | CNV | 90041LAE5 |
| BDX | BECTON DICKINSON & CO COM | 127,460 | $31M | 1.3% | $243.19 * | $219.64 | +1.1% | STO | 075887109 |
| SWK | STANLEY BLACK & DECKER INC COM | 146,177 | $29.96M | 1.2% | $204.99 * | $155.39 | +13.7% | STO | 854502101 |
| — | FTI CONSULTING INC NOTE 2.000 percent 8/1 | 20,638,000 | $29.45M | 1.2% | $1.43 | $1.24 | — | CNV | 302941AP4 |
| — | PRA GROUP INC NOTE 3.500 percent 6/0 | 26,887,000 | $28.87M | 1.2% | $1.07 | $1.07 | — | CNV | 69354NAB2 |
| — | ENCORE CAP GROUP INC NOTE 3.250 percent10/0 | 20,000,000 | $27.03M | 1.1% | $1.35 | $1.18 | — | CNV | 292554AM4 |
| — | CHENIERE ENERGY INC NOTE 4.250 percent 3/1 | 31,114,000 | $26.2M | 1.1% | $0.84 | $0.69 | — | CNV | 16411RAG4 |
| DHR | DANAHER CORPORATION COM | 96,261 | $25.83M | 1.1% | $268.36 * | $198.41 | +9.4% | STO | 235851102 |
| — | INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 | 503,295 | $25.49M | 1.1% | $50.64 | $49.22 | — | CVP | 459506309 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125 percent12/1 | 26,324,000 | $24.46M | 1.0% | $0.93 | $1.02 | — | CNV | 462222AB6 |
| — | GUESS INC NOTE 2.000 percent 4/1 | 19,301,000 | $23.96M | 1.0% | $1.24 | $0.73 | — | CNV | 401617AD7 |
| — | LUMENTUM HLDGS INC NOTE 0.250 percent 3/1 | 15,990,000 | $23.3M | 1.0% | $1.46 | $1.46 | — | CNV | 55024UAB5 |
| — | RAMBUS INC DEL NOTE 1.375 percent 2/0 | 17,000,000 | $22.38M | 0.9% | $1.32 | $0.92 | — | CNV | 750917AG1 |
| — | ENCORE CAP EUROPE FIN LTD NOTE 4.500 percent 9/0 | 16,875,000 | $21.15M | 0.9% | $1.25 | $1.07 | — | CNV | 29260UAA5 |
| — | TWO HBRS INVT CORP NOTE 6.250 percent 1/1 | 19,200,000 | $20.65M | 0.9% | $1.08 | $1.09 | — | CNV | 90187BAB7 |
| — | CSG SYS INTL INC NOTE 4.250 percent 3/1 | 19,006,000 | $19.59M | 0.8% | $1.03 | $1.05 | — | CNV | 126349AF6 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 percent 8/1 | 17,450,000 | $19.15M | 0.8% | $1.10 | $0.96 | — | CNV | 472145AD3 |
| KKR | KKR & CO INC COM | 322,765 | $19.12M | 0.8% | $59.24 * | $49.41 | +7.9% | STO | 48251W104 |
| — | NUTANIX INC NOTE 1/1 | 16,852,000 | $17.8M | 0.7% | $1.06 | $0.97 | — | CNV | 67059NAB4 |
| — | PAGERDUTY INC NOTE 1.250 percent 7/0 ADDED | 13,632,000 | $17.74M | 0.7% | $1.30 | $1.30 | — | CNV | 69553PAB6 |
| — | MODEL N INC NOTE 2.625 percent 6/0 ADDED | 12,400,000 | $15.66M | 0.7% | $1.26 | $1.26 | — | CNV | 607525AB8 |
| — | EZCORP INC NOTE 2.875 percent 7/0 | 15,956,000 | $15.18M | 0.6% | $0.95 | $1.24 | — | CNV | 302301AF3 |
| — | SPIRIT AIRLS INC NOTE 1.000 percent 5/1 ADDED | 13,625,000 | $12.99M | 0.5% | $0.95 | $0.95 | — | CNV | 848577AB8 |
| — | RWT HLDGS INC NOTE 5.750 percent10/0 | 12,750,000 | $12.86M | 0.5% | $1.01 | $1.00 | — | CNV | 749772AD1 |
| — | HCI GROUP INC NOTE 4.250 percent 3/0 | 7,758,000 | $12.52M | 0.5% | $1.61 | $1.00 | — | CNV | 40416EAD5 |
| — | SUMMIT HOTEL PPTYS INC NOTE 1.500 percent 2/1 | 11,925,000 | $12.29M | 0.5% | $1.03 | $1.10 | — | CNV | 866082AA8 |
| — | NEW YORK CMNTY CAP TR V UNIT 11/01/2051 | 195,600 | $10.17M | 0.4% | $51.99 | $51.01 | — | CVP | 64944P307 |
| — | EXACT SCIENCES CORP NOTE 0.375 percent 3/1 | 7,500,000 | $9.923M | 0.4% | $1.32 | $1.37 | — | CNV | 30063PAB1 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 percent 9/0 | 8,486,000 | $9.818M | 0.4% | $1.16 | $1.16 | — | CNV | 00971TAL5 |
| — | OKTA INC NOTE 0.125 percent 9/0 | 6,351,000 | $9.142M | 0.4% | $1.44 | $1.44 | — | CNV | 679295AD7 |
| — | SPLUNK INC NOTE 1.125 percent 9/1 | 6,987,000 | $8.524M | 0.4% | $1.22 | $1.11 | — | CNV | 848637AD6 |
| — | PALO ALTO NETWORKS INC NOTE 0.375 percent 6/0 ADDED | 5,125,000 | $6.97M | 0.3% | $1.36 | $1.36 | — | CNV | 697435AF2 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 percent 6/1 ADDED | 5,000,000 | $4.922M | 0.2% | $0.98 | $0.98 | — | CNV | 163072AA9 |
| — | MERITOR INC NOTE 3.250 percent10/1 | 4,425,000 | $4.696M | 0.2% | $1.06 | $0.96 | — | CNV | 59001KAF7 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 percent 2/0 | 4,100,000 | $4.379M | 0.2% | $1.07 | $0.94 | — | CNV | 958102AP0 |
| — | SPLUNK INC NOTE 1.125 percent 6/1 ADDED | 4,325,000 | $4.214M | 0.2% | $0.97 | $0.97 | — | CNV | 848637AF1 |
| — | KAMAN CORP NOTE 3.250 percent 5/0 | 3,750,000 | $3.956M | 0.2% | $1.05 | $1.07 | — | CNV | 483548AF0 |
| — | PROOFPOINT INC NOTE 0.250 percent 8/1 | 2,950,000 | $3.699M | 0.2% | $1.25 | $1.00 | — | CNV | 743424AF0 |
| — | MGIC INVT CORP WIS CALL | 2,500 | $3.4M | 0.1% | $1360.00 | $1360.00 | — | CAL | 552848903 |
| — | EURONET WORLDWIDE INC NOTE 0.750 percent 3/1 | 2,750,000 | $3.132M | 0.1% | $1.14 | $0.96 | — | CNV | 298736AL3 |
| — | FIREEYE INC NOTE 0.875 percent 6/0 | 2,500,000 | $2.823M | 0.1% | $1.13 | $0.95 | — | CNV | 31816QAF8 |
| — | BIOMARIN PHARMACEUTICAL INC NOTE 1.250 percent 5/1 ADDED | 2,500,000 | $2.505M | 0.1% | $1.00 | $1.00 | — | CNV | 09061GAK7 |
| — | GREENBRIER COS INC NOTE 2.875 percent 2/0 | 2,275,000 | $2.432M | 0.1% | $1.07 | $0.97 | — | CNV | 393657AK7 |
| — | DEXCOM INC NOTE 0.250 percent11/1 ADDED | 1,900,000 | $1.984M | 0.1% | $1.04 | $1.04 | — | CNV | 252131AK3 |
| — | RINGCENTRAL INC NOTE 3/0 | 1,600,000 | $1.767M | 0.1% | $1.10 | $1.10 | — | CNV | 76680RAF4 |
| — | SILICON LABORATORIES INC NOTE 0.625 percent 6/1 ADDED | 1,200,000 | $1.664M | 0.1% | $1.39 | $1.39 | — | CNV | 826919AD4 |
| — | TWITTER INC NOTE 0.250 percent 6/1 | 1,200,000 | $1.646M | 0.1% | $1.37 | $1.37 | — | CNV | 90184LAF9 |
| — | VONAGE HLDGS CORP NOTE 1.750 percent 6/0 | 1,000,000 | $1.115M | 0.0% | $1.11 | $1.08 | — | CNV | 92886TAJ1 |