Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 12, 2021
Total Value: $2.535B (7.5% shares, 92.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | OKTA INC NOTE 0.375 percent 6/1 | 89,691,000 | $110M | 4.3% | $1.22 | $1.25 | — | CNV | 679295AF2 |
| — | CINEMARK HLDGS INC NOTE 4.500 percent 8/1 ADDED | 63,308,000 | $101M | 4.0% | $1.59 | $1.59 | — | CNV | 17243VAB8 |
| — | ZENDESK INC NOTE 0.625 percent 6/1 | 61,222,000 | $77.84M | 3.1% | $1.27 | $1.46 | — | CNV | 98936JAD3 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 percent 7/0 | 50,517,000 | $77.2M | 3.0% | $1.53 | $1.65 | — | CNV | 02376RAF9 |
| — | KBR INC NOTE 2.500 percent11/0 | 41,070,000 | $65.81M | 2.6% | $1.60 | $1.18 | — | CNV | 48242WAB2 |
| — | PURE STORAGE INC NOTE 0.125 percent 4/1 | 55,917,000 | $64.67M | 2.6% | $1.16 | $0.95 | — | CNV | 74624MAB8 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 percent 4/1 | 39,300,000 | $64.18M | 2.5% | $1.63 | $1.73 | — | CNV | 698884AC7 |
| — | NRG ENERGY INC DBCV 2.750 percent 6/0 | 54,664,000 | $64.12M | 2.5% | $1.17 | $1.14 | — | CNV | 629377CG5 |
| — | COPA HOLDINGS SA NOTE 4.500 percent 4/1 | 35,611,000 | $61.8M | 2.4% | $1.74 | $1.63 | — | CNV | 21720AAB8 |
| — | INNOVIVA INC NOTE 2.500 percent 8/1 | 51,309,000 | $61.63M | 2.4% | $1.20 | $1.14 | — | CNV | 45781MAB7 |
| — | TWITTER INC NOTE 0.250 percent 6/1 | 45,657,000 | $57.49M | 2.3% | $1.26 | $1.26 | — | CNV | 90184LAF9 |
| — | ZSCALER INC NOTE 0.125 percent 7/0 | 31,253,000 | $57M | 2.2% | $1.82 | $1.56 | — | CNV | 98980GAB8 |
| — | EXACT SCIENCES CORP NOTE 0.375 percent 3/0 | 50,975,000 | $54.73M | 2.2% | $1.07 | $0.85 | — | CNV | 30063PAC9 |
| — | INTERDIGITAL INC NOTE 2.000 percent 6/0 | 47,155,000 | $50.84M | 2.0% | $1.08 | $1.03 | — | CNV | 45867GAB7 |
| — | NEW RELIC INC NOTE 0.500 percent 5/0 | 50,097,000 | $50.75M | 2.0% | $1.01 | $0.94 | — | CNV | 64829BAB6 |
| — | RINGCENTRAL INC NOTE 3/1 ADDED | 54,176,000 | $50.69M | 2.0% | $0.94 | $0.94 | — | CNV | 76680RAH0 |
| — | LUMENTUM HLDGS INC NOTE 0.500 percent12/1 | 46,136,000 | $50.67M | 2.0% | $1.10 | $1.22 | — | CNV | 55024UAD1 |
| — | ALTERYX INC NOTE 1.000 percent 8/0 | 54,128,000 | $49.93M | 2.0% | $0.92 | $1.00 | — | CNV | 02156BAF0 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 percent 6/1 | 40,725,000 | $48.77M | 1.9% | $1.20 | $1.00 | — | CNV | 46333XAH1 |
| — | RAPID7 INC NOTE 2.250 percent 5/0 | 23,489,000 | $45.61M | 1.8% | $1.94 | $1.66 | — | CNV | 753422AD6 |
| — | MIDDLEBY CORP NOTE 1.000 percent 9/0 ADDED | 31,300,000 | $44.65M | 1.8% | $1.43 | $1.43 | — | CNV | 596278AB7 |
| — | KNOWLES CORP NOTE 3.250 percent11/0 | 40,984,000 | $42.73M | 1.7% | $1.04 | $1.13 | — | CNV | 49926DAB5 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125 percent 5/0 | 34,858,000 | $42.31M | 1.7% | $1.21 | $1.28 | — | CNV | 00971TAJ0 |
| — | LENDINGTREE INC NOTE 0.500 percent 7/1 ADDED | 49,056,000 | $41.72M | 1.6% | $0.85 | $0.85 | — | CNV | 52603BAD9 |
| — | LYFT INC NOTE 1.500 percent 5/1 | 26,530,000 | $41.24M | 1.6% | $1.55 | $1.70 | — | CNV | 55087PAB0 |
| — | OSI SYSTEMS INC NOTE 1.250 percent 9/0 | 38,978,000 | $40.22M | 1.6% | $1.03 | $0.98 | — | CNV | 671044AD7 |
| — | HERBALIFE NUTRITION LTD NOTE 2.625 percent 3/1 | 34,599,000 | $34.99M | 1.4% | $1.01 | $0.86 | — | CNV | 42703MAD5 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 percent 9/1 | 28,982,000 | $34.25M | 1.4% | $1.18 | $0.92 | — | CNV | 57164YAB3 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 percent 6/1 | 35,875,000 | $34.17M | 1.3% | $0.95 | $0.96 | — | CNV | 163072AA9 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 percent12/1 | 30,270,000 | $33.8M | 1.3% | $1.12 | $1.12 | — | CNV | 70509VAA8 |
| — | PARSONS CORP DEL NOTE 0.250 percent 8/1 ADDED | 33,525,000 | $33.62M | 1.3% | $1.00 | $1.00 | — | CNV | 70202LAB8 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 percent 6/1 | 32,180,000 | $33.14M | 1.3% | $1.03 | $0.93 | — | CNV | 928298AP3 |
| BDX | BECTON DICKINSON & CO COM | 134,260 | $33M | 1.3% | $245.82 * | $220.06 | +3.6% | STO | 075887109 |
| — | INSIGHT ENTERPRISES INC NOTE 0.750 percent 2/1 | 22,091,000 | $30.91M | 1.2% | $1.40 | $1.05 | — | CNV | 45765UAB9 |
| DHR | DANAHER CORPORATION COM | 99,061 | $30.16M | 1.2% | $304.44 * | $200.34 | +33.2% | STO | 235851102 |
| — | TURNING PT BRANDS INC NOTE 2.500 percent 7/1 | 26,632,000 | $30.06M | 1.2% | $1.13 | $0.89 | — | CNV | 90041LAE5 |
| SWK | STANLEY BLACK & DECKER INC COM | 169,077 | $29.64M | 1.2% | $175.31 * | $156.92 | +6.2% | STO | 854502101 |
| — | FTI CONSULTING INC NOTE 2.000 percent 8/1 | 20,638,000 | $28.87M | 1.1% | $1.40 | $1.24 | — | CNV | 302941AP4 |
| — | GRANITE CONSTR INC NOTE 2.750 percent11/0 | 20,750,000 | $28.86M | 1.1% | $1.39 | $1.10 | — | CNV | 387328AB3 |
| — | COUPA SOFTWARE INC NOTE 0.375 percent 6/1 | 26,000,000 | $28.06M | 1.1% | $1.08 | $1.15 | — | CNV | 22266LAF3 |
| — | ENCORE CAP GROUP INC NOTE 3.250 percent10/0 | 20,000,000 | $27.77M | 1.1% | $1.39 | $1.18 | — | CNV | 292554AM4 |
| — | CHENIERE ENERGY INC NOTE 4.250 percent 3/1 | 31,664,000 | $27.17M | 1.1% | $0.86 | $0.69 | — | CNV | 16411RAG4 |
| — | DTE ENERGY CO UNIT 11/01/2022S | 525,000 | $26.21M | 1.0% | $49.92 | $49.92 | — | CVP | 233331842 |
| — | SUPERNUS PHARMACEUTICALS NOTE 0.625 percent 4/0 | 24,548,000 | $24.12M | 1.0% | $0.98 | $0.88 | — | CNV | 868459AD0 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125 percent12/1 | 25,774,000 | $23.5M | 0.9% | $0.91 | $1.02 | — | CNV | 462222AB6 |
| — | LUMENTUM HLDGS INC NOTE 0.250 percent 3/1 | 15,990,000 | $23.46M | 0.9% | $1.47 | $1.46 | — | CNV | 55024UAB5 |
| — | ENCORE CAP EUROPE FIN LTD NOTE 4.500 percent 9/0 | 16,875,000 | $21.49M | 0.8% | $1.27 | $1.07 | — | CNV | 29260UAA5 |
| — | RAMBUS INC DEL NOTE 1.375 percent 2/0 | 17,000,000 | $21.43M | 0.8% | $1.26 | $0.92 | — | CNV | 750917AG1 |
| — | PERFICIENT INC NOTE 1.250 percent 8/0 ADDED | 9,300,000 | $21.07M | 0.8% | $2.27 | $2.27 | — | CNV | 71375UAD3 |
| — | SOUTHERN CO UNIT 08/01/2022 | 400,000 | $20.39M | 0.8% | $50.98 | $50.98 | — | CVP | 842587602 |
| KKR | KKR & CO INC COM | 334,765 | $20.38M | 0.8% | $60.88 | $49.81 | +21.5% | STO | 48251W104 |
| — | STRIDE INC NOTE 1.125 percent 9/0 ADDED | 18,925,000 | $18.8M | 0.7% | $0.99 | $0.99 | — | CNV | 86333MAA6 |
| — | PAGERDUTY INC NOTE 1.250 percent 7/0 | 14,132,000 | $17.96M | 0.7% | $1.27 | $1.30 | — | CNV | 69553PAB6 |
| — | INFINERA CORP NOTE 2.125 percent 9/0 | 16,183,000 | $17.94M | 0.7% | $1.11 | $0.91 | — | CNV | 45667GAC7 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 percent 8/1 | 17,450,000 | $17.65M | 0.7% | $1.01 | $0.96 | — | CNV | 472145AD3 |
| — | CSG SYS INTL INC NOTE 4.250 percent 3/1 | 16,756,000 | $17.24M | 0.7% | $1.03 | $1.05 | — | CNV | 126349AF6 |
| — | EZCORP INC NOTE 2.875 percent 7/0 | 15,956,000 | $16.5M | 0.7% | $1.03 | $1.24 | — | CNV | 302301AF3 |
| — | MODEL N INC NOTE 2.625 percent 6/0 | 12,400,000 | $15.49M | 0.6% | $1.25 | $1.26 | — | CNV | 607525AB8 |
| — | FIVE9 INC NOTE 0.500 percent 6/0 ADDED | 11,417,000 | $15.4M | 0.6% | $1.35 | $1.35 | — | CNV | 338307AD3 |
| — | NEW YORK CMNTY CAP TR V UNIT 11/01/2051 | 257,020 | $13.49M | 0.5% | $52.48 | $51.36 | — | CVP | 64944P307 |
| — | ALLEGHENY TECHNOLOGIES INC NOTE 3.500 percent 6/1 ADDED | 10,000,000 | $13.34M | 0.5% | $1.33 | $1.33 | — | CNV | 01741RAK8 |
| — | PRA GROUP INC NOTE 3.500 percent 6/0 | 11,887,000 | $13.14M | 0.5% | $1.11 | $1.07 | — | CNV | 69354NAB2 |
| — | TWO HBRS INVT CORP NOTE 6.250 percent 1/1 | 12,700,000 | $13M | 0.5% | $1.02 | $1.09 | — | CNV | 90187BAB7 |
| ELAN | ELANCO ANIMAL HEALTH INC COM | 405,400 | $12.93M | 0.5% | $31.89 * | $33.55 | 0.0% | STO | 28414H103 |
| — | SUMMIT HOTEL PPTYS INC NOTE 1.500 percent 2/1 | 12,175,000 | $12.79M | 0.5% | $1.05 | $1.10 | — | CNV | 866082AA8 |
| — | RWT HLDGS INC NOTE 5.750 percent10/0 | 11,150,000 | $11.37M | 0.4% | $1.02 | $1.00 | — | CNV | 749772AD1 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 percent10/1 ADDED | 9,750,000 | $10.45M | 0.4% | $1.07 | $1.07 | — | CNV | 698884AE3 |
| — | OKTA INC NOTE 0.125 percent 9/0 | 6,351,000 | $8.964M | 0.4% | $1.41 | $1.44 | — | CNV | 679295AD7 |
| — | EXACT SCIENCES CORP NOTE 0.375 percent 3/1 | 7,500,000 | $8.494M | 0.3% | $1.13 | $1.37 | — | CNV | 30063PAB1 |
| — | PALO ALTO NETWORKS INC NOTE 0.375 percent 6/0 | 5,125,000 | $8.462M | 0.3% | $1.65 | $1.36 | — | CNV | 697435AF2 |
| — | HCI GROUP INC NOTE 4.250 percent 3/0 | 3,758,000 | $6.853M | 0.3% | $1.82 | $1.00 | — | CNV | 40416EAD5 |
| — | MERITOR INC NOTE 3.250 percent10/1 | 3,925,000 | $4.115M | 0.2% | $1.05 | $0.96 | — | CNV | 59001KAF7 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 percent 9/0 | 3,700,000 | $4.04M | 0.2% | $1.09 | $1.16 | — | CNV | 00971TAL5 |
| — | MGIC INVT CORP WIS CALL | 2,500 | $3.74M | 0.1% | $1496.00 | $1360.00 | — | Call | 552848903 |
| — | SPIRIT AIRLS INC NOTE 1.000 percent 5/1 | 3,925,000 | $3.677M | 0.1% | $0.94 | $0.95 | — | CNV | 848577AB8 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 percent 2/0 | 3,350,000 | $3.377M | 0.1% | $1.01 | $0.94 | — | CNV | 958102AP0 |
| — | SPLUNK INC NOTE 1.125 percent 6/1 | 3,325,000 | $3.261M | 0.1% | $0.98 | $0.97 | — | CNV | 848637AF1 |
| — | WISDOMTREE INVTS INC NOTE 4.250 percent 6/1 ADDED | 2,716,000 | $3.168M | 0.1% | $1.17 | $1.17 | — | CNV | 97717PAB0 |
| — | KAMAN CORP NOTE 3.250 percent 5/0 | 2,750,000 | $2.789M | 0.1% | $1.01 | $1.07 | — | CNV | 483548AF0 |
| — | FIREEYE INC NOTE 0.875 percent 6/0 | 2,500,000 | $2.658M | 0.1% | $1.06 | $0.95 | — | CNV | 31816QAF8 |
| — | EURONET WORLDWIDE INC NOTE 0.750 percent 3/1 | 2,400,000 | $2.638M | 0.1% | $1.10 | $0.96 | — | CNV | 298736AL3 |
| — | GREENBRIER COS INC NOTE 2.875 percent 2/0 | 2,275,000 | $2.35M | 0.1% | $1.03 | $0.97 | — | CNV | 393657AK7 |
| — | CHEGG INC NOTE 9/0 ADDED | 2,375,000 | $2.341M | 0.1% | $0.99 | $0.99 | — | CNV | 163092AF6 |
| — | BIOMARIN PHARMACEUTICAL INC NOTE 1.250 percent 5/1 | 2,150,000 | $2.152M | 0.1% | $1.00 | $1.00 | — | CNV | 09061GAK7 |
| — | NEOGENOMICS INC NOTE 0.250 percent 1/1 | 2,075,000 | $2.098M | 0.1% | $1.01 | $1.01 | — | CNV | 64049MAB6 |
| — | DEXCOM INC NOTE 0.250 percent11/1 | 1,650,000 | $1.955M | 0.1% | $1.18 | $1.04 | — | CNV | 252131AK3 |
| — | WAYFAIR INC NOTE 0.625 percent10/0 ADDED | 1,500,000 | $1.499M | 0.1% | $1.00 | $1.00 | — | CNV | 94419LAM3 |
| — | VONAGE HLDGS CORP NOTE 1.750 percent 6/0 | 1,000,000 | $1.164M | 0.0% | $1.16 | $1.08 | — | CNV | 92886TAJ1 |
| — | WINNEBAGO INDS INC NOTE 1.500 percent 4/0 | 430,000 | $569K | 0.0% | $1.32 | $1.32 | — | CNV | 974637AB6 |