Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 11, 2022
Total Value: $2.688B (17.3% shares, 82.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BK OF AMERICA CORP 7.25 percentCNV PFD L ADDED | 91,172 | $132M | 4.9% | $1446.42 | $1446.42 | — | CVP | 060505682 |
| — | WELLS FARGO CO NEW PERP PFD CNV A ADDED | 77,115 | $115M | 4.3% | $1490.51 | $1490.51 | — | CVP | 949746804 |
| — | OKTA INC NOTE 0.375 percent 6/1 | 88,191,000 | $105M | 3.9% | $1.19 | $1.25 | — | CNV | 679295AF2 |
| — | KBR INC NOTE 2.500 percent11/0 | 42,838,000 | $81.46M | 3.0% | $1.90 | $1.21 | — | CNV | 48242WAB2 |
| — | ZSCALER INC NOTE 0.125 percent 7/0 | 33,253,000 | $72.67M | 2.7% | $2.19 | $1.60 | — | CNV | 98980GAB8 |
| — | CINEMARK HLDGS INC NOTE 4.500 percent 8/1 | 48,808,000 | $69.73M | 2.6% | $1.43 | $1.59 | — | CNV | 17243VAB8 |
| — | NRG ENERGY INC DBCV 2.750 percent 6/0 | 56,664,000 | $67.22M | 2.5% | $1.19 | $1.14 | — | CNV | 629377CG5 |
| — | COPA HOLDINGS SA NOTE 4.500 percent 4/1 | 36,611,000 | $64.14M | 2.4% | $1.75 | $1.64 | — | CNV | 21720AAB8 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 percent 7/0 | 45,633,000 | $63.02M | 2.3% | $1.38 | $1.65 | — | CNV | 02376RAF9 |
| — | INNOVIVA INC NOTE 2.500 percent 8/1 | 51,309,000 | $62.24M | 2.3% | $1.21 | $1.14 | — | CNV | 45781MAB7 |
| — | LUMENTUM HLDGS INC NOTE 0.500 percent12/1 | 48,636,000 | $60.49M | 2.3% | $1.24 | $1.22 | — | CNV | 55024UAD1 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 percent 4/1 | 40,350,000 | $59.11M | 2.2% | $1.47 | $1.72 | — | CNV | 698884AC7 |
| — | PURE STORAGE INC NOTE 0.125 percent 4/1 | 43,417,000 | $57.96M | 2.2% | $1.34 | $0.95 | — | CNV | 74624MAB8 |
| — | INTERDIGITAL INC NOTE 2.000 percent 6/0 | 47,155,000 | $51.69M | 1.9% | $1.10 | $1.03 | — | CNV | 45867GAB7 |
| DHR | DANAHER CORPORATION COM | 156,811 | $51.59M | 1.9% | $329.01 * | $226.03 | +19.5% | STO | 235851102 |
| — | EXACT SCIENCES CORP NOTE 0.375 percent 3/0 | 52,475,000 | $50.67M | 1.9% | $0.97 | $0.85 | — | CNV | 30063PAC9 |
| — | MIDDLEBY CORP NOTE 1.000 percent 9/0 | 31,300,000 | $50.02M | 1.9% | $1.60 | $1.43 | — | CNV | 596278AB7 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 percent 6/1 | 40,725,000 | $46.22M | 1.7% | $1.14 | $1.00 | — | CNV | 46333XAH1 |
| — | ZENDESK INC NOTE 0.625 percent 6/1 | 36,722,000 | $43.81M | 1.6% | $1.19 | $1.46 | — | CNV | 98936JAD3 |
| — | TWITTER INC NOTE 0.250 percent 6/1 | 40,157,000 | $43.75M | 1.6% | $1.09 | $1.26 | — | CNV | 90184LAF9 |
| — | OSI SYSTEMS INC NOTE 1.250 percent 9/0 | 40,478,000 | $41.37M | 1.5% | $1.02 | $0.98 | — | CNV | 671044AD7 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125 percent 5/0 | 30,358,000 | $39.73M | 1.5% | $1.31 | $1.28 | — | CNV | 00971TAJ0 |
| — | LENDINGTREE INC NOTE 0.500 percent 7/1 | 47,456,000 | $39.33M | 1.5% | $0.83 | $0.85 | — | CNV | 52603BAD9 |
| — | LYFT INC NOTE 1.500 percent 5/1 | 28,930,000 | $38.53M | 1.4% | $1.33 | $1.67 | — | CNV | 55087PAB0 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 percent12/1 | 34,770,000 | $38.29M | 1.4% | $1.10 | $1.12 | — | CNV | 70509VAA8 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 ADDED | 38,937,000 | $38.22M | 1.4% | $0.98 | $0.98 | — | CNV | 90353TAJ9 |
| — | LUMENTUM HLDGS INC NOTE 0.250 percent 3/1 | 20,845,000 | $37.03M | 1.4% | $1.78 | $1.53 | — | CNV | 55024UAB5 |
| — | RAPID7 INC NOTE 2.250 percent 5/0 | 18,489,000 | $37.02M | 1.4% | $2.00 | $1.66 | — | CNV | 753422AD6 |
| — | RINGCENTRAL INC NOTE 3/1 | 40,712,000 | $36.05M | 1.3% | $0.89 | $0.94 | — | CNV | 76680RAH0 |
| — | NEW RELIC INC NOTE 0.500 percent 5/0 | 30,097,000 | $35.85M | 1.3% | $1.19 | $0.94 | — | CNV | 64829BAB6 |
| — | ALTERYX INC NOTE 1.000 percent 8/0 | 39,578,000 | $35.37M | 1.3% | $0.89 | $1.00 | — | CNV | 02156BAF0 |
| — | INSIGHT ENTERPRISES INC NOTE 0.750 percent 2/1 | 22,091,000 | $35.35M | 1.3% | $1.60 | $1.05 | — | CNV | 45765UAB9 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 percent 9/1 | 28,982,000 | $35.23M | 1.3% | $1.22 | $0.92 | — | CNV | 57164YAB3 |
| — | DISH NETWORK CORPORATION NOTE 12/1 ADDED | 34,975,000 | $35.15M | 1.3% | $1.01 | $1.01 | — | CNV | 25470MAF6 |
| — | PARSONS CORP DEL NOTE 0.250 percent 8/1 | 34,025,000 | $33.74M | 1.3% | $0.99 | $1.00 | — | CNV | 70202LAB8 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 percent 6/1 | 37,175,000 | $33.3M | 1.2% | $0.90 | $0.95 | — | CNV | 163072AA9 |
| KKR | KKR & CO INC COM | 438,265 | $32.65M | 1.2% | $74.50 * | $54.87 | +29.8% | STO | 48251W104 |
| — | CHENIERE ENERGY INC NOTE 4.250 percent 3/1 | 38,664,000 | $32.54M | 1.2% | $0.84 | $0.72 | — | CNV | 16411RAG4 |
| — | FTI CONSULTING INC NOTE 2.000 percent 8/1 | 20,638,000 | $31.95M | 1.2% | $1.55 | $1.24 | — | CNV | 302941AP4 |
| — | HERBALIFE NUTRITION LTD NOTE 2.625 percent 3/1 | 31,599,000 | $31.66M | 1.2% | $1.00 | $0.86 | — | CNV | 42703MAD5 |
| BDX | BECTON DICKINSON & CO COM | 122,206 | $30.73M | 1.1% | $251.48 * | $220.06 | +1.6% | STO | 075887109 |
| — | ENCORE CAP GROUP INC NOTE 3.250 percent10/0 | 18,125,000 | $29.69M | 1.1% | $1.64 | $1.18 | — | CNV | 292554AM4 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 percent 6/1 | 28,680,000 | $29.65M | 1.1% | $1.03 | $0.93 | — | CNV | 928298AP3 |
| — | RAMBUS INC DEL NOTE 1.375 percent 2/0 | 17,000,000 | $26.67M | 1.0% | $1.57 | $0.92 | — | CNV | 750917AG1 |
| — | SOUTHERN CO UNIT 08/01/2022 | 495,546 | $26.49M | 1.0% | $53.45 | $51.46 | — | CVP | 842587602 |
| — | COUPA SOFTWARE INC NOTE 0.375 percent 6/1 | 27,000,000 | $25.52M | 0.9% | $0.94 | $1.15 | — | CNV | 22266LAF3 |
| SWK | STANLEY BLACK & DECKER INC COM | 132,377 | $24.97M | 0.9% | $188.62 * | $156.92 | +1.0% | STO | 854502101 |
| — | TURNING PT BRANDS INC NOTE 2.500 percent 7/1 | 24,132,000 | $24.54M | 0.9% | $1.02 | $0.89 | — | CNV | 90041LAE5 |
| — | GRANITE CONSTR INC NOTE 2.750 percent11/0 | 17,750,000 | $24.1M | 0.9% | $1.36 | $1.10 | — | CNV | 387328AB3 |
| — | CSG SYS INTL INC NOTE 4.250 percent 3/1 | 21,756,000 | $22.99M | 0.9% | $1.06 | $1.05 | — | CNV | 126349AF6 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125 percent12/1 | 24,846,000 | $22.21M | 0.8% | $0.89 | $1.02 | — | CNV | 462222AB6 |
| — | DTE ENERGY CO UNIT 11/01/2022S | 425,000 | $21.84M | 0.8% | $51.38 | $49.92 | — | CVP | 233331842 |
| — | MODEL N INC NOTE 2.625 percent 6/0 | 17,400,000 | $20.37M | 0.8% | $1.17 | $1.24 | — | CNV | 607525AB8 |
| — | REDFIN CORP NOTE 10/1 ADDED | 22,325,000 | $19.88M | 0.7% | $0.89 | $0.89 | — | CNV | 75737FAC2 |
| — | STRIDE INC NOTE 1.125 percent 9/0 | 18,925,000 | $18.41M | 0.7% | $0.97 | $0.99 | — | CNV | 86333MAA6 |
| — | ENCORE CAP EUROPE FIN LTD NOTE 4.500 percent 9/0 | 11,875,000 | $17.55M | 0.7% | $1.48 | $1.07 | — | CNV | 29260UAA5 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 percent 8/1 | 17,450,000 | $17.46M | 0.6% | $1.00 | $0.96 | — | CNV | 472145AD3 |
| — | PAGERDUTY INC NOTE 1.250 percent 7/0 | 14,132,000 | $16.22M | 0.6% | $1.15 | $1.30 | — | CNV | 69553PAB6 |
| — | INFINERA CORP NOTE 2.125 percent 9/0 | 13,183,000 | $15.64M | 0.6% | $1.19 | $0.91 | — | CNV | 45667GAC7 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 percent 2/1 | 13,675,000 | $14.26M | 0.5% | $1.04 | $1.09 | — | CNV | 866082AA8 |
| — | FIVE9 INC NOTE 0.500 percent 6/0 | 11,417,000 | $14.02M | 0.5% | $1.23 | $1.35 | — | CNV | 338307AD3 |
| — | ALLEGHENY TECHNOLOGIES INC NOTE 3.500 percent 6/1 | 10,000,000 | $12.93M | 0.5% | $1.29 | $1.33 | — | CNV | 01741RAK8 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 percent10/1 | 10,750,000 | $10.78M | 0.4% | $1.00 | $1.06 | — | CNV | 698884AE3 |
| — | RWT HLDGS INC NOTE 5.750 percent10/0 | 10,450,000 | $10.69M | 0.4% | $1.02 | $1.00 | — | CNV | 749772AD1 |
| — | EPR PPTYS PFD C CV 5.75 percent ADDED | 403,976 | $10.22M | 0.4% | $25.29 | $25.29 | — | CVP | 26884U208 |
| — | PALO ALTO NETWORKS INC NOTE 0.375 percent 6/0 | 5,125,000 | $9.709M | 0.4% | $1.89 | $1.36 | — | CNV | 697435AF2 |
| — | TWO HARBORS INVENTMENT CORPO NOTE 6.250 percent 1/1 | 9,200,000 | $9.269M | 0.3% | $1.01 | $1.09 | — | CNV | 90187BAB7 |
| — | TELADOC HEALTH INC NOTE 1.250 percent 6/0 | 9,700,000 | $8.833M | 0.3% | $0.91 | $0.91 | — | CNV | 87918AAF2 |
| — | OKTA INC NOTE 0.125 percent 9/0 | 6,351,000 | $8.612M | 0.3% | $1.36 | $1.44 | — | CNV | 679295AD7 |
| — | EPR PPTYS CONV PFD 9 percent SR E ADDED | 232,591 | $8.131M | 0.3% | $34.96 | $34.96 | — | CVP | 26884U307 |
| — | EXACT SCIENCES CORP NOTE 0.375 percent 3/1 | 7,500,000 | $7.631M | 0.3% | $1.02 | $1.37 | — | CNV | 30063PAB1 |
| — | NEW YORK CMNTY CAP TR V UNIT 11/01/2051 | 142,020 | $7.478M | 0.3% | $52.65 | $51.36 | — | CVP | 64944P307 |
| — | PRA GROUP INC NOTE 3.500 percent 6/0 | 5,350,000 | $6.229M | 0.2% | $1.16 | $1.07 | — | CNV | 69354NAB2 |
| — | HCI GROUP INC NOTE 4.250 percent 3/0 | 3,758,000 | $5.205M | 0.2% | $1.39 | $1.00 | — | CNV | 40416EAD5 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 percent 9/0 | 3,700,000 | $4.327M | 0.2% | $1.17 | $1.16 | — | CNV | 00971TAL5 |
| — | MERITOR INC NOTE 3.250 percent10/1 | 3,925,000 | $4.274M | 0.2% | $1.09 | $0.96 | — | CNV | 59001KAF7 |
| — | CHEGG INC NOTE 9/0 | 5,025,000 | $4.158M | 0.2% | $0.83 | $0.90 | — | CNV | 163092AF6 |
| — | MGIC INVT CORP WIS CALL | 88,938 | $3.562M | 0.1% | $40.05 | — | — | Call | 552848903 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 percent 2/0 | 3,350,000 | $3.381M | 0.1% | $1.01 | $0.94 | — | CNV | 958102AP0 |
| — | KAMAN CORP NOTE 3.250 percent 5/0 | 2,750,000 | $2.838M | 0.1% | $1.03 | $1.07 | — | CNV | 483548AF0 |
| — | ZYNGA INC NOTE 12/1 ADDED | 2,850,000 | $2.601M | 0.1% | $0.91 | $0.91 | — | CNV | 98986TAD0 |
| — | MANDIANT INC NOTE 0.875 percent 6/0 | 2,500,000 | $2.6M | 0.1% | $1.04 | $0.95 | — | CNV | 31816QAF8 |
| — | GREENBRIER COS INC NOTE 2.875 percent 2/0 | 2,275,000 | $2.416M | 0.1% | $1.06 | $0.97 | — | CNV | 393657AK7 |
| — | PROGENITY INC NOTE 7.250 percent12/0 ADDED | 3,525,000 | $2.412M | 0.1% | $0.68 | $0.68 | — | CNV | 74319FAB3 |
| — | BIOMARIN PHARMACEUTICAL INC NOTE 1.250 percent 5/1 | 2,150,000 | $2.243M | 0.1% | $1.04 | $1.00 | — | CNV | 09061GAK7 |
| — | VIAVI SOLUTIONS INC NOTE 1.000 percent 3/0 | 1,500,000 | $2.124M | 0.1% | $1.42 | $1.42 | — | CNV | 925550AB1 |
| — | NEOGENOMICS INC NOTE 0.250 percent 1/1 | 2,075,000 | $1.766M | 0.1% | $0.85 | $1.01 | — | CNV | 64049MAB6 |
| — | WAYFAIR INC NOTE 0.625 percent10/0 | 1,500,000 | $1.364M | 0.1% | $0.91 | $1.00 | — | CNV | 94419LAM3 |
| — | VONAGE HLDGS CORP NOTE 1.750 percent 6/0 | 1,000,000 | $1.336M | 0.0% | $1.34 | $1.08 | — | CNV | 92886TAJ1 |
| — | BLOCK INC NOTE 5/0 ADDED | 1,250,000 | $1.282M | 0.0% | $1.03 | $1.03 | — | CNV | 852234AJ2 |
| — | EURONET WORLDWIDE INC NOTE 0.750 percent 3/1 | 850,000 | $918K | 0.0% | $1.08 | $0.96 | — | CNV | 298736AL3 |