Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 13, 2022
Total Value: $3.361B (14.7% shares, 85.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | 93,927 | $123M | 3.7% | $1312.30 | $1442.49 | — | CVP | 060505682 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | 81,133,000 | $111M | 3.3% | $1.37 | $1.52 | — | CNV | 02376RAF9 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 76,960 | $100M | 3.0% | $1302.49 | $1490.51 | — | CVP | 949746804 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 73,853,000 | $95.94M | 2.9% | $1.30 | $1.19 | — | CNV | 45781MAB7 |
| — | OKTA INC NOTE 0.375 PERCENT 6/1 | 90,166,000 | $87.91M | 2.6% | $0.98 | $1.24 | — | CNV | 679295AF2 |
| DHR | DANAHER CORPORATION COM | 299,171 | $87.76M | 2.6% | $293.33 * | $235.41 | +4.4% | STO | 235851102 |
| — | KBR INC NOTE 2.500 PERCENT11/0 | 40,338,000 | $87.53M | 2.6% | $2.17 | $1.21 | — | CNV | 48242WAB2 |
| — | AIRBNB INC NOTE 3/1 ADDED | 85,441,000 | $82.59M | 2.5% | $0.97 | $0.97 | — | CNV | 009066AB7 |
| — | CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | 55,808,000 | $82.11M | 2.4% | $1.47 | $1.58 | — | CNV | 17243VAB8 |
| — | NEXTERA ENERGY INC UNIT 99/99/9999 | 1,515,000 | $79.31M | 2.4% | $52.35 | $52.35 | — | CVP | 65339F770 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 69,921,000 | $76.63M | 2.3% | $1.10 | $1.13 | — | CNV | 629377CG5 |
| — | SPOTIFY USA INC NOTE 3/1 ADDED | 82,500,000 | $70.3M | 2.1% | $0.85 | $0.85 | — | CNV | 84921RAB6 |
| — | BLACKLINE INC NOTE 3/1 ADDED | 79,375,000 | $67.07M | 2.0% | $0.85 | $0.85 | — | CNV | 09239BAD1 |
| — | PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | 45,017,000 | $62.82M | 1.9% | $1.40 | $0.96 | — | CNV | 74624MAB8 |
| — | COUPA SOFTWARE INC NOTE 0.375 PERCENT 6/1 | 74,205,000 | $62.26M | 1.9% | $0.84 | $0.95 | — | CNV | 22266LAF3 |
| — | TWITTER INC NOTE 3/1 ADDED | 73,825,000 | $61.98M | 1.8% | $0.84 | $0.84 | — | CNV | 90184LAN2 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 ADDED | 70,849,000 | $61.73M | 1.8% | $0.87 | $0.87 | — | CNV | 40637HAD1 |
| — | LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | 51,136,000 | $59.26M | 1.8% | $1.16 | $1.22 | — | CNV | 55024UAD1 |
| — | COPA HOLDINGS SA NOTE 4.500 PERCENT 4/1 | 33,611,000 | $59.16M | 1.8% | $1.76 | $1.64 | — | CNV | 21720AAB8 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 ADDED | 61,637,000 | $53.75M | 1.6% | $0.87 | $0.87 | — | CNV | 15677JAD0 |
| — | MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | 38,300,000 | $52.73M | 1.6% | $1.38 | $1.42 | — | CNV | 596278AB7 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 59,475,000 | $52.28M | 1.6% | $0.88 | $0.86 | — | CNV | 30063PAC9 |
| — | INTERDIGITAL INC NOTE 2.000 PERCENT 6/0 | 50,155,000 | $51.35M | 1.5% | $1.02 | $1.03 | — | CNV | 45867GAB7 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | 42,725,000 | $50.35M | 1.5% | $1.18 | $1.01 | — | CNV | 46333XAH1 |
| — | PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | 46,915,000 | $49.41M | 1.5% | $1.05 | $1.02 | — | CNV | 70202LAB8 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | 39,600,000 | $47.4M | 1.4% | $1.20 | $1.72 | — | CNV | 698884AC7 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 49,280,000 | $44.11M | 1.3% | $0.90 | $0.96 | — | CNV | 90353TAJ9 |
| — | LYFT INC NOTE 1.500 PERCENT 5/1 | 34,430,000 | $42.64M | 1.3% | $1.24 | $1.60 | — | CNV | 55087PAB0 |
| — | RAPID7 INC NOTE 0.250 PERCENT 3/1 ADDED | 33,875,000 | $42.12M | 1.3% | $1.24 | $1.24 | — | CNV | 753422AF1 |
| — | OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0 | 40,478,000 | $40.81M | 1.2% | $1.01 | $0.98 | — | CNV | 671044AD7 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125 PERCENT 5/0 | 30,358,000 | $39.89M | 1.2% | $1.31 | $1.28 | — | CNV | 00971TAJ0 |
| — | FASTLY INC NOTE 3/1 ADDED | 53,225,000 | $39.73M | 1.2% | $0.75 | $0.75 | — | CNV | 31188VAB6 |
| — | ENPHASE ENERGY INC NOTE 3/0 ADDED | 39,085,000 | $39.69M | 1.2% | $1.02 | $1.02 | — | CNV | 29355AAH0 |
| — | GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | 31,750,000 | $37.69M | 1.1% | $1.19 | $1.14 | — | CNV | 387328AB3 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 22,398,000 | $37.01M | 1.1% | $1.65 | $1.54 | — | CNV | 55024UAB5 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | 41,032,000 | $36.72M | 1.1% | $0.90 | $0.95 | — | CNV | 163072AA9 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 37,475,000 | $36.35M | 1.1% | $0.97 | $1.00 | — | CNV | 25470MAF6 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | 31,620,000 | $36.25M | 1.1% | $1.15 | $1.12 | — | CNV | 70509VAA8 |
| — | ALTERYX INC NOTE 1.000 PERCENT 8/0 | 40,228,000 | $35.17M | 1.0% | $0.87 | $1.00 | — | CNV | 02156BAF0 |
| — | ZENDESK INC NOTE 0.625 PERCENT 6/1 | 27,422,000 | $34.56M | 1.0% | $1.26 | $1.46 | — | CNV | 98936JAD3 |
| — | RINGCENTRAL INC NOTE 3/1 | 41,962,000 | $34.33M | 1.0% | $0.82 | $0.93 | — | CNV | 76680RAH0 |
| — | HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | 35,599,000 | $33.37M | 1.0% | $0.94 | $0.87 | — | CNV | 42703MAD5 |
| — | DOMINION ENERGY INC DEBT 7.250 PERCENT 6/0 | 327,880 | $33.37M | 1.0% | $101.78 | $101.78 | — | CVP | 25746U133 |
| — | OAK STR HEALTH INC NOTE 3/1 ADDED | 40,650,000 | $32.11M | 1.0% | $0.79 | $0.79 | — | CNV | 67181AAB3 |
| — | TWITTER INC NOTE 0.250 PERCENT 6/1 | 28,482,000 | $28.98M | 0.9% | $1.02 | $1.26 | — | CNV | 90184LAF9 |
| — | CABLE ONE INC NOTE 3/1 ADDED | 32,125,000 | $28.05M | 0.8% | $0.87 | $0.87 | — | CNV | 12685JAE5 |
| — | EVENTBRITE INC NOTE 0.750 PERCENT 9/1 ADDED | 31,345,000 | $27.47M | 0.8% | $0.88 | $0.88 | — | CNV | 29975EAD1 |
| — | TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | 27,632,000 | $26.92M | 0.8% | $0.97 | $0.90 | — | CNV | 90041LAE5 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 26,105,000 | $26.01M | 0.8% | $1.00 | $0.93 | — | CNV | 928298AP3 |
| — | RAPID7 INC NOTE 2.250 PERCENT 5/0 | 13,489,000 | $25.52M | 0.8% | $1.89 | $1.66 | — | CNV | 753422AD6 |
| — | SHAKE SHACK INC NOTE 3/0 ADDED | 30,325,000 | $24.34M | 0.7% | $0.80 | $0.80 | — | CNV | 819047AB7 |
| — | STRIDE INC NOTE 1.125 PERCENT 9/0 | 23,098,000 | $22.91M | 0.7% | $0.99 | $0.99 | — | CNV | 86333MAA6 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 18,854,000 | $21.27M | 0.6% | $1.13 | $1.10 | — | CNV | 40416EAD5 |
| — | NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | 31,852,000 | $21.05M | 0.6% | $0.66 | $0.68 | — | CNV | 64049MAB6 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125 PERCENT12/1 | 23,346,000 | $20.93M | 0.6% | $0.90 | $1.02 | — | CNV | 462222AB6 |
| — | MANDIANT INC NOTE 0.875 PERCENT 6/0 | 19,000,000 | $20.92M | 0.6% | $1.10 | $1.08 | — | CNV | 31816QAF8 |
| KKR | KKR & CO INC COM | 354,865 | $20.75M | 0.6% | $58.47 * | $54.87 | +11.0% | STO | 48251W104 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | 21,500,000 | $20.75M | 0.6% | $0.97 | $0.96 | — | CNV | 958102AP0 |
| — | ZSCALER INC NOTE 0.125 PERCENT 7/0 | 11,753,000 | $20M | 0.6% | $1.70 | $1.60 | — | CNV | 98980GAB8 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 19,450,000 | $19.84M | 0.6% | $1.02 | $0.97 | — | CNV | 472145AD3 |
| — | MODEL N INC NOTE 2.625 PERCENT 6/0 | 17,400,000 | $19.09M | 0.6% | $1.10 | $1.24 | — | CNV | 607525AB8 |
| — | REDFIN CORP NOTE 10/1 | 25,475,000 | $18.77M | 0.6% | $0.74 | $0.87 | — | CNV | 75737FAC2 |
| — | NEW RELIC INC NOTE 0.500 PERCENT 5/0 | 17,697,000 | $17.74M | 0.5% | $1.00 | $0.94 | — | CNV | 64829BAB6 |
| — | INFINERA CORP NOTE 2.125 PERCENT 9/0 | 15,183,000 | $17.1M | 0.5% | $1.13 | $0.94 | — | CNV | 45667GAC7 |
| AEP | AMERICAN ELEC PWR CO INC COM | 171,000 | $17.06M | 0.5% | $99.77 * | $79.21 | 0.0% | STO | 025537101 |
| — | PELOTON INTERACTIVE INC NOTE 2/1 ADDED | 20,610,000 | $17.03M | 0.5% | $0.83 | $0.83 | — | CNV | 70614WAB6 |
| — | ALARM COM HLDGS INC NOTE 1/1 ADDED | 19,650,000 | $16.6M | 0.5% | $0.84 | $0.84 | — | CNV | 011642AB1 |
| — | PRA GROUP INC NOTE 3.500 PERCENT 6/0 | 14,493,000 | $16.03M | 0.5% | $1.11 | $1.09 | — | CNV | 69354NAB2 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | 14,875,000 | $15.56M | 0.5% | $1.05 | $1.09 | — | CNV | 866082AA8 |
| — | FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | 9,638,000 | $15.3M | 0.5% | $1.59 | $1.24 | — | CNV | 302941AP4 |
| — | DROPBOX INC NOTE 3/0 ADDED | 15,600,000 | $14.55M | 0.4% | $0.93 | $0.93 | — | CNV | 26210CAC8 |
| — | MICROSTRATEGY INC NOTE 2/1 ADDED | 18,284,000 | $13.06M | 0.4% | $0.71 | $0.71 | — | CNV | 594972AE1 |
| — | LENDINGTREE INC NOTE 0.500 PERCENT 7/1 | 15,806,000 | $12.94M | 0.4% | $0.82 | $0.85 | — | CNV | 52603BAD9 |
| — | PAGERDUTY INC NOTE 1.250 PERCENT 7/0 | 11,132,000 | $12.81M | 0.4% | $1.15 | $1.30 | — | CNV | 69553PAB6 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 PERCENT 9/1 | 10,598,000 | $11.97M | 0.4% | $1.13 | $0.92 | — | CNV | 57164YAB3 |
| — | SPLUNK INC NOTE 1.125 PERCENT 6/1 | 12,500,000 | $11.94M | 0.4% | $0.96 | $0.96 | — | CNV | 848637AF1 |
| — | PENNYMAC CORP NOTE 5.500 PERCENT 3/1 ADDED | 12,500,000 | $11.93M | 0.4% | $0.95 | $0.95 | — | CNV | 70932AAF0 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | 13,563,000 | $11.89M | 0.4% | $0.88 | $1.03 | — | CNV | 698884AE3 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/1 | 12,400,000 | $11.7M | 0.3% | $0.94 | $1.20 | — | CNV | 30063PAB1 |
| — | CABLE ONE INC NOTE 1.125 PERCENT 3/1 ADDED | 12,446,000 | $11.13M | 0.3% | $0.89 | $0.89 | — | CNV | 12685JAG0 |
| — | TWO HARBORS INVENTMENT CORPO NOTE 6.250 PERCENT 1/1 | 10,723,000 | $10.6M | 0.3% | $0.99 | $1.07 | — | CNV | 90187BAB7 |
| — | EPR PPTYS PFD C CV 5.75 PERCENT | 406,976 | $10.32M | 0.3% | $25.36 | $25.29 | — | CVP | 26884U208 |
| — | FIVE9 INC NOTE 0.500 PERCENT 6/0 | 9,417,000 | $10.2M | 0.3% | $1.08 | $1.35 | — | CNV | 338307AD3 |
| — | DTE ENERGY CO UNIT 11/01/2022S | 179,000 | $9.54M | 0.3% | $53.30 | $49.92 | — | CVP | 233331842 |
| — | RWT HLDGS INC NOTE 5.750 PERCENT10/0 | 8,950,000 | $8.709M | 0.3% | $0.97 | $1.00 | — | CNV | 749772AD1 |
| — | TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | 9,700,000 | $8.182M | 0.2% | $0.84 | $0.91 | — | CNV | 87918AAF2 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E | 233,591 | $7.732M | 0.2% | $33.10 | $34.96 | — | CVP | 26884U307 |
| — | ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 | 4,625,000 | $7.617M | 0.2% | $1.65 | $1.18 | — | CNV | 292554AM4 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | 5,500,000 | $6.322M | 0.2% | $1.15 | $1.15 | — | CNV | 00971TAL5 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 ADDED | 4,900,000 | $5.392M | 0.2% | $1.10 | $1.10 | — | CNV | 902252AB1 |
| — | CHEGG INC NOTE 9/0 | 6,455,000 | $5.274M | 0.2% | $0.82 | $0.88 | — | CNV | 163092AF6 |
| — | WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | 4,000,000 | $4.362M | 0.1% | $1.09 | $1.09 | — | CNV | 974637AB6 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 4,100,000 | $4.208M | 0.1% | $1.03 | $1.06 | — | CNV | 483548AF0 |
| — | DROPBOX INC NOTE 3/0 ADDED | 4,450,000 | $4.193M | 0.1% | $0.94 | $0.94 | — | CNV | 26210CAD6 |
| — | ITRON INC NOTE 3/1 ADDED | 4,100,000 | $3.467M | 0.1% | $0.85 | $0.85 | — | CNV | 465741AN6 |
| — | BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | 2,975,000 | $3.397M | 0.1% | $1.14 | $1.14 | — | CNV | 122017AB2 |
| — | BIOMARIN PHARMACEUTICAL INC NOTE 1.250 PERCENT 5/1 | 3,200,000 | $3.204M | 0.1% | $1.00 | $1.00 | — | CNV | 09061GAK7 |
| — | FORD MTR CO DEL NOTE 3/1 ADDED | 2,500,000 | $2.955M | 0.1% | $1.18 | $1.18 | — | CNV | 345370CZ1 |
| — | DEXCOM INC NOTE 0.250 PERCENT11/1 | 2,500,000 | $2.855M | 0.1% | $1.14 | $1.14 | — | CNV | 252131AK3 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 2,250,000 | $2.694M | 0.1% | $1.20 | $1.20 | — | CNV | 848637AD6 |
| — | NEW YORK CMNTY CAP TR V UNIT 11/01/2051 | 52,020 | $2.572M | 0.1% | $49.44 | $51.36 | — | CVP | 64944P307 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 2,275,000 | $2.537M | 0.1% | $1.12 | $0.97 | — | CNV | 393657AK7 |
| — | PROGENITY INC NOTE 7.250 PERCENT12/0 | 3,525,000 | $2.297M | 0.1% | $0.65 | $0.68 | — | CNV | 74319FAB3 |
| — | LCI INDS NOTE 1.125 PERCENT 5/1 | 2,500,000 | $2.286M | 0.1% | $0.91 | $0.91 | — | CNV | 501812AB7 |
| — | ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T | 50,000 | $2.092M | 0.1% | $41.84 | $41.84 | — | CVP | 28414H202 |
| — | BLOCK INC NOTE 5/0 | 1,850,000 | $1.71M | 0.1% | $0.92 | $0.99 | — | CNV | 852234AJ2 |
| — | DOCUSIGN INC NOTE 1/1 ADDED | 1,775,000 | $1.66M | 0.0% | $0.94 | $0.94 | — | CNV | 256163AD8 |
| — | VONAGE HLDGS CORP NOTE 1.750 PERCENT 6/0 | 1,000,000 | $1.314M | 0.0% | $1.31 | $1.08 | — | CNV | 92886TAJ1 |
| — | EURONET WORLDWIDE INC NOTE 0.750 PERCENT 3/1 | 850,000 | $946K | 0.0% | $1.11 | $0.96 | — | CNV | 298736AL3 |