Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 11, 2022
Total Value: $3.239B (18.9% shares, 81.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NEXTERA ENERGY INC UNIT 99/99/9999 | 2,410,000 | $119M | 3.7% | $49.47 | $51.28 | — | CVP | 65339F770 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | 98,914,000 | $104M | 3.2% | $1.05 | $1.44 | — | CNV | 02376RAF9 |
| — | CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | 77,308,000 | $99.53M | 3.1% | $1.29 | $1.50 | — | CNV | 17243VAB8 |
| DHR | DANAHER CORPORATION COM | 385,303 | $97.68M | 3.0% | $253.52 * | $233.36 | -3.1% | STO | 235851102 |
| — | OKTA INC NOTE 0.375 PERCENT 6/1 | 108,566,000 | $90.33M | 2.8% | $0.83 | $1.17 | — | CNV | 679295AF2 |
| — | SPOTIFY USA INC NOTE 3/1 | 103,700,000 | $81.82M | 2.5% | $0.79 | $0.84 | — | CNV | 84921RAB6 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 73,853,000 | $80.18M | 2.5% | $1.09 | $1.19 | — | CNV | 45781MAB7 |
| — | DTE ENERGY CO UNIT 11/01/2022 | 1,537,250 | $79.21M | 2.4% | $51.53 | $51.34 | — | CVP | 233331842 |
| — | BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | 64,127 | $77.21M | 2.4% | $1204.02 | $1442.49 | — | CVP | 060505682 |
| — | AIRBNB INC NOTE 3/1 | 89,341,000 | $74.24M | 2.3% | $0.83 | $0.96 | — | CNV | 009066AB7 |
| — | SNAP INC NOTE 5/0 ADDED | 103,300,000 | $71.53M | 2.2% | $0.69 | $0.69 | — | CNV | 83304AAF3 |
| — | SOUTHERN CO UNIT 08/01/2022 | 1,327,425 | $70.22M | 2.2% | $52.90 | $52.90 | — | CVP | 842587602 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 64,921,000 | $69.69M | 2.2% | $1.07 | $1.13 | — | CNV | 629377CG5 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 52,351 | $63.08M | 1.9% | $1205.00 | $1490.51 | — | CVP | 949746804 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | 70,849,000 | $62.5M | 1.9% | $0.88 | $0.87 | — | CNV | 40637HAD1 |
| — | BLACKLINE INC NOTE 3/1 | 78,875,000 | $62.47M | 1.9% | $0.79 | $0.85 | — | CNV | 09239BAD1 |
| — | COUPA SOFTWARE INC NOTE 0.375 PERCENT 6/1 | 77,054,000 | $57.79M | 1.8% | $0.75 | $0.94 | — | CNV | 22266LAF3 |
| — | LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | 55,636,000 | $56.99M | 1.8% | $1.02 | $1.20 | — | CNV | 55024UAD1 |
| — | LYFT INC NOTE 1.500 PERCENT 5/1 | 62,972,000 | $53.31M | 1.6% | $0.85 | $1.26 | — | CNV | 55087PAB0 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 66,207,000 | $52.81M | 1.6% | $0.80 | $0.92 | — | CNV | 90353TAJ9 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | 65,884,000 | $51.95M | 1.6% | $0.79 | $0.87 | — | CNV | 15677JAD0 |
| — | PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | 44,667,000 | $50.05M | 1.5% | $1.12 | $0.96 | — | CNV | 74624MAB8 |
| — | MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | 42,300,000 | $47.78M | 1.5% | $1.13 | $1.39 | — | CNV | 596278AB7 |
| — | PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | 43,815,000 | $46.03M | 1.4% | $1.05 | $1.02 | — | CNV | 70202LAB8 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | 38,100,000 | $44.92M | 1.4% | $1.18 | $1.72 | — | CNV | 698884AC7 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | 40,225,000 | $43.44M | 1.3% | $1.08 | $1.01 | — | CNV | 46333XAH1 |
| — | COPA HOLDINGS SA NOTE 4.500 PERCENT 4/1 | 30,111,000 | $42.71M | 1.3% | $1.42 | $1.64 | — | CNV | 21720AAB8 |
| — | OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0 | 40,978,000 | $40.92M | 1.3% | $1.00 | $0.99 | — | CNV | 671044AD7 |
| AEP | AMERICAN ELEC PWR CO INC COM | 420,700 | $40.36M | 1.2% | $95.94 * | $83.62 | +3.6% | STO | 025537101 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | 52,357,000 | $39.92M | 1.2% | $0.76 | $0.91 | — | CNV | 163072AA9 |
| — | GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | 35,583,000 | $38.98M | 1.2% | $1.10 | $1.13 | — | CNV | 387328AB3 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | 42,566,000 | $37.91M | 1.2% | $0.89 | $1.06 | — | CNV | 70509VAA8 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 53,575,000 | $36.81M | 1.1% | $0.69 | $0.86 | — | CNV | 30063PAC9 |
| — | ALTERYX INC NOTE 1.000 PERCENT 8/0 | 44,228,000 | $35.01M | 1.1% | $0.79 | $0.98 | — | CNV | 02156BAF0 |
| — | HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | 37,599,000 | $33.35M | 1.0% | $0.89 | $0.87 | — | CNV | 42703MAD5 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 ADDED | 40,943,000 | $33.2M | 1.0% | $0.81 | $0.81 | — | CNV | 22410JAB2 |
| — | RINGCENTRAL INC NOTE 3/1 | 43,962,000 | $33.02M | 1.0% | $0.75 | $0.92 | — | CNV | 76680RAH0 |
| — | ENPHASE ENERGY INC NOTE 3/0 | 32,335,000 | $32.04M | 1.0% | $0.99 | $1.02 | — | CNV | 29355AAH0 |
| — | PRA GROUP INC NOTE 3.500 PERCENT 6/0 | 31,115,000 | $31.29M | 1.0% | $1.01 | $1.05 | — | CNV | 69354NAB2 |
| — | STRIDE INC NOTE 1.125 PERCENT 9/0 | 31,328,000 | $30.94M | 1.0% | $0.99 | $0.99 | — | CNV | 86333MAA6 |
| — | RAPID7 INC NOTE 0.250 PERCENT 3/1 | 34,275,000 | $30.88M | 1.0% | $0.90 | $1.24 | — | CNV | 753422AF1 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 ADDED | 32,800,000 | $30.21M | 0.9% | $0.92 | $0.92 | — | CNV | 477839AB0 |
| — | OAK STR HEALTH INC NOTE 3/1 | 42,650,000 | $30.11M | 0.9% | $0.71 | $0.79 | — | CNV | 67181AAB3 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 30,200,000 | $29.88M | 0.9% | $0.99 | $0.97 | — | CNV | 472145AD3 |
| — | ZENDESK INC NOTE 0.625 PERCENT 6/1 | 30,672,000 | $29.71M | 0.9% | $0.97 | $1.40 | — | CNV | 98936JAD3 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 40,475,000 | $28.34M | 0.9% | $0.70 | $0.98 | — | CNV | 25470MAF6 |
| — | TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | 30,882,000 | $27.74M | 0.9% | $0.90 | $0.90 | — | CNV | 90041LAE5 |
| — | STANLEY BLACK & DECKER INC UNIT 11/15/2022 | 403,127 | $27.2M | 0.8% | $67.48 | $67.48 | — | CVP | 854502846 |
| — | NEW RELIC INC NOTE 0.500 PERCENT 5/0 | 26,681,000 | $25.79M | 0.8% | $0.97 | $0.95 | — | CNV | 64829BAB6 |
| — | CABLE ONE INC NOTE 3/1 | 31,125,000 | $25.65M | 0.8% | $0.82 | $0.87 | — | CNV | 12685JAE5 |
| — | WAYFAIR INC NOTE 0.625 PERCENT10/0 | 38,000,000 | $25.1M | 0.8% | $0.66 | $0.66 | — | CNV | 94419LAM3 |
| — | EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | 31,345,000 | $24.46M | 0.8% | $0.78 | $0.88 | — | CNV | 29975EAD1 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 28,150,000 | $22.98M | 0.7% | $0.82 | $0.84 | — | CNV | 011642AB1 |
| — | ETSY INC NOTE 0.250 PERCENT 6/1 ADDED | 30,887,000 | $22.63M | 0.7% | $0.73 | $0.73 | — | CNV | 29786AAN6 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 23,105,000 | $21.86M | 0.7% | $0.95 | $0.93 | — | CNV | 928298AP3 |
| — | SHAKE SHACK INC NOTE 3/0 | 31,325,000 | $21.16M | 0.7% | $0.68 | $0.80 | — | CNV | 819047AB7 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 18,854,000 | $21.11M | 0.7% | $1.12 | $1.10 | — | CNV | 40416EAD5 |
| — | MANDIANT INC NOTE 0.875 PERCENT 6/0 | 19,000,000 | $20.69M | 0.6% | $1.09 | $1.08 | — | CNV | 31816QAF8 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | 21,980,000 | $20.61M | 0.6% | $0.94 | $0.97 | — | CNV | 902252AB1 |
| — | MODEL N INC NOTE 2.625 PERCENT 6/0 | 18,900,000 | $19.43M | 0.6% | $1.03 | $1.22 | — | CNV | 607525AB8 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125 PERCENT12/1 | 21,346,000 | $18.75M | 0.6% | $0.88 | $1.02 | — | CNV | 462222AB6 |
| — | SPLUNK INC NOTE 1.125 PERCENT 6/1 | 22,652,000 | $18.69M | 0.6% | $0.83 | $0.90 | — | CNV | 848637AF1 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 13,398,000 | $18.58M | 0.6% | $1.39 | $1.54 | — | CNV | 55024UAB5 |
| — | COINBASE GLOBAL INC NOTE 0.500 PERCENT 6/0 ADDED | 32,836,000 | $18.37M | 0.6% | $0.56 | $0.56 | — | CNV | 19260QAB3 |
| — | ENVESTNET INC NOTE 0.750 PERCENT 8/1 ADDED | 20,550,000 | $17.53M | 0.5% | $0.85 | $0.85 | — | CNV | 29404KAE6 |
| — | TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | 21,500,000 | $15.75M | 0.5% | $0.73 | $0.81 | — | CNV | 87918AAF2 |
| KKR | KKR & CO INC COM | 323,035 | $14.95M | 0.5% | $46.29 * | $54.87 | -7.2% | STO | 48251W104 |
| — | INFINERA CORP NOTE 2.125 PERCENT 9/0 | 16,183,000 | $14.82M | 0.5% | $0.92 | $0.94 | — | CNV | 45667GAC7 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | 16,809,000 | $14.2M | 0.4% | $0.85 | $1.06 | — | CNV | 866082AA8 |
| — | BLOCK INC NOTE 5/0 | 17,919,000 | $14.17M | 0.4% | $0.79 | $0.81 | — | CNV | 852234AJ2 |
| — | REDFIN CORP NOTE 10/1 | 23,975,000 | $14.04M | 0.4% | $0.59 | $0.87 | — | CNV | 75737FAC2 |
| — | CABLE ONE INC NOTE 1.125 PERCENT 3/1 | 16,446,000 | $13.78M | 0.4% | $0.84 | $0.88 | — | CNV | 12685JAG0 |
| — | WAYFAIR INC NOTE 1.000 PERCENT 8/1 | 20,934,000 | $13.4M | 0.4% | $0.64 | $0.64 | — | CNV | 94419LAF8 |
| — | DROPBOX INC NOTE 3/0 | 14,100,000 | $12.7M | 0.4% | $0.90 | $0.93 | — | CNV | 26210CAC8 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | 15,268,000 | $12.29M | 0.4% | $0.80 | $1.00 | — | CNV | 698884AE3 |
| — | REDFIN CORP NOTE 0.500 PERCENT 4/0 ADDED | 24,825,000 | $11.58M | 0.4% | $0.47 | $0.47 | — | CNV | 75737FAE8 |
| — | PAGERDUTY INC NOTE 1.250 PERCENT 7/0 | 11,132,000 | $10.94M | 0.3% | $0.98 | $1.30 | — | CNV | 69553PAB6 |
| — | FUBOTV INC NOTE 3.250 PERCENT 2/1 ADDED | 34,939,000 | $10.73M | 0.3% | $0.31 | $0.31 | — | CNV | 35953DAB0 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125 PERCENT 5/0 | 9,558,000 | $10.46M | 0.3% | $1.09 | $1.28 | — | CNV | 00971TAJ0 |
| — | NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | 16,602,000 | $10.3M | 0.3% | $0.62 | $0.68 | — | CNV | 64049MAB6 |
| — | EPR PPTYS PFD C CV 5.75 PERCENT | 441,954 | $9.895M | 0.3% | $22.39 | $25.06 | — | CVP | 26884U208 |
| — | FIVE9 INC NOTE 0.500 PERCENT 6/0 | 10,000,000 | $9.755M | 0.3% | $0.98 | $1.33 | — | CNV | 338307AD3 |
| — | MICROSTRATEGY INC NOTE 2/1 | 21,534,000 | $9.313M | 0.3% | $0.43 | $0.67 | — | CNV | 594972AE1 |
| — | PENNYMAC CORP NOTE 5.500 PERCENT 3/1 | 10,500,000 | $9.149M | 0.3% | $0.87 | $0.95 | — | CNV | 70932AAF0 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E | 244,284 | $7.311M | 0.2% | $29.93 | $34.74 | — | CVP | 26884U307 |
| — | ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 | 4,625,000 | $7.005M | 0.2% | $1.51 | $1.18 | — | CNV | 292554AM4 |
| — | NEW YORK CMNTY CAP TR V UNIT 05/07/2051 | 122,917 | $5.682M | 0.2% | $46.23 | $48.40 | — | CVP | 64944P307 |
| — | FORD MTR CO DEL NOTE 3/1 | 6,000,000 | $5.472M | 0.2% | $0.91 | $1.02 | — | CNV | 345370CZ1 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | 5,500,000 | $5.464M | 0.2% | $0.99 | $1.15 | — | CNV | 00971TAL5 |
| — | PELOTON INTERACTIVE INC NOTE 2/1 | 8,110,000 | $5.109M | 0.2% | $0.63 | $0.83 | — | CNV | 70614WAB6 |
| — | VERINT SYSTEMS INC NOTE 0.250 PERCENT 4/1 ADDED | 5,424,000 | $4.949M | 0.2% | $0.91 | $0.91 | — | CNV | 92343XAC4 |
| — | CHEGG INC NOTE 9/0 | 5,955,000 | $4.398M | 0.1% | $0.74 | $0.88 | — | CNV | 163092AF6 |
| — | LIVONGO HEALTH INC NOTE 0.875 PERCENT 6/0 | 5,000,000 | $4.205M | 0.1% | $0.84 | $0.84 | — | CNV | 539183AA1 |
| — | WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | 4,000,000 | $4.095M | 0.1% | $1.02 | $1.09 | — | CNV | 974637AB6 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 ADDED | 4,300,000 | $3.91M | 0.1% | $0.91 | $0.91 | — | CNV | 462222AD2 |
| — | DROPBOX INC NOTE 3/0 | 4,450,000 | $3.891M | 0.1% | $0.87 | $0.94 | — | CNV | 26210CAD6 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 4,100,000 | $3.834M | 0.1% | $0.94 | $1.06 | — | CNV | 483548AF0 |
| — | ITRON INC NOTE 3/1 | 4,100,000 | $3.249M | 0.1% | $0.79 | $0.85 | — | CNV | 465741AN6 |
| — | BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | 2,975,000 | $2.932M | 0.1% | $0.99 | $1.14 | — | CNV | 122017AB2 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | 3,000,000 | $2.85M | 0.1% | $0.95 | $0.96 | — | CNV | 958102AP0 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 2,950,000 | $2.766M | 0.1% | $0.94 | $1.14 | — | CNV | 848637AD6 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 PERCENT 9/1 | 2,725,000 | $2.713M | 0.1% | $1.00 | $0.92 | — | CNV | 57164YAB3 |
| — | LCI INDS NOTE 1.125 PERCENT 5/1 | 2,500,000 | $2.266M | 0.1% | $0.91 | $0.91 | — | CNV | 501812AB7 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 2,275,000 | $2.236M | 0.1% | $0.98 | $0.97 | — | CNV | 393657AK7 |
| — | FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | 1,146,000 | $2.064M | 0.1% | $1.80 | $1.24 | — | CNV | 302941AP4 |
| — | ETSY INC NOTE 0.125 PERCENT 9/0 | 2,500,000 | $1.934M | 0.1% | $0.77 | $0.77 | — | CNV | 29786AAL0 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 ADDED | 1,750,000 | $1.628M | 0.1% | $0.93 | $0.93 | — | CNV | 393657AM3 |
| — | BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | 2,525,000 | $1.579M | 0.0% | $0.63 | $0.68 | — | CNV | 74319FAB3 |
| — | DEXCOM INC NOTE 0.250 PERCENT11/1 | 1,500,000 | $1.372M | 0.0% | $0.91 | $1.14 | — | CNV | 252131AK3 |
| — | SPLUNK INC NOTE 0.500 PERCENT 9/1 | 1,000,000 | $957K | 0.0% | $0.96 | $0.96 | — | CNV | 848637AC8 |
| — | SHIFT4 PMTS INC NOTE 12/1 | 1,000,000 | $802K | 0.0% | $0.80 | $0.80 | — | CNV | 82452JAB5 |