Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 10, 2022
Total Value: $2.978B (17.0% shares, 83.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| DHR | DANAHER CORPORATION COM | 416,903 | $108M | 3.6% | $258.29 * | $233.91 | +2.9% | STO | 235851102 |
| — | DTE ENERGY CO UNIT 11/01/2022 | 1,977,250 | $98.67M | 3.3% | $49.90 | $51.02 | — | CVP | 233331842 |
| — | NEXTERA ENERGY INC UNIT 03/01/2023 | 1,985,000 | $98.4M | 3.3% | $49.57 | $51.28 | — | CVP | 65339F770 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | 93,084,000 | $93.88M | 3.2% | $1.01 | $1.44 | — | CNV | 02376RAF9 |
| — | AIRBNB INC NOTE 3/1 | 105,341,000 | $87.22M | 2.9% | $0.83 | $0.94 | — | CNV | 009066AB7 |
| — | OKTA INC NOTE 0.375 PERCENT 6/1 | 108,566,000 | $84.3M | 2.8% | $0.78 | $1.17 | — | CNV | 679295AF2 |
| — | SPOTIFY USA INC NOTE 3/1 | 103,700,000 | $81.41M | 2.7% | $0.79 | $0.84 | — | CNV | 84921RAB6 |
| — | BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | 69,370 | $81.37M | 2.7% | $1173.00 | $1422.12 | — | CVP | 060505682 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 74,359,000 | $79.16M | 2.7% | $1.06 | $1.13 | — | CNV | 629377CG5 |
| — | SNAP INC NOTE 5/0 | 103,300,000 | $71.22M | 2.4% | $0.69 | $0.69 | — | CNV | 83304AAF3 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 73,853,000 | $70.99M | 2.4% | $0.96 | $1.19 | — | CNV | 45781MAB7 |
| — | CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | 62,308,000 | $69.88M | 2.3% | $1.12 | $1.50 | — | CNV | 17243VAB8 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | 64,461,000 | $54.55M | 1.8% | $0.85 | $0.87 | — | CNV | 40637HAD1 |
| — | LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | 55,636,000 | $51.88M | 1.7% | $0.93 | $1.20 | — | CNV | 55024UAD1 |
| — | COUPA SOFTWARE INC NOTE 0.375 PERCENT 6/1 | 66,804,000 | $51.34M | 1.7% | $0.77 | $0.94 | — | CNV | 22266LAF3 |
| — | UPWORK INC NOTE 0.250 PERCENT 8/1 ADDED | 67,170,000 | $49.12M | 1.6% | $0.73 | $0.73 | — | CNV | 91688FAB0 |
| — | PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | 42,667,000 | $48.17M | 1.6% | $1.13 | $0.96 | — | CNV | 74624MAB8 |
| — | LYFT INC NOTE 1.500 PERCENT 5/1 | 56,472,000 | $48.14M | 1.6% | $0.85 | $1.26 | — | CNV | 55087PAB0 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | 58,652,000 | $47.3M | 1.6% | $0.81 | $0.87 | — | CNV | 15677JAD0 |
| — | BLACKLINE INC NOTE 3/1 | 58,375,000 | $47.23M | 1.6% | $0.81 | $0.85 | — | CNV | 09239BAD1 |
| — | MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | 40,300,000 | $45.96M | 1.5% | $1.14 | $1.39 | — | CNV | 596278AB7 |
| — | PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | 43,815,000 | $45.09M | 1.5% | $1.03 | $1.02 | — | CNV | 70202LAB8 |
| — | COPA HOLDINGS SA NOTE 4.500 PERCENT 4/1 | 30,111,000 | $43.33M | 1.5% | $1.44 | $1.64 | — | CNV | 21720AAB8 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | 40,225,000 | $40.85M | 1.4% | $1.02 | $1.01 | — | CNV | 46333XAH1 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | 40,250,000 | $39.57M | 1.3% | $0.98 | $1.68 | — | CNV | 698884AC7 |
| — | PRA GROUP INC NOTE 3.500 PERCENT 6/0 | 39,115,000 | $38.29M | 1.3% | $0.98 | $1.03 | — | CNV | 69354NAB2 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | 43,691,000 | $37.27M | 1.3% | $0.85 | $1.06 | — | CNV | 70509VAA8 |
| — | GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | 35,583,000 | $36.24M | 1.2% | $1.02 | $1.13 | — | CNV | 387328AB3 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 55,575,000 | $35.15M | 1.2% | $0.63 | $0.85 | — | CNV | 30063PAC9 |
| — | HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | 38,221,000 | $34.57M | 1.2% | $0.90 | $0.87 | — | CNV | 42703MAD5 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 29,527 | $34.51M | 1.2% | $1168.79 | $1490.51 | — | CVP | 949746804 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | 40,943,000 | $33.95M | 1.1% | $0.83 | $0.81 | — | CNV | 22410JAB2 |
| — | STRIDE INC NOTE 1.125 PERCENT 9/0 | 33,328,000 | $33.81M | 1.1% | $1.01 | $0.99 | — | CNV | 86333MAA6 |
| — | SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 ADDED | 42,900,000 | $32.74M | 1.1% | $0.76 | $0.76 | — | CNV | 82452JAD1 |
| — | KKR & CO INC 6 PERCENT MCONV PFD C | 600,000 | $32.65M | 1.1% | $54.41 | $54.41 | — | CVP | 48251W401 |
| — | ALTERYX INC NOTE 1.000 PERCENT 8/0 | 40,169,000 | $32.34M | 1.1% | $0.80 | $0.98 | — | CNV | 02156BAF0 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | 40,357,000 | $31.2M | 1.0% | $0.77 | $0.91 | — | CNV | 163072AA9 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | 37,647,000 | $31.13M | 1.0% | $0.83 | $0.91 | — | CNV | 477839AB0 |
| — | SHOPIFY INC NOTE 0.125 PERCENT11/0 | 35,500,000 | $29.02M | 1.0% | $0.82 | $0.82 | — | CNV | 82509LAA5 |
| — | OAK STR HEALTH INC NOTE 3/1 | 37,550,000 | $28.75M | 1.0% | $0.77 | $0.79 | — | CNV | 67181AAB3 |
| AEP | AMERICAN ELEC PWR CO INC COM | 329,600 | $28.49M | 1.0% | $86.45 | $83.62 | +4.2% | STO | 025537101 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 30,200,000 | $28.48M | 1.0% | $0.94 | $0.97 | — | CNV | 472145AD3 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 42,475,000 | $27.86M | 0.9% | $0.66 | $0.96 | — | CNV | 25470MAF6 |
| — | FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | 16,696,000 | $27.54M | 0.9% | $1.65 | $1.62 | — | CNV | 302941AP4 |
| — | AVALARA INC NOTE 0.250 PERCENT 8/0 ADDED | 28,000,000 | $27.08M | 0.9% | $0.97 | $0.97 | — | CNV | 05338GAB2 |
| — | TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | 30,792,000 | $26.92M | 0.9% | $0.87 | $0.90 | — | CNV | 90041LAE5 |
| — | ZENDESK INC NOTE 0.625 PERCENT 6/1 | 27,172,000 | $26.68M | 0.9% | $0.98 | $1.40 | — | CNV | 98936JAD3 |
| — | RINGCENTRAL INC NOTE 3/1 | 33,962,000 | $26.12M | 0.9% | $0.77 | $0.92 | — | CNV | 76680RAH0 |
| — | NEW RELIC INC NOTE 0.500 PERCENT 5/0 | 26,681,000 | $26M | 0.9% | $0.97 | $0.95 | — | CNV | 64829BAB6 |
| — | RAPID7 INC NOTE 0.250 PERCENT 3/1 | 33,025,000 | $25.05M | 0.8% | $0.76 | $1.24 | — | CNV | 753422AF1 |
| — | ETSY INC NOTE 0.250 PERCENT 6/1 | 32,401,000 | $24.98M | 0.8% | $0.77 | $0.73 | — | CNV | 29786AAN6 |
| — | CABLE ONE INC NOTE 3/1 | 31,125,000 | $23.64M | 0.8% | $0.76 | $0.87 | — | CNV | 12685JAE5 |
| — | SPLUNK INC NOTE 1.125 PERCENT 6/1 | 29,652,000 | $23.33M | 0.8% | $0.79 | $0.87 | — | CNV | 848637AF1 |
| — | MODEL N INC NOTE 2.625 PERCENT 6/0 | 18,900,000 | $23.19M | 0.8% | $1.23 | $1.22 | — | CNV | 607525AB8 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 28,150,000 | $23.01M | 0.8% | $0.82 | $0.84 | — | CNV | 011642AB1 |
| — | BLOCK INC NOTE 5/0 | 27,919,000 | $21.79M | 0.7% | $0.78 | $0.80 | — | CNV | 852234AJ2 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 23,105,000 | $21.47M | 0.7% | $0.93 | $0.93 | — | CNV | 928298AP3 |
| — | WAYFAIR INC NOTE 1.000 PERCENT 8/1 | 34,434,000 | $21.43M | 0.7% | $0.62 | $0.63 | — | CNV | 94419LAF8 |
| — | EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | 31,345,000 | $21.3M | 0.7% | $0.68 | $0.88 | — | CNV | 29975EAD1 |
| — | TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | 27,500,000 | $20.11M | 0.7% | $0.73 | $0.80 | — | CNV | 87918AAF2 |
| — | SHAKE SHACK INC NOTE 3/0 | 27,325,000 | $18.12M | 0.6% | $0.66 | $0.80 | — | CNV | 819047AB7 |
| — | FIVE9 INC NOTE 0.500 PERCENT 6/0 | 18,820,000 | $17.07M | 0.6% | $0.91 | $1.13 | — | CNV | 338307AD3 |
| — | SAREPTA THERAPEUTICS INC DEBT 1.250 PERCENT 9/1 ADDED | 16,400,000 | $16.88M | 0.6% | $1.03 | $1.03 | — | CNV | 803607AC4 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 19,354,000 | $16.34M | 0.5% | $0.84 | $1.10 | — | CNV | 40416EAD5 |
| — | MICROSTRATEGY INC NOTE 2/1 | 36,534,000 | $16.29M | 0.5% | $0.45 | $0.58 | — | CNV | 594972AE1 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | 19,309,000 | $16.01M | 0.5% | $0.83 | $1.03 | — | CNV | 866082AA8 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 11,398,000 | $14.01M | 0.5% | $1.23 | $1.54 | — | CNV | 55024UAB5 |
| — | WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | 12,758,000 | $13.34M | 0.4% | $1.05 | $1.06 | — | CNV | 974637AB6 |
| — | CABLE ONE INC NOTE 1.125 PERCENT 3/1 | 18,446,000 | $13.28M | 0.4% | $0.72 | $0.86 | — | CNV | 12685JAG0 |
| — | ENVESTNET INC NOTE 0.750 PERCENT 8/1 | 15,550,000 | $13M | 0.4% | $0.84 | $0.85 | — | CNV | 29404KAE6 |
| — | COINBASE GLOBAL INC NOTE 0.500 PERCENT 6/0 | 18,736,000 | $12.28M | 0.4% | $0.66 | $0.56 | — | CNV | 19260QAB3 |
| — | DROPBOX INC NOTE 3/0 | 14,100,000 | $12.26M | 0.4% | $0.87 | $0.93 | — | CNV | 26210CAC8 |
| — | WAYFAIR INC NOTE 0.625 PERCENT10/0 | 18,062,000 | $12.1M | 0.4% | $0.67 | $0.66 | — | CNV | 94419LAM3 |
| — | GOPRO INC NOTE 1.250 PERCENT11/1 | 12,500,000 | $11.11M | 0.4% | $0.89 | $0.89 | — | CNV | 38268TAD5 |
| — | ENPHASE ENERGY INC NOTE 3/0 | 8,385,000 | $9.676M | 0.3% | $1.15 | $1.02 | — | CNV | 29355AAH0 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | 13,093,000 | $9.575M | 0.3% | $0.73 | $1.00 | — | CNV | 698884AE3 |
| — | FUBOTV INC NOTE 3.250 PERCENT 2/1 | 19,189,000 | $9.124M | 0.3% | $0.48 | $0.31 | — | CNV | 35953DAB0 |
| — | ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 | 6,967,000 | $8.716M | 0.3% | $1.25 | $1.20 | — | CNV | 292554AM4 |
| — | EPR PPTYS PFD C CV 5.75 PERCENT | 446,180 | $7.906M | 0.3% | $17.72 | $25.06 | — | CVP | 26884U208 |
| — | PENNYMAC CORP NOTE 5.500 PERCENT 3/1 | 8,680,000 | $7.053M | 0.2% | $0.81 | $0.95 | — | CNV | 70932AAF0 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E | 247,061 | $6.347M | 0.2% | $25.69 | $34.64 | — | CVP | 26884U307 |
| — | FORD MTR CO DEL NOTE 3/1 | 6,000,000 | $5.487M | 0.2% | $0.91 | $1.02 | — | CNV | 345370CZ1 |
| — | REDFIN CORP NOTE 10/1 | 8,908,000 | $5.184M | 0.2% | $0.58 | $0.87 | — | CNV | 75737FAC2 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | 5,500,000 | $5.118M | 0.2% | $0.93 | $1.15 | — | CNV | 00971TAL5 |
| — | NEW YORK CMNTY CAP TR V UNIT 05/07/2051 | 119,413 | $5.015M | 0.2% | $42.00 | $48.40 | — | CVP | 64944P307 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 5,927,000 | $4.919M | 0.2% | $0.83 | $0.92 | — | CNV | 90353TAJ9 |
| — | REDFIN CORP NOTE 0.500 PERCENT 4/0 | 9,825,000 | $4.786M | 0.2% | $0.49 | $0.47 | — | CNV | 75737FAE8 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | 4,900,000 | $4.631M | 0.2% | $0.95 | $0.97 | — | CNV | 902252AB1 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 4,300,000 | $4.249M | 0.1% | $0.99 | $0.91 | — | CNV | 462222AD2 |
| — | BOSTON SCIENTIFIC CORP 5.50 PERCENT CNV PFD A | 40,000 | $4.094M | 0.1% | $102.35 | $102.35 | — | CVP | 101137206 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 4,100,000 | $3.848M | 0.1% | $0.94 | $1.06 | — | CNV | 483548AF0 |
| — | DROPBOX INC NOTE 3/0 | 4,450,000 | $3.783M | 0.1% | $0.85 | $0.94 | — | CNV | 26210CAD6 |
| — | CHEGG INC NOTE 9/0 | 4,455,000 | $3.359M | 0.1% | $0.75 | $0.88 | — | CNV | 163092AF6 |
| — | ITRON INC NOTE 3/1 | 4,100,000 | $3.202M | 0.1% | $0.78 | $0.85 | — | CNV | 465741AN6 |
| — | BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | 2,975,000 | $2.826M | 0.1% | $0.95 | $1.14 | — | CNV | 122017AB2 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 2,950,000 | $2.596M | 0.1% | $0.88 | $1.14 | — | CNV | 848637AD6 |
| — | PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | 2,500,000 | $2.345M | 0.1% | $0.94 | $0.94 | — | CNV | 743312AB6 |
| — | ETSY INC NOTE 0.125 PERCENT 9/0 | 2,500,000 | $2.196M | 0.1% | $0.88 | $0.77 | — | CNV | 29786AAL0 |
| — | LCI INDS NOTE 1.125 PERCENT 5/1 | 2,500,000 | $2.135M | 0.1% | $0.85 | $0.91 | — | CNV | 501812AB7 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 2,275,000 | $2.046M | 0.1% | $0.90 | $0.97 | — | CNV | 393657AK7 |
| — | NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | 3,075,000 | $1.969M | 0.1% | $0.64 | $0.68 | — | CNV | 64049MAB6 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125 PERCENT12/1 | 1,850,000 | $1.673M | 0.1% | $0.90 | $1.02 | — | CNV | 462222AB6 |
| — | BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | 2,525,000 | $1.585M | 0.1% | $0.63 | $0.68 | — | CNV | 74319FAB3 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | 1,500,000 | $1.42M | 0.0% | $0.95 | $0.96 | — | CNV | 958102AP0 |
| — | DEXCOM INC NOTE 0.250 PERCENT11/1 | 1,500,000 | $1.382M | 0.0% | $0.92 | $1.14 | — | CNV | 252131AK3 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | 1,750,000 | $1.373M | 0.0% | $0.78 | $0.93 | — | CNV | 393657AM3 |
| — | ARBOR REALTY TRUST INC NOTE 4.750 PERCENT11/0 | 1,175,000 | $1.156M | 0.0% | $0.98 | $0.98 | — | CNV | 038923AP3 |
| — | SPLUNK INC NOTE 0.500 PERCENT 9/1 | 1,000,000 | $950K | 0.0% | $0.95 | $0.96 | — | CNV | 848637AC8 |
| — | SHIFT4 PMTS INC NOTE 12/1 | 1,000,000 | $883K | 0.0% | $0.88 | $0.80 | — | CNV | 82452JAB5 |