Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 13, 2023
Total Value: $3.1B (19.4% shares, 80.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NEXTERA ENERGY INC UNIT 03/01/2023 | 2,695,000 | $136M | 4.4% | $50.56 | $51.09 | — | CVP | 65339F770 |
| DHR | DANAHER CORPORATION COM | 425,803 | $113M | 3.6% | $265.42 * | $233.79 | -2.4% | STO | 235851102 |
| — | BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | 91,440 | $106M | 3.4% | $1160.00 | $1358.85 | — | CVP | 060505682 |
| — | AIRBNB INC NOTE 3/1 | 117,591,000 | $96.78M | 3.1% | $0.82 | $0.93 | — | CNV | 009066AB7 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | 86,584,000 | $91.26M | 2.9% | $1.05 | $1.44 | — | CNV | 02376RAF9 |
| — | SPOTIFY USA INC NOTE 3/1 | 111,687,000 | $89.91M | 2.9% | $0.81 | $0.84 | — | CNV | 84921RAB6 |
| — | UNITY SOFTWARE INC NOTE 11/1 ADDED | 102,862,000 | $76.99M | 2.5% | $0.75 | $0.75 | — | CNV | 91332UAB7 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 77,109,000 | $76.22M | 2.5% | $0.99 | $1.12 | — | CNV | 629377CG5 |
| — | OKTA INC NOTE 0.375 PERCENT 6/1 | 88,066,000 | $73.98M | 2.4% | $0.84 | $1.17 | — | CNV | 679295AF2 |
| — | SNAP INC NOTE 5/0 | 104,800,000 | $73.2M | 2.4% | $0.70 | $0.69 | — | CNV | 83304AAF3 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 70,853,000 | $72.16M | 2.3% | $1.02 | $1.19 | — | CNV | 45781MAB7 |
| — | CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | 58,913,000 | $56.27M | 1.8% | $0.96 | $1.50 | — | CNV | 17243VAB8 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | 57,961,000 | $56.11M | 1.8% | $0.97 | $0.87 | — | CNV | 40637HAD1 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 ADDED | 71,900,000 | $53.75M | 1.7% | $0.75 | $0.75 | — | CNV | 25402DAB8 |
| — | UPWORK INC NOTE 0.250 PERCENT 8/1 | 66,373,000 | $49.77M | 1.6% | $0.75 | $0.73 | — | CNV | 91688FAB0 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 41,042 | $48.63M | 1.6% | $1184.96 | $1404.79 | — | CVP | 949746804 |
| — | LYFT INC NOTE 1.500 PERCENT 5/1 | 54,560,000 | $48.04M | 1.5% | $0.88 | $1.26 | — | CNV | 55087PAB0 |
| — | MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | 39,200,000 | $46.08M | 1.5% | $1.18 | $1.39 | — | CNV | 596278AB7 |
| — | PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | 40,005,000 | $45.47M | 1.5% | $1.14 | $1.02 | — | CNV | 70202LAB8 |
| — | LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | 51,886,000 | $44.49M | 1.4% | $0.86 | $1.20 | — | CNV | 55024UAD1 |
| — | PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | 40,417,000 | $43.51M | 1.4% | $1.08 | $0.96 | — | CNV | 74624MAB8 |
| — | COPA HOLDINGS SA NOTE 4.500 PERCENT 4/1 | 25,111,000 | $42.72M | 1.4% | $1.70 | $1.64 | — | CNV | 21720AAB8 |
| — | PRA GROUP INC NOTE 3.500 PERCENT 6/0 | 42,882,000 | $42.22M | 1.4% | $0.98 | $1.03 | — | CNV | 69354NAB2 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | 50,691,000 | $41.69M | 1.3% | $0.82 | $1.02 | — | CNV | 70509VAA8 |
| — | KKR & CO INC 6 PERCENT MCONV PFD C | 725,000 | $41.59M | 1.3% | $57.37 | $54.92 | — | CVP | 48251W401 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | 37,248,000 | $40.62M | 1.3% | $1.09 | $1.01 | — | CNV | 46333XAH1 |
| — | BLACKLINE INC NOTE 3/1 | 46,375,000 | $39.51M | 1.3% | $0.85 | $0.85 | — | CNV | 09239BAD1 |
| — | SHOPIFY INC NOTE 0.125 PERCENT11/0 | 43,500,000 | $37.14M | 1.2% | $0.85 | $0.82 | — | CNV | 82509LAA5 |
| — | NCL CORP LTD NOTE 1.125 PERCENT 2/1 ADDED | 54,600,000 | $37.06M | 1.2% | $0.68 | $0.68 | — | CNV | 62886HBD2 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | 41,152,000 | $36.07M | 1.2% | $0.88 | $0.87 | — | CNV | 15677JAD0 |
| — | NISOURCE INC UNIT 12/01/2023 | 322,000 | $33.57M | 1.1% | $104.25 | $104.25 | — | CVP | 65473P121 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | 35,750,000 | $33.34M | 1.1% | $0.93 | $1.68 | — | CNV | 698884AC7 |
| — | NEXTERA ENERGY INC UNIT 09/01/2023 | 664,225 | $33.28M | 1.1% | $50.11 | $50.11 | — | CVP | 65339F739 |
| — | SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 | 39,400,000 | $33.16M | 1.1% | $0.84 | $0.76 | — | CNV | 82452JAD1 |
| — | SPLUNK INC NOTE 1.125 PERCENT 6/1 | 38,891,000 | $32.82M | 1.1% | $0.84 | $0.86 | — | CNV | 848637AF1 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | 39,857,000 | $32.66M | 1.1% | $0.82 | $0.91 | — | CNV | 163072AA9 |
| — | GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | 26,817,000 | $32.49M | 1.0% | $1.21 | $1.13 | — | CNV | 387328AB3 |
| — | PERFICIENT INC NOTE 0.125 PERCENT11/1 ADDED | 41,730,000 | $32.24M | 1.0% | $0.77 | $0.77 | — | CNV | 71375UAF8 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 36,668,000 | $30.88M | 1.0% | $0.84 | $0.85 | — | CNV | 90353TAJ9 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | 36,003,000 | $30.74M | 1.0% | $0.85 | $0.81 | — | CNV | 22410JAB2 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | 35,047,000 | $30.09M | 1.0% | $0.86 | $0.91 | — | CNV | 477839AB0 |
| — | NEW RELIC INC NOTE 0.500 PERCENT 5/0 | 29,931,000 | $29.27M | 0.9% | $0.98 | $0.95 | — | CNV | 64829BAB6 |
| — | OAK STR HEALTH INC NOTE 3/1 | 38,550,000 | $29.18M | 0.9% | $0.76 | $0.79 | — | CNV | 67181AAB3 |
| — | ALTERYX INC NOTE 1.000 PERCENT 8/0 | 35,119,000 | $29.15M | 0.9% | $0.83 | $0.98 | — | CNV | 02156BAF0 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 29,705,000 | $28.67M | 0.9% | $0.97 | $0.94 | — | CNV | 928298AP3 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 36,075,000 | $28.28M | 0.9% | $0.78 | $0.85 | — | CNV | 30063PAC9 |
| — | TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | 30,792,000 | $27.29M | 0.9% | $0.89 | $0.90 | — | CNV | 90041LAE5 |
| — | STRIDE INC NOTE 1.125 PERCENT 9/0 | 30,328,000 | $27.01M | 0.9% | $0.89 | $0.99 | — | CNV | 86333MAA6 |
| — | AES CORP UNIT 02/15/2024 | 258,000 | $26.35M | 0.8% | $102.14 | $102.14 | — | CVP | 00130H204 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 26,700,000 | $26.28M | 0.8% | $0.98 | $0.97 | — | CNV | 472145AD3 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 40,775,000 | $26.01M | 0.8% | $0.64 | $0.96 | — | CNV | 25470MAF6 |
| — | COUPA SOFTWARE INC NOTE 0.375 PERCENT 6/1 | 26,804,000 | $25.77M | 0.8% | $0.96 | $0.94 | — | CNV | 22266LAF3 |
| — | RINGCENTRAL INC NOTE 3/1 | 30,962,000 | $24.31M | 0.8% | $0.79 | $0.92 | — | CNV | 76680RAH0 |
| — | ETSY INC NOTE 0.250 PERCENT 6/1 | 27,793,000 | $23.73M | 0.8% | $0.85 | $0.73 | — | CNV | 29786AAN6 |
| — | WAYFAIR INC NOTE 1.000 PERCENT 8/1 | 39,934,000 | $22.61M | 0.7% | $0.57 | $0.62 | — | CNV | 94419LAF8 |
| — | FIVE9 INC NOTE 0.500 PERCENT 6/0 | 24,520,000 | $22.46M | 0.7% | $0.92 | $1.08 | — | CNV | 338307AD3 |
| — | BLOCK INC NOTE 5/0 | 27,419,000 | $22.2M | 0.7% | $0.81 | $0.80 | — | CNV | 852234AJ2 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 26,650,000 | $21.64M | 0.7% | $0.81 | $0.84 | — | CNV | 011642AB1 |
| — | CABLE ONE INC NOTE 3/1 | 27,425,000 | $21.54M | 0.7% | $0.79 | $0.87 | — | CNV | 12685JAE5 |
| — | BECTON DICKINSON & CO 6 PERCENT DP CONV PFD B | 426,400 | $21.36M | 0.7% | $50.10 | $50.10 | — | CVP | 075887406 |
| AEP | AMERICAN ELEC PWR CO INC COM | 204,878 | $19.45M | 0.6% | $94.95 * | $83.62 | -3.2% | STO | 025537101 |
| — | RAPID7 INC NOTE 0.250 PERCENT 3/1 | 24,775,000 | $19.35M | 0.6% | $0.78 | $1.24 | — | CNV | 753422AF1 |
| — | EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | 27,095,000 | $18.7M | 0.6% | $0.69 | $0.88 | — | CNV | 29975EAD1 |
| — | TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | 24,250,000 | $18.63M | 0.6% | $0.77 | $0.80 | — | CNV | 87918AAF2 |
| — | SHAKE SHACK INC NOTE 3/0 | 28,180,000 | $18.55M | 0.6% | $0.66 | $0.79 | — | CNV | 819047AB7 |
| — | MODEL N INC NOTE 2.625 PERCENT 6/0 | 12,900,000 | $17.38M | 0.6% | $1.35 | $1.22 | — | CNV | 607525AB8 |
| — | FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | 10,696,000 | $16.82M | 0.5% | $1.57 | $1.62 | — | CNV | 302941AP4 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | 18,809,000 | $16.06M | 0.5% | $0.85 | $1.03 | — | CNV | 866082AA8 |
| — | ZENDESK INC NOTE 0.625 PERCENT 6/1 DELETED | 15,922,000 | $15.81M | 0.5% | $0.99 | $1.40 | — | CNV | 98936JAD3 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 19,163,000 | $15.52M | 0.5% | $0.81 | $1.10 | — | CNV | 40416EAD5 |
| — | CABLE ONE INC NOTE 1.125 PERCENT 3/1 | 16,921,000 | $12.57M | 0.4% | $0.74 | $0.86 | — | CNV | 12685JAG0 |
| — | ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 | 9,467,000 | $12.32M | 0.4% | $1.30 | $1.23 | — | CNV | 292554AM4 |
| — | DROPBOX INC NOTE 3/0 | 13,350,000 | $12.06M | 0.4% | $0.90 | $0.93 | — | CNV | 26210CAC8 |
| — | MICROSTRATEGY INC NOTE 2/1 | 31,134,000 | $11.33M | 0.4% | $0.36 | $0.58 | — | CNV | 594972AE1 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | 15,593,000 | $11.2M | 0.4% | $0.72 | $0.96 | — | CNV | 698884AE3 |
| — | FASTLY INC NOTE 3/1 | 15,000,000 | $10.88M | 0.4% | $0.72 | $0.72 | — | CNV | 31188VAB6 |
| — | GOPRO INC NOTE 1.250 PERCENT11/1 | 11,500,000 | $10.4M | 0.3% | $0.90 | $0.89 | — | CNV | 38268TAD5 |
| — | SAREPTA THERAPEUTICS INC DEBT 1.250 PERCENT 9/1 | 8,900,000 | $10.26M | 0.3% | $1.15 | $1.03 | — | CNV | 803607AC4 |
| — | WAYFAIR INC NOTE 0.625 PERCENT10/0 | 15,062,000 | $9.738M | 0.3% | $0.65 | $0.66 | — | CNV | 94419LAM3 |
| — | ARRAY TECHNOLOGIES INC NOTE 1.000 PERCENT12/0 ADDED | 8,775,000 | $8.92M | 0.3% | $1.02 | $1.02 | — | CNV | 04271TAB6 |
| — | EPR PPTYS PFD C CV 5.75 PERCENT | 446,180 | $7.88M | 0.3% | $17.66 | $25.06 | — | CVP | 26884U208 |
| — | FUBOTV INC NOTE 3.250 PERCENT 2/1 | 17,189,000 | $7.821M | 0.3% | $0.46 | $0.31 | — | CNV | 35953DAB0 |
| — | NEW YORK CMNTY CAP TR V UNIT 05/07/2051 | 164,413 | $7.216M | 0.2% | $43.89 | $47.16 | — | CVP | 64944P307 |
| — | HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | 7,458,000 | $6.876M | 0.2% | $0.92 | $0.87 | — | CNV | 42703MAD5 |
| — | AMYRIS INC NOTE 1.500 PERCENT11/1 ADDED | 21,150,000 | $6.641M | 0.2% | $0.31 | $0.31 | — | CNV | 03236MAJ0 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E | 247,061 | $6.298M | 0.2% | $25.49 | $34.64 | — | CVP | 26884U307 |
| — | FORD MTR CO DEL NOTE 3/1 | 6,000,000 | $5.661M | 0.2% | $0.94 | $1.02 | — | CNV | 345370CZ1 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | 5,500,000 | $5.296M | 0.2% | $0.96 | $1.15 | — | CNV | 00971TAL5 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | 4,900,000 | $4.552M | 0.1% | $0.93 | $0.97 | — | CNV | 902252AB1 |
| — | REDFIN CORP NOTE 0.500 PERCENT 4/0 | 9,625,000 | $4.399M | 0.1% | $0.46 | $0.47 | — | CNV | 75737FAE8 |
| — | WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | 4,000,000 | $4.195M | 0.1% | $1.05 | $1.06 | — | CNV | 974637AB6 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 4,300,000 | $3.969M | 0.1% | $0.92 | $0.91 | — | CNV | 462222AD2 |
| — | DROPBOX INC NOTE 3/0 | 4,450,000 | $3.965M | 0.1% | $0.89 | $0.94 | — | CNV | 26210CAD6 |
| — | CHEGG INC NOTE 9/0 | 4,455,000 | $3.495M | 0.1% | $0.78 | $0.88 | — | CNV | 163092AF6 |
| — | BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | 2,975,000 | $3.421M | 0.1% | $1.15 | $1.14 | — | CNV | 122017AB2 |
| — | LCI INDS NOTE 1.125 PERCENT 5/1 | 4,000,000 | $3.37M | 0.1% | $0.84 | $0.89 | — | CNV | 501812AB7 |
| — | ITRON INC NOTE 3/1 | 4,100,000 | $3.357M | 0.1% | $0.82 | $0.85 | — | CNV | 465741AN6 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 2,950,000 | $2.777M | 0.1% | $0.94 | $1.14 | — | CNV | 848637AD6 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 2,500,000 | $2.629M | 0.1% | $1.05 | $1.54 | — | CNV | 55024UAB5 |
| — | PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | 2,500,000 | $2.555M | 0.1% | $1.02 | $0.94 | — | CNV | 743312AB6 |
| — | ETSY INC NOTE 0.125 PERCENT 9/0 | 2,500,000 | $2.494M | 0.1% | $1.00 | $0.77 | — | CNV | 29786AAL0 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | 2,500,000 | $2.438M | 0.1% | $0.97 | $0.97 | — | CNV | 57164YAD9 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 2,275,000 | $2.147M | 0.1% | $0.94 | $0.97 | — | CNV | 393657AK7 |
| — | NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | 3,075,000 | $1.987M | 0.1% | $0.65 | $0.68 | — | CNV | 64049MAB6 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 1,850,000 | $1.72M | 0.1% | $0.93 | $1.06 | — | CNV | 483548AF0 |
| — | IONIS PHARMACEUTICALS INC NOTE 0.125 PERCENT12/1 | 1,850,000 | $1.68M | 0.1% | $0.91 | $1.02 | — | CNV | 462222AB6 |
| — | DEXCOM INC NOTE 0.250 PERCENT11/1 | 1,500,000 | $1.631M | 0.1% | $1.09 | $1.14 | — | CNV | 252131AK3 |
| — | REDFIN CORP NOTE 10/1 | 2,708,000 | $1.599M | 0.1% | $0.59 | $0.87 | — | CNV | 75737FAC2 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | 1,750,000 | $1.543M | 0.0% | $0.88 | $0.93 | — | CNV | 393657AM3 |
| — | ENVESTNET INC NOTE 0.750 PERCENT 8/1 | 1,600,000 | $1.444M | 0.0% | $0.90 | $0.85 | — | CNV | 29404KAE6 |
| — | BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | 2,525,000 | $1.329M | 0.0% | $0.53 | $0.68 | — | CNV | 74319FAB3 |
| — | COINBASE GLOBAL INC NOTE 0.500 PERCENT 6/0 | 2,000,000 | $1.13M | 0.0% | $0.56 | $0.56 | — | CNV | 19260QAB3 |
| — | SHIFT4 PMTS INC NOTE 12/1 | 1,000,000 | $991K | 0.0% | $0.99 | $0.80 | — | CNV | 82452JAB5 |
| — | SPLUNK INC NOTE 0.500 PERCENT 9/1 | 1,000,000 | $964K | 0.0% | $0.96 | $0.96 | — | CNV | 848637AC8 |
| — | ARBOR REALTY TRUST INC PUT | 99 | $129K | 0.0% | $1305.10 | — | — | Put | 038923958 |