Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 12, 2023
Total Value: $2.989B (15.5% shares, 84.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | FORD MTR CO DEL NOTE 3/1 | 137,325,000 | $137M | 4.6% | $1.00 | $1.00 | — | CNV | 345370CZ1 |
| — | AIRBNB INC NOTE 3/1 | 137,191,000 | $120M | 4.0% | $0.87 | $0.92 | — | CNV | 009066AB7 |
| — | BANK AMERICA CORP 7.25 PERCENT CNV PFD L | 92,638 | $108M | 3.6% | $1162.86 | $1356.32 | — | CVP | 060505682 |
| — | SPOTIFY USA INC NOTE 3/1 | 118,137,000 | $98.88M | 3.3% | $0.84 | $0.84 | — | CNV | 84921RAB6 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 94,768,000 | $97.37M | 3.3% | $1.03 | $1.10 | — | CNV | 629377CG5 |
| — | NEXTERA ENERGY INC UNIT 09/01/2023 | 1,974,225 | $95.99M | 3.2% | $48.62 | $49.12 | — | CVP | 65339F739 |
| — | SNAP INC NOTE 5/0 | 113,300,000 | $82.54M | 2.8% | $0.73 | $0.70 | — | CNV | 83304AAF3 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 105,437,000 | $81.66M | 2.7% | $0.77 | $0.75 | — | CNV | 91332UAB7 |
| — | OKTA INC NOTE 0.375 PERCENT 6/1 | 94,816,000 | $80.69M | 2.7% | $0.85 | $1.15 | — | CNV | 679295AF2 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | 68,584,000 | $79.25M | 2.7% | $1.16 | $1.44 | — | CNV | 02376RAF9 |
| — | CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | 52,413,000 | $66.46M | 2.2% | $1.27 | $1.50 | — | CNV | 17243VAB8 |
| — | BECTON DICKINSON & CO 6 PERCENT DP CONV PFD B | 1,308,400 | $65.17M | 2.2% | $49.81 | $49.90 | — | CVP | 075887406 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 68,203,000 | $64.93M | 2.2% | $0.95 | $1.19 | — | CNV | 45781MAB7 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 53,588 | $61.76M | 2.1% | $1152.50 | $1345.72 | — | CVP | 949746804 |
| — | NISOURCE INC UNIT 12/01/2023 | 555,675 | $57.84M | 1.9% | $104.09 | $104.18 | — | CVP | 65473P121 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 72,650,000 | $57.05M | 1.9% | $0.79 | $0.75 | — | CNV | 25402DAB8 |
| — | UPWORK INC NOTE 0.250 PERCENT 8/1 | 62,773,000 | $49.18M | 1.6% | $0.78 | $0.73 | — | CNV | 91688FAB0 |
| — | LUMENTUM HLDGS INC NOTE 0.500 PERCENT 12/1 | 56,111,000 | $48.54M | 1.6% | $0.86 | $1.18 | — | CNV | 55024UAD1 |
| — | MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | 38,700,000 | $48M | 1.6% | $1.24 | $1.39 | — | CNV | 596278AB7 |
| — | AMERICAN ELEC PWR CO INC UNIT 08/15/2023 | 950,000 | $47.67M | 1.6% | $50.18 | $50.18 | — | CVP | 02557T307 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | 45,423,000 | $45.52M | 1.5% | $1.00 | $1.01 | — | CNV | 46333XAH1 |
| — | STRIDE INC NOTE 1.125 PERCENT 9/0 | 45,721,000 | $45.3M | 1.5% | $0.99 | $0.99 | — | CNV | 86333MAA6 |
| — | PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | 40,235,000 | $44.34M | 1.5% | $1.10 | $1.02 | — | CNV | 70202LAB8 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT 12/1 | 52,191,000 | $44.18M | 1.5% | $0.85 | $1.02 | — | CNV | 70509VAA8 |
| — | SHOPIFY INC NOTE 0.125 PERCENT 11/0 | 50,250,000 | $44.17M | 1.5% | $0.88 | $0.83 | — | CNV | 82509LAA5 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 48,952,000 | $43.07M | 1.4% | $0.88 | $0.86 | — | CNV | 90353TAJ9 |
| — | SPLUNK INC NOTE 1.125 PERCENT 6/1 | 48,766,000 | $41.67M | 1.4% | $0.85 | $0.86 | — | CNV | 848637AF1 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | 47,123,000 | $39.94M | 1.3% | $0.85 | $0.87 | — | CNV | 40637HAD1 |
| — | ETSY INC NOTE 0.250 PERCENT 6/1 | 47,693,000 | $39.36M | 1.3% | $0.83 | $0.77 | — | CNV | 29786AAN6 |
| — | PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | 38,617,000 | $39.25M | 1.3% | $1.02 | $0.96 | — | CNV | 74624MAB8 |
| — | BLACKLINE INC NOTE 3/1 | 46,075,000 | $39.05M | 1.3% | $0.85 | $0.85 | — | CNV | 09239BAD1 |
| — | BLOCK INC NOTE 5/0 | 47,369,000 | $38.61M | 1.3% | $0.81 | $0.81 | — | CNV | 852234AJ2 |
| — | SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 | 39,525,000 | $37.29M | 1.2% | $0.94 | $0.76 | — | CNV | 82452JAD1 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | 41,152,000 | $36.91M | 1.2% | $0.90 | $0.87 | — | CNV | 15677JAD0 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | 38,128,000 | $34.22M | 1.1% | $0.90 | $0.82 | — | CNV | 22410JAB2 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | 41,257,000 | $34.14M | 1.1% | $0.83 | $0.91 | — | CNV | 163072AA9 |
| — | WAYFAIR INC NOTE 1.000 PERCENT 8/1 | 51,149,000 | $33.75M | 1.1% | $0.66 | $0.63 | — | CNV | 94419LAF8 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | 31,150,000 | $33M | 1.1% | $1.06 | $1.68 | — | CNV | 698884AC7 |
| — | PERFICIENT INC NOTE 0.125 PERCENT 11/1 | 39,041,000 | $31.02M | 1.0% | $0.79 | $0.77 | — | CNV | 71375UAF8 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | 33,405,000 | $30.45M | 1.0% | $0.91 | $0.91 | — | CNV | 477839AB0 |
| — | NEW RELIC INC NOTE 0.500 PERCENT 5/0 | 30,431,000 | $30.28M | 1.0% | $0.99 | $0.95 | — | CNV | 64829BAB6 |
| — | NCL CORP LTD NOTE 1.125 PERCENT 2/1 | 40,100,000 | $28.52M | 1.0% | $0.71 | $0.68 | — | CNV | 62886HBD2 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 27,655,000 | $27.45M | 0.9% | $0.99 | $0.94 | — | CNV | 928298AP3 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 31,075,000 | $27.29M | 0.9% | $0.88 | $0.85 | — | CNV | 30063PAC9 |
| — | FIVE9 INC NOTE 0.500 PERCENT 6/0 | 29,270,000 | $26.94M | 0.9% | $0.92 | $1.05 | — | CNV | 338307AD3 |
| — | LCI INDS NOTE 1.125 PERCENT 5/1 | 26,075,000 | $23.69M | 0.8% | $0.91 | $0.91 | — | CNV | 501812AB7 |
| — | OAK STR HEALTH INC NOTE 3/1 | 22,550,000 | $22.22M | 0.7% | $0.99 | $0.79 | — | CNV | 67181AAB3 |
| — | CABLE ONE INC NOTE 3/1 | 26,225,000 | $20.69M | 0.7% | $0.79 | $0.87 | — | CNV | 12685JAE5 |
| — | INNOVIVA INC NOTE 2.125 PERCENT 3/1 ADDED | 25,559,000 | $20.01M | 0.7% | $0.78 | $0.78 | — | CNV | 45781MAD3 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 23,600,000 | $19.91M | 0.7% | $0.84 | $0.84 | — | CNV | 011642AB1 |
| — | GRANITE CONSTR INC NOTE 2.750 PERCENT 11/0 | 14,317,000 | $19.4M | 0.6% | $1.36 | $1.13 | — | CNV | 387328AB3 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 19,945,000 | $19.28M | 0.6% | $0.97 | $0.97 | — | CNV | 472145AD3 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 35,275,000 | $18.63M | 0.6% | $0.53 | $0.96 | — | CNV | 25470MAF6 |
| — | DROPBOX INC NOTE 3/0 | 20,350,000 | $18.17M | 0.6% | $0.89 | $0.92 | — | CNV | 26210CAC8 |
| — | TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | 18,692,000 | $17.54M | 0.6% | $0.94 | $0.90 | — | CNV | 90041LAE5 |
| — | NCL CORP LTD NOTE 2.500 PERCENT 2/1 ADDED | 23,315,000 | $17.5M | 0.6% | $0.75 | $0.75 | — | CNV | 62886HBK6 |
| — | ALTERYX INC NOTE 1.000 PERCENT 8/0 | 20,119,000 | $16.95M | 0.6% | $0.84 | $0.98 | — | CNV | 02156BAF0 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | 19,434,000 | $16.63M | 0.6% | $0.86 | $1.03 | — | CNV | 866082AA8 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 18,373,000 | $16.48M | 0.6% | $0.90 | $1.10 | — | CNV | 40416EAD5 |
| — | SHAKE SHACK INC NOTE 3/0 | 21,680,000 | $15.65M | 0.5% | $0.72 | $0.79 | — | CNV | 819047AB7 |
| — | TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | 16,450,000 | $12.69M | 0.4% | $0.77 | $0.80 | — | CNV | 87918AAF2 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 PERCENT 10/1 | 15,993,000 | $12.57M | 0.4% | $0.79 | $0.95 | — | CNV | 698884AE3 |
| — | CABLE ONE INC NOTE 1.125 PERCENT 3/1 | 17,171,000 | $12.55M | 0.4% | $0.73 | $0.86 | — | CNV | 12685JAG0 |
| — | EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | 16,095,000 | $12.43M | 0.4% | $0.77 | $0.88 | — | CNV | 29975EAD1 |
| — | TECHTARGET INC NOTE 12/1 ADDED | 15,750,000 | $12.16M | 0.4% | $0.77 | $0.77 | — | CNV | 87874RAD2 |
| — | RINGCENTRAL INC NOTE 3/1 | 14,462,000 | $11.7M | 0.4% | $0.81 | $0.92 | — | CNV | 76680RAH0 |
| — | RAPID7 INC NOTE 0.250 PERCENT 3/1 | 13,275,000 | $11.53M | 0.4% | $0.87 | $1.24 | — | CNV | 753422AF1 |
| — | FASTLY INC NOTE 3/1 | 14,450,000 | $11.46M | 0.4% | $0.79 | $0.72 | — | CNV | 31188VAB6 |
| — | ARRAY TECHNOLOGIES INC NOTE 1.000 PERCENT 12/0 | 9,400,000 | $10.36M | 0.3% | $1.10 | $1.02 | — | CNV | 04271TAB6 |
| — | GOPRO INC NOTE 1.250 PERCENT 11/1 | 11,100,000 | $10M | 0.3% | $0.90 | $0.89 | — | CNV | 38268TAD5 |
| — | WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | 8,550,000 | $9.401M | 0.3% | $1.10 | $1.08 | — | CNV | 974637AB6 |
| — | NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | 12,000,000 | $8.76M | 0.3% | $0.73 | $0.72 | — | CNV | 64049MAB6 |
| — | AMYRIS INC NOTE 1.500 PERCENT 11/1 | 32,150,000 | $8.6M | 0.3% | $0.27 | $0.30 | — | CNV | 03236MAJ0 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 180,026 | $8.272M | 0.3% | $45.95 | $45.95 | — | CVP | 283678209 |
| — | EPR PPTYS PFD C CV 5.75 PERCENT | 461,468 | $8.159M | 0.3% | $17.68 | $24.82 | — | CVP | 26884U208 |
| — | CHEGG INC NOTE 9/0 | 10,000,000 | $7.85M | 0.3% | $0.78 | $0.83 | — | CNV | 163092AF6 |
| — | FUBOTV INC NOTE 3.250 PERCENT 2/1 | 17,339,000 | $7.206M | 0.2% | $0.42 | $0.31 | — | CNV | 35953DAB0 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E | 243,975 | $6.299M | 0.2% | $25.82 | $34.64 | — | CVP | 26884U307 |
| — | NATIONAL VISION HLDGS INC NOTE 2.500 PERCENT 5/1 | 6,500,000 | $6.221M | 0.2% | $0.96 | $0.96 | — | CNV | 63845RAB3 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | 4,800,000 | $4.408M | 0.1% | $0.92 | $1.15 | — | CNV | 00971TAL5 |
| — | PATRICK INDS INC NOTE 1.750 PERCENT 12/0 ADDED | 4,877,000 | $4.404M | 0.1% | $0.90 | $0.90 | — | CNV | 703343AG8 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 4,650,000 | $4.22M | 0.1% | $0.91 | $0.91 | — | CNV | 462222AD2 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | 4,385,000 | $4.188M | 0.1% | $0.95 | $0.97 | — | CNV | 902252AB1 |
| — | NEW YORK CMNTY CAP TR V UNIT 05/07/2051 | 96,123 | $3.725M | 0.1% | $38.75 | $47.16 | — | CVP | 64944P307 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | 3,675,000 | $3.557M | 0.1% | $0.97 | $0.97 | — | CNV | 57164YAD9 |
| — | DROPBOX INC NOTE 3/0 | 3,950,000 | $3.43M | 0.1% | $0.87 | $0.94 | — | CNV | 26210CAD6 |
| — | ITRON INC NOTE 3/1 | 3,550,000 | $2.938M | 0.1% | $0.83 | $0.85 | — | CNV | 465741AN6 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 2,500,000 | $2.62M | 0.1% | $1.05 | $1.54 | — | CNV | 55024UAB5 |
| — | HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | 2,634,000 | $2.496M | 0.1% | $0.95 | $0.87 | — | CNV | 42703MAD5 |
| — | PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | 2,275,000 | $2.475M | 0.1% | $1.09 | $0.94 | — | CNV | 743312AB6 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 2,550,000 | $2.467M | 0.1% | $0.97 | $1.14 | — | CNV | 848637AD6 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 2,025,000 | $1.987M | 0.1% | $0.98 | $0.97 | — | CNV | 393657AK7 |
| — | BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | 1,725,000 | $1.981M | 0.1% | $1.15 | $1.14 | — | CNV | 122017AB2 |
| — | BENTLEY SYS INC NOTE 0.125 PERCENT 1/1 | 2,000,000 | $1.894M | 0.1% | $0.95 | $0.95 | — | CNV | 08265TAB5 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 1,550,000 | $1.462M | 0.0% | $0.94 | $1.06 | — | CNV | 483548AF0 |
| — | VERINT SYSTEMS INC NOTE 0.250 PERCENT 4/1 | 1,500,000 | $1.327M | 0.0% | $0.88 | $0.88 | — | CNV | 92343XAC4 |
| — | BIORA THERAPEUTICS INC NOTE 7.250 PERCENT 12/0 | 2,425,000 | $1.288M | 0.0% | $0.53 | $0.68 | — | CNV | 74319FAB3 |
| — | ENVESTNET INC NOTE 0.750 PERCENT 8/1 | 1,400,000 | $1.263M | 0.0% | $0.90 | $0.85 | — | CNV | 29404KAE6 |
| — | BOX INC NOTE 1/1 | 1,000,000 | $1.165M | 0.0% | $1.16 | $1.16 | — | CNV | 10316TAB0 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | 1,200,000 | $1.018M | 0.0% | $0.85 | $0.93 | — | CNV | 393657AM3 |
| — | INTEGRA LIFESCIENCES HLDGS C NOTE 0.500 PERCENT 8/1 | 350,000 | $340K | 0.0% | $0.97 | $0.97 | — | CNV | 457985AM1 |