Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 11, 2023
Total Value: $2.883B (13.6% shares, 86.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | FORD MTR CO DEL NOTE 3/1 | 141,325,000 | $155M | 5.4% | $1.10 | $1.00 | — | CNV | 345370CZ1 |
| — | NEXTERA ENERGY INC UNIT 09/01/2023 | 2,687,225 | $131M | 4.6% | $48.83 | $49.04 | — | CVP | 65339F739 |
| — | AIRBNB INC NOTE 3/1 | 146,191,000 | $127M | 4.4% | $0.87 | $0.92 | — | CNV | 009066AB7 |
| — | SPOTIFY USA INC NOTE 3/1 | 123,637,000 | $105M | 3.6% | $0.85 | $0.84 | — | CNV | 84921RAB6 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | 73,584,000 | $94.26M | 3.3% | $1.28 | $1.43 | — | CNV | 02376RAF9 |
| — | SNAP INC NOTE 5/0 | 112,800,000 | $83.47M | 2.9% | $0.74 | $0.70 | — | CNV | 83304AAF3 |
| — | BANK AMERICA CORP 7.25 PERCENT CNV PFD L | 70,648 | $82.79M | 2.9% | $1171.82 | $1356.32 | — | CVP | 060505682 |
| — | INTERDIGITAL INC NOTE 3.500 PERCENT 6/0 ADDED | 60,933,000 | $82.14M | 2.8% | $1.35 | $1.35 | — | CNV | 45867GAD3 |
| — | AMERICAN ELEC PWR CO INC UNIT 08/15/2023 | 1,590,000 | $78.61M | 2.7% | $49.44 | $49.88 | — | CVP | 02557T307 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 97,937,000 | $78.2M | 2.7% | $0.80 | $0.75 | — | CNV | 91332UAB7 |
| — | OKTA INC NOTE 0.375 PERCENT 6/1 | 88,841,000 | $75.83M | 2.6% | $0.85 | $1.15 | — | CNV | 679295AF2 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 57,427 | $66.18M | 2.3% | $1152.50 | $1332.80 | — | CVP | 949746804 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | 77,523,000 | $64.39M | 2.2% | $0.83 | $0.86 | — | CNV | 40637HAD1 |
| — | CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | 45,913,000 | $62.64M | 2.2% | $1.36 | $1.50 | — | CNV | 17243VAB8 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 61,528,000 | $60.76M | 2.1% | $0.99 | $1.19 | — | CNV | 45781MAB7 |
| — | STRIDE INC NOTE 1.125 PERCENT 9/0 | 61,221,000 | $58.54M | 2.0% | $0.96 | $0.98 | — | CNV | 86333MAA6 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 71,150,000 | $55.57M | 1.9% | $0.78 | $0.75 | — | CNV | 25402DAB8 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 50,582,000 | $53.39M | 1.9% | $1.06 | $1.10 | — | CNV | 629377CG5 |
| — | SHOPIFY INC NOTE 0.125 PERCENT 11/0 | 57,250,000 | $51.87M | 1.8% | $0.91 | $0.84 | — | CNV | 82509LAA5 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | 50,246,000 | $51.3M | 1.8% | $1.02 | $1.01 | — | CNV | 46333XAH1 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT 12/1 | 60,022,000 | $50.67M | 1.8% | $0.84 | $1.00 | — | CNV | 70509VAA8 |
| — | UPWORK INC NOTE 0.250 PERCENT 8/1 | 60,273,000 | $48.81M | 1.7% | $0.81 | $0.73 | — | CNV | 91688FAB0 |
| — | PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | 41,735,000 | $47.77M | 1.7% | $1.14 | $1.02 | — | CNV | 70202LAB8 |
| — | LUMENTUM HLDGS INC NOTE 0.500 PERCENT 12/1 | 53,311,000 | $47.04M | 1.6% | $0.88 | $1.18 | — | CNV | 55024UAD1 |
| — | SPLUNK INC NOTE 1.125 PERCENT 6/1 | 51,116,000 | $44.09M | 1.5% | $0.86 | $0.86 | — | CNV | 848637AF1 |
| — | BLOCK INC NOTE 5/0 | 51,359,000 | $42.42M | 1.5% | $0.83 | $0.81 | — | CNV | 852234AJ2 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | 46,427,000 | $40.85M | 1.4% | $0.88 | $0.87 | — | CNV | 15677JAD0 |
| — | ETSY INC NOTE 0.250 PERCENT 6/1 | 52,193,000 | $40.19M | 1.4% | $0.77 | $0.77 | — | CNV | 29786AAN6 |
| — | BLACKLINE INC NOTE 3/1 | 46,475,000 | $39.33M | 1.4% | $0.85 | $0.85 | — | CNV | 09239BAD1 |
| — | SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 | 43,525,000 | $38.39M | 1.3% | $0.88 | $0.77 | — | CNV | 82452JAD1 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | 40,334,000 | $38.26M | 1.3% | $0.95 | $0.92 | — | CNV | 477839AB0 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | 45,020,000 | $37.76M | 1.3% | $0.84 | $0.90 | — | CNV | 163072AA9 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 33,575,000 | $34.35M | 1.2% | $1.02 | $0.86 | — | CNV | 30063PAC9 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | 32,150,000 | $34.07M | 1.2% | $1.06 | $1.66 | — | CNV | 698884AC7 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | 40,128,000 | $34.01M | 1.2% | $0.85 | $0.82 | — | CNV | 22410JAB2 |
| — | PERFICIENT INC NOTE 0.125 PERCENT 11/1 | 41,041,000 | $33.66M | 1.2% | $0.82 | $0.77 | — | CNV | 71375UAF8 |
| — | 3D SYS CORP DEL NOTE 11/1 ADDED | 38,470,000 | $29.07M | 1.0% | $0.76 | $0.76 | — | CNV | 88554DAD8 |
| — | LCI INDS NOTE 1.125 PERCENT 5/1 | 28,575,000 | $27.5M | 1.0% | $0.96 | $0.91 | — | CNV | 501812AB7 |
| — | MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | 21,700,000 | $26.94M | 0.9% | $1.24 | $1.39 | — | CNV | 596278AB7 |
| — | WAYFAIR INC NOTE 1.000 PERCENT 8/1 | 31,224,000 | $25.68M | 0.9% | $0.82 | $0.63 | — | CNV | 94419LAF8 |
| — | FIVE9 INC NOTE 0.500 PERCENT 6/0 | 23,770,000 | $22.91M | 0.8% | $0.96 | $1.05 | — | CNV | 338307AD3 |
| — | ALTERYX INC NOTE 1.000 PERCENT 8/0 | 25,119,000 | $20.97M | 0.7% | $0.83 | $0.95 | — | CNV | 02156BAF0 |
| — | DROPBOX INC NOTE 3/0 | 21,850,000 | $20.59M | 0.7% | $0.94 | $0.92 | — | CNV | 26210CAC8 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 18,957,000 | $20.52M | 0.7% | $1.08 | $1.10 | — | CNV | 40416EAD5 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 23,600,000 | $20.11M | 0.7% | $0.85 | $0.84 | — | CNV | 011642AB1 |
| — | SHAKE SHACK INC NOTE 3/0 | 24,680,000 | $20M | 0.7% | $0.81 | $0.80 | — | CNV | 819047AB7 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 37,775,000 | $19.98M | 0.7% | $0.53 | $0.94 | — | CNV | 25470MAF6 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 19,945,000 | $18.97M | 0.7% | $0.95 | $0.97 | — | CNV | 472145AD3 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 17,155,000 | $18.77M | 0.7% | $1.09 | $0.94 | — | CNV | 928298AP3 |
| — | HCI GROUP INC NOTE 4.750 PERCENT 6/0 ADDED | 19,050,000 | $18.74M | 0.6% | $0.98 | $0.98 | — | CNV | 40416EAF0 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 20,000,000 | $18.24M | 0.6% | $0.91 | $0.86 | — | CNV | 90353TAJ9 |
| — | CABLE ONE INC NOTE 3/1 | 21,725,000 | $17.76M | 0.6% | $0.82 | $0.87 | — | CNV | 12685JAE5 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | 20,434,000 | $17.36M | 0.6% | $0.85 | $1.02 | — | CNV | 866082AA8 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 355,939 | $16.53M | 0.6% | $46.45 | $46.20 | — | CVP | 283678209 |
| — | NCL CORP LTD NOTE 2.500 PERCENT 2/1 | 15,665,000 | $14.81M | 0.5% | $0.95 | $0.75 | — | CNV | 62886HBK6 |
| — | WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | 12,050,000 | $14.4M | 0.5% | $1.20 | $1.11 | — | CNV | 974637AB6 |
| — | TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | 16,500,000 | $13.12M | 0.5% | $0.80 | $0.80 | — | CNV | 87918AAF2 |
| — | CABLE ONE INC NOTE 1.125 PERCENT 3/1 | 17,221,000 | $12.96M | 0.4% | $0.75 | $0.86 | — | CNV | 12685JAG0 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 PERCENT 10/1 | 15,993,000 | $12.64M | 0.4% | $0.79 | $0.95 | — | CNV | 698884AE3 |
| — | OAK STR HEALTH INC NOTE 3/1 DELETED | 12,550,000 | $12.46M | 0.4% | $0.99 | $0.79 | — | CNV | 67181AAB3 |
| — | FASTLY INC NOTE 3/1 | 14,450,000 | $11.91M | 0.4% | $0.82 | $0.72 | — | CNV | 31188VAB6 |
| — | EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | 14,595,000 | $11.89M | 0.4% | $0.81 | $0.88 | — | CNV | 29975EAD1 |
| — | CHEGG INC NOTE 9/0 | 14,500,000 | $10.86M | 0.4% | $0.75 | $0.80 | — | CNV | 163092AF6 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | 11,225,000 | $10.4M | 0.4% | $0.93 | $0.94 | — | CNV | 57164YAD9 |
| — | GOPRO INC NOTE 1.250 PERCENT 11/1 | 11,100,000 | $9.796M | 0.3% | $0.88 | $0.89 | — | CNV | 38268TAD5 |
| — | EPR PPTYS PFD C CV 5.75 PERCENT | 467,632 | $9.788M | 0.3% | $20.93 | $24.77 | — | CVP | 26884U208 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E | 249,646 | $6.79M | 0.2% | $27.20 | $34.47 | — | CVP | 26884U307 |
| — | NCL CORP LTD NOTE 1.125 PERCENT 2/1 | 7,100,000 | $6.543M | 0.2% | $0.92 | $0.68 | — | CNV | 62886HBD2 |
| — | AMYRIS INC NOTE 1.500 PERCENT 11/1 | 34,650,000 | $6.41M | 0.2% | $0.18 | $0.29 | — | CNV | 03236MAJ0 |
| — | NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | 8,000,000 | $5.85M | 0.2% | $0.73 | $0.72 | — | CNV | 64049MAB6 |
| — | TECHTARGET INC NOTE 12/1 | 7,250,000 | $5.653M | 0.2% | $0.78 | $0.77 | — | CNV | 87874RAD2 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | 4,875,000 | $4.708M | 0.2% | $0.97 | $1.15 | — | CNV | 00971TAL5 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | 4,385,000 | $4.517M | 0.2% | $1.03 | $0.97 | — | CNV | 902252AB1 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 4,650,000 | $4.386M | 0.2% | $0.94 | $0.91 | — | CNV | 462222AD2 |
| — | GRANITE CONSTR INC NOTE 2.750 PERCENT 11/0 | 3,200,000 | $4.244M | 0.1% | $1.33 | $1.13 | — | CNV | 387328AB3 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 4,000,000 | $4.238M | 0.1% | $1.06 | $1.36 | — | CNV | 55024UAB5 |
| — | DROPBOX INC NOTE 3/0 | 3,950,000 | $3.778M | 0.1% | $0.96 | $0.94 | — | CNV | 26210CAD6 |
| — | JAZZ INVESTMENTS I LTD NOTE 2.000 PERCENT 6/1 | 3,500,000 | $3.557M | 0.1% | $1.02 | $1.02 | — | CNV | 472145AF8 |
| — | ITRON INC NOTE 3/1 | 3,625,000 | $3.215M | 0.1% | $0.89 | $0.85 | — | CNV | 465741AN6 |
| — | INNOVIVA INC NOTE 2.125 PERCENT 3/1 | 3,225,000 | $2.641M | 0.1% | $0.82 | $0.78 | — | CNV | 45781MAD3 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 2,550,000 | $2.55M | 0.1% | $1.00 | $1.14 | — | CNV | 848637AD6 |
| — | RINGCENTRAL INC NOTE 3/1 | 2,924,000 | $2.427M | 0.1% | $0.83 | $0.92 | — | CNV | 76680RAH0 |
| — | BENTLEY SYS INC NOTE 0.125 PERCENT 1/1 | 2,000,000 | $2.057M | 0.1% | $1.03 | $0.95 | — | CNV | 08265TAB5 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 2,025,000 | $1.979M | 0.1% | $0.98 | $0.97 | — | CNV | 393657AK7 |
| — | BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | 1,775,000 | $1.836M | 0.1% | $1.03 | $1.14 | — | CNV | 122017AB2 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 1,550,000 | $1.493M | 0.1% | $0.96 | $1.06 | — | CNV | 483548AF0 |
| — | INTEGRA LIFESCIENCES HLDGS C NOTE 0.500 PERCENT 8/1 | 1,600,000 | $1.461M | 0.1% | $0.91 | $0.93 | — | CNV | 457985AM1 |
| — | ENVESTNET INC NOTE 0.750 PERCENT 8/1 | 1,450,000 | $1.33M | 0.0% | $0.92 | $0.86 | — | CNV | 29404KAE6 |
| — | VERINT SYSTEMS INC NOTE 0.250 PERCENT 4/1 | 1,500,000 | $1.322M | 0.0% | $0.88 | $0.88 | — | CNV | 92343XAC4 |
| — | PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | 1,186,000 | $1.299M | 0.0% | $1.09 | $0.94 | — | CNV | 743312AB6 |
| — | BIORA THERAPEUTICS INC NOTE 7.250 PERCENT 12/0 | 2,425,000 | $1.261M | 0.0% | $0.52 | $0.68 | — | CNV | 74319FAB3 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | 1,200,000 | $1.181M | 0.0% | $0.98 | $0.93 | — | CNV | 393657AM3 |