Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 13, 2023
Total Value: $2.69B (9.1% shares, 90.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FORD MTR CO DEL NOTE 3/1 | 135,800,000 | $133M | 5.0% | $1.00 | — | CNV | 345370CZ1 |
| — | AIRBNB INC NOTE 3/1 | 145,991,000 | $128M | 4.8% | $0.92 | — | CNV | 009066AB7 |
| — | SPOTIFY USA INC NOTE 3/1 | 130,137,000 | $111M | 4.1% | $0.84 | — | CNV | 84921RAB6 |
| — | BANK AMERICA CORP 7.25 PERCENTCNV PFD L | 72,526 | $80.69M | 3.0% | $1350.01 | — | CVP | 060505682 |
| — | GEO CORRECTIONS HOLDINGS INC NOTE 6.500 PERCENT 2/2 ADDED | 67,105,000 | $79.69M | 3.0% | $1.19 | — | CNV | 36166WAB9 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | 73,584,000 | $78.51M | 2.9% | $1.43 | — | CNV | 02376RAF9 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 97,937,000 | $77.52M | 2.9% | $0.75 | — | CNV | 91332UAB7 |
| — | SNAP INC NOTE 5/0 | 103,150,000 | $76.43M | 2.8% | $0.70 | — | CNV | 83304AAF3 |
| — | INTERDIGITAL INC NOTE 3.500 PERCENT 6/0 | 60,933,000 | $71.71M | 2.7% | $1.35 | — | CNV | 45867GAD3 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 67,549,000 | $71.47M | 2.7% | $1.09 | — | CNV | 629377CG5 |
| — | CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | 45,913,000 | $67.03M | 2.5% | $1.50 | — | CNV | 17243VAB8 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | 77,223,000 | $65.16M | 2.4% | $0.86 | — | CNV | 40637HAD1 |
| — | STRIDE INC NOTE 1.125 PERCENT 9/0 | 60,296,000 | $63.34M | 2.4% | $0.98 | — | CNV | 86333MAA6 |
| — | SHOPIFY INC NOTE 0.125 PERCENT11/0 | 68,250,000 | $60.84M | 2.3% | $0.85 | — | CNV | 82509LAA5 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 61,528,000 | $60.67M | 2.3% | $1.19 | — | CNV | 45781MAB7 |
| — | OKTA INC NOTE 0.375 PERCENT 6/1 | 68,791,000 | $59.88M | 2.2% | $1.15 | — | CNV | 679295AF2 |
| — | APOLLO GLOBAL MGMT INC SER A MAND CNV ADDED | 957,500 | $52.47M | 2.0% | $54.80 | — | CVP | 03769M304 |
| — | NUTANIX INC NOTE 0.250 PERCENT10/0 | 57,000,000 | $50.87M | 1.9% | $0.89 | — | CNV | 67059NAH1 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | 60,022,000 | $49.78M | 1.9% | $1.00 | — | CNV | 70509VAA8 |
| — | UPWORK INC NOTE 0.250 PERCENT 8/1 | 60,273,000 | $49.46M | 1.8% | $0.73 | — | CNV | 91688FAB0 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | 50,071,000 | $48.66M | 1.8% | $1.01 | — | CNV | 46333XAH1 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | 51,427,000 | $45.22M | 1.7% | $0.87 | — | CNV | 15677JAD0 |
| — | LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | 53,311,000 | $44.67M | 1.7% | $1.18 | — | CNV | 55024UAD1 |
| — | BLOCK INC NOTE 5/0 | 51,284,000 | $42.82M | 1.6% | $0.81 | — | CNV | 852234AJ2 |
| NEE | NEXTERA ENERGY INC COM | 707,826 | $40.55M | 1.5% | $64.42 | 0.0% | STO | 65339F101 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 36,034 | $40.09M | 1.5% | $1332.80 | — | CVP | 949746804 |
| — | BLACKLINE INC NOTE 3/1 | 46,375,000 | $39.94M | 1.5% | $0.85 | — | CNV | 09239BAD1 |
| — | ZIFF DAVIS INC NOTE 1.750 PERCENT11/0 ADDED | 42,500,000 | $39.08M | 1.5% | $0.92 | — | CNV | 48123VAE2 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 44,575,000 | $38.47M | 1.4% | $0.86 | — | CNV | 30063PAC9 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 50,150,000 | $38.33M | 1.4% | $0.75 | — | CNV | 25402DAB8 |
| — | CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | 44,945,000 | $37.14M | 1.4% | $0.90 | — | CNV | 163072AA9 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | 40,109,000 | $35.98M | 1.3% | $0.92 | — | CNV | 477839AB0 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | 39,903,000 | $32.94M | 1.2% | $0.82 | — | CNV | 22410JAB2 |
| — | PERFICIENT INC NOTE 0.125 PERCENT11/1 | 41,041,000 | $32.89M | 1.2% | $0.77 | — | CNV | 71375UAF8 |
| — | PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | 23,700,000 | $26.75M | 1.0% | $1.66 | — | CNV | 698884AC7 |
| — | LCI INDS NOTE 1.125 PERCENT 5/1 | 28,375,000 | $26.36M | 1.0% | $0.91 | — | CNV | 501812AB7 |
| — | ETSY INC NOTE 0.250 PERCENT 6/1 | 34,665,000 | $26.19M | 1.0% | $0.77 | — | CNV | 29786AAN6 |
| — | DROPBOX INC NOTE 3/0 | 26,850,000 | $25.29M | 0.9% | $0.92 | — | CNV | 26210CAC8 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 24,900,000 | $24.31M | 0.9% | $0.96 | — | CNV | 462222AD2 |
| — | WAYFAIR INC NOTE 1.000 PERCENT 8/1 | 29,149,000 | $23.83M | 0.9% | $0.63 | — | CNV | 94419LAF8 |
| — | 3D SYS CORP DEL NOTE 11/1 | 31,970,000 | $23.08M | 0.9% | $0.76 | — | CNV | 88554DAD8 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 23,600,000 | $20.39M | 0.8% | $0.84 | — | CNV | 011642AB1 |
| — | SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 | 21,785,000 | $18.61M | 0.7% | $0.77 | — | CNV | 82452JAD1 |
| — | SHAKE SHACK INC NOTE 3/0 | 24,680,000 | $18.29M | 0.7% | $0.80 | — | CNV | 819047AB7 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 18,957,000 | $18.07M | 0.7% | $1.10 | — | CNV | 40416EAD5 |
| — | HCI GROUP INC NOTE 4.750 PERCENT 6/0 | 19,050,000 | $17.91M | 0.7% | $0.98 | — | CNV | 40416EAF0 |
| — | CABLE ONE INC NOTE 3/1 | 21,725,000 | $17.77M | 0.7% | $0.87 | — | CNV | 12685JAE5 |
| — | SPLUNK INC NOTE 1.125 PERCENT 6/1 | 17,891,000 | $16.88M | 0.6% | $0.86 | — | CNV | 848637AF1 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/1 | 18,500,000 | $16.74M | 0.6% | $0.91 | — | CNV | 30063PAB1 |
| — | PATRICK INDS INC NOTE 1.750 PERCENT12/0 | 17,153,000 | $16.18M | 0.6% | $0.94 | — | CNV | 703343AG8 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 349,567 | $15.87M | 0.6% | $46.20 | — | CVP | 283678209 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | 16,136,000 | $13.55M | 0.5% | $1.02 | — | CNV | 866082AA8 |
| — | PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | 15,993,000 | $13.23M | 0.5% | $0.95 | — | CNV | 698884AE3 |
| — | TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | 16,400,000 | $13.07M | 0.5% | $0.80 | — | CNV | 87918AAF2 |
| — | CABLE ONE INC NOTE 1.125 PERCENT 3/1 | 17,121,000 | $12.74M | 0.5% | $0.86 | — | CNV | 12685JAG0 |
| — | POST HLDGS INC NOTE 2.500 PERCENT 8/1 ADDED | 12,610,000 | $12.5M | 0.5% | $0.99 | — | CNV | 737446AT1 |
| — | FASTLY INC NOTE 3/1 | 14,450,000 | $12.32M | 0.5% | $0.72 | — | CNV | 31188VAB6 |
| — | ORMAT TECHNOLOGIES INC NOTE 2.500 PERCENT 7/1 ADDED | 12,610,000 | $12.23M | 0.5% | $0.97 | — | CNV | 686688AB8 |
| — | INSULET CORP NOTE 0.375 PERCENT 9/0 | 12,500,000 | $12.22M | 0.5% | $0.98 | — | CNV | 45784PAK7 |
| — | ALTAIR ENGR INC NOTE 1.750 PERCENT 6/1 ADDED | 11,500,000 | $12.17M | 0.5% | $1.06 | — | CNV | 021369AC7 |
| — | EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | 14,595,000 | $11.94M | 0.4% | $0.88 | — | CNV | 29975EAD1 |
| — | HALOZYME THERAPEUTICS INC NOTE 1.000 PERCENT 8/1 ADDED | 12,463,000 | $11.64M | 0.4% | $0.93 | — | CNV | 40637HAF6 |
| — | PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | 8,435,000 | $10.71M | 0.4% | $1.02 | — | CNV | 70202LAB8 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 10,725,000 | $10.62M | 0.4% | $1.13 | — | CNV | 55024UAB5 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 15,275,000 | $10.2M | 0.4% | $0.94 | — | CNV | 25470MAF6 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | 11,225,000 | $9.827M | 0.4% | $0.94 | — | CNV | 57164YAD9 |
| — | MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | 8,700,000 | $9.74M | 0.4% | $1.39 | — | CNV | 596278AB7 |
| — | NCL CORP LTD NOTE 2.500 PERCENT 2/1 | 10,665,000 | $9.193M | 0.3% | $0.75 | — | CNV | 62886HBK6 |
| — | EPR PPTYS PFD C CV 5.75 PERCENT | 467,632 | $8.693M | 0.3% | $24.77 | — | CVP | 26884U208 |
| — | TRIPADVISOR INC NOTE 0.250 PERCENT 4/0 | 7,875,000 | $6.654M | 0.2% | $0.84 | — | CNV | 896945AD4 |
| — | HAEMONETICS CORP MASS NOTE 3/0 | 7,500,000 | $6.506M | 0.2% | $0.87 | — | CNV | 405024AB6 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E | 249,646 | $6.351M | 0.2% | $34.47 | — | CVP | 26884U307 |
| — | GOPRO INC NOTE 1.250 PERCENT11/1 | 7,100,000 | $6.141M | 0.2% | $0.89 | — | CNV | 38268TAD5 |
| — | NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | 8,000,000 | $5.695M | 0.2% | $0.72 | — | CNV | 64049MAB6 |
| — | BOX INC NOTE 1/1 | 4,207,000 | $4.537M | 0.2% | $1.08 | — | CNV | 10316TAB0 |
| — | AMYRIS INC NOTE 1.500 PERCENT11/1 DELETED | 35,650,000 | $4.278M | 0.2% | $0.29 | — | CNV | 03236MAJ0 |
| — | TECHTARGET INC NOTE 12/1 | 5,250,000 | $4.201M | 0.2% | $0.77 | — | CNV | 87874RAD2 |
| — | GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | 3,200,000 | $4.096M | 0.2% | $1.13 | — | CNV | 387328AB3 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | 4,135,000 | $3.992M | 0.1% | $0.97 | — | CNV | 902252AB1 |
| — | DROPBOX INC NOTE 3/0 | 3,750,000 | $3.551M | 0.1% | $0.94 | — | CNV | 26210CAD6 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | 3,350,000 | $3.489M | 0.1% | $1.15 | — | CNV | 00971TAL5 |
| — | ITRON INC NOTE 3/1 | 3,425,000 | $2.946M | 0.1% | $0.85 | — | CNV | 465741AN6 |
| — | BENTLEY SYS INC NOTE 0.125 PERCENT 1/1 | 2,850,000 | $2.75M | 0.1% | $0.95 | — | CNV | 08265TAB5 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 2,450,000 | $2.633M | 0.1% | $1.14 | — | CNV | 848637AD6 |
| — | WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | 2,350,000 | $2.627M | 0.1% | $1.11 | — | CNV | 974637AB6 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 2,025,000 | $1.984M | 0.1% | $0.97 | — | CNV | 393657AK7 |
| — | BLOCK INC NOTE 0.250 PERCENT11/0 | 2,500,000 | $1.877M | 0.1% | $0.75 | — | CNV | 852234AK9 |
| — | BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | 1,675,000 | $1.624M | 0.1% | $1.14 | — | CNV | 122017AB2 |
| — | INTEGRA LIFESCIENCES HLDGS C NOTE 0.500 PERCENT 8/1 | 1,525,000 | $1.391M | 0.1% | $0.93 | — | CNV | 457985AM1 |
| — | ENVESTNET INC NOTE 0.750 PERCENT 8/1 | 1,450,000 | $1.335M | 0.0% | $0.86 | — | CNV | 29404KAE6 |
| — | BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | 2,425,000 | $1.31M | 0.0% | $0.68 | — | CNV | 74319FAB3 |
| — | ZILLOW GROUP INC NOTE 2.750 PERCENT 5/1 | 1,275,000 | $1.309M | 0.0% | $1.03 | — | CNV | 98954MAH4 |
| — | VERINT SYSTEMS INC NOTE 0.250 PERCENT 4/1 | 1,425,000 | $1.217M | 0.0% | $0.88 | — | CNV | 92343XAC4 |
| — | INNOVIVA INC NOTE 2.125 PERCENT 3/1 | 1,475,000 | $1.21M | 0.0% | $0.78 | — | CNV | 45781MAD3 |
| — | ENPHASE ENERGY INC NOTE 3/0 | 1,425,000 | $1.179M | 0.0% | $0.83 | — | CNV | 29355AAK3 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | 1,000,000 | $942K | 0.0% | $0.93 | — | CNV | 393657AM3 |
| — | PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | 261,000 | $269K | 0.0% | $0.94 | — | CNV | 743312AB6 |