Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 13, 2024
Total Value: $3.234B (9.6% shares, 90.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AIRBNB INC NOTE 3/1 | 160,491,000 | $144M | 4.5% | $0.90 | $0.92 | — | CNV | 009066AB7 |
| — | FORD MTR CO DEL NOTE 3/1 | 139,997,000 | $139M | 4.3% | $0.99 | $1.00 | — | CNV | 345370CZ1 |
| — | SPOTIFY USA INC NOTE 3/1 | 140,942,000 | $124M | 3.8% | $0.88 | $0.84 | — | CNV | 84921RAB6 |
| — | NRG ENERGY INC DBCV 2.750PERCENT 6/0 | 89,443,000 | $115M | 3.6% | $1.28 | $1.14 | — | CNV | 629377CG5 |
| — | BANK AMERICA CORP 7.25PERCENTCNV PFD L | 80,998 | $97.57M | 3.0% | $1204.65 | $1334.80 | — | CVP | 060505682 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 106,937,000 | $88.86M | 2.7% | $0.83 | $0.76 | — | CNV | 91332UAB7 |
| — | INTERDIGITAL INC NOTE 3.500PERCENT 6/0 | 60,683,000 | $88.86M | 2.7% | $1.46 | $1.35 | — | CNV | 45867GAD3 |
| — | SNAP INC NOTE 5/0 | 108,150,000 | $86.66M | 2.7% | $0.80 | $0.70 | — | CNV | 83304AAF3 |
| — | STRIDE INC NOTE 1.125PERCENT 9/0 | 67,282,000 | $85.18M | 2.6% | $1.27 | $1.01 | — | CNV | 86333MAA6 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0 | 76,584,000 | $84.82M | 2.6% | $1.11 | $1.42 | — | CNV | 02376RAF9 |
| — | GEO CORRECTIONS HOLDINGS INC NOTE 6.500PERCENT 2/2 | 61,005,000 | $84.74M | 2.6% | $1.39 | $1.19 | — | CNV | 36166WAB9 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0 | 83,223,000 | $71.94M | 2.2% | $0.86 | $0.86 | — | CNV | 40637HAD1 |
| — | APOLLO GLOBAL MGMT INC SER A MAND CNV | 1,237,500 | $69.55M | 2.2% | $56.20 | $55.12 | — | CVP | 03769M304 |
| — | INNOVIVA INC NOTE 2.500PERCENT 8/1 | 63,790,000 | $68.77M | 2.1% | $1.08 | $1.18 | — | CNV | 45781MAB7 |
| — | OKTA INC NOTE 0.375PERCENT 6/1 | 75,791,000 | $67M | 2.1% | $0.88 | $1.12 | — | CNV | 679295AF2 |
| — | SHOPIFY INC NOTE 0.125PERCENT11/0 | 69,150,000 | $65.21M | 2.0% | $0.94 | $0.85 | — | CNV | 82509LAA5 |
| — | NUTANIX INC NOTE 0.250PERCENT10/0 | 61,000,000 | $63.44M | 2.0% | $1.04 | $0.90 | — | CNV | 67059NAH1 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 49,355 | $58.99M | 1.8% | $1195.26 | $1295.68 | — | CVP | 949746804 |
| — | UPWORK INC NOTE 0.250PERCENT 8/1 | 67,023,000 | $56.84M | 1.8% | $0.85 | $0.74 | — | CNV | 91688FAB0 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1 | 63,272,000 | $56.35M | 1.7% | $0.89 | $0.99 | — | CNV | 70509VAA8 |
| — | CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1 | 45,913,000 | $55.47M | 1.7% | $1.21 | $1.50 | — | CNV | 17243VAB8 |
| — | LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1 | 58,561,000 | $52.18M | 1.6% | $0.89 | $1.15 | — | CNV | 55024UAD1 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 ADDED | 57,300,000 | $50.68M | 1.6% | $0.88 | $0.88 | — | CNV | 57164YAF4 |
| — | CERIDIAN HCM HLDG INC NOTE 0.250PERCENT 3/1 | 56,427,000 | $50.64M | 1.6% | $0.90 | $0.87 | — | CNV | 15677JAD0 |
| — | ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 ADDED | 48,445,000 | $49.12M | 1.5% | $1.01 | $1.01 | — | CNV | 038923BA5 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500PERCENT 6/1 | 42,651,000 | $46.21M | 1.4% | $1.08 | $1.01 | — | CNV | 46333XAH1 |
| — | ENVESTNET INC NOTE 2.625PERCENT12/0 ADDED | 46,808,000 | $46.16M | 1.4% | $0.99 | $0.99 | — | CNV | 29404KAG1 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 55,150,000 | $45.47M | 1.4% | $0.82 | $0.75 | — | CNV | 25402DAB8 |
| — | WOLFSPEED INC NOTE 1.875PERCENT12/0 ADDED | 68,075,000 | $45.38M | 1.4% | $0.67 | $0.67 | — | CNV | 977852AD4 |
| — | BLOCK INC NOTE 5/0 | 51,284,000 | $44.84M | 1.4% | $0.87 | $0.81 | — | CNV | 852234AJ2 |
| — | BLACKLINE INC NOTE 3/1 | 50,280,000 | $44.62M | 1.4% | $0.89 | $0.85 | — | CNV | 09239BAD1 |
| NEE | NEXTERA ENERGY INC COM | 698,326 | $42.42M | 1.3% | $60.74 * | $64.42 | -17.0% | STO | 65339F101 |
| — | ZIFF DAVIS INC NOTE 1.750PERCENT11/0 | 42,000,000 | $39.69M | 1.2% | $0.94 | $0.92 | — | CNV | 48123VAE2 |
| — | PERFICIENT INC NOTE 0.125PERCENT11/1 | 47,541,000 | $39.37M | 1.2% | $0.83 | $0.78 | — | CNV | 71375UAF8 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1 | 43,529,000 | $39.28M | 1.2% | $0.90 | $0.91 | — | CNV | 477839AB0 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1 | 39,903,000 | $34.37M | 1.1% | $0.86 | $0.82 | — | CNV | 22410JAB2 |
| — | CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1 | 37,945,000 | $32.73M | 1.0% | $0.86 | $0.90 | — | CNV | 163072AA9 |
| — | EXACT SCIENCES CORP NOTE 0.375PERCENT 3/0 | 34,195,000 | $31.97M | 1.0% | $0.94 | $0.86 | — | CNV | 30063PAC9 |
| — | PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 25,700,000 | $31M | 1.0% | $1.21 | $1.63 | — | CNV | 698884AC7 |
| — | HCI GROUP INC NOTE 4.250PERCENT 3/0 | 19,747,000 | $29.45M | 0.9% | $1.49 | $1.11 | — | CNV | 40416EAD5 |
| — | SHAKE SHACK INC NOTE 3/0 | 36,180,000 | $29.33M | 0.9% | $0.81 | $0.80 | — | CNV | 819047AB7 |
| — | LCI INDS NOTE 1.125PERCENT 5/1 | 29,875,000 | $29.2M | 0.9% | $0.98 | $0.91 | — | CNV | 501812AB7 |
| — | ETSY INC NOTE 0.250PERCENT 6/1 | 36,165,000 | $28.95M | 0.9% | $0.80 | $0.77 | — | CNV | 29786AAN6 |
| — | DROPBOX INC NOTE 3/0 | 28,350,000 | $27.81M | 0.9% | $0.98 | $0.93 | — | CNV | 26210CAC8 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 26,400,000 | $27.77M | 0.9% | $1.05 | $0.97 | — | CNV | 462222AD2 |
| — | ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 21,460,000 | $27.74M | 0.9% | $1.29 | $1.17 | — | CNV | 021369AC7 |
| — | CHEFS WHSE INC NOTE 2.375PERCENT12/1 ADDED | 28,897,000 | $27.43M | 0.8% | $0.95 | $0.95 | — | CNV | 163086AE1 |
| — | WAYFAIR INC NOTE 1.000PERCENT 8/1 | 28,649,000 | $25.01M | 0.8% | $0.87 | $0.63 | — | CNV | 94419LAF8 |
| — | PATRICK INDS INC NOTE 1.750PERCENT12/0 | 21,522,000 | $24.43M | 0.8% | $1.14 | $0.98 | — | CNV | 703343AG8 |
| — | EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | 25,000,000 | $24.19M | 0.7% | $0.97 | $0.92 | — | CNV | 30063PAB1 |
| — | HCI GROUP INC NOTE 4.750PERCENT 6/0 | 19,245,000 | $23.77M | 0.7% | $1.24 | $0.99 | — | CNV | 40416EAF0 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 487,963 | $22.98M | 0.7% | $47.10 | $46.45 | — | CVP | 283678209 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 23,600,000 | $20.93M | 0.6% | $0.89 | $0.84 | — | CNV | 011642AB1 |
| — | CABLE ONE INC NOTE 3/1 | 23,725,000 | $20.13M | 0.6% | $0.85 | $0.87 | — | CNV | 12685JAE5 |
| — | CABLE ONE INC NOTE 1.125PERCENT 3/1 | 24,621,000 | $18.65M | 0.6% | $0.76 | $0.83 | — | CNV | 12685JAG0 |
| — | TELADOC HEALTH INC NOTE 1.250PERCENT 6/0 | 20,400,000 | $16.77M | 0.5% | $0.82 | $0.80 | — | CNV | 87918AAF2 |
| — | LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 ADDED | 13,600,000 | $15.24M | 0.5% | $1.12 | $1.12 | — | CNV | 516544AB9 |
| — | FASTLY INC NOTE 3/1 | 16,950,000 | $14.75M | 0.5% | $0.87 | $0.75 | — | CNV | 31188VAB6 |
| — | ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1 | 13,610,000 | $13.96M | 0.4% | $1.03 | $0.97 | — | CNV | 686688AB8 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 15,636,000 | $13.86M | 0.4% | $0.89 | $1.02 | — | CNV | 866082AA8 |
| — | POST HLDGS INC NOTE 2.500PERCENT 8/1 | 13,610,000 | $13.75M | 0.4% | $1.01 | $0.99 | — | CNV | 737446AT1 |
| — | SHIFT4 PMTS INC NOTE 0.500PERCENT 8/0 | 14,135,000 | $13.17M | 0.4% | $0.93 | $0.77 | — | CNV | 82452JAD1 |
| — | EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 14,595,000 | $12.61M | 0.4% | $0.86 | $0.88 | — | CNV | 29975EAD1 |
| — | MIDDLEBY CORP NOTE 1.000PERCENT 9/0 | 10,200,000 | $12.42M | 0.4% | $1.22 | $1.36 | — | CNV | 596278AB7 |
| — | SOLAREDGE TECHNOLOGIES INC NOTE 9/1 | 13,040,000 | $11.86M | 0.4% | $0.91 | $0.91 | — | CNV | 83417MAD6 |
| — | HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1 | 12,463,000 | $11.55M | 0.4% | $0.93 | $0.93 | — | CNV | 40637HAF6 |
| — | EPR PPTYS PFD C CV 5.75PERCENT | 546,740 | $11.53M | 0.4% | $21.09 | $24.23 | — | CVP | 26884U208 |
| — | 3D SYS CORP DEL NOTE 11/1 | 13,970,000 | $10.62M | 0.3% | $0.76 | $0.76 | — | CNV | 88554DAD8 |
| — | PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 10,993,000 | $9.707M | 0.3% | $0.88 | $0.95 | — | CNV | 698884AE3 |
| — | TRIPADVISOR INC NOTE 0.250PERCENT 4/0 | 8,875,000 | $7.777M | 0.2% | $0.88 | $0.85 | — | CNV | 896945AD4 |
| — | DISH NETWORK CORPORATION NOTE 12/1 | 12,275,000 | $7.611M | 0.2% | $0.62 | $0.94 | — | CNV | 25470MAF6 |
| — | SEMTECH CORP NOTE 1.625PERCENT11/0 ADDED | 8,775,000 | $7.498M | 0.2% | $0.85 | $0.85 | — | CNV | 816850AF8 |
| — | EPR PPTYS CONV PFD 9PERCENT SR E | 257,465 | $7.176M | 0.2% | $27.87 | $34.27 | — | CVP | 26884U307 |
| — | NEOGENOMICS INC NOTE 0.250PERCENT 1/1 | 8,000,000 | $6.042M | 0.2% | $0.76 | $0.72 | — | CNV | 64049MAB6 |
| — | LUMENTUM HLDGS INC NOTE 0.500PERCENT 6/1 | 7,500,000 | $5.902M | 0.2% | $0.79 | $0.79 | — | CNV | 55024UAF6 |
| — | NCL CORP LTD NOTE 2.500PERCENT 2/1 | 5,665,000 | $5.302M | 0.2% | $0.94 | $0.75 | — | CNV | 62886HBK6 |
| — | GRANITE CONSTR INC NOTE 2.750PERCENT11/0 | 3,200,000 | $5.144M | 0.2% | $1.61 | $1.13 | — | CNV | 387328AB3 |
| — | BOX INC NOTE 1/1 | 4,207,000 | $4.695M | 0.1% | $1.12 | $1.08 | — | CNV | 10316TAB0 |
| — | TECHTARGET INC NOTE 12/1 | 5,250,000 | $4.357M | 0.1% | $0.83 | $0.77 | — | CNV | 87874RAD2 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1 | 4,135,000 | $4.17M | 0.1% | $1.01 | $0.97 | — | CNV | 902252AB1 |
| — | DROPBOX INC NOTE 3/0 | 3,750,000 | $3.773M | 0.1% | $1.01 | $0.94 | — | CNV | 26210CAD6 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0 | 3,350,000 | $3.73M | 0.1% | $1.11 | $1.15 | — | CNV | 00971TAL5 |
| — | ITRON INC NOTE 3/1 | 3,425,000 | $3.153M | 0.1% | $0.92 | $0.85 | — | CNV | 465741AN6 |
| — | BURLINGTON STORES INC NOTE 2.250PERCENT 4/1 | 2,875,000 | $3.091M | 0.1% | $1.07 | $1.11 | — | CNV | 122017AB2 |
| — | WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0 | 2,350,000 | $2.941M | 0.1% | $1.25 | $1.11 | — | CNV | 974637AB6 |
| — | BENTLEY SYS INC NOTE 0.125PERCENT 1/1 | 2,850,000 | $2.816M | 0.1% | $0.99 | $0.95 | — | CNV | 08265TAB5 |
| — | ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1 | 2,500,000 | $2.456M | 0.1% | $0.98 | $0.98 | — | CNV | 02043QAB3 |
| — | LUMENTUM HLDGS INC NOTE 0.250PERCENT 3/1 | 2,225,000 | $2.233M | 0.1% | $1.00 | $1.13 | — | CNV | 55024UAB5 |
| — | BLOCK INC NOTE 0.250PERCENT11/0 | 2,500,000 | $2.053M | 0.1% | $0.82 | $0.75 | — | CNV | 852234AK9 |
| — | GREENBRIER COS INC NOTE 2.875PERCENT 2/0 | 2,025,000 | $2.005M | 0.1% | $0.99 | $0.97 | — | CNV | 393657AK7 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | 2,225,000 | $1.954M | 0.1% | $0.88 | $0.94 | — | CNV | 57164YAD9 |
| — | INTEGRA LIFESCIENCES HLDGS C NOTE 0.500PERCENT 8/1 | 1,525,000 | $1.432M | 0.0% | $0.94 | $0.93 | — | CNV | 457985AM1 |
| — | ZILLOW GROUP INC NOTE 2.750PERCENT 5/1 | 1,275,000 | $1.401M | 0.0% | $1.10 | $1.03 | — | CNV | 98954MAH4 |
| — | ENVESTNET INC NOTE 0.750PERCENT 8/1 | 1,450,000 | $1.35M | 0.0% | $0.93 | $0.86 | — | CNV | 29404KAE6 |
| — | INNOVIVA INC NOTE 2.125PERCENT 3/1 | 1,475,000 | $1.287M | 0.0% | $0.87 | $0.78 | — | CNV | 45781MAD3 |
| — | ENPHASE ENERGY INC NOTE 3/0 | 1,425,000 | $1.267M | 0.0% | $0.89 | $0.83 | — | CNV | 29355AAK3 |
| — | VERINT SYSTEMS INC NOTE 0.250PERCENT 4/1 | 1,425,000 | $1.251M | 0.0% | $0.88 | $0.88 | — | CNV | 92343XAC4 |
| — | GREENBRIER COS INC NOTE 2.875PERCENT 4/1 | 1,000,000 | $981K | 0.0% | $0.98 | $0.93 | — | CNV | 393657AM3 |
| — | PROGRESS SOFTWARE CORP NOTE 1.000PERCENT 4/1 | 261,000 | $275K | 0.0% | $1.05 | $0.94 | — | CNV | 743312AB6 |