Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 14, 2024
Total Value: $2.747B (6.6% shares, 93.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | FORD MTR CO DEL NOTE 3/1 | 140,043,000 | $145M | 5.3% | $1.03 | $1.00 | — | CNV | 345370CZ1 |
| — | PPL CAP FDG INC NOTE 2.875PERCENT 3/1 ADDED | 135,502,000 | $130M | 4.7% | $0.96 | $0.96 | — | CNV | 69352PAS2 |
| — | AIRBNB INC NOTE 3/1 | 131,841,000 | $123M | 4.5% | $0.93 | $0.92 | — | CNV | 009066AB7 |
| — | SPOTIFY USA INC NOTE 3/1 | 114,442,000 | $105M | 3.8% | $0.92 | $0.84 | — | CNV | 84921RAB6 |
| — | INTERDIGITAL INC NOTE 3.500PERCENT 6/0 | 62,183,000 | $89.15M | 3.2% | $1.43 | $1.35 | — | CNV | 45867GAD3 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0 | 74,984,000 | $86.91M | 3.2% | $1.16 | $1.42 | — | CNV | 02376RAF9 |
| — | SNAP INC NOTE 5/0 | 98,150,000 | $79.14M | 2.9% | $0.81 | $0.70 | — | CNV | 83304AAF3 |
| — | STRIDE INC NOTE 1.125PERCENT 9/0 | 57,282,000 | $75.76M | 2.8% | $1.32 | $1.01 | — | CNV | 86333MAA6 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 | 73,775,000 | $69.2M | 2.5% | $0.94 | $0.90 | — | CNV | 57164YAF4 |
| — | ENVESTNET INC NOTE 2.625PERCENT12/0 | 65,108,000 | $68.79M | 2.5% | $1.06 | $1.01 | — | CNV | 29404KAG1 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0 | 77,673,000 | $68.73M | 2.5% | $0.88 | $0.86 | — | CNV | 40637HAD1 |
| — | GEO CORRECTIONS HOLDINGS INC NOTE 6.500PERCENT 2/2 | 39,545,000 | $67.84M | 2.5% | $1.72 | $1.19 | — | CNV | 36166WAB9 |
| — | UPWORK INC NOTE 0.250PERCENT 8/1 | 73,273,000 | $63.89M | 2.3% | $0.87 | $0.75 | — | CNV | 91688FAB0 |
| — | BANK AMERICA CORP 7.25PERCENTCNV PFD L | 44,263 | $52.84M | 1.9% | $1193.87 | $1334.80 | — | CVP | 060505682 |
| — | CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1 | 37,813,000 | $52.42M | 1.9% | $1.39 | $1.50 | — | CNV | 17243VAB8 |
| — | OKTA INC NOTE 0.375PERCENT 6/1 | 56,489,000 | $51.74M | 1.9% | $0.92 | $1.12 | — | CNV | 679295AF2 |
| — | ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0 ADDED | 51,968,000 | $51.14M | 1.9% | $0.98 | $0.98 | — | CNV | 682189AU9 |
| — | DAYFORCE INC NOTE 0.250PERCENT 3/1 | 54,427,000 | $49.8M | 1.8% | $0.92 | $0.87 | — | CNV | 15677JAD0 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1 | 52,263,000 | $46.87M | 1.7% | $0.90 | $0.99 | — | CNV | 70509VAA8 |
| — | ZIFF DAVIS INC NOTE 1.750PERCENT11/0 | 46,900,000 | $44.38M | 1.6% | $0.95 | $0.92 | — | CNV | 48123VAE2 |
| — | SHOPIFY INC NOTE 0.125PERCENT11/0 | 44,400,000 | $42.16M | 1.5% | $0.95 | $0.85 | — | CNV | 82509LAA5 |
| — | BLOCK INC NOTE 5/0 | 46,434,000 | $41.47M | 1.5% | $0.89 | $0.81 | — | CNV | 852234AJ2 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 47,907,000 | $40.6M | 1.5% | $0.85 | $0.76 | — | CNV | 91332UAB7 |
| — | PERFICIENT INC NOTE 0.125PERCENT11/1 | 47,041,000 | $40.54M | 1.5% | $0.86 | $0.78 | — | CNV | 71375UAF8 |
| — | BLACKLINE INC NOTE 3/1 | 44,555,000 | $40.31M | 1.5% | $0.90 | $0.85 | — | CNV | 09239BAD1 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 44,650,000 | $37.42M | 1.4% | $0.84 | $0.75 | — | CNV | 25402DAB8 |
| — | APOLLO GLOBAL MGMT INC SER A MAND CNV | 577,500 | $37.01M | 1.3% | $64.09 | $55.12 | — | CVP | 03769M304 |
| — | ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | 37,445,000 | $36.68M | 1.3% | $0.98 | $1.01 | — | CNV | 038923BA5 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1 | 39,379,000 | $36.5M | 1.3% | $0.93 | $0.91 | — | CNV | 477839AB0 |
| — | NUTANIX INC NOTE 0.250PERCENT10/0 | 29,480,000 | $36.11M | 1.3% | $1.23 | $0.90 | — | CNV | 67059NAH1 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 741,906 | $35.58M | 1.3% | $47.96 | $46.97 | — | CVP | 283678209 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1 | 40,253,000 | $35.34M | 1.3% | $0.88 | $0.82 | — | CNV | 22410JAB2 |
| — | ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 26,960,000 | $35.32M | 1.3% | $1.31 | $1.20 | — | CNV | 021369AC7 |
| — | LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1 ADDED | 26,475,000 | $31.75M | 1.2% | $1.20 | $1.20 | — | CNV | 538034BA6 |
| — | PATRICK INDS INC NOTE 1.750PERCENT12/0 | 24,522,000 | $31.66M | 1.2% | $1.29 | $1.02 | — | CNV | 703343AG8 |
| — | CHEFS WHSE INC NOTE 2.375PERCENT12/1 | 28,897,000 | $31.63M | 1.2% | $1.09 | $0.95 | — | CNV | 163086AE1 |
| — | WOLFSPEED INC NOTE 1.875PERCENT12/0 | 54,775,000 | $30.57M | 1.1% | $0.56 | $0.67 | — | CNV | 977852AD4 |
| — | SHAKE SHACK INC NOTE 3/0 | 33,028,000 | $29.91M | 1.1% | $0.91 | $0.80 | — | CNV | 819047AB7 |
| — | HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1 | 30,463,000 | $29.6M | 1.1% | $0.97 | $0.96 | — | CNV | 40637HAF6 |
| — | LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1 | 33,061,000 | $29.01M | 1.1% | $0.88 | $1.15 | — | CNV | 55024UAD1 |
| — | INNOVIVA INC NOTE 2.500PERCENT 8/1 | 26,790,000 | $28.73M | 1.0% | $1.07 | $1.18 | — | CNV | 45781MAB7 |
| NEE | NEXTERA ENERGY INC COM | 449,114 | $28.7M | 1.0% | $63.91 * | $64.42 | -14.0% | STO | 65339F101 |
| — | ETSY INC NOTE 0.250PERCENT 6/1 | 33,990,000 | $26.77M | 1.0% | $0.79 | $0.77 | — | CNV | 29786AAN6 |
| — | HCI GROUP INC NOTE 4.750PERCENT 6/0 | 15,245,000 | $23.62M | 0.9% | $1.55 | $0.99 | — | CNV | 40416EAF0 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 22,975,000 | $22.62M | 0.8% | $0.98 | $0.97 | — | CNV | 462222AD2 |
| — | LCI INDS NOTE 1.125PERCENT 5/1 | 21,000,000 | $20.62M | 0.8% | $0.98 | $0.91 | — | CNV | 501812AB7 |
| — | NRG ENERGY INC DBCV 2.750PERCENT 6/0 | 11,717,000 | $19.39M | 0.7% | $1.65 | $1.14 | — | CNV | 629377CG5 |
| — | CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1 | 20,795,000 | $18.51M | 0.7% | $0.89 | $0.90 | — | CNV | 163072AA9 |
| — | DROPBOX INC NOTE 3/0 | 17,850,000 | $16.92M | 0.6% | $0.95 | $0.93 | — | CNV | 26210CAC8 |
| — | LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 | 15,000,000 | $16.59M | 0.6% | $1.11 | $1.12 | — | CNV | 516544AB9 |
| — | EXACT SCIENCES CORP NOTE 0.375PERCENT 3/0 | 17,195,000 | $15.85M | 0.6% | $0.92 | $0.86 | — | CNV | 30063PAC9 |
| — | PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 12,700,000 | $15.71M | 0.6% | $1.24 | $1.63 | — | CNV | 698884AC7 |
| — | TELADOC HEALTH INC NOTE 1.250PERCENT 6/0 | 16,950,000 | $14.28M | 0.5% | $0.84 | $0.80 | — | CNV | 87918AAF2 |
| — | MODEL N INC NOTE 1.875PERCENT 3/1 ADDED | 14,875,000 | $14.26M | 0.5% | $0.96 | $0.96 | — | CNV | 607525AD4 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 15,211,000 | $13.55M | 0.5% | $0.89 | $1.02 | — | CNV | 866082AA8 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 14,400,000 | $13.18M | 0.5% | $0.92 | $0.84 | — | CNV | 011642AB1 |
| — | POST HLDGS INC NOTE 2.500PERCENT 8/1 | 11,610,000 | $13.06M | 0.5% | $1.12 | $0.99 | — | CNV | 737446AT1 |
| — | WAYFAIR INC NOTE 1.000PERCENT 8/1 | 13,824,000 | $12.76M | 0.5% | $0.92 | $0.63 | — | CNV | 94419LAF8 |
| — | SOUTHERN CO NOTE 3.875PERCENT12/1 ADDED | 12,823,000 | $12.76M | 0.5% | $0.99 | $0.99 | — | CNV | 842587DP9 |
| — | SOLAREDGE TECHNOLOGIES INC NOTE 9/1 | 13,040,000 | $11.88M | 0.4% | $0.91 | $0.91 | — | CNV | 83417MAD6 |
| — | ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1 | 11,410,000 | $11.01M | 0.4% | $0.96 | $0.97 | — | CNV | 686688AB8 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 9,000 | $10.98M | 0.4% | $1219.86 | $1295.68 | — | CVP | 949746804 |
| — | EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 13,095,000 | $10.89M | 0.4% | $0.83 | $0.88 | — | CNV | 29975EAD1 |
| — | EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | 11,000,000 | $10.51M | 0.4% | $0.96 | $0.92 | — | CNV | 30063PAB1 |
| — | EPR PPTYS PFD C CV 5.75PERCENT | 546,740 | $10.5M | 0.4% | $19.21 | $24.23 | — | CVP | 26884U208 |
| — | INNOVIVA INC NOTE 2.125PERCENT 3/1 | 11,402,000 | $10.07M | 0.4% | $0.88 | $0.87 | — | CNV | 45781MAD3 |
| — | CABLE ONE INC NOTE 1.125PERCENT 3/1 | 11,771,000 | $8.835M | 0.3% | $0.75 | $0.83 | — | CNV | 12685JAG0 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500PERCENT 6/1 | 8,651,000 | $8.765M | 0.3% | $1.01 | $1.01 | — | CNV | 46333XAH1 |
| — | TRIPADVISOR INC NOTE 0.250PERCENT 4/0 | 8,875,000 | $8.271M | 0.3% | $0.93 | $0.85 | — | CNV | 896945AD4 |
| — | PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 8,493,000 | $7.75M | 0.3% | $0.91 | $0.95 | — | CNV | 698884AE3 |
| — | CABLE ONE INC NOTE 3/1 | 8,725,000 | $7.599M | 0.3% | $0.87 | $0.87 | — | CNV | 12685JAE5 |
| — | EPR PPTYS CONV PFD 9PERCENT SR E | 256,541 | $7.078M | 0.3% | $27.59 | $34.27 | — | CVP | 26884U307 |
| — | GRANITE CONSTR INC NOTE 2.750PERCENT11/0 | 3,200,000 | $5.75M | 0.2% | $1.80 | $1.13 | — | CNV | 387328AB3 |
| — | CONMED CORP NOTE 2.250PERCENT 6/1 | 6,100,000 | $5.574M | 0.2% | $0.91 | $0.91 | — | CNV | 207410AH4 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1 | 5,260,000 | $5.284M | 0.2% | $1.00 | $0.98 | — | CNV | 902252AB1 |
| — | WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0 | 3,350,000 | $4.122M | 0.2% | $1.23 | $1.15 | — | CNV | 974637AB6 |
| — | DROPBOX INC NOTE 3/0 | 4,350,000 | $4.059M | 0.1% | $0.93 | $0.94 | — | CNV | 26210CAD6 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0 | 3,650,000 | $3.842M | 0.1% | $1.05 | $1.14 | — | CNV | 00971TAL5 |
| — | BURLINGTON STORES INC NOTE 2.250PERCENT 4/1 | 3,200,000 | $3.742M | 0.1% | $1.17 | $1.12 | — | CNV | 122017AB2 |
| — | ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1 | 3,000,000 | $2.82M | 0.1% | $0.94 | $0.98 | — | CNV | 02043QAB3 |
| — | BLOCK INC NOTE 0.250PERCENT11/0 | 2,500,000 | $2.084M | 0.1% | $0.83 | $0.75 | — | CNV | 852234AK9 |
| — | MIDDLEBY CORP NOTE 1.000PERCENT 9/0 | 1,500,000 | $1.97M | 0.1% | $1.31 | $1.36 | — | CNV | 596278AB7 |
| — | BENTLEY SYS INC NOTE 0.375PERCENT 7/0 | 2,000,000 | $1.794M | 0.1% | $0.90 | $0.90 | — | CNV | 08265TAD1 |
| — | SOUTHWEST AIRLS CO NOTE 1.250PERCENT 5/0 | 1,750,000 | $1.771M | 0.1% | $1.01 | $1.01 | — | CNV | 844741BG2 |
| — | VERINT SYSTEMS INC NOTE 0.250PERCENT 4/1 | 1,575,000 | $1.477M | 0.1% | $0.94 | $0.89 | — | CNV | 92343XAC4 |
| — | ZILLOW GROUP INC NOTE 2.750PERCENT 5/1 | 1,275,000 | $1.347M | 0.0% | $1.06 | $1.03 | — | CNV | 98954MAH4 |