Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 13, 2024
Total Value: $3.307B (6.1% shares, 93.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AIRBNB INC NOTE 3/1 | 166,504,000 | $152M | 4.6% | $0.91 | $0.92 | — | CNV | 009066AB7 |
| — | DUKE ENERGY CORP NEW NOTE 4.125PERCENT 4/1 ADDED | 135,393,000 | $135M | 4.1% | $1.00 | $1.00 | — | CNV | 26441CBY0 |
| — | VENTAS RLTY LTD PARTNERSHIP NOTE 3.750PERCENT 6/0 ADDED | 103,600,000 | $109M | 3.3% | $1.05 | $1.05 | — | CNV | 92277GAZ0 |
| — | SPOTIFY USA INC NOTE 3/1 | 111,942,000 | $107M | 3.2% | $0.95 | $0.84 | — | CNV | 84921RAB6 |
| — | DEXCOM INC NOTE 0.375PERCENT 5/1 ADDED | 105,175,000 | $103M | 3.1% | $0.98 | $0.98 | — | CNV | 252131AM9 |
| — | INTERDIGITAL INC NOTE 3.500PERCENT 6/0 | 64,683,000 | $100M | 3.0% | $1.55 | $1.36 | — | CNV | 45867GAD3 |
| — | FORD MTR CO DEL NOTE 3/1 | 98,588,000 | $99.52M | 3.0% | $1.01 | $1.00 | — | CNV | 345370CZ1 |
| — | SNAP INC NOTE 5/0 | 108,150,000 | $89.84M | 2.7% | $0.83 | $0.71 | — | CNV | 83304AAF3 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0 | 83,784,000 | $86.65M | 2.6% | $1.03 | $1.38 | — | CNV | 02376RAF9 |
| — | PPL CAP FDG INC NOTE 2.875PERCENT 3/1 | 86,635,000 | $82.87M | 2.5% | $0.96 | $0.96 | — | CNV | 69352PAS2 |
| — | ENVESTNET INC NOTE 2.625PERCENT12/0 | 77,058,000 | $82.57M | 2.5% | $1.07 | $1.02 | — | CNV | 29404KAG1 |
| — | STRIDE INC NOTE 1.125PERCENT 9/0 | 57,282,000 | $82M | 2.5% | $1.43 | $1.01 | — | CNV | 86333MAA6 |
| — | BANK AMERICA CORP 7.25PERCENTCNV PFD L | 63,285 | $75.75M | 2.3% | $1197.00 | $1293.38 | — | CVP | 060505682 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 | 79,275,000 | $72.14M | 2.2% | $0.91 | $0.90 | — | CNV | 57164YAF4 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0 | 74,673,000 | $71.19M | 2.2% | $0.95 | $0.86 | — | CNV | 40637HAD1 |
| — | CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1 | 41,813,000 | $66.12M | 2.0% | $1.58 | $1.51 | — | CNV | 17243VAB8 |
| — | FIRSTENERGY CORP NOTE 4.000PERCENT 5/0 ADDED | 66,785,000 | $66.05M | 2.0% | $0.99 | $0.99 | — | CNV | 337932AR8 |
| — | UPWORK INC NOTE 0.250PERCENT 8/1 | 73,273,000 | $65M | 2.0% | $0.89 | $0.75 | — | CNV | 91688FAB0 |
| — | CMS ENERGY CORP NOTE 3.375PERCENT 5/0 ADDED | 58,910,000 | $57.64M | 1.7% | $0.98 | $0.98 | — | CNV | 125896BX7 |
| — | GRANITE CONSTR INC NOTE 3.750PERCENT 5/1 ADDED | 37,539,000 | $54.41M | 1.6% | $1.45 | $1.45 | — | CNV | 387328AD9 |
| — | OKTA INC NOTE 0.375PERCENT 6/1 | 56,489,000 | $51.59M | 1.6% | $0.91 | $1.12 | — | CNV | 679295AF2 |
| — | DAYFORCE INC NOTE 0.250PERCENT 3/1 | 54,427,000 | $49.58M | 1.5% | $0.91 | $0.87 | — | CNV | 15677JAD0 |
| — | HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1 | 43,463,000 | $48.31M | 1.5% | $1.11 | $1.00 | — | CNV | 40637HAF6 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1 | 52,263,000 | $46.12M | 1.4% | $0.88 | $0.99 | — | CNV | 70509VAA8 |
| — | SHOPIFY INC NOTE 0.125PERCENT11/0 | 49,400,000 | $46.11M | 1.4% | $0.93 | $0.86 | — | CNV | 82509LAA5 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 52,650,000 | $44.36M | 1.3% | $0.84 | $0.77 | — | CNV | 25402DAB8 |
| — | ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | 41,945,000 | $41.89M | 1.3% | $1.00 | $1.01 | — | CNV | 038923BA5 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 47,907,000 | $41.27M | 1.2% | $0.86 | $0.76 | — | CNV | 91332UAB7 |
| — | LUMENTUM HLDGS INC NOTE 1.500PERCENT12/1 ADDED | 41,050,000 | $39.87M | 1.2% | $0.97 | $0.97 | — | CNV | 55024UAH2 |
| — | ETSY INC NOTE 0.250PERCENT 6/1 | 49,990,000 | $39.31M | 1.2% | $0.79 | $0.78 | — | CNV | 29786AAN6 |
| — | ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 26,460,000 | $38.45M | 1.2% | $1.45 | $1.20 | — | CNV | 021369AC7 |
| — | ZIFF DAVIS INC NOTE 1.750PERCENT11/0 | 40,650,000 | $37.75M | 1.1% | $0.93 | $0.92 | — | CNV | 48123VAE2 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1 | 39,379,000 | $36.06M | 1.1% | $0.92 | $0.91 | — | CNV | 477839AB0 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 753,738 | $35.68M | 1.1% | $47.34 | $46.97 | — | CVP | 283678209 |
| — | ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0 | 36,968,000 | $35.42M | 1.1% | $0.96 | $0.98 | — | CNV | 682189AU9 |
| — | EXPEDIA GROUP INC NOTE 2/1 | 38,050,000 | $34.93M | 1.1% | $0.92 | $0.92 | — | CNV | 30212PBE4 |
| — | CORE SCIENTIFIC INC NEW NOTE 10.000PERCENT 1/2 | 21,115,702 | $34.41M | 1.0% | $1.63 | $1.63 | — | CNV | 21874AAB2 |
| — | BLOCK INC NOTE 5/0 | 37,609,000 | $33.66M | 1.0% | $0.90 | $0.81 | — | CNV | 852234AJ2 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1 | 37,646,000 | $33.26M | 1.0% | $0.88 | $0.82 | — | CNV | 22410JAB2 |
| — | LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1 | 29,975,000 | $33.1M | 1.0% | $1.10 | $1.19 | — | CNV | 538034BA6 |
| — | CHEFS WHSE INC NOTE 2.375PERCENT12/1 | 26,897,000 | $29.84M | 0.9% | $1.11 | $0.95 | — | CNV | 163086AE1 |
| — | PATRICK INDS INC NOTE 1.750PERCENT12/0 | 24,522,000 | $29.67M | 0.9% | $1.21 | $1.02 | — | CNV | 703343AG8 |
| — | NEXTERA ENERGY INC UNIT 06/01/2027 ADDED | 600,000 | $29.51M | 0.9% | $49.19 | $49.19 | — | CVP | 65339F663 |
| — | SHAKE SHACK INC NOTE 3/0 | 33,028,000 | $28.57M | 0.9% | $0.86 | $0.80 | — | CNV | 819047AB7 |
| — | IONIS PHARMACEUTICALS INC NOTE 1.750PERCENT 6/1 ADDED | 25,025,000 | $27.55M | 0.8% | $1.10 | $1.10 | — | CNV | 462222AF7 |
| — | NUTANIX INC NOTE 0.250PERCENT10/0 | 23,120,000 | $26.96M | 0.8% | $1.17 | $0.90 | — | CNV | 67059NAH1 |
| — | TELADOC HEALTH INC NOTE 1.250PERCENT 6/0 | 29,950,000 | $24.82M | 0.8% | $0.83 | $0.81 | — | CNV | 87918AAF2 |
| — | LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1 | 25,561,000 | $23.02M | 0.7% | $0.90 | $1.15 | — | CNV | 55024UAD1 |
| — | WOLFSPEED INC NOTE 1.875PERCENT12/0 | 41,775,000 | $23.02M | 0.7% | $0.55 | $0.67 | — | CNV | 977852AD4 |
| — | WAYFAIR INC NOTE 3.250PERCENT 9/1 | 19,725,000 | $22.66M | 0.7% | $1.15 | $1.15 | — | CNV | 94419LAP6 |
| — | APOLLO GLOBAL MGMT INC SER A MAND CNV | 342,500 | $22.48M | 0.7% | $65.63 | $55.12 | — | CVP | 03769M304 |
| — | INNOVIVA INC NOTE 2.500PERCENT 8/1 | 19,565,000 | $21.54M | 0.7% | $1.10 | $1.18 | — | CNV | 45781MAB7 |
| — | LCI INDS NOTE 1.125PERCENT 5/1 | 22,500,000 | $21.12M | 0.6% | $0.94 | $0.92 | — | CNV | 501812AB7 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 20,475,000 | $21.09M | 0.6% | $1.03 | $0.97 | — | CNV | 462222AD2 |
| — | CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1 | 22,795,000 | $20.57M | 0.6% | $0.90 | $0.90 | — | CNV | 163072AA9 |
| — | LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 | 16,500,000 | $20.52M | 0.6% | $1.24 | $1.13 | — | CNV | 516544AB9 |
| — | PERFICIENT INC NOTE 0.125PERCENT11/1 | 20,541,000 | $19.85M | 0.6% | $0.97 | $0.78 | — | CNV | 71375UAF8 |
| — | HCI GROUP INC NOTE 4.750PERCENT 6/0 | 15,245,000 | $19.84M | 0.6% | $1.30 | $0.99 | — | CNV | 40416EAF0 |
| — | PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 12,700,000 | $16.1M | 0.5% | $1.27 | $1.63 | — | CNV | 698884AC7 |
| — | ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1 | 15,410,000 | $15.23M | 0.5% | $0.99 | $0.98 | — | CNV | 686688AB8 |
| — | SOLAREDGE TECHNOLOGIES INC NOTE 9/1 | 16,540,000 | $15.08M | 0.5% | $0.91 | $0.91 | — | CNV | 83417MAD6 |
| — | POST HLDGS INC NOTE 2.500PERCENT 8/1 | 13,567,000 | $14.91M | 0.5% | $1.10 | $1.01 | — | CNV | 737446AT1 |
| — | BLOCK INC NOTE 0.250PERCENT11/0 | 17,500,000 | $14.47M | 0.4% | $0.83 | $0.82 | — | CNV | 852234AK9 |
| — | BLOOM ENERGY CORP NOTE 3.000PERCENT 6/0 ADDED | 14,825,000 | $14.34M | 0.4% | $0.97 | $0.97 | — | CNV | 093712AK3 |
| — | DROPBOX INC NOTE 3/0 | 15,350,000 | $14.29M | 0.4% | $0.93 | $0.93 | — | CNV | 26210CAC8 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 12,000 | $14.27M | 0.4% | $1189.14 | $1269.04 | — | CVP | 949746804 |
| — | EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 16,345,000 | $13.97M | 0.4% | $0.85 | $0.87 | — | CNV | 29975EAD1 |
| — | INNOVIVA INC NOTE 2.125PERCENT 3/1 | 14,402,000 | $12.93M | 0.4% | $0.90 | $0.88 | — | CNV | 45781MAD3 |
| — | CONMED CORP NOTE 2.250PERCENT 6/1 | 13,600,000 | $12.14M | 0.4% | $0.89 | $0.90 | — | CNV | 207410AH4 |
| — | SOUTHERN CO NOTE 3.875PERCENT12/1 | 11,323,000 | $11.57M | 0.3% | $1.02 | $0.99 | — | CNV | 842587DP9 |
| — | IRONWOOD PHARMACEUTICALS INC NOTE 1.500PERCENT 6/1 | 11,851,000 | $11.13M | 0.3% | $0.94 | $0.99 | — | CNV | 46333XAH1 |
| — | EPR PPTYS PFD C CV 5.75PERCENT | 546,740 | $10.44M | 0.3% | $19.10 | $24.23 | — | CVP | 26884U208 |
| NEE | NEXTERA ENERGY INC COM | 138,319 | $9.794M | 0.3% | $70.81 * | $64.42 | +5.0% | STO | 65339F101 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 10,711,000 | $9.64M | 0.3% | $0.90 | $1.02 | — | CNV | 866082AA8 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 8,650,000 | $9.273M | 0.3% | $1.07 | $1.07 | — | CNV | 90353TAJ9 |
| — | CABLE ONE INC NOTE 1.125PERCENT 3/1 | 11,771,000 | $8.737M | 0.3% | $0.74 | $0.83 | — | CNV | 12685JAG0 |
| — | EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | 10,000,000 | $8.691M | 0.3% | $0.87 | $0.92 | — | CNV | 30063PAB1 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 9,400,000 | $8.578M | 0.3% | $0.91 | $0.84 | — | CNV | 011642AB1 |
| — | PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 8,493,000 | $7.907M | 0.2% | $0.93 | $0.95 | — | CNV | 698884AE3 |
| — | WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0 | 7,715,000 | $7.825M | 0.2% | $1.01 | $1.07 | — | CNV | 974637AB6 |
| — | ENPHASE ENERGY INC NOTE 3/0 | 8,500,000 | $7.036M | 0.2% | $0.83 | $0.83 | — | CNV | 29355AAK3 |
| — | WAYFAIR INC NOTE 3.500PERCENT11/1 ADDED | 5,000,000 | $6.912M | 0.2% | $1.38 | $1.38 | — | CNV | 94419LAR2 |
| — | TRIPADVISOR INC NOTE 0.250PERCENT 4/0 | 6,875,000 | $6.254M | 0.2% | $0.91 | $0.85 | — | CNV | 896945AD4 |
| — | EPR PPTYS CONV PFD 9PERCENT SR E | 197,041 | $5.413M | 0.2% | $27.47 | $34.27 | — | CVP | 26884U307 |
| — | CABLE ONE INC NOTE 3/1 | 5,725,000 | $5.009M | 0.2% | $0.88 | $0.87 | — | CNV | 12685JAE5 |
| — | BENTLEY SYS INC NOTE 0.375PERCENT 7/0 | 5,012,000 | $4.476M | 0.1% | $0.89 | $0.89 | — | CNV | 08265TAD1 |
| — | DROPBOX INC NOTE 3/0 | 4,350,000 | $3.956M | 0.1% | $0.91 | $0.94 | — | CNV | 26210CAD6 |
| — | BURLINGTON STORES INC NOTE 2.250PERCENT 4/1 | 3,025,000 | $3.553M | 0.1% | $1.17 | $1.12 | — | CNV | 122017AB2 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0 | 3,650,000 | $3.531M | 0.1% | $0.97 | $1.14 | — | CNV | 00971TAL5 |
| — | ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1 | 3,000,000 | $3.232M | 0.1% | $1.08 | $0.98 | — | CNV | 02043QAB3 |
| — | TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1 | 2,760,000 | $3.022M | 0.1% | $1.09 | $0.98 | — | CNV | 902252AB1 |
| — | SOUTHWEST AIRLS CO NOTE 1.250PERCENT 5/0 | 1,750,000 | $1.752M | 0.1% | $1.00 | $1.01 | — | CNV | 844741BG2 |
| — | MIDDLEBY CORP NOTE 1.000PERCENT 9/0 | 1,500,000 | $1.597M | 0.0% | $1.06 | $1.36 | — | CNV | 596278AB7 |
| CORZW | CORE SCIENTIFIC INC NEW W EXP 01/23/202 | 495,177 | $0 | 0.0% | $0.00 | — | — | WAR | 21874A114 |