Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 13, 2024
Total Value: $3.811B (5.9% shares, 94.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DUKE ENERGY CORP NEW NOTE 4.125PERCENT 4/1 | 183,540,000 | $194M | 5.1% | $1.01 | — | CNV | 26441CBY0 |
| — | FORD MTR CO NOTE 3/1 | 160,529,000 | $157M | 4.1% | $0.99 | — | CNV | 345370CZ1 |
| — | AIRBNB INC NOTE 3/1 | 167,100,000 | $155M | 4.1% | $0.92 | — | CNV | 009066AB7 |
| — | SPOTIFY USA INC NOTE 3/1 | 147,292,000 | $146M | 3.8% | $0.88 | — | CNV | 84921RAB6 |
| — | VENTAS RLTY LTD PARTNERSHIP NOTE 3.750PERCENT 6/0 | 91,630,000 | $111M | 2.9% | $1.05 | — | CNV | 92277GAZ0 |
| — | SHOPIFY INC NOTE 0.125PERCENT11/0 | 106,413,000 | $102M | 2.7% | $0.91 | — | CNV | 82509LAA5 |
| — | SNAP INC NOTE 5/0 | 116,750,000 | $99.85M | 2.6% | $0.72 | — | CNV | 83304AAF3 |
| — | AMERICAN WTR CAP CORP NOTE 3.625PERCENT 6/1 ADDED | 93,462,000 | $95.71M | 2.5% | $1.02 | — | CNV | 03040WBE4 |
| — | FIRSTENERGY CORP NOTE 4.000PERCENT 5/0 | 87,185,000 | $91.24M | 2.4% | $1.00 | — | CNV | 337932AR8 |
| — | SEAGATE HDD CAYMAN NOTE 3.500PERCENT 6/0 ADDED | 55,631,000 | $79.86M | 2.1% | $1.44 | — | CNV | 81180WBL4 |
| — | BANK AMERICA CORP 7.25PERCENTCNV PFD L | 61,785 | $78.65M | 2.1% | $1293.38 | — | CVP | 060505682 |
| — | HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1 | 62,963,000 | $74.77M | 2.0% | $1.06 | — | CNV | 40637HAF6 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250PERCENT 9/1 ADDED | 79,955,000 | $73.2M | 1.9% | $0.92 | — | CNV | 928298AR9 |
| — | CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1 | 34,313,000 | $67.94M | 1.8% | $1.51 | — | CNV | 17243VAB8 |
| — | UPWORK INC NOTE 0.250PERCENT 8/1 | 73,023,000 | $66.61M | 1.7% | $0.75 | — | CNV | 91688FAB0 |
| — | DEXCOM INC NOTE 0.375PERCENT 5/1 | 75,025,000 | $66.21M | 1.7% | $0.98 | — | CNV | 252131AM9 |
| — | ENVESTNET INC NOTE 2.625PERCENT12/0 | 62,408,000 | $66.03M | 1.7% | $1.02 | — | CNV | 29404KAG1 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0 | 63,784,000 | $65.41M | 1.7% | $1.38 | — | CNV | 02376RAF9 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 | 70,800,000 | $65.21M | 1.7% | $0.90 | — | CNV | 57164YAF4 |
| — | PPL CAP FDG INC NOTE 2.875PERCENT 3/1 | 59,010,000 | $62.43M | 1.6% | $0.96 | — | CNV | 69352PAS2 |
| — | WORKIVA INC NOTE 1.250PERCENT 8/1 ADDED | 64,935,000 | $61.29M | 1.6% | $0.94 | — | CNV | 98139AAD7 |
| — | DAYFORCE INC NOTE 0.250PERCENT 3/1 | 58,827,000 | $55.27M | 1.5% | $0.88 | — | CNV | 15677JAD0 |
| — | ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | 53,445,000 | $54.31M | 1.4% | $1.01 | — | CNV | 038923BA5 |
| — | SOUTHERN CO NOTE 3.875PERCENT12/1 | 47,617,000 | $52.95M | 1.4% | $1.08 | — | CNV | 842587DP9 |
| — | EXPEDIA GROUP INC NOTE 2/1 | 54,466,000 | $51.99M | 1.4% | $0.93 | — | CNV | 30212PBE4 |
| — | IONIS PHARMACEUTICALS INC NOTE 1.750PERCENT 6/1 | 50,025,000 | $51.8M | 1.4% | $1.07 | — | CNV | 462222AF7 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 1,067,812 | $51.52M | 1.4% | $47.35 | — | CVP | 283678209 |
| — | ZIFF DAVIS INC DEBT 3.625PERCENT 3/0 ADDED | 53,124,000 | $50.77M | 1.3% | $0.96 | — | CNV | 48123VAH5 |
| — | WORLD KINECT CORPORATION NOTE 3.250PERCENT 7/0 ADDED | 38,200,000 | $46.37M | 1.2% | $1.21 | — | CNV | 98149GAB6 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 51,407,000 | $45.86M | 1.2% | $0.77 | — | CNV | 91332UAB7 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 51,850,000 | $45.78M | 1.2% | $0.77 | — | CNV | 25402DAB8 |
| — | BLOCK INC NOTE 0.250PERCENT11/0 | 50,970,000 | $43.94M | 1.2% | $0.85 | — | CNV | 852234AK9 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1 | 47,263,000 | $43.34M | 1.1% | $0.99 | — | CNV | 70509VAA8 |
| — | ETSY INC NOTE 0.250PERCENT 6/1 | 52,290,000 | $42.68M | 1.1% | $0.78 | — | CNV | 29786AAN6 |
| — | NEXTERA ENERGY INC UNIT 06/01/2027 | 750,000 | $41.77M | 1.1% | $50.49 | — | CVP | 65339F663 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0 | 41,323,000 | $41.36M | 1.1% | $0.86 | — | CNV | 40637HAD1 |
| — | BLOCK INC NOTE 5/0 | 42,209,000 | $38.9M | 1.0% | $0.82 | — | CNV | 852234AJ2 |
| — | WAYFAIR INC NOTE 3.250PERCENT 9/1 | 30,725,000 | $36.96M | 1.0% | $1.17 | — | CNV | 94419LAP6 |
| — | RAPID7 INC NOTE 1.250PERCENT 3/1 ADDED | 39,325,000 | $36.95M | 1.0% | $0.94 | — | CNV | 753422AH7 |
| — | LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1 | 29,975,000 | $36.86M | 1.0% | $1.19 | — | CNV | 538034BA6 |
| — | ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0 | 36,368,000 | $36.77M | 1.0% | $0.98 | — | CNV | 682189AU9 |
| — | OKTA INC NOTE 0.375PERCENT 6/1 | 38,236,000 | $35.24M | 0.9% | $1.12 | — | CNV | 679295AF2 |
| — | STRIDE INC NOTE 1.125PERCENT 9/0 | 20,782,000 | $34.98M | 0.9% | $1.01 | — | CNV | 86333MAA6 |
| — | ENVISTA HOLDINGS CORPORATION NOTE 1.750PERCENT 8/1 ADDED | 37,388,000 | $33.77M | 0.9% | $0.90 | — | CNV | 29415FAD6 |
| — | AMPHASTAR PHARMACEUTICALS IN NOTE 2.000PERCENT 3/1 ADDED | 31,200,000 | $32.95M | 0.9% | $1.06 | — | CNV | 03209RAB9 |
| — | SHAKE SHACK INC NOTE 3/0 | 35,528,000 | $32.93M | 0.9% | $0.81 | — | CNV | 819047AB7 |
| — | GRANITE CONSTR INC NOTE 3.750PERCENT 5/1 | 16,855,000 | $30.27M | 0.8% | $1.45 | — | CNV | 387328AD9 |
| — | ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 19,960,000 | $28.41M | 0.7% | $1.20 | — | CNV | 021369AC7 |
| — | CHEFS WHSE INC NOTE 2.375PERCENT12/1 | 23,897,000 | $27.96M | 0.7% | $0.95 | — | CNV | 163086AE1 |
| — | HERBALIFE LTD NOTE 4.250PERCENT 6/1 ADDED | 38,026,000 | $27.82M | 0.7% | $0.73 | — | CNV | 42703MAF0 |
| — | AKAMAI TECHNOLOGIES INC NOTE 1.125PERCENT 2/1 ADDED | 27,325,000 | $27.69M | 0.7% | $1.01 | — | CNV | 00971TAN1 |
| — | NUTANIX INC NOTE 0.250PERCENT10/0 | 23,120,000 | $27.57M | 0.7% | $0.90 | — | CNV | 67059NAH1 |
| — | WOLFSPEED INC NOTE 1.875PERCENT12/0 | 74,025,000 | $27.54M | 0.7% | $0.54 | — | CNV | 977852AD4 |
| — | LCI INDS NOTE 1.125PERCENT 5/1 | 26,600,000 | $26.92M | 0.7% | $0.93 | — | CNV | 501812AB7 |
| — | LUMENTUM HLDGS INC NOTE 1.500PERCENT12/1 | 23,050,000 | $26.75M | 0.7% | $0.97 | — | CNV | 55024UAH2 |
| — | CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1 | 28,546,000 | $26.15M | 0.7% | $0.82 | — | CNV | 22410JAB2 |
| — | TETRA TECH INC NEW DBCV 2.250PERCENT 8/1 ADDED | 19,189,000 | $25.11M | 0.7% | $1.31 | — | CNV | 88162GAB9 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1 | 25,479,000 | $23.87M | 0.6% | $0.91 | — | CNV | 477839AB0 |
| — | HCI GROUP INC NOTE 4.750PERCENT 6/0 | 15,245,000 | $21.83M | 0.6% | $0.99 | — | CNV | 40416EAF0 |
| — | FLUOR CORP NOTE 1.125PERCENT 8/1 ADDED | 17,850,000 | $21.79M | 0.6% | $1.22 | — | CNV | 343412AJ1 |
| — | LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 | 14,000,000 | $21.73M | 0.6% | $1.13 | — | CNV | 516544AB9 |
| — | INNOVIVA INC NOTE 2.500PERCENT 8/1 | 17,190,000 | $20.62M | 0.5% | $1.18 | — | CNV | 45781MAB7 |
| — | PERFICIENT INC NOTE 0.125PERCENT11/1 | 19,689,000 | $19.35M | 0.5% | $0.78 | — | CNV | 71375UAF8 |
| — | NEXTERA ENERGY INC UNIT 09/01/2025 | 400,000 | $18.89M | 0.5% | $47.22 | — | CVP | 65339F713 |
| — | TELADOC HEALTH INC NOTE 1.250PERCENT 6/0 | 20,566,000 | $17.76M | 0.5% | $0.81 | — | CNV | 87918AAF2 |
| — | PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 12,700,000 | $17.1M | 0.4% | $1.63 | — | CNV | 698884AC7 |
| — | ALLIANT ENERGY CORP NOTE 3.875PERCENT 3/1 | 16,000,000 | $16.71M | 0.4% | $1.04 | — | CNV | 018802AC2 |
| — | POST HLDGS INC NOTE 2.500PERCENT 8/1 | 13,567,000 | $16.13M | 0.4% | $1.01 | — | CNV | 737446AT1 |
| — | ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1 | 15,410,000 | $16.03M | 0.4% | $0.98 | — | CNV | 686688AB8 |
| — | INNOVIVA INC NOTE 2.125PERCENT 3/1 | 15,327,000 | $14.9M | 0.4% | $0.88 | — | CNV | 45781MAD3 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 12,990,000 | $14.32M | 0.4% | $1.08 | — | CNV | 90353TAJ9 |
| — | BLOOM ENERGY CORP NOTE 3.000PERCENT 6/0 | 14,825,000 | $13.63M | 0.4% | $0.97 | — | CNV | 093712AK3 |
| — | LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1 | 13,861,000 | $13.6M | 0.4% | $1.15 | — | CNV | 55024UAD1 |
| — | CONMED CORP NOTE 2.250PERCENT 6/1 | 14,550,000 | $13.5M | 0.4% | $0.90 | — | CNV | 207410AH4 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 10,035 | $12.83M | 0.3% | $1269.04 | — | CVP | 949746804 |
| — | CMS ENERGY CORP NOTE 3.375PERCENT 5/0 | 11,771,000 | $12.61M | 0.3% | $0.98 | — | CNV | 125896BX7 |
| — | EPR PPTYS PFD C CV 5.75PERCENT | 546,740 | $12.03M | 0.3% | $24.23 | — | CVP | 26884U208 |
| — | EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 13,345,000 | $11.51M | 0.3% | $0.87 | — | CNV | 29975EAD1 |
| — | ENPHASE ENERGY INC NOTE 3/0 | 10,500,000 | $9.245M | 0.2% | $0.84 | — | CNV | 29355AAK3 |
| — | PATRICK INDS INC NOTE 1.750PERCENT12/0 | 5,922,000 | $8.919M | 0.2% | $1.02 | — | CNV | 703343AG8 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 9,400,000 | $8.761M | 0.2% | $0.84 | — | CNV | 011642AB1 |
| — | PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 8,493,000 | $8.421M | 0.2% | $0.95 | — | CNV | 698884AE3 |
| — | WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0 | 7,590,000 | $7.941M | 0.2% | $1.07 | — | CNV | 974637AB6 |
| — | SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 7,886,000 | $7.424M | 0.2% | $1.02 | — | CNV | 866082AA8 |
| — | WAYFAIR INC NOTE 3.500PERCENT11/1 | 5,000,000 | $7.362M | 0.2% | $1.38 | — | CNV | 94419LAR2 |
| — | TRIPADVISOR INC NOTE 0.250PERCENT 4/0 | 6,875,000 | $6.391M | 0.2% | $0.85 | — | CNV | 896945AD4 |
| — | CABLE ONE INC NOTE 1.125PERCENT 3/1 | 7,546,000 | $6.072M | 0.2% | $0.83 | — | CNV | 12685JAG0 |
| — | EPR PPTYS CONV PFD 9PERCENT SR E | 177,343 | $5.285M | 0.1% | $34.27 | — | CVP | 26884U307 |
| — | DROPBOX INC NOTE 3/0 | 4,200,000 | $4.05M | 0.1% | $0.94 | — | CNV | 26210CAD6 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 3,825,000 | $3.814M | 0.1% | $0.97 | — | CNV | 462222AD2 |
| — | BURLINGTON STORES INC NOTE 2.250PERCENT 4/1 | 2,925,000 | $3.643M | 0.1% | $1.12 | — | CNV | 122017AB2 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0 | 3,525,000 | $3.634M | 0.1% | $1.14 | — | CNV | 00971TAL5 |
| — | MIDDLEBY CORP NOTE 1.000PERCENT 9/0 | 3,050,000 | $3.555M | 0.1% | $1.26 | — | CNV | 596278AB7 |
| — | APOLLO GLOBAL MGMT INC SER A MAND CNV | 31,000 | $2.118M | 0.1% | $55.12 | — | CVP | 03769M304 |
| — | ADVANCED ENERGY INDS NOTE 2.500PERCENT 9/1 ADDED | 2,000,000 | $2.105M | 0.1% | $1.05 | — | CNV | 007973AE0 |
| — | SOUTHWEST AIRLS CO NOTE 1.250PERCENT 5/0 | 1,700,000 | $1.713M | 0.0% | $1.01 | — | CNV | 844741BG2 |
| CORZW | CORE SCIENTIFIC INC NEW W EXP 01/23/202 | 490,831 | $0 | 0.0% | — | — | WAR | 21874A114 |