Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q4 2024 (← Previous) (Next →)
Filing Date: Feb 13, 2025
Total Value: $3.79B (7.8% shares, 92.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DUKE ENERGY CORP NEW NOTE 4.125PERCENT 4/1 | 166,340,000 | $170M | 4.5% | $1.02 | $1.01 | — | CNV | 26441CBY0 |
| — | EVERGY INC NOTE 4.500PERCENT12/1 ADDED | 155,065,000 | $168M | 4.4% | $1.09 | $1.09 | — | CNV | 30034WAD8 |
| — | AIRBNB INC NOTE 3/1 | 167,000,000 | $157M | 4.1% | $0.94 | $0.92 | — | CNV | 009066AB7 |
| — | FORD MTR CO NOTE 3/1 | 150,694,000 | $146M | 3.8% | $0.97 | $0.99 | — | CNV | 345370CZ1 |
| — | SPOTIFY USA INC NOTE 3/1 | 109,792,000 | $117M | 3.1% | $1.06 | $0.88 | — | CNV | 84921RAB6 |
| — | SHOPIFY INC NOTE 0.125PERCENT11/0 | 111,913,000 | $114M | 3.0% | $1.02 | $0.92 | — | CNV | 82509LAA5 |
| — | AMERICAN WTR CAP CORP NOTE 3.625PERCENT 6/1 | 114,815,000 | $113M | 3.0% | $0.99 | $1.02 | — | CNV | 03040WBE4 |
| — | SNAP INC NOTE 5/0 | 116,750,000 | $101M | 2.7% | $0.87 | $0.72 | — | CNV | 83304AAF3 |
| — | VENTAS RLTY LTD PARTNERSHIP NOTE 3.750PERCENT 6/0 | 76,730,000 | $87.24M | 2.3% | $1.14 | $1.05 | — | CNV | 92277GAZ0 |
| — | UBER TECHNOLOGIES INC NOTE 0.875PERCENT12/0 ADDED | 75,218,000 | $82.74M | 2.2% | $1.10 | $1.10 | — | CNV | 90353TAM2 |
| — | BANK AMERICA CORP 7.25PERCENTCNV PFD L | 68,150 | $82.46M | 2.2% | $1210.01 | $1285.60 | — | CVP | 060505682 |
| — | HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1 | 75,463,000 | $81.38M | 2.1% | $1.08 | $1.06 | — | CNV | 40637HAF6 |
| — | CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1 | 34,313,000 | $74.48M | 2.0% | $2.17 | $1.51 | — | CNV | 17243VAB8 |
| — | NEXTERA ENERGY INC UNIT 09/01/2025 | 1,727,123 | $71.11M | 1.9% | $41.17 | $42.57 | — | CVP | 65339F713 |
| — | UBER TECHNOLOGIES INC NOTE 12/1 | 70,390,000 | $70.95M | 1.9% | $1.01 | $1.02 | — | CNV | 90353TAJ9 |
| — | UPWORK INC NOTE 0.250PERCENT 8/1 | 73,023,000 | $67.32M | 1.8% | $0.92 | $0.75 | — | CNV | 91688FAB0 |
| — | SEAGATE HDD CAYMAN NOTE 3.500PERCENT 6/0 | 55,631,000 | $66.79M | 1.8% | $1.20 | $1.44 | — | CNV | 81180WBL4 |
| — | NEXTERA ENERGY INC UNIT 11/01/2027 ADDED | 1,431,755 | $65.36M | 1.7% | $45.65 | $45.65 | — | CVP | 65339F119 |
| — | FIRSTENERGY CORP NOTE 4.000PERCENT 5/0 | 64,810,000 | $65.04M | 1.7% | $1.00 | $1.00 | — | CNV | 337932AR8 |
| — | ZIFF DAVIS INC DEBT 3.625PERCENT 3/0 | 65,824,000 | $64.3M | 1.7% | $0.98 | $0.96 | — | CNV | 48123VAH5 |
| — | SOUTHERN CO NOTE 3.875PERCENT12/1 | 58,467,000 | $61.42M | 1.6% | $1.05 | $1.08 | — | CNV | 842587DP9 |
| — | EXPEDIA GROUP INC NOTE 2/1 | 61,391,000 | $60.9M | 1.6% | $0.99 | $0.94 | — | CNV | 30212PBE4 |
| — | DEXCOM INC NOTE 0.375PERCENT 5/1 | 65,175,000 | $58.29M | 1.5% | $0.89 | $0.98 | — | CNV | 252131AM9 |
| — | DAYFORCE INC NOTE 0.250PERCENT 3/1 | 58,827,000 | $56.53M | 1.5% | $0.96 | $0.88 | — | CNV | 15677JAD0 |
| — | EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | 1,117,254 | $53.63M | 1.4% | $48.00 | $47.38 | — | CVP | 283678209 |
| — | UNITY SOFTWARE INC NOTE 11/1 | 58,807,000 | $53.57M | 1.4% | $0.91 | $0.78 | — | CNV | 91332UAB7 |
| — | ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | 53,445,000 | $53.18M | 1.4% | $0.99 | $1.01 | — | CNV | 038923BA5 |
| — | TETRA TECH INC NEW DBCV 2.250PERCENT 8/1 | 44,251,000 | $51.87M | 1.4% | $1.17 | $1.23 | — | CNV | 88162GAB9 |
| — | MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 | 53,425,000 | $49.85M | 1.3% | $0.93 | $0.90 | — | CNV | 57164YAF4 |
| — | IONIS PHARMACEUTICALS INC NOTE 1.750PERCENT 6/1 | 50,025,000 | $49.17M | 1.3% | $0.98 | $1.07 | — | CNV | 462222AF7 |
| — | PAGERDUTY INC NOTE 1.500PERCENT10/1 ADDED | 50,129,000 | $48.73M | 1.3% | $0.97 | $0.97 | — | CNV | 69553PAD2 |
| — | ETSY INC NOTE 0.250PERCENT 6/1 | 57,240,000 | $46.81M | 1.2% | $0.82 | $0.78 | — | CNV | 29786AAN6 |
| — | WORLD KINECT CORPORATION NOTE 3.250PERCENT 7/0 | 41,300,000 | $46.55M | 1.2% | $1.13 | $1.21 | — | CNV | 98149GAB6 |
| — | DIGITALOCEAN HLDGS INC NOTE 12/0 | 51,850,000 | $46.02M | 1.2% | $0.89 | $0.77 | — | CNV | 25402DAB8 |
| — | BLOCK INC NOTE 0.250PERCENT11/0 | 50,970,000 | $44.14M | 1.2% | $0.87 | $0.85 | — | CNV | 852234AK9 |
| — | OKTA INC NOTE 0.375PERCENT 6/1 | 46,236,000 | $42.88M | 1.1% | $0.93 | $1.09 | — | CNV | 679295AF2 |
| — | PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1 | 43,863,000 | $40.73M | 1.1% | $0.93 | $0.99 | — | CNV | 70509VAA8 |
| — | SHAKE SHACK INC NOTE 3/0 | 39,603,000 | $40.52M | 1.1% | $1.02 | $0.83 | — | CNV | 819047AB7 |
| — | BLOCK INC NOTE 5/0 | 42,209,000 | $39.15M | 1.0% | $0.93 | $0.82 | — | CNV | 852234AJ2 |
| — | LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1 | 27,475,000 | $37.38M | 1.0% | $1.36 | $1.19 | — | CNV | 538034BA6 |
| — | WESTERN DIGITAL CORP NOTE 3.000PERCENT11/1 ADDED | 27,275,000 | $36.14M | 1.0% | $1.32 | $1.32 | — | CNV | 958102AT2 |
| — | PPL CAP FDG INC NOTE 2.875PERCENT 3/1 | 34,359,000 | $35.84M | 0.9% | $1.04 | $0.96 | — | CNV | 69352PAS2 |
| — | FLUOR CORP NOTE 1.125PERCENT 8/1 | 27,850,000 | $34.99M | 0.9% | $1.26 | $1.23 | — | CNV | 343412AJ1 |
| — | CHEFS WHSE INC NOTE 2.375PERCENT12/1 | 26,397,000 | $33.88M | 0.9% | $1.28 | $0.98 | — | CNV | 163086AE1 |
| — | WAYFAIR INC NOTE 3.250PERCENT 9/1 | 31,375,000 | $33.45M | 0.9% | $1.07 | $1.17 | — | CNV | 94419LAP6 |
| — | ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0 | 35,018,000 | $32.97M | 0.9% | $0.94 | $0.98 | — | CNV | 682189AU9 |
| — | ENVISTA HOLDINGS CORPORATION NOTE 1.750PERCENT 8/1 | 35,063,000 | $31.36M | 0.8% | $0.89 | $0.90 | — | CNV | 29415FAD6 |
| — | ALLIANT ENERGY CORP NOTE 3.875PERCENT 3/1 | 30,302,000 | $31.09M | 0.8% | $1.03 | $1.04 | — | CNV | 018802AC2 |
| — | HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0 | 32,423,000 | $30.92M | 0.8% | $0.95 | $0.86 | — | CNV | 40637HAD1 |
| — | LUMENTUM HLDGS INC NOTE 1.500PERCENT12/1 | 22,050,000 | $30.69M | 0.8% | $1.39 | $0.97 | — | CNV | 55024UAH2 |
| — | AMPHASTAR PHARMACEUTICALS IN NOTE 2.000PERCENT 3/1 | 31,325,000 | $29.15M | 0.8% | $0.93 | $1.06 | — | CNV | 03209RAB9 |
| — | WORKIVA INC NOTE 1.250PERCENT 8/1 | 26,435,000 | $27.98M | 0.7% | $1.06 | $0.94 | — | CNV | 98139AAD7 |
| — | AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0 | 23,534,000 | $27.49M | 0.7% | $1.17 | $1.38 | — | CNV | 02376RAF9 |
| — | NUTANIX INC NOTE 0.250PERCENT10/0 | 22,120,000 | $26.72M | 0.7% | $1.21 | $0.90 | — | CNV | 67059NAH1 |
| — | RAPID7 INC NOTE 1.250PERCENT 3/1 | 27,655,000 | $26.19M | 0.7% | $0.95 | $0.94 | — | CNV | 753422AH7 |
| — | LCI INDS NOTE 1.125PERCENT 5/1 | 26,675,000 | $26.13M | 0.7% | $0.98 | $0.93 | — | CNV | 501812AB7 |
| — | JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1 | 25,654,000 | $25.47M | 0.7% | $0.99 | $0.91 | — | CNV | 477839AB0 |
| — | HCI GROUP INC NOTE 4.750PERCENT 6/0 | 15,245,000 | $23.51M | 0.6% | $1.54 | $0.99 | — | CNV | 40416EAF0 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250PERCENT 9/1 | 25,455,000 | $22.72M | 0.6% | $0.89 | $0.92 | — | CNV | 928298AR9 |
| — | WOLFSPEED INC NOTE 1.875PERCENT12/0 | 51,225,000 | $21.23M | 0.6% | $0.41 | $0.54 | — | CNV | 977852AD4 |
| — | INNOVIVA INC NOTE 2.500PERCENT 8/1 | 17,190,000 | $18.87M | 0.5% | $1.10 | $1.18 | — | CNV | 45781MAB7 |
| — | LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 | 14,000,000 | $18.63M | 0.5% | $1.33 | $1.13 | — | CNV | 516544AB9 |
| — | ENPHASE ENERGY INC NOTE 3/0 | 20,379,000 | $16.71M | 0.4% | $0.82 | $0.83 | — | CNV | 29355AAK3 |
| — | ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1 | 15,410,000 | $15.11M | 0.4% | $0.98 | $0.98 | — | CNV | 686688AB8 |
| — | AKAMAI TECHNOLOGIES INC NOTE 1.125PERCENT 2/1 | 15,475,000 | $15.09M | 0.4% | $0.98 | $1.01 | — | CNV | 00971TAN1 |
| — | INNOVIVA INC NOTE 2.125PERCENT 3/1 | 15,402,000 | $14.47M | 0.4% | $0.94 | $0.88 | — | CNV | 45781MAD3 |
| — | BLOOM ENERGY CORP NOTE 3.000PERCENT 6/0 | 9,825,000 | $13.56M | 0.4% | $1.38 | $0.97 | — | CNV | 093712AK3 |
| — | WAYFAIR INC NOTE 3.500PERCENT11/1 | 10,000,000 | $12.45M | 0.3% | $1.25 | $1.31 | — | CNV | 94419LAR2 |
| — | EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 13,345,000 | $11.76M | 0.3% | $0.88 | $0.87 | — | CNV | 29975EAD1 |
| — | WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0 | 12,090,000 | $11.75M | 0.3% | $0.97 | $1.04 | — | CNV | 974637AB6 |
| — | EPR PPTYS PFD C CV 5.75PERCENT | 546,740 | $11.3M | 0.3% | $20.66 | $24.23 | — | CVP | 26884U208 |
| — | PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 8,493,000 | $9.733M | 0.3% | $1.15 | $0.95 | — | CNV | 698884AE3 |
| — | TELADOC HEALTH INC NOTE 1.250PERCENT 6/0 | 10,566,000 | $9.224M | 0.2% | $0.87 | $0.81 | — | CNV | 87918AAF2 |
| — | CONMED CORP NOTE 2.250PERCENT 6/1 | 9,700,000 | $9.002M | 0.2% | $0.93 | $0.90 | — | CNV | 207410AH4 |
| — | ALARM COM HLDGS INC NOTE 1/1 | 9,400,000 | $8.869M | 0.2% | $0.94 | $0.84 | — | CNV | 011642AB1 |
| — | CMS ENERGY CORP NOTE 3.375PERCENT 5/0 | 7,623,000 | $7.894M | 0.2% | $1.04 | $0.98 | — | CNV | 125896BX7 |
| — | ETSY INC NOTE 0.125PERCENT 9/0 | 8,000,000 | $6.876M | 0.2% | $0.86 | $0.86 | — | CNV | 29786AAL0 |
| — | ADVANCED ENERGY INDS NOTE 2.500PERCENT 9/1 | 6,150,000 | $6.697M | 0.2% | $1.09 | $1.08 | — | CNV | 007973AE0 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 4,814 | $5.717M | 0.2% | $1187.64 | $1269.04 | — | CVP | 949746804 |
| — | EPR PPTYS CONV PFD 9PERCENT SR E | 177,343 | $4.925M | 0.1% | $27.77 | $34.27 | — | CVP | 26884U307 |
| — | CABLE ONE INC NOTE 1.125PERCENT 3/1 | 5,746,000 | $4.726M | 0.1% | $0.82 | $0.83 | — | CNV | 12685JAG0 |
| — | DROPBOX INC NOTE 3/0 | 4,375,000 | $4.465M | 0.1% | $1.02 | $0.94 | — | CNV | 26210CAD6 |
| — | BURLINGTON STORES INC NOTE 2.250PERCENT 4/1 | 2,925,000 | $3.805M | 0.1% | $1.30 | $1.12 | — | CNV | 122017AB2 |
| — | MIDDLEBY CORP NOTE 1.000PERCENT 9/0 | 3,175,000 | $3.546M | 0.1% | $1.12 | $1.26 | — | CNV | 596278AB7 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0 | 3,525,000 | $3.534M | 0.1% | $1.00 | $1.14 | — | CNV | 00971TAL5 |
| — | PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 1,920,000 | $3.3M | 0.1% | $1.72 | $1.63 | — | CNV | 698884AC7 |
| — | IONIS PHARMACEUTICALS INC NOTE 4/0 | 1,900,000 | $1.83M | 0.0% | $0.96 | $0.97 | — | CNV | 462222AD2 |
| — | SOUTHWEST AIRLS CO NOTE 1.250PERCENT 5/0 | 1,775,000 | $1.822M | 0.0% | $1.03 | $1.01 | — | CNV | 844741BG2 |
| CORZW | CORE SCIENTIFIC INC NEW W EXP 01/23/202 | 655,551 | $0 | 0.0% | $0.00 | — | — | WAR | 21874A114 |