CIK: 0000855702 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 14, 2024
Total Value ($000): $47,046 (79.5% shares, 20.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WELLS FARGO CO NEW | 6,000 | $7,134 | 15.2% | $1204.00 | — | PERP PFD CNV A | 949746804 |
| AGNC | AGNC INVT CORP | 360,000 | $3,434 | 7.3% | $9.88 | — | COM | 00123Q104 |
| NLY | ANNALY CAPITAL MANAGEMENT IN | 177,588 | $3,385 | 7.2% | $19.60 | — | COM NEW | 035710839 |
| ARR | ARMOUR RESIDENTIAL REIT INC | 174,050 | $3,373 | 7.2% | $19.77 | — | COM SHS | 042315705 |
| PFF | ISHARES TR | 97,300 | $3,070 | 6.5% | $30.69 | — | PFD AND INCM SEC | 464288687 |
| — | IONIS PHARMACEUTICALS INC | 2,756,000 | $2,703 | 5.7% | $0.93 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | HALOZYME THERAPEUTICS INC | 1,555,000 | $1,484 | 3.2% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | CRACKER BARREL OLD CTRY STOR | 1,250,000 | $1,105 | 2.3% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | CONMED CORP | 1,000,000 | $894 | 1.9% | $0.91 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | EURONET WORLDWIDE INC | 734,000 | $713 | 1.5% | $0.94 | — | NOTE 0.750% 3/1 | 298736AL3 |
| PHAT | PHATHOM PHARMACEUTICALS INC | 62,802 | $647 | 1.4% | $16.15 | -36.2% | COM | 71722W107 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 204,004 | $618 | 1.3% | $5.18 | -54.2% | COM NEW | 205826209 |
| BWXT | BWX TECHNOLOGIES INC | 6,250 | $594 | 1.3% | $91.50 | 0.0% | COM | 05605H100 |
| MPLX | MPLX LP | 12,270 | $523 | 1.1% | $33.30 | — | COM UNIT REP LTD | 55336V100 |
| GIL | GILDAN ACTIVEWEAR INC | 13,500 | $512 | 1.1% | $34.20 | +3.1% | COM | 375916103 |
| IDCC | INTERDIGITAL INC | 4,200 | $490 | 1.0% | $99.53 | +7.4% | COM | 45867G101 |
| — | PEGASYSTEMS INC | 500,000 | $482 | 1.0% | $0.96 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | LENDINGTREE INC | 500,000 | $464 | 1.0% | $0.93 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | VERINT SYSTEMS INC | 500,000 | $461 | 1.0% | $0.94 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | CARDLYTICS INC | 500,000 | $461 | 1.0% | $0.91 | — | NOTE 1.000% 9/1 | 14161WAB1 |
| RELL | RICHARDSON ELECTRS LTD | 38,784 | $461 | 1.0% | $15.17 | -32.5% | COM | 763165107 |
| MMM | 3M CO | 4,500 | $460 | 1.0% | $94.27 | 0.0% | COM | 88579Y101 |
| — | MAGNITE INC | 500,000 | $452 | 1.0% | $0.90 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| OGN | ORGANON & CO | 21,150 | $438 | 0.9% | $14.23 | +31.1% | COMMON STOCK | 68622V106 |
| SIGA | SIGA TECHNOLOGIES INC | 56,750 | $431 | 0.9% | $7.37 | 0.0% | COM | 826917106 |
| DINO | HF SINCLAIR CORP | 8,055 | $430 | 0.9% | $52.18 | -0.2% | COM | 403949100 |
| EMLC | VANECK ETF TRUST | 18,000 | $428 | 0.9% | $26.99 | — | JP MRGAN EM LOC | 92189H300 |
| NAT | NORDIC AMERICAN TANKERS LIMI | 107,000 | $426 | 0.9% | $4.02 | 0.0% | COM | G65773106 |
| UTMD | UTAH MED PRODS INC | 6,298 | $421 | 0.9% | $89.80 | -24.2% | COM | 917488108 |
| PSMT | PRICESMART INC | 5,175 | $420 | 0.9% | $80.17 | 0.0% | COM | 741511109 |
| — | FIRST MAJESTIC SILVER CORP | 500,000 | $413 | 0.9% | $0.83 | — | NOTE 0.375% 1/1 | 32076VAD5 |
| WLY | WILEY JOHN & SONS INC | 10,000 | $407 | 0.9% | $35.83 | 0.0% | CL A | 968223206 |
| KARO | KAROOOOO LTD | 13,754 | $395 | 0.8% | $27.14 | 0.0% | ORD SHS | Y4600W108 |
| FF | FUTUREFUEL CORP | 75,952 | $390 | 0.8% | $4.85 | -3.9% | COM | 36116M106 |
| LXFR | LUXFER HLDGS PLC | 33,211 | $385 | 0.8% | $10.10 | +10.0% | SHS | G5698W116 |
| — | H & E EQUIPMENT SERVICES INC | 8,450 | $373 | 0.8% | $51.33 | — | COM | 404030108 |
| CVGW | CALAVO GROWERS INC | 15,000 | $341 | 0.7% | $24.87 | 0.0% | COM | 128246105 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 16,000 | $339 | 0.7% | $17.62 | 0.0% | COM | 42824C109 |
| NPK | NATIONAL PRESTO INDS INC | 4,500 | $338 | 0.7% | $74.93 | +5.1% | COM | 637215104 |
| — | BARRICK GOLD CORP | 19,100 | $319 | 0.7% | $21.33 | — | COM | 067901108 |
| AEM | AGNICO EAGLE MINES LTD | 4,850 | $317 | 0.7% | $50.65 | +25.5% | COM | 008474108 |
| EPM | EVOLUTION PETE CORP | 60,168 | $317 | 0.7% | $5.24 | -8.8% | COM | 30049A107 |
| DVN | DEVON ENERGY CORP NEW | 6,550 | $310 | 0.7% | $44.84 | +5.3% | COM | 25179M103 |
| VHI | VALHI INC NEW | 17,182 | $306 | 0.7% | $15.50 | +10.3% | COM | 918905209 |
| NTIC | NORTHERN TECHNOLOGIES INTL C | 18,360 | $304 | 0.6% | $11.95 | +35.9% | COM | 665809109 |
| HCSG | HEALTHCARE SVCS GROUP INC | 27,770 | $294 | 0.6% | $13.82 | -19.7% | COM | 421906108 |
| HIMX | HIMAX TECHNOLOGIES INC | 37,000 | $294 | 0.6% | $7.94 | — | SPONSORED ADR | 43289P106 |
| DK | DELEK US HLDGS INC NEW | 11,500 | $285 | 0.6% | $24.67 | +3.2% | COM | 24665A103 |
| AA | ALCOA CORP | 7,000 | $278 | 0.6% | $28.58 | +32.8% | COM | 013872106 |
| YORW | YORK WTR CO | 7,500 | $278 | 0.6% | $34.30 | +0.9% | COM | 987184108 |
| WTTR | SELECT WATER SOLUTIONS INC | 25,100 | $269 | 0.6% | $9.23 | — | CL A COM | 81617J301 |
| NKE | NIKE INC | 3,560 | $268 | 0.6% | $89.70 | 0.0% | CL B | 654106103 |
| JEF | JEFFERIES FINL GROUP INC | 5,225 | $260 | 0.6% | $42.74 | 0.0% | COM | 47233W109 |
| — | NORDSTROM INC | 12,000 | $255 | 0.5% | $21.22 | — | COM | 655664100 |
| AGX | ARGAN INC | 3,400 | $249 | 0.5% | $64.38 | 0.0% | COM | 04010E109 |
| BRC | BRADY CORP | 3,660 | $242 | 0.5% | $45.40 | +34.5% | CL A | 104674106 |
| DUK | DUKE ENERGY CORP NEW | 2,400 | $241 | 0.5% | $85.15 | +10.7% | COM NEW | 26441C204 |
| KDP | KEURIG DR PEPPER INC | 7,000 | $234 | 0.5% | $29.06 | +8.5% | COM | 49271V100 |
| FE | FIRSTENERGY CORP | 5,760 | $220 | 0.5% | $33.15 | +9.6% | COM | 337932107 |
| — | NEW YORK CMNTY BANCORP INC | 67,000 | $216 | 0.5% | $3.22 | — | COM | 649445103 |
| LYB | LYONDELLBASELL INDUSTRIES N | 2,235 | $214 | 0.5% | $86.82 | 0.0% | SHS - A - | N53745100 |
| MOS | MOSAIC CO NEW | 7,000 | $202 | 0.4% | $30.03 | -4.8% | COM | 61945C103 |
| PRGO | PERRIGO CO PLC | 7,800 | $200 | 0.4% | $30.08 | -2.3% | SHS | G97822103 |
| TRAK | REPOSITRAK INC | 12,966 | $198 | 0.4% | $10.66 | +51.1% | COM NEW | 700215304 |
| — | WALGREENS BOOTS ALLIANCE INC | 15,400 | $186 | 0.4% | $25.67 | — | COM | 931427108 |