Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 10, 2021
Total Value: $815M (7.9% shares, 92.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES | 51,580,000 | $75.38M | 9.3% | $1.20 | — | NOTE 1.250 5/0 | 844741BG2 |
| — | KAMAN CORPORATION | 64,128,000 | $74.15M | 9.1% | $1.13 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | LIBERTY MEDIA | 49,683,000 | $62.85M | 7.7% | $1.03 | — | NOTE 1.37510/1 | 531229AB8 |
| — | AKAMAI TECH | 41,910,000 | $46.81M | 5.7% | $1.13 | — | NOTE 0.375 9/0 | 00971TAL5 |
| — | INTERDIGITAL, INC | 37,756,000 | $39.72M | 4.9% | $1.04 | — | NOTE 2.000 6/0 | 45867GAB7 |
| — | PALO ALTO NETWORKS | 24,870,000 | $35.16M | 4.3% | $1.05 | — | NOTE 0.750 7/0 | 697435AD7 |
| — | ON SEMICONDUCTOR CORP | 16,677,000 | $28.23M | 3.5% | $1.20 | — | NOTE 1.62510/1 | 682189AP0 |
| — | AIR TRANSPORT SERVICES GROUP | 23,021,000 | $27.12M | 3.3% | $0.96 | — | NOTE 1.12510/1 | 00922RAB1 |
| — | AKAMAI TECH | 21,030,000 | $26.09M | 3.2% | $1.08 | — | NOTE 0.125 5/0 | 00971TAJ0 |
| — | ILLUMINA INC | 21,178,000 | $23.79M | 2.9% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | PEBBLEBROOK HOTEL TRUST | 22,300,000 | $23.78M | 2.9% | $1.07 | — | NOTE 1.75012/1 | 70509VAA8 |
| — | KBR | 15,090,000 | $20.65M | 2.5% | $1.11 | — | NOTE 2.50011/0 | 48242WAB2 |
| — | PINDUODUO | 16,690,000 | $20.65M | 2.5% | $1.24 | — | NOTE 12/0 | 722304AC6 |
| — | CONMED CORP | 13,564,000 | $18.96M | 2.3% | $1.28 | — | NOTE 2.625 2/0 | 207410AF8 |
| — | ALTERYX | 16,485,000 | $17.43M | 2.1% | $1.02 | — | NOTE 1.000 8/0 | 02156BAF0 |
| — | HOPE BANCORP | 17,990,000 | $16.75M | 2.1% | $0.91 | — | NOTE 2.000 5/1 | 43940TAB5 |
| — | FLEXION THERAPEUTICS | 18,443,000 | $16.46M | 2.0% | $1.13 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | HELIX ENERGY SOLUTIONS GROUP | 14,104,000 | $14.79M | 1.8% | $0.81 | — | NOTE 6.750 2/1 | 42330PAK3 |
| — | NATIONAL HEALTH INVESTORS, INC | 8,110,000 | $8.723M | 1.1% | $1.03 | — | NOTE 3.250 4/0 | 63633DAE4 |
| CMLS | CUMULUS MEDIA INC | 971,088 | $8.444M | 1.0% | $12.62 | -44.4% | COM CL A | 231082801 |
| — | ATLANTICUS HOLDINGS | 7,593,000 | $8.162M | 1.0% | $0.64 | — | NOTE 5.87511/3 | 20478NAD2 |
| — | PRETIUM RESOURCES | 7,297,000 | $7.844M | 1.0% | $1.07 | — | NOTE 2.250 3/1 | 74139CAB8 |
| — | PROSPECT CAPITAL CORPORATION | 7,231,000 | $7.52M | 0.9% | $0.98 | — | NOTE 6.375 3/0 | 74348TAT9 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 6,513,000 | $7.457M | 0.9% | $1.12 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 6,367,000 | $6.773M | 0.8% | $1.08 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | BOOKING HOLDINGS | 5,735,000 | $6.71M | 0.8% | $1.11 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | CYBERARK SOFTWARE | 5,020,000 | $6.124M | 0.8% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | GREENBRIER COMPANIES | 5,855,000 | $5.987M | 0.7% | $1.14 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | WORKDAY, INC | 3,309,000 | $5.541M | 0.7% | $1.25 | — | NOTE 0.25010/0 | 98138HAF8 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,629,666 | $5.233M | 0.6% | $1.58 | — | 09625U109 | 09625U109 |
| — | BRAEMAR HOTELS & RESORTS | 321,898 | $5.212M | 0.6% | $13.82 | — | 5.5 CUM CV PFD B | 10482B200 |
| — | INSMED | 4,377,000 | $4.951M | 0.6% | $0.89 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | INSIGHT ENTERPRISES | 3,720,000 | $4.716M | 0.6% | $1.08 | — | NOTE 0.750 2/1 | 45765UAB9 |
| — | TEEKAY | 5,221,000 | $4.699M | 0.6% | $0.81 | — | NOTE 5.000 1/1 | 87900YAE3 |
| — | HOSTESS BRANDS | 2,928,208 | $4.627M | 0.6% | $1.63 | — | W EXP 11/04/202 | 44109J114 |
| — | LUMENTUM HOLDINGS | 3,500,000 | $4.285M | 0.5% | $1.22 | — | NOTE 0.50012/1 | 55024UAD1 |
| — | BAOZUN | 4,300,000 | $4.214M | 0.5% | $0.96 | — | NOTE 1.625 5/0 | 06684LAB9 |
| — | FIRST MAJESTIC SILVER | 2,730,000 | $4.061M | 0.5% | $1.49 | — | NOTE 1.875 3/0 | 32076VAB9 |
| CCO | CLEAR CHANNEL HOLDINGS, INC | 2,386,572 | $3.938M | 0.5% | $3.21 | -60.8% | COM | 18453H106 |
| — | THERAVANCE BIOPHARMA | 3,773,000 | $3.584M | 0.4% | $1.13 | — | NOTE 3.25011/0 | 88339KAA0 |
| — | ISTAR INC | 3,000,000 | $3.536M | 0.4% | $1.06 | — | NOTE 3.125 9/1 | 45031UCB5 |
| — | EOS ENERGY ENTERPRISES | 419,380 | $3.5M | 0.4% | $8.35 | — | W EXP 05/06/202 | 29415C119 |
| — | FORTIVE | 3,345,000 | $3.447M | 0.4% | $1.02 | — | NOTE 0.875 2/1 | 34959JAK4 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $3.405M | 0.4% | $6.81 | — | W EXP 08/03/202 | 674599162 |
| — | MESA LABORATORIES | 2,835,000 | $3.395M | 0.4% | $1.07 | — | NOTE 1.375 8/1 | 59064RAA7 |
| — | NRG ENERGY, INC | 2,860,000 | $3.261M | 0.4% | $1.07 | — | DBCV 2.750 6/0 | 629377CG5 |
| — | SILICON LABORATORIES | 2,160,000 | $2.988M | 0.4% | $1.15 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | EURONET WORLDWIDE INC | 2,630,000 | $2.972M | 0.4% | $0.92 | — | NOTE 0.750 3/1 | 298736AL3 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 217,221 | $2.722M | 0.3% | $14.31 | — | COM | 27828H105 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 433,088 | $2.49M | 0.3% | $8.28 | — | COM | 486606106 |
| — | NEVRO CORP | 1,320,000 | $2.427M | 0.3% | $1.37 | — | NOTE 2.750 4/0 | 64157FAC7 |
| — | CURIOSITYSTREAM | 917,372 | $2.426M | 0.3% | $2.64 | — | W EXP 10/14/202 | 23130Q115 |
| — | DEXCOM | 1,000,000 | $2.276M | 0.3% | $1.69 | — | NOTE 0.75012/0 | 252131AH0 |
| — | US ECOLOGY | 325,473 | $2.243M | 0.3% | $9.15 | — | W EXP 10/17/202 | 91734M111 |
| — | INVITATION HOMES | 1,560,000 | $2.112M | 0.3% | $1.33 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | SHOPIFY | 1,780,000 | $2.103M | 0.3% | $1.18 | — | NOTE 0.12511/0 | 82509LAA5 |
| — | SURO CAPITAL CORP | 1,487,000 | $2.084M | 0.3% | $0.93 | — | NOTE 4.750 3/2 | 36191JAC5 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2.063M | 0.3% | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | URBAN ONE | 1,697,414 | $1.986M | 0.2% | $2.09 | — | CL D NON VTG | 91705J204 |
| — | COWEN INC | 1,250,000 | $1.916M | 0.2% | $1.04 | — | NOTE 3.00012/1 | 223622AE1 |
| — | COLONY CAPITAL | 1,853,000 | $1.843M | 0.2% | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1.843M | 0.2% | $8.87 | — | COM SHS | 67073D102 |
| — | GDL FUND | 203,318 | $1.773M | 0.2% | $9.38 | — | COM SH BEN IT | 361570104 |
| AM | ANTERO MIDSTREAM | 225,000 | $1.735M | 0.2% | $4.34 | +2.8% | COM | 03676B102 |
| — | JAZZ INVESTMENTS I | 1,570,000 | $1.689M | 0.2% | $1.08 | — | NOTE 0.599 8/0 | 472145AD3 |
| — | JOYY INC | 1,660,000 | $1.678M | 0.2% | $1.06 | — | NOTE 0.750 6/1 | 98426TAD8 |
| — | PURE STORAGE INC | 1,500,000 | $1.659M | 0.2% | $0.96 | — | NOTE 0.125 4/1 | 74624MAB8 |
| — | HARMONIC INC | 1,500,000 | $1.64M | 0.2% | $1.09 | — | DBCV 2.000 9/0 | 413160AD4 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,500,000 | $1.608M | 0.2% | $1.07 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 34,230 | $1.574M | 0.2% | $44.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | EXACT SCIENCES | 1,000,000 | $1.306M | 0.2% | $0.79 | — | NOTE 0.375 3/0 | 30063PAC9 |
| — | ILLUMINA INC. | 832,000 | $1.216M | 0.1% | $1.29 | — | NOTE 0.500 6/1 | 452327AH2 |
| — | CURO GROUP | 84,537 | $1.211M | 0.1% | $9.67 | — | COM | 23131L107 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 207,169 | $1.191M | 0.1% | $11.58 | — | COM | 48661E108 |
| — | READY CAPITAL | 46,500 | $1.144M | 0.1% | $24.71 | — | 7 CN SR NT 2023 | 75574U200 |
| — | OMEROS | 1,000,000 | $1.073M | 0.1% | $0.84 | — | NOTE 5.250 2/1 | 682143AG7 |
| — | SHIP FINANCE INTERNATIONAL | 1,225,000 | $1.058M | 0.1% | $0.88 | — | NOTE 4.875 5/0 | 824689AG8 |
| — | OIL STATES INTERNATIONAL INC. | 1,350,000 | $1.036M | 0.1% | $0.47 | — | NOTE 1.500 2/1 | 678026AH8 |
| — | MACQUARIE INFRASTRUCTURE | 1,025,885 | $1.026M | 0.1% | $0.96 | — | NOTE 2.00010/0 | 55608BAB1 |
| — | COLONY CAPITAL | 208,716 | $1.004M | 0.1% | $5.99 | — | CL A COM | 19626G108 |
| — | RLJ LODGING TRUST | 39,087 | $994K | 0.1% | $27.08 | — | CUM CONV PFD A | 74965L200 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 1,000,000 | $985K | 0.1% | $1.01 | — | NOTE 5.75010/1 | G81075AF3 |
| — | PDC ENERGY INC | 1,000,000 | $980K | 0.1% | $0.96 | — | NOTE 1.125 9/1 | 69327RAD3 |
| — | LIBERTY INTERACTIVE LLC | 1,266,000 | $978K | 0.1% | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | DISH NETWORK | 1,000,000 | $942K | 0.1% | $0.85 | — | NOTE 2.375 3/1 | 25470MAD1 |
| — | SIXTH STREET SPECIALTY LENDING | 790,000 | $856K | 0.1% | $0.96 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,150,000 | $840K | 0.1% | $0.72 | — | NOTE 5.875 8/1 | 21870UAC0 |
| — | INTERCEPT PHARMACEUTICALS | 1,000,000 | $785K | 0.1% | $0.80 | — | NOTE 3.250 7/0 | 45845PAA6 |
| BHR | BRAEMAR HOTELS & RESORTS | 165,787 | $764K | 0.1% | $2.70 | — | COM | 10482B101 |
| — | LIBERTY LATIN AMERICA | 800,000 | $760K | 0.1% | $0.82 | — | NOTE 2.000 7/1 | 53069QAB5 |
| — | HELIX ENERGY SOLUTIONS GROUP | 750,000 | $718K | 0.1% | $0.84 | — | NOTE 4.250 5/0 | 42330PAH0 |
| — | NABORS INDUSTRIES INC | 1,250,000 | $663K | 0.1% | $0.76 | — | NOTE 0.750 1/1 | 62957HAB1 |
| — | SALIENT MIDSTREAM & MLP FUND | 145,850 | $623K | 0.1% | $6.77 | — | SH BEN INT | 79471V105 |
| — | MFA FINANCIAL | 518,000 | $516K | 0.1% | $1.01 | — | NOTE 6.250 6/1 | 55272XAA0 |
| — | SUPERNUS PHARMACEUTICALS | 500,000 | $479K | 0.1% | $0.82 | — | NOTE 0.625 4/0 | 868459AD0 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $464K | 0.1% | $11.89 | — | COM | 09255X100 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 34,588 | $428K | 0.1% | $13.34 | — | COM | 27828V104 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $401K | 0.0% | $9.02 | — | COM SHS | 6706EN100 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $293K | 0.0% | $14.68 | — | COM SHS | 09249W101 |
| EPD | ENTERPRISE PRODUCTS PARTNERS, L.P. | 14,710 | $288K | 0.0% | $14.28 | — | COM | 293792107 |
| — | SPLUNK | 200,000 | $271K | 0.0% | $1.10 | — | NOTE 1.125 9/1 | 848637AD6 |
| — | LF CAPITAL ACQUISITION | 137,050 | $269K | 0.0% | $1.96 | — | W EXP 06/22/202 | 50200K116 |
| — | EATON VANCE SENIOR INCOME TRUST | 36,329 | $231K | 0.0% | $4.60 | — | SH BEN INT | 27826S103 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $209K | 0.0% | $16.96 | — | COM | 037636107 |
| WSC | WILLSCOT MOBILE MINI HOLDINGS | 8,470 | $196K | 0.0% | $15.98 | +26.2% | COM CL A | 971378104 |
| — | REVANCE THERAPEUTICS | 6,328 | $179K | 0.0% | $28.29 | — | COM | 761330109 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $127K | 0.0% | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | DASEKE | 560,116 | $102K | 0.0% | $0.88 | — | W EXP 02/27/202 | 23753F115 |
| XPHDX | PIONEER FLOATING RATE TRUST | 6,511 | $66,000 | 0.0% | $11.80 | — | COM | 72369J102 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 3,007 | $40,000 | 0.0% | $13.30 | — | COM | 67074X107 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 20,000 | $21,000 | 0.0% | $0.90 | — | NOTE 2.250 6/0 | 049164BH8 |
| — | NUVEEN FLOATING RATE INCOME FUND | 1,000 | $9,000 | 0.0% | $9.00 | — | COM | 67072T108 |
| — | SPARTACUS ACQUISITION CORP | 7,500 | $9,000 | 0.0% | $1.20 | — | W EXP 10/31/202 | 84677L117 |