Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: Apr 27, 2021
Total Value: $848M (10.0% shares, 90.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | KAMAN CORPORATION | 65,894,000 | $71.5M | 8.4% | $1.09 | $1.13 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | BOOKING HOLDINGS | 56,613,000 | $66.8M | 7.9% | $1.18 | $1.17 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | AKAMAI TECH | 58,690,000 | $63.9M | 7.5% | $1.09 | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | LIBERTY MEDIA | 47,533,000 | $60.84M | 7.2% | $1.28 | $1.03 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | SMART GLOBAL HOLDINGS | 27,630,000 | $36.45M | 4.3% | $1.32 | $1.32 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | INTERDIGITAL, INC | 31,876,000 | $34.11M | 4.0% | $1.07 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | PEBBLEBROOK HOTEL TRUST | 25,730,000 | $30.3M | 3.6% | $1.18 | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | LUMENTUM HOLDINGS | 22,607,000 | $26.36M | 3.1% | $1.17 | $1.18 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | AIR TRANSPORT SERVICES GROUP | 22,891,000 | $25.76M | 3.0% | $1.13 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | PINDUODUO | 17,385,000 | $18.35M | 2.2% | $1.06 | $1.23 | — | NOTE 12/0 | 722304AC6 |
| — | REVANCE THERAPEUTICS | 15,650,000 | $17.56M | 2.1% | $1.12 | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | FLEXION THERAPEUTICS | 17,938,000 | $16.29M | 1.9% | $0.91 | $1.13 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ILLUMINA INC | 13,290,000 | $15.81M | 1.9% | $1.19 | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | PALO ALTO NETWORKS | 11,785,000 | $15.56M | 1.8% | $1.32 | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | HC2 HOLDINGS | 12,363,000 | $14.45M | 1.7% | $1.17 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | HELIX ENERGY SOLUTIONS GROUP | 11,729,000 | $13.66M | 1.6% | $1.16 | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 11,282,000 | $13.63M | 1.6% | $1.21 | $1.16 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | NRG ENERGY, INC | 10,875,000 | $12.63M | 1.5% | $1.16 | $1.14 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | ALTERYX | 13,625,000 | $12.44M | 1.5% | $0.91 | $1.02 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | KBR | 7,277,000 | $11.51M | 1.4% | $1.58 | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | SHOPIFY | 9,030,000 | $10.33M | 1.2% | $1.14 | $1.15 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | AKAMAI TECH | 8,310,000 | $10.07M | 1.2% | $1.21 | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | MESA LABORATORIES | 9,115,000 | $9.975M | 1.2% | $1.09 | $1.09 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| CMLS | CUMULUS MEDIA INC | 1,049,304 | $9.559M | 1.1% | $9.11 * | $12.41 | -20.9% | COM CL A | 231082801 |
| — | CYBERARK SOFTWARE | 8,585,000 | $9.298M | 1.1% | $1.08 | $1.16 | — | NOTE 11/1 | 23248VAB1 |
| — | HOPE BANCORP | 9,231,000 | $9.116M | 1.1% | $0.99 | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | SIXTH STREET SPECIALTY LENDING | 7,895,000 | $8.882M | 1.0% | $1.13 | $1.11 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| BHR | BRAEMAR HOTELS & RESORTS | 1,394,804 | $8.466M | 1.0% | $6.07 | $5.67 | — | COM | 10482B101 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,516,798 | $8.154M | 1.0% | $3.24 | $1.58 | — | COM UNIT | 09625U109 |
| — | CONMED CORP | 4,519,000 | $7.075M | 0.8% | $1.57 | $1.28 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 6,297,000 | $6.643M | 0.8% | $1.05 | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | SOUTHWEST AIRLINES | 3,724,000 | $6.413M | 0.8% | $1.72 | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PROSPECT CAPITAL CORPORATION | 5,890,000 | $6.391M | 0.8% | $1.09 | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | JAZZ INVESTMENTS I | 5,835,000 | $6.357M | 0.8% | $1.09 | $1.09 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NEOGENOMICS | 6,125,000 | $6.225M | 0.7% | $1.02 | $1.02 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | ATLANTICUS HOLDINGS | 4,693,000 | $6.218M | 0.7% | $1.32 | $0.64 | — | NOTE 5.875%11/3 | 20478NAD2 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $5.943M | 0.7% | $11.89 | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | TEEKAY | 5,446,000 | $5.228M | 0.6% | $0.96 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | SUMMIT HOTEL PROPERTIES | 4,040,000 | $4.472M | 0.5% | $1.11 | $1.11 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | GREENBRIER COMPANIES | 3,950,000 | $4.33M | 0.5% | $1.10 | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | URBAN ONE | 2,470,859 | $4.324M | 0.5% | $1.75 | $1.98 | — | CL D NON VTG | 91705J204 |
| CCO | CLEAR CHANNEL HOLDINGS, INC | 2,386,572 | $4.296M | 0.5% | $1.80 * | $3.21 | -41.1% | COM | 18453H106 |
| — | LENDINGTREE | 3,500,000 | $4.213M | 0.5% | $1.20 | $1.20 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | EURONET WORLDWIDE INC | 3,630,000 | $4.154M | 0.5% | $1.14 | $0.98 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | EOS ENERGY ENTERPRISES | 427,080 | $3.812M | 0.4% | $8.93 | $8.36 | — | *W EXP 05/06/202 | 29415C119 |
| — | ISTAR INC | 2,800,000 | $3.703M | 0.4% | $1.32 | $1.06 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | BAOZUN | 3,300,000 | $3.424M | 0.4% | $1.04 | $0.96 | — | NOTE 1.625% 5/0 | 06684LAB9 |
| — | FORTIVE | 3,345,000 | $3.399M | 0.4% | $1.02 | $1.02 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | THERAVANCE BIOPHARMA | 3,182,000 | $3.246M | 0.4% | $1.02 | $1.13 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | RINGCENTRAL | 2,927,000 | $3.213M | 0.4% | $1.10 | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 433,088 | $3.105M | 0.4% | $7.17 | $8.28 | — | COM | 486606106 |
| — | LANDSEA HOMES | 318,796 | $3.048M | 0.4% | $9.56 | $9.56 | — | COM | 51509P103 |
| — | SPLUNK | 2,550,000 | $2.92M | 0.3% | $1.15 | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | HOSTESS BRANDS | 1,817,823 | $2.772M | 0.3% | $1.52 | $1.63 | — | *W EXP 11/04/202 | 44109J114 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 217,221 | $2.744M | 0.3% | $12.63 | $14.31 | — | COM | 27828H105 |
| — | INSIGHT ENTERPRISES | 1,780,000 | $2.624M | 0.3% | $1.47 | $1.08 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | COWEN INC | 1,250,000 | $2.577M | 0.3% | $2.06 | $1.04 | — | NOTE 3.000%12/1 | 223622AE1 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2.323M | 0.3% | $15.31 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | NEVRO CORP | 1,500,000 | $2.276M | 0.3% | $1.52 | $1.39 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | US ECOLOGY | 242,372 | $2.181M | 0.3% | $9.00 | $9.15 | — | *W EXP 10/17/202 | 91734M111 |
| AM | ANTERO MIDSTREAM | 225,000 | $2.032M | 0.2% | $9.03 * | $4.34 | +35.9% | COM | 03676B102 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 295,073 | $1.965M | 0.2% | $6.66 | $10.11 | — | COM | 48661E108 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1.892M | 0.2% | $6.50 | $8.87 | — | COM SHS | 67073D102 |
| — | COLONY CAPITAL | 1,853,000 | $1.881M | 0.2% | $1.02 | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | GDL FUND | 203,318 | $1.816M | 0.2% | $8.93 | $9.38 | — | COM SH BEN IT | 361570104 |
| — | NUVASIVE, INC | 1,710,000 | $1.742M | 0.2% | $1.02 | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | MERITOR | 1,500,000 | $1.733M | 0.2% | $1.16 | $1.16 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 1,319,000 | $1.711M | 0.2% | $1.30 | $1.30 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | HARMONIC INC | 1,500,000 | $1.701M | 0.2% | $1.13 | $1.09 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 34,230 | $1.699M | 0.2% | $49.63 | $44.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | LIVE NATION ENTERTAINMENT | 1,500,000 | $1.669M | 0.2% | $1.11 | $1.11 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | PURE STORAGE INC | 1,500,000 | $1.653M | 0.2% | $1.10 | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | JOYY INC | 1,360,000 | $1.649M | 0.2% | $1.21 | $1.06 | — | NOTE 0.750% 6/1 | 98426TAD8 |
| — | PROOFPOINT | 1,500,000 | $1.606M | 0.2% | $1.07 | $1.07 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | AES | 15,000 | $1.545M | 0.2% | $103.00 | $103.00 | — | UNIT 99/99/9999 | 00130H204 |
| — | STAR PEAK ENERGY TRANSITION | 105,262 | $1.499M | 0.2% | $14.24 | $14.24 | — | *W EXP 08/11/202 | 855185112 |
| — | SPLUNK | 1,270,000 | $1.499M | 0.2% | $1.18 | $1.17 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | REVANCE THERAPEUTICS | 52,235 | $1.46M | 0.2% | $27.95 | $27.99 | — | COM | 761330109 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,575,000 | $1.449M | 0.2% | $0.92 | $0.77 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | OIL STATES INTERNATIONAL INC. | 1,350,000 | $1.283M | 0.2% | $0.95 | $0.47 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | OMEROS | 1,000,000 | $1.243M | 0.1% | $1.24 | $0.84 | — | NOTE 5.250% 2/1 | 682143AG7 |
| PSEWF | PAYSAFE | 287,177 | $1.239M | 0.1% | $4.31 | $4.31 | — | *W EXP 08/11/202 | G6964L115 |
| — | CURO GROUP | 84,537 | $1.233M | 0.1% | $14.59 | $9.67 | — | COM | 23131L107 |
| — | SHIP FINANCE INTERNATIONAL | 1,225,000 | $1.203M | 0.1% | $0.98 | $0.88 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | 1,000,000 | $1.039M | 0.1% | $1.04 | $1.04 | — | NOTE 1.000% 9/1 | 90184LAD4 | |
| — | TEAM | 1,017,000 | $1.007M | 0.1% | $0.99 | $0.99 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | CLOVER HEALTH INVESTMENTS | 633,805 | $995K | 0.1% | $1.57 | $1.57 | — | *W EXP 04/21/202 | 18914F111 |
| — | LIBERTY INTERACTIVE LLC | 1,266,000 | $978K | 0.1% | $0.77 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DISH NETWORK | 1,000,000 | $959K | 0.1% | $0.96 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | NABORS INDUSTRIES INC | 1,250,000 | $936K | 0.1% | $0.75 | $0.76 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | CHURCHILL CAPITAL CORP IV | 77,500 | $874K | 0.1% | $11.28 | $11.28 | — | *W EXP 08/04/202 | 171439110 |
| — | INTERCEPT PHARMACEUTICALS | 1,000,000 | $826K | 0.1% | $0.83 | $0.80 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | SALIENT MIDSTREAM & MLP FUND | 156,650 | $799K | 0.1% | $5.10 | $6.65 | — | SH BEN INT | 79471V105 |
| — | LIBERTY LATIN AMERICA | 800,000 | $789K | 0.1% | $0.99 | $0.82 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | PDC ENERGY INC | 777,000 | $773K | 0.1% | $0.99 | $0.96 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | LANDSEA HOMES | 2,935,718 | $752K | 0.1% | $0.26 | $0.26 | — | *W EXP 01/07/202 | 51509P111 |
| — | HELIX ENERGY SOLUTIONS GROUP | 750,000 | $747K | 0.1% | $1.00 | $0.84 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | MFA FINANCIAL | 518,000 | $519K | 0.1% | $1.00 | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $498K | 0.1% | $13.01 | $11.89 | — | COM | 09255X100 |
| — | INVITATION HOMES | 350,000 | $496K | 0.1% | $1.42 | $1.33 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| NVCR | NOVOCURE | 3,744 | $495K | 0.1% | $132.21 * | $158.19 | 0.0% | ORD SHS | G6674U108 |
| — | SUPERNUS PHARMACEUTICALS | 500,000 | $483K | 0.1% | $0.97 | $0.82 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $441K | 0.1% | $9.53 | $9.02 | — | COM SHS | 6706EN100 |
| MCHP | MICROCHIP TECHNOLOGY INC | 2,783 | $432K | 0.1% | $155.23 * | $67.53 | 0.0% | COM | 595017104 |
| UBER | UBER TECHNOLOGIES | 7,422 | $405K | 0.0% | $54.57 * | $55.80 | 0.0% | COM | 90353T100 |
| — | COLONY CAPITAL | 50,000 | $324K | 0.0% | $6.48 | $5.99 | — | CL A COM | 19626G108 |
| EPD | ENTERPRISE PRODUCTS PARTNERS, L.P. | 14,710 | $324K | 0.0% | $22.03 | $14.28 | — | COM | 293792107 |
| — | INSMED | 260,000 | $292K | 0.0% | $1.12 | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| RUN | SUNRUN | 4,028 | $244K | 0.0% | $60.58 * | $69.49 | 0.0% | COM | 86771W105 |
| — | EATON VANCE SENIOR INCOME TRUST | 36,329 | $241K | 0.0% | $6.63 | $4.60 | — | SH BEN INT | 27826S103 |
| WSC | WILLSCOT MOBILE MINI HOLDINGS | 8,470 | $235K | 0.0% | $27.74 * | $15.98 | +64.3% | COM CL A | 971378104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $216K | 0.0% | $14.89 | $16.96 | — | COM | 037636107 |
| — | DASEKE | 628,209 | $203K | 0.0% | $0.32 | $0.82 | — | *W EXP 02/27/202 | 23753F115 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $191K | 0.0% | $9.32 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | CURIOSITYSTREAM | 21,068 | $108K | 0.0% | $5.13 | $2.64 | — | *W EXP 10/14/202 | 23130Q115 |
| — | REPLAY ACQUISITION | 71,031 | $86,000 | 0.0% | $1.21 | $1.21 | — | *W EXP 03/01/202 | G75130115 |