CIK: 0001009012 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: Apr 27, 2021
Total Value ($000): $847,526 (10.0% shares, 90.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KAMAN CORPORATION | 65,894,000 | $71,495 | 8.4% | $1.13 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | BOOKING HOLDINGS | 56,613,000 | $66,803 | 7.9% | $1.17 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | AKAMAI TECH | 58,690,000 | $63,902 | 7.5% | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | LIBERTY MEDIA | 47,533,000 | $60,842 | 7.2% | $1.03 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | SMART GLOBAL HOLDINGS | 27,630,000 | $36,455 | 4.3% | $1.32 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | INTERDIGITAL, INC | 31,876,000 | $34,107 | 4.0% | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | PEBBLEBROOK HOTEL TRUST | 25,730,000 | $30,297 | 3.6% | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | LUMENTUM HOLDINGS | 22,607,000 | $26,365 | 3.1% | $1.18 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | AIR TRANSPORT SERVICES GROUP | 22,891,000 | $25,764 | 3.0% | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | PINDUODUO | 17,385,000 | $18,352 | 2.2% | $1.23 | — | NOTE 12/0 | 722304AC6 |
| — | REVANCE THERAPEUTICS | 15,650,000 | $17,558 | 2.1% | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | FLEXION THERAPEUTICS | 17,938,000 | $16,288 | 1.9% | $1.13 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ILLUMINA INC | 13,290,000 | $15,807 | 1.9% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | PALO ALTO NETWORKS | 11,785,000 | $15,562 | 1.8% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | HC2 HOLDINGS | 12,363,000 | $14,449 | 1.7% | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | HELIX ENERGY SOLUTIONS GROUP | 11,729,000 | $13,664 | 1.6% | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 11,282,000 | $13,634 | 1.6% | $1.16 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | NRG ENERGY, INC | 10,875,000 | $12,629 | 1.5% | $1.14 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | ALTERYX | 13,625,000 | $12,441 | 1.5% | $1.02 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | KBR | 7,277,000 | $11,505 | 1.4% | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | SHOPIFY | 9,030,000 | $10,328 | 1.2% | $1.15 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | AKAMAI TECH | 8,310,000 | $10,071 | 1.2% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | MESA LABORATORIES | 9,115,000 | $9,975 | 1.2% | $1.09 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| CMLS | CUMULUS MEDIA INC | 1,049,304 | $9,559 | 1.1% | $12.41 | -20.9% | COM CL A | 231082801 |
| — | CYBERARK SOFTWARE | 8,585,000 | $9,298 | 1.1% | $1.16 | — | NOTE 11/1 | 23248VAB1 |
| — | HOPE BANCORP | 9,231,000 | $9,116 | 1.1% | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | SIXTH STREET SPECIALTY LENDING | 7,895,000 | $8,882 | 1.0% | $1.11 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| BHR | BRAEMAR HOTELS & RESORTS | 1,394,804 | $8,466 | 1.0% | $5.67 | — | COM | 10482B101 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,516,798 | $8,154 | 1.0% | $1.58 | — | COM UNIT | 09625U109 |
| — | CONMED CORP | 4,519,000 | $7,075 | 0.8% | $1.28 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 6,297,000 | $6,643 | 0.8% | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | SOUTHWEST AIRLINES | 3,724,000 | $6,413 | 0.8% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PROSPECT CAPITAL CORPORATION | 5,890,000 | $6,391 | 0.8% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | JAZZ INVESTMENTS I | 5,835,000 | $6,357 | 0.8% | $1.09 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NEOGENOMICS | 6,125,000 | $6,225 | 0.7% | $1.02 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | ATLANTICUS HOLDINGS | 4,693,000 | $6,218 | 0.7% | $0.64 | — | NOTE 5.875%11/3 | 20478NAD2 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $5,943 | 0.7% | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | TEEKAY | 5,446,000 | $5,228 | 0.6% | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | SUMMIT HOTEL PROPERTIES | 4,040,000 | $4,472 | 0.5% | $1.11 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | GREENBRIER COMPANIES | 3,950,000 | $4,330 | 0.5% | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | URBAN ONE | 2,470,859 | $4,324 | 0.5% | $1.98 | — | CL D NON VTG | 91705J204 |
| CCO | CLEAR CHANNEL HOLDINGS, INC | 2,386,572 | $4,296 | 0.5% | $3.21 | -41.1% | COM | 18453H106 |
| — | LENDINGTREE | 3,500,000 | $4,213 | 0.5% | $1.20 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | EURONET WORLDWIDE INC | 3,630,000 | $4,154 | 0.5% | $0.98 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | EOS ENERGY ENTERPRISES | 427,080 | $3,812 | 0.4% | $8.36 | — | *W EXP 05/06/202 | 29415C119 |
| — | ISTAR INC | 2,800,000 | $3,703 | 0.4% | $1.06 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | BAOZUN | 3,300,000 | $3,424 | 0.4% | $0.96 | — | NOTE 1.625% 5/0 | 06684LAB9 |
| — | FORTIVE | 3,345,000 | $3,399 | 0.4% | $1.02 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | THERAVANCE BIOPHARMA | 3,182,000 | $3,246 | 0.4% | $1.13 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | RINGCENTRAL | 2,927,000 | $3,213 | 0.4% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 433,088 | $3,105 | 0.4% | $8.28 | — | COM | 486606106 |
| — | LANDSEA HOMES | 318,796 | $3,048 | 0.4% | $9.56 | — | COM | 51509P103 |
| — | SPLUNK | 2,550,000 | $2,920 | 0.3% | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | HOSTESS BRANDS | 1,817,823 | $2,772 | 0.3% | $1.63 | — | *W EXP 11/04/202 | 44109J114 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 217,221 | $2,744 | 0.3% | $14.31 | — | COM | 27828H105 |
| — | INSIGHT ENTERPRISES | 1,780,000 | $2,624 | 0.3% | $1.08 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | COWEN INC | 1,250,000 | $2,577 | 0.3% | $1.04 | — | NOTE 3.000%12/1 | 223622AE1 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2,323 | 0.3% | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | NEVRO CORP | 1,500,000 | $2,276 | 0.3% | $1.39 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | US ECOLOGY | 242,372 | $2,181 | 0.3% | $9.15 | — | *W EXP 10/17/202 | 91734M111 |
| AM | ANTERO MIDSTREAM | 225,000 | $2,032 | 0.2% | $4.34 | +35.9% | COM | 03676B102 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 295,073 | $1,965 | 0.2% | $10.11 | — | COM | 48661E108 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1,892 | 0.2% | $8.87 | — | COM SHS | 67073D102 |
| — | COLONY CAPITAL | 1,853,000 | $1,881 | 0.2% | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | GDL FUND | 203,318 | $1,816 | 0.2% | $9.38 | — | COM SH BEN IT | 361570104 |
| — | NUVASIVE, INC | 1,710,000 | $1,742 | 0.2% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | MERITOR | 1,500,000 | $1,733 | 0.2% | $1.16 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 1,319,000 | $1,711 | 0.2% | $1.30 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | HARMONIC INC | 1,500,000 | $1,701 | 0.2% | $1.09 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 34,230 | $1,699 | 0.2% | $44.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | LIVE NATION ENTERTAINMENT | 1,500,000 | $1,669 | 0.2% | $1.11 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | PURE STORAGE INC | 1,500,000 | $1,653 | 0.2% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | JOYY INC | 1,360,000 | $1,649 | 0.2% | $1.06 | — | NOTE 0.750% 6/1 | 98426TAD8 |
| — | PROOFPOINT | 1,500,000 | $1,606 | 0.2% | $1.07 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | AES | 15,000 | $1,545 | 0.2% | $103.00 | — | UNIT 99/99/9999 | 00130H204 |
| — | STAR PEAK ENERGY TRANSITION | 105,262 | $1,499 | 0.2% | $14.24 | — | *W EXP 08/11/202 | 855185112 |
| — | SPLUNK | 1,270,000 | $1,499 | 0.2% | $1.17 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | REVANCE THERAPEUTICS | 52,235 | $1,460 | 0.2% | $27.99 | — | COM | 761330109 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,575,000 | $1,449 | 0.2% | $0.77 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | OIL STATES INTERNATIONAL INC. | 1,350,000 | $1,283 | 0.2% | $0.47 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | OMEROS | 1,000,000 | $1,243 | 0.1% | $0.84 | — | NOTE 5.250% 2/1 | 682143AG7 |
| PSEWF | PAYSAFE | 287,177 | $1,239 | 0.1% | $4.31 | — | *W EXP 08/11/202 | G6964L115 |
| — | CURO GROUP | 84,537 | $1,233 | 0.1% | $9.67 | — | COM | 23131L107 |
| — | SHIP FINANCE INTERNATIONAL | 1,225,000 | $1,203 | 0.1% | $0.88 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | 1,000,000 | $1,039 | 0.1% | $1.04 | — | NOTE 1.000% 9/1 | 90184LAD4 | |
| — | TEAM | 1,017,000 | $1,007 | 0.1% | $0.99 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | CLOVER HEALTH INVESTMENTS | 633,805 | $995 | 0.1% | $1.57 | — | *W EXP 04/21/202 | 18914F111 |
| — | LIBERTY INTERACTIVE LLC | 1,266,000 | $978 | 0.1% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DISH NETWORK | 1,000,000 | $959 | 0.1% | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | NABORS INDUSTRIES INC | 1,250,000 | $936 | 0.1% | $0.76 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | CHURCHILL CAPITAL CORP IV | 77,500 | $874 | 0.1% | $11.28 | — | *W EXP 08/04/202 | 171439110 |
| — | INTERCEPT PHARMACEUTICALS | 1,000,000 | $826 | 0.1% | $0.80 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | SALIENT MIDSTREAM & MLP FUND | 156,650 | $799 | 0.1% | $6.65 | — | SH BEN INT | 79471V105 |
| — | LIBERTY LATIN AMERICA | 800,000 | $789 | 0.1% | $0.82 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | PDC ENERGY INC | 777,000 | $773 | 0.1% | $0.96 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | LANDSEA HOMES | 2,935,718 | $752 | 0.1% | $0.26 | — | *W EXP 01/07/202 | 51509P111 |
| — | HELIX ENERGY SOLUTIONS GROUP | 750,000 | $747 | 0.1% | $0.84 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | MFA FINANCIAL | 518,000 | $519 | 0.1% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $498 | 0.1% | $11.89 | — | COM | 09255X100 |
| — | INVITATION HOMES | 350,000 | $496 | 0.1% | $1.33 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| NVCR | NOVOCURE | 3,744 | $495 | 0.1% | $158.19 | 0.0% | ORD SHS | G6674U108 |
| — | SUPERNUS PHARMACEUTICALS | 500,000 | $483 | 0.1% | $0.82 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $441 | 0.1% | $9.02 | — | COM SHS | 6706EN100 |
| MCHP | MICROCHIP TECHNOLOGY INC | 2,783 | $432 | 0.1% | $67.53 | 0.0% | COM | 595017104 |
| UBER | UBER TECHNOLOGIES | 7,422 | $405 | 0.0% | $55.80 | 0.0% | COM | 90353T100 |
| — | COLONY CAPITAL | 50,000 | $324 | 0.0% | $5.99 | — | CL A COM | 19626G108 |
| EPD | ENTERPRISE PRODUCTS PARTNERS, L.P. | 14,710 | $324 | 0.0% | $14.28 | — | COM | 293792107 |
| — | INSMED | 260,000 | $292 | 0.0% | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| RUN | SUNRUN | 4,028 | $244 | 0.0% | $69.49 | 0.0% | COM | 86771W105 |
| — | EATON VANCE SENIOR INCOME TRUST | 36,329 | $241 | 0.0% | $4.60 | — | SH BEN INT | 27826S103 |
| WSC | WILLSCOT MOBILE MINI HOLDINGS | 8,470 | $235 | 0.0% | $15.98 | +64.3% | COM CL A | 971378104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $216 | 0.0% | $16.96 | — | COM | 037636107 |
| — | DASEKE | 628,209 | $203 | 0.0% | $0.82 | — | *W EXP 02/27/202 | 23753F115 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $191 | 0.0% | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | CURIOSITYSTREAM | 21,068 | $108 | 0.0% | $2.64 | — | *W EXP 10/14/202 | 23130Q115 |
| — | REPLAY ACQUISITION | 71,031 | $86 | 0.0% | $1.21 | — | *W EXP 03/01/202 | G75130115 |