Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Jul 22, 2021
Total Value: $1.115B (10.6% shares, 89.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KAMAN CORPORATION | 67,134,000 | $71.28M | 6.4% | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | AKAMAI TECH | 60,565,000 | $70.29M | 6.3% | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | BOOKING HOLDINGS | 62,223,000 | $67.89M | 6.1% | $1.17 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | LIBERTY MEDIA (LSXMA) | 46,893,000 | $63.05M | 5.7% | $1.03 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | PIONEER NATURAL RESOURCES | 37,705,000 | $60.29M | 5.4% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | SMART GLOBAL HOLDINGS | 27,580,000 | $38.04M | 3.4% | $1.32 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | INTERDIGITAL, INC | 32,526,000 | $36.15M | 3.2% | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | JAZZ INVESTMENTS I | 25,830,000 | $34.52M | 3.1% | $1.34 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | PEBBLEBROOK HOTEL TRUST | 24,540,000 | $27.92M | 2.5% | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | LUMENTUM HOLDINGS | 23,807,000 | $25.8M | 2.3% | $1.17 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | WESTERN DIGITAL CORP | 22,600,000 | $24.2M | 2.2% | $1.07 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | AIR TRANSPORT SERVICES GROUP | 23,571,000 | $24.06M | 2.2% | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | SPLUNK | 20,715,000 | $20.23M | 1.8% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | PINDUODUO | 18,605,000 | $19.15M | 1.7% | $1.22 | — | NOTE 12/0 | 722304AC6 |
| — | REVANCE THERAPEUTICS | 15,910,000 | $18.55M | 1.7% | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | SILICON LABORATORIES | 13,000,000 | $18.09M | 1.6% | $1.39 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | ILLUMINA INC | 13,290,000 | $16.86M | 1.5% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | PALO ALTO NETWORKS | 11,435,000 | $16.69M | 1.5% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| CMLS | CUMULUS MEDIA INC | 1,019,252 | $14.96M | 1.3% | $12.41 | -14.7% | COM CL A | 231082801 |
| — | WINNEBAGO INDUSTRIES | 11,264,000 | $14.49M | 1.3% | $1.29 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | HC2 HOLDINGS | 12,363,000 | $14.45M | 1.3% | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | FLEXION THERAPEUTICS | 15,688,000 | $14.24M | 1.3% | $1.13 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | NRG ENERGY, INC | 11,890,000 | $13.85M | 1.2% | $1.14 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | BURLINGTON STORES | 8,420,000 | $13.41M | 1.2% | $1.59 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | MESA LABORATORIES | 11,307,000 | $13.03M | 1.2% | $1.10 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | CNX RESOURCES | 9,860,000 | $12.81M | 1.1% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 10,179,000 | $12.6M | 1.1% | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | URBAN ONE CLASS D | 2,401,845 | $12.06M | 1.1% | $1.98 | — | CL D NON VTG | 91705J204 |
| — | COUPA SOFTWARE | 10,350,000 | $11.99M | 1.1% | $1.16 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 9,032,000 | $11.55M | 1.0% | $1.16 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | SIXTH STREET SPECIALTY LENDING | 9,595,000 | $11.32M | 1.0% | $1.12 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | AKAMAI TECH | 8,310,000 | $10.89M | 1.0% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| BHR | BRAEMAR HOTELS & RESORTS | 1,706,124 | $10.6M | 1.0% | $5.77 | — | COM | 10482B101 |
| — | SUMMIT HOTEL PROPERTIES | 9,440,000 | $9.763M | 0.9% | $1.07 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | CYBERARK SOFTWARE | 8,705,000 | $9.445M | 0.8% | $1.16 | — | NOTE 11/1 | 23248VAB1 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,325,616 | $8.791M | 0.8% | $1.58 | — | COM UNIT | 09625U109 |
| — | VAREX IMAGING | 5,736,000 | $8.504M | 0.8% | $1.48 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | EURONET WORLDWIDE INC | 7,340,000 | $8.459M | 0.8% | $1.07 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | OKTA | 6,556,000 | $8.174M | 0.7% | $1.25 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | INSMED | 7,325,000 | $8.112M | 0.7% | $1.11 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | JAZZ INVESTMENTS I | 6,470,000 | $7.105M | 0.6% | $1.09 | — | NOTE 1.500% 8/1 | 472145AD3 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $6.923M | 0.6% | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | KBR | 4,277,000 | $6.697M | 0.6% | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | PROSPECT CAPITAL CORPORATION | 5,890,000 | $6.538M | 0.6% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 6,297,000 | $6.521M | 0.6% | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | HOPE BANCORP | 6,386,000 | $6.306M | 0.6% | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | NEOGENOMICS | 6,080,000 | $5.936M | 0.5% | $1.02 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| CCO | CLEAR CHANNEL HOLDINGS, INC | 2,227,044 | $5.879M | 0.5% | $3.21 | -25.4% | COM | 18453H106 |
| — | TEEKAY | 5,446,000 | $5.364M | 0.5% | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | SOUTHWEST AIRLINES | 3,110,000 | $4.719M | 0.4% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | RINGCENTRAL | 4,037,000 | $4.458M | 0.4% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | GREENBRIER COMPANIES | 3,950,000 | $4.227M | 0.4% | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | LENDINGTREE | 3,500,000 | $4.185M | 0.4% | $1.20 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 433,088 | $3.85M | 0.3% | $8.28 | — | COM | 486606106 |
| — | SHOPIFY | 2,920,000 | $3.813M | 0.3% | $1.15 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | STEM | 150,064 | $3.565M | 0.3% | $23.76 | — | *W EXP 08/11/202 | 85859N110 |
| — | HOSTESS BRANDS | 1,362,131 | $3.29M | 0.3% | $1.63 | — | *W EXP 11/04/202 | 44109J114 |
| — | CLOVER HEALTH INVESTMENTS | 641,635 | $3.26M | 0.3% | $1.61 | — | *W EXP 04/21/202 | 18914F111 |
| — | SKILLZ | 150,003 | $3.258M | 0.3% | $21.72 | — | COM | 83067L109 |
| — | BAOZUN | 3,100,000 | $3.135M | 0.3% | $0.96 | — | NOTE 1.625% 5/0 | 06684LAB9 |
| — | THERAVANCE BIOPHARMA | 3,182,000 | $3.031M | 0.3% | $1.13 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | SPLUNK | 2,550,000 | $2.974M | 0.3% | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ISTAR INC | 1,950,000 | $2.952M | 0.3% | $1.06 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 217,221 | $2.88M | 0.3% | $14.31 | — | COM | 27828H105 |
| — | PALO ALTO NETWORKS | 2,000,000 | $2.721M | 0.2% | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | LANDSEA HOMES | 318,796 | $2.668M | 0.2% | $9.56 | — | COM | 51509P103 |
| — | NEVRO CORP (144A-SEASONED) | 1,500,000 | $2.608M | 0.2% | $1.39 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2.5M | 0.2% | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | SPIRIT AIRLINES | 2,545,000 | $2.434M | 0.2% | $0.96 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | FLEXION THERAPEUTICS | 289,990 | $2.387M | 0.2% | $8.23 | — | COM | 33938J106 |
| — | SSR MINING | 2,000,000 | $2.38M | 0.2% | $1.19 | — | NOTE 2.500% 4/0 | 784730AB9 |
| AM | ANTERO MIDSTREAM | 225,000 | $2.338M | 0.2% | $4.34 | +55.3% | COM | 03676B102 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 295,073 | $2.234M | 0.2% | $10.11 | — | COM | 48661E108 |
| — | NATIONAL VISION HOLDINGS | 1,250,000 | $2.207M | 0.2% | $1.77 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | SPLUNK | 1,790,000 | $2.188M | 0.2% | $1.18 | — | NOTE 1.125% 9/1 | 848637AD6 |
| PFIX | SIMPLIFY INTEREST RATE HEDGE | 52,380 | $2.169M | 0.2% | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1.965M | 0.2% | $8.87 | — | COM SHS | 67073D102 |
| — | COLONY CAPITAL | 1,853,000 | $1.918M | 0.2% | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | PROOFPOINT | 1,500,000 | $1.886M | 0.2% | $1.07 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | EOS ENERGY ENTERPRISES | 253,067 | $1.816M | 0.2% | $8.36 | — | *W EXP 05/06/202 | 29415C119 |
| — | HARMONIC INC | 1,500,000 | $1.788M | 0.2% | $1.09 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 34,230 | $1.764M | 0.2% | $44.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | EVENTBRITE | 1,000,000 | $1.756M | 0.2% | $1.76 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | NUVASIVE, INC | 1,710,000 | $1.698M | 0.2% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | INTEGRA LIFESCIENCES HOLDINGS | 1,500,000 | $1.654M | 0.1% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | MERITOR | 1,500,000 | $1.607M | 0.1% | $1.16 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | UGI | 15,000 | $1.596M | 0.1% | $106.40 | — | UNIT 99/99/9999 | 902681113 |
| — | VISHAY INTERTECHNOLOGY, INC. | 1,500,000 | $1.593M | 0.1% | $1.06 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 1,319,000 | $1.577M | 0.1% | $1.30 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| PCTTW | PURECYCLE TECHNOLOGIES | 128,138 | $1.556M | 0.1% | $12.14 | — | *W EXP 01/28/202 | 74623V111 |
| — | REVANCE THERAPEUTICS | 52,235 | $1.548M | 0.1% | $27.99 | — | COM | 761330109 |
| — | US ECOLOGY | 217,965 | $1.508M | 0.1% | $9.15 | — | *W EXP 10/17/202 | 91734M111 |
| — | NISOURCE | 14,560 | $1.497M | 0.1% | $102.82 | — | UNIT 12/01/2023 | 65473P121 |
| — | ATLANTICUS HOLDINGS | 887,000 | $1.471M | 0.1% | $0.64 | — | NOTE 5.875%11/3 | 20478NAD2 |
| PSEWF | PAYSAFE | 404,123 | $1.461M | 0.1% | $4.11 | — | *W EXP 03/30/202 | G6964L115 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,575,000 | $1.457M | 0.1% | $0.77 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | CURO GROUP | 84,537 | $1.437M | 0.1% | $9.67 | — | COM | 23131L107 |
| — | FOLEY TRASIMENE ACQUISITION | 690,340 | $1.432M | 0.1% | $2.07 | — | *W EXP 05/26/202 | 34431F112 |
| — | KNOWLES CORP | 1,250,000 | $1.388M | 0.1% | $1.11 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | JOYY INC | 1,360,000 | $1.377M | 0.1% | $1.06 | — | NOTE 3.000% 6/1 | 98426TAD8 |
| — | ALGONQUIN POWER AND UTILITIES $7.75 | 27,700 | $1.372M | 0.1% | $49.53 | — | UNIT 99/99/9999 | 015857873 |
| FOACW | FINANCE OF AMERICA COMPANIES | 1,012,171 | $1.351M | 0.1% | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | OIL STATES INTERNATIONAL INC. | 1,350,000 | $1.272M | 0.1% | $0.47 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | CHEESECAKE FACTORY | 1,280,000 | $1.265M | 0.1% | $0.99 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | CHURCHILL CAPITAL CORP IV | 77,500 | $1.233M | 0.1% | $11.28 | — | *W EXP 08/04/202 | 171439110 |
| — | SHIP FINANCE INTERNATIONAL | 1,225,000 | $1.216M | 0.1% | $0.88 | — | NOTE 4.875% 5/0 | 824689AG8 |
| TCOM 1.5 07/01/27 MTN | TRIP.COM GROUP (REG S) | 850,000 | $1.213M | 0.1% | $1.43 | — | DEBT 1.500% 7/0 | G9066FAA9 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. | 1,150,000 | $1.176M | 0.1% | $1.02 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | OMEROS | 1,000,000 | $1.117M | 0.1% | $0.84 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | 1,000,000 | $1.021M | 0.1% | $1.04 | — | NOTE 1.000% 9/1 | 90184LAD4 | |
| — | TEAM | 1,046,000 | $1.008M | 0.1% | $0.99 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | DISH NETWORK | 1,000,000 | $973K | 0.1% | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | LIBERTY INTERACTIVE LLC (PCS) | 1,266,000 | $962K | 0.1% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | BOOKING HOLDINGS | 678,000 | $958K | 0.1% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SALIENT MIDSTREAM & MLP FUND | 156,650 | $934K | 0.1% | $6.65 | — | SH BEN INT | 79471V105 |
| — | NABORS INDUSTRIES INC | 1,250,000 | $931K | 0.1% | $0.76 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | INTERCEPT PHARMACEUTICALS | 1,000,000 | $906K | 0.1% | $0.80 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | LANDSEA HOMES | 2,916,304 | $868K | 0.1% | $0.26 | — | *W EXP 01/07/202 | 51509P111 |
| — | AUSTERLITZ ACQUISITION | 486,936 | $852K | 0.1% | $1.75 | — | *W EXP 02/19/202 | G0633D125 |
| — | LIBERTY LATIN AMERICA | 800,000 | $808K | 0.1% | $0.82 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | PDC ENERGY INC | 777,000 | $773K | 0.1% | $0.96 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 750,000 | $748K | 0.1% | $0.84 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | CURIOSITYSTREAM | 147,357 | $673K | 0.1% | $4.29 | — | *W EXP 10/14/202 | 23130Q115 |
| — | MFA FINANCIAL | 518,000 | $526K | 0.0% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $507K | 0.0% | $11.89 | — | COM | 09255X100 |
| — | SUPERNUS PHARMACEUTICALS | 500,000 | $494K | 0.0% | $0.82 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | CANO HEALTH | 129,450 | $487K | 0.0% | $3.76 | — | *W EXP 06/03/202 | 13781Y111 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $451K | 0.0% | $9.02 | — | COM SHS | 6706EN100 |
| EPD | ENTERPRISE PRODUCTS PARTNERS, L.P. | 14,710 | $355K | 0.0% | $14.28 | — | COM | 293792107 |
| — | INSMED | 330,000 | $347K | 0.0% | $0.92 | — | NOTE 1.750% 1/1 | 457669AA7 |
| UBER | UBER TECHNOLOGIES | 6,804 | $341K | 0.0% | $55.80 | -6.4% | COM | 90353T100 |
| — | CONMED CORP | 200,000 | $323K | 0.0% | $1.28 | — | NOTE 2.625% 2/0 | 207410AF8 |
| BFLYW | BUTTERFLY NETWORK | 50,211 | $245K | 0.0% | $4.88 | — | *W EXP 02/12/202 | 124155110 |
| — | SOFI TECHNOLOGIES | 27,970 | $240K | 0.0% | $8.58 | — | *W EXP 05/28/202 | 83406F110 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $238K | 0.0% | $18.49 | — | UNIT LTD PARTN | 371927104 |
| WSC | WILLSCOT MOBILE MINI HOLDINGS | 8,470 | $236K | 0.0% | $15.98 | +79.9% | COM CL A | 971378104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $229K | 0.0% | $16.96 | — | COM | 037636107 |
| RUN | SUNRUN | 3,392 | $189K | 0.0% | $69.49 | -30.5% | COM | 86771W105 |
| — | EATON VANCE SENIOR INCOME TRUST | 27,689 | $188K | 0.0% | $4.60 | — | SH BEN INT | 27826S103 |
| WFRD | WEATHERFORD INT'L | 9,512 | $173K | 0.0% | $13.22 | 0.0% | ORD SHS | G48833118 |
| — | MUDRICK CAPITAL ACQUISITION | 21,800 | $92,000 | 0.0% | $4.22 | — | *W EXP 09/10/202 | 62477L115 |
| — | FORUM ENERGY TECHNOLOGIES | 92,399 | $92,000 | 0.0% | $1.00 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| XPHDX | PIONEER FLOATING RATE TRUST | 6,511 | $78,000 | 0.0% | $11.98 | — | COM | 72369J102 |
| — | DASEKE | 628,209 | $73,000 | 0.0% | $0.82 | — | *W EXP 02/27/202 | 23753F115 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 4,000 | $53,000 | 0.0% | $13.25 | — | COM | 27828V104 |
| — | DEXCOM INC | 50,000 | $52,000 | 0.0% | $1.04 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 3,007 | $45,000 | 0.0% | $14.97 | — | COM | 67074X107 |
| — | PERSHING SQUARE TONTINE | 6,600 | $41,000 | 0.0% | $6.21 | — | *W EXP 07/24/202 | 71531R117 |
| LEVWQ | LION ELECTRIC | 3,405 | $23,000 | 0.0% | $6.75 | — | *W EXP 05/06/202 | 536221112 |
| — | NUVEEN FLOATING RATE INCOME FUND | 1,000 | $10,000 | 0.0% | $10.00 | — | COM | 67072T108 |
| SKILW | SKILLSOFT | 1,500 | $3,000 | 0.0% | $2.00 | — | *W EXP 06/11/202 | 83066P119 |