CIK: 0001009012 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 4, 2023
Total Value ($000): $1,099 (14.7% shares, 85.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES | 69,750,000 | $64 | 5.9% | $1.03 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SOUTHWEST AIRLINES | 54,140,000 | $62 | 5.6% | $0.84 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | SSR MINING | 53,560,000 | $59 | 5.4% | $0.89 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | NRG ENERGY | 39,636,000 | $41 | 3.7% | $0.63 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | JAZZ INVESTMENTS I | 36,360,000 | $40 | 3.7% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | PARSONS | 35,675,000 | $40 | 3.6% | $0.71 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | FORD MOTOR | 37,585,000 | $38 | 3.4% | $0.96 | — | NOTE 3/1 | 345370CZ1 |
| — | SOLAREDGE TECHNOLOGIES | 26,020,000 | $34 | 3.1% | $1.07 | — | NOTE 9/1 | 83417MAD6 |
| — | ENPHASE ENERGY | 32,100,000 | $33 | 3.0% | $0.00 | — | NOTE 3/0 | 29355AAH0 |
| — | MGP INGREDIENTS | 26,517,000 | $31 | 2.8% | $0.00 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | KAMAN | 29,352,000 | $28 | 2.5% | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | DATADOG | 23,950,000 | $26 | 2.4% | $0.00 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | TYLER TECHNOLOGIES | 26,389,000 | $25 | 2.3% | $0.88 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | MIDDLEBY | 20,200,000 | $25 | 2.3% | $1.26 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | DEXCOM INC | 22,277,000 | $24 | 2.2% | $0.47 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | CRACKER BARREL OLD COUNTRY STORE | 25,738,000 | $23 | 2.1% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | MESA LABORATORIES | 23,977,000 | $22 | 2.0% | $0.97 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | BRAEMAR HOTELS & RESORTS | 23,260,000 | $21 | 1.9% | $0.95 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | JOHN BEAN TECHNOLOGIES | 23,291,000 | $21 | 1.9% | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | AIR TRANSPORT SERVICES GROUP | 22,373,000 | $21 | 1.9% | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | CYBERARK SOFTWARE | 18,929,000 | $21 | 1.9% | $0.79 | — | NOTE 11/1 | 23248VAB1 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $20 | 1.9% | $6.81 | — | COM | 674599162 |
| — | PEBBLEBROOK HOTEL TRUST | 22,535,000 | $19 | 1.7% | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ARES CAPITAL | 19,021,000 | $19 | 1.7% | $0.34 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BILL.COM HOLDINGS | 17,025,000 | $16 | 1.4% | $0.50 | — | NOTE 12/0 | 090043AB6 |
| — | PETIQ | 16,795,000 | $15 | 1.3% | $1.15 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | LUMENTUM HOLDINGS | 16,202,000 | $14 | 1.3% | $1.17 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | URBAN ONE CLASS D | 2,443,683 | $13 | 1.2% | $2.33 | — | CL D NON VTG | 91705J204 |
| — | LIBERTY MEDIA (SIRIUS XM BASKET) | 11,999,000 | $13 | 1.2% | $0.00 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | BANK OF AMERICA | 10,486 | $12 | 1.1% | $1310.98 | — | 7.25%CNV PFD L | 060505682 |
| — | INNOVATE | 12,363,000 | $10 | 0.9% | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | NCL CORPORATION | 13,175,000 | $9 | 0.9% | $0.00 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | HELIX ENERGY SOLUTIONS GROUP | 6,704,000 | $9 | 0.8% | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | VAREX IMAGING | 7,676,000 | $8 | 0.8% | $0.00 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| BHR | BRAEMAR HOTELS & RESORTS | 2,101,511 | $8 | 0.7% | $5.53 | — | COM | 10482B101 |
| — | HALOZYME THERAPEUTICS | 9,443,000 | $8 | 0.7% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | GARRETT MOTION | 801,351 | $7 | 0.6% | $7.82 | — | PFD CONV SER A | 366505204 |
| UAN | CVR PARTNERS | 76,700 | $7 | 0.6% | $131.16 | — | COM | 126633205 |
| — | WESTROCK COFFEE | 2,765,745 | $7 | 0.6% | $1.05 | — | *W EXP 08/29/202 | 96145W111 |
| — | AKAMAI TECHNOLOGIES | 6,585,000 | $7 | 0.6% | $1.08 | — | NOTE 1.125%10/1 | 00971TAJ0 |
| — | GUARDANT HEALTH | 9,735,000 | $7 | 0.6% | $0.48 | — | NOTE 11/1 | 40131MAB5 |
| — | CONMED | 4,500,000 | $6 | 0.5% | $0.56 | — | NOTE 2.625% 2/0 | 207410AF8 |
| VUSB | VANGUARD ULTRA SHORT BOND | 100,000 | $5 | 0.4% | $0.05 | — | VANGUARD ULTRA | 92203C303 |
| — | PETIQ | 430,392 | $5 | 0.4% | $6.90 | — | COM CL A | 71639T106 |
| ICSH | BLACKROCK ULTRA SHORTTERM BOND | 96,846 | $5 | 0.4% | $0.05 | — | BLACKROCK ULTRA | 46434V878 |
| CCO | CLEAR CHANNEL HOLDINGS | 4,047,637 | $5 | 0.4% | $2.56 | -42.5% | COM | 18453H106 |
| CMLS | CUMULUS MEDIA | 1,315,617 | $5 | 0.4% | $11.71 | -52.0% | COM CL A | 231082801 |
| — | AIRBNB | 5,190,000 | $5 | 0.4% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | URBAN ONE CLASS A | 585,978 | $4 | 0.4% | $5.46 | — | CL A | 91705J105 |
| — | HESKA | 3,346,000 | $4 | 0.4% | $0.00 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| SKIN | BEAUTY HEALTH | 342,404 | $4 | 0.4% | $15.17 | -23.7% | COM CL A | 88331L108 |
| — | SUMMIT HOTEL PROPERTIES | 5,035,000 | $4 | 0.4% | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | KAYNE ANDERSON ENERGY INFRASTRUCTURE FUND | 468,507 | $4 | 0.4% | $8.35 | — | COM | 486606106 |
| — | PALO ALTO NETWORKS | 2,000,000 | $4 | 0.4% | $0.00 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,750,000 | $4 | 0.4% | $0.00 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | STRIDE | 3,622,000 | $4 | 0.3% | $0.59 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | ETSY | 2,500,000 | $4 | 0.3% | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | CNX RESOURCES | 2,500,000 | $3 | 0.3% | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | PALO ALTO NETWORKS | 1,500,000 | $3 | 0.3% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $3 | 0.3% | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| PFIX | SIMPLIFY INTEREST RATE HEDGE | 52,380 | $3 | 0.3% | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| — | PEABODY ENERGY | 2,000,000 | $3 | 0.3% | $0.00 | — | NOTE 3.250% 3/0 ADDED | 704551AD2 |
| — | INSULET CORP | 2,000,000 | $3 | 0.3% | $0.00 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | ZILLOW GROUP | 2,500,000 | $3 | 0.3% | $0.00 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| ODV | OSISKO DEVELOPMENT | 600,000 | $3 | 0.3% | $4.63 | +2.4% | COM NEW | 68828E809 |
| — | PAGERDUTY | 2,500,000 | $3 | 0.3% | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | GDL FUND | 355,151 | $3 | 0.3% | $5.14 | — | COM SH BEN IT | 361570104 |
| — | KAYNE ANDERSON NEXTGEN ENERGY & INFRA | 357,252 | $3 | 0.2% | $8.50 | — | COM | 48661E108 |
| — | KBR | 1,250,000 | $3 | 0.2% | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | EURONET WORLDWIDE | 2,775,000 | $3 | 0.2% | $1.11 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | MONGODB | 2,000,000 | $3 | 0.2% | $0.00 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| AM | ANTERO MIDSTREAM | 225,000 | $2 | 0.2% | $4.34 | +101.7% | COM | 03676B102 |
| — | PROSPECT CAPITAL | 2,382,000 | $2 | 0.2% | $1.00 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | GRANITE RIDGE RESOURCES | 3,482,752 | $2 | 0.2% | $0.00 | — | *W EXP 10/24/202 | 387432115 |
| STKL | SUNOPTA | 288,539 | $2 | 0.2% | $9.44 | -15.2% | COM | 8676EP108 |
| — | SANDSTORM GOLD | 370,000 | $2 | 0.2% | $0.01 | — | COM NEW | 80013R206 |
| — | SPLUNK | 2,170,000 | $2 | 0.2% | $1.19 | — | NOTE 1.125% 9/1 | 848637AD6 |
| GETY | GETTY IMAGES HOLDING | 401,978 | $2 | 0.2% | $5.58 | -0.5% | CL A COM | 374275105 |
| RUMBW | RUMBLE | 896,540 | $2 | 0.2% | $1.87 | — | *W EXP 09/16/202 | 78137L113 |
| — | BLOCK | 2,000,000 | $2 | 0.2% | $1.10 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | GOLDMAN SACHS MLP & ENERGY RENAISSANCE FUND | 145,547 | $2 | 0.2% | $7.59 | — | COM | 38148G206 |
| — | IMAX | 2,000,000 | $2 | 0.2% | $0.89 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | LANDSEA HOMES | 305,533 | $2 | 0.2% | $9.50 | — | COM | 51509P103 |
| — | NCL CORPORATION | 1,700,000 | $2 | 0.2% | $0.85 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | INDIE SEMICONDUCTOR | 570,145 | $2 | 0.2% | $0.00 | — | *W EXP 06/10/202 | 45569U119 |
| — | SPLUNK | 2,000,000 | $2 | 0.2% | $0.79 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | MIRION TECHNOLOGIES | 981,613 | $2 | 0.1% | $0.99 | — | *W EXP 10/20/202 | 60471A119 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1 | 0.1% | $8.87 | — | COM SHS | 67073D102 |
| — | INTEGRA LIFESCIENCES HOLDINGS | 1,500,000 | $1 | 0.1% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| TTT | PROSHARES | 23,100 | $1 | 0.1% | $40.68 | — | ULSH 20YRTRE NEW | 74347G887 |
| — | RICE ACQUISITION CORP II A | 920,000 | $1 | 0.1% | $0.00 | — | *W EXP 99/99/999 | G75529126 |
| — | SHIFT4 PAYMENTS | 1,100,000 | $1 | 0.1% | $0.95 | — | NOTE 12/1 | 82452JAB5 |
| DJTWW | DIGITAL WORLD ACQUISITION | 384,865 | $1 | 0.1% | $14.33 | — | *W EXP 06/30/202 | 25400Q113 |
| — | CHEFS WAREHOUSE | 1,033,000 | $1 | 0.1% | $1.07 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | SMART GLOBAL HOLDINGS | 1,000,000 | $1 | 0.1% | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,288,000 | $1 | 0.1% | $0.00 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| HTZWW | HERTZ GLOBAL | 113,190 | $1 | 0.1% | $13.04 | — | *W EXP 06/30/205 | 42806J148 |
| — | FREYR BATTERY | 346,411 | $1 | 0.1% | $2.81 | — | *W EXP 09/01/202 | L4135L118 |
| — | ETSY | 1,000,000 | $1 | 0.1% | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 20,148 | $1 | 0.1% | $44.11 | — | UNIT 05/07/2051 | 64944P307 |
| — | ILLUMINA | 820,000 | $1 | 0.1% | $1.12 | — | NOTE 8/1 | 452327AK5 |
| — | TEAM | 871,000 | $1 | 0.1% | $0.99 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | CANO HEALTH | 5,234,094 | $1 | 0.1% | $0.37 | — | *W EXP 06/03/202 | 13781Y111 |
| — | EXPEDIA GROUP | 860,000 | $1 | 0.1% | $0.87 | — | NOTE 2/1 | 30212PBE4 |
| BRCC | BRC | 137,123 | $1 | 0.1% | $12.00 | -47.7% | COM CL A | 05601U105 |
| PCTTW | PURECYCLE TECHNOLOGIES | 210,297 | $1 | 0.1% | $2.12 | — | *W EXP 03/17/202 | 74623V111 |
| GRNT | GRANITE RIDGE RESOURCES | 105,994 | $1 | 0.1% | $7.52 | -10.1% | COM | 387432107 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $0 | 0.0% | $11.89 | — | COM | 09255X100 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 14,710 | $0 | 0.0% | $14.28 | — | COM | 293792107 |
| — | LANDSEA HOMES | 2,501,755 | $0 | 0.0% | $0.26 | — | *W EXP 01/08/202 | 51509P111 |
| — | DISH NETWORK | 323,000 | $0 | 0.0% | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 319,000 | $0 | 0.0% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | RLJ LODGING TRUST | 11,046 | $0 | 0.0% | $27.63 | — | CUM CONV PFD A | 74965L200 |
| LANV/WS | LANVIN GROUP | 730,173 | $0 | 0.0% | $0.00 | — | *W EXP 01/14/202 | G5380J118 |
| — | OKTA | 290,000 | $0 | 0.0% | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | BLOCK | 300,000 | $0 | 0.0% | $0.00 | — | NOTE 5/0 | 852234AJ2 |
| — | TH INTERNATIONAL | 58,660 | $0 | 0.0% | $0.00 | — | ORDINARY SHARES | G8656L106 |
| — | RINGCENTRAL | 288,000 | $0 | 0.0% | $0.43 | — | NOTE 3/1 | 76680RAH0 |
| GEL | GENESIS ENERGY | 20,500 | $0 | 0.0% | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | LYFT INC (144A) | 250,000 | $0 | 0.0% | $0.00 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | CHEGG | 257,000 | $0 | 0.0% | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | DOCUSIGN | 200,000 | $0 | 0.0% | $0.93 | — | NOTE 1/1 | 256163AD8 |
| ET | ENERGY TRANSFER | 15,000 | $0 | 0.0% | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $0 | 0.0% | $16.96 | — | COM | 037636107 |
| — | SEA LIMITED | 220,000 | $0 | 0.0% | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | NATIONAL CINEMEDIA | 1,264,938 | $0 | 0.0% | $1.05 | — | COM | 635309107 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 20,000 | $0 | 0.0% | $4.12 | +89.6% | COM | 42330P107 |
| — | TH INTERNATIONAL | 277,509 | $0 | 0.0% | $0.00 | — | *W EXP 09/28/202 | G8656L114 |
| — | FINANCE OF AMERICA COMPANIES | 106,144 | $0 | 0.0% | $2.43 | — | COM CL A | 31738L107 |
| BFLY | BUTTERFLY NETWORK | 50,000 | $0 | 0.0% | $3.59 | -34.9% | COM CL A | 124155102 |
| FOACW | FINANCE OF AMERICA COMPANIES | 502,865 | $0 | 0.0% | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | BETTER WORLD ACQUISITION | 539,596 | $0 | 0.0% | $0.00 | — | *W EXP 11/15/202 | 08772B112 |
| PSEWF | PAYSAFE | 546,914 | $0 | 0.0% | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| — | LIBERTY INTERACTIVE (TMOBILE BASKET) | 266,000 | $0 | 0.0% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| ARQQW | ARQIT QUANTUM | 89,724 | $0 | 0.0% | $4.48 | — | *W EXP 09/03/202 | G0567U119 |
| — | CANO HEALTH | 25,000 | $0 | 0.0% | $0.00 | — | COM CL A | 13781Y103 |
| — | POLESTAR AUTOMOTIVE | 24,495 | $0 | 0.0% | $1.67 | — | ADS C-1 | 731105102 |
| — | MOTIVE CAPITAL | 125,193 | $0 | 0.0% | $0.41 | — | *W EXP 99/99/999 | G6293R114 |
| AIIOW | NWTN | 64,571 | $0 | 0.0% | $0.00 | — | *W EXP 12/31/202 | G6693P114 |
| JSPRW | JASPER THERAPEUTICS | 65,456 | $0 | 0.0% | $1.42 | — | *W EXP 09/24/202 | 471871111 |
| — | VAHANNA TECH EDGE ACQUISITION | 150,602 | $0 | 0.0% | $0.33 | — | *W EXP 11/30/202 | G9320Z117 |