Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 7, 2023
Total Value: $1.097B (14.0% shares, 86.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES | 61,205,000 | $70.68M | 6.4% | $1.15 | $1.21 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | AKAMAI TECHNOLOGIES | 68,620,000 | $66.58M | 6.1% | $0.97 | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SSR MINING | 58,350,000 | $64.11M | 5.8% | $1.10 | $1.14 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | PARSONS | 47,932,000 | $55.08M | 5.0% | $1.15 | $1.07 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | NRG ENERGY | 39,316,000 | $41.58M | 3.8% | $1.06 | $1.06 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | JAZZ INVESTMENTS I | 38,885,000 | $39.61M | 3.6% | $1.02 | $1.26 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | SOLAREDGE TECHNOLOGIES | 30,889,000 | $36.77M | 3.4% | $1.19 | $1.16 | — | NOTE 9/1 | 83417MAD6 |
| — | MGP INGREDIENTS | 26,457,000 | $32.87M | 3.0% | $1.24 | $1.22 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | ENPHASE ENERGY | 31,740,000 | $29.94M | 2.7% | $0.94 | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | MIDDLEBY | 23,700,000 | $29.54M | 2.7% | $1.25 | $1.28 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | KAMAN | 28,284,000 | $27.32M | 2.5% | $0.97 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | CYBERARK SOFTWARE | 22,104,000 | $25.14M | 2.3% | $1.14 | $1.12 | — | NOTE 11/1 | 23248VAB1 |
| — | DEXCOM INC | 22,132,000 | $23.65M | 2.2% | $1.07 | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | TYLER TECHNOLOGIES | 22,764,000 | $23.59M | 2.2% | $1.04 | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | FORD MOTOR | 20,910,000 | $22.88M | 2.1% | $1.09 | $0.98 | — | NOTE 3/1 | 345370CZ1 |
| — | ARES CAPITAL | 22,213,000 | $22.34M | 2.0% | $1.01 | $1.03 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | CRACKER BARREL OLD COUNTRY STORE | 25,868,000 | $22.02M | 2.0% | $0.85 | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | JOHN BEAN TECHNOLOGIES | 22,916,000 | $21.83M | 2.0% | $0.95 | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | BRAEMAR HOTELS & RESORTS | 23,260,000 | $21.73M | 2.0% | $0.93 | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | MESA LABORATORIES | 23,777,000 | $21.36M | 1.9% | $0.90 | $1.02 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | PEBBLEBROOK HOTEL TRUST | 22,375,000 | $19.01M | 1.7% | $0.85 | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| OXY/WS | OCCIDENTAL PETROLEUM | 500,000 | $18.44M | 1.7% | $36.88 | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | ASCENDIS PHARMA A/S | 18,785,000 | $17.16M | 1.6% | $0.91 | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | BILL.COM HOLDINGS | 16,040,000 | $16.81M | 1.5% | $1.05 | $1.06 | — | NOTE 12/0 | 090043AB6 |
| — | LIBERTY MEDIA (SIRIUS XM BASKET) | 13,819,000 | $16.08M | 1.5% | $1.16 | $1.09 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | VAREX IMAGING | 12,331,000 | $15.79M | 1.4% | $1.28 | $1.17 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | DATADOG | 12,350,000 | $15.35M | 1.4% | $1.24 | $1.09 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | PETIQ | 16,615,000 | $15.27M | 1.4% | $0.92 | $1.16 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | URBAN ONE CLASS D | 2,443,683 | $14.66M | 1.3% | $6.00 | $2.33 | — | CL D NON VTG | 91705J204 |
| — | HELIX ENERGY SOLUTIONS GROUP | 7,704,000 | $10.23M | 0.9% | $1.33 | $0.87 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | WESTROCK COFFEE | 2,823,651 | $8.457M | 0.8% | $3.00 | $1.70 | — | *W EXP 08/29/202 | 96145W111 |
| BHR | BRAEMAR HOTELS & RESORTS | 2,101,511 | $8.448M | 0.8% | $4.02 | $5.73 | — | COM | 10482B101 |
| — | IMAX | 9,027,000 | $8.303M | 0.8% | $0.92 | $0.91 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | INNOVATE | 12,363,000 | $8.036M | 0.7% | $0.65 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | INTERDIGITAL | 5,820,000 | $7.898M | 0.7% | $1.36 | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | HALOZYME THERAPEUTICS | 9,418,000 | $7.85M | 0.7% | $0.83 | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| GRNT | GRANITE RIDGE RESOURCES | 1,044,274 | $6.924M | 0.6% | $6.63 * | $6.16 | -2.5% | COM | 387432107 |
| GTX | GARRETT MOTION | 876,184 | $6.633M | 0.6% | $7.57 * | $8.02 | 0.0% | COM | 366505105 |
| UAN | CVR PARTNERS | 76,700 | $6.188M | 0.6% | $80.68 | $131.16 | — | COM | 126633205 |
| CMLS | CUMULUS MEDIA | 1,458,428 | $5.98M | 0.5% | $4.10 * | $10.89 | -69.1% | COM CL A | 231082801 |
| — | STRIDE | 6,092,000 | $5.854M | 0.5% | $0.96 | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| CCO | CLEAR CHANNEL HOLDINGS | 4,047,637 | $5.545M | 0.5% | $1.37 * | $2.56 | -51.5% | COM | 18453H106 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,150,000 | $5.21M | 0.5% | $1.01 | $1.03 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | PALO ALTO NETWORKS | 2,000,000 | $5.148M | 0.5% | $2.57 | $2.02 | — | NOTE 0.375% 6/0 | 697435AF2 |
| VUSB | VANGUARD ULTRA SHORT BOND | 100,000 | $4.916M | 0.4% | $49.16 | $49.24 | — | VANGUARD ULTRA | 92203C303 |
| ICSH | BLACKROCK ULTRA SHORTTERM BOND (ETF) | 96,846 | $4.871M | 0.4% | $50.30 | $50.15 | — | BLACKROCK ULTRA | 46434V878 |
| — | GUARDANT HEALTH | 6,670,000 | $4.811M | 0.4% | $0.72 | $0.74 | — | NOTE 11/1 | 40131MAB5 |
| — | CONMED | 4,290,000 | $4.796M | 0.4% | $1.12 | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | PETIQ | 308,775 | $4.684M | 0.4% | $15.17 | $6.90 | — | COM CL A | 71639T106 |
| — | CUTERA | 7,140,000 | $4.46M | 0.4% | $0.62 | $0.62 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | CONMED | 2,500,000 | $3.895M | 0.4% | $1.56 | $1.16 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | KAYNE ANDERSON ENERGY INFRASTRUCTURE FUND | 468,507 | $3.814M | 0.3% | $8.14 | $8.35 | — | COM | 486606106 |
| — | SUMMIT HOTEL PROPERTIES | 4,415,000 | $3.772M | 0.3% | $0.85 | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | CNX RESOURCES | 2,500,000 | $3.688M | 0.3% | $1.48 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| NPWR/WS | NET POWER | 1,066,709 | $3.621M | 0.3% | $3.39 | $3.39 | — | *W EXP 06/08/202 | 64107A113 |
| — | URBAN ONE CLASS A | 585,978 | $3.51M | 0.3% | $5.99 | $5.46 | — | CL A | 91705J105 |
| PFIX | SIMPLIFY INTEREST RATE HEDGE | 52,380 | $3.288M | 0.3% | $62.77 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| — | KBR | 1,250,000 | $3.205M | 0.3% | $2.56 | $1.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ZILLOW GROUP | 2,500,000 | $3.15M | 0.3% | $1.26 | $1.18 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $2.995M | 0.3% | $19.74 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | ETSY | 2,500,000 | $2.966M | 0.3% | $1.19 | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | TH INTERNATIONAL | 1,028,587 | $2.952M | 0.3% | $2.87 | $2.94 | — | ORDINARY SHARES | G8656L106 |
| — | AIRBNB | 3,360,000 | $2.945M | 0.3% | $0.88 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| ODV | OSISKO DEVELOPMENT | 625,200 | $2.87M | 0.3% | $4.59 * | $4.64 | +5.5% | COM NEW | 68828E809 |
| SKIN | BEAUTY HEALTH | 342,404 | $2.866M | 0.3% | $8.37 * | $15.17 | -31.5% | COM CL A | 88331L108 |
| — | GDL FUND | 355,151 | $2.786M | 0.3% | $7.84 | $8.49 | — | COM SH BEN IT | 361570104 |
| — | INSULET | 2,000,000 | $2.756M | 0.3% | $1.38 | $1.42 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PEABODY ENERGY | 2,000,000 | $2.702M | 0.2% | $1.35 | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| AM | ANTERO MIDSTREAM | 225,000 | $2.61M | 0.2% | $11.60 * | $4.34 | +106.0% | COM | 03676B102 |
| — | KAYNE ANDERSON NEXTGEN ENERGY & INFRA | 357,252 | $2.536M | 0.2% | $7.10 | $9.68 | — | COM | 48661E108 |
| — | PAGERDUTY | 2,500,000 | $2.383M | 0.2% | $0.95 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | ENPHASE ENERGY | 2,500,000 | $2.359M | 0.2% | $0.94 | $0.94 | — | NOTE 3/0 | 29355AAK3 |
| — | SPLUNK | 2,170,000 | $2.179M | 0.2% | $1.00 | $1.19 | — | NOTE 1.125% 9/1 | 848637AD6 |
| RUMBW | RUMBLE | 918,673 | $1.948M | 0.2% | $2.12 | $2.43 | — | *W EXP 09/16/202 | 78137L113 |
| STKL | SUNOPTA | 288,539 | $1.93M | 0.2% | $6.69 * | $9.44 | -20.3% | COM | 8676EP108 |
| — | SANDSTORM GOLD | 370,000 | $1.894M | 0.2% | $5.12 | $5.40 | — | COM NEW | 80013R206 |
| — | AIR TRANSPORT SERVICES GROUP | 2,000,000 | $1.892M | 0.2% | $0.95 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | BLOCK | 2,000,000 | $1.89M | 0.2% | $0.94 | $1.10 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | MIRION TECHNOLOGIES | 982,613 | $1.744M | 0.2% | $1.77 | $1.27 | — | *W EXP 10/20/202 | 60471A119 |
| — | SEA LIMITED | 1,700,000 | $1.735M | 0.2% | $1.02 | $1.02 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | SPLUNK | 2,000,000 | $1.734M | 0.2% | $0.87 | $0.79 | — | NOTE 1.125% 6/1 | 848637AF1 |
| TTT | PROSHARES ULTRAPRO SHORT 20 YEAR 3X TREASURY | 23,100 | $1.519M | 0.1% | $65.76 | $40.68 | — | ULSH 20YRTRE NEW | 74347G887 |
| — | SMART GLOBAL HOLDINGS | 1,000,000 | $1.503M | 0.1% | $1.50 | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 291,105 | $1.47M | 0.1% | $5.05 | $8.87 | — | COM SHS | 67073D102 |
| — | INDIE SEMICONDUCTOR | 607,800 | $1.453M | 0.1% | $2.39 | $2.23 | — | *W EXP 06/10/202 | 45569U119 |
| — | INTEGRA LIFESCIENCES HOLDINGS | 1,500,000 | $1.371M | 0.1% | $0.91 | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | GOLDMAN SACHS MLP & ENERGY RENAISSANCE FUND | 81,345 | $1.276M | 0.1% | $15.69 | $12.36 | — | COM | 38148G206 |
| — | SHIFT4 PAYMENTS | 1,100,000 | $1.198M | 0.1% | $1.09 | $0.95 | — | NOTE 12/1 | 82452JAB5 |
| — | CANO HEALTH | 5,234,094 | $1.178M | 0.1% | $0.23 | $0.56 | — | *W EXP 06/03/202 | 13781Y111 |
| PCTTW | PURECYCLE TECHNOLOGIES | 267,037 | $1.155M | 0.1% | $4.33 | $3.18 | — | *W EXP 03/17/202 | 74623V111 |
| HTZWW | HERTZ GLOBAL | 113,190 | $1.148M | 0.1% | $10.14 | $13.04 | — | *W EXP 06/30/205 | 42806J148 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,288,000 | $1.132M | 0.1% | $0.88 | $0.80 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | CHEFS WAREHOUSE | 1,033,000 | $1.088M | 0.1% | $1.05 | $1.10 | — | NOTE 1.875%12/0 | 163086AB7 |
| DJTWW | DIGITAL WORLD ACQUISITION | 384,865 | $1.016M | 0.1% | $2.64 | $14.33 | — | *W EXP 06/30/202 | 25400Q113 |
| — | FREYR BATTERY | 346,411 | $1.008M | 0.1% | $2.91 | $3.63 | — | *W EXP 09/01/202 | L4135L118 |
| — | ILLUMINA | 820,000 | $814K | 0.1% | $0.99 | $1.12 | — | NOTE 8/1 | 452327AK5 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 20,148 | $813K | 0.1% | $40.35 | $44.11 | — | UNIT 05/07/2051 | 64944P307 |
| — | BROOKDALE SENIOR LIVING | 1,000,000 | $790K | 0.1% | $0.79 | $0.79 | — | NOTE 2.000%10/1 | 112463AC8 |
| — | EURONET WORLDWIDE | 800,000 | $781K | 0.1% | $0.98 | $1.11 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | PROSPECT CAPITAL | 782,000 | $777K | 0.1% | $0.99 | $1.00 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | ETSY | 1,000,000 | $774K | 0.1% | $0.77 | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | EXPEDIA GROUP | 860,000 | $755K | 0.1% | $0.88 | $0.87 | — | NOTE 2/1 | 30212PBE4 |
| BRCC | BRC | 137,123 | $708K | 0.1% | $5.16 * | $12.00 | -55.9% | COM CL A | 05601U105 |
| — | LANDSEA HOMES | 2,303,532 | $635K | 0.1% | $0.28 | $0.26 | — | *W EXP 01/08/202 | 51509P111 |
| — | WESTERN DIGITAL | 500,000 | $485K | 0.0% | $0.97 | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $467K | 0.0% | $12.20 | $11.89 | — | COM | 09255X100 |
| — | NATIONAL CINEMEDIA | 1,264,938 | $426K | 0.0% | $0.34 | $1.05 | — | COM | 635309107 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 14,710 | $388K | 0.0% | $26.38 | $14.28 | — | COM | 293792107 |
| — | ARKO | 251,013 | $355K | 0.0% | $1.41 | $1.41 | — | *W EXP 12/22/202 | 041242116 |
| LANV/WS | LANVIN GROUP | 1,001,938 | $312K | 0.0% | $0.31 | $0.33 | — | *W EXP 01/14/202 | G5380J118 |
| — | DISH NETWORK | 323,000 | $288K | 0.0% | $0.89 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 319,000 | $284K | 0.0% | $0.89 | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | OKTA | 290,000 | $250K | 0.0% | $0.86 | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | BLOCK | 300,000 | $249K | 0.0% | $0.83 | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | RINGCENTRAL | 288,000 | $240K | 0.0% | $0.83 | $0.86 | — | NOTE 3/1 | 76680RAH0 |
| — | LYFT INC (144A) | 250,000 | $225K | 0.0% | $0.90 | $0.88 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | DOCUSIGN | 200,000 | $194K | 0.0% | $0.97 | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | CHEGG | 257,000 | $193K | 0.0% | $0.75 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| ET | ENERGY TRANSFER | 15,000 | $190K | 0.0% | $12.67 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $187K | 0.0% | $12.89 | $16.96 | — | COM | 037636107 |
| — | SEA LIMITED | 220,000 | $177K | 0.0% | $0.80 | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 20,000 | $148K | 0.0% | $7.40 * | $4.12 | +72.5% | COM | 42330P107 |
| BFLY | BUTTERFLY NETWORK | 50,000 | $115K | 0.0% | $2.30 * | $3.59 | -37.7% | COM CL A | 124155102 |
| GEL | GENESIS ENERGY | 10,738 | $103K | 0.0% | $9.59 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| FOACW | FINANCE OF AMERICA COMPANIES | 502,865 | $81,000 | 0.0% | $0.16 | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | LIBERTY INTERACTIVE (TMOBILE BASKET) | 266,000 | $64,000 | 0.0% | $0.24 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | WHOLE EARTH BRANDS | 206,114 | $42,000 | 0.0% | $0.20 | $0.20 | — | *W EXP 06/25/202 | 96684W126 |
| — | CANO HEALTH | 25,000 | $35,000 | 0.0% | $1.40 | $1.36 | — | COM CL A | 13781Y103 |
| AMPX/WS | AMPRIUS TECHNOLOGIES | 62,719 | $31,000 | 0.0% | $0.49 | $0.49 | — | *W EXP 09/14/202 | 03214Q116 |
| PSEWF | PAYSAFE | 546,914 | $25,000 | 0.0% | $0.05 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| AIIOW | NWTN | 64,571 | $19,000 | 0.0% | $0.29 | $0.28 | — | *W EXP 12/31/202 | G6693P114 |
| — | POLESTAR AUTOMOTIVE | 24,495 | $17,000 | 0.0% | $0.69 | $1.67 | — | ADS C-1 | 731105102 |
| — | BETTER WORLD ACQUISITION | 638,248 | $11,000 | 0.0% | $0.02 | $0.09 | — | *W EXP 11/15/202 | 08772B112 |
| JSPRW | JASPER THERAPEUTICS | 65,456 | $9,000 | 0.0% | $0.14 | $1.42 | — | *W EXP 09/24/202 | 471871111 |
| — | VAHANNA TECH EDGE ACQUISITION | 150,602 | $6,000 | 0.0% | $0.04 | $0.33 | — | *W EXP 11/30/202 | G9320Z117 |