Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: Jun 4, 2024
Total Value: $754M (13.0% shares, 87.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLS CO | 60,105,000 | $60.66M | 8.0% | $1.01 | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LIBERTY MEDIA CORP DEL | 40,349,000 | $49.67M | 6.6% | $1.23 | $1.23 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | PPL CAP FDG INC | 51,305,000 | $49.2M | 6.5% | $0.96 | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | JAZZ INVESTMENTS I LTD | 46,135,000 | $45.79M | 6.1% | $0.99 | $1.21 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | MGP INGREDIENTS INC NEW | 40,011,000 | $43.33M | 5.7% | $1.08 | $1.20 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | FORD MTR CO DEL | 41,895,000 | $43.32M | 5.7% | $1.03 | $0.99 | — | NOTE 3/1 | 345370CZ1 |
| — | MIDDLEBY CORP | 24,435,000 | $32.12M | 4.3% | $1.31 | $1.27 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | SSR MINING IN | 34,510,000 | $30.91M | 4.1% | $0.90 | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | JOHN BEAN TECHNOLOGIES CORP | 28,176,000 | $26.15M | 3.5% | $0.93 | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | TYLER TEX INDPT SCH DIST | 22,204,000 | $22.39M | 3.0% | $1.01 | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | ALNYLAM PHARMACEUTICALS INC | 22,890,000 | $21.49M | 2.8% | $0.94 | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | BRAEMAR HOTELS & RESORTS INC | 20,490,000 | $17.83M | 2.4% | $0.87 | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | PETIQ INC | 16,775,000 | $16.68M | 2.2% | $0.99 | $1.15 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | ASCENDIS PHARMA A/S | 13,115,000 | $15.16M | 2.0% | $1.16 | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | AKAMAI TECHNOLOGIES INC | 14,070,000 | $14.86M | 2.0% | $1.06 | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | VAREX IMAGING CORP | 12,585,000 | $13.92M | 1.8% | $1.11 | $1.17 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | CONMED CORP | 12,840,000 | $11.77M | 1.6% | $0.92 | $1.01 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | EXPEDIA GROUP INC | 12,387,000 | $11.46M | 1.5% | $0.92 | $0.92 | — | NOTE 2/1 | 30212PBE4 |
| — | BROOKDALE SR LIVING INC | 11,210,000 | $10.98M | 1.5% | $0.98 | $0.96 | — | NOTE 2.000%10/1 | 112463AC8 |
| DJTWW | TRUMP MEDIA & TECHNOLOGY GRO | 366,776 | $10.02M | 1.3% | $27.33 | $14.33 | — | *W EXP 03/25/202 | 25400Q113 |
| — | NCL CORP LTD | 9,900,000 | $9.367M | 1.2% | $0.95 | $0.95 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | KAYNE ANDERSON ENERGY INFRST | 781,787 | $7.826M | 1.0% | $10.01 | $8.52 | — | COM | 486606106 |
| — | NORTHERN OIL & GAS INC | 6,005,000 | $7.311M | 1.0% | $1.22 | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | INTERDIGITAL INC | 5,000,000 | $7.205M | 1.0% | $1.44 | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | WESTROCK COFFEE CO | 3,062,729 | $6.998M | 0.9% | $2.28 | $1.72 | — | *W EXP 08/29/202 | 96145W111 |
| — | URBAN ONE INC | 3,357,350 | $6.849M | 0.9% | $2.04 | $2.25 | — | CL D NON VTG | 91705J204 |
| — | IMAX CORP | 7,240,000 | $6.75M | 0.9% | $0.93 | $0.92 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| GRNT | GRANITE RIDGE RESOURCES INC | 1,036,321 | $6.736M | 0.9% | $6.50 * | $6.16 | -4.8% | COM | 387432107 |
| — | ALLIANT ENERGY CORP | 6,821,000 | $6.731M | 0.9% | $0.99 | $0.99 | — | NOTE 3.875% 3/1 | 018802AC2 |
| UAN | CVR PARTNERS LP | 76,700 | $6.028M | 0.8% | $78.59 | $131.16 | — | COM | 126633205 |
| CMLS | CUMULUS MEDIA INC | 1,458,428 | $5.236M | 0.7% | $3.59 * | $10.89 | -61.4% | COM CL A | 231082801 |
| VUSB | VANGUARD BD INDEX FDS | 100,000 | $4.955M | 0.7% | $49.55 | $49.24 | — | VANGUARD ULTRA | 92203C303 |
| — | CNX RES CORP | 2,500,000 | $4.732M | 0.6% | $1.89 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | SHIFT4 PMTS INC | 5,000,000 | $4.648M | 0.6% | $0.93 | $0.93 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | INNOVATE CORP | 12,203,000 | $4.277M | 0.6% | $0.35 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | MIRION TECHNOLOGIES INC | 1,907,649 | $4.264M | 0.6% | $2.24 | $1.55 | — | *W EXP 10/20/202 | 60471A119 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 2,101,511 | $4.203M | 0.6% | $2.00 | $5.73 | — | COM | 10482B101 |
| — | DATADOG INC | 2,870,000 | $4.051M | 0.5% | $1.41 | $1.10 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| NPWR/WS | NET POWER INC | 1,258,513 | $3.82M | 0.5% | $3.04 | $3.37 | — | *W EXP 06/08/202 | 64107A113 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,262,294 | $3.733M | 0.5% | $1.65 * | $2.56 | -33.4% | COM | 18453H106 |
| — | INSULET CORP | 3,500,000 | $3.65M | 0.5% | $1.04 | $1.23 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | GUARDANT HEALTH INC | 4,840,000 | $3.283M | 0.4% | $0.68 | $0.74 | — | NOTE 11/1 | 40131MAB5 |
| — | DEXCOM INC | 2,965,000 | $3.262M | 0.4% | $1.10 | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| STKL | SUNOPTA INC | 472,242 | $3.244M | 0.4% | $6.87 * | $7.04 | -12.3% | COM | 8676EP108 |
| — | ZILLOW GROUP INC | 2,500,000 | $3.094M | 0.4% | $1.24 | $1.18 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | NUTANIX INC | 2,500,000 | $3.071M | 0.4% | $1.23 | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | GDL FD | 378,222 | $3.011M | 0.4% | $7.96 | $8.47 | — | COM SH BEN IT | 361570104 |
| — | SUMMIT HOTEL PPTYS | 3,311,000 | $2.959M | 0.4% | $0.89 | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 662,136 | $2.956M | 0.4% | $4.46 | $6.82 | — | *W EXP 06/30/205 | 42806J148 |
| — | PEABODY ENGR CORP | 2,000,000 | $2.829M | 0.4% | $1.41 | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | PEBBLEBROOK HOTEL TR | 3,130,000 | $2.817M | 0.4% | $0.90 | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | LANTHEUS HLDGS INC | 2,500,000 | $2.775M | 0.4% | $1.11 | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | ETSY INC | 2,500,000 | $2.648M | 0.4% | $1.06 | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| RUMBW | RUMBLE INC | 1,097,695 | $2.497M | 0.3% | $2.27 | $2.26 | — | *W EXP 09/16/202 | 78137L113 |
| — | RIVIAN AUTOMOTIVE INC | 3,000,000 | $2.424M | 0.3% | $0.81 | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | PAGERDUTY INC | 2,500,000 | $2.404M | 0.3% | $0.96 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | AMERICAN AIRLINES GROUP INC | 2,000,000 | $2.328M | 0.3% | $1.16 | $1.07 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SOLAREDGE TECHNOLOGIES INC | 2,500,000 | $2.281M | 0.3% | $0.91 | $1.13 | — | NOTE 9/1 | 83417MAD6 |
| — | POST HLDGS INC | 2,000,000 | $2.251M | 0.3% | $1.13 | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | INTEGER HLDGS CORP | 1,430,000 | $2.067M | 0.3% | $1.45 | $1.45 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | SOUTHERN CO | 1,800,000 | $1.796M | 0.2% | $1.00 | $1.00 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | CUTERA INC | 7,140,000 | $1.701M | 0.2% | $0.24 | $0.62 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | ON SEMICONDUCTOR CORP | 1,720,000 | $1.697M | 0.2% | $0.99 | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | LIBERTY MEDIA CORP DEL | 1,670,000 | $1.693M | 0.2% | $1.01 | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | CUTERA INC | 7,775,000 | $1.67M | 0.2% | $0.21 | $0.24 | — | NOTE 4.000% 6/0 | 232109AG3 |
| — | ALTAIR ENGR INC | 1,250,000 | $1.644M | 0.2% | $1.32 | $1.06 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | TH INTERNATIONAL LIMITED | 1,376,465 | $1.583M | 0.2% | $1.15 | $2.64 | — | ORDINARY SHARES | G8656L106 |
| — | URBAN ONE INC | 585,978 | $1.582M | 0.2% | $2.70 | $5.46 | — | CL A | 91705J105 |
| SKIN | THE BEAUTY HEALTH COMPANY | 342,404 | $1.52M | 0.2% | $4.44 * | $15.17 | -78.6% | COM CL A | 88331L108 |
| — | SMART GLOBAL HLDGS INC | 1,000,000 | $1.381M | 0.2% | $1.38 | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| HDSN | HUDSON TECHNOLOGIES INC | 125,000 | $1.376M | 0.2% | $11.01 * | $13.02 | 0.0% | COM | 444144109 |
| — | NUVEEN CR STRATEGIES INCOME | 244,762 | $1.363M | 0.2% | $5.57 | $8.87 | — | COM SHS | 67073D102 |
| — | CHEFS WHSE INC | 1,313,000 | $1.357M | 0.2% | $1.03 | $1.07 | — | NOTE 1.875%12/0 | 163086AB7 |
| ODV | OSISKO DEVELOPMENT CORP | 625,200 | $1.332M | 0.2% | $2.13 * | $4.64 | -48.6% | COM NEW | 68828E809 |
| — | SEA LTD | 1,320,000 | $1.325M | 0.2% | $1.00 | $1.02 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | LANDSEA HOMES CORP | 2,194,348 | $943K | 0.1% | $0.43 | $0.26 | — | *W EXP 01/08/202 | 51509P111 |
| — | WELLS FARGO CO NEW | 687 | $833K | 0.1% | $1212.52 | $1114.99 | — | PERP PFD CNV A | 949746804 |
| — | ETSY INC | 1,000,000 | $791K | 0.1% | $0.79 | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| NCMI | NATIONAL CINEMEDIA INC | 130,126 | $670K | 0.1% | $5.15 * | $3.97 | +7.4% | COM NEW | 635309206 |
| PCTTW | PURECYCLE TECHNOLOGIES INC | 343,683 | $660K | 0.1% | $1.92 | $2.88 | — | *W EXP 03/17/202 | 74623V111 |
| PFIX | SIMPLIFY EXCHANGE TRADED FUN | 13,450 | $603K | 0.1% | $44.83 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| BFLY | BUTTERFLY NETWORK INC | 555,749 | $600K | 0.1% | $1.08 | $1.21 | -11.6% | COM CL A | 124155102 |
| — | KAMAN CORP | 563,000 | $562K | 0.1% | $1.00 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | CONTAINER STORE GROUP INC | 470,410 | $536K | 0.1% | $1.14 | $1.80 | — | COM | 210751103 |
| — | RINGCENTRAL INC | 489,000 | $440K | 0.1% | $0.90 | $0.85 | — | NOTE 3/1 | 76680RAH0 |
| EPD | ENTERPRISE PRODS PARTNERS L | 14,710 | $429K | 0.1% | $29.16 | $14.28 | — | COM | 293792107 |
| — | PENNYMAC CORP | 287,000 | $273K | 0.0% | $0.95 | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | BLACKROCK FLOATING RATE INCO | 21,095 | $273K | 0.0% | $12.94 | $11.89 | — | COM | 09255X100 |
| — | NICE LTD | 250,000 | $263K | 0.0% | $1.05 | $1.05 | — | NOTE 9/1 | 653656AB4 |
| AMPX/WS | AMPRIUS TECHNOLOGIES INC | 1,089,409 | $261K | 0.0% | $0.24 | $0.37 | — | *W EXP 09/14/202 | 03214Q116 |
| ET | ENERGY TRANSFER L P | 15,000 | $236K | 0.0% | $15.73 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | RLJ LODGING TR | 9,266 | $229K | 0.0% | $24.71 | $23.99 | — | CUM CONV PFD A | 74965L200 |
| — | SPOTIFY USA INC | 249,000 | $229K | 0.0% | $0.92 | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | OKTA INC | 242,000 | $223K | 0.0% | $0.92 | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | BLOCK INC | 249,000 | $223K | 0.0% | $0.90 | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | CRACKER BARREL OLD CTRY STOR | 249,000 | $220K | 0.0% | $0.88 | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | CABLE ONE INC | 248,000 | $217K | 0.0% | $0.88 | $0.85 | — | NOTE 3/1 | 12685JAE5 |
| — | APOLLO SR FLOATING RATE FD I | 14,507 | $207K | 0.0% | $14.27 | $16.96 | — | COM | 037636107 |
| — | LYFT INC | 207,000 | $202K | 0.0% | $0.98 | $0.88 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | WHOLE EARTH BRANDS INC | 3,379,875 | $185K | 0.0% | $0.05 | $0.10 | — | *W EXP 06/25/202 | 96684W126 |
| — | SEA LTD | 150,000 | $182K | 0.0% | $1.21 | $1.11 | — | NOTE 1.000%12/0 | 81141RAD2 |
| — | LIVE NATION ENTERTAINMENT IN | 150,000 | $167K | 0.0% | $1.11 | $1.02 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | CHEGG INC | 199,000 | $167K | 0.0% | $0.84 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | MFA FINL INC | 162,000 | $161K | 0.0% | $0.99 | $0.99 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | NOVOCURE LTD | 158,000 | $144K | 0.0% | $0.91 | $0.87 | — | NOTE 11/0 | 67011XAB9 |
| — | SEA LTD | 167,000 | $143K | 0.0% | $0.86 | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 137,837 | $138K | 0.0% | $1.00 | $0.93 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | JAZZ INVESTMENTS I LTD | 120,000 | $118K | 0.0% | $0.98 | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | LIBERTY MEDIA CORP DEL | 220,000 | $91,000 | 0.0% | $0.41 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| XPHDX | PIONEER FLOATING RATE FUND I | 6,511 | $63,000 | 0.0% | $9.68 | $9.06 | — | COM | 72369J102 |
| TE/WS | FREYR BATTERY INC | 346,411 | $58,000 | 0.0% | $0.17 | $0.17 | — | *W EXP 07/09/202 | 35834F112 |
| WFRD | WEATHERFORD INTL PLC | 467 | $54,000 | 0.0% | $115.63 * | $84.49 | +20.1% | ORD SHS | G48833118 |
| — | NUSCALE PWR CORP | 59,739 | $49,000 | 0.0% | $0.82 | $0.82 | — | *W EXP 05/02/202 | 67079K118 |
| — | ADAM NAT RES FD INC | 1,800 | $42,000 | 0.0% | $23.33 | $20.56 | — | COM | 00548F105 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 1,334,846 | $41,000 | 0.0% | $0.03 | $0.29 | — | *W EXP 01/14/202 | G5380J118 |
| — | NUVEEN FLOATING RATE INCOME | 4,387 | $38,000 | 0.0% | $8.66 | $8.21 | — | COM | 67072T108 |
| — | EL PASO ENERGY CAP TR I | 434 | $21,000 | 0.0% | $48.39 | $45.85 | — | PFD CV TR SEC 28 | 283678209 |
| — | HAEMONETICS CORP MASS | 22,000 | $20,000 | 0.0% | $0.91 | $0.87 | — | NOTE 3/0 | 405024AB6 |
| FOACW | FINANCE OF AMERICA COMPAN | 502,865 | $16,000 | 0.0% | $0.03 | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| RDZNW | ROADZEN INC | 150,602 | $14,000 | 0.0% | $0.09 | $0.04 | — | *W EXP 11/30/202 | G7606H116 |
| PSEWF | PAYSAFE LIMITED | 399,748 | $12,000 | 0.0% | $0.03 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| CURI | CURIOSITYSTREAM INC | 6,310 | $7,000 | 0.0% | $1.11 * | $0.77 | -36.0% | COM CL A | 23130Q107 |
| AIIOW | NWTN INC | 64,571 | $4,000 | 0.0% | $0.06 | $0.28 | — | *W EXP 12/31/202 | G6693P114 |
| SPWRW | COMPLETE SOLARIA INC | 25,171 | $1,000 | 0.0% | $0.04 | $0.20 | — | *W EXP 07/31/202 | 20460L112 |
| GETY | GETTY IMAGES HOLDINGS INC | 175 | $1,000 | 0.0% | $5.71 * | $5.04 | -8.0% | CL A COM | 374275105 |
| — | GREAT AJAX CORP | 27 | $1,000 | 0.0% | $37.04 | $23.53 | — | 7.25 CV SR NT 24 | 38983D409 |