Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Oct 31, 2023
Total Value: $964M (13.6% shares, 86.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SSR MINING IN | 73,705,000 | $77.34M | 8.0% | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | SOUTHWEST AIRLS CO | 62,275,000 | $62.5M | 6.5% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PARSONS CORP DEL | 40,217,000 | $51.25M | 5.3% | $1.07 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | JAZZ INVESTMENTS I LTD | 48,600,000 | $49.67M | 5.2% | $1.21 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | NRG ENERGY INC | 39,266,000 | $41.68M | 4.3% | $1.06 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | SOLAREDGE TECHNOLOGIES INC | 35,239,000 | $32.2M | 3.3% | $1.13 | — | NOTE 9/1 | 83417MAD6 |
| — | MGP INGREDIENTS INC NEW | 26,457,000 | $31.99M | 3.3% | $1.22 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | ARES CAPITAL CORP | 29,743,000 | $30.23M | 3.1% | $1.03 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | MIDDLEBY CORP | 25,870,000 | $28.99M | 3.0% | $1.27 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | CYBERARK SOFTWARE LTD | 21,695,000 | $25.05M | 2.6% | $1.12 | — | NOTE 11/1 | 23248VAB1 |
| — | KAMAN CORP | 24,489,000 | $23.82M | 2.5% | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | TYLER TEX INDPT SCH DIST | 22,764,000 | $22.12M | 2.3% | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | DEXCOM INC | 22,822,000 | $21.55M | 2.2% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | FORD MTR CO DEL | 21,124,000 | $20.71M | 2.1% | $0.98 | — | NOTE 3/1 | 345370CZ1 |
| — | JOHN BEAN TECHNOLOGIES CORP | 22,716,000 | $20.54M | 2.1% | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | AKAMAI TECHNOLOGIES INC | 18,870,000 | $19.69M | 2.0% | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ALNYLAM PHARMACEUTICALS INC | 20,890,000 | $19.42M | 2.0% | $0.93 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| OXY/WS | OCCIDENTAL PETE CORP | 446,221 | $19.18M | 2.0% | $6.81 | — | *W EXP 08/03/202 | 674599162 |
| — | BRAEMAR HOTELS & RESORTS INC | 22,330,000 | $19.05M | 2.0% | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | PEBBLEBROOK HOTEL TR | 22,010,000 | $18.34M | 1.9% | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ASCENDIS PHARMA A/S | 18,660,000 | $17.16M | 1.8% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | PETIQ INC | 16,320,000 | $15.92M | 1.7% | $1.16 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | BILL HOLDINGS INC | 15,650,000 | $15.74M | 1.6% | $1.06 | — | NOTE 12/0 | 090043AB6 |
| — | LIBERTY MEDIA CORP DEL | 13,494,000 | $14.78M | 1.5% | $1.09 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | IMAX CORP | 15,637,000 | $14.65M | 1.5% | $0.92 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | VAREX IMAGING CORP | 12,835,000 | $14.62M | 1.5% | $1.17 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | CONMED CORP | 13,135,000 | $12.54M | 1.3% | $1.01 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | STRIDE INC | 11,822,000 | $12.5M | 1.3% | $1.02 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | URBAN ONE INC | 2,454,165 | $12.34M | 1.3% | $2.33 | — | CL D NON VTG | 91705J204 |
| — | HALOZYME THERAPEUTICS INC | 9,108,000 | $7.715M | 0.8% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| CMLS | CUMULUS MEDIA INC | 1,458,428 | $7.423M | 0.8% | $10.89 | -56.4% | COM CL A | 231082801 |
| — | INTERDIGITAL INC | 5,820,000 | $6.876M | 0.7% | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | INNOVATE CORP | 12,363,000 | $6.413M | 0.7% | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| GRNT | GRANITE RIDGE RESOURCES INC | 1,044,274 | $6.37M | 0.7% | $6.16 | +13.3% | COM | 387432107 |
| UAN | CVR PARTNERS LP | 76,700 | $6.336M | 0.7% | $131.16 | — | COM | 126633205 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 2,101,511 | $5.821M | 0.6% | $5.73 | — | COM | 10482B101 |
| — | BANK AMERICA CORP | 5,007 | $5.567M | 0.6% | $1111.84 | — | 7.25%CNV PFD L | 060505682 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 3,487,637 | $5.51M | 0.6% | $2.56 | -40.8% | COM | 18453H106 |
| — | WESTROCK COFFEE CO | 2,918,653 | $5.341M | 0.6% | $1.70 | — | *W EXP 08/29/202 | 96145W111 |
| NPWR/WS | NET POWER INC | 1,165,244 | $5.028M | 0.5% | $3.47 | — | *W EXP 06/08/202 | 64107A113 |
| VUSB | VANGUARD BD INDEX FDS | 100,000 | $4.919M | 0.5% | $49.24 | — | VANGUARD ULTRA | 92203C303 |
| — | PALO ALTO NETWORKS INC | 2,000,000 | $4.714M | 0.5% | $2.02 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | GUARDANT HEALTH INC | 6,625,000 | $4.571M | 0.5% | $0.74 | — | NOTE 11/1 | 40131MAB5 |
| — | CNX RES CORP | 2,500,000 | $4.539M | 0.5% | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | CUTERA INC | 7,140,000 | $4.281M | 0.4% | $0.62 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | DATADOG INC | 3,420,000 | $4.031M | 0.4% | $1.09 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | KAYNE ANDERSON ENERGY INFRST | 468,507 | $3.94M | 0.4% | $8.35 | — | COM | 486606106 |
| GTX | GARRETT MOTION INC | 492,443 | $3.88M | 0.4% | $8.02 | -4.0% | COM | 366505105 |
| — | SUMMIT HOTEL PPTYS | 4,390,000 | $3.701M | 0.4% | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | INSULET CORP | 3,500,000 | $3.434M | 0.4% | $1.23 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PEABODY ENGR CORP | 2,000,000 | $3.027M | 0.3% | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | ZILLOW GROUP INC | 2,500,000 | $2.98M | 0.3% | $1.18 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | AIRBNB INC | 3,360,000 | $2.965M | 0.3% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | URBAN ONE INC | 585,978 | $2.942M | 0.3% | $5.46 | — | CL A | 91705J105 |
| — | CONMED CORP | 2,500,000 | $2.885M | 0.3% | $1.16 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | ENPHASE ENERGY INC | 3,450,000 | $2.862M | 0.3% | $0.91 | — | NOTE 3/0 | 29355AAK3 |
| — | GDL FD | 355,151 | $2.752M | 0.3% | $8.49 | — | COM SH BEN IT | 361570104 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,500,000 | $2.593M | 0.3% | $0.87 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 421,323 | $2.593M | 0.3% | $8.00 | — | *W EXP 06/30/205 | 42806J148 |
| — | ETSY INC | 2,500,000 | $2.545M | 0.3% | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | KAYNE ANDERSON NEXTGEN ENRGY | 357,252 | $2.544M | 0.3% | $9.68 | — | COM | 48661E108 |
| — | PAGERDUTY INC | 2,500,000 | $2.387M | 0.2% | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | AMERICAN AIRLINES GROUP INC | 2,000,000 | $2.137M | 0.2% | $1.07 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| SKIN | THE BEAUTY HEALTH COMPANY | 342,404 | $2.061M | 0.2% | $15.17 | -53.7% | COM CL A | 88331L108 |
| — | POST HLDGS INC | 2,000,000 | $1.989M | 0.2% | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | TH INTERNATIONAL LIMITED | 1,091,079 | $1.975M | 0.2% | $2.87 | — | ORDINARY SHARES | G8656L106 |
| USAC | USA COMPRESSION PARTNERS LP | 81,715 | $1.95M | 0.2% | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | AIR TRANS SVCS GROUP INC | 2,000,000 | $1.922M | 0.2% | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | SPLUNK INC | 2,000,000 | $1.887M | 0.2% | $0.79 | — | NOTE 1.125% 6/1 | 848637AF1 |
| DJTWW | DIGITAL WORLD ACQUISITION CO | 377,756 | $1.866M | 0.2% | $14.33 | — | *W EXP 06/30/202 | 25400Q113 |
| — | BLOCK INC | 2,000,000 | $1.859M | 0.2% | $1.10 | — | NOTE 0.125% 3/0 | 852234AF0 |
| ODV | OSISKO DEVELOPMENT CORP | 625,200 | $1.838M | 0.2% | $4.64 | -19.9% | COM NEW | 68828E809 |
| PFIX | SIMPLIFY EXCHANGE TRADED FUN | 18,350 | $1.753M | 0.2% | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| — | SANDSTORM GOLD LTD | 370,000 | $1.724M | 0.2% | $5.40 | — | COM NEW | 80013R206 |
| — | INDIE SEMICONDUCTOR INC | 943,216 | $1.684M | 0.2% | $2.07 | — | *W EXP 06/10/202 | 45569U119 |
| — | SEA LTD | 1,700,000 | $1.627M | 0.2% | $1.02 | — | NOTE 2.375%12/0 | 81141RAF7 |
| STKL | SUNOPTA INC | 482,023 | $1.624M | 0.2% | $7.66 | -34.6% | COM | 8676EP108 |
| — | MIRION TECHNOLOGIES INC | 1,207,064 | $1.611M | 0.2% | $1.28 | — | *W EXP 10/20/202 | 60471A119 |
| — | NUVEEN CR STRATEGIES INCOME | 291,105 | $1.473M | 0.2% | $8.87 | — | COM SHS | 67073D102 |
| — | INTEGRA LIFESCIENCES HLDGS C | 1,500,000 | $1.369M | 0.1% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ALTAIR ENGR INC | 1,250,000 | $1.327M | 0.1% | $1.06 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | SMART GLOBAL HLDGS INC | 1,000,000 | $1.324M | 0.1% | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| RUMBW | RUMBLE INC | 1,065,815 | $1.263M | 0.1% | $2.26 | — | *W EXP 09/16/202 | 78137L113 |
| — | CHEFS WHSE INC | 1,313,000 | $1.237M | 0.1% | $1.07 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | LIBERTY MEDIA CORP DEL | 1,170,000 | $1.145M | 0.1% | $0.98 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | CORENERGY INFRASTRUCTURE TR | 1,288,000 | $1.062M | 0.1% | $0.80 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | SHIFT4 PMTS INC | 940,000 | $930K | 0.1% | $0.95 | — | NOTE 12/1 | 82452JAB5 |
| — | BROOKDALE SR LIVING INC | 1,000,000 | $790K | 0.1% | $0.79 | — | NOTE 2.000%10/1 | 112463AC8 |
| — | WELLS FARGO CO NEW | 687 | $766K | 0.1% | $1114.99 | — | PERP PFD CNV A | 949746804 |
| — | ETSY INC | 1,000,000 | $759K | 0.1% | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | EURONET WORLDWIDE INC | 800,000 | $739K | 0.1% | $1.11 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | NEW YORK CMNTY CAP TR V | 20,148 | $730K | 0.1% | $44.11 | — | UNIT 05/07/2051 | 64944P307 |
| PCTTW | PURECYCLE TECHNOLOGIES INC | 333,822 | $606K | 0.1% | $2.91 | — | *W EXP 03/17/202 | 74623V111 |
| NCMI | NATIONAL CINEMEDIA INC | 126,205 | $567K | 0.1% | $3.96 | 0.0% | COM NEW | 635309206 |
| — | RINGCENTRAL INC | 588,000 | $496K | 0.1% | $0.85 | — | NOTE 3/1 | 76680RAH0 |
| BRCC | BRC INC | 137,123 | $492K | 0.1% | $12.00 | -63.3% | COM CL A | 05601U105 |
| — | WESTERN DIGITAL CORP. | 500,000 | $492K | 0.1% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | BLACKROCK FLOATING RATE INCO | 38,276 | $483K | 0.1% | $11.89 | — | COM | 09255X100 |
| — | LANDSEA HOMES CORP | 2,228,592 | $407K | 0.0% | $0.26 | — | *W EXP 01/08/202 | 51509P111 |
| EPD | ENTERPRISE PRODS PARTNERS L | 14,710 | $403K | 0.0% | $14.28 | — | COM | 293792107 |
| PSQH/WS | PSQ HOLDINGS INC | 270,640 | $372K | 0.0% | $1.37 | — | *W EXP 99/99/999 | 693691115 |
| — | ARKO CORP | 347,284 | $370K | 0.0% | $1.32 | — | *W EXP 12/22/202 | 041242116 |
| — | FREYR BATTERY | 346,411 | $352K | 0.0% | $3.63 | — | *W EXP 09/01/202 | L4135L118 |
| — | DISH NETWORK CORPORATION | 323,000 | $311K | 0.0% | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | PENNYMAC CORP | 319,000 | $287K | 0.0% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | RLJ LODGING TR | 11,046 | $265K | 0.0% | $23.99 | — | CUM CONV PFD A | 74965L200 |
| — | CANO HEALTH INC | 5,234,094 | $263K | 0.0% | $0.56 | — | *W EXP 06/03/202 | 13781Y111 |
| — | SPOTIFY USA INC | 300,000 | $255K | 0.0% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | OKTA INC | 290,000 | $254K | 0.0% | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | BLOCK INC | 300,000 | $251K | 0.0% | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | CRACKER BARREL OLD CTRY STOR | 300,000 | $248K | 0.0% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 1,334,846 | $247K | 0.0% | $0.29 | — | *W EXP 01/14/202 | G5380J118 |
| — | LYFT INC | 250,000 | $230K | 0.0% | $0.88 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | EXPEDIA GROUP INC | 250,000 | $218K | 0.0% | $0.87 | — | NOTE 2/1 | 30212PBE4 |
| ET | ENERGY TRANSFER L P | 15,000 | $210K | 0.0% | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | CHEGG INC | 257,000 | $202K | 0.0% | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | DOCUSIGN INC | 200,000 | $196K | 0.0% | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | APOLLO SR FLOATING RATE FD I | 14,507 | $195K | 0.0% | $16.96 | — | COM | 037636107 |
| — | MFA FINL INC | 190,000 | $189K | 0.0% | $0.99 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | WHOLE EARTH BRANDS INC | 1,439,964 | $186K | 0.0% | $0.14 | — | *W EXP 06/25/202 | 96684W126 |
| — | SEA LTD | 220,000 | $176K | 0.0% | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | SEA LTD | 150,000 | $167K | 0.0% | $1.11 | — | NOTE 1.000%12/0 | 81141RAD2 |
| — | LIVE NATION ENTERTAINMENT IN | 150,000 | $153K | 0.0% | $1.02 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | FORUM ENERGY TECHNOLOGIES IN | 137,837 | $128K | 0.0% | $0.93 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | JAZZ INVESTMENTS I LTD | 120,000 | $116K | 0.0% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| AMPX/WS | AMPRIUS TECHNOLOGIES INC | 386,510 | $110K | 0.0% | $0.32 | — | *W EXP 09/14/202 | 03214Q116 |
| WFRD | WEATHERFORD INTL PLC | 1,102 | $100K | 0.0% | $84.49 | 0.0% | ORD SHS | G48833118 |
| — | APOLLO COML REAL ESTATE FIN | 89,000 | $89,000 | 0.0% | $1.00 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | NABORS INDS INC | 91,000 | $89,000 | 0.0% | $0.98 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | LIBERTY MEDIA CORP DEL | 266,000 | $66,000 | 0.0% | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | PROSPECT CAP CORP | 61,000 | $61,000 | 0.0% | $1.00 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | HAEMONETICS CORP MASS | 70,000 | $61,000 | 0.0% | $0.87 | — | NOTE 3/0 | 405024AB6 |
| BFLY | BUTTERFLY NETWORK INC | 50,000 | $59,000 | 0.0% | $3.59 | -46.1% | COM CL A | 124155102 |
| XPHDX | PIONEER FLOATING RATE FUND I | 6,511 | $59,000 | 0.0% | $9.06 | — | COM | 72369J102 |
| FOACW | FINANCE OF AMERICA COMPAN | 502,865 | $45,000 | 0.0% | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | EL PASO ENERGY CAP TR I | 916 | $42,000 | 0.0% | $45.85 | — | PFD CV TR SEC 28 | 283678209 |
| — | NUVEEN FLOATING RATE INCOME | 4,387 | $36,000 | 0.0% | $8.21 | — | COM | 67072T108 |
| PSEWF | PAYSAFE LIMITED | 546,914 | $22,000 | 0.0% | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| AIIOW | NWTN INC | 64,571 | $16,000 | 0.0% | $0.28 | — | *W EXP 12/31/202 | G6693P114 |
| — | POLESTAR AUTOMOTIVE HLDG UK | 24,495 | $10,000 | 0.0% | $1.67 | — | ADS C-1 | 731105102 |
| — | CANO HEALTH INC | 25,000 | $6,000 | 0.0% | $1.36 | — | COM CL A | 13781Y103 |
| RDZNW | ROADZEN INC | 150,602 | $6,000 | 0.0% | $0.04 | — | *W EXP 11/30/202 | G7606H116 |
| AAL | AMERICAN AIRLS GROUP INC | 399 | $5,000 | 0.0% | $15.52 | 0.0% | COM | 02376R102 |
| SPWRW | COMPLETE SOLARIA INC | 25,171 | $5,000 | 0.0% | $0.20 | — | *W EXP 07/31/202 | 20460L112 |
| CURI | CURIOSITYSTREAM INC | 6,310 | $4,000 | 0.0% | $0.77 | 0.0% | COM CL A | 23130Q107 |
| JSPRW | JASPER THERAPEUTICS INC | 65,456 | $4,000 | 0.0% | $1.42 | — | *W EXP 09/24/202 | 471871111 |
| — | GREAT AJAX CORP | 85 | $2,000 | 0.0% | $23.53 | — | 7.25 CV SR NT 24 | 38983D409 |
| GETY | GETTY IMAGES HOLDINGS INC | 175 | $1,000 | 0.0% | $5.04 | 0.0% | CL A COM | 374275105 |
| — | POWER & DIGITAL INFRASTRUCTU | 9,100 | $1,000 | 0.0% | $0.11 | — | *W EXP 12/09/202 | 73919C118 |