Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Jan 31, 2024
Total Value: $804M (11.6% shares, 88.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SSR MINING IN | 74,855,000 | $72.19M | 9.0% | $0.96 | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | SOUTHWEST AIRLS CO | 61,390,000 | $62.25M | 7.7% | $1.01 | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | JAZZ INVESTMENTS I LTD | 47,735,000 | $48.21M | 6.0% | $1.01 | $1.21 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | MGP INGREDIENTS INC NEW | 38,986,000 | $45.33M | 5.6% | $1.16 | $1.20 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | FORD MTR CO DEL | 44,764,000 | $44.59M | 5.5% | $1.00 | $0.99 | — | NOTE 3/1 | 345370CZ1 |
| — | NRG ENERGY INC | 27,550,000 | $35.55M | 4.4% | $1.29 | $1.06 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | ARES CAPITAL CORP | 33,956,000 | $35.18M | 4.4% | $1.04 | $1.03 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | MIDDLEBY CORP | 25,935,000 | $31.65M | 3.9% | $1.22 | $1.27 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | PARSONS CORP DEL | 18,423,000 | $26.44M | 3.3% | $1.44 | $1.07 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | JOHN BEAN TECHNOLOGIES CORP | 28,236,000 | $25.58M | 3.2% | $0.91 | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | ALNYLAM PHARMACEUTICALS INC | 22,980,000 | $22.78M | 2.8% | $0.99 | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | TYLER TEX INDPT SCH DIST | 22,204,000 | $22.54M | 2.8% | $1.02 | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | ASCENDIS PHARMA A/S | 18,255,000 | $18.77M | 2.3% | $1.03 | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | DEXCOM INC | 17,922,000 | $18.75M | 2.3% | $1.05 | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | BRAEMAR HOTELS & RESORTS INC | 20,730,000 | $17.78M | 2.2% | $0.86 | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | PETIQ INC | 16,885,000 | $16.96M | 2.1% | $1.00 | $1.15 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | AKAMAI TECHNOLOGIES INC | 14,070,000 | $15.78M | 2.0% | $1.12 | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | IMAX CORP | 17,187,000 | $15.33M | 1.9% | $0.89 | $0.92 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | VAREX IMAGING CORP | 12,585,000 | $14.73M | 1.8% | $1.17 | $1.17 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | KAMAN CORP | 13,197,000 | $13.01M | 1.6% | $0.99 | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | CONMED CORP | 12,900,000 | $12.91M | 1.6% | $1.00 | $1.01 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | URBAN ONE INC | 2,464,165 | $8.699M | 1.1% | $3.53 | $2.33 | — | CL D NON VTG | 91705J204 |
| — | INTERDIGITAL INC | 5,820,000 | $8.568M | 1.1% | $1.47 | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| CMLS | CUMULUS MEDIA INC | 1,458,428 | $7.759M | 1.0% | $5.32 * | $10.89 | -53.6% | COM CL A | 231082801 |
| — | NORTHERN OIL & GAS INC | 6,270,000 | $7.407M | 0.9% | $1.18 | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | WESTROCK COFFEE CO | 3,058,729 | $6.882M | 0.9% | $2.25 | $1.72 | — | *W EXP 08/29/202 | 96145W111 |
| — | KAYNE ANDERSON ENERGY INFRST | 781,787 | $6.864M | 0.9% | $8.78 | $8.52 | — | COM | 486606106 |
| GRNT | GRANITE RIDGE RESOURCES INC | 1,044,274 | $6.287M | 0.8% | $6.02 | $6.16 | -0.9% | COM | 387432107 |
| — | INNOVATE CORP | 12,203,000 | $6.224M | 0.8% | $0.51 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 2,101,511 | $5.254M | 0.7% | $2.50 | $5.73 | — | COM | 10482B101 |
| UAN | CVR PARTNERS LP | 76,700 | $5.024M | 0.6% | $65.50 | $131.16 | — | COM | 126633205 |
| VUSB | VANGUARD BD INDEX FDS | 100,000 | $4.944M | 0.6% | $49.44 | $49.24 | — | VANGUARD ULTRA | 92203C303 |
| — | DATADOG INC | 3,460,000 | $4.861M | 0.6% | $1.40 | $1.10 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,639,527 | $4.804M | 0.6% | $1.82 * | $2.56 | -46.0% | COM | 18453H106 |
| — | CNX RES CORP | 2,500,000 | $4.064M | 0.5% | $1.63 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | INSULET CORP | 3,500,000 | $4.03M | 0.5% | $1.15 | $1.23 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | MIRION TECHNOLOGIES INC | 1,889,669 | $3.845M | 0.5% | $2.03 | $1.55 | — | *W EXP 10/20/202 | 60471A119 |
| — | GUARDANT HEALTH INC | 4,890,000 | $3.444M | 0.4% | $0.70 | $0.74 | — | NOTE 11/1 | 40131MAB5 |
| — | ZILLOW GROUP INC | 2,500,000 | $3.402M | 0.4% | $1.36 | $1.18 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | SUMMIT HOTEL PPTYS | 3,656,000 | $3.257M | 0.4% | $0.89 | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| STKL | SUNOPTA INC | 594,034 | $3.249M | 0.4% | $5.47 * | $7.04 | -37.8% | COM | 8676EP108 |
| — | PEBBLEBROOK HOTEL TR | 3,460,000 | $3.109M | 0.4% | $0.90 | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | CONMED CORP | 2,500,000 | $3.091M | 0.4% | $1.24 | $1.16 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | GDL FD | 378,222 | $3.041M | 0.4% | $8.04 | $8.47 | — | COM SH BEN IT | 361570104 |
| — | PEABODY ENGR CORP | 2,000,000 | $2.89M | 0.4% | $1.45 | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | ETSY INC | 2,500,000 | $2.88M | 0.4% | $1.15 | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | LANTHEUS HLDGS INC | 2,500,000 | $2.807M | 0.3% | $1.12 | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| NPWR/WS | NET POWER INC | 1,261,983 | $2.751M | 0.3% | $2.18 | $3.37 | — | *W EXP 06/08/202 | 64107A113 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 487,439 | $2.674M | 0.3% | $5.49 | $7.66 | — | *W EXP 06/30/205 | 42806J148 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,500,000 | $2.424M | 0.3% | $1.62 | $0.87 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | TH INTERNATIONAL LIMITED | 1,376,465 | $2.409M | 0.3% | $1.75 | $2.64 | — | ORDINARY SHARES | G8656L106 |
| — | PAGERDUTY INC | 2,500,000 | $2.394M | 0.3% | $0.96 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | URBAN ONE INC | 585,978 | $2.361M | 0.3% | $4.03 | $5.46 | — | CL A | 91705J105 |
| — | SOLAREDGE TECHNOLOGIES INC | 2,500,000 | $2.277M | 0.3% | $0.91 | $1.13 | — | NOTE 9/1 | 83417MAD6 |
| — | AMERICAN AIRLINES GROUP INC | 2,000,000 | $2.221M | 0.3% | $1.11 | $1.07 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | POST HLDGS INC | 2,000,000 | $2.026M | 0.3% | $1.01 | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| DJTWW | DIGITAL WORLD ACQUISITION CO | 376,776 | $2.001M | 0.2% | $5.31 | $14.33 | — | *W EXP 06/30/202 | 25400Q113 |
| — | BLOCK INC | 2,000,000 | $1.958M | 0.2% | $0.98 | $1.10 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SPLUNK INC | 2,000,000 | $1.941M | 0.2% | $0.97 | $0.79 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | AIR TRANS SVCS GROUP INC | 2,000,000 | $1.915M | 0.2% | $0.96 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | CUTERA INC | 7,140,000 | $1.892M | 0.2% | $0.26 | $0.62 | — | NOTE 2.250% 6/0 | 232109AD0 |
| ODV | OSISKO DEVELOPMENT CORP | 625,200 | $1.819M | 0.2% | $2.91 * | $4.64 | -35.0% | COM NEW | 68828E809 |
| — | CUTERA INC | 6,775,000 | $1.626M | 0.2% | $0.24 | $0.24 | — | NOTE 4.000% 6/0 | 232109AG3 |
| — | SEA LTD | 1,700,000 | $1.621M | 0.2% | $0.95 | $1.02 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | ALTAIR ENGR INC | 1,250,000 | $1.62M | 0.2% | $1.30 | $1.06 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | LIBERTY MEDIA CORP DEL | 1,520,000 | $1.549M | 0.2% | $1.02 | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | NUVEEN CR STRATEGIES INCOME | 269,862 | $1.409M | 0.2% | $5.22 | $8.87 | — | COM SHS | 67073D102 |
| — | CHEFS WHSE INC | 1,313,000 | $1.293M | 0.2% | $0.98 | $1.07 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | SMART GLOBAL HLDGS INC | 1,000,000 | $1.124M | 0.1% | $1.12 | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| SKIN | THE BEAUTY HEALTH COMPANY | 342,404 | $1.065M | 0.1% | $3.11 * | $15.17 | -75.3% | COM CL A | 88331L108 |
| RUMBW | RUMBLE INC | 1,065,815 | $1.039M | 0.1% | $0.97 | $2.26 | — | *W EXP 09/16/202 | 78137L113 |
| — | BROOKDALE SR LIVING INC | 1,000,000 | $917K | 0.1% | $0.92 | $0.79 | — | NOTE 2.000%10/1 | 112463AC8 |
| — | WELLS FARGO CO NEW | 687 | $822K | 0.1% | $1196.51 | $1114.99 | — | PERP PFD CNV A | 949746804 |
| — | ETSY INC | 1,000,000 | $802K | 0.1% | $0.80 | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | NEW YORK CMNTY CAP TR V | 19,388 | $790K | 0.1% | $40.75 | $44.11 | — | UNIT 05/07/2051 | 64944P307 |
| — | LANDSEA HOMES CORP | 2,124,867 | $760K | 0.1% | $0.36 | $0.26 | — | *W EXP 01/08/202 | 51509P111 |
| PFIX | SIMPLIFY EXCHANGE TRADED FUN | 17,250 | $690K | 0.1% | $40.00 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| BFLY | BUTTERFLY NETWORK INC | 580,449 | $627K | 0.1% | $1.08 * | $1.21 | -18.5% | COM CL A | 124155102 |
| — | CONTAINER STORE GROUP INC | 272,579 | $621K | 0.1% | $2.28 | $2.28 | — | COM | 210751103 |
| NCMI | NATIONAL CINEMEDIA INC | 130,126 | $539K | 0.1% | $4.14 * | $3.97 | +1.8% | COM NEW | 635309206 |
| — | ARKO CORP | 465,889 | $529K | 0.1% | $1.14 | $1.27 | — | *W EXP 12/22/202 | 041242116 |
| — | WESTERN DIGITAL CORP. | 500,000 | $498K | 0.1% | $1.00 | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| BRCC | BRC INC | 137,123 | $498K | 0.1% | $3.63 * | $12.00 | -71.3% | COM CL A | 05601U105 |
| — | BLACKROCK FLOATING RATE INCO | 38,276 | $485K | 0.1% | $12.67 | $11.89 | — | COM | 09255X100 |
| AMPX/WS | AMPRIUS TECHNOLOGIES INC | 1,089,409 | $436K | 0.1% | $0.40 | $0.37 | — | *W EXP 09/14/202 | 03214Q116 |
| — | RINGCENTRAL INC | 489,000 | $425K | 0.1% | $0.87 | $0.85 | — | NOTE 3/1 | 76680RAH0 |
| EPD | ENTERPRISE PRODS PARTNERS L | 14,710 | $388K | 0.0% | $26.38 | $14.28 | — | COM | 293792107 |
| PCTTW | PURECYCLE TECHNOLOGIES INC | 333,822 | $356K | 0.0% | $1.07 | $2.91 | — | *W EXP 03/17/202 | 74623V111 |
| — | PENNYMAC CORP | 319,000 | $297K | 0.0% | $0.93 | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | DISH NETWORK CORPORATION | 273,000 | $271K | 0.0% | $0.99 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | RLJ LODGING TR | 9,266 | $233K | 0.0% | $25.15 | $23.99 | — | CUM CONV PFD A | 74965L200 |
| PSQH/WS | PSQ HOLDINGS INC | 270,640 | $229K | 0.0% | $0.85 | $1.37 | — | *W EXP 99/99/999 | 693691115 |
| — | SPOTIFY USA INC | 249,000 | $220K | 0.0% | $0.88 | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | BLOCK INC | 249,000 | $219K | 0.0% | $0.88 | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | CRACKER BARREL OLD CTRY STOR | 249,000 | $217K | 0.0% | $0.87 | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | SANDSTORM GOLD LTD | 42,825 | $215K | 0.0% | $5.02 | $5.40 | — | COM NEW | 80013R206 |
| — | OKTA INC | 242,000 | $215K | 0.0% | $0.89 | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | CABLE ONE INC | 248,000 | $212K | 0.0% | $0.85 | $0.85 | — | NOTE 3/1 | 12685JAE5 |
| ET | ENERGY TRANSFER L P | 15,000 | $207K | 0.0% | $13.80 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 1,334,846 | $199K | 0.0% | $0.15 | $0.29 | — | *W EXP 01/14/202 | G5380J118 |
| — | DOCUSIGN INC | 200,000 | $199K | 0.0% | $0.99 | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | EXPEDIA GROUP INC | 207,000 | $197K | 0.0% | $0.95 | $0.87 | — | NOTE 2/1 | 30212PBE4 |
| — | LYFT INC | 207,000 | $197K | 0.0% | $0.95 | $0.88 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | APOLLO SR FLOATING RATE FD I | 14,507 | $192K | 0.0% | $13.23 | $16.96 | — | COM | 037636107 |
| — | WHOLE EARTH BRANDS INC | 2,056,536 | $168K | 0.0% | $0.08 | $0.12 | — | *W EXP 06/25/202 | 96684W126 |
| — | CHEGG INC | 199,000 | $166K | 0.0% | $0.83 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | MFA FINL INC | 162,000 | $161K | 0.0% | $0.99 | $0.99 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | SEA LTD | 150,000 | $160K | 0.0% | $1.07 | $1.11 | — | NOTE 1.000%12/0 | 81141RAD2 |
| — | LIVE NATION ENTERTAINMENT IN | 150,000 | $159K | 0.0% | $1.06 | $1.02 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | NOVOCURE LTD | 158,000 | $138K | 0.0% | $0.87 | $0.87 | — | NOTE 11/0 | 67011XAB9 |
| — | SEA LTD | 167,000 | $137K | 0.0% | $0.82 | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 137,837 | $134K | 0.0% | $0.97 | $0.93 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | JAZZ INVESTMENTS I LTD | 120,000 | $117K | 0.0% | $0.97 | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NABORS INDS INC | 91,000 | $91,000 | 0.0% | $1.00 | $0.98 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | FREYR BATTERY INC | 346,411 | $71,000 | 0.0% | $0.20 | $3.63 | — | *W EXP 09/01/202 | L4135L118 |
| — | LIBERTY MEDIA CORP DEL | 266,000 | $68,000 | 0.0% | $0.26 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| XPHDX | PIONEER FLOATING RATE FUND I | 6,511 | $60,000 | 0.0% | $9.22 | $9.06 | — | COM | 72369J102 |
| WFRD | WEATHERFORD INTL PLC | 467 | $46,000 | 0.0% | $98.50 * | $84.49 | +10.0% | ORD SHS | G48833118 |
| — | ADAM NAT RES FD INC | 1,800 | $37,000 | 0.0% | $20.56 | $20.56 | — | COM | 00548F105 |
| — | NUVEEN FLOATING RATE INCOME | 4,387 | $36,000 | 0.0% | $8.21 | $8.21 | — | COM | 67072T108 |
| FOACW | FINANCE OF AMERICA COMPAN | 502,865 | $30,000 | 0.0% | $0.06 | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| — | EL PASO ENERGY CAP TR I | 434 | $20,000 | 0.0% | $46.08 | $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 |
| RDZNW | ROADZEN INC | 150,602 | $11,000 | 0.0% | $0.07 | $0.04 | — | *W EXP 11/30/202 | G7606H116 |
| PSEWF | PAYSAFE LIMITED | 399,748 | $11,000 | 0.0% | $0.03 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| AIIOW | NWTN INC | 64,571 | $9,000 | 0.0% | $0.14 | $0.28 | — | *W EXP 12/31/202 | G6693P114 |
| — | POLESTAR AUTOMOTIVE HLDG UK | 24,495 | $6,000 | 0.0% | $0.24 | $1.67 | — | ADS C-1 | 731105102 |
| JSPRW | JASPER THERAPEUTICS INC | 65,456 | $5,000 | 0.0% | $0.08 | $1.42 | — | *W EXP 09/24/202 | 471871111 |
| AAL | AMERICAN AIRLS GROUP INC | 399 | $5,000 | 0.0% | $12.53 | $15.52 | -19.1% | COM | 02376R102 |
| CURI | CURIOSITYSTREAM INC | 6,310 | $3,000 | 0.0% | $0.48 * | $0.77 | -30.7% | COM CL A | 23130Q107 |
| SPWRW | COMPLETE SOLARIA INC | 25,171 | $1,000 | 0.0% | $0.04 | $0.20 | — | *W EXP 07/31/202 | 20460L112 |
| — | CANO HEALTH INC | 250 | $1,000 | 0.0% | $4.00 | $4.00 | — | COM CL A | 13781Y202 |
| GETY | GETTY IMAGES HOLDINGS INC | 175 | $1,000 | 0.0% | $5.71 * | $5.04 | -0.4% | CL A COM | 374275105 |
| — | GREAT AJAX CORP | 27 | $1,000 | 0.0% | $37.04 | $23.53 | — | 7.25 CV SR NT 24 | 38983D409 |
| — | POWER & DIGITAL INFRASTRUCTU | 9,100 | $0 | 0.0% | $0.00 | $0.11 | — | *W EXP 12/09/202 | 73919C118 |