Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 14, 2024
Total Value: $877M (8.3% shares, 91.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | VENTAS RLTY LTD PARTNERSHIP | 63,320,000 | $66.6M | 7.6% | $1.05 | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | LIBERTY MEDIA CORP DEL | 47,154,000 | $49.28M | 5.6% | $1.05 | $1.20 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | FORD MTR CO DEL | 46,145,000 | $46.76M | 5.3% | $1.01 | $0.99 | — | NOTE 3/1 | 345370CZ1 |
| — | DEXCOM INC | 47,620,000 | $46.6M | 5.3% | $0.98 | $0.98 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | PPL CAP FDG INC | 47,150,000 | $45.24M | 5.2% | $0.96 | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | MGP INGREDIENTS INC NEW | 44,186,000 | $44.82M | 5.1% | $1.01 | $1.18 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | JAZZ INVESTMENTS I LTD | 42,080,000 | $40.57M | 4.6% | $0.96 | $1.21 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | DUKE ENERGY CORP NEW | 37,465,000 | $37.4M | 4.3% | $1.00 | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | SSR MINING IN | 31,265,000 | $28.33M | 3.2% | $0.91 | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | NUTANIX INC | 21,860,000 | $25.51M | 2.9% | $1.17 | $1.17 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | TYLER TEX INDPT SCH DIST | 23,204,000 | $25.5M | 2.9% | $1.10 | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | MIDDLEBY CORP | 23,595,000 | $25.24M | 2.9% | $1.07 | $1.27 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | ALNYLAM PHARMACEUTICALS INC | 20,430,000 | $22.03M | 2.5% | $1.08 | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | JOHN BEAN TECHNOLOGIES CORP | 23,811,000 | $21.76M | 2.5% | $0.91 | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | ENVISTA HOLDINGS CORPORATION | 18,752,000 | $19.13M | 2.2% | $1.02 | $1.02 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | UBER TECHNOLOGIES INC | 17,230,000 | $18.49M | 2.1% | $1.07 | $1.07 | — | NOTE 12/1 | 90353TAJ9 |
| — | PETIQ INC | 15,885,000 | $16.96M | 1.9% | $1.07 | $1.15 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | BRAEMAR HOTELS & RESORTS INC | 18,040,000 | $16.51M | 1.9% | $0.92 | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | ASCENDIS PHARMA A/S | 13,635,000 | $15.24M | 1.7% | $1.12 | $0.92 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | AKAMAI TECHNOLOGIES INC | 14,550,000 | $14.12M | 1.6% | $0.97 | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NCL CORP LTD | 10,600,000 | $12.89M | 1.5% | $1.22 | $1.22 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | VAREX IMAGING CORP | 12,010,000 | $12.06M | 1.4% | $1.00 | $1.17 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | AMERICAN AIRLINES GROUP INC | 10,675,000 | $11.05M | 1.3% | $1.04 | $1.04 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | BROOKDALE SR LIVING INC | 10,730,000 | $10.88M | 1.2% | $1.01 | $0.96 | — | NOTE 2.000%10/1 | 112463AC8 |
| — | CONMED CORP | 10,155,000 | $9.104M | 1.0% | $0.90 | $1.01 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | SHIFT4 PMTS INC | 9,085,000 | $8.6M | 1.0% | $0.95 | $0.94 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | PENN ENTERTAINMENT INC | 7,325,000 | $8.056M | 0.9% | $1.10 | $1.10 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | INTERDIGITAL INC | 4,600,000 | $7.132M | 0.8% | $1.55 | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | KAYNE ANDERSON ENERGY INFRST | 680,443 | $7.029M | 0.8% | $10.33 | $8.52 | — | COM | 486606106 |
| — | NORTHERN OIL & GAS INC | 5,855,000 | $6.777M | 0.8% | $1.16 | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | WESTROCK COFFEE CO | 3,063,529 | $6.602M | 0.8% | $2.16 | $1.72 | — | *W EXP 08/29/202 | 96145W111 |
| GRNT | GRANITE RIDGE RESOURCES INC | 1,036,321 | $6.56M | 0.7% | $6.33 | $6.16 | +4.7% | COM | 387432107 |
| UAN | CVR PARTNERS LP | 77,700 | $5.879M | 0.7% | $75.66 | $130.45 | — | COM | 126633205 |
| — | SPOTIFY USA INC | 5,999,000 | $5.72M | 0.7% | $0.95 | $0.95 | — | NOTE 3/1 | 84921RAB6 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 2,101,511 | $5.359M | 0.6% | $2.55 | $5.73 | — | COM | 10482B101 |
| — | URBAN ONE INC | 3,472,585 | $5.209M | 0.6% | $1.50 | $2.23 | — | CL D NON VTG | 91705J204 |
| VUSB | VANGUARD BD INDEX FDS | 100,000 | $4.952M | 0.6% | $49.52 | $49.24 | — | VANGUARD ULTRA | 92203C303 |
| — | ALLIANT ENERGY CORP | 5,000,000 | $4.936M | 0.6% | $0.99 | $0.99 | — | NOTE 3.875% 3/1 | 018802AC2 |
| — | CMS ENERGY CORP | 4,975,000 | $4.879M | 0.6% | $0.98 | $0.98 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | CNX RES CORP | 2,500,000 | $4.831M | 0.6% | $1.93 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | SOUTHWEST AIRLS CO | 4,185,000 | $4.19M | 0.5% | $1.00 | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DATADOG INC | 2,870,000 | $4.153M | 0.5% | $1.45 | $1.10 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | INNOVATE CORP | 11,643,000 | $4.029M | 0.5% | $0.35 | $1.17 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | TRANSMEDICS GROUP INC | 1,910,000 | $3.371M | 0.4% | $1.77 | $1.77 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | DEXCOM INC | 3,245,000 | $3.251M | 0.4% | $1.00 | $1.10 | — | NOTE 0.250%11/1 | 252131AK3 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,262,294 | $3.19M | 0.4% | $1.41 * | $2.56 | -42.5% | COM | 18453H106 |
| — | LANTHEUS HLDGS INC | 2,500,000 | $3.122M | 0.4% | $1.25 | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | ZILLOW GROUP INC | 2,500,000 | $3.029M | 0.3% | $1.21 | $1.18 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| CMLS | CUMULUS MEDIA INC | 1,458,428 | $2.975M | 0.3% | $2.04 * | $10.89 | -76.2% | COM CL A | 231082801 |
| — | GDL FD | 378,222 | $2.965M | 0.3% | $7.84 | $8.47 | — | COM SH BEN IT | 361570104 |
| — | RIVIAN AUTOMOTIVE INC | 3,000,000 | $2.954M | 0.3% | $0.98 | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | BLOOM ENERGY CORP | 3,000,000 | $2.914M | 0.3% | $0.97 | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| NPWR/WS | NET POWER INC | 1,258,513 | $2.863M | 0.3% | $2.27 | $3.37 | — | *W EXP 06/08/202 | 64107A113 |
| — | SUMMIT HOTEL PPTYS | 3,101,000 | $2.808M | 0.3% | $0.91 | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | PEBBLEBROOK HOTEL TR | 3,130,000 | $2.768M | 0.3% | $0.88 | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | PEABODY ENGR CORP | 2,000,000 | $2.636M | 0.3% | $1.32 | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| STKL | SUNOPTA INC | 472,242 | $2.55M | 0.3% | $5.40 * | $7.04 | -16.6% | COM | 8676EP108 |
| — | GUARDANT HEALTH INC | 3,270,000 | $2.519M | 0.3% | $0.77 | $0.74 | — | NOTE 11/1 | 40131MAB5 |
| — | ETSY INC | 2,500,000 | $2.47M | 0.3% | $0.99 | $1.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PAGERDUTY INC | 2,500,000 | $2.411M | 0.3% | $0.96 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | POST HLDGS INC | 2,000,000 | $2.207M | 0.3% | $1.10 | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| DJTWW | TRUMP MEDIA & TECHNOLOGY GRO | 101,190 | $2.147M | 0.2% | $21.22 | $14.33 | — | *W EXP 03/25/202 | 25400Q113 |
| — | ALTAIR ENGR INC | 1,250,000 | $1.823M | 0.2% | $1.46 | $1.06 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | LIBERTY MEDIA CORP DEL | 1,670,000 | $1.76M | 0.2% | $1.05 | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | CONFLUENT INC | 2,000,000 | $1.729M | 0.2% | $0.86 | $0.86 | — | NOTE 1/1 | 20717MAB9 |
| — | ON SEMICONDUCTOR CORP | 1,720,000 | $1.654M | 0.2% | $0.96 | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | INTEGER HLDGS CORP | 1,140,000 | $1.633M | 0.2% | $1.43 | $1.45 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | SEA LTD | 1,470,000 | $1.579M | 0.2% | $1.07 | $1.03 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | CUTERA INC | 7,140,000 | $1.431M | 0.2% | $0.20 | $0.62 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | CUTERA INC | 7,775,000 | $1.423M | 0.2% | $0.18 | $0.24 | — | NOTE 4.000% 6/0 | 232109AG3 |
| AMPX | AMPRIUS TECHNOLOGIES INC | 1,104,409 | $1.403M | 0.2% | $1.27 * | $1.63 | 0.0% | COMMON STOCK | 03214Q108 |
| — | CHEFS WHSE INC | 1,313,000 | $1.366M | 0.2% | $1.04 | $1.07 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | SMART GLOBAL HLDGS INC | 1,000,000 | $1.268M | 0.1% | $1.27 | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| RUMBW | RUMBLE INC | 1,116,070 | $1.177M | 0.1% | $1.06 | $2.24 | — | *W EXP 09/16/202 | 78137L113 |
| ODV | OSISKO DEVELOPMENT CORP | 625,200 | $1.163M | 0.1% | $1.86 * | $4.64 | -54.4% | COM NEW | 68828E809 |
| — | URBAN ONE INC | 560,859 | $1.116M | 0.1% | $1.99 | $5.46 | — | CL A | 91705J105 |
| HDSN | HUDSON TECHNOLOGIES INC | 125,000 | $1.099M | 0.1% | $8.79 * | $13.02 | -25.6% | COM | 444144109 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 440,617 | $1.097M | 0.1% | $2.49 | $6.82 | — | *W EXP 06/30/205 | 42806J148 |
| — | MIRUM PHARMACEUTICALS INC | 800,000 | $1.073M | 0.1% | $1.34 | $1.34 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | TH INTERNATIONAL LIMITED | 1,376,465 | $1.03M | 0.1% | $0.75 | $2.64 | — | ORDINARY SHARES | G8656L106 |
| — | ETSY INC | 1,000,000 | $789K | 0.1% | $0.79 | $0.72 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | IMAX CORP | 750,000 | $703K | 0.1% | $0.94 | $0.92 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| SKIN | THE BEAUTY HEALTH COMPANY | 342,404 | $657K | 0.1% | $1.92 * | $15.17 | -81.4% | COM CL A | 88331L108 |
| HTZ | HERTZ GLOBAL HLDGS INC | 162,417 | $573K | 0.1% | $3.53 * | $5.08 | 0.0% | COM NEW | 42806J700 |
| NCMI | NATIONAL CINEMEDIA INC | 130,126 | $571K | 0.1% | $4.39 * | $3.97 | +21.6% | COM NEW | 635309206 |
| PFIX | SIMPLIFY EXCHANGE TRADED FUN | 11,854 | $567K | 0.1% | $47.85 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| PCTTW | PURECYCLE TECHNOLOGIES INC | 343,683 | $509K | 0.1% | $1.48 | $2.88 | — | *W EXP 03/17/202 | 74623V111 |
| BFLY | BUTTERFLY NETWORK INC | 555,749 | $467K | 0.1% | $0.84 * | $1.21 | -23.0% | COM CL A | 124155102 |
| — | INSULET CORP | 420,000 | $460K | 0.1% | $1.09 | $1.23 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | RINGCENTRAL INC | 489,000 | $444K | 0.1% | $0.91 | $0.85 | — | NOTE 3/1 | 76680RAH0 |
| — | LANDSEA HOMES CORP | 2,194,348 | $438K | 0.0% | $0.20 | $0.26 | — | *W EXP 01/08/202 | 51509P111 |
| — | NUSCALE PWR CORP | 145,897 | $415K | 0.0% | $2.85 | $2.02 | — | *W EXP 05/02/202 | 67079K118 |
| BIL | SPDR SER TR | 4,500 | $413K | 0.0% | $91.78 | $91.78 | — | BLOOMBERG 1-3 MO | 78468R663 |
| SGOV | ISHARES TR | 4,100 | $413K | 0.0% | $100.71 | $100.71 | — | 0-3 MNTH TREASRY | 46436E718 |
| — | FIVE9 INC | 300,000 | $286K | 0.0% | $0.95 | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | PACIRA BIOSCIENCES INC | 300,000 | $282K | 0.0% | $0.94 | $0.94 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | PENNYMAC CORP | 287,000 | $273K | 0.0% | $0.95 | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | CONTAINER STORE GROUP INC | 470,410 | $254K | 0.0% | $0.54 | $1.80 | — | COM | 210751103 |
| — | RLJ LODGING TR | 9,266 | $230K | 0.0% | $24.85 | $23.99 | — | CUM CONV PFD A | 74965L200 |
| — | BLOCK INC | 249,000 | $223K | 0.0% | $0.90 | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | OKTA INC | 242,000 | $223K | 0.0% | $0.92 | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | CRACKER BARREL OLD CTRY STOR | 249,000 | $221K | 0.0% | $0.89 | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | CABLE ONE INC | 248,000 | $218K | 0.0% | $0.88 | $0.85 | — | NOTE 3/1 | 12685JAE5 |
| — | ARKO CORP | 467,080 | $217K | 0.0% | $0.46 | $0.46 | — | *W EXP 12/22/202 | 041242116 |
| — | LYFT INC | 207,000 | $199K | 0.0% | $0.96 | $0.88 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | EXPEDIA GROUP INC | 207,000 | $190K | 0.0% | $0.92 | $0.92 | — | NOTE 2/1 | 30212PBE4 |
| — | WHOLE EARTH BRANDS INC | 3,385,807 | $167K | 0.0% | $0.05 | $0.10 | — | *W EXP 06/25/202 | 96684W126 |
| — | CHEGG INC | 199,000 | $159K | 0.0% | $0.80 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | AST SPACEMOBILE INC | 37,651 | $158K | 0.0% | $4.18 | $4.18 | — | *W EXP 04/06/202 | 00217D118 |
| — | NOVOCURE LTD | 158,000 | $146K | 0.0% | $0.92 | $0.87 | — | NOTE 11/0 | 67011XAB9 |
| — | SEA LTD | 167,000 | $146K | 0.0% | $0.87 | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 113,332 | $113K | 0.0% | $1.00 | $0.93 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| GCTS/WS | GCT SEMICONDUCTOR HLDG INC | 668,646 | $110K | 0.0% | $0.16 | $0.16 | — | *W EXP 03/01/202 | 36170N115 |
| PSQH/WS | PSQ HOLDINGS INC | 270,640 | $101K | 0.0% | $0.38 | $0.38 | — | *W EXP 99/99/999 | 693691115 |
| ET | ENERGY TRANSFER L P | 5,000 | $81,100 | 0.0% | $16.22 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | LIBERTY MEDIA CORP DEL | 220,000 | $79,016 | 0.0% | $0.36 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| WFRD | WEATHERFORD INTL PLC | 467 | $57,184 | 0.0% | $122.45 * | $84.49 | +41.3% | ORD SHS | G48833118 |
| TE/WS | FREYR BATTERY INC | 346,411 | $50,420 | 0.0% | $0.15 | $0.17 | — | *W EXP 07/09/202 | 35834F112 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 1,334,846 | $43,583 | 0.0% | $0.03 | $0.29 | — | *W EXP 01/14/202 | G5380J118 |
| — | ADAM NAT RES FD INC | 1,800 | $42,498 | 0.0% | $23.61 | $20.56 | — | COM | 00548F105 |
| — | EL PASO ENERGY CAP TR I | 434 | $20,485 | 0.0% | $47.20 | $45.85 | — | PFD CV TR SEC 28 | 283678209 |
| — | HAEMONETICS CORP MASS | 22,000 | $19,938 | 0.0% | $0.91 | $0.87 | — | NOTE 3/0 | 405024AB6 |
| AIRJW | MONTANA TECHNOLOGIES CORP | 9,100 | $13,195 | 0.0% | $1.45 | $1.45 | — | *W EXP 03/15/202 | 612160119 |
| JSPRW | JASPER THERAPEUTICS INC | 65,456 | $12,764 | 0.0% | $0.20 | $0.20 | — | *W EXP 09/24/202 | 471871111 |
| PSEWF | PAYSAFE LIMITED | 399,748 | $9,574 | 0.0% | $0.02 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| ASTLW | ALGOMA STL GROUP INC | 10,000 | $8,625 | 0.0% | $0.86 | $0.86 | — | *W EXP 10/19/202 | 015658115 |
| RDZNW | ROADZEN INC | 150,602 | $6,024 | 0.0% | $0.04 | $0.04 | — | *W EXP 11/30/202 | G7606H116 |
| FOACW | FINANCE OF AMERICA COMPAN | 502,865 | $5,104 | 0.0% | $0.01 | $1.33 | — | *W EXP 04/08/202 | 31738L115 |
| MIR | MIRION TECHNOLOGIES INC | 461 | $4,951 | 0.0% | $10.74 | $10.63 | 0.0% | COM CL A | 60471A101 |
| AIIOW | NWTN INC | 64,571 | $4,323 | 0.0% | $0.07 | $0.28 | — | *W EXP 12/31/202 | G6693P114 |
| — | POLESTAR AUTOMOTIVE HLDG UK | 24,495 | $3,307 | 0.0% | $0.14 | $0.14 | — | ADS C-1 | 731105102 |
| SPWRW | COMPLETE SOLARIA INC | 25,171 | $1,223 | 0.0% | $0.05 | $0.20 | — | *W EXP 07/31/202 | 20460L112 |