Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 13, 2024
Total Value: $935M (6.6% shares, 93.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | VENTAS RLTY LTD PARTNERSHIP | 63,320,000 | $77.05M | 8.2% | $1.22 | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | AMERICAN WTR CAP CORP | 64,625,000 | $66.29M | 7.1% | $1.03 | $1.03 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| — | BOFA FIN LLC | 57,442,000 | $63.7M | 6.8% | $1.11 | $1.11 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | LIBERTY MEDIA CORP DEL | 47,154,000 | $48.74M | 5.2% | $1.03 | $1.20 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | PPL CAP FDG INC | 45,150,000 | $47.91M | 5.1% | $1.06 | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | MGP INGREDIENTS INC NEW | 42,876,000 | $46M | 4.9% | $1.07 | $1.18 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | DUKE ENERGY CORP NEW | 41,390,000 | $43.85M | 4.7% | $1.06 | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | FORD MTR CO | 44,600,000 | $43.73M | 4.7% | $0.98 | $0.99 | — | NOTE 3/1 | 345370CZ1 |
| — | AKAMAI TECHNOLOGIES INC | 34,030,000 | $34.61M | 3.7% | $1.02 | $1.02 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | NUTANIX INC | 26,860,000 | $32.15M | 3.4% | $1.20 | $1.18 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | TYLER TEX INDPT SCH DIST | 22,704,000 | $27.83M | 3.0% | $1.23 | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | UBER TECHNOLOGIES INC | 22,230,000 | $24.57M | 2.6% | $1.11 | $1.08 | — | NOTE 12/1 | 90353TAJ9 |
| — | ADVANCED ENERGY INDS | 20,905,000 | $22.12M | 2.4% | $1.06 | $1.06 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | JOHN BEAN TECHNOLOGIES CORP | 23,311,000 | $21.93M | 2.3% | $0.94 | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | SPOTIFY USA INC | 18,250,000 | $18.18M | 1.9% | $1.00 | $0.98 | — | NOTE 3/1 | 84921RAB6 |
| — | BRAEMAR HOTELS & RESORTS INC | 18,140,000 | $16.96M | 1.8% | $0.94 | $0.99 | — | NOTE 4.500% 6/0 | 10482BAB7 |
| — | SOUTHERN CO | 15,000,000 | $16.71M | 1.8% | $1.11 | $1.11 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | MIDDLEBY CORP | 13,600,000 | $15.67M | 1.7% | $1.15 | $1.27 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | ASCENDIS PHARMA A/S | 13,055,000 | $15.27M | 1.6% | $1.17 | $0.92 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | SSR MINING IN | 15,865,000 | $15.05M | 1.6% | $0.95 | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | EQUINOX GOLD CORP | 10,301,000 | $12.93M | 1.4% | $1.26 | $1.26 | — | NOTE 4.750%10/1 | 29446YAC0 |
| — | VAREX IMAGING CORP | 12,010,000 | $11.95M | 1.3% | $1.00 | $1.17 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | BROOKDALE SR LIVING INC | 10,730,000 | $11.35M | 1.2% | $1.06 | $0.96 | — | NOTE 2.000%10/1 | 112463AC8 |
| — | AMERICAN AIRLINES GROUP INC | 10,125,000 | $10.41M | 1.1% | $1.03 | $1.04 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | NCL CORP LTD | 8,100,000 | $10.05M | 1.1% | $1.24 | $1.22 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | CONMED CORP | 9,685,000 | $9M | 1.0% | $0.93 | $1.01 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | PENN ENTERTAINMENT INC | 7,325,000 | $7.928M | 0.8% | $1.08 | $1.10 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | KAYNE ANDERSON ENERGY INFRST | 676,943 | $7.446M | 0.8% | $11.00 | $8.52 | — | COM | 486606106 |
| — | JAZZ INVESTMENTS I LTD | 7,270,000 | $7.255M | 0.8% | $1.00 | $1.21 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | NORTHERN OIL & GAS INC | 5,855,000 | $6.722M | 0.7% | $1.15 | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | INTERDIGITAL INC | 3,500,000 | $6.496M | 0.7% | $1.86 | $1.36 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| BHR | BRAEMAR HOTELS & RESORTS INC | 2,101,511 | $6.494M | 0.7% | $3.09 | $5.73 | — | COM | 10482B101 |
| — | CNX RES CORP | 2,500,000 | $6.37M | 0.7% | $2.55 | $1.27 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| WEST | WESTROCK COFFEE CO | 885,589 | $5.756M | 0.6% | $6.50 * | $8.79 | 0.0% | COM | 96145W103 |
| GRNT | GRANITE RIDGE RESOURCES INC | 932,055 | $5.536M | 0.6% | $5.94 * | $6.16 | +4.0% | COM | 387432107 |
| — | CMS ENERGY CORP | 4,975,000 | $5.339M | 0.6% | $1.07 | $0.98 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | ALLIANT ENERGY CORP | 5,000,000 | $5.237M | 0.6% | $1.05 | $0.99 | — | NOTE 3.875% 3/1 | 018802AC2 |
| UAN | CVR PARTNERS LP | 77,700 | $5.216M | 0.6% | $67.13 | $130.45 | — | COM | 126633205 |
| VUSB | VANGUARD BD INDEX FDS | 100,000 | $4.994M | 0.5% | $49.94 | $49.24 | — | VANGUARD ULTRA | 92203C303 |
| — | URBAN ONE INC | 3,647,063 | $4.048M | 0.4% | $1.11 | $2.18 | — | CL D NON VTG | 91705J204 |
| — | LANTHEUS HLDGS INC | 2,500,000 | $3.89M | 0.4% | $1.56 | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | AIR TRANS SVCS GROUP INC | 4,030,000 | $3.785M | 0.4% | $0.94 | $0.94 | — | NOTE 3.875% 8/1 | 00922RAD7 |
| — | ZILLOW GROUP INC | 2,500,000 | $3.745M | 0.4% | $1.50 | $1.18 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | DATADOG INC | 2,870,000 | $3.726M | 0.4% | $1.30 | $1.10 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | TRANSMEDICS GROUP INC | 1,910,000 | $3.526M | 0.4% | $1.85 | $1.77 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | FLUOR CORP | 2,490,000 | $3.045M | 0.3% | $1.22 | $1.22 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | SUMMIT HOTEL PPTYS | 3,201,000 | $3.029M | 0.3% | $0.95 | $1.06 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | PEABODY ENGR CORP | 2,000,000 | $3.003M | 0.3% | $1.50 | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 1,842,775 | $2.948M | 0.3% | $1.60 | $2.56 | -39.0% | COM | 18453H106 |
| — | BLOOM ENERGY CORP | 3,000,000 | $2.759M | 0.3% | $0.92 | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | RIVIAN AUTOMOTIVE INC | 3,000,000 | $2.721M | 0.3% | $0.91 | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | NCL CORP LTD | 2,500,000 | $2.427M | 0.3% | $0.97 | $0.97 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | PAGERDUTY INC | 2,500,000 | $2.408M | 0.3% | $0.96 | $1.20 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | POST HLDGS INC | 2,000,000 | $2.382M | 0.3% | $1.19 | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | ON SEMICONDUCTOR CORP | 2,000,000 | $2.026M | 0.2% | $1.01 | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | SEA LTD | 1,670,000 | $2.006M | 0.2% | $1.20 | $1.05 | — | NOTE 2.375%12/0 | 81141RAF7 |
| CMLS | CUMULUS MEDIA INC | 1,458,428 | $1.911M | 0.2% | $1.31 * | $10.89 | -84.3% | COM CL A | 231082801 |
| — | LIBERTY MEDIA CORP DEL | 1,670,000 | $1.836M | 0.2% | $1.10 | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | INTEGER HLDGS CORP | 1,140,000 | $1.805M | 0.2% | $1.58 | $1.45 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | ALTAIR ENGR INC | 1,250,000 | $1.785M | 0.2% | $1.43 | $1.06 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | CONFLUENT INC | 2,000,000 | $1.773M | 0.2% | $0.89 | $0.86 | — | NOTE 1/1 | 20717MAB9 |
| NPWR/WS | NET POWER INC | 1,354,413 | $1.686M | 0.2% | $1.24 | $3.22 | — | *W EXP 06/08/202 | 64107A113 |
| — | GDL FD | 200,522 | $1.634M | 0.2% | $8.15 | $8.47 | — | COM SH BEN IT | 361570104 |
| STKL | SUNOPTA INC | 250,000 | $1.595M | 0.2% | $6.38 * | $7.04 | -16.8% | COM | 8676EP108 |
| — | CUTERA INC | 7,775,000 | $1.39M | 0.1% | $0.18 | $0.24 | — | NOTE 4.000% 6/0 | 232109AG3 |
| — | CHEFS WHSE INC | 1,313,000 | $1.374M | 0.1% | $1.05 | $1.07 | — | NOTE 1.875%12/0 | 163086AB7 |
| ODV | OSISKO DEVELOPMENT CORP | 607,152 | $1.293M | 0.1% | $2.13 | $4.64 | -54.9% | COM NEW | 68828E809 |
| RUMBW | RUMBLE INC | 1,116,370 | $1.284M | 0.1% | $1.15 | $2.24 | — | *W EXP 09/16/202 | 78137L113 |
| — | SMART GLOBAL HLDGS INC | 1,000,000 | $1.209M | 0.1% | $1.21 | $1.23 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | CUTERA INC | 7,140,000 | $1.159M | 0.1% | $0.16 | $0.62 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | TH INTERNATIONAL LIMITED | 1,376,465 | $1.115M | 0.1% | $0.81 | $2.64 | — | ORDINARY SHARES | G8656L106 |
| PCTTW | PURECYCLE TECHNOLOGIES INC | 378,757 | $1.093M | 0.1% | $2.89 | $2.88 | — | *W EXP 03/17/202 | 74623V111 |
| AMPX | AMPRIUS TECHNOLOGIES INC | 969,931 | $1.077M | 0.1% | $1.11 | $1.63 | -32.5% | COMMON STOCK | 03214Q108 |
| — | URBAN ONE INC | 559,561 | $985K | 0.1% | $1.76 | $5.46 | — | CL A | 91705J105 |
| — | AKAMAI TECHNOLOGIES INC | 600,000 | $621K | 0.1% | $1.03 | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NUSCALE PWR CORP | 191,131 | $614K | 0.1% | $3.21 | $2.30 | — | *W EXP 05/02/202 | 67079K118 |
| — | LANDSEA HOMES CORP | 2,189,616 | $602K | 0.1% | $0.28 | $0.26 | — | *W EXP 01/08/202 | 51509P111 |
| — | RINGCENTRAL INC | 589,000 | $540K | 0.1% | $0.92 | $0.86 | — | NOTE 3/1 | 76680RAH0 |
| HTZ | HERTZ GLOBAL HLDGS INC | 162,417 | $536K | 0.1% | $3.30 * | $5.08 | -31.3% | COM NEW | 42806J700 |
| ASTS | AST SPACEMOBILE INC | 20,200 | $528K | 0.1% | $26.15 * | $22.55 | 0.0% | COM CL A | 00217D100 |
| SKIN | THE BEAUTY HEALTH COMPANY | 342,404 | $493K | 0.1% | $1.44 * | $15.17 | -89.2% | COM CL A | 88331L108 |
| HDSN | HUDSON TECHNOLOGIES INC | 56,250 | $469K | 0.1% | $8.34 | $13.02 | -36.5% | COM | 444144109 |
| — | ENVESTNET INC | 425,000 | $419K | 0.0% | $0.99 | $0.99 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | PACIRA BIOSCIENCES INC | 400,000 | $382K | 0.0% | $0.96 | $0.94 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | FIVE9 INC | 395,000 | $382K | 0.0% | $0.97 | $0.96 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | SOLAREDGE TECHNOLOGIES INC | 400,000 | $374K | 0.0% | $0.93 | $0.93 | — | NOTE 9/1 | 83417MAD6 |
| — | PENNYMAC CORP | 382,000 | $372K | 0.0% | $0.97 | $0.96 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | SNAP INC | 460,000 | $368K | 0.0% | $0.80 | $0.80 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | ZIFF DAVIS INC | 394,000 | $367K | 0.0% | $0.93 | $0.93 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | ESPERION THERAPEUTICS INC NE | 375,000 | $357K | 0.0% | $0.95 | $0.95 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | HAEMONETICS CORP MASS | 382,000 | $355K | 0.0% | $0.93 | $0.92 | — | NOTE 3/0 | 405024AB6 |
| BRCC | BRC INC | 100,000 | $342K | 0.0% | $3.42 * | $4.58 | 0.0% | COM CL A | 05601U105 |
| GROY | GOLD ROYALTY CORP | 241,000 | $328K | 0.0% | $1.36 | $1.36 | 0.0% | COMMON SHARES | 38071H106 |
| — | CRACKER BARREL OLD CTRY STOR | 354,000 | $326K | 0.0% | $0.92 | $0.85 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | CABLE ONE INC | 353,000 | $323K | 0.0% | $0.92 | $0.87 | — | NOTE 3/1 | 12685JAE5 |
| — | BLOCK INC | 349,000 | $323K | 0.0% | $0.92 | $0.85 | — | NOTE 5/0 | 852234AJ2 |
| — | LYFT INC | 302,000 | $295K | 0.0% | $0.98 | $0.91 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | DEXCOM INC | 300,000 | $286K | 0.0% | $0.95 | $1.10 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | INTUITIVE MACHINES INC | 108,000 | $268K | 0.0% | $2.48 | $2.48 | — | *W EXP 99/99/999 | 46125A118 |
| — | ARKO CORP | 483,780 | $250K | 0.0% | $0.52 | $0.47 | — | *W EXP 12/22/202 | 041242116 |
| — | SEA LTD | 272,000 | $246K | 0.0% | $0.90 | $0.97 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | RLJ LODGING TR | 9,266 | $242K | 0.0% | $26.16 | $23.99 | — | CUM CONV PFD A | 74965L200 |
| — | CHEGG INC | 314,000 | $239K | 0.0% | $0.76 | $0.80 | — | NOTE 9/0 | 163092AF6 |
| — | OKTA INC | 242,000 | $225K | 0.0% | $0.93 | $1.18 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | EXPEDIA GROUP INC | 207,000 | $198K | 0.0% | $0.95 | $0.92 | — | NOTE 2/1 | 30212PBE4 |
| — | NOVOCURE LTD | 158,000 | $149K | 0.0% | $0.94 | $0.87 | — | NOTE 11/0 | 67011XAB9 |
| BIL | SPDR SER TR | 1,535 | $141K | 0.0% | $91.81 | $91.78 | — | BLOOMBERG 1-3 MO | 78468R663 |
| SGOV | ISHARES TR | 1,350 | $136K | 0.0% | $100.72 | $100.71 | — | 0-3 MNTH TREASRY | 46436E718 |
| — | DIGITALOCEAN HLDGS INC | 105,000 | $93,406 | 0.0% | $0.89 | $0.89 | — | NOTE 12/0 | 25402DAB8 |
| GCTS/WS | GCT SEMICONDUCTOR HLDG INC | 668,646 | $86,957 | 0.0% | $0.13 | $0.16 | — | *W EXP 03/01/202 | 36170N115 |
| ET | ENERGY TRANSFER L P | 5,000 | $80,250 | 0.0% | $16.05 | $11.20 | — | COM UT LTD PTN | 29273V100 |
| — | LIBERTY MEDIA CORP DEL | 220,000 | $76,842 | 0.0% | $0.35 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | EL PASO ENERGY CAP TR I | 1,321 | $63,672 | 0.0% | $48.20 | $47.43 | — | PFD CV TR SEC 28 | 283678209 |
| — | CHEGG INC | 65,000 | $62,444 | 0.0% | $0.96 | $0.96 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | FORUM ENERGY TECHNOLOGIES IN | 57,232 | $56,498 | 0.0% | $0.99 | $0.93 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| PSQH/WS | PSQ HOLDINGS INC | 270,640 | $50,407 | 0.0% | $0.19 | $0.38 | — | *W EXP 99/99/999 | 693691115 |
| — | ADAM NAT RES FD INC | 1,819 | $42,237 | 0.0% | $23.22 | $20.58 | — | COM | 00548F105 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 1,334,846 | $34,105 | 0.0% | $0.03 | $0.29 | — | *W EXP 01/14/202 | G5380J118 |
| TE/WS | FREYR BATTERY INC | 346,411 | $25,046 | 0.0% | $0.07 | $0.17 | — | *W EXP 07/09/202 | 35834F112 |
| PFIX | SIMPLIFY EXCHANGE TRADED FUN | 604 | $24,836 | 0.0% | $41.12 | $41.41 | — | SIMPLIFY INTERST | 82889N855 |
| ASTLW | ALGOMA STL GROUP INC | 10,000 | $17,250 | 0.0% | $1.73 | $0.86 | — | *W EXP 10/19/202 | 015658115 |
| RDZNW | ROADZEN INC | 150,602 | $12,523 | 0.0% | $0.08 | $0.04 | — | *W EXP 11/30/202 | G7606H116 |
| JSPRW | JASPER THERAPEUTICS INC | 65,456 | $12,437 | 0.0% | $0.19 | $0.20 | — | *W EXP 09/24/202 | 471871111 |
| PSEWF | PAYSAFE LIMITED | 399,748 | $9,414 | 0.0% | $0.02 | $3.18 | — | *W EXP 03/30/202 | G6964L115 |
| SPWRW | COMPLETE SOLARIA INC | 25,171 | $6,607 | 0.0% | $0.26 | $0.20 | — | *W EXP 07/31/202 | 20460L112 |
| MIR | MIRION TECHNOLOGIES INC | 461 | $5,103 | 0.0% | $11.07 * | $10.63 | -1.0% | COM CL A | 60471A101 |
| AIRJW | MONTANA TECHNOLOGIES CORP | 9,100 | $4,015 | 0.0% | $0.44 | $1.45 | — | *W EXP 03/15/202 | 612160119 |
| AIIOW | NWTN INC | 64,571 | $2,586 | 0.0% | $0.04 | $0.28 | — | *W EXP 12/31/202 | G6693P114 |