CIK: 0001009012 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 13, 2017
Total Value ($000): $1,954,061 (3.5% shares, 96.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE.COM | 99,889,000 | $115,070 | 5.9% | $1.13 | — | Note 0.900 9/1 | 741503AX4 |
| — | LIBERTY MEDIA CORPORATION | 83,351,000 | $101,013 | 5.2% | $0.99 | — | Note 1.375 10/1 | 531229AB8 |
| — | ARCONIC INC | 88,788,000 | $99,170 | 5.1% | $1.05 | — | Note 1.625 10/1 | 74973WAB3 |
| — | CITRIX SYSTEMS INC. | 80,532,000 | $93,820 | 4.8% | $1.13 | — | Note 0.500 4/1 | 177376AD2 |
| — | JANUS CAPITAL GROUP INC | 53,391,000 | $82,890 | 4.2% | $1.28 | — | Note 0.750 7/1 | 47102XAH8 |
| — | MACQUARIE INFRASTRUCTURE | 74,042,000 | $78,623 | 4.0% | $1.12 | — | Note 2.875 7/1 | 55608BAA3 |
| — | TEVA PHARM | 85,608,000 | $77,368 | 4.0% | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | RPM INTERNATIONAL, INC | 62,234,000 | $71,647 | 3.7% | $1.15 | — | note 2.250 12/1 | 749685AT0 |
| — | AIR LEASE CORPORATION | 46,809,000 | $71,150 | 3.6% | $1.33 | — | Note 3.875 12/0 | 00912XAK0 |
| — | RED HAT, INC | 42,228,000 | $65,064 | 3.3% | $1.24 | — | Note 0.250 10/0 | 756577AD4 |
| — | INTERDIGITAL, INC | 51,810,000 | $60,815 | 3.1% | $1.18 | — | Note 1.500 3/0 | 458660AD9 |
| — | INTEL CORP | 41,185,000 | $58,533 | 3.0% | $1.31 | — | SDCV 2.950 12/1 | 458140AD2 |
| — | TRINITY INDUSTRIES, INC | 42,840,000 | $57,836 | 3.0% | $1.21 | — | Note 3.875 6/0 | 896522AF6 |
| — | JOHNSON JOHNSON | 30,784,000 | $55,026 | 2.8% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | INTEL CORPORATION | 27,312,000 | $50,249 | 2.6% | $1.28 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | EURONET WORLDWIDE INC | 35,654,000 | $48,324 | 2.5% | $1.23 | — | Note 1.500 10/0 | 298736AH2 |
| — | DYCOM INDUSTRIES INC | 39,328,000 | $44,767 | 2.3% | $1.09 | — | Note 0.750 9/1 | 267475AB7 |
| — | ROYAL GOLD, INC | 36,404,000 | $40,181 | 2.1% | $1.04 | — | Note 2.875 6/1 | 780287AA6 |
| — | WORKDAY, INC | 26,530,000 | $37,264 | 1.9% | $1.10 | — | Note 1.500 7/1 | 98138HAD3 |
| — | RESTORATION HARDWARE HOLDINGS INC. | 36,386,000 | $31,311 | 1.6% | $0.86 | — | Note 0.00 7/15 | 761283AB6 |
| — | FINISAR CORPORATION | 29,100,000 | $30,538 | 1.6% | $1.12 | — | Note 0.500 12/1 | 31787AAM3 |
| — | TCP CAPITAL CORP | 26,525,000 | $27,752 | 1.4% | $1.05 | — | Note 4.625 3/0 | 87238QAD5 |
| — | COLONY NORTHSTAR | 27,029,000 | $27,293 | 1.4% | $1.01 | — | Note 3.875 1/1 | 19624RAB2 |
| — | GREENBRIER COMPANIES | 19,708,000 | $27,123 | 1.4% | $1.29 | — | Note 3.400 4/0 | 393657AH4 |
| — | BIOMARIN PHARMACEUTICAL INC | 22,300,000 | $26,844 | 1.4% | $1.20 | — | Note 1.500 10/1 | 09061GAF8 |
| — | CARRIAGE SERVICES | 20,047,000 | $25,121 | 1.3% | $1.19 | — | Note 2.750 3/1 | 143905AM9 |
| — | NATIONAL HEALTH INVESTORS, INC. | 21,117,000 | $24,337 | 1.2% | $1.02 | — | Note 3.250 4/0 | 63633DAE4 |
| — | MEDICINES COMPANY | 22,990,000 | $24,168 | 1.2% | $1.05 | — | Note 2.750 7/1 | 584688AG0 |
| — | GREEN PLAINS | 22,758,000 | $23,449 | 1.2% | $1.03 | — | Note 4.125 9/0 | 393222AF1 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 458,509 | $23,292 | 1.2% | $51.33 | — | UNIT 11/01/2051 | 64944P307 |
| — | COWEN GROUP, INC. | 21,340,000 | $22,514 | 1.2% | $1.02 | — | Note 3.000 3/1 | 223622AB7 |
| — | CORENERGY INFRASTRUCTURE TRUST | 17,815,000 | $20,554 | 1.1% | $0.90 | — | Note 7.000 6/1 | 21870UAA4 |
| — | ALTABA | 15,430,000 | $20,075 | 1.0% | $1.14 | — | Note 12/0 | 984332AF3 |
| — | CTRIP.COM INTERNATIONAL, LTD | 14,640,000 | $17,778 | 0.9% | $1.19 | — | Note 1.990 7/0 | 22943FAH3 |
| — | CIENA CORP | 13,430,000 | $16,461 | 0.8% | $1.23 | — | Note 3.750 10/1 Added | 171779AJ0 |
| — | HORIZON GLOBAL | 15,075,000 | $15,669 | 0.8% | $0.92 | — | Note 2.750 7/0 | 44052WAA2 |
| — | HARMONIC INC | 16,751,000 | $14,846 | 0.8% | $1.08 | — | Note 4.000 12/0 | 413160AB8 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 11,600,000 | $14,776 | 0.8% | $1.09 | — | Note 1.875 6/0 | 049164BJ4 |
| — | ALON USA ENERGY, INC. | 12,894,000 | $14,529 | 0.7% | $0.96 | — | Note 3.00 9/1 | 020520AB8 |
| — | AMYRIS | 18,936,000 | $13,729 | 0.7% | $0.70 | — | Note 6.500 5/1 | 03236MAC5 |
| — | OASIS PETROLEUM | 11,500,000 | $12,317 | 0.6% | $0.98 | — | Note 2.625 9/1 | 674215AJ7 |
| — | TELIGENT INC | 12,323,000 | $11,876 | 0.6% | $0.87 | — | Note 3.750 12/1 | 449575AB5 |
| — | MOLINA HEALTHCARE INC | 9,445,000 | $11,854 | 0.6% | $1.15 | — | DBCV 1.625 8/1 | 60855RAD2 |
| — | AKAMAI TECH | 11,300,000 | $10,997 | 0.6% | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | WAYFAIR | 10,775,000 | $10,446 | 0.5% | $0.97 | — | Note 0.375 9/0 | 94419LAA9 |
| — | THERAVANCE BIOPHARMA | 8,170,000 | $10,024 | 0.5% | $1.23 | — | Note 3.250 11/0 | 88339KAA0 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 9,150,000 | $9,814 | 0.5% | $1.04 | — | Note 4.250 3/1 | 126349AF6 |
| — | WELLS FARGO COMPANY | 6,879 | $9,046 | 0.5% | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | PDL BIOPHARMA INC | 7,755,000 | $8,463 | 0.4% | $0.82 | — | Note 2.750 12/1 | 69329YAG9 |
| — | VITAMIN SHOPPE INC | 10,975,000 | $8,190 | 0.4% | $0.86 | — | Note 2.250 12/0 | 92849EAB7 |
| — | URBAN ONE | 2,562,256 | $4,292 | 0.2% | $2.12 | — | CL D NON VTG | 91705J204 |
| — | ARBOR REALTY TRUST | 3,955,000 | $4,207 | 0.2% | $1.05 | — | Note 6.500 10/1 | 038923AA6 |
| — | CIENA CORP | 3,116,000 | $4,133 | 0.2% | $1.33 | — | debt 4.000 12/1 | 171779AK7 |
| — | COLONY NORTHSTAR | 3,864,000 | $3,977 | 0.2% | $1.01 | — | Note 5.000 4/1 | 19624RAA4 |
| — | IRIDIUM COMMUNICATIONS | 10,580 | $3,870 | 0.2% | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | MICROCHIP TECHNOLOGY INC | 2,202,000 | $3,850 | 0.2% | $1.02 | — | Note 1.625 2/1 | 595017AD6 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 273,998 | $3,844 | 0.2% | $14.74 | — | COM | 27828H105 |
| EMMS | EMMIS COMMUNICATIONS | 966,198 | $3,237 | 0.2% | $3.45 | -22.8% | COM NEW CL A | 291525400 |
| — | GLOBAL EAGLE ENTERTAINMENT INC. | 4,705,000 | $3,105 | 0.2% | $0.75 | — | Note 2.750 2/1 | 37951DAB8 |
| — | SEACOR HOLDING INC | 3,110,000 | $2,795 | 0.1% | $0.91 | — | Note 3.000 11/1 | 81170YAB5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2,579 | 0.1% | $9.27 | — | COM SHS | 67073D102 |
| — | CEMEX S.A. | 2,225,000 | $2,543 | 0.1% | $1.20 | — | Note 3.750 3/1 | 151290BC6 |
| — | HOSTESS BRANDS | 1,158,631 | $2,364 | 0.1% | $2.04 | — | *W EXP 11/04/202 | 44109J114 |
| — | GLOBAL BROKERAGE INC. | 4,735,000 | $2,131 | 0.1% | $1.01 | — | Note 2.250 6/1 | 302693AB2 |
| — | PDL BIOPHARMA INC | 2,080,000 | $2,085 | 0.1% | $0.94 | — | Note 4.000 2/0 | 69329YAF1 |
| — | SAFEGUARD SCIENTIFICS | 1,877,000 | $1,932 | 0.1% | $1.36 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | GSV CAPITAL CORP. | 1,845,000 | $1,834 | 0.1% | $0.94 | — | Note 5.250 9/1 | 36191JAB7 |
| — | MACQUARIE INFRASTRUCTURE | 1,800,000 | $1,748 | 0.1% | $1.01 | — | Note 2.000 10/1 | 55608BAB1 |
| — | CTRIP.COM INTERNATIONAL, LTD | 1,410,000 | $1,522 | 0.1% | $1.08 | — | Note 1.250 9/1 | 22943FAM2 |
| — | QUANTUM CORP. | 1,500,000 | $1,512 | 0.1% | $0.95 | — | Note 4.500 11/1 | 747906AJ4 |
| — | BANK OF AMERICA | 105,000 | $1,390 | 0.1% | $5.52 | — | W EXP 01/16/201 | 060505146 |
| — | SIRIUS XM RADIO INC | 245,000 | $1,352 | 0.1% | $5.08 | — | COM | 82968B103 |
| — | BANK OF AMERICA | 900 | $1,171 | 0.1% | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | PRA GROUP INC. | 1,250,000 | $1,152 | 0.1% | $0.95 | — | Note 3.000 8/0 | 73640QAB1 |
| — | GDL FUND | 110,269 | $1,125 | 0.1% | $9.86 | — | COM SH BEN IT | 361570104 |
| — | COLONY NORTHSTAR | 85,174 | $1,070 | 0.1% | $12.91 | — | CL A COM | 19625W104 |
| — | TAHOE RESOURCES INC | 200,000 | $1,054 | 0.1% | $5.27 | — | COM | 873868103 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 1,000,000 | $1,004 | 0.1% | $0.93 | — | Note 3.00 8/0 | 02917TAA2 |
| — | KEYW HOLDING CORP. | 1,000,000 | $937 | 0.0% | $0.98 | — | Note 2.500 7/1 | 493723AA8 |
| — | LIBERTY MEDIA | 1,310,000 | $930 | 0.0% | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | REDWOOD TRUST, INC | 900,000 | $929 | 0.0% | $0.96 | — | Note 5.625 11/1 | 749772AB5 |
| — | BROOKFIELD REAL ASSETS INCOME FUND | 36,347 | $865 | 0.0% | $22.31 | — | SHS BEN INT | 112830104 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $831 | 0.0% | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | WELLTOWER INC. | 13,000 | $823 | 0.0% | $61.32 | — | 6.50 PFD PREPET | 95040Q203 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS, INC | 169,442 | $788 | 0.0% | $4.93 | — | CL A | 18451C109 |
| — | MODUSLINK GLOBAL SOLUTIONS, INC. | 700,000 | $658 | 0.0% | $0.82 | — | Note 5.250 3/0 | 60786LAB3 |
| — | COHEN STEERS CLOSED-END OPPORTUNITY FUND | 49,031 | $647 | 0.0% | $12.30 | — | COM | 19248P106 |
| — | GABELLI CONVERTIBLE AND INCOME FUND | 30,347 | $623 | 0.0% | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | BLACKROCK DEBT STRATEGIES FUND | 50,668 | $591 | 0.0% | $11.35 | — | NEW | 09255R202 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $572 | 0.0% | $11.80 | — | COM | 72369J102 |
| — | DUFF PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $549 | 0.0% | $17.08 | — | COM | 26433C105 |
| TEVA | TEVA PHARM | 30,000 | $528 | 0.0% | $17.60 | — | SPONSORED ADR | 881624209 |
| — | CINEDIGM CORP | 327,854 | $475 | 0.0% | $1.45 | — | COM NEW | 172406209 |
| — | DURECT CORPORATION | 255,000 | $451 | 0.0% | $1.22 | — | COM | 266605104 |
| — | DEPOMED, INC. | 600,000 | $446 | 0.0% | $1.06 | — | Note 2.500 9/0 | 249908AA2 |
| — | INTEGRATED DEVICE TECH | 400,000 | $428 | 0.0% | $1.03 | — | Note 0.875 11/1 | 458118AC0 |
| — | COHEN STEERS INFRASTRUCTURE FUND | 14,091 | $324 | 0.0% | $21.53 | — | COM | 19248A109 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $265 | 0.0% | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $243 | 0.0% | $16.96 | — | COM | 037636107 |
| — | CUMULUS MEDIA INC | 700,576 | $224 | 0.0% | $1.00 | — | CL A NEW | 231082603 |
| — | CISION LTD. | 19,400 | $57 | 0.0% | $2.94 | — | *W EXP 06/22/202 | G1992S117 |
| — | EASTMAN KODAK | 11,128 | $2 | 0.0% | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 11,700 | $1 | 0.0% | $16.19 | — | *W EXP 09/03/201 | 277461141 |