Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 13, 2017
Total Value: $1.954B (3.5% shares, 96.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | PRICELINE.COM | 99,889,000 | $115M | 5.9% | $1.15 | $1.13 | — | Note 0.900 9/1 | 741503AX4 |
| — | LIBERTY MEDIA CORPORATION | 83,351,000 | $101M | 5.2% | $1.21 | $0.99 | — | Note 1.375 10/1 | 531229AB8 |
| — | ARCONIC INC | 88,788,000 | $99.17M | 5.1% | $1.12 | $1.05 | — | Note 1.625 10/1 | 74973WAB3 |
| — | CITRIX SYSTEMS INC. | 80,532,000 | $93.82M | 4.8% | $1.17 | $1.13 | — | Note 0.500 4/1 | 177376AD2 |
| — | JANUS CAPITAL GROUP INC | 53,391,000 | $82.89M | 4.2% | $1.55 | $1.28 | — | Note 0.750 7/1 | 47102XAH8 |
| — | MACQUARIE INFRASTRUCTURE | 74,042,000 | $78.62M | 4.0% | $1.06 | $1.12 | — | Note 2.875 7/1 | 55608BAA3 |
| — | TEVA PHARM | 85,608,000 | $77.37M | 4.0% | $0.90 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | RPM INTERNATIONAL, INC | 62,234,000 | $71.65M | 3.7% | $1.15 | $1.15 | — | note 2.250 12/1 | 749685AT0 |
| — | AIR LEASE CORPORATION | 46,809,000 | $71.15M | 3.6% | $1.52 | $1.33 | — | Note 3.875 12/0 | 00912XAK0 |
| — | RED HAT, INC | 42,228,000 | $65.06M | 3.3% | $1.54 | $1.24 | — | Note 0.250 10/0 | 756577AD4 |
| — | INTERDIGITAL, INC | 51,810,000 | $60.81M | 3.1% | $1.17 | $1.18 | — | Note 1.500 3/0 | 458660AD9 |
| — | INTEL CORP | 41,185,000 | $58.53M | 3.0% | $1.42 | $1.31 | — | SDCV 2.950 12/1 | 458140AD2 |
| — | TRINITY INDUSTRIES, INC | 42,840,000 | $57.84M | 3.0% | $1.35 | $1.21 | — | Note 3.875 6/0 | 896522AF6 |
| — | JOHNSON JOHNSON | 30,784,000 | $55.03M | 2.8% | $1.79 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | INTEL CORPORATION | 27,312,000 | $50.25M | 2.6% | $1.84 | $1.28 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | EURONET WORLDWIDE INC | 35,654,000 | $48.32M | 2.5% | $1.36 | $1.23 | — | Note 1.500 10/0 | 298736AH2 |
| — | DYCOM INDUSTRIES INC | 39,328,000 | $44.77M | 2.3% | $1.14 | $1.09 | — | Note 0.750 9/1 | 267475AB7 |
| — | ROYAL GOLD, INC | 36,404,000 | $40.18M | 2.1% | $1.10 | $1.04 | — | Note 2.875 6/1 | 780287AA6 |
| — | WORKDAY, INC | 26,530,000 | $37.26M | 1.9% | $1.40 | $1.10 | — | Note 1.500 7/1 | 98138HAD3 |
| — | RESTORATION HARDWARE HOLDINGS INC. | 36,386,000 | $31.31M | 1.6% | $0.86 | $0.86 | — | Note 0.00 7/15 | 761283AB6 |
| — | FINISAR CORPORATION | 29,100,000 | $30.54M | 1.6% | $1.05 | $1.12 | — | Note 0.500 12/1 | 31787AAM3 |
| — | TCP CAPITAL CORP | 26,525,000 | $27.75M | 1.4% | $1.05 | $1.05 | — | Note 4.625 3/0 | 87238QAD5 |
| — | COLONY NORTHSTAR | 27,029,000 | $27.29M | 1.4% | $1.01 | $1.01 | — | Note 3.875 1/1 | 19624RAB2 |
| — | GREENBRIER COMPANIES | 19,708,000 | $27.12M | 1.4% | $1.38 | $1.29 | — | Note 3.400 4/0 | 393657AH4 |
| — | BIOMARIN PHARMACEUTICAL INC | 22,300,000 | $26.84M | 1.4% | $1.20 | $1.20 | — | Note 1.500 10/1 | 09061GAF8 |
| — | CARRIAGE SERVICES | 20,047,000 | $25.12M | 1.3% | $1.25 | $1.19 | — | Note 2.750 3/1 | 143905AM9 |
| — | NATIONAL HEALTH INVESTORS, INC. | 21,117,000 | $24.34M | 1.2% | $1.15 | $1.02 | — | Note 3.250 4/0 | 63633DAE4 |
| — | MEDICINES COMPANY | 22,990,000 | $24.17M | 1.2% | $1.05 | $1.05 | — | Note 2.750 7/1 | 584688AG0 |
| — | GREEN PLAINS | 22,758,000 | $23.45M | 1.2% | $1.03 | $1.03 | — | Note 4.125 9/0 | 393222AF1 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 458,509 | $23.29M | 1.2% | $50.80 | $51.33 | — | UNIT 11/01/2051 | 64944P307 |
| — | COWEN GROUP, INC. | 21,340,000 | $22.51M | 1.2% | $1.06 | $1.02 | — | Note 3.000 3/1 | 223622AB7 |
| — | CORENERGY INFRASTRUCTURE TRUST | 17,815,000 | $20.55M | 1.1% | $1.15 | $0.90 | — | Note 7.000 6/1 | 21870UAA4 |
| — | ALTABA | 15,430,000 | $20.07M | 1.0% | $1.30 | $1.14 | — | Note 12/0 | 984332AF3 |
| — | CTRIP.COM INTERNATIONAL, LTD | 14,640,000 | $17.78M | 0.9% | $1.21 | $1.19 | — | Note 1.990 7/0 | 22943FAH3 |
| — | CIENA CORP | 13,430,000 | $16.46M | 0.8% | $1.23 | $1.23 | — | Note 3.750 10/1 Added | 171779AJ0 |
| — | HORIZON GLOBAL | 15,075,000 | $15.67M | 0.8% | $1.04 | $0.92 | — | Note 2.750 7/0 | 44052WAA2 |
| — | HARMONIC INC | 16,751,000 | $14.85M | 0.8% | $0.89 | $1.08 | — | Note 4.000 12/0 | 413160AB8 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 11,600,000 | $14.78M | 0.8% | $1.27 | $1.09 | — | Note 1.875 6/0 | 049164BJ4 |
| — | ALON USA ENERGY, INC. | 12,894,000 | $14.53M | 0.7% | $1.13 | $0.96 | — | Note 3.00 9/1 | 020520AB8 |
| — | AMYRIS | 18,936,000 | $13.73M | 0.7% | $0.73 | $0.70 | — | Note 6.500 5/1 | 03236MAC5 |
| — | OASIS PETROLEUM | 11,500,000 | $12.32M | 0.6% | $1.07 | $0.98 | — | Note 2.625 9/1 | 674215AJ7 |
| — | TELIGENT INC | 12,323,000 | $11.88M | 0.6% | $0.96 | $0.87 | — | Note 3.750 12/1 | 449575AB5 |
| — | MOLINA HEALTHCARE INC | 9,445,000 | $11.85M | 0.6% | $1.26 | $1.15 | — | DBCV 1.625 8/1 | 60855RAD2 |
| — | AKAMAI TECH | 11,300,000 | $11M | 0.6% | $0.97 | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | WAYFAIR | 10,775,000 | $10.45M | 0.5% | $0.97 | $0.97 | — | Note 0.375 9/0 | 94419LAA9 |
| — | THERAVANCE BIOPHARMA | 8,170,000 | $10.02M | 0.5% | $1.23 | $1.23 | — | Note 3.250 11/0 | 88339KAA0 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 9,150,000 | $9.814M | 0.5% | $1.07 | $1.04 | — | Note 4.250 3/1 | 126349AF6 |
| — | WELLS FARGO COMPANY | 6,879 | $9.046M | 0.5% | $1315.02 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | PDL BIOPHARMA INC | 7,755,000 | $8.463M | 0.4% | $1.09 | $0.82 | — | Note 2.750 12/1 | 69329YAG9 |
| — | VITAMIN SHOPPE INC | 10,975,000 | $8.19M | 0.4% | $0.75 | $0.86 | — | Note 2.250 12/0 | 92849EAB7 |
| — | URBAN ONE | 2,562,256 | $4.292M | 0.2% | $1.68 | $2.12 | — | CL D NON VTG | 91705J204 |
| — | ARBOR REALTY TRUST | 3,955,000 | $4.207M | 0.2% | $1.06 | $1.05 | — | Note 6.500 10/1 | 038923AA6 |
| — | CIENA CORP | 3,116,000 | $4.133M | 0.2% | $1.33 | $1.33 | — | debt 4.000 12/1 | 171779AK7 |
| — | COLONY NORTHSTAR | 3,864,000 | $3.977M | 0.2% | $1.03 | $1.01 | — | Note 5.000 4/1 | 19624RAA4 |
| — | IRIDIUM COMMUNICATIONS | 10,580 | $3.87M | 0.2% | $365.78 | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | MICROCHIP TECHNOLOGY INC | 2,202,000 | $3.85M | 0.2% | $1.75 | $1.02 | — | Note 1.625 2/1 | 595017AD6 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 273,998 | $3.844M | 0.2% | $14.03 | $14.74 | — | COM | 27828H105 |
| EMMS | EMMIS COMMUNICATIONS | 966,198 | $3.237M | 0.2% | $3.35 * | $3.45 | -22.8% | COM NEW CL A | 291525400 |
| — | GLOBAL EAGLE ENTERTAINMENT INC. | 4,705,000 | $3.105M | 0.2% | $0.66 | $0.75 | — | Note 2.750 2/1 | 37951DAB8 |
| — | SEACOR HOLDING INC | 3,110,000 | $2.795M | 0.1% | $0.90 | $0.91 | — | Note 3.000 11/1 | 81170YAB5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.579M | 0.1% | $8.49 | $9.27 | — | COM SHS | 67073D102 |
| — | CEMEX S.A. | 2,225,000 | $2.543M | 0.1% | $1.14 | $1.20 | — | Note 3.750 3/1 | 151290BC6 |
| — | HOSTESS BRANDS | 1,158,631 | $2.364M | 0.1% | $2.04 | $2.04 | — | *W EXP 11/04/202 | 44109J114 |
| — | GLOBAL BROKERAGE INC. | 4,735,000 | $2.131M | 0.1% | $0.45 | $1.01 | — | Note 2.250 6/1 | 302693AB2 |
| — | PDL BIOPHARMA INC | 2,080,000 | $2.085M | 0.1% | $1.00 | $0.94 | — | Note 4.000 2/0 | 69329YAF1 |
| — | SAFEGUARD SCIENTIFICS | 1,877,000 | $1.932M | 0.1% | $1.03 | $1.36 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | GSV CAPITAL CORP. | 1,845,000 | $1.834M | 0.1% | $0.99 | $0.94 | — | Note 5.250 9/1 | 36191JAB7 |
| — | MACQUARIE INFRASTRUCTURE | 1,800,000 | $1.748M | 0.1% | $0.97 | $1.01 | — | Note 2.000 10/1 | 55608BAB1 |
| — | CTRIP.COM INTERNATIONAL, LTD | 1,410,000 | $1.522M | 0.1% | $1.08 | $1.08 | — | Note 1.250 9/1 | 22943FAM2 |
| — | QUANTUM CORP. | 1,500,000 | $1.512M | 0.1% | $1.01 | $0.95 | — | Note 4.500 11/1 | 747906AJ4 |
| — | BANK OF AMERICA | 105,000 | $1.39M | 0.1% | $13.24 | $5.52 | — | W EXP 01/16/201 | 060505146 |
| — | SIRIUS XM RADIO INC | 245,000 | $1.352M | 0.1% | $5.52 | $5.08 | — | COM | 82968B103 |
| — | BANK OF AMERICA | 900 | $1.171M | 0.1% | $1301.11 | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | PRA GROUP INC. | 1,250,000 | $1.152M | 0.1% | $0.92 | $0.95 | — | Note 3.000 8/0 | 73640QAB1 |
| — | GDL FUND | 110,269 | $1.125M | 0.1% | $10.20 | $9.86 | — | COM SH BEN IT | 361570104 |
| — | COLONY NORTHSTAR | 85,174 | $1.07M | 0.1% | $12.56 | $12.91 | — | CL A COM | 19625W104 |
| — | TAHOE RESOURCES INC | 200,000 | $1.054M | 0.1% | $5.27 | $5.27 | — | COM | 873868103 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 1,000,000 | $1.004M | 0.1% | $1.00 | $0.93 | — | Note 3.00 8/0 | 02917TAA2 |
| — | KEYW HOLDING CORP. | 1,000,000 | $937K | 0.0% | $0.94 | $0.98 | — | Note 2.500 7/1 | 493723AA8 |
| — | LIBERTY MEDIA | 1,310,000 | $930K | 0.0% | $0.71 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | REDWOOD TRUST, INC | 900,000 | $929K | 0.0% | $1.03 | $0.96 | — | Note 5.625 11/1 | 749772AB5 |
| — | BROOKFIELD REAL ASSETS INCOME FUND | 36,347 | $865K | 0.0% | $23.80 | $22.31 | — | SHS BEN INT | 112830104 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $831K | 0.0% | $0.42 | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | WELLTOWER INC. | 13,000 | $823K | 0.0% | $63.31 | $61.32 | — | 6.50 PFD PREPET | 95040Q203 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS, INC | 169,442 | $788K | 0.0% | $4.65 | $4.93 | — | CL A | 18451C109 |
| — | MODUSLINK GLOBAL SOLUTIONS, INC. | 700,000 | $658K | 0.0% | $0.94 | $0.82 | — | Note 5.250 3/0 | 60786LAB3 |
| — | COHEN STEERS CLOSED-END OPPORTUNITY FUND | 49,031 | $647K | 0.0% | $13.20 | $12.30 | — | COM | 19248P106 |
| — | GABELLI CONVERTIBLE AND INCOME FUND | 30,347 | $623K | 0.0% | $20.53 | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | BLACKROCK DEBT STRATEGIES FUND | 50,668 | $591K | 0.0% | $11.66 | $11.35 | — | NEW | 09255R202 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $572K | 0.0% | $11.97 | $11.80 | — | COM | 72369J102 |
| — | DUFF PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $549K | 0.0% | $16.23 | $17.08 | — | COM | 26433C105 |
| TEVA | TEVA PHARM | 30,000 | $528K | 0.0% | $17.60 | $17.60 | — | SPONSORED ADR | 881624209 |
| — | CINEDIGM CORP | 327,854 | $475K | 0.0% | $1.45 | $1.45 | — | COM NEW | 172406209 |
| — | DURECT CORPORATION | 255,000 | $451K | 0.0% | $1.77 | $1.22 | — | COM | 266605104 |
| — | DEPOMED, INC. | 600,000 | $446K | 0.0% | $0.74 | $1.06 | — | Note 2.500 9/0 | 249908AA2 |
| — | INTEGRATED DEVICE TECH | 400,000 | $428K | 0.0% | $1.07 | $1.03 | — | Note 0.875 11/1 | 458118AC0 |
| — | COHEN STEERS INFRASTRUCTURE FUND | 14,091 | $324K | 0.0% | $22.99 | $21.53 | — | COM | 19248A109 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $265K | 0.0% | $14.25 | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $243K | 0.0% | $16.75 | $16.96 | — | COM | 037636107 |
| — | CUMULUS MEDIA INC | 700,576 | $224K | 0.0% | $0.32 | $1.00 | — | CL A NEW | 231082603 |
| — | CISION LTD. | 19,400 | $57,000 | 0.0% | $2.94 | $2.94 | — | *W EXP 06/22/202 | G1992S117 |
| — | EASTMAN KODAK | 11,128 | $2,000 | 0.0% | $0.18 | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 11,700 | $1,000 | 0.0% | $0.09 | $16.19 | — | *W EXP 09/03/201 | 277461141 |