Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 9, 2018
Total Value: $1.696B (3.7% shares, 96.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | PRICELINE.COM | 96,455,000 | $114M | 6.7% | $1.18 | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | ARCONIC INC | 89,133,000 | $102M | 6.0% | $1.15 | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | LIBERTY MEDIA CORPORATION | 86,729,000 | $99.68M | 5.9% | $1.15 | $0.99 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | CITRIX SYSTEMS INC. | 67,927,000 | $88.11M | 5.2% | $1.30 | $1.13 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | RPM INTERNATIONAL INC | 68,310,000 | $79.5M | 4.7% | $1.16 | $1.15 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | MACQUARIE INFRASTRUCTURE | 63,767,000 | $65.64M | 3.9% | $1.03 | $1.12 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | INTERDIGITAL INC | 50,490,000 | $60.37M | 3.6% | $1.20 | $1.18 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | AIR LEASE CORPORATION | 31,949,000 | $53.44M | 3.1% | $1.67 | $1.33 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | EURONET WORLDWIDE INC | 41,646,000 | $51.39M | 3.0% | $1.23 | $1.23 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | RED HAT INC | 28,928,000 | $47.65M | 2.8% | $1.65 | $1.24 | — | NOTE 0.250 10/0 | 756577AD4 |
| — | CTRIP.COM INTERNATIONAL LTD | 39,906,000 | $44.65M | 2.6% | $1.12 | $1.15 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | TRINITY INDUSTRIES INC | 28,275,000 | $44.59M | 2.6% | $1.58 | $1.21 | — | NOTE 3.875 6/0 | 896522AF6 |
| — | JOHNSON JOHNSON | 21,140,000 | $40.61M | 2.4% | $1.92 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | ROYAL GOLD INC | 36,404,000 | $39.15M | 2.3% | $1.08 | $1.04 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | LIBERTY INTERACTIVE LLC (144A-SEASONED) | 32,655,000 | $37.78M | 2.2% | $1.16 | $1.16 | — | DEB 1.750 9/3 | 530610AD6 |
| — | DYCOM INDUSTRIES INC | 25,513,000 | $33.33M | 2.0% | $1.31 | $1.09 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | PALO ALTO NETWORKS INC. | 22,375,000 | $30.68M | 1.8% | $1.37 | $1.37 | — | NOTE 7/0 | 697435AB1 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,685,000 | $28.13M | 1.7% | $1.19 | $1.20 | — | NOTE 1.500 10/1 | 09061GAF8 |
| — | CEMEX S.A. | 26,625,000 | $27.79M | 1.6% | $1.04 | $1.04 | — | NOTE 3.720 3/1 | 151290BT9 |
| — | COLONY NORTHSTAR | 26,519,000 | $26.45M | 1.6% | $1.00 | $1.01 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | CARRIAGE SERVICES | 19,907,000 | $24.88M | 1.5% | $1.25 | $1.19 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | WORKDAY INC | 17,565,000 | $24.12M | 1.4% | $1.37 | $1.10 | — | NOTE 1.500 7/1 | 98138HAD3 |
| — | TCP CAPITAL CORP | 23,219,000 | $23.92M | 1.4% | $1.03 | $1.05 | — | NOTE 4.625 3/0 | 87238QAD5 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 470,779 | $23.8M | 1.4% | $50.55 | $51.31 | — | UNIT 11/01/2051 | 64944P307 |
| — | NATIONAL HEALTH INVESTORS INC. | 20,737,000 | $23.48M | 1.4% | $1.13 | $1.02 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | JANUS CAPITAL GROUP INC | 12,596,000 | $21.53M | 1.3% | $1.71 | $1.28 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | GREEN PLAINS | 22,758,000 | $21.46M | 1.3% | $0.94 | $1.03 | — | NOTE 4.125 9/0 | 393222AF1 |
| — | CORENERGY INFRASTRUCTURE TRUST | 17,623,000 | $21.1M | 1.2% | $1.20 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | MEDICINES COMPANY | 22,710,000 | $20.91M | 1.2% | $0.92 | $1.05 | — | NOTE 2.750 7/1 | 584688AG0 |
| — | ALTABA | 14,900,000 | $20.09M | 1.2% | $1.35 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | OASIS PETROLEUM | 18,365,000 | $19.66M | 1.2% | $1.07 | $1.01 | — | NOTE 2.625 9/1 | 674215AJ7 |
| — | CIENA CORP | 14,022,000 | $18.37M | 1.1% | $1.31 | $1.31 | — | DEBT 4.000 12/1 | 171779AK7 |
| — | THERAVANCE BIOPHARMA | 16,505,000 | $18.11M | 1.1% | $1.10 | $1.16 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | HARMONIC INC | 16,521,000 | $16.65M | 1.0% | $1.01 | $1.08 | — | NOTE 4.000 12/0 | 413160AB8 |
| — | MOLINA HEALTHCARE INC | 11,605,000 | $15.96M | 0.9% | $1.38 | $1.19 | — | DBCV 1.625 8/1 | 60855RAD2 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 13,203,000 | $15.6M | 0.9% | $1.18 | $1.10 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | CIENA CORP | 13,285,000 | $15.56M | 0.9% | $1.17 | $1.23 | — | NOTE 3.750 10/1 | 171779AJ0 |
| — | WAYFAIR (144A) | 14,190,000 | $14.89M | 0.9% | $1.05 | $0.99 | — | NOTE 0.375 9/0 | 94419LAA9 |
| — | AMYRIS | 18,936,000 | $13.73M | 0.8% | $0.73 | $0.70 | — | NOTE 6.500 5/1 | 03236MAC5 |
| — | CLOVIS ONCOLOGY INC. | 10,100,000 | $13.68M | 0.8% | $1.35 | $1.35 | — | NOTE 2.500 9/1 | 189464AB6 |
| — | CEMEX S.A. | 13,325,000 | $13.6M | 0.8% | $1.02 | $1.05 | — | NOTE 3.750 3/1 | 151290BC6 |
| — | HORIZON GLOBAL | 11,960,000 | $11.43M | 0.7% | $0.96 | $0.92 | — | NOTE 2.750 7/0 | 44052WAA2 |
| — | AKAMAI TECH | 11,300,000 | $11.41M | 0.7% | $1.01 | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | VITAMIN SHOPPE INC | 17,654,000 | $11.38M | 0.7% | $0.64 | $0.78 | — | NOTE 2.250 12/0 | 92849EAB7 |
| — | TEVA PHARM (SERIES C) | 11,153,000 | $9.843M | 0.6% | $0.88 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | TELIGENT INC | 11,028,000 | $9.718M | 0.6% | $0.88 | $0.87 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | WELLS FARGO COMPANY | 6,879 | $9.011M | 0.5% | $1309.93 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | CSG SYSTEMS INTERNATIONAL INC | 8,205,000 | $8.954M | 0.5% | $1.09 | $1.04 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | ZILLOW | 7,000,000 | $7.648M | 0.5% | $1.09 | $1.09 | — | NOTE 2.000 12/0 | 98954MAB7 |
| — | PRICELINE.COM | 5,000,000 | $6.907M | 0.4% | $1.38 | $1.38 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | LIBERTY MEDIA | 6,465,000 | $6.752M | 0.4% | $1.04 | $1.04 | — | DEB 2.250 9/3 | 531229AE2 |
| — | FINISAR CORPORATION | 6,400,000 | $5.976M | 0.4% | $0.93 | $0.93 | — | NOTE 0.500 12/1 | 31787AAP6 |
| — | GREENBRIER COMPANIES | 3,585,000 | $5.378M | 0.3% | $1.50 | $1.29 | — | NOTE 3.500 4/0 | 393657AH4 |
| — | URBAN ONE CLASS D | 2,584,412 | $4.587M | 0.3% | $1.77 | $2.12 | — | CL D NON VTG | 91705J204 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,100,000 | $4.095M | 0.2% | $1.00 | $1.00 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | GLOBAL BROKERAGE INC. | 8,955,000 | $4.03M | 0.2% | $0.45 | $0.75 | — | NOTE 2.250 6/1 | 302693AB2 |
| — | COLONY NORTHSTAR | 3,864,000 | $3.992M | 0.2% | $1.03 | $1.01 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | MICROCHIP TECHNOLOGY INC | 2,202,000 | $3.757M | 0.2% | $1.71 | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 273,998 | $3.74M | 0.2% | $13.65 | $14.74 | — | COM | 27828H105 |
| EMMS | EMMIS COMMUNICATIONS | 965,076 | $3.397M | 0.2% | $3.52 * | $3.45 | -3.8% | COM NEW CL A | 291525400 |
| — | SEACOR HOLDING INC | 3,000,000 | $2.843M | 0.2% | $0.95 | $0.91 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | HOSTESS BRANDS | 1,184,511 | $2.76M | 0.2% | $2.33 | $2.05 | — | *W EXP 11/04/202 | 44109J114 |
| — | GLOBAL EAGLE ENTERTAINMENT INC. | 4,705,000 | $2.705M | 0.2% | $0.57 | $0.75 | — | NOTE 2.750 2/1 | 37951DAB8 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.497M | 0.1% | $8.22 | $9.27 | — | COM SHS | 67073D102 |
| — | ARBOR REALTY TRUST | 2,350,000 | $2.398M | 0.1% | $1.02 | $1.02 | — | NOTE 5.375 11/1 | 038923AB4 |
| — | PDL BIOPHARMA INC | 2,080,000 | $2.081M | 0.1% | $1.00 | $0.94 | — | NOTE 4.000 2/0 | 69329YAF1 |
| — | SAFEGUARD SCIENTIFICS | 1,877,000 | $1.915M | 0.1% | $1.02 | $1.36 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | GSV CAPITAL CORP. | 1,845,000 | $1.854M | 0.1% | $1.00 | $0.94 | — | NOTE 5.250 9/1 | 36191JAB7 |
| — | ARBOR REALTY TRUST | 1,700,000 | $1.843M | 0.1% | $1.08 | $1.05 | — | NOTE 6.500 10/0 | 038923AA6 |
| — | MACQUARIE INFRASTRUCTURE | 1,800,000 | $1.733M | 0.1% | $0.96 | $1.01 | — | NOTE 2.000 10/0 | 55608BAB1 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 1,550,000 | $1.658M | 0.1% | $1.07 | $1.07 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | CINEDIGM CORP | 1,032,132 | $1.548M | 0.1% | $1.50 | $1.48 | — | COM NEW | 172406209 |
| — | ALON USA ENERGY INC. | 1,000,000 | $1.33M | 0.1% | $1.33 | $0.96 | — | NOTE 3.000 9/1 | 020520AB8 |
| — | PRA GROUP INC. | 1,250,000 | $1.198M | 0.1% | $0.96 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | BANK OF AMERICA | 900 | $1.187M | 0.1% | $1318.89 | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | RLJ LODGING TRUST\ | 39,700 | $1.075M | 0.1% | $27.08 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | GDL FUND | 110,269 | $1.073M | 0.1% | $9.73 | $9.86 | — | COM SH BEN IT | 361570104 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 1,000,000 | $1.001M | 0.1% | $1.00 | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | IMPAX LABORATORIES INC | 1,000,000 | $976K | 0.1% | $0.98 | $0.98 | — | NOTE 2.000 6/1 | 45256BAE1 |
| — | COLONY NORTHSTAR | 85,174 | $972K | 0.1% | $11.41 | $12.91 | — | CL A COM | 19625W104 |
| — | TAHOE RESOURCES INC | 200,000 | $958K | 0.1% | $4.79 | $5.27 | — | COM | 873868103 |
| — | KEYW HOLDING CORP. | 1,000,000 | $915K | 0.1% | $0.92 | $0.98 | — | NOTE 2.500 7/1 | 493723AA8 |
| — | REDWOOD TRUST INC | 900,000 | $911K | 0.1% | $1.01 | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | LIBERTY MEDIA (PCS) | 1,310,000 | $901K | 0.1% | $0.69 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $830K | 0.0% | $0.41 | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | SIRIUS XM RADIO INC | 150,000 | $804K | 0.0% | $5.36 | $5.08 | — | COM | 82968B103 |
| — | BROOKFIELD REAL ASSETS INCOME FUND | 34,347 | $803K | 0.0% | $23.38 | $22.31 | — | SHS BEN INT | 112830104 |
| — | WELLTOWER INC | 13,000 | $780K | 0.0% | $60.00 | $61.32 | — | 6.50 PFD PREPET | 95040Q203 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 169,442 | $779K | 0.0% | $4.60 | $4.93 | — | CL A | 18451C109 |
| — | AEROJET ROCKETDYNE | 550,000 | $760K | 0.0% | $1.38 | $1.38 | — | NOTE 2.250 12/1 | 007800AB1 |
| — | MODUSLINK GLOBAL SOLUTIONS INC. | 700,000 | $690K | 0.0% | $0.99 | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | PDL BIOPHARMA INC | 571,000 | $557K | 0.0% | $0.98 | $0.82 | — | NOTE 2.750 12/0 | 69329YAG9 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $548K | 0.0% | $11.46 | $11.80 | — | COM | 72369J102 |
| — | DUFF PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $525K | 0.0% | $15.52 | $17.08 | — | COM | 26433C105 |
| — | INTEGRATED DEVICE TECH | 400,000 | $448K | 0.0% | $1.12 | $1.03 | — | NOTE 0.875 11/1 | 458118AC0 |
| — | CTRIP.COM INTERNATIONAL LTD | 370,000 | $379K | 0.0% | $1.02 | $1.08 | — | NOTE 1.250 9/1 | 22943FAM2 |
| — | GABELLI GLOBAL UTILITY INCOME TRUST | 17,571 | $374K | 0.0% | $21.29 | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | BRISTOW GROUP | 250,000 | $276K | 0.0% | $1.10 | $1.10 | — | NOTE 4.500 6/0 | 110394AF0 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $267K | 0.0% | $14.35 | $13.71 | — | COM | 27828V104 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 18,698 | $258K | 0.0% | $13.80 | $13.80 | — | COM | 48661E108 |
| — | DURECT CORPORATION | 255,000 | $235K | 0.0% | $0.92 | $1.22 | — | COM | 266605104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $235K | 0.0% | $16.20 | $16.96 | — | COM | 037636107 |
| — | COHEN STEERS CLOSED-END OPPORTUNITY FUND | 17,540 | $233K | 0.0% | $13.28 | $12.30 | — | COM | 19248P106 |
| — | AMERICAN INTERNATIONAL GROUP | 10,610 | $192K | 0.0% | $18.10 | $18.10 | — | *W EXP 01/19/202 | 026874156 |
| — | CISION LTD | 22,200 | $60,000 | 0.0% | $2.70 | $2.91 | — | *W EXP 06/22/202 | G1992S117 |
| — | CUMULUS MEDIA INC | 706,140 | $53,000 | 0.0% | $0.08 | $1.00 | — | CL A NEW | 231082603 |
| — | EASTMAN KODAK | 9,744 | $0 | 0.0% | $0.00 | $16.19 | — | *W EXP 09/03/201 | 277461141 |
| — | EASTMAN KODAK | 9,172 | $0 | 0.0% | $0.00 | $17.39 | — | *W EXP 09/03/201 | 277461133 |