Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 14, 2018
Total Value: $1.553B (4.0% shares, 96.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BOOKING HOLDINGS | 96,165,000 | $121M | 7.8% | $1.25 | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | LIBERTY MEDIA CORPORATION | 88,089,000 | $101M | 6.5% | $1.15 | $1.00 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | ARCONIC INC | 87,288,000 | $91.87M | 5.9% | $1.05 | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | RPM INTERNATIONAL INC | 76,234,000 | $85.86M | 5.5% | $1.13 | $1.15 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | INTERDIGITAL INC | 70,620,000 | $82.14M | 5.3% | $1.16 | $1.17 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | GREENBRIER COMPANIES | 54,016,000 | $61.95M | 4.0% | $1.15 | $1.15 | — | NOTE 2.875 2/0 ADDED | 393657AK7 |
| — | CITRIX SYSTEMS INC. | 43,697,000 | $57.65M | 3.7% | $1.32 | $1.13 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | EURONET WORLDWIDE INC | 44,191,000 | $52.43M | 3.4% | $1.19 | $1.23 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | CTRIP.COM INTERNATIONAL LTD | 41,371,000 | $47.98M | 3.1% | $1.16 | $1.15 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | AIR LEASE CORPORATION | 29,321,000 | $43.69M | 2.8% | $1.49 | $1.33 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | CIENA CORP | 30,030,000 | $42.32M | 2.7% | $1.41 | $1.36 | — | DEBT 4.000 12/1 | 171779AK7 |
| — | MACQUARIE INFRASTRUCTURE | 41,932,000 | $41.54M | 2.7% | $0.99 | $1.12 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | MICROCHIP TECHNOLOGY INC | 34,155,000 | $40.52M | 2.6% | $1.19 | $1.19 | — | NOTE 1.625 2/1 ADDED | 595017AF1 |
| — | TRINITY INDUSTRIES INC | 29,062,000 | $39.63M | 2.6% | $1.36 | $1.21 | — | NOTE 3.875 6/0 | 896522AF6 |
| — | ROYAL GOLD INC | 28,274,000 | $29.92M | 1.9% | $1.06 | $1.04 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | CEMEX S.A. | 25,945,000 | $26.89M | 1.7% | $1.04 | $1.04 | — | NOTE 3.720 3/1 | 151290BT9 |
| — | CSG SYSTEMS INTERNATIONAL INC | 23,735,000 | $26M | 1.7% | $1.10 | $1.08 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,540,000 | $24.1M | 1.6% | $0.94 | $0.95 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | NATIONAL HEALTH INVESTORS INC. | 21,737,000 | $23.82M | 1.5% | $1.10 | $1.02 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | DYCOM INDUSTRIES INC | 18,328,000 | $23.27M | 1.5% | $1.27 | $1.09 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 461,273 | $23.04M | 1.5% | $49.95 | $51.31 | — | UNIT 11/01/2051 | 64944P307 |
| — | JOHNSON & JOHNSON | 12,845,000 | $22.64M | 1.5% | $1.76 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | TCP CAPITAL CORP | 21,169,000 | $21.38M | 1.4% | $1.01 | $1.05 | — | NOTE 4.625 3/0 | 87238QAD5 |
| — | LIBERTY MEDIA CORPORATION | 20,100,000 | $21.13M | 1.4% | $1.05 | $1.05 | — | NOTE 1.000 1/3 ADDED | 531229AF9 |
| — | ALTABA | 14,885,000 | $20.82M | 1.3% | $1.40 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | CORENERGY INFRASTRUCTURE TRUST | 17,623,000 | $20.75M | 1.3% | $1.18 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | CARRIAGE SERVICES | 14,975,000 | $19.64M | 1.3% | $1.31 | $1.19 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | THERAVANCE BIOPHARMA | 18,937,000 | $19.22M | 1.2% | $1.01 | $1.14 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | CLOVIS ONCOLOGY INC. | 16,280,000 | $18.97M | 1.2% | $1.16 | $1.28 | — | NOTE 2.500 9/1 | 189464AB6 |
| — | OASIS PETROLEUM | 18,200,000 | $18.81M | 1.2% | $1.03 | $1.01 | — | NOTE 2.625 9/1 | 674215AJ7 |
| — | LUMENTUM HOLDINGS | 13,185,000 | $16.7M | 1.1% | $1.27 | $1.27 | — | NOTE 0.250 3/1 ADDED | 55024UAB5 |
| — | GREEN PLAINS | 17,396,000 | $16.6M | 1.1% | $0.95 | $1.03 | — | NOTE 4.125 9/0 | 393222AF1 |
| — | HARMONIC INC | 16,521,000 | $16.27M | 1.0% | $0.98 | $1.08 | — | NOTE 4.000 12/0 | 413160AB8 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 13,203,000 | $15.79M | 1.0% | $1.20 | $1.10 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | CEMEX S.A. | 14,815,000 | $15.28M | 1.0% | $1.03 | $1.03 | — | NOTE 3.720 3/1 | 151290BR3 |
| — | ILLUMINA INC | 12,945,000 | $14.35M | 0.9% | $1.11 | $1.11 | — | NOTE 6/1 | 452327AF6 |
| — | VITAMIN SHOPPE INC | 17,634,000 | $13.13M | 0.8% | $0.74 | $0.78 | — | NOTE 2.250 12/0 | 92849EAB7 |
| — | WELLS FARGO & COMPANY | 14,785,000 | $12.84M | 0.8% | $0.87 | $0.87 | — | MTNF 0.250 6/2 ADDED | 94986RXR7 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,585,000 | $12.82M | 0.8% | $1.11 | $1.20 | — | NOTE 1.500 10/1 | 09061GAF8 |
| — | INSMED | 11,236,000 | $9.993M | 0.6% | $0.89 | $0.89 | — | NOTE 1.750 1/1 ADDED | 457669AA7 |
| — | ZILLOW | 7,000,000 | $8.577M | 0.6% | $1.23 | $1.09 | — | NOTE 2.000 12/0 | 98954MAB7 |
| — | COLONY NORTHSTAR | 8,609,000 | $8.098M | 0.5% | $0.94 | $1.01 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | OSI SYSTEMS | 8,815,000 | $8.01M | 0.5% | $0.91 | $0.91 | — | NOTE 1.250 9/0 ADDED | 671044AD7 |
| — | NANTHEALTH | 11,160,000 | $8.007M | 0.5% | $0.72 | $0.72 | — | NOTE 5.500 12/1 ADDED | 630104AB3 |
| — | COLONY NORTHSTAR | 8,434,000 | $7.886M | 0.5% | $0.94 | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | URBAN ONE | 2,584,412 | $5.427M | 0.3% | $2.10 | $2.12 | — | CL D NON VTG | 91705J204 |
| — | WELLS FARGO & COMPANY | 3,801 | $4.922M | 0.3% | $1294.92 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | HORIZON GLOBAL | 5,640,000 | $4.701M | 0.3% | $0.83 | $0.92 | — | NOTE 2.750 7/0 | 44052WAA2 |
| EMMS | EMMIS COMMUNICATIONS | 965,076 | $4.478M | 0.3% | $4.64 * | $3.45 | +1.9% | COM NEW CL A | 291525400 |
| — | HELIX ENERGY SOLUTIONS GROUP | 4,110,000 | $4.146M | 0.3% | $1.01 | $1.01 | — | NOTE 4.125 9/1 ADDED | 42330PAJ6 |
| — | MICROCHIP TECHNOLOGY INC | 2,202,000 | $3.91M | 0.3% | $1.78 | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | AKAMAI TECH | 3,800,000 | $3.902M | 0.3% | $1.03 | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | TELIGENT INC | 4,020,000 | $3.749M | 0.2% | $0.93 | $0.87 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | SEACOR HOLDING INC | 3,794,000 | $3.683M | 0.2% | $0.97 | $0.92 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 273,998 | $3.567M | 0.2% | $13.02 | $14.74 | — | COM | 27828H105 |
| — | GLOBAL EAGLE ENTERTAINMENT INC. | 4,705,000 | $2.988M | 0.2% | $0.64 | $0.75 | — | NOTE 2.750 2/1 | 37951DAB8 |
| — | HOSTESS BRANDS | 1,181,487 | $2.788M | 0.2% | $2.36 | $2.05 | — | *W EXP 11/04/202 | 44109J114 |
| — | FINISAR CORPORATION | 3,000,000 | $2.711M | 0.2% | $0.90 | $0.93 | — | NOTE 0.500 12/1 | 31787AAP6 |
| — | CHESAPEAKE ENERGY CORPORATION | 2,896,000 | $2.501M | 0.2% | $0.86 | $0.86 | — | NOTE 5.500 9/1 ADDED | 165167CY1 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.412M | 0.2% | $7.94 | $9.27 | — | COM SHS | 67073D102 |
| — | EXACT SCIENCES | 2,500,000 | $2.219M | 0.1% | $0.89 | $0.89 | — | DBCV 1.000 1/1 ADDED | 30063PAA3 |
| — | TEVA PHARMACEUTICAL | 2,503,000 | $2.206M | 0.1% | $0.88 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | DASEKE | 1,787,450 | $1.984M | 0.1% | $1.11 | $1.11 | — | *W EXP 02/27/202 | 23753F115 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 1,970,000 | $1.97M | 0.1% | $1.00 | $1.05 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | ANI PHARMACEUTICALS INC. | 1,751,000 | $1.922M | 0.1% | $1.10 | $1.10 | — | NOTE 3.000 12/0 | 00182CAA1 |
| — | SAFEGUARD SCIENTIFICS | 1,877,000 | $1.886M | 0.1% | $1.00 | $1.36 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | ARBOR REALTY TRUST | 1,660,000 | $1.809M | 0.1% | $1.09 | $1.05 | — | NOTE 6.500 10/0 | 038923AA6 |
| — | COLONY NORTHSTAR | 320,005 | $1.798M | 0.1% | $5.62 | $7.56 | — | CL A COM | 19625W104 |
| — | ARBOR REALTY TRUST | 1,710,000 | $1.746M | 0.1% | $1.02 | $1.02 | — | NOTE 5.375 11/1 | 038923AB4 |
| — | MACQUARIE INFRASTRUCTURE | 1,800,000 | $1.603M | 0.1% | $0.89 | $1.01 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | CINEDIGM CORP | 1,019,182 | $1.396M | 0.1% | $1.37 | $1.48 | — | COM NEW | 172406209 |
| — | PRA GROUP INC. | 1,233,000 | $1.192M | 0.1% | $0.97 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | BANK OF AMERICA | 875 | $1.13M | 0.1% | $1291.43 | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | WELLTOWER INC | 20,000 | $1.117M | 0.1% | $55.85 | $59.41 | — | 6.50 PFD PREPET DELETED | 95040Q203 |
| — | GDL FUND | 110,269 | $1.028M | 0.1% | $9.32 | $9.86 | — | COM SH BEN IT | 361570104 |
| — | IMPAX LABORATORIES INC | 1,000,000 | $998K | 0.1% | $1.00 | $0.98 | — | NOTE 2.000 6/1 | 45256BAE1 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 985,000 | $987K | 0.1% | $1.00 | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | RLJ LODGING TRUST | 38,630 | $979K | 0.1% | $25.34 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | KEYW HOLDING CORP. | 975,000 | $953K | 0.1% | $0.98 | $0.98 | — | NOTE 2.500 7/1 | 493723AA8 |
| — | TAHOE RESOURCES INC | 200,000 | $938K | 0.1% | $4.69 | $5.27 | — | COM | 873868103 |
| — | REDWOOD TRUST INC | 880,000 | $889K | 0.1% | $1.01 | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | LIBERTY MEDIA CORPORATION | 1,250,000 | $866K | 0.1% | $0.69 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | ARES CAPITAL CORPORATION | 840,000 | $859K | 0.1% | $1.02 | $1.02 | — | NOTE 3.750 2/0 ADDED | 04010LAT0 |
| — | WORKDAY INC | 525,000 | $853K | 0.1% | $1.62 | $1.10 | — | NOTE 1.500 7/1 | 98138HAD3 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $851K | 0.1% | $0.43 | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 169,442 | $830K | 0.1% | $4.90 | $4.93 | — | CL A | 18451C109 |
| — | INVITATION HOMES | 700,000 | $781K | 0.1% | $1.12 | $1.12 | — | NOTE 3.500 1/1 ADDED | 19625XAB8 |
| — | BROOKFIELD REAL ASSETS INCOME FUND | 34,347 | $748K | 0.0% | $21.78 | $22.31 | — | SHS BEN INT | 112830104 |
| — | TPG SPECIALTY LENDING INC. | 720,000 | $737K | 0.0% | $1.02 | $1.02 | — | NOTE 4.500 8/0 ADDED | 87265KAD4 |
| — | AEROJET ROCKETDYNE | 550,000 | $698K | 0.0% | $1.27 | $1.38 | — | NOTE 2.250 12/1 | 007800AB1 |
| — | STEEL CONNECT | 700,000 | $686K | 0.0% | $0.98 | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | PDL BIOPHARMA INC | 571,000 | $584K | 0.0% | $1.02 | $0.82 | — | NOTE 2.750 12/0 | 69329YAG9 |
| — | CISION LTD. | 249,136 | $583K | 0.0% | $2.34 | $2.39 | — | *W EXP 06/22/202 | G1992S117 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $557K | 0.0% | $11.65 | $11.80 | — | COM | 72369J102 |
| — | DUFF & PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $473K | 0.0% | $13.98 | $17.08 | — | COM | 26433C105 |
| — | INTEGRATED DEVICE TECH | 400,000 | $451K | 0.0% | $1.13 | $1.03 | — | NOTE 0.875 11/1 | 458118AC0 |
| — | GABELLI GLOBAL UTILITY & INCOME TRUST | 17,571 | $327K | 0.0% | $18.61 | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $254K | 0.0% | $13.65 | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $244K | 0.0% | $16.82 | $16.96 | — | COM | 037636107 |
| WB 1.25 11/15/22 REGS | 200,000 | $234K | 0.0% | $1.17 | $1.17 | — | G9515TAA6 | G9515TAA6 | |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 18,698 | $220K | 0.0% | $11.77 | $13.80 | — | COM | 48661E108 |
| — | COHEN & STEERS CLOSED-END OPPORTUNITY FUND | 17,540 | $216K | 0.0% | $12.31 | $12.30 | — | COM | 19248P106 |
| — | DURECT CORPORATION | 99,300 | $213K | 0.0% | $2.15 | $1.22 | — | COM | 266605104 |
| — | DASEKE | 20,000 | $196K | 0.0% | $9.80 | $9.80 | — | COM | 23753F107 |
| — | AMERICAN INTERNATIONAL GROUP | 10,610 | $174K | 0.0% | $16.40 | $18.10 | — | *W EXP 01/19/202 | 026874156 |
| — | RESOURCE CAPITAL CORPORATION | 61,000 | $63,000 | 0.0% | $1.03 | $1.03 | — | NOTE 8.000 1/1 | 76120WAB0 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 3,007 | $51,000 | 0.0% | $16.96 | $16.96 | — | COM | 67074X107 |
| HLIT | HARMONIC INC | 1,571 | $6,000 | 0.0% | $3.82 * | $3.63 | 0.0% | COM | 413160102 |