Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 9, 2018
Total Value: $1.256B (3.4% shares, 96.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BOOKING HOLDINGS | 93,605,000 | $112M | 8.9% | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | RPM INTERNATIONAL INC | 74,074,000 | $89.54M | 7.1% | $1.15 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | LIBERTY MEDIA | 71,011,000 | $88.15M | 7.0% | $1.00 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | INTERDIGITAL INC | 64,030,000 | $77.4M | 6.2% | $1.17 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | GREENBRIER COMPANIES | 53,322,000 | $61.45M | 4.9% | $1.15 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | EURONET WORLDWIDE INC | 42,131,000 | $51.56M | 4.1% | $1.23 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | CTRIP.COM INTERNATIONAL LTD | 38,646,000 | $44.27M | 3.5% | $1.15 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | CSG SYSTEMS INTERNATIONAL INC | 39,227,000 | $41.41M | 3.3% | $1.07 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | AIR LEASE CORPORATION | 27,928,000 | $40.34M | 3.2% | $1.33 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | MICROCHIP TECHNOLOGY INC | 31,050,000 | $36.54M | 2.9% | $1.19 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | ZILLOW | 26,610,000 | $33.63M | 2.7% | $1.22 | — | NOTE 2.000 12/0 | 98954MAB7 |
| — | BIOMARIN PHARMACEUTICAL INC | 28,205,000 | $28.68M | 2.3% | $0.96 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | CIENA CORP | 19,210,000 | $27.25M | 2.2% | $1.36 | — | DEBT 4.000 12/1 | 171779AK7 |
| — | NATIONAL HEALTH INVESTORS INC. | 21,737,000 | $24.59M | 2.0% | $1.02 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | FLEXION THERAPEUTICS | 18,260,000 | $22.41M | 1.8% | $1.23 | — | NOTE 3.375 5/0 ADDED | 33938JAB2 |
| — | DYCOM INDUSTRIES INC | 18,948,000 | $22.02M | 1.8% | $1.10 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | JOHNSON JOHNSON | 12,190,000 | $20.34M | 1.6% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | ROYAL GOLD INC | 18,152,000 | $19.29M | 1.5% | $1.04 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | OASIS PETROLEUM | 14,750,000 | $19.16M | 1.5% | $1.01 | — | NOTE 2.625 9/1 | 674215AJ7 |
| — | NEUROCRINE BIOSCIENCES | 12,380,000 | $17.97M | 1.4% | $1.45 | — | NOTE 2.250 5/1 | 64125CAD1 |
| — | THERAVANCE BIOPHARMA | 17,895,000 | $17.63M | 1.4% | $1.14 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | ILLUMINA INC | 14,820,000 | $17.47M | 1.4% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | CORENERGY INFRASTRUCTURE TRUST | 15,015,000 | $17.45M | 1.4% | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | ARCONIC INC | 16,373,000 | $16.45M | 1.3% | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | PRA GROUP INC. | 15,126,000 | $16.13M | 1.3% | $1.07 | — | NOTE 3.500 6/0 | 69354NAB2 |
| — | LUMENTUM HOLDINGS | 13,185,000 | $15.63M | 1.2% | $1.27 | — | NOTE 0.250 3/1 | 55024UAB5 |
| — | CLOVIS ONCOLOGY INC. | 14,270,000 | $15.39M | 1.2% | $1.28 | — | NOTE 2.500 9/1 | 189464AB6 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 10,673,000 | $14.14M | 1.1% | $1.10 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | TERADYNE INC. | 10,500,000 | $13.95M | 1.1% | $1.33 | — | NOTE 1.250 12/1 | 880770AG7 |
| — | VITAMIN SHOPPE INC | 17,634,000 | $13.93M | 1.1% | $0.78 | — | NOTE 2.250 12/0 | 92849EAB7 |
| — | MACQUARIE INFRASTRUCTURE | 13,779,000 | $13.67M | 1.1% | $1.12 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | HARMONIC INC | 13,072,000 | $13.41M | 1.1% | $1.08 | — | NOTE 4.000 12/0 | 413160AB8 |
| — | INSMED | 14,186,000 | $13.02M | 1.0% | $0.90 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | EXACT SCIENCES | 11,850,000 | $12.47M | 1.0% | $1.02 | — | DBCV 1.000 1/1 | 30063PAA3 |
| — | ALTABA | 8,985,000 | $12.29M | 1.0% | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | KAMAN CORPORATION | 9,132,000 | $11.04M | 0.9% | $1.21 | — | NOTE 3.250 5/0 ADDED | 483548AF0 |
| — | OSI SYSTEMS | 8,330,000 | $8.09M | 0.6% | $0.91 | — | NOTE 1.250 9/0 | 671044AD7 |
| — | NANTHEALTH | 11,010,000 | $7.762M | 0.6% | $0.72 | — | NOTE 5.500 12/1 | 630104AB3 |
| — | CITRIX SYSTEMS INC. | 5,304,000 | $7.707M | 0.6% | $1.13 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | ASCENT CAPITAL GROUP LLC | 12,093,000 | $7.195M | 0.6% | $0.59 | — | NOTE 4.000 7/1 | 043632AA6 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,790,000 | $6.839M | 0.5% | $1.20 | — | NOTE 1.500 10/1 | 09061GAF8 |
| — | LIBERTY MEDIA CORPORATION | 5,685,000 | $6.68M | 0.5% | $1.05 | — | NOTE 1.000 1/3 | 531229AF9 |
| — | CARRIAGE SERVICES | 4,666,000 | $5.675M | 0.5% | $1.19 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | NXP SEMICONDUCTORS NV | 4,550,000 | $5.451M | 0.4% | $1.20 | — | NOTE 1.000 12/0 | 62952QAB6 |
| — | URBAN ONE | 2,586,712 | $5.367M | 0.4% | $2.12 | — | CL D NON VTG | 91705J204 |
| — | COLONY CAPITAL | 5,642,000 | $5.36M | 0.4% | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | WELLS FARGO COMPANY | 3,801 | $4.785M | 0.4% | $1181.89 | — | PERP PFD CNV A | 949746804 |
| EMMS | EMMIS COMMUNICATIONS | 900,338 | $4.763M | 0.4% | $3.45 | +39.9% | COM NEW CL A | 291525400 |
| — | TELIGENT INC | 3,870,000 | $3.686M | 0.3% | $0.87 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | DASEKE (2/27/2022 $11.50) | 3,247,774 | $3.475M | 0.3% | $1.09 | — | *W EXP 02/27/202 | 23753F115 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 273,998 | $3.447M | 0.3% | $14.74 | — | COM | 27828H105 |
| — | TCP CAPITAL CORP | 3,320,000 | $3.341M | 0.3% | $1.05 | — | NOTE 4.625 3/0 | 87238QAD5 |
| — | INVITATION HOMES | 2,450,000 | $2.739M | 0.2% | $1.12 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | FINISAR CORPORATION | 3,000,000 | $2.728M | 0.2% | $0.93 | — | NOTE 0.500 12/1 | 31787AAP6 |
| — | COLONY CAPITAL | 424,010 | $2.646M | 0.2% | $6.24 | — | CL A COM ADDED | 19626G108 |
| — | AEROJET ROCKETDYNE | 1,965,000 | $2.561M | 0.2% | $1.33 | — | NOTE 2.250 12/1 | 007800AB1 |
| — | SIMPLY GOOD FOODS COMPANY | 603,912 | $2.506M | 0.2% | $4.15 | — | *W EXP 07/07/202 | 82900L110 |
| — | MACQUARIE INFRASTRUCTURE | 2,800,000 | $2.489M | 0.2% | $0.96 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | HOSTESS BRANDS (11/14/21 $11.50) | 1,338,980 | $2.464M | 0.2% | $2.02 | — | *W EXP 11/04/202 | 44109J114 |
| — | SEACOR HOLDING INC | 2,525,000 | $2.457M | 0.2% | $0.92 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.415M | 0.2% | $9.27 | — | COM SHS | 67073D102 |
| — | TEVA PHARM | 2,503,000 | $2.32M | 0.2% | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | ARBOR REALTY TRUST | 1,835,000 | $2.034M | 0.2% | $1.03 | — | NOTE 5.375 11/1 | 038923AB4 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 1,870,000 | $1.933M | 0.2% | $1.05 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | MICROCHIP TECHNOLOGY INC | 1,000,000 | $1.758M | 0.1% | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| WB 1.25 11/15/22 REGS | 1,650,000 | $1.664M | 0.1% | $1.03 | — | DEBT 1.250 11/1 | G9515TAA6 | |
| — | CINEDIGM CORP | 851,248 | $1.319M | 0.1% | $1.48 | — | COM NEW | 172406209 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 296,741 | $1.276M | 0.1% | $4.66 | — | CL A | 18451C109 |
| — | PRA GROUP INC. | 1,233,000 | $1.194M | 0.1% | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | BLUEKNIGHT ENERGY PARTNERS | 336,686 | $1.145M | 0.1% | $3.40 | — | COM UNIT | 09625U109 |
| — | BANK OF AMERICA $72.50 | 875 | $1.096M | 0.1% | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | GDL FUND | 118,652 | $1.089M | 0.1% | $9.81 | — | COM SH BEN IT | 361570104 |
| — | RLJ LODGING TRUST $1.95 | 38,630 | $1.011M | 0.1% | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | TAHOE RESOURCES INC | 200,000 | $984K | 0.1% | $5.27 | — | COM | 873868103 |
| — | REDWOOD TRUST INC | 880,000 | $895K | 0.1% | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | LIBERTY MEDIA | 1,250,000 | $872K | 0.1% | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | TPG SPECIALTY LENDING INC. | 870,000 | $868K | 0.1% | $1.02 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | ARES CAPITAL CORPORATION | 840,000 | $846K | 0.1% | $1.02 | — | NOTE 3.750 2/0 | 04010LAT0 |
| — | WORKDAY INC | 525,000 | $809K | 0.1% | $1.10 | — | NOTE 1.500 7/1 | 98138HAD3 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $800K | 0.1% | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | WEATHERFORD INTERNATIONAL LIMITED | 800,000 | $790K | 0.1% | $0.99 | — | NOTE 5.875 7/0 | 947075AH0 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 685,000 | $685K | 0.1% | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | STEEL CONNECT | 700,000 | $684K | 0.1% | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | PROSPECT CAPITAL CORPORATION | 700,000 | $682K | 0.1% | $0.97 | — | NOTE 4.950 7/1 | 74348TAR3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 510,000 | $603K | 0.0% | $1.01 | — | NOTE 4.125 9/1 | 42330PAJ6 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $534K | 0.0% | $11.80 | — | COM | 72369J102 |
| — | DUFF PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $486K | 0.0% | $17.08 | — | COM | 26433C105 |
| — | INTEGRATED DEVICE TECH | 400,000 | $456K | 0.0% | $1.03 | — | NOTE 0.875 11/1 | 458118AC0 |
| — | WELLS FARGO COMPANY | 390,000 | $338K | 0.0% | $0.87 | — | MTNF 0.250 6/2 | 94986RXR7 |
| — | GABELLI GLOBAL UTILITY INCOME TRUST | 17,271 | $322K | 0.0% | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $242K | 0.0% | $13.71 | — | COM | 27828V104 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 18,698 | $242K | 0.0% | $13.80 | — | COM | 48661E108 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $237K | 0.0% | $16.96 | — | COM | 037636107 |
| — | DASEKE | 20,000 | $199K | 0.0% | $9.80 | — | COM | 23753F107 |
| — | SALIENT MIDSTREAM MLP FUND | 17,521 | $177K | 0.0% | $10.10 | — | SH BEN INT | 79471V105 |
| — | AMERICAN INTERNATIONAL GROUP (1/19/21 $45.00) | 10,610 | $154K | 0.0% | $18.10 | — | *W EXP 01/19/202 | 026874156 |