Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 5, 2018
Total Value: $1.154B (4.8% shares, 95.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | RPM INTERNATIONAL INC | 68,253,000 | $84.29M | 7.3% | $1.23 | $1.15 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | BOOKING HOLDINGS | 70,705,000 | $83.93M | 7.3% | $1.19 | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | LIBERTY MEDIA | 66,186,000 | $80.58M | 7.0% | $1.22 | $1.00 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | INTERDIGITAL INC | 63,535,000 | $74.81M | 6.5% | $1.18 | $1.17 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | CTRIP.COM INTERNATIONAL LTD | 38,720,000 | $40.31M | 3.5% | $1.04 | $1.15 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | GREENBRIER COMPANIES | 33,212,000 | $39.56M | 3.4% | $1.19 | $1.15 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | BIOMARIN PHARMACEUTICAL INC | 33,935,000 | $35.93M | 3.1% | $1.06 | $0.98 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | MICROCHIP TECHNOLOGY INC | 32,390,000 | $34.48M | 3.0% | $1.06 | $1.18 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | AIR TRANSPORT SERVICES GROUP | 33,743,000 | $32.29M | 2.8% | $0.96 | $0.96 | — | NOTE 1.125 10/1 | 00922RAB1 |
| — | CSG SYSTEMS INTERNATIONAL INC | 29,148,000 | $30.75M | 2.7% | $1.05 | $1.07 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | JAZZ INVESTMENTS I | 28,600,000 | $29.15M | 2.5% | $1.02 | $1.02 | — | NOTE 1.500 8/1 | 472145AD3 |
| — | DYCOM INDUSTRIES INC | 25,958,000 | $28.78M | 2.5% | $1.11 | $1.10 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | KAMAN CORPORATION | 21,697,000 | $25.54M | 2.2% | $1.18 | $1.19 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | SERVICENOW INC. | 17,105,000 | $25.51M | 2.2% | $1.49 | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | NATIONAL HEALTH INVESTORS INC. | 21,737,000 | $24.48M | 2.1% | $1.13 | $1.02 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | ZILLOW | 20,890,000 | $22.64M | 2.0% | $1.08 | $1.22 | — | NOTE 2.000 12/0 | 98954MAB7 |
| — | FLEXION THERAPEUTICS | 21,403,000 | $21.68M | 1.9% | $1.01 | $1.20 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | THERAVANCE BIOPHARMA | 17,895,000 | $21.16M | 1.8% | $1.18 | $1.14 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | PRA GROUP INC. | 20,279,000 | $20.96M | 1.8% | $1.03 | $1.06 | — | NOTE 3.500 6/0 | 69354NAB2 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 406,579 | $20.03M | 1.7% | $49.27 | $49.27 | — | UNIT 11/01/2051 | 64944P307 |
| — | ROYAL GOLD INC | 18,077,000 | $18.26M | 1.6% | $1.01 | $1.04 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | CIENA CORP | 10,670,000 | $16.97M | 1.5% | $1.59 | $1.36 | — | DEBT 4.000 12/1 | 171779AK7 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 13,903,000 | $16.77M | 1.5% | $1.21 | $1.13 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | CORENERGY INFRASTRUCTURE TRUST | 14,443,000 | $16.72M | 1.4% | $1.16 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | ZILLOW GROUP INC. | 15,780,000 | $14.61M | 1.3% | $0.93 | $0.93 | — | NOTE 1.500 7/0 | 98954MAC5 |
| — | TERADYNE INC | 10,500,000 | $13.66M | 1.2% | $1.30 | $1.33 | — | NOTE 1.250 12/1 | 880770AG7 |
| — | AIR LEASE CORPORATION | 8,658,000 | $13.63M | 1.2% | $1.57 | $1.33 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | CLOVIS ONCOLOGY INC. | 14,070,000 | $13.15M | 1.1% | $0.93 | $1.28 | — | NOTE 2.500 9/1 | 189464AB6 |
| — | SILICON LABORATORIES | 11,500,000 | $13.14M | 1.1% | $1.14 | $1.14 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | RH | 10,365,000 | $12.83M | 1.1% | $1.24 | $1.24 | — | DBCV 7/1 | 761283AC4 |
| — | INSMED | 15,101,000 | $12.81M | 1.1% | $0.85 | $0.89 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | ALTABA | 8,970,000 | $11.44M | 1.0% | $1.28 | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | HARMONIC INC | 9,072,000 | $10.57M | 0.9% | $1.17 | $1.08 | — | NOTE 4.000 12/0 | 413160AB8 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 10,045,000 | $10.01M | 0.9% | $1.00 | $1.01 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | EURONET WORLDWIDE INC | 7,136,000 | $9.933M | 0.9% | $1.39 | $1.23 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | JOHNSON JOHNSON | 4,710,000 | $8.95M | 0.8% | $1.90 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | OSI SYSTEMS | 8,330,000 | $7.987M | 0.7% | $0.96 | $0.91 | — | NOTE 1.250 9/0 | 671044AD7 |
| — | MACQUARIE INFRASTRUCTURE | 7,519,000 | $7.472M | 0.6% | $0.99 | $1.12 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | NANTHEALTH | 11,010,000 | $6.867M | 0.6% | $0.62 | $0.72 | — | NOTE 5.500 12/1 | 630104AB3 |
| — | ON SEMICONDUCTOR CORP | 5,800,000 | $6.532M | 0.6% | $1.13 | $1.13 | — | NOTE 1.625 10/1 | 682189AP0 |
| — | NEVRO CORP | 6,300,000 | $6.247M | 0.5% | $0.99 | $0.99 | — | NOTE 1.750 6/0 | 64157FAA1 |
| — | EXACT SCIENCES | 4,880,000 | $6.042M | 0.5% | $1.24 | $1.02 | — | DBCV 1.000 1/1 | 30063PAA3 |
| — | CARRIAGE SERVICES | 5,313,000 | $5.904M | 0.5% | $1.11 | $1.18 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | ASCENT CAPITAL GROUP LLC | 8,468,000 | $5.843M | 0.5% | $0.69 | $0.59 | — | NOTE 4.000 7/1 | 043632AA6 |
| — | CITRIX SYSTEMS INC. | 3,537,000 | $5.438M | 0.5% | $1.54 | $1.13 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | URBAN ONE | 2,614,630 | $5.425M | 0.5% | $2.07 | $2.12 | — | CL D NON VTG | 91705J204 |
| — | COLONY CAPITAL | 5,642,000 | $5.282M | 0.5% | $0.94 | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | WELLS FARGO COMPANY | 3,801 | $4.891M | 0.4% | $1286.77 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | REDFIN | 5,330,000 | $4.85M | 0.4% | $0.91 | $0.91 | — | NOTE 1.750 7/1 | 75737FAA6 |
| — | SIMPLY GOOD FOODS COMPANY | 603,055 | $4.794M | 0.4% | $7.95 | $4.15 | — | *W EXP 07/07/202 | 82900L110 |
| EMMS | EMMIS COMMUNICATIONS | 903,439 | $4.779M | 0.4% | $5.29 * | $3.45 | +37.2% | COM NEW CL A | 291525400 |
| CMLS | CUMULUS MEDIA INC | 273,598 | $4.754M | 0.4% | $17.38 * | $18.20 | 0.0% | COM CLASS A | 231082801 |
| — | NXP SEMICONDUCTORS NV | 4,550,000 | $4.744M | 0.4% | $1.04 | $1.20 | — | NOTE 1.000 12/0 | 62952QAB6 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 273,998 | $3.474M | 0.3% | $12.68 | $14.74 | — | COM | 27828H105 |
| — | VITAMIN SHOPPE INC | 3,807,000 | $3.35M | 0.3% | $0.88 | $0.78 | — | NOTE 2.250 12/0 | 92849EAB7 |
| — | INVITATION HOMES | 2,800,000 | $3.089M | 0.3% | $1.10 | $1.12 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | DASEKE | 3,483,474 | $2.787M | 0.2% | $0.80 | $1.07 | — | *W EXP 02/27/202 | 23753F115 |
| — | COLONY CAPITAL | 424,010 | $2.582M | 0.2% | $6.09 | $6.24 | — | CL A COM | 19626G108 |
| — | HOSTESS BRANDS | 2,422,831 | $2.567M | 0.2% | $1.06 | $1.59 | — | *W EXP 11/04/202 | 44109J114 |
| — | BRISTOW GROUP | 2,500,000 | $2.531M | 0.2% | $1.01 | $1.01 | — | NOTE 4.500 6/0 | 110394AF0 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.421M | 0.2% | $7.97 | $9.27 | — | COM SHS | 67073D102 |
| — | TEVA PHARM | 2,503,000 | $2.354M | 0.2% | $0.94 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | LIBERTY MEDIA CORPORATION | 1,895,000 | $2.221M | 0.2% | $1.17 | $1.05 | — | NOTE 1.000 1/3 | 531229AF9 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 365,671 | $2.176M | 0.2% | $5.95 | $4.90 | — | CL A | 18451C109 |
| — | TESLA MOTORS INC. | 2,000,000 | $1.987M | 0.2% | $0.99 | $0.99 | — | NOTE 0.250 3/0 | 88160RAB7 |
| WB 1.25 11/15/22 REGS | 1,805,000 | $1.736M | 0.2% | $0.96 | $1.02 | — | DEBT 1.250 11/1 | G9515TAA6 | |
| — | BLUEKNIGHT ENERGY PARTNERS | 800,000 | $1.7M | 0.1% | $2.13 | $2.66 | — | COM UNIT | 09625U109 |
| — | WAYFAIR | 1,000,000 | $1.514M | 0.1% | $1.51 | $1.51 | — | NOTE 0.375 9/0 | 94419LAB7 |
| — | MICROCHIP TECHNOLOGY INC | 1,000,000 | $1.514M | 0.1% | $1.51 | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.479M | 0.1% | $0.97 | $0.92 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | ARCONIC INC | 1,435,000 | $1.471M | 0.1% | $1.03 | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | TEAM | 1,000,000 | $1.264M | 0.1% | $1.26 | $1.26 | — | NOTE 5.000 8/0 | 878155AE0 |
| — | GDL FUND | 136,742 | $1.243M | 0.1% | $9.09 | $9.72 | — | COM SH BEN IT | 361570104 |
| — | PRA GROUP INC. | 1,233,000 | $1.188M | 0.1% | $0.96 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| USAC | USA COMPRESSION PARTNERS | 71,570 | $1.182M | 0.1% | $16.52 | $16.52 | — | COMUNIT LTDPAR | 90290N109 |
| — | BANK OF AMERICA | 875 | $1.132M | 0.1% | $1293.71 | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | RLJ LODGING TRUST | 38,630 | $1.007M | 0.1% | $26.07 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | CINEDIGM CORP | 851,248 | $987K | 0.1% | $1.16 | $1.48 | — | COM NEW | 172406209 |
| — | 1,000,000 | $970K | 0.1% | $0.97 | $0.97 | — | NOTE 0.250 9/1 | 90184LAB8 | |
| — | WEATHERFORD INTERNATIONAL LIMITED | 1,000,000 | $942K | 0.1% | $0.94 | $0.98 | — | NOTE 5.875 7/0 | 947075AH0 |
| — | MACQUARIE INFRASTRUCTURE | 1,000,000 | $897K | 0.1% | $0.90 | $0.96 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | REDWOOD TRUST INC | 880,000 | $893K | 0.1% | $1.01 | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | TPG SPECIALTY LENDING INC. | 870,000 | $877K | 0.1% | $1.01 | $1.02 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | LIBERTY MEDIA | 1,250,000 | $856K | 0.1% | $0.68 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | TELIGENT INC | 895,000 | $855K | 0.1% | $0.96 | $0.87 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | ARES CAPITAL CORPORATION | 840,000 | $849K | 0.1% | $1.01 | $1.02 | — | NOTE 3.750 2/0 | 04010LAT0 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $700K | 0.1% | $0.35 | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | PROSPECT CAPITAL CORPORATION | 700,000 | $693K | 0.1% | $0.99 | $0.97 | — | NOTE 4.950 7/1 | 74348TAR3 |
| — | STEEL CONNECT | 700,000 | $686K | 0.1% | $0.98 | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | BLACKROCK TCP CAPITAL | 675,000 | $674K | 0.1% | $1.00 | $1.05 | — | NOTE 4.625 3/0 | 87238QAD5 |
| — | HELIX ENERGY SOLUTIONS GROUP | 510,000 | $661K | 0.1% | $1.30 | $1.01 | — | NOTE 4.125 9/1 | 42330PAJ6 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 33,000 | $589K | 0.1% | $17.85 | $17.85 | — | COM | 486606106 |
| — | MERITOR | 600,000 | $574K | 0.0% | $0.96 | $0.96 | — | NOTE 3.250 10/1 | 59001KAF7 |
| — | TAHOE RESOURCES INC | 200,000 | $558K | 0.0% | $2.79 | $5.27 | — | COM | 873868103 |
| — | WILLSCOT CORPORATION | 184,500 | $550K | 0.0% | $2.98 | $2.98 | — | *W EXP 09/10/202 | 971375118 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $527K | 0.0% | $11.03 | $11.80 | — | COM | 72369J102 |
| — | DUFF PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $491K | 0.0% | $14.51 | $17.08 | — | COM | 26433C105 |
| — | PDC ENERGY INC | 500,000 | $486K | 0.0% | $0.97 | $0.97 | — | NOTE 1.125 9/1 | 69327RAD3 |
| — | AVID TECHNOLOGY | 500,000 | $446K | 0.0% | $0.89 | $0.89 | — | NOTE 2.000 6/1 | 05367PAB6 |
| — | GOLDMAN SACHS MLP ENERGY RENAISSANCE FUND | 59,078 | $381K | 0.0% | $6.45 | $6.45 | — | COM | 38148G107 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 27,323 | $350K | 0.0% | $12.81 | $13.49 | — | COM | 48661E108 |
| — | GABELLI GLOBAL UTILITY INCOME TRUST | 17,271 | $342K | 0.0% | $19.80 | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | SALIENT MIDSTREAM MLP FUND | 25,602 | $261K | 0.0% | $10.19 | $10.13 | — | SH BEN INT | 79471V105 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $240K | 0.0% | $12.90 | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $232K | 0.0% | $15.99 | $16.96 | — | COM | 037636107 |
| — | DASEKE | 20,000 | $160K | 0.0% | $8.00 | $9.80 | — | COM | 23753F107 |
| — | AMERICAN INTERNATIONAL GROUP | 10,610 | $155K | 0.0% | $14.61 | $18.10 | — | *W EXP 01/19/202 | 026874156 |