Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 8, 2019
Total Value: $925M (3.1% shares, 96.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIBERTY MEDIA | 67,611,000 | $72.38M | 7.8% | $1.00 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | BOOKING HOLDINGS | 61,584,000 | $68.16M | 7.4% | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | INTERDIGITAL INC | 58,740,000 | $61.79M | 6.7% | $1.17 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | KAMAN CORPORATION | 49,023,000 | $52.27M | 5.7% | $1.12 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | WORKDAY INC | 41,499,000 | $51.12M | 5.5% | $1.23 | — | NOTE 0.250 10/0 | 98138HAF8 |
| — | SERVICENOW INC. | 28,405,000 | $39.91M | 4.3% | $1.46 | — | NOTE 6/0 | 81762PAC6 |
| — | GREENBRIER COMPANIES | 35,564,000 | $35.08M | 3.8% | $1.14 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | BIOMARIN PHARMACEUTICAL INC | 33,255,000 | $33.27M | 3.6% | $0.98 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | MICROCHIP TECHNOLOGY INC | 32,455,000 | $31.63M | 3.4% | $1.18 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | AIR TRANSPORT SERVICES GROUP | 32,033,000 | $30.67M | 3.3% | $0.96 | — | NOTE 1.125 10/1 | 00922RAB1 |
| — | JAZZ INVESTMENTS | 29,720,000 | $26.86M | 2.9% | $1.02 | — | NOTE 1.500 8/1 | 472145AD3 |
| — | ILLUMINA INC. | 17,765,000 | $23.33M | 2.5% | $1.31 | — | NOTE 0.500 6/1 | 452327AH2 |
| — | RH | 19,275,000 | $22.54M | 2.4% | $1.21 | — | DBCV 7/1 | 761283AC4 |
| — | NATIONAL HEALTH INVESTORS INC. | 18,307,000 | $20.36M | 2.2% | $1.02 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | OASIS PETROLEUM | 21,360,000 | $19.04M | 2.1% | $0.89 | — | 674215AJ7 | 674215AJ7 |
| — | THERAVANCE BIOPHARMA | 18,010,000 | $18.54M | 2.0% | $1.14 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | FLEXION THERAPEUTICS | 22,288,000 | $18.08M | 2.0% | $1.18 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | DYCOM INDUSTRIES INC | 17,668,000 | $16.43M | 1.8% | $1.10 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | MICRON TECHNOLOGY INC | 13,600,000 | $15.1M | 1.6% | $1.11 | — | NOTE 3.000 11/1 | 595112AY9 |
| — | CORENERGY INFRASTRUCTURE TRUST | 14,123,000 | $14.71M | 1.6% | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 14,278,000 | $13.68M | 1.5% | $1.12 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | CSG SYSTEMS INTERNATIONAL INC | 13,660,000 | $13.59M | 1.5% | $1.07 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | CAESARS ENTERTAINMENT INC. | 10,625,000 | $13.23M | 1.4% | $1.24 | — | NOTE 5.000 10/0 | 127686AA1 |
| — | INSMED | 16,601,000 | $11.92M | 1.3% | $0.88 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | II-VI | 12,035,000 | $11.62M | 1.3% | $0.97 | — | NOTE 0.250 9/0 | 902104AB4 |
| — | TEAM | 11,120,000 | $11.11M | 1.2% | $1.02 | — | NOTE 5.000 8/0 | 878155AE0 |
| — | SILICON LABORATORIES | 10,090,000 | $10.7M | 1.2% | $1.14 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | HARMONIC INC | 9,072,000 | $9.649M | 1.0% | $1.08 | — | NOTE 4.000 12/0 | 413160AB8 |
| — | ON SEMICONDUCTOR CORP | 8,800,000 | $9.459M | 1.0% | $1.11 | — | NOTE 1.625 10/1 | 682189AP0 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 10,045,000 | $9.42M | 1.0% | $1.01 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | ZILLOW GROUP INC | 8,650,000 | $7.499M | 0.8% | $0.93 | — | NOTE 1.500 7/0 | 98954MAC5 |
| — | ASCENT CAPITAL GROUP LLC | 8,468,000 | $7.071M | 0.8% | $0.59 | — | NOTE 4.000 7/1 | 043632AA6 |
| — | CLOVIS ONCOLOGY INC. | 7,820,000 | $6.647M | 0.7% | $1.28 | — | NOTE 2.500 9/1 | 189464AB6 |
| — | NANTHEALTH | 11,070,000 | $6.642M | 0.7% | $0.72 | — | NOTE 5.500 12/1 | 630104AB3 |
| — | OSI SYSTEMS | 7,010,000 | $6.493M | 0.7% | $0.91 | — | NOTE 1.250 9/0 | 671044AD7 |
| — | MACQUARIE INFRASTRUCTURE | 5,519,000 | $5.473M | 0.6% | $1.12 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | URBAN ONE | 2,701,033 | $4.97M | 0.5% | $2.11 | — | CL D NON VTG | 91705J204 |
| — | WELLS FARGO COMPANY | 3,801 | $4.794M | 0.5% | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | COLONY CAPITAL | 4,963,000 | $4.398M | 0.5% | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| CMLS | CUMULUS MEDIA INC | 394,666 | $4.341M | 0.5% | $16.85 | -18.1% | COM CLASS A | 231082801 |
| — | REDFIN | 5,330,000 | $4.287M | 0.5% | $0.91 | — | NOTE 1.750 7/1 | 75737FAA6 |
| — | CITRIX SYSTEMS INC. | 2,852,000 | $4.051M | 0.4% | $1.13 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | VITAMIN SHOPPE INC | 4,027,000 | $3.524M | 0.4% | $0.78 | — | NOTE 2.250 12/0 | 92849EAB7 |
| EMMS | EMMIS COMMUNICATIONS | 1,069,861 | $3.429M | 0.4% | $3.51 | +9.5% | COM NEW CL A | 291525400 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 248,998 | $2.968M | 0.3% | $14.74 | — | COM | 27828H105 |
| — | JOHNSON JOHNSON | 1,655,000 | $2.937M | 0.3% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | INVITATION HOMES | 2,800,000 | $2.877M | 0.3% | $1.12 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | ASSERTIO THERAPEUTICS | 4,000,000 | $2.822M | 0.3% | $0.71 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 344,705 | $2.551M | 0.3% | $9.04 | — | COM SHS | 67073D102 |
| — | HOSTESS BRANDS | 2,448,537 | $2.368M | 0.3% | $1.59 | — | *W EXP 11/04/202 | 44109J114 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 451,871 | $2.345M | 0.3% | $4.96 | — | CL A | 18451C109 |
| — | TEVA PHARM | 2,503,000 | $2.27M | 0.2% | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | COLONY CAPITAL | 469,010 | $2.195M | 0.2% | $6.09 | — | CL A COM | 19626G108 |
| — | ZILLOW | 2,210,000 | $2.17M | 0.2% | $1.22 | — | NOTE 2.000 12/0 | 98954MAB7 |
| USAC | USA COMPRESSION PARTNERS | 153,799 | $1.996M | 0.2% | $14.62 | — | COMUNIT LTDPAR | 90290N109 |
| — | LIBERTY MEDIA CORPORATION | 1,895,000 | $1.96M | 0.2% | $1.05 | — | NOTE 1.000 1/3 | 531229AF9 |
| — | MICROCHIP TECHNOLOGY INC | 1,000,000 | $1.413M | 0.2% | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | GDL FUND | 153,142 | $1.404M | 0.2% | $9.66 | — | COM SH BEN IT | 361570104 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.399M | 0.2% | $0.92 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | CYPRESS SEMI | 1,100,000 | $1.299M | 0.1% | $1.18 | — | NOTE 4.500 1/1 | 232806AM1 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 93,000 | $1.28M | 0.1% | $15.21 | — | COM | 486606106 |
| — | BLUEKNIGHT ENERGY PARTNERS | 1,048,265 | $1.206M | 0.1% | $2.30 | — | COM UNIT | 09625U109 |
| — | READY CAPITAL | 46,500 | $1.149M | 0.1% | $24.71 | — | 7 CN SR NT 2023 | 75574U200 |
| — | PRA GROUP INC. | 1,233,000 | $1.142M | 0.1% | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | BANK OF AMERICA | 875 | $1.098M | 0.1% | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | FLY LEASING | 96,204 | $1.016M | 0.1% | $10.56 | — | 34407D109 | 34407D109 |
| — | ROVI CORPORATION | 1,038,000 | $987K | 0.1% | $0.95 | — | NOTE 0.500 3/0 | 779376AD4 |
| — | GOLDMAN SACHS MLP ENERGY RENAISSANCE FUND | 224,001 | $983K | 0.1% | $4.93 | — | COM | 38148G107 |
| — | 1,000,000 | $971K | 0.1% | $0.97 | — | NOTE 0.250 9/1 | 90184LAB8 | |
| — | BRISTOW GROUP | 2,500,000 | $960K | 0.1% | $1.01 | — | NOTE 4.500 6/0 | 110394AF0 |
| — | WHITING PETROLEUM CORPORATION | 1,000,000 | $949K | 0.1% | $0.95 | — | NOTE 1.250 4/0 | 966387AL6 |
| — | RLJ LODGING TRUST | 38,630 | $949K | 0.1% | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | REDWOOD TRUST INC | 880,000 | $889K | 0.1% | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | MACQUARIE INFRASTRUCTURE | 1,000,000 | $870K | 0.1% | $0.96 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | TPG SPECIALTY LENDING INC. | 870,000 | $856K | 0.1% | $1.02 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | WILLSCOT CORPORATION | 90,198 | $850K | 0.1% | $9.42 | — | COM | 971375126 |
| — | ARES CAPITAL CORPORATION | 840,000 | $840K | 0.1% | $1.02 | — | NOTE 3.750 2/0 | 04010LAT0 |
| — | LIBERTY MEDIA | 1,250,000 | $831K | 0.1% | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | WEATHERFORD INTERNATIONAL LIMITED | 1,250,000 | $797K | 0.1% | $0.91 | — | NOTE 5.875 7/0 | 947075AH0 |
| — | DASEKE | 4,428,325 | $775K | 0.1% | $0.88 | — | *W EXP 02/27/202 | 23753F115 |
| — | CURO GROUP | 79,174 | $751K | 0.1% | $9.49 | — | COM | 23131L107 |
| — | STEEL CONNECT | 700,000 | $697K | 0.1% | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 740,000 | $686K | 0.1% | $0.98 | — | NOTE 4.125 9/1 | 42330PAJ6 |
| — | PROSPECT CAPITAL CORPORATION | 700,000 | $676K | 0.1% | $0.97 | — | NOTE 4.950 7/1 | 74348TAR3 |
| — | BLACKROCK TCP CAPITAL | 675,000 | $659K | 0.1% | $1.05 | — | NOTE 4.625 3/0 | 87238QAD5 |
| — | GSV CAPITAL CORP. | 750,000 | $645K | 0.1% | $0.86 | — | NOTE 4.750 3/2 | 36191JAC5 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 60,913 | $588K | 0.1% | $11.37 | — | COM | 48661E108 |
| — | NEVRO CORP | 13,900 | $541K | 0.1% | $38.92 | — | COM | 64157F103 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $470K | 0.1% | $11.80 | — | COM | 72369J102 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $455K | 0.0% | $11.89 | — | COM | 09255X100 |
| — | AVID TECHNOLOGY | 500,000 | $453K | 0.0% | $0.89 | — | NOTE 2.000 6/1 | 05367PAB6 |
| — | CINEDIGM CORP | 781,872 | $446K | 0.0% | $1.48 | — | COM NEW | 172406209 |
| — | PDC ENERGY INC | 500,000 | $445K | 0.0% | $0.97 | — | NOTE 1.125 9/1 | 69327RAD3 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $417K | 0.0% | $9.02 | — | COM SHS | 6706EN100 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $379K | 0.0% | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | DASEKE | 98,325 | $362K | 0.0% | $4.93 | — | COM | 23753F107 |
| — | NII HOLDINGS | 75,000 | $331K | 0.0% | $4.41 | — | COM PAR | 62913F508 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $300K | 0.0% | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | CTRIP.COM INTERNATIONAL LTD | 300,000 | $291K | 0.0% | $1.15 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | GABELLI GLOBAL UTILITY INCOME TRUST | 17,271 | $278K | 0.0% | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | EL PASO ENERGY CAPITAL TRUST | 5,616 | $235K | 0.0% | $41.84 | — | PFD CV TR SECS | 283678209 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $232K | 0.0% | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $209K | 0.0% | $16.96 | — | COM | 037636107 |
| — | SALIENT MIDSTREAM MLP FUND | 25,602 | $189K | 0.0% | $10.13 | — | SH BEN INT | 79471V105 |
| — | MERITOR | 200,000 | $177K | 0.0% | $0.96 | — | NOTE 3.250 10/1 | 59001KAF7 |
| — | NRC GROUP HOLDINGS | 141,000 | $114K | 0.0% | $0.81 | — | *W EXP 10/17/202 | 629375114 |
| — | AMERICAN INTERNATIONAL GROUP | 10,610 | $58,000 | 0.0% | $18.10 | — | *W EXP 01/19/202 | 026874156 |