Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 13, 2019
Total Value: $1.059B (3.3% shares, 96.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | LIBERTY MEDIA | 68,311,000 | $76.77M | 7.2% | $1.12 | $1.00 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | INTERDIGITAL INC | 64,540,000 | $67.94M | 6.4% | $1.05 | $1.16 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | BOOKING HOLDINGS | 58,534,000 | $64.95M | 6.1% | $1.11 | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | KAMAN CORPORATION | 56,560,000 | $62.36M | 5.9% | $1.10 | $1.12 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | ILLUMINA INC. | 39,075,000 | $53.07M | 5.0% | $1.36 | $1.34 | — | NOTE 0.500 6/1 | 452327AH2 |
| — | WORKDAY INC | 34,829,000 | $49.33M | 4.7% | $1.42 | $1.23 | — | NOTE 0.250 10/0 | 98138HAF8 |
| — | TERADYNE INC | 31,800,000 | $44.51M | 4.2% | $1.40 | $1.40 | — | NOTE 1.250 12/1 | 880770AG7 |
| — | MICROCHIP TECHNOLOGY INC | 33,020,000 | $36.41M | 3.4% | $1.10 | $1.18 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | AIR TRANSPORT SERVICES GROUP | 35,383,000 | $35.3M | 3.3% | $1.00 | $0.96 | — | NOTE 1.125 10/1 | 00922RAB1 |
| — | GREENBRIER COMPANIES | 35,764,000 | $34.31M | 3.2% | $0.96 | $1.14 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | BIOMARIN PHARMACEUTICAL INC | 33,175,000 | $34.17M | 3.2% | $1.03 | $0.98 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | JAZZ INVESTMENTS | 29,500,000 | $28.89M | 2.7% | $0.98 | $1.02 | — | NOTE 1.500 8/1 | 472145AD3 |
| — | SUPERNUS PHARMACEUTICALS | 29,127,000 | $28.12M | 2.7% | $0.97 | $0.97 | — | NOTE 0.625 4/0 | 868459AD0 |
| — | COWEN GROUP INC. | 23,517,000 | $24.63M | 2.3% | $1.05 | $1.05 | — | NOTE 3.000 12/1 | 223622AE1 |
| — | PRA GROUP INC. | 24,809,000 | $22.39M | 2.1% | $0.90 | $0.90 | — | NOTE 3.500 6/0 | 69354NAB2 |
| — | NATIONAL HEALTH INVESTORS INC. | 19,357,000 | $22.25M | 2.1% | $1.15 | $1.03 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | PROSPECT CAPITAL CORPORATION | 22,250,000 | $21.89M | 2.1% | $0.98 | $0.98 | — | NOTE 6.375 3/0 | 74348TAT9 |
| — | FLEXION THERAPEUTICS | 22,018,000 | $19.27M | 1.8% | $0.88 | $1.18 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | THERAVANCE BIOPHARMA | 19,230,000 | $18.73M | 1.8% | $0.97 | $1.13 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | CAESARS ENTERTAINMENT INC. | 12,920,000 | $18.42M | 1.7% | $1.43 | $1.28 | — | NOTE 5.000 10/0 | 127686AA1 |
| — | OASIS PETROLEUM | 18,340,000 | $17.26M | 1.6% | $0.94 | $0.89 | — | NOTE 2.625 9/1 | 674215AJ7 |
| — | CORENERGY INFRASTRUCTURE TRUST | 14,123,000 | $15.85M | 1.5% | $1.12 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 14,278,000 | $15.23M | 1.4% | $1.07 | $1.12 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | TEAM | 13,460,000 | $14.62M | 1.4% | $1.09 | $1.03 | — | NOTE 5.000 8/0 | 878155AE0 |
| — | CSG SYSTEMS INTERNATIONAL INC | 13,690,000 | $14.42M | 1.4% | $1.05 | $1.07 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | INSMED | 13,738,000 | $13.87M | 1.3% | $1.01 | $0.88 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | FIRST MAJESTIC SILVER | 13,875,000 | $13.56M | 1.3% | $0.98 | $0.98 | — | NOTE 1.875 3/0 | 32076VAB9 |
| — | II-VI | 12,035,000 | $12.63M | 1.2% | $1.05 | $0.97 | — | NOTE 0.250 9/0 | 902104AB4 |
| — | SILICON LABORATORIES | 10,030,000 | $10.89M | 1.0% | $1.09 | $1.14 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | ON SEMICONDUCTOR CORP | 8,800,000 | $10.85M | 1.0% | $1.23 | $1.11 | — | NOTE 1.625 10/1 | 682189AP0 |
| — | HARMONIC INC | 9,072,000 | $10.41M | 1.0% | $1.15 | $1.08 | — | NOTE 4.000 12/0 | 413160AB8 |
| — | CYPRESS SEMI | 7,750,000 | $9.92M | 0.9% | $1.28 | $1.27 | — | NOTE 4.500 1/1 | 232806AM1 |
| CMLS | CUMULUS MEDIA INC | 479,573 | $8.637M | 0.8% | $18.01 * | $16.59 | -7.3% | COM CLASS A | 231082801 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 8,595,000 | $8.508M | 0.8% | $0.99 | $1.01 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | NANTHEALTH | 11,070,000 | $7.214M | 0.7% | $0.65 | $0.72 | — | NOTE 5.500 12/1 | 630104AB3 |
| — | RH | 6,190,000 | $6.778M | 0.6% | $1.09 | $1.21 | — | DBCV 7/1 | 761283AC4 |
| — | PATRICK INDUSTRIES INC | 7,098,000 | $6.393M | 0.6% | $0.90 | $0.90 | — | DBCV 1.000 2/0 | 703343AB9 |
| — | URBAN ONE CLASS D | 2,856,646 | $5.713M | 0.5% | $2.00 | $2.11 | — | CL D NON VTG | 91705J204 |
| — | COLONY CAPITAL | 4,963,000 | $4.69M | 0.4% | $0.94 | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | CITRIX SYSTEMS INC. | 2,852,000 | $4.034M | 0.4% | $1.41 | $1.13 | — | NOTE 0.500 4/1 | 177376AD2 |
| EMMS | EMMIS COMMUNICATIONS | 1,079,390 | $3.929M | 0.4% | $3.64 * | $3.51 | +0.8% | COM NEW CL A | 291525400 |
| — | VITAMIN SHOPPE INC | 4,027,000 | $3.685M | 0.3% | $0.92 | $0.78 | — | NOTE 2.250 12/0 | 92849EAB7 |
| — | INVITATION HOMES | 3,100,000 | $3.553M | 0.3% | $1.15 | $1.12 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 261,998 | $3.314M | 0.3% | $12.65 | $14.64 | — | COM | 27828H105 |
| — | HOSTESS BRANDS | 2,463,537 | $3.264M | 0.3% | $1.32 | $1.59 | — | *W EXP 11/04/202 | 44109J114 |
| — | JOHNSON JOHNSON | 1,655,000 | $3.182M | 0.3% | $1.92 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | ASSERTIO THERAPEUTICS | 4,000,000 | $3.092M | 0.3% | $0.77 | $0.71 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | COLONY CAPITAL | 538,716 | $2.866M | 0.3% | $5.32 | $5.99 | — | CL A COM | 19626G108 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 344,705 | $2.665M | 0.3% | $7.73 | $9.04 | — | COM SHS | 67073D102 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 159,045 | $2.549M | 0.2% | $16.03 | $15.55 | — | COM | 486606106 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 451,871 | $2.418M | 0.2% | $5.35 | $4.96 | — | CL A | 18451C109 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 202,441 | $2.409M | 0.2% | $11.90 | $11.74 | — | COM | 48661E108 |
| USAC | USA COMPRESSION PARTNERS | 153,799 | $2.401M | 0.2% | $15.61 | $14.62 | — | COMUNIT LTDPAR | 90290N109 |
| — | BLUEKNIGHT ENERGY PARTNERS | 1,929,397 | $1.987M | 0.2% | $1.03 | $1.72 | — | COM UNIT | 09625U109 |
| — | MICROCHIP TECHNOLOGY INC | 1,000,000 | $1.639M | 0.2% | $1.64 | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | GOLDMAN SACHS MLP ENERGY RENAISSANCE FUND | 281,067 | $1.554M | 0.1% | $5.53 | $5.05 | — | COM | 38148G107 |
| — | DASEKE | 4,428,325 | $1.506M | 0.1% | $0.34 | $0.88 | — | *W EXP 02/27/202 | 23753F115 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.487M | 0.1% | $0.98 | $0.92 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | GDL FUND | 153,142 | $1.464M | 0.1% | $9.56 | $9.66 | — | COM SH BEN IT | 361570104 |
| — | CINEDIGM CORP | 746,922 | $1.419M | 0.1% | $1.90 | $1.48 | — | COM NEW | 172406209 |
| — | FLY LEASING | 101,066 | $1.399M | 0.1% | $13.84 | $10.72 | — | SPONSORED ADR | 34407D109 |
| — | READY CAPITAL | 46,500 | $1.229M | 0.1% | $26.43 | $24.71 | — | 7 CN SR NT 2023 | 75574U200 |
| — | CURO GROUP | 119,952 | $1.203M | 0.1% | $10.03 | $9.67 | — | COM | 23131L107 |
| — | PRA GROUP INC. | 1,233,000 | $1.191M | 0.1% | $0.97 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | BANK OF AMERICA | 875 | $1.142M | 0.1% | $1305.14 | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| LGND | LIGAND PHARMACEUTICALS | 8,808 | $1.107M | 0.1% | $125.68 * | $75.76 | 0.0% | COM NEW | 53220K504 |
| — | WILLSCOT CORPORATION | 97,752 | $1.084M | 0.1% | $11.09 | $9.55 | — | COM | 971375126 |
| — | HELIX ENERGY SOLUTIONS GROUP | 940,000 | $1.049M | 0.1% | $1.12 | $1.01 | — | NOTE 4.125 9/1 | 42330PAJ6 |
| — | ROVI CORPORATION | 1,038,000 | $1.008M | 0.1% | $0.97 | $0.95 | — | NOTE 0.500 3/0 | 779376AD4 |
| — | WEATHERFORD INTERNATIONAL LIMITED | 1,250,000 | $1.006M | 0.1% | $0.80 | $0.91 | — | NOTE 5.875 7/0 | 947075AH0 |
| — | GSV CAPITAL CORP. | 1,000,000 | $999K | 0.1% | $1.00 | $0.89 | — | NOTE 4.750 3/2 | 36191JAC5 |
| — | 1,000,000 | $984K | 0.1% | $0.98 | $0.97 | — | NOTE 0.250 9/1 | 90184LAB8 | |
| — | RLJ LODGING TRUST | 38,630 | $971K | 0.1% | $25.14 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | WHITING PETROLEUM CORPORATION | 1,000,000 | $968K | 0.1% | $0.97 | $0.95 | — | NOTE 1.250 4/0 | 966387AL6 |
| — | TEVA PHARM | 975,000 | $904K | 0.1% | $0.93 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | EL PASO ENERGY CAPITAL TRUST | 16,616 | $903K | 0.1% | $54.35 | $50.12 | — | PFD CV TR SECS | 283678209 |
| — | TPG SPECIALTY LENDING INC. | 870,000 | $888K | 0.1% | $1.02 | $1.02 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | REDWOOD TRUST INC | 880,000 | $884K | 0.1% | $1.00 | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | MACQUARIE INFRASTRUCTURE | 1,000,000 | $883K | 0.1% | $0.88 | $0.96 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | WELLS FARGO COMPANY | 673 | $875K | 0.1% | $1300.15 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | LIBERTY MEDIA | 1,250,000 | $850K | 0.1% | $0.68 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | DISH NETWORK | 1,000,000 | $826K | 0.1% | $0.83 | $0.83 | — | NOTE 2.375 3/1 | 25470MAD1 |
| — | SM ENERGY COMPANY | 750,000 | $709K | 0.1% | $0.95 | $0.95 | — | NOTE 1.500 7/0 | 78454LAM2 |
| — | PROSPECT CAPITAL CORPORATION | 700,000 | $691K | 0.1% | $0.99 | $0.97 | — | NOTE 4.950 7/1 | 74348TAR3 |
| — | BLACKROCK TCP CAPITAL | 675,000 | $679K | 0.1% | $1.01 | $1.05 | — | NOTE 4.625 3/0 | 87238QAD5 |
| — | LIBERTY MEDIA CORPORATION | 580,000 | $655K | 0.1% | $1.13 | $1.05 | — | NOTE 1.000 1/3 | 531229AF9 |
| — | SALIENT MIDSTREAM MLP FUND | 71,120 | $654K | 0.1% | $9.20 | $9.53 | — | SH BEN INT | 79471V105 |
| — | MERITOR | 650,000 | $628K | 0.1% | $0.97 | $0.96 | — | NOTE 3.250 10/1 | 59001KAF7 |
| — | DASEKE | 113,425 | $577K | 0.1% | $5.09 | $4.95 | — | COM | 23753F107 |
| — | BRISTOW GROUP | 2,500,000 | $513K | 0.0% | $0.21 | $1.01 | — | NOTE 4.500 6/0 | 110394AF0 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $497K | 0.0% | $10.40 | $11.80 | — | COM | 72369J102 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 37,247 | $483K | 0.0% | $12.97 | $13.34 | — | COM | 27828V104 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $478K | 0.0% | $23.32 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $478K | 0.0% | $12.49 | $11.89 | — | COM | 09255X100 |
| — | AVID TECHNOLOGY | 500,000 | $476K | 0.0% | $0.95 | $0.89 | — | NOTE 2.000 6/1 | 05367PAB6 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $444K | 0.0% | $9.60 | $9.02 | — | COM SHS | 6706EN100 |
| — | MAGNOLIA OIL GAS | 125,200 | $424K | 0.0% | $3.39 | $3.39 | — | *W EXP 07/31/202 | 559663117 |
| — | GABELLI GLOBAL UTILITY INCOME TRUST | 17,271 | $322K | 0.0% | $18.64 | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | ACETO CORP | 500,000 | $295K | 0.0% | $0.59 | $0.59 | — | NOTE 2.000 11/0 | 004446AD2 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $270K | 0.0% | $14.68 | $14.68 | — | COM SHS | 09249W101 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPIT | 265,000 | $269K | 0.0% | $1.02 | $1.02 | — | NOTE 4.125 9/0 | 41068XAB6 |
| — | LIVE NATION ENTERTAINMENT | 225,000 | $260K | 0.0% | $1.16 | $1.16 | — | NOTE 2.500 3/1 | 538034AQ2 |
| — | MEDICINES COMPANY | 250,000 | $251K | 0.0% | $1.00 | $1.00 | — | NOTE 2.500 1/1 | 584688AE5 |
| — | QUOTIENT TECHNOLOGY | 250,000 | $235K | 0.0% | $0.94 | $0.94 | — | NOTE 1.750 12/0 | 749119AB9 |
| — | EZCORP INC | 200,000 | $224K | 0.0% | $1.12 | $1.12 | — | NOTE 2.875 7/0 | 302301AF3 |
| — | VERINT SYSTEMS INC. | 200,000 | $221K | 0.0% | $1.10 | $1.10 | — | NOTE 1.500 6/0 | 92343XAA8 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $215K | 0.0% | $14.82 | $16.96 | — | COM | 037636107 |
| — | NII HOLDINGS | 75,000 | $147K | 0.0% | $1.96 | $4.41 | — | COM PAR | 62913F508 |
| — | NRC GROUP HOLDINGS | 141,000 | $127K | 0.0% | $0.90 | $0.81 | — | *W EXP 10/17/202 | 629375114 |
| — | AMERICAN INTERNATIONAL GROUP | 10,610 | $60,000 | 0.0% | $5.66 | $18.10 | — | *W EXP 01/19/202 | 026874156 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $36,000 | 0.0% | $0.02 | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |