Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 1, 2019
Total Value: $1.133B (6.2% shares, 93.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | KAMAN CORPORATION | 64,321,000 | $75.5M | 6.7% | $1.17 | $1.13 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | LIBERTY MEDIA | 64,296,000 | $72.33M | 6.4% | $1.13 | $1.00 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | AKAMAI TECH | 58,715,000 | $62.94M | 5.6% | $1.07 | $1.07 | — | NOTE 0.125 5/0 | 00971TAJ0 |
| — | BOOKING HOLDINGS | 54,245,000 | $62.15M | 5.5% | $1.15 | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | ILLUMINA INC | 38,730,000 | $59.88M | 5.3% | $1.55 | $1.34 | — | NOTE 0.500 6/1 | 452327AH2 |
| — | TERADYNE INC | 25,920,000 | $42.12M | 3.7% | $1.63 | $1.40 | — | NOTE 1.250 12/1 | 880770AG7 |
| — | SQUARE | 34,990,000 | $41.88M | 3.7% | $1.20 | $1.20 | — | NOTE 0.500 5/1 | 852234AD5 |
| — | MICROCHIP TECHNOLOGY INC | 35,190,000 | $41.59M | 3.7% | $1.18 | $1.18 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | AIR TRANSPORT SERVICES GROUP | 35,223,000 | $35.91M | 3.2% | $1.02 | $0.96 | — | NOTE 1.125 10/1 | 00922RAB1 |
| — | WORKDAY INC | 22,094,000 | $33.05M | 2.9% | $1.50 | $1.23 | — | NOTE 0.250 10/0 | 98138HAF8 |
| — | BIOMARIN PHARMACEUTICAL INC | 30,715,000 | $32M | 2.8% | $1.04 | $0.98 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | JAZZ INVESTMENTS | 32,180,000 | $31.86M | 2.8% | $0.99 | $1.01 | — | NOTE 1.500 8/1 | 472145AD3 |
| — | GREENBRIER COMPANIES | 30,380,000 | $29.28M | 2.6% | $0.96 | $1.14 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | SUPERNUS PHARMACEUTICALS | 27,692,000 | $27.02M | 2.4% | $0.98 | $0.97 | — | NOTE 0.625 4/0 | 868459AD0 |
| — | HOPE BANCORP | 28,320,000 | $25.84M | 2.3% | $0.91 | $0.91 | — | NOTE 2.000 5/1 | 43940TAB5 |
| — | COWEN GROUP INC | 21,757,000 | $25.14M | 2.2% | $1.16 | $1.05 | — | NOTE 3.000 12/1 | 223622AE1 |
| — | PRA GROUP INC | 24,079,000 | $22.6M | 2.0% | $0.94 | $0.90 | — | NOTE 3.500 6/0 | 69354NAB2 |
| — | ON SEMICONDUCTOR CORP | 18,270,000 | $22.27M | 2.0% | $1.22 | $1.17 | — | NOTE 1.625 10/1 | 682189AP0 |
| — | NATIONAL HEALTH INVESTORS INC | 18,812,000 | $21.75M | 1.9% | $1.16 | $1.03 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | NRG ENERGY INC | 18,625,000 | $19.94M | 1.8% | $1.07 | $1.07 | — | DBCV 2.750 6/0 | 629377CG5 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 17,998,000 | $18.53M | 1.6% | $1.03 | $1.10 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | FLEXION THERAPEUTICS | 21,098,000 | $18.42M | 1.6% | $0.87 | $1.18 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | INSMED | 18,185,000 | $17.73M | 1.6% | $0.97 | $0.90 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | PROSPECT CAPITAL CORPORATION | 16,900,000 | $17.34M | 1.5% | $1.03 | $0.98 | — | NOTE 6.375 3/0 | 74348TAT9 |
| — | THERAVANCE BIOPHARMA | 18,530,000 | $16.07M | 1.4% | $0.87 | $1.13 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | CSG SYSTEMS INTERNATIONAL INC | 14,060,000 | $15.57M | 1.4% | $1.11 | $1.07 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | FIRST MAJESTIC SILVER | 14,195,000 | $15.26M | 1.3% | $1.08 | $0.98 | — | NOTE 1.875 3/0 | 32076VAB9 |
| — | TEAM | 14,820,000 | $15.17M | 1.3% | $1.02 | $1.03 | — | NOTE 5.000 8/0 | 878155AE0 |
| — | SILICON LABORATORIES | 12,155,000 | $15.13M | 1.3% | $1.25 | $1.16 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | II-VI | 11,960,000 | $12.64M | 1.1% | $1.06 | $0.97 | — | NOTE 0.250 9/0 | 902104AB4 |
| — | TELADOC | 7,000,000 | $10.36M | 0.9% | $1.48 | $1.48 | — | NOTE 1.375 5/1 | 87918AAC9 |
| — | CORENERGY INFRASTRUCTURE TRUST | 8,053,000 | $9.704M | 0.9% | $1.21 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| CMLS | CUMULUS MEDIA INC | 495,097 | $9.184M | 0.8% | $18.55 * | $16.62 | +5.3% | COM CLASS A | 231082801 |
| — | TEEKAY | 11,446,000 | $9.154M | 0.8% | $0.80 | $0.80 | — | NOTE 5.000 1/1 | 87900YAE3 |
| — | CAESARS ENTERTAINMENT INC | 4,215,000 | $7.238M | 0.6% | $1.72 | $1.28 | — | NOTE 5.000 10/0 | 127686AA1 |
| — | NANTHEALTH | 11,070,000 | $7.196M | 0.6% | $0.65 | $0.72 | — | NOTE 5.500 12/1 | 630104AB3 |
| — | ALTAIR ENGINEERING | 5,930,000 | $6.452M | 0.6% | $1.09 | $1.09 | — | NOTE 0.250 6/0 | 021369AA1 |
| — | URBAN ONE CLASS D | 3,206,874 | $6.285M | 0.6% | $1.96 | $2.09 | — | CL D NON VTG | 91705J204 |
| — | RH | 5,390,000 | $6.23M | 0.5% | $1.16 | $1.21 | — | DBCV 7/1 | 761283AC4 |
| — | HOSTESS BRANDS | 3,097,637 | $5.886M | 0.5% | $1.90 | $1.65 | — | *W EXP 11/04/202 | 44109J114 |
| EMMS | EMMIS COMMUNICATIONS | 1,085,890 | $5.158M | 0.5% | $4.75 * | $3.51 | +2.6% | COM NEW CL A | 291525400 |
| — | FORTIVE | 5,000 | $5.134M | 0.5% | $1026.80 | $1026.80 | — | 5 PFD CNV SER A | 34959J207 |
| — | HARMONIC INC | 4,290,000 | $5.038M | 0.4% | $1.17 | $1.08 | — | NOTE 4.000 12/0 | 413160AB8 |
| — | COLONY CAPITAL | 4,963,000 | $4.777M | 0.4% | $0.96 | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | BOOKING HOLDINGS | 2,895,000 | $4.164M | 0.4% | $1.44 | $1.44 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 312,798 | $3.957M | 0.3% | $12.65 | $14.31 | — | COM | 27828H105 |
| — | VITAMIN SHOPPE INC | 4,027,000 | $3.655M | 0.3% | $0.91 | $0.78 | — | NOTE 2.250 12/0 | 92849EAB7 |
| — | JOHNSON JOHNSON | 1,655,000 | $3.171M | 0.3% | $1.92 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| CCO | CLEAR CHANNEL HOLDINGS INC | 660,000 | $3.115M | 0.3% | $4.72 * | $5.11 | 0.0% | COM | 18453H106 |
| USAC | USA COMPRESSION PARTNERS | 153,799 | $2.733M | 0.2% | $17.77 | $14.62 | — | COMUNIT LTDPAR | 90290N109 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 344,705 | $2.73M | 0.2% | $7.92 | $9.04 | — | COM SHS | 67073D102 |
| — | COLONY CAPITAL | 538,716 | $2.694M | 0.2% | $5.00 | $5.99 | — | CL A COM | 19626G108 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 2,620,000 | $2.661M | 0.2% | $1.02 | $1.01 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,190,979 | $2.542M | 0.2% | $1.16 | $1.66 | — | COM UNIT | 09625U109 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 159,045 | $2.435M | 0.2% | $15.31 | $15.55 | — | COM | 486606106 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 202,441 | $2.344M | 0.2% | $11.58 | $11.74 | — | COM | 48661E108 |
| — | INTERDIGITAL INC | 2,235,000 | $2.325M | 0.2% | $1.04 | $1.16 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | LIGAND PHARMACEUTICALS INC | 2,695,000 | $2.325M | 0.2% | $0.86 | $0.86 | — | NOTE 0.750 5/1 | 53220KAF5 |
| — | NEW RELIC | 2,000,000 | $2.13M | 0.2% | $1.06 | $1.06 | — | NOTE 0.500 5/0 | 64829BAB6 |
| — | FLY LEASING | 104,894 | $1.826M | 0.2% | $17.41 | $10.96 | — | SPONSORED ADR | 34407D109 |
| — | GOLDMAN SACHS MLP ENERGY RENAISSANCE FUND | 331,058 | $1.748M | 0.2% | $5.28 | $5.09 | — | COM | 38148G107 |
| — | MAGNOLIA OIL GAS | 487,700 | $1.629M | 0.1% | $3.34 | $3.35 | — | *W EXP 07/31/202 | 559663117 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.504M | 0.1% | $0.99 | $0.92 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | GDL FUND | 153,942 | $1.425M | 0.1% | $9.26 | $9.66 | — | COM SH BEN IT | 361570104 |
| — | CTRIPCOM INTERNATIONAL LTD | 1,300,000 | $1.414M | 0.1% | $1.09 | $1.09 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | CURO GROUP | 119,952 | $1.325M | 0.1% | $11.05 | $9.67 | — | COM | 23131L107 |
| — | ROVI CORPORATION | 1,320,000 | $1.288M | 0.1% | $0.98 | $0.96 | — | NOTE 0.500 3/0 | 779376AD4 |
| — | READY CAPITAL | 46,500 | $1.24M | 0.1% | $26.67 | $24.71 | — | 7 CN SR NT 2023 | 75574U200 |
| — | PRA GROUP INC | 1,233,000 | $1.211M | 0.1% | $0.98 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | BANK OF AMERICA | 875 | $1.203M | 0.1% | $1374.86 | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | NRC GROUP HOLDINGS | 673,600 | $1.118M | 0.1% | $1.66 | $1.48 | — | *W EXP 10/17/202 | 629375114 |
| — | NEW MOUNTAIN FINANCE | 1,000,000 | $1.033M | 0.1% | $1.03 | $1.03 | — | NOTE 5.750 8/1 | 647551AC4 |
| — | RLJ LODGING TRUST | 38,630 | $1.016M | 0.1% | $26.30 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| LGND | LIGAND PHARMACEUTICALS | 8,808 | $1.005M | 0.1% | $114.10 * | $75.76 | -2.8% | COM NEW | 53220K504 |
| — | 1,000,000 | $994K | 0.1% | $0.99 | $0.97 | — | NOTE 0.250 9/1 | 90184LAB8 | |
| — | CINEDIGM CORP | 730,822 | $987K | 0.1% | $1.35 | $1.48 | — | COM NEW | 172406209 |
| — | WHITING PETROLEUM CORPORATION | 1,000,000 | $973K | 0.1% | $0.97 | $0.95 | — | NOTE 1.250 4/0 | 966387AL6 |
| — | GSV CAPITAL CORP | 1,000,000 | $950K | 0.1% | $0.95 | $0.89 | — | NOTE 4.750 3/2 | 36191JAC5 |
| — | WELLS FARGO COMPANY | 673 | $922K | 0.1% | $1369.99 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | HELIX ENERGY SOLUTIONS GROUP | 740,000 | $900K | 0.1% | $1.22 | $1.01 | — | NOTE 4.125 9/1 | 42330PAJ6 |
| — | TPG SPECIALTY LENDING INC | 870,000 | $897K | 0.1% | $1.03 | $1.02 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | TEVA PHARM | 975,000 | $893K | 0.1% | $0.92 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | MACQUARIE INFRASTRUCTURE | 1,000,000 | $891K | 0.1% | $0.89 | $0.96 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | REDWOOD TRUST INC | 880,000 | $887K | 0.1% | $1.01 | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | LIBERTY MEDIA | 1,250,000 | $872K | 0.1% | $0.70 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | DASEKE | 4,418,325 | $839K | 0.1% | $0.19 | $0.88 | — | *W EXP 02/27/202 | 23753F115 |
| — | SM ENERGY COMPANY | 750,000 | $699K | 0.1% | $0.93 | $0.95 | — | NOTE 1.500 7/0 | 78454LAM2 |
| — | BLACKROCK TCP CAPITAL | 675,000 | $689K | 0.1% | $1.02 | $1.05 | — | NOTE 4.625 3/0 | 87238QAD5 |
| — | EL PASO ENERGY CAPITAL TRUST | 12,870 | $675K | 0.1% | $52.45 | $50.12 | — | PFD CV TR SECS | 283678209 |
| — | DEXCOM INC | 400,000 | $639K | 0.1% | $1.60 | $1.60 | — | NOTE 0.750 5/1 | 252131AF4 |
| — | SALIENT MIDSTREAM MLP FUND | 71,120 | $611K | 0.1% | $8.59 | $9.53 | — | SH BEN INT | 79471V105 |
| — | DISH NETWORK | 650,000 | $602K | 0.1% | $0.93 | $0.83 | — | NOTE 2.375 3/1 | 25470MAD1 |
| ATLC | ATLANTICUS HOLDINGS | 143,148 | $580K | 0.1% | $4.05 * | $3.53 | 0.0% | COM | 04914Y102 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPIT | 500,000 | $549K | 0.0% | $1.10 | $1.05 | — | NOTE 4.125 9/0 | 41068XAB6 |
| — | BRISTOW GROUP | 2,500,000 | $525K | 0.0% | $0.21 | $1.01 | — | NOTE 4.500 6/0 | 110394AF0 |
| — | EXACT SCIENCES | 300,000 | $518K | 0.0% | $1.73 | $1.73 | — | NOTE 1.000 1/1 | 30063PAA3 |
| — | ISTAR INC | 500,000 | $512K | 0.0% | $1.02 | $1.02 | — | NOTE 3.125 9/1 | 45031UCB5 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $511K | 0.0% | $10.69 | $11.80 | — | COM | 72369J102 |
| — | MFA FINANCIAL | 500,000 | $505K | 0.0% | $1.01 | $1.01 | — | NOTE 6.250 6/1 | 55272XAA0 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 37,247 | $504K | 0.0% | $13.53 | $13.34 | — | COM | 27828V104 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $491K | 0.0% | $12.83 | $11.89 | — | COM | 09255X100 |
| — | QUOTIENT TECHNOLOGY | 500,000 | $484K | 0.0% | $0.97 | $0.95 | — | NOTE 1.750 12/0 | 749119AB9 |
| — | LIVE NATION ENTERTAINMENT | 400,000 | $475K | 0.0% | $1.19 | $1.17 | — | NOTE 2.500 3/1 | 538034AQ2 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $451K | 0.0% | $9.75 | $9.02 | — | COM SHS | 6706EN100 |
| GEL | GENESIS ENERGY LP | 20,500 | $449K | 0.0% | $21.90 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | SYNAPTICS INCORPORATED | 500,000 | $448K | 0.0% | $0.90 | $0.90 | — | NOTE 0.500 6/1 | 87157DAD1 |
| — | WRIGHT MEDICAL GROUP NV | 300,000 | $446K | 0.0% | $1.49 | $1.49 | — | NOTE 2.250 11/1 | 98236JAB4 |
| — | DISH NETWORK | 450,000 | $438K | 0.0% | $0.97 | $0.97 | — | NOTE 3.375 8/1 | 25470MAB5 |
| — | MERITOR | 400,000 | $419K | 0.0% | $1.05 | $0.96 | — | NOTE 3.250 10/1 | 59001KAF7 |
| — | DASEKE | 113,425 | $408K | 0.0% | $3.60 | $4.95 | — | COM | 23753F107 |
| — | PRETIUM RESOURCES | 400,000 | $395K | 0.0% | $0.99 | $0.99 | — | NOTE 2.250 3/1 | 74139CAB8 |
| — | TIMKENSTEEL | 300,000 | $309K | 0.0% | $1.03 | $1.03 | — | NOTE 6.000 6/0 | 887399AA1 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $276K | 0.0% | $15.00 | $14.68 | — | COM SHS | 09249W101 |
| — | MICROCHIP TECHNOLOGY INCORPORATED | 200,000 | $234K | 0.0% | $1.17 | $1.17 | — | NOTE 2.250 2/1 | 595017AH7 |
| — | EZCORP INC | 200,000 | $229K | 0.0% | $1.15 | $1.12 | — | NOTE 2.875 7/0 | 302301AF3 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $217K | 0.0% | $14.96 | $16.96 | — | COM | 037636107 |
| — | WILLSCOT CORPORATION | 12,808 | $193K | 0.0% | $15.07 | $9.55 | — | COM | 971375126 |
| — | NII HOLDINGS | 75,000 | $127K | 0.0% | $1.69 | $4.41 | — | COM PAR | 62913F508 |
| AAL | AMERICAN AIRLINES GROUP INC | 3,795 | $124K | 0.0% | $32.67 * | $31.92 | 0.0% | COM | 02376R102 |