Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Oct 28, 2019
Total Value: $1.257B (3.1% shares, 96.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | KAMAN CORPORATION | 80,613,000 | $92.11M | 7.3% | $1.14 | $1.13 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | ILLUMINA INC | 61,865,000 | $82.16M | 6.5% | $1.33 | $1.33 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | LIBERTY MEDIA | 63,766,000 | $76.16M | 6.1% | $1.19 | $1.00 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AKAMAI TECH | 64,200,000 | $73.63M | 5.9% | $1.15 | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | BOOKING HOLDINGS | 57,355,000 | $66.53M | 5.3% | $1.16 | $1.13 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | PALO ALTO NETWORKS | 53,525,000 | $56.44M | 4.5% | $1.05 | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | MICROCHIP TECHNOLOGY INC | 34,635,000 | $44.7M | 3.6% | $1.29 | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | SQUARE | 36,045,000 | $40.17M | 3.2% | $1.11 | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | AIR TRANSPORT SERVICES GROUP | 37,498,000 | $35.23M | 2.8% | $0.94 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | SPLUNK | 31,695,000 | $34.73M | 2.8% | $1.10 | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | COWEN GROUP INC | 30,900,000 | $34.03M | 2.7% | $1.10 | $1.06 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | WORKDAY INC | 25,699,000 | $33.68M | 2.7% | $1.31 | $1.24 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | JAZZ INVESTMENTS | 31,400,000 | $30.32M | 2.4% | $0.97 | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ON SEMICONDUCTOR CORP | 23,487,000 | $28.33M | 2.3% | $1.21 | $1.17 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | NRG ENERGY INC | 23,970,000 | $26.98M | 2.1% | $1.13 | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | HOPE BANCORP | 26,775,000 | $24.87M | 2.0% | $0.93 | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | PRA GROUP INC | 23,294,000 | $23.56M | 1.9% | $1.01 | $0.90 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | NATIONAL HEALTH INVESTORS INC | 17,702,000 | $21.54M | 1.7% | $1.22 | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | RH | 18,586,000 | $20.12M | 1.6% | $1.08 | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| — | FLEXION THERAPEUTICS | 21,128,000 | $19.12M | 1.5% | $0.91 | $1.18 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ALTAIR ENGINEERING | 18,595,000 | $18.77M | 1.5% | $1.01 | $1.03 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | INSMED | 22,020,000 | $18.4M | 1.5% | $0.84 | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | CSG SYSTEMS INTERNATIONAL INC | 15,860,000 | $18M | 1.4% | $1.14 | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | PROSPECT CAPITAL CORPORATION | 16,914,000 | $17.93M | 1.4% | $1.06 | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | THERAVANCE BIOPHARMA | 19,065,000 | $17.68M | 1.4% | $0.93 | $1.13 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | TEAM | 15,820,000 | $17.5M | 1.4% | $1.11 | $1.04 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | GREENBRIER COMPANIES | 17,872,000 | $17.14M | 1.4% | $0.96 | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 18,793,000 | $15.66M | 1.2% | $0.83 | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | SILICON LABORATORIES | 11,845,000 | $15.48M | 1.2% | $1.31 | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 219,626 | $11.04M | 0.9% | $50.28 | $50.28 | — | UNIT 11/01/2051 | 64944P307 |
| — | MESA LABORATORIES | 9,985,000 | $10.68M | 0.9% | $1.07 | $1.07 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | REPLIGEN | 10,410,000 | $10.29M | 0.8% | $0.99 | $0.99 | — | NOTE 0.375% 7/1 | 759916AB5 |
| CMLS | CUMULUS MEDIA INC | 666,124 | $9.695M | 0.8% | $14.55 * | $16.21 | -7.3% | COM CLASS A | 231082801 |
| — | TEEKAY | 11,446,000 | $9.271M | 0.7% | $0.81 | $0.80 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | SPLUNK | 8,410,000 | $9.056M | 0.7% | $1.08 | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | II-VI | 7,390,000 | $7.672M | 0.6% | $1.04 | $0.97 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | NEW RELIC | 7,500,000 | $7.097M | 0.6% | $0.95 | $0.98 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | NANTHEALTH | 11,070,000 | $6.974M | 0.6% | $0.63 | $0.72 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | TELADOC | 4,520,000 | $6.724M | 0.5% | $1.49 | $1.48 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | URBAN ONE | 3,311,088 | $6.424M | 0.5% | $1.94 | $2.09 | — | CL D NON VTG | 91705J204 |
| EMMS | EMMIS COMMUNICATIONS | 1,267,629 | $6.281M | 0.5% | $4.95 | $3.71 | +31.9% | COM NEW CL A | 291525400 |
| — | HOSTESS BRANDS | 3,304,012 | $5.699M | 0.5% | $1.72 | $1.65 | — | *W EXP 11/04/202 | 44109J114 |
| — | COLONY CAPITAL | 4,963,000 | $4.889M | 0.4% | $0.99 | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| AM | ANTERO MIDSTREAM | 650,000 | $4.82M | 0.4% | $7.42 * | $4.34 | 0.0% | COM | 03676B102 |
| — | FORTIVE | 5,000 | $4.507M | 0.4% | $901.40 | $1026.80 | — | 5% PFD CNV SER A | 34959J207 |
| CCO | CLEAR CHANNEL HOLDINGS INC | 1,720,000 | $4.334M | 0.3% | $2.52 * | $3.89 | -19.4% | COM | 18453H106 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 312,798 | $3.91M | 0.3% | $12.50 | $14.31 | — | COM | 27828H105 |
| — | ISTAR INC | 3,650,000 | $3.876M | 0.3% | $1.06 | $1.06 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | UNISYS | 3,500,000 | $3.845M | 0.3% | $1.10 | $1.10 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | COLONY CAPITAL | 598,879 | $3.605M | 0.3% | $6.02 | $5.99 | — | CL A COM | 19626G108 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,210,000 | $3.166M | 0.3% | $0.99 | $0.98 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 2,970,000 | $3.091M | 0.2% | $1.04 | $1.01 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | SUPERNUS PHARMACEUTICALS | 3,310,000 | $3.079M | 0.2% | $0.93 | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | JOHNSON JOHNSON | 1,655,000 | $2.946M | 0.2% | $1.78 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | LIGAND PHARMACEUTICALS INC | 3,438,000 | $2.871M | 0.2% | $0.84 | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | RH | 1,910,000 | $2.835M | 0.2% | $1.48 | $1.21 | — | DBCV 7/1 | 761283AC4 |
| USAC | USA COMPRESSION PARTNERS | 162,957 | $2.814M | 0.2% | $17.27 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,472,769 | $2.782M | 0.2% | $1.13 | $1.59 | — | COM UNIT | 09625U109 |
| — | ILLUMINA INC | 2,500,000 | $2.778M | 0.2% | $1.11 | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | ATLANTICUS HOLDINGS | 4,500,000 | $2.7M | 0.2% | $0.60 | $0.60 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 344,705 | $2.578M | 0.2% | $7.48 | $9.04 | — | COM SHS | 67073D102 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 159,045 | $2.3M | 0.2% | $14.46 | $15.55 | — | COM | 486606106 |
| — | NRC GROUP HOLDINGS | 933,357 | $2.296M | 0.2% | $2.46 | $1.75 | — | *W EXP 10/17/202 | 629375114 |
| — | INVITATION HOMES | 1,680,000 | $2.241M | 0.2% | $1.33 | $1.33 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 202,441 | $2.192M | 0.2% | $10.83 | $11.74 | — | COM | 48661E108 |
| — | INTERDIGITAL INC | 2,150,000 | $2.15M | 0.2% | $1.00 | $1.16 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | WESTERN DIGITAL CORP | 2,000,000 | $1.931M | 0.2% | $0.97 | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | BRAEMAR HOTELS RESORTS | 91,780 | $1.911M | 0.2% | $20.82 | $20.82 | — | 5.5 CUM CV PFD B | 10482B200 |
| — | FIRST MAJESTIC SILVER | 1,490,000 | $1.758M | 0.1% | $1.18 | $0.98 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | GOLDMAN SACHS MLP ENERGY RENAISSANCE FUND | 331,058 | $1.596M | 0.1% | $4.82 | $5.09 | — | COM | 38148G107 |
| — | CURO GROUP | 119,952 | $1.593M | 0.1% | $13.28 | $9.67 | — | COM | 23131L107 |
| — | REALPAGE | 1,000,000 | $1.58M | 0.1% | $1.58 | $1.58 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | BECTON DICKINSON AND CO | 25,000 | $1.549M | 0.1% | $61.96 | $61.96 | — | PFD SHS CONV A | 075887208 |
| — | FTI CONSULTING INC | 1,250,000 | $1.528M | 0.1% | $1.22 | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.514M | 0.1% | $0.99 | $0.92 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | LIVE NATION ENTERTAINMENT | 1,250,000 | $1.468M | 0.1% | $1.17 | $1.17 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | WRIGHT MEDICAL GROUP NV | 1,250,000 | $1.465M | 0.1% | $1.17 | $1.25 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | HORIZON PHARMA PLC | 1,250,000 | $1.459M | 0.1% | $1.17 | $1.17 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | GDL FUND | 153,942 | $1.415M | 0.1% | $9.19 | $9.66 | — | COM SH BEN IT | 361570104 |
| — | CTRIPCOM INTERNATIONAL LTD | 1,400,000 | $1.415M | 0.1% | $1.01 | $1.08 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | BANK OF AMERICA | 883 | $1.321M | 0.1% | $1496.04 | $1195.56 | — | 7.25%CNV PFD L | 060505682 |
| — | SUTTER ROCK CAPITAL CORP | 1,387,000 | $1.309M | 0.1% | $0.94 | $0.91 | — | NOTE 4.750% 3/2 | 36191JAC5 |
| — | MICROCHIP TECHNOLOGY INCORPORATED | 1,000,000 | $1.288M | 0.1% | $1.29 | $1.26 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | READY CAPITAL | 46,500 | $1.272M | 0.1% | $27.35 | $24.71 | — | 7% CN SR NT 2023 | 75574U200 |
| — | PRA GROUP INC | 1,233,000 | $1.225M | 0.1% | $0.99 | $0.95 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | EZCORP INC | 1,250,000 | $1.182M | 0.1% | $0.95 | $0.97 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | DISH NETWORK | 1,250,000 | $1.15M | 0.1% | $0.92 | $0.94 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | INSULET CORP | 625,000 | $1.15M | 0.1% | $1.84 | $1.84 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | RLJ LODGING TRUST | 39,087 | $1.053M | 0.1% | $26.94 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | PRETIUM RESOURCES | 1,000,000 | $1.045M | 0.1% | $1.04 | $1.02 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| — | WELLS FARGO COMPANY | 681 | $1.034M | 0.1% | $1518.36 | $1185.84 | — | PERP PFD CNV A | 949746804 |
| — | DISH NETWORK | 1,155,000 | $1.019M | 0.1% | $0.88 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | ENCORE CAPITAL GROUP INC | 1,000,000 | $1.014M | 0.1% | $1.01 | $1.01 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | HARMONIC INC | 762,000 | $991K | 0.1% | $1.30 | $1.08 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | VISHAY INTERTECHNOLOGY INC | 1,000,000 | $938K | 0.1% | $0.94 | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | MACQUARIE INFRASTRUCTURE | 1,000,000 | $915K | 0.1% | $0.92 | $0.96 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | TPG SPECIALTY LENDING INC | 870,000 | $913K | 0.1% | $1.05 | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | LIBERTY MEDIA | 1,266,000 | $908K | 0.1% | $0.72 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | TEVA PHARM | 987,000 | $896K | 0.1% | $0.91 | $1.09 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPIT | 783,000 | $881K | 0.1% | $1.13 | $1.08 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | HELIX ENERGY SOLUTIONS GROUP | 740,000 | $865K | 0.1% | $1.17 | $1.01 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | SM ENERGY COMPANY | 767,000 | $695K | 0.1% | $0.91 | $0.94 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | CINEDIGM CORP | 700,662 | $624K | 0.0% | $0.89 | $1.48 | — | COM NEW | 172406209 |
| — | SALIENT MIDSTREAM MLP FUND | 71,120 | $559K | 0.0% | $7.86 | $9.53 | — | SH BEN INT | 79471V105 |
| — | DASEKE | 3,081,325 | $555K | 0.0% | $0.18 | $0.88 | — | *W EXP 02/27/202 | 23753F115 |
| — | MFA FINANCIAL | 518,000 | $535K | 0.0% | $1.03 | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $503K | 0.0% | $10.52 | $11.80 | — | COM | 72369J102 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 37,247 | $485K | 0.0% | $13.02 | $13.34 | — | COM | 27828V104 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $483K | 0.0% | $12.62 | $11.89 | — | COM | 09255X100 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $441K | 0.0% | $9.53 | $9.02 | — | COM SHS | 6706EN100 |
| GEL | GENESIS ENERGY LP | 20,500 | $440K | 0.0% | $21.46 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | GREEN PLAINS | 418,000 | $344K | 0.0% | $0.82 | $0.82 | — | NOTE 4.125% 9/0 | 393222AF1 |
| ATLC | ATLANTICUS HOLDINGS | 40,694 | $340K | 0.0% | $8.36 * | $3.53 | +74.3% | COM | 04914Y102 |
| — | DASEKE | 121,799 | $304K | 0.0% | $2.50 | $4.78 | — | COM | 23753F107 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $288K | 0.0% | $15.66 | $14.68 | — | COM SHS | 09249W101 |
| — | FLY LEASING | 12,339 | $253K | 0.0% | $20.50 | $10.96 | — | SPONSORED ADR | 34407D109 |
| — | 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 |
| AAL | AMERICAN AIRLINES GROUP INC | 3,795 | $102K | 0.0% | $26.88 * | $31.92 | -9.1% | COM | 02376R102 |
| — | AMERICAN INTERNATIONAL GROUP | 5,000 | $71,000 | 0.0% | $14.20 | $14.20 | — | *W EXP 01/19/202 | 026874156 |
| — | EXANTAS CAPITAL CORPORATION | 61,000 | $63,000 | 0.0% | $1.03 | $1.03 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | EATON VANCE SENIOR INCOME TRUST | 9,429 | $58,000 | 0.0% | $6.15 | $6.15 | — | SH BEN INT | 27826S103 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 3,007 | $45,000 | 0.0% | $14.97 | $14.97 | — | COM | 67074X107 |
| — | REDWOOD TRUST INC | 25,000 | $25,000 | 0.0% | $1.00 | $0.96 | — | NOTE 5.625%11/1 | 749772AB5 |
| — | GOLDMAN SACHS MLP INC OPP FUND | 1,542 | $11,000 | 0.0% | $7.13 | $7.13 | — | COM SHS | 38147W103 |
| — | NUVEEN FLOATING RATE INCOME FUND | 1,000 | $10,000 | 0.0% | $10.00 | $10.00 | — | COM | 67072T108 |
| — | EATON VANCE SENIOR FLOATING-RATE FUND | 400 | $5,000 | 0.0% | $12.50 | $12.50 | — | COM | 27828Q105 |