Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Jan 22, 2020
Total Value: $1.204B (8.1% shares, 91.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | KAMAN CORPORATION | 77,043,000 | $92.45M | 7.7% | $1.20 | $1.13 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | ILLUMINA INC. | 54,835,000 | $76.25M | 6.3% | $1.39 | $1.33 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | AKAMAI TECH | 59,430,000 | $65.93M | 5.5% | $1.11 | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | LIBERTY MEDIA | 48,546,000 | $65.39M | 5.4% | $1.35 | $1.00 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | BOOKING HOLDINGS | 51,891,000 | $60.16M | 5.0% | $1.16 | $1.13 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | PALO ALTO NETWORKS | 50,435,000 | $55.83M | 4.6% | $1.11 | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | MICROCHIP TECHNOLOGY INC | 30,855,000 | $44.05M | 3.7% | $1.43 | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WORKDAY INC | 31,139,000 | $39.87M | 3.3% | $1.28 | $1.25 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SQUARE | 34,125,000 | $38.12M | 3.2% | $1.12 | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | ON SEMICONDUCTOR CORP | 26,492,000 | $36.59M | 3.0% | $1.38 | $1.20 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | COWEN GROUP INC. | 31,880,000 | $35.11M | 2.9% | $1.10 | $1.06 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | SPLUNK | 27,560,000 | $34.12M | 2.8% | $1.24 | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | AIR TRANSPORT SERVICES GROUP | 34,706,000 | $33.75M | 2.8% | $0.97 | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | NRG ENERGY INC | 22,280,000 | $25.34M | 2.1% | $1.14 | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | CSG SYSTEMS INTERNATIONAL INC | 21,675,000 | $24.75M | 2.1% | $1.14 | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | JAZZ INVESTMENTS I | 21,330,000 | $21.5M | 1.8% | $1.01 | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | PRA GROUP INC. | 20,049,000 | $20.95M | 1.7% | $1.05 | $0.90 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | INSMED | 21,640,000 | $20.95M | 1.7% | $0.97 | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | FLEXION THERAPEUTICS | 19,538,000 | $20.86M | 1.7% | $1.07 | $1.18 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | HOPE BANCORP | 20,515,000 | $19.37M | 1.6% | $0.94 | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | THERAVANCE BIOPHARMA | 16,985,000 | $17.66M | 1.5% | $1.04 | $1.13 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | ALTAIR ENGINEERING | 17,040,000 | $17.47M | 1.5% | $1.03 | $1.03 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | NATIONAL HEALTH INVESTORS INC. | 13,322,000 | $16.22M | 1.3% | $1.22 | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | PROSPECT CAPITAL CORPORATION | 14,514,000 | $15.46M | 1.3% | $1.06 | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | RH | 11,776,000 | $14.99M | 1.2% | $1.27 | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| — | TEAM | 14,119,000 | $14.81M | 1.2% | $1.05 | $1.04 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | SILICON LABORATORIES | 10,510,000 | $14.01M | 1.2% | $1.33 | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | GREENBRIER COMPANIES | 13,440,000 | $13.04M | 1.1% | $0.97 | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| CMLS | CUMULUS MEDIA INC | 663,407 | $11.65M | 1.0% | $17.56 * | $16.21 | -5.5% | COM CLASS A | 231082801 |
| — | US ECOLOGY | 194,829 | $11.28M | 0.9% | $57.91 | $57.91 | — | COM | 91734M103 |
| — | MESA LABORATORIES | 10,175,000 | $11.09M | 0.9% | $1.09 | $1.07 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 12,658,000 | $10.75M | 0.9% | $0.85 | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | TEEKAY | 11,446,000 | $10.17M | 0.8% | $0.89 | $0.80 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | REPLIGEN | 8,990,000 | $9.716M | 0.8% | $1.08 | $0.99 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 157,423 | $7.962M | 0.7% | $50.58 | $50.28 | — | UNIT 11/01/2051 | 64944P307 |
| — | HOSTESS BRANDS | 4,126,046 | $7.695M | 0.6% | $1.86 | $1.70 | — | *W EXP 11/04/202 | 44109J114 |
| — | NEW RELIC | 7,500,000 | $7.322M | 0.6% | $0.98 | $0.98 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | II-VI | 7,090,000 | $7.258M | 0.6% | $1.02 | $0.97 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | NANTHEALTH | 10,070,000 | $7.049M | 0.6% | $0.70 | $0.72 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | URBAN ONE | 3,333,828 | $6.584M | 0.5% | $1.97 | $2.09 | — | CL D NON VTG | 91705J204 |
| EMMS | EMMIS COMMUNICATIONS | 1,267,629 | $5.134M | 0.4% | $4.05 * | $3.71 | +15.3% | COM NEW CL A | 291525400 |
| — | COLONY CAPITAL | 4,963,000 | $4.963M | 0.4% | $1.00 | $0.97 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| AM | ANTERO MIDSTREAM | 650,000 | $4.934M | 0.4% | $7.59 * | $4.34 | -24.0% | COM | 03676B102 |
| CCO | CLEAR CHANNEL HOLDINGS INC | 1,720,000 | $4.919M | 0.4% | $2.86 * | $3.89 | -35.0% | COM | 18453H106 |
| — | FORTIVE | 5,000 | $4.874M | 0.4% | $974.80 | $1026.80 | — | 5% PFD CNV SER A | 34959J207 |
| — | UNISYS | 3,360,000 | $4.574M | 0.4% | $1.36 | $1.10 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | PRETIUM RESOURCES | 4,368,000 | $4.554M | 0.4% | $1.04 | $1.04 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 312,798 | $4.145M | 0.3% | $13.25 | $14.31 | — | COM | 27828H105 |
| — | ISTAR INC | 3,650,000 | $4.113M | 0.3% | $1.13 | $1.06 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 3,270,000 | $3.486M | 0.3% | $1.07 | $1.02 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | JOHNSON AND JOHNSON | 1,655,000 | $3.318M | 0.3% | $2.00 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,950,000 | $3.133M | 0.3% | $1.06 | $0.98 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | SPLUNK | 2,480,000 | $2.993M | 0.2% | $1.21 | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| USAC | USA COMPRESSION PARTNERS | 162,957 | $2.956M | 0.2% | $18.14 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,600,000 | $2.938M | 0.2% | $1.13 | $1.57 | — | COM UNIT | 09625U109 |
| — | COLONY CAPITAL | 598,879 | $2.845M | 0.2% | $4.75 | $5.99 | — | CL A COM | 19626G108 |
| — | ILLUMINA INC | 2,500,000 | $2.767M | 0.2% | $1.11 | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | ATLANTICUS HOLDINGS | 4,518,000 | $2.711M | 0.2% | $0.60 | $0.60 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 344,705 | $2.644M | 0.2% | $7.67 | $9.04 | — | COM SHS | 67073D102 |
| — | US ECOLOGY | 226,935 | $2.569M | 0.2% | $11.32 | $11.32 | — | *W EXP 10/17/202 | 91734M111 |
| — | INVITATION HOMES | 1,680,000 | $2.268M | 0.2% | $1.35 | $1.33 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | TESLA | 1,500,000 | $2.265M | 0.2% | $1.51 | $1.51 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 159,045 | $2.215M | 0.2% | $13.93 | $15.55 | — | COM | 486606106 |
| — | FTI CONSULTING INC | 1,750,000 | $2.2M | 0.2% | $1.26 | $1.23 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | MICROCHIP TECHNOLOGY INCORPORATED | 1,500,000 | $2.181M | 0.2% | $1.45 | $1.33 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPIT | 1,783,000 | $2.176M | 0.2% | $1.22 | $1.16 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 202,441 | $2.13M | 0.2% | $10.52 | $11.74 | — | COM | 48661E108 |
| — | INTERDIGITAL INC | 2,010,000 | $2.008M | 0.2% | $1.00 | $1.16 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | WESTERN DIGITAL CORP | 2,000,000 | $1.965M | 0.2% | $0.98 | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | BRAEMAR HOTELS AND RESORTS | 102,088 | $1.943M | 0.2% | $19.03 | $20.64 | — | 5.5 CUM CV PFD B | 10482B200 |
| — | TRIP.COM GROUP | 1,781,000 | $1.88M | 0.2% | $1.06 | $1.08 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | VISHAY INTERTECHNOLOGY INC. | 1,750,000 | $1.761M | 0.1% | $1.01 | $0.97 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | NUVASIVE INC | 1,250,000 | $1.668M | 0.1% | $1.33 | $1.33 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.521M | 0.1% | $1.00 | $0.92 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | MERCADOLIBRE | 1,000,000 | $1.496M | 0.1% | $1.50 | $1.50 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | GDL FUND | 153,942 | $1.432M | 0.1% | $9.30 | $9.66 | — | COM SH BEN IT | 361570104 |
| — | GOLDMAN SACHS MLP AND ENERGY RENAISSANCE FUND | 331,058 | $1.424M | 0.1% | $4.30 | $5.09 | — | COM | 38148G107 |
| — | DOCUSIGN | 1,100,000 | $1.369M | 0.1% | $1.24 | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | SUTTER ROCK CAPITAL CORP | 1,387,000 | $1.331M | 0.1% | $0.96 | $0.91 | — | NOTE 4.750% 3/2 | 36191JAC5 |
| — | WAYFAIR INC | 1,250,000 | $1.298M | 0.1% | $1.04 | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | BANK OF AMERICA | 883 | $1.285M | 0.1% | $1455.27 | $1195.56 | — | 7.25%CNV PFD L | 060505682 |
| — | STANLEY BLACK AND DECKER INC. | 11,630 | $1.268M | 0.1% | $109.03 | $109.03 | — | UNIT 11/15/2022 | 854502846 |
| — | READY CAPITAL | 46,500 | $1.243M | 0.1% | $26.73 | $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 |
| — | LIVE NATION ENTERTAINMENT | 1,000,000 | $1.222M | 0.1% | $1.22 | $1.17 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | DISH NETWORK | 1,250,000 | $1.209M | 0.1% | $0.97 | $0.94 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | FIRST MAJESTIC SILVER | 830,000 | $1.184M | 0.1% | $1.43 | $0.98 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | EZCORP INC | 1,250,000 | $1.181M | 0.1% | $0.94 | $0.97 | — | NOTE 2.875% 7/0 | 302301AF3 |
| — | CURO GROUP | 95,855 | $1.168M | 0.1% | $12.19 | $9.67 | — | COM | 23131L107 |
| — | RLJ LODGING TRUST | 39,087 | $1.126M | 0.1% | $28.81 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | DISH NETWORK | 1,155,000 | $1.057M | 0.1% | $0.92 | $0.85 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | DTE ENERGY COMPANY | 20,000 | $1.028M | 0.1% | $51.40 | $51.40 | — | UNIT 11/01/2022S | 233331842 |
| — | WELLS FARGO AND COMPANY | 681 | $987K | 0.1% | $1449.34 | $1185.84 | — | PERP PFD CNV A | 949746804 |
| — | MACQUARIE INFRASTRUCTURE | 1,025,885 | $985K | 0.1% | $0.96 | $0.96 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | HELIX ENERGY SOLUTIONS GROUP | 740,000 | $961K | 0.1% | $1.30 | $1.01 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | NABORS INDUSTRIES INC. | 1,250,000 | $944K | 0.1% | $0.76 | $0.76 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | TEVA PHARM | 987,000 | $939K | 0.1% | $0.95 | $1.09 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | TPG SPECIALTY LENDING INC. | 870,000 | $926K | 0.1% | $1.06 | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | LIBERTY MEDIA | 1,266,000 | $886K | 0.1% | $0.70 | $0.59 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | LIGAND PHARMACEUTICALS INC. | 1,008,000 | $874K | 0.1% | $0.87 | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | SM ENERGY COMPANY | 767,000 | $733K | 0.1% | $0.96 | $0.94 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | SALIENT MIDSTREAM AND MLP FUND | 71,120 | $554K | 0.0% | $7.79 | $9.53 | — | SH BEN INT | 79471V105 |
| — | MFA FINANCIAL | 518,000 | $543K | 0.0% | $1.05 | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $524K | 0.0% | $10.96 | $11.80 | — | COM | 72369J102 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $514K | 0.0% | $13.43 | $11.89 | — | COM | 09255X100 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 37,247 | $503K | 0.0% | $13.50 | $13.34 | — | COM | 27828V104 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $462K | 0.0% | $9.99 | $9.02 | — | COM SHS | 6706EN100 |
| — | CINEDIGM CORP | 645,168 | $452K | 0.0% | $0.70 | $1.48 | — | COM NEW | 172406209 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $420K | 0.0% | $20.49 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | DEXCOM | 280,000 | $415K | 0.0% | $1.48 | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | DASEKE | 121,799 | $385K | 0.0% | $3.16 | $4.78 | — | COM | 23753F107 |
| — | DASEKE | 3,081,325 | $367K | 0.0% | $0.12 | $0.88 | — | *W EXP 02/27/202 | 23753F115 |
| ATLC | ATLANTICUS HOLDINGS | 40,694 | $367K | 0.0% | $9.02 * | $3.53 | +123.8% | COM | 04914Y102 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $302K | 0.0% | $16.42 | $14.68 | — | COM SHS | 09249W101 |
| — | FLY LEASING | 12,339 | $242K | 0.0% | $19.61 | $10.96 | — | SPONSORED ADR | 34407D109 |
| — | TELADOC | 130,000 | $226K | 0.0% | $1.74 | $1.48 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $220K | 0.0% | $15.17 | $16.96 | — | COM | 037636107 |
| — | NII HOLDINGS | 75,000 | $163K | 0.0% | $2.17 | $4.41 | — | COM PAR | 62913F508 |
| — | EXANTAS CAPITAL CORPORATION | 61,000 | $62,000 | 0.0% | $1.02 | $1.03 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | 20,000 | $19,000 | 0.0% | $0.95 | $0.95 | — | NOTE 1.000% 9/1 | 90184LAD4 | |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC. | 20,000 | $18,000 | 0.0% | $0.90 | $0.90 | — | NOTE 2.250% 6/0 | 049164BH8 |