Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: Apr 29, 2020
Total Value: $833M (4.5% shares, 95.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECH | 56,480,000 | $63.12M | 7.6% | $1.12 | $1.08 | — | NOTE 0.125 5/0 | 00971TAJ0 |
| — | ILLUMINA INC. | 50,575,000 | $62.14M | 7.5% | $1.23 | $1.33 | — | NOTE 0.500 6/1 | 452327AH2 |
| — | KAMAN CORPORATION | 63,338,000 | $61.87M | 7.4% | $0.98 | $1.13 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | LIBERTY MEDIA | 40,578,000 | $38.95M | 4.7% | $0.96 | $1.00 | — | NOTE 1.37510/1 | 531229AB8 |
| — | COWEN GROUP INC. | 42,025,000 | $38.11M | 4.6% | $0.91 | $1.03 | — | NOTE 3.00012/1 | 223622AE1 |
| — | PALO ALTO NETWORKS | 37,515,000 | $36.05M | 4.3% | $0.96 | $1.05 | — | NOTE 0.750 7/0 | 697435AD7 |
| — | WORKDAY INC | 28,159,000 | $31.36M | 3.8% | $1.11 | $1.25 | — | NOTE 0.25010/0 | 98138HAF8 |
| — | BOOKING HOLDINGS | 30,111,000 | $30.41M | 3.6% | $1.01 | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | CSG SYSTEMS INTERNATIONAL INC | 29,351,000 | $30.14M | 3.6% | $1.03 | $1.08 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | NRG ENERGY INC | 24,515,000 | $23.9M | 2.9% | $0.97 | $1.07 | — | DBCV 2.750 6/0 | 629377CG5 |
| — | EURONET WORLDWIDE INC | 23,495,000 | $21.67M | 2.6% | $0.92 | $0.92 | — | NOTE 0.750 3/1 | 298736AL3 |
| — | SQUARE | 19,575,000 | $20.31M | 2.4% | $1.04 | $1.19 | — | NOTE 0.500 5/1 | 852234AD5 |
| — | AIR TRANSPORT SERVICES GROUP | 23,391,000 | $20.22M | 2.4% | $0.86 | $0.96 | — | NOTE 1.12510/1 | 00922RAB1 |
| — | SPLUNK | 18,160,000 | $19.99M | 2.4% | $1.10 | $1.10 | — | NOTE 1.125 9/1 | 848637AD6 |
| — | ON SEMICONDUCTOR CORP | 18,762,000 | $18.75M | 2.2% | $1.00 | $1.20 | — | NOTE 1.62510/1 | 682189AP0 |
| — | HOPE BANCORP | 19,915,000 | $16.6M | 2.0% | $0.83 | $0.91 | — | NOTE 2.000 5/1 | 43940TAB5 |
| — | SILICON LABORATORIES | 13,940,000 | $15.54M | 1.9% | $1.11 | $1.15 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | FORTIVE | 14,380,000 | $13.42M | 1.6% | $0.93 | $0.93 | — | NOTE 0.875 2/1 | 34959JAK4 |
| — | FLEXION THERAPEUTICS | 15,828,000 | $12.73M | 1.5% | $0.80 | $1.18 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | PRA GROUP INC. | 14,464,000 | $12.68M | 1.5% | $0.88 | $0.90 | — | NOTE 3.500 6/0 | 69354NAB2 |
| — | NATIONAL HEALTH INVESTORS INC. | 12,550,000 | $12.61M | 1.5% | $1.01 | $1.03 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | MICROCHIP TECHNOLOGY INC | 12,055,000 | $12.48M | 1.5% | $1.04 | $1.18 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | BOOKING HOLDINGS | 10,800,000 | $12.1M | 1.5% | $1.12 | $1.12 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | PROSPECT CAPITAL CORPORATION | 12,614,000 | $10.91M | 1.3% | $0.86 | $0.98 | — | NOTE 6.375 3/0 | 74348TAT9 |
| — | GREENBRIER COMPANIES | 13,440,000 | $10.84M | 1.3% | $0.81 | $1.14 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | KBR | 9,990,000 | $10.47M | 1.3% | $1.05 | $1.05 | — | NOTE 2.50011/0 | 48242WAB2 |
| — | INSMED | 10,910,000 | $9.226M | 1.1% | $0.85 | $0.89 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | THERAVANCE BIOPHARMA | 7,273,000 | $7.237M | 0.9% | $1.00 | $1.13 | — | NOTE 3.25011/0 | 88339KAA0 |
| — | II-VI | 7,090,000 | $6.585M | 0.8% | $0.93 | $0.97 | — | NOTE 0.250 9/0 | 902104AB4 |
| — | EXACT SCIENCES | 7,500,000 | $6.375M | 0.8% | $0.85 | $0.85 | — | NOTE 0.375 3/1 | 30063PAB1 |
| — | TEAM | 8,635,000 | $6.314M | 0.8% | $0.73 | $1.04 | — | NOTE 5.000 8/0 | 878155AE0 |
| — | RH | 7,736,000 | $6.299M | 0.8% | $0.81 | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| — | EXACT SCIENCES | 7,110,000 | $5.644M | 0.7% | $0.79 | $0.79 | — | NOTE 0.375 3/0 | 30063PAC9 |
| — | ATLANTICUS HOLDINGS | 7,593,000 | $5.315M | 0.6% | $0.70 | $0.64 | — | NOTE 5.87511/3 | 20478NAD2 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,450,000 | $4.664M | 0.6% | $1.05 | $1.00 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 5,558,000 | $4.516M | 0.5% | $0.81 | $1.09 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | COLONY CAPITAL | 4,963,000 | $4.02M | 0.5% | $0.81 | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| CMLS | CUMULUS MEDIA INC | 671,080 | $3.62M | 0.4% | $5.39 * | $16.16 | -25.8% | COM CLASS A | 231082801 |
| — | TEEKAY | 4,221,000 | $3.472M | 0.4% | $0.82 | $0.80 | — | NOTE 5.000 1/1 | 87900YAE3 |
| — | ILLUMINA INC | 3,500,000 | $3.382M | 0.4% | $0.97 | $1.07 | — | NOTE 8/1 | 452327AK5 |
| — | ISTAR INC | 3,500,000 | $3.378M | 0.4% | $0.97 | $1.06 | — | NOTE 3.125 9/1 | 45031UCB5 |
| — | URBAN ONE CLASS D | 3,366,321 | $3.333M | 0.4% | $0.99 | $2.09 | — | CL D NON VTG | 91705J204 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 3,545,000 | $3.152M | 0.4% | $0.89 | $1.01 | — | NOTE 5.75010/1 | G81075AF3 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 73,311 | $3.107M | 0.4% | $42.38 | $50.28 | — | UNIT 11/01/2051 | 64944P307 |
| — | MESA LABORATORIES | 2,910,000 | $2.962M | 0.4% | $1.02 | $1.07 | — | NOTE 1.375 8/1 | 59064RAA7 |
| — | FIRST MAJESTIC SILVER | 2,730,000 | $2.703M | 0.3% | $0.99 | $0.99 | — | NOTE 1.875 3/0 | 32076VAB9 |
| — | JOHNSON AND JOHNSON | 1,500,000 | $2.7M | 0.3% | $1.80 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | DEXCOM | 1,500,000 | $2.606M | 0.3% | $1.74 | $1.69 | — | NOTE 0.75012/0 | 252131AH0 |
| EMMS | EMMIS COMMUNICATIONS | 1,229,076 | $2.477M | 0.3% | $2.02 * | $3.71 | -9.4% | COM NEW CL A | 291525400 |
| — | NANTHEALTH | 2,795,000 | $2.43M | 0.3% | $0.87 | $0.72 | — | NOTE 5.50012/1 | 630104AB3 |
| — | CLEVELAND-CLIFFS | 3,360,000 | $2.339M | 0.3% | $0.70 | $0.70 | — | DBCV 1.500 1/1 | 185899AA9 |
| — | HELIX ENERGY SOLUTIONS GROUP | 3,489,000 | $2.296M | 0.3% | $0.66 | $0.73 | — | NOTE 4.125 9/1 | 42330PAJ6 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 217,221 | $2.296M | 0.3% | $10.57 | $14.31 | — | COM | 27828H105 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,600,000 | $2.289M | 0.3% | $0.88 | $1.57 | — | COM UNIT | 09625U109 |
| — | HUBSPOT | 1,500,000 | $2.234M | 0.3% | $1.49 | $1.49 | — | NOTE 0.250 6/0 | 443573AB6 |
| — | REALPAGE | 1,500,000 | $2.05M | 0.2% | $1.37 | $1.37 | — | NOTE 1.50011/1 | 75606NAB5 |
| — | HOSTESS BRANDS | 3,534,461 | $2.032M | 0.2% | $0.57 | $1.70 | — | *W EXP 11/04/202 | 44109J114 |
| — | MERCADOLIBRE | 1,500,000 | $1.957M | 0.2% | $1.30 | $1.43 | — | NOTE 2.000 8/1 | 58733RAD4 |
| — | TPG SPECIALTY LENDING INC. | 2,000,000 | $1.818M | 0.2% | $0.91 | $0.96 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | WESTERN DIGITAL CORP | 2,000,000 | $1.775M | 0.2% | $0.89 | $0.97 | — | NOTE 1.500 2/0 | 958102AP0 |
| — | SUTTER ROCK CAPITAL CORP | 1,887,000 | $1.775M | 0.2% | $0.94 | $0.92 | — | NOTE 4.750 3/2 | 36191JAC5 |
| — | INVITATION HOMES | 1,560,000 | $1.654M | 0.2% | $1.06 | $1.33 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | PRETIUM RESOURCES | 1,750,000 | $1.595M | 0.2% | $0.91 | $1.04 | — | NOTE 2.250 3/1 | 74139CAB8 |
| — | US ECOLOGY | 51,441 | $1.564M | 0.2% | $30.40 | $57.91 | — | COM | 91734M103 |
| — | DOCUSIGN | 1,100,000 | $1.55M | 0.2% | $1.41 | $1.24 | — | NOTE 0.500 9/1 | 256163AB2 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 272,805 | $1.547M | 0.2% | $5.67 | $9.04 | — | COM SHS | 67073D102 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.508M | 0.2% | $0.99 | $0.92 | — | NOTE 3.00011/1 | 81170YAB5 |
| — | US ECOLOGY | 330,587 | $1.455M | 0.2% | $4.40 | $9.15 | — | *W EXP 10/17/202 | 91734M111 |
| — | MERITOR | 1,635,000 | $1.427M | 0.2% | $0.87 | $0.87 | — | NOTE 3.25010/1 | 59001KAF7 |
| — | MICROCHIP TECHNOLOGY INCORPORATED | 1,500,000 | $1.418M | 0.2% | $0.95 | $1.33 | — | NOTE 2.250 2/1 | 595017AH7 |
| CCO | CLEAR CHANNEL HOLDINGS INC | 1,970,000 | $1.261M | 0.2% | $0.64 * | $3.67 | -42.0% | COM | 18453H106 |
| — | CYPRESS SEMICONDUCTOR CORPORATION | 1,000,000 | $1.199M | 0.1% | $1.20 | $1.20 | — | NOTE 2.000 2/0 | 232806AP4 |
| — | GDL FUND | 152,618 | $1.197M | 0.1% | $7.84 | $9.66 | — | COM SH BEN IT | 361570104 |
| — | BANK OF AMERICA | 883 | $1.14M | 0.1% | $1291.05 | $1195.56 | — | 7.25CNV PFD L | 060505682 |
| — | LENDINGTREE INC | 1,000,000 | $1.125M | 0.1% | $1.13 | $1.13 | — | NOTE 0.625 6/0 | 52603BAA5 |
| — | SPLUNK | 1,030,000 | $1.109M | 0.1% | $1.08 | $1.08 | — | NOTE 0.500 9/1 | 848637AC8 |
| AM | ANTERO MIDSTREAM | 519,200 | $1.09M | 0.1% | $2.10 * | $4.34 | -39.8% | COM | 03676B102 |
| — | UNISYS | 780,000 | $1.059M | 0.1% | $1.36 | $1.10 | — | NOTE 5.500 3/0 | 909214BS6 |
| — | LUMENTUM HOLDINGS | 775,000 | $1.056M | 0.1% | $1.36 | $1.36 | — | NOTE 0.250 3/1 | 55024UAB5 |
| — | RH | 1,000,000 | $1.044M | 0.1% | $1.04 | $1.04 | — | DBCV 7/1 | 761283AC4 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 284,482 | $1.033M | 0.1% | $3.63 | $10.30 | — | COM | 486606106 |
| — | DISH NETWORK | 1,250,000 | $1.022M | 0.1% | $0.82 | $0.94 | — | NOTE 3.375 8/1 | 25470MAB5 |
| — | EZCORP INC | 1,250,000 | $1.004M | 0.1% | $0.80 | $0.97 | — | NOTE 2.875 7/0 | 302301AF3 |
| — | WILLSCOT CORPORATION | 92,219 | $934K | 0.1% | $10.13 | $10.13 | — | COM | 971375126 |
| — | TEVA PHARM | 987,000 | $928K | 0.1% | $0.94 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| USAC | USA COMPRESSION PARTNERS | 162,957 | $922K | 0.1% | $5.66 | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | WAYFAIR INC | 1,250,000 | $883K | 0.1% | $0.71 | $1.04 | — | NOTE 1.12511/0 | 94419LAD3 |
| — | WELLS FARGO AND COMPANY | 681 | $871K | 0.1% | $1279.00 | $1185.84 | — | PERP PFD CNV A | 949746804 |
| — | DYCOM INDUSTRIES INC | 1,000,000 | $864K | 0.1% | $0.86 | $0.86 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | MACQUARIE INFRASTRUCTURE | 1,025,885 | $846K | 0.1% | $0.82 | $0.96 | — | NOTE 2.00010/0 | 55608BAB1 |
| — | LIBERTY MEDIA | 1,266,000 | $823K | 0.1% | $0.65 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | DISH NETWORK | 1,000,000 | $821K | 0.1% | $0.82 | $0.85 | — | NOTE 2.375 3/1 | 25470MAD1 |
| — | ALTAIR ENGINEERING | 863,000 | $767K | 0.1% | $0.89 | $1.03 | — | NOTE 0.250 6/0 | 021369AA1 |
| — | READY CAPITAL | 46,500 | $692K | 0.1% | $14.88 | $24.71 | — | 7 CN SR NT 2023 | 75574U200 |
| — | RLJ LODGING TRUST | 39,087 | $688K | 0.1% | $17.60 | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 202,441 | $674K | 0.1% | $3.33 | $11.74 | — | COM | 48661E108 |
| MDIA | MEDIACO HOLDING | 147,711 | $626K | 0.1% | $4.24 * | $5.64 | 0.0% | CL A | 58450D104 |
| — | COLONY CAPITAL | 351,824 | $616K | 0.1% | $1.75 | $5.99 | — | CL A COM | 19626G108 |
| — | BRAEMAR HOTELS AND RESORTS | 104,390 | $592K | 0.1% | $5.67 | $20.31 | — | 5.5 CUM CV PFD B | 10482B200 |
| — | REPLIGEN | 500,000 | $527K | 0.1% | $1.05 | $0.99 | — | NOTE 0.375 7/1 | 759916AB5 |
| — | CURO GROUP | 95,855 | $508K | 0.1% | $5.30 | $9.67 | — | COM | 23131L107 |
| — | SUPERNUS PHARMACEUTICALS | 500,000 | $411K | 0.0% | $0.82 | $0.82 | — | NOTE 0.625 4/0 | 868459AD0 |
| CBRE | CBRE GROUP | 10,442 | $394K | 0.0% | $37.73 * | $55.26 | 0.0% | CL A | 12504L109 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $383K | 0.0% | $10.01 | $11.89 | — | COM | 09255X100 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 34,588 | $378K | 0.0% | $10.93 | $13.34 | — | COM | 27828V104 |
| — | OIL STATES INTERNATIONAL INC. | 900,000 | $372K | 0.0% | $0.41 | $0.41 | — | NOTE 1.500 2/1 | 678026AH8 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $366K | 0.0% | $7.66 | $11.80 | — | COM | 72369J102 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $344K | 0.0% | $7.44 | $9.02 | — | COM SHS | 6706EN100 |
| — | EL PASO ENERGY CAPITAL TRUST | 7,706 | $341K | 0.0% | $44.25 | $44.25 | — | PFD CV TR SECS | 283678209 |
| — | SM ENERGY COMPANY | 767,000 | $325K | 0.0% | $0.42 | $0.94 | — | NOTE 1.500 7/0 | 78454LAM2 |
| — | LIVE NATION ENTERTAINMENT | 300,000 | $287K | 0.0% | $0.96 | $1.17 | — | NOTE 2.500 3/1 | 538034AQ2 |
| — | MFA FINANCIAL | 518,000 | $285K | 0.0% | $0.55 | $1.01 | — | NOTE 6.250 6/1 | 55272XAA0 |
| — | SALIENT MIDSTREAM AND MLP FUND | 80,550 | $280K | 0.0% | $3.48 | $8.82 | — | SH BEN INT | 79471V105 |
| — | DASEKE | 3,054,273 | $275K | 0.0% | $0.09 | $0.88 | — | *W EXP 02/27/202 | 23753F115 |
| — | NABORS INDUSTRIES INC. | 1,250,000 | $263K | 0.0% | $0.21 | $0.76 | — | NOTE 0.750 1/1 | 62957HAB1 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $232K | 0.0% | $12.61 | $14.68 | — | COM SHS | 09249W101 |
| EPD | ENTERPRISE PRODUCTS PARTNERS L.P. | 14,710 | $210K | 0.0% | $14.28 | $14.28 | — | COM | 293792107 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $168K | 0.0% | $11.58 | $16.96 | — | COM | 037636107 |
| — | EATON VANCE SENIOR INCOME TRUST | 36,329 | $167K | 0.0% | $4.60 | $4.60 | — | SH BEN INT | 27826S103 |
| — | DASEKE | 115,497 | $162K | 0.0% | $1.40 | $4.78 | — | COM | 23753F107 |
| — | CINEDIGM CORP | 288,852 | $105K | 0.0% | $0.36 | $1.48 | — | COM NEW | 172406209 |
| — | FLY LEASING | 12,339 | $87,000 | 0.0% | $7.05 | $10.96 | — | SPONSORED ADR | 34407D109 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $80,000 | 0.0% | $3.90 | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | 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 |