Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 6, 2020
Total Value: $719M (6.0% shares, 94.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES | 52,470,000 | $63.09M | 8.8% | $1.20 | — | NOTE 1.250 5/0 | 844741BG2 |
| — | KAMAN CORPORATION | 64,408,000 | $61.7M | 8.6% | $1.13 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | COWEN INC | 45,025,000 | $49.47M | 6.9% | $1.03 | — | NOTE 3.00012/1 | 223622AE1 |
| — | LIBERTY MEDIA | 41,478,000 | $44.12M | 6.1% | $1.00 | — | NOTE 1.37510/1 | 531229AB8 |
| — | AKAMAI TECH | 27,590,000 | $34.42M | 4.8% | $1.08 | — | NOTE 0.125 5/0 | 00971TAJ0 |
| — | WORKDAY, INC | 24,159,000 | $33.31M | 4.6% | $1.25 | — | NOTE 0.25010/0 | 98138HAF8 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 29,351,000 | $30.43M | 4.2% | $1.08 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | PALO ALTO NETWORKS | 26,530,000 | $28.63M | 4.0% | $1.05 | — | NOTE 0.750 7/0 | 697435AD7 |
| — | NRG ENERGY, INC | 27,015,000 | $27.44M | 3.8% | $1.07 | — | DBCV 2.750 6/0 | 629377CG5 |
| — | ON SEMICONDUCTOR CORP | 18,762,000 | $22.82M | 3.2% | $1.20 | — | NOTE 1.62510/1 | 682189AP0 |
| — | AIR TRANSPORT SERVICES GROUP | 23,391,000 | $22.25M | 3.1% | $0.96 | — | NOTE 1.12510/1 | 00922RAB1 |
| — | PRA GROUP INC | 14,740,000 | $15.36M | 2.1% | $0.91 | — | NOTE 3.500 6/0 | 69354NAB2 |
| — | HOPE BANCORP | 18,665,000 | $15.16M | 2.1% | $0.91 | — | NOTE 2.000 5/1 | 43940TAB5 |
| — | KBR | 13,290,000 | $15M | 2.1% | $1.07 | — | NOTE 2.50011/0 | 48242WAB2 |
| — | FLEXION THERAPEUTICS | 17,378,000 | $14.81M | 2.1% | $1.15 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | BOOKING HOLDINGS | 12,905,000 | $13.71M | 1.9% | $1.13 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | NATIONAL HEALTH INVESTORS, INC | 12,550,000 | $13.04M | 1.8% | $1.03 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | PROSPECT CAPITAL CORPORATION | 12,695,000 | $12.57M | 1.7% | $0.98 | — | NOTE 6.375 3/0 | 74348TAT9 |
| — | GREENBRIER COMPANIES | 13,440,000 | $11.27M | 1.6% | $1.14 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | INSMED | 10,660,000 | $10.41M | 1.4% | $0.89 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | TEAM | 14,135,000 | $9.823M | 1.4% | $0.90 | — | NOTE 5.000 8/0 | 878155AE0 |
| — | MICROCHIP TECHNOLOGY INC | 6,585,000 | $9.721M | 1.4% | $1.18 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | EURONET WORLDWIDE INC | 10,045,000 | $9.649M | 1.3% | $0.92 | — | NOTE 0.750 3/1 | 298736AL3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 7,879,000 | $6.441M | 0.9% | $0.78 | — | NOTE 4.125 9/1 | 42330PAJ6 |
| — | THERAVANCE BIOPHARMA | 5,923,000 | $5.79M | 0.8% | $1.13 | — | NOTE 3.25011/0 | 88339KAA0 |
| — | EXACT SCIENCES | 5,810,000 | $5.584M | 0.8% | $0.79 | — | NOTE 0.375 3/0 | 30063PAC9 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 5,558,000 | $5.398M | 0.8% | $1.09 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | ATLANTICUS HOLDINGS | 7,593,000 | $5.315M | 0.7% | $0.64 | — | NOTE 5.87511/3 | 20478NAD2 |
| — | AMERICAN AIRLINES GROUP | 5,500,000 | $5.198M | 0.7% | $0.95 | — | NOTE 6.500 7/0 | 02376RAF9 |
| — | URBAN ONE CLASS D | 2,607,521 | $5.006M | 0.7% | $2.09 | — | CL D NON VTG | 91705J204 |
| — | TEEKAY | 5,221,000 | $4.363M | 0.6% | $0.81 | — | NOTE 5.000 1/1 | 87900YAE3 |
| — | COLONY CAPITAL | 4,963,000 | $4.333M | 0.6% | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| CMLS | CUMULUS MEDIA INC | 966,134 | $3.821M | 0.5% | $12.62 | -63.8% | COM CLASS A | 231082801 |
| — | ILLUMINA INC | 3,500,000 | $3.798M | 0.5% | $1.07 | — | NOTE 8/1 | 452327AK5 |
| — | SQUARE | 2,540,000 | $3.782M | 0.5% | $1.19 | — | NOTE 0.500 5/1 | 852234AD5 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,612,400 | $3.657M | 0.5% | $1.57 | — | COM UNIT | 09625U109 |
| — | SPLUNK | 2,365,000 | $3.471M | 0.5% | $1.10 | — | NOTE 1.125 9/1 | 848637AD6 |
| — | MERCADOLIBRE | 1,500,000 | $3.435M | 0.5% | $1.43 | — | NOTE 2.000 8/1 | 58733RAD4 |
| — | HOSTESS BRANDS | 3,740,961 | $3.255M | 0.5% | $1.65 | — | W EXP 11/04/202 | 44109J114 |
| — | ISTAR INC | 3,000,000 | $3.208M | 0.4% | $1.06 | — | NOTE 3.125 9/1 | 45031UCB5 |
| — | BAOZUN | 3,250,000 | $3.153M | 0.4% | $0.97 | — | NOTE 1.625 5/0 | 06684LAB9 |
| — | BRAEMAR HOTELS RESORTS | 305,019 | $3.111M | 0.4% | $13.66 | — | 5.5 CUM CV PFD B | 10482B200 |
| — | CLEVELAND-CLIFFS | 3,360,000 | $3.074M | 0.4% | $0.70 | — | DBCV 1.500 1/1 | 185899AA9 |
| — | JOHNSON JOHNSON | 1,500,000 | $2.899M | 0.4% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | SILICON LABORATORIES | 2,380,000 | $2.887M | 0.4% | $1.15 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | MESA LABORATORIES | 2,835,000 | $2.828M | 0.4% | $1.07 | — | NOTE 1.375 8/1 | 59064RAA7 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 2,795,000 | $2.659M | 0.4% | $1.01 | — | NOTE 5.75010/1 | G81075AF3 |
| AM | ANTERO MIDSTREAM | 519,200 | $2.648M | 0.4% | $4.34 | -39.7% | COM | 03676B102 |
| — | DEXCOM | 1,000,000 | $2.487M | 0.3% | $1.69 | — | NOTE 0.75012/0 | 252131AH0 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 217,221 | $2.448M | 0.3% | $14.31 | — | COM | 27828H105 |
| — | HUBSPOT | 1,000,000 | $2.378M | 0.3% | $1.49 | — | NOTE 0.250 6/0 | 443573AB6 |
| — | REALPAGE | 1,440,000 | $2.325M | 0.3% | $1.37 | — | NOTE 1.50011/1 | 75606NAB5 |
| — | SURO CAPITAL CORP | 2,237,000 | $2.266M | 0.3% | $0.93 | — | NOTE 4.750 3/2 | 36191JAC5 |
| CCO | CLEAR CHANNEL HOLDINGS, INC | 2,083,158 | $2.166M | 0.3% | $3.52 | -73.3% | COM | 18453H106 |
| EMMS | EMMIS COMMUNICATIONS | 1,234,221 | $2.036M | 0.3% | $3.71 | -57.2% | COM NEW CL A | 291525400 |
| — | INVITATION HOMES | 1,560,000 | $2.009M | 0.3% | $1.33 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | PENN NATIONAL GAMING | 1,250,000 | $1.881M | 0.3% | $1.50 | — | NOTE 2.750 5/1 | 707569AU3 |
| — | NEVRO CORP | 1,320,000 | $1.808M | 0.3% | $1.37 | — | NOTE 2.750 4/0 | 64157FAC7 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 333,088 | $1.759M | 0.2% | $9.56 | — | COM | 486606106 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $1.648M | 0.2% | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 272,805 | $1.593M | 0.2% | $9.04 | — | COM SHS | 67073D102 |
| — | US ECOLOGY | 332,787 | $1.581M | 0.2% | $9.15 | — | W EXP 10/17/202 | 91734M111 |
| — | SEACOR HOLDING INC | 1,525,000 | $1.509M | 0.2% | $0.92 | — | NOTE 3.00011/1 | 81170YAB5 |
| — | GDL FUND | 170,718 | $1.405M | 0.2% | $9.51 | — | COM SH BEN IT | 361570104 |
| — | BIOMARIN PHARMACEUTICAL INC | 930,000 | $1.151M | 0.2% | $1.00 | — | NOTE 0.599 8/0 | 09061GAH4 |
| — | UNISYS | 846,000 | $1.081M | 0.2% | $1.11 | — | NOTE 5.500 3/0 | 909214BS6 |
| — | TEVA PHARM | 987,000 | $965K | 0.1% | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | READY CAPITAL | 46,500 | $962K | 0.1% | $24.71 | — | 7 CN SR NT 2023 | 75574U200 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 207,169 | $938K | 0.1% | $11.58 | — | COM | 48661E108 |
| — | DISH NETWORK | 1,000,000 | $903K | 0.1% | $0.85 | — | NOTE 2.375 3/1 | 25470MAD1 |
| — | MACQUARIE INFRASTRUCTURE | 1,025,885 | $898K | 0.1% | $0.96 | — | NOTE 2.00010/0 | 55608BAB1 |
| — | RLJ LODGING TRUST | 39,087 | $868K | 0.1% | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | LIBERTY INTERACTIVE LLC | 1,266,000 | $867K | 0.1% | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | COLONY CAPITAL | 351,824 | $844K | 0.1% | $5.99 | — | CL A COM | 19626G108 |
| — | HELIX ENERGY SOLUTIONS GROUP | 999,000 | $844K | 0.1% | $0.84 | — | NOTE 4.250 5/0 | 42330PAH0 |
| — | SIXTH STREET SPECIALTY LENDING | 790,000 | $798K | 0.1% | $0.96 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | NANTHEALTH | 795,000 | $730K | 0.1% | $0.72 | — | NOTE 5.50012/1 | 630104AB3 |
| — | CURO GROUP | 84,537 | $691K | 0.1% | $9.67 | — | COM | 23131L107 |
| CBRE | CBRE GROUP | 10,442 | $472K | 0.1% | $55.26 | -22.0% | CL A | 12504L109 |
| — | NABORS INDUSTRIES INC | 1,250,000 | $463K | 0.1% | $0.76 | — | NOTE 0.750 1/1 | 62957HAB1 |
| — | OIL STATES INTERNATIONAL INC. | 900,000 | $459K | 0.1% | $0.41 | — | NOTE 1.500 2/1 | 678026AH8 |
| — | MFA FINANCIAL | 518,000 | $458K | 0.1% | $1.01 | — | NOTE 6.250 6/1 | 55272XAA0 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $455K | 0.1% | $11.80 | — | COM | 72369J102 |
| — | DASEKE | 115,497 | $454K | 0.1% | $4.78 | — | COM | 23753F107 |
| — | SUPERNUS PHARMACEUTICALS | 500,000 | $444K | 0.1% | $0.82 | — | NOTE 0.625 4/0 | 868459AD0 |
| — | REPLIGEN | 350,000 | $441K | 0.1% | $0.99 | — | NOTE 0.375 7/1 | 759916AB5 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $428K | 0.1% | $11.89 | — | COM | 09255X100 |
| — | SALIENT MIDSTREAM MLP FUND | 100,550 | $415K | 0.1% | $7.89 | — | SH BEN INT | 79471V105 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 34,588 | $393K | 0.1% | $13.34 | — | COM | 27828V104 |
| — | WILLSCOT CORPORATION | 30,630 | $376K | 0.1% | $10.13 | — | COM | 971375126 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $363K | 0.1% | $9.02 | — | COM SHS | 6706EN100 |
| — | EL PASO ENERGY CAPITAL TRUST | 7,706 | $345K | 0.0% | $44.25 | — | PFD CV TR SECS | 283678209 |
| — | LIVE NATION ENTERTAINMENT | 300,000 | $308K | 0.0% | $1.17 | — | NOTE 2.500 3/1 | 538034AQ2 |
| EPD | ENTERPRISE PRODUCTS PARTNERS, L.P. | 14,710 | $267K | 0.0% | $14.28 | — | COM | 293792107 |
| BHR | BRAEMAR HOTELS RESORTS | 92,892 | $266K | 0.0% | $2.86 | — | COM | 10482B101 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $256K | 0.0% | $14.68 | — | COM SHS | 09249W101 |
| — | EATON VANCE SENIOR INCOME TRUST | 36,329 | $194K | 0.0% | $4.60 | — | SH BEN INT | 27826S103 |
| — | DASEKE | 3,049,273 | $183K | 0.0% | $0.88 | — | *W EXP 02/27/202 | 23753F115 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $180K | 0.0% | $16.96 | — | COM | 037636107 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $148K | 0.0% | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | FLY LEASING | 12,339 | $101K | 0.0% | $10.96 | — | SPONSORED ADR | 34407D109 |
| VTOL | BRISTOW GROUP | 4,366 | $61,000 | 0.0% | $10.68 | 0.0% | COM | 11040G103 |
| MDIA | MEDIACO HOLDING | 10,043 | $53,000 | 0.0% | $5.64 | -20.9% | CL A | 58450D104 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 3,007 | $35,000 | 0.0% | $11.64 | — | COM | 67074X107 |
| — | 20,000 | $20,000 | 0.0% | $0.95 | — | NOTE 1.000 9/1 | 90184LAD4 | |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 20,000 | $19,000 | 0.0% | $0.90 | — | NOTE 2.250 6/0 | 049164BH8 |
| — | NUVEEN FLOATING RATE INCOME FUND | 1,000 | $8,000 | 0.0% | $8.00 | — | COM | 67072T108 |