Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Oct 27, 2020
Total Value: $769M (9.4% shares, 90.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES | 52,160,000 | $68.1M | 8.9% | $1.20 | — | NOTE 1.250 5/0 | 844741BG2 |
| — | KAMAN CORPORATION | 63,103,000 | $62.31M | 8.1% | $1.13 | — | NOTE 3.250 5/0 | 483548AF0 |
| — | COWEN INC | 54,489,000 | $59.5M | 7.7% | $1.04 | — | NOTE 3.000 12/1 | 223622AE1 |
| — | LIBERTY MEDIA | 44,683,000 | $49.01M | 6.4% | $1.01 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | ILLUMINA INC. | 36,432,000 | $47.03M | 6.1% | $1.29 | — | NOTE 0.500 6/1 | 452327AH2 |
| — | INTERDIGITAL, INC | 36,056,000 | $37.3M | 4.8% | $1.03 | — | NOTE 2.000 6/0 | 45867GAB7 |
| — | PALO ALTO NETWORKS | 26,090,000 | $29.5M | 3.8% | $1.05 | — | NOTE 0.750 7/0 | 697435AD7 |
| — | AKAMAI TECH | 21,030,000 | $27.1M | 3.5% | $1.08 | — | NOTE 0.125 5/0 | 00971TAJ0 |
| — | AIR TRANSPORT SERVICES GROUP | 23,521,000 | $24.83M | 3.2% | $0.96 | — | NOTE 1.125 10/1 | 00922RAB1 |
| — | ON SEMICONDUCTOR CORP | 18,492,000 | $24.41M | 3.2% | $1.20 | — | NOTE 1.625 10/1 | 682189AP0 |
| — | BOOKING HOLDINGS | 21,895,000 | $23.49M | 3.1% | $1.11 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | AKAMAI TECH | 17,050,000 | $19.68M | 2.6% | $1.15 | — | NOTE 0.375 9/0 | 00971TAL5 |
| — | HOPE BANCORP | 18,665,000 | $15.38M | 2.0% | $0.91 | — | NOTE 2.000 5/1 | 43940TAB5 |
| — | KBR | 12,790,000 | $14.52M | 1.9% | $1.07 | — | NOTE 2.500 11/0 | 48242WAB2 |
| — | FLEXION THERAPEUTICS | 17,668,000 | $14.01M | 1.8% | $1.15 | — | NOTE 3.375 5/0 | 33938JAB2 |
| — | WORKDAY, INC | 8,719,000 | $13.45M | 1.7% | $1.25 | — | NOTE 0.250 10/0 | 98138HAF8 |
| — | HELIX ENERGY SOLUTIONS GROUP | 16,109,000 | $12.97M | 1.7% | $0.81 | — | NOTE 6.750 2/1 | 42330PAK3 |
| — | ALTERYX | 12,385,000 | $12.41M | 1.6% | $1.00 | — | NOTE 1.000 8/0 | 02156BAF0 |
| — | GREENBRIER COMPANIES | 13,440,000 | $12.32M | 1.6% | $1.14 | — | NOTE 2.875 2/0 | 393657AK7 |
| — | ILLUMINA INC | 11,496,000 | $12.22M | 1.6% | $1.07 | — | NOTE 8/1 | 452327AK5 |
| — | PROSPECT CAPITAL CORPORATION | 11,631,000 | $11.98M | 1.6% | $0.98 | — | NOTE 6.375 3/0 | 74348TAT9 |
| — | TEAM | 13,385,000 | $11.23M | 1.5% | $0.90 | — | NOTE 5.000 8/0 | 878155AE0 |
| — | NATIONAL HEALTH INVESTORS, INC | 8,550,000 | $8.783M | 1.1% | $1.03 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | INSMED | 7,410,000 | $8.103M | 1.1% | $0.89 | — | NOTE 1.750 1/1 | 457669AA7 |
| — | CSG SYSTEMS INTERNATIONAL, INC | 6,600,000 | $6.897M | 0.9% | $1.08 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | CONMED CORP | 5,619,000 | $6.314M | 0.8% | $1.12 | — | NOTE 2.625 2/0 | 207410AF8 |
| — | ATLANTICUS HOLDINGS | 7,593,000 | $5.315M | 0.7% | $0.64 | — | NOTE 5.875 11/3 | 20478NAD2 |
| CMLS | CUMULUS MEDIA INC | 971,152 | $5.191M | 0.7% | $12.62 | -62.9% | COM CL A | 231082801 |
| — | TEEKAY | 5,221,000 | $4.294M | 0.6% | $0.81 | — | NOTE 5.000 1/1 | 87900YAE3 |
| — | NRG ENERGY, INC | 4,045,000 | $4.219M | 0.5% | $1.07 | — | DBCV 2.750 6/0 | 629377CG5 |
| — | UNISYS | 3,356,000 | $4.082M | 0.5% | $1.19 | — | NOTE 5.500 3/0 | 909214BS6 |
| — | PENN NATIONAL GAMING | 1,250,000 | $4.021M | 0.5% | $1.50 | — | NOTE 2.750 5/1 | 707569AU3 |
| — | BLUEKNIGHT ENERGY PARTNERS | 2,598,100 | $4.001M | 0.5% | $1.57 | — | COM UNIT | 09625U109 |
| — | BAOZUN | 4,300,000 | $3.983M | 0.5% | $0.96 | — | NOTE 1.625 5/0 | 06684LAB9 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 3,058,000 | $3.698M | 0.5% | $1.09 | — | NOTE 1.875 6/0 | 049164BJ4 |
| — | BRAEMAR HOTELS & RESORTS | 301,734 | $3.579M | 0.5% | $13.66 | — | 5.5 CUM CV PFD B | 10482B200 |
| — | INSIGHT ENTERPRISES | 3,220,000 | $3.383M | 0.4% | $1.05 | — | NOTE 0.750 2/1 | 45765UAB9 |
| — | THERAVANCE BIOPHARMA | 3,773,000 | $3.367M | 0.4% | $1.13 | — | NOTE 3.250 11/0 | 88339KAA0 |
| — | ISTAR INC | 3,000,000 | $3.201M | 0.4% | $1.06 | — | NOTE 3.125 9/1 | 45031UCB5 |
| — | HOSTESS BRANDS | 3,844,861 | $3.153M | 0.4% | $1.63 | — | W EXP 11/04/202 | 44109J114 |
| — | MESA LABORATORIES | 2,835,000 | $3.139M | 0.4% | $1.07 | — | NOTE 1.375 8/1 | 59064RAA7 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 65,591 | $2.893M | 0.4% | $44.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | MICROCHIP TECHNOLOGY INC | 1,810,000 | $2.791M | 0.4% | $1.18 | — | NOTE 1.625 2/1 | 595017AF1 |
| — | SILICON LABORATORIES | 2,160,000 | $2.59M | 0.3% | $1.15 | — | NOTE 1.375 3/0 | 826919AB8 |
| — | MERCADOLIBRE | 1,000,000 | $2.531M | 0.3% | $1.43 | — | NOTE 2.000 8/1 | 58733RAD4 |
| — | DEXCOM | 1,000,000 | $2.53M | 0.3% | $1.69 | — | NOTE 0.750 12/0 | 252131AH0 |
| — | EURONET WORLDWIDE INC | 2,630,000 | $2.526M | 0.3% | $0.92 | — | NOTE 0.750 3/1 | 298736AL3 |
| — | PURPLE INNOVATION | 385,784 | $2.515M | 0.3% | $6.52 | — | W EXP 02/02/202 | 74640Y114 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 217,221 | $2.457M | 0.3% | $14.31 | — | COM | 27828H105 |
| CCO | CLEAR CHANNEL HOLDINGS, INC | 2,383,158 | $2.383M | 0.3% | $3.21 | -66.6% | COM | 18453H106 |
| — | CLEVELAND-CLIFFS | 2,295,000 | $2.376M | 0.3% | $0.70 | — | DBCV 1.500 1/1 | 185899AA9 |
| — | REALPAGE | 1,440,000 | $2.118M | 0.3% | $1.37 | — | NOTE 1.500 11/1 | 75606NAB5 |
| — | NEVRO CORP. | 1,320,000 | $2.063M | 0.3% | $1.37 | — | NOTE 2.750 4/0 | 64157FAC7 |
| — | INVITATION HOMES | 1,560,000 | $2.02M | 0.3% | $1.33 | — | NOTE 3.500 1/1 | 19625XAB8 |
| — | URBAN ONE | 1,695,714 | $1.984M | 0.3% | $2.09 | — | CL D NON VTG | 91705J204 |
| — | REALOGY HOLDINGS | 204,861 | $1.934M | 0.3% | $9.44 | — | COM | 75605Y106 |
| — | US ECOLOGY | 332,787 | $1.83M | 0.2% | $9.15 | — | W EXP 10/17/202 | 91734M111 |
| — | COLONY CAPITAL | 1,853,000 | $1.807M | 0.2% | $0.97 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | KAYNE ANDERSON MLP INVESTMENT COMPANY | 433,088 | $1.728M | 0.2% | $8.28 | — | COM | 486606106 |
| — | SURO CAPITAL CORP | 1,487,000 | $1.695M | 0.2% | $0.93 | — | NOTE 4.750 3/2 | 36191JAC5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 272,805 | $1.612M | 0.2% | $9.04 | — | COM SHS | 67073D102 |
| — | OMEROS | 1,897,000 | $1.598M | 0.2% | $0.84 | — | NOTE 5.250 2/1 | 682143AG7 |
| USAC | USA COMPRESSION PARTNERS | 151,715 | $1.519M | 0.2% | $14.77 | — | COMUNIT LTDPAR | 90290N109 |
| — | PURE STORAGE INC | 1,500,000 | $1.445M | 0.2% | $0.96 | — | NOTE 0.125 4/1 | 74624MAB8 |
| — | GDL FUND | 170,718 | $1.431M | 0.2% | $9.51 | — | COM SH BEN IT | 361570104 |
| — | FORTIVE | 1,345,000 | $1.351M | 0.2% | $1.00 | — | NOTE 0.875 2/1 | 34959JAK4 |
| — | JOYY INC | 1,200,000 | $1.296M | 0.2% | $1.08 | — | NOTE 0.750 6/1 | 98426TAD8 |
| AM | ANTERO MIDSTREAM | 225,000 | $1.208M | 0.2% | $4.34 | -12.2% | COM | 03676B102 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 1,220,000 | $1.2M | 0.2% | $1.01 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | READY CAPITAL | 46,500 | $1.112M | 0.1% | $24.71 | — | 7 CN SR NT 2023 | 75574U200 |
| — | EXACT SCIENCES | 1,000,000 | $1.085M | 0.1% | $0.79 | — | NOTE 0.375 3/0 | 30063PAC9 |
| — | PDC ENERGY INC | 1,000,000 | $961K | 0.1% | $0.96 | — | NOTE 1.125 9/1 | 69327RAD3 |
| — | COLONY CAPITAL | 351,824 | $960K | 0.1% | $5.99 | — | CL A COM | 19626G108 |
| — | LIBERTY INTERACTIVE LLC | 1,266,000 | $950K | 0.1% | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | MACQUARIE INFRASTRUCTURE | 1,025,885 | $934K | 0.1% | $0.96 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | RLJ LODGING TRUST | 39,087 | $910K | 0.1% | $27.08 | — | CUM CONV PFD A | 74965L200 |
| — | DISH NETWORK | 1,000,000 | $904K | 0.1% | $0.85 | — | NOTE 2.375 3/1 | 25470MAD1 |
| — | KAYNE ANDERSON MIDSTREAM/ENERGY FUND | 207,169 | $835K | 0.1% | $11.58 | — | COM | 48661E108 |
| — | CORENERGY INFRASTRUCTURE TRUST | 1,150,000 | $825K | 0.1% | $0.72 | — | NOTE 5.875 8/1 | 21870UAC0 |
| — | SIXTH STREET SPECIALTY LENDING | 790,000 | $819K | 0.1% | $0.96 | — | NOTE 4.500 8/0 | 87265KAD4 |
| — | INTERCEPT PHARMACEUTICALS | 1,000,000 | $801K | 0.1% | $0.80 | — | NOTE 3.250 7/0 | 45845PAA6 |
| — | SHIP FINANCE INTERNATIONAL | 900,000 | $794K | 0.1% | $0.88 | — | NOTE 4.875 5/0 | 824689AG8 |
| — | OIL STATES INTERNATIONAL INC. | 1,350,000 | $769K | 0.1% | $0.47 | — | NOTE 1.500 2/1 | 678026AH8 |
| — | HELIX ENERGY SOLUTIONS GROUP | 750,000 | $709K | 0.1% | $0.84 | — | NOTE 4.250 5/0 | 42330PAH0 |
| — | LIBERTY LATIN AMERICA | 800,000 | $655K | 0.1% | $0.82 | — | NOTE 2.000 7/1 | 53069QAB5 |
| — | DASEKE | 114,481 | $615K | 0.1% | $4.78 | — | COM | 23753F107 |
| — | CURO GROUP | 84,537 | $596K | 0.1% | $9.67 | — | COM | 23131L107 |
| WSC | WILLSCOT MOBILE MINI HOLDINGS | 30,630 | $511K | 0.1% | $15.98 | 0.0% | COM CL A | 971378104 |
| — | REPLIGEN | 350,000 | $500K | 0.1% | $0.99 | — | NOTE 0.375 7/1 | 759916AB5 |
| — | MFA FINANCIAL | 518,000 | $486K | 0.1% | $1.01 | — | NOTE 6.250 6/1 | 55272XAA0 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $483K | 0.1% | $11.80 | — | COM | 72369J102 |
| — | SUPERNUS PHARMACEUTICALS | 500,000 | $462K | 0.1% | $0.82 | — | NOTE 0.625 4/0 | 868459AD0 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | 38,276 | $440K | 0.1% | $11.89 | — | COM | 09255X100 |
| BHR | BRAEMAR HOTELS & RESORTS | 165,787 | $414K | 0.1% | $2.70 | — | COM | 10482B101 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 34,588 | $396K | 0.1% | $13.34 | — | COM | 27828V104 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 46,255 | $379K | 0.0% | $9.02 | — | COM SHS | 6706EN100 |
| — | EL PASO ENERGY CAPITAL TRUST | 7,706 | $364K | 0.0% | $44.25 | — | PFD CV TR SECS | 283678209 |
| — | SALIENT MIDSTREAM & MLP FUND | 100,550 | $352K | 0.0% | $7.89 | — | SH BEN INT | 79471V105 |
| — | LIVE NATION ENTERTAINMENT | 300,000 | $335K | 0.0% | $1.17 | — | NOTE 2.500 3/1 | 538034AQ2 |
| — | NABORS INDUSTRIES INC | 1,250,000 | $331K | 0.0% | $0.76 | — | NOTE 0.750 1/1 | 62957HAB1 |
| — | SPLUNK | 200,000 | $289K | 0.0% | $1.10 | — | NOTE 1.125 9/1 | 848637AD6 |
| — | BLACKROCK LIMITED DURATION INCOME TRUST | 18,396 | $271K | 0.0% | $14.68 | — | COM SHS | 09249W101 |
| EPD | ENTERPRISE PRODUCTS PARTNERS, L.P. | 14,710 | $232K | 0.0% | $14.28 | — | COM | 293792107 |
| — | EATON VANCE SENIOR INCOME TRUST | 36,329 | $213K | 0.0% | $4.60 | — | SH BEN INT | 27826S103 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $186K | 0.0% | $16.96 | — | COM | 037636107 |
| — | DASEKE | 878,791 | $134K | 0.0% | $0.88 | — | W EXP 02/27/202 | 23753F115 |
| GEL | GENESIS ENERGY L.P. | 20,500 | $92,000 | 0.0% | $18.49 | — | UNIT LTD PARTN | 371927104 |
| — | ATLAS AIR WORLDWIDE HOLDINGS, INC | 20,000 | $22,000 | 0.0% | $0.90 | — | NOTE 2.250 6/0 | 049164BH8 |
| — | FLY LEASING | 2,738 | $20,000 | 0.0% | $10.96 | — | SPONSORED ADR | 34407D109 |