Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 10, 2015
Total Value: $2.368B (14.8% shares, 85.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | JOHNSON & JOHNSON | 112,904,000 | $152M | 6.4% | $1.34 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | STANLEY BLACK & DECKER INC. | 912,886 | $132M | 5.6% | $144.62 | $127.13 | — | UNIT 99/99/9999 | 854502309 |
| — | TEVA PHARM | 91,577,000 | $128M | 5.4% | $1.40 | $1.07 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | RAYONIER INC | 96,515,000 | $106M | 4.5% | $1.10 | $1.35 | — | NOTE 4.500% 8/1 | 75508AAC0 |
| — | INTEL CORPORATION | 68,599,000 | $104M | 4.4% | $1.52 | $1.28 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | LABORATORY CORP OF AMER HLDGS | 60,465,000 | $98.56M | 4.2% | $1.63 | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | LIBERTY MEDIA | 103,253,000 | $98.09M | 4.1% | $0.95 | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | PROSPECT CAPITAL CORPORATION | 94,618,000 | $89.18M | 3.8% | $0.94 | $0.94 | — | NOTE 4.750% 4/1 ADDED | 74348TAQ5 |
| — | DEVELOPERS DIVERSIFIED REALTY CORP | 81,766,000 | $88.67M | 3.7% | $1.08 | $1.08 | — | NOTE 1.750%11/1 | 251591AX1 |
| — | PRICELINE.COM | 65,909,000 | $87.62M | 3.7% | $1.33 | $1.36 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | ROYAL GOLD INC | 75,245,000 | $77.03M | 3.3% | $1.02 | $1.00 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | XILINX INC | 43,393,000 | $67.2M | 2.8% | $1.55 | $1.43 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | STILLWATER MINING CO. | 55,931,000 | $59.71M | 2.5% | $1.07 | $1.09 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | HEALTH CARE REIT INC | 1,000,000 | $59.56M | 2.5% | $59.56 | $59.56 | — | PFD PER CON I | 42217K601 |
| — | NVIDIA CORP | 35,610,000 | $40.97M | 1.7% | $1.15 | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | MICRON TECHNOLOGY INC | 44,750,000 | $40.53M | 1.7% | $0.91 | $0.96 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | TPG SPECIALTY LENDING INC. | 38,990,000 | $39.19M | 1.7% | $1.01 | $1.01 | — | NOTE 4.500%12/1 ADDED | 87265KAB8 |
| — | RTI INTERNATIONAL METALS INC. | 37,838,000 | $38.95M | 1.6% | $1.03 | $1.03 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | KINDER MORGAN ENERGY PARTNERS | 13,811,679 | $37.29M | 1.6% | $2.70 | $3.87 | — | *W EXP 05/25/201 | 49456B119 |
| — | MEDICINES COMPANY | 30,960,000 | $36.88M | 1.6% | $1.19 | $1.18 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | KEYW HOLDING CORP. | 41,000,000 | $35.26M | 1.5% | $0.86 | $0.99 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 684,647 | $34.92M | 1.5% | $51.00 | $51.00 | — | UNIT 11/01/2051 | 64944P307 |
| — | COLONY CAPITAL INC | 33,700,000 | $33.97M | 1.4% | $1.01 | $1.03 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | UNITED STATES STEEL CORP | 29,075,000 | $32.16M | 1.4% | $1.11 | $1.22 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | JANUS CAPITAL GROUP INC | 18,587,000 | $29.97M | 1.3% | $1.61 | $1.05 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | CARRIAGE SERVICES | 22,990,000 | $27.53M | 1.2% | $1.20 | $1.20 | — | NOTE 2.750% 3/1 ADDED | 143905AM9 |
| — | WELLS FARGO & COMPANY | 22,692 | $26.77M | 1.1% | $1179.49 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | KCAP FINANCIAL INC | 25,210,000 | $26.25M | 1.1% | $1.04 | $1.38 | — | NOTE 8.750% 3/1 | 500233AB7 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 21,283,000 | $25.06M | 1.1% | $1.18 | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | RTI INTERNATIONAL METALS INC. | 21,338,000 | $23.23M | 1.0% | $1.09 | $1.09 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | B2GOLD CORPORATION | 22,525,000 | $20.16M | 0.9% | $0.90 | $0.95 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | GREENBRIER COMPANIES | 15,465,000 | $19.33M | 0.8% | $1.25 | $1.49 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | RESOURCE CAPITAL CORPORATION | 20,000,000 | $19.02M | 0.8% | $0.95 | $0.97 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | CALLAWAY GOLF COMPANY | 15,118,000 | $18.67M | 0.8% | $1.24 | $1.12 | — | NOTE 3.750% 8/1 | 131193AC8 |
| — | PORTFOLIO RECOVERY ASSOCIATES INC. | 16,250,000 | $18.65M | 0.8% | $1.15 | $1.08 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 17,998,000 | $18.36M | 0.8% | $1.02 | $0.81 | — | NOTE 6.250% 5/0 | 01167PAE1 |
| — | GENERAL MOTORS CORP | 1,026,977 | $16.38M | 0.7% | $15.95 | $17.20 | — | *W EXP 07/10/201 | 37045V126 |
| — | AIR LEASE CORPORATION | 12,100,000 | $16.15M | 0.7% | $1.33 | $1.41 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | SPECTRANETICS CORPORATION | 14,465,000 | $14.97M | 0.6% | $1.03 | $1.04 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | ICONIX BRAND GROUP INC | 14,275,000 | $14.6M | 0.6% | $1.02 | $1.08 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | COWEN GROUP INC. | 10,510,000 | $13.74M | 0.6% | $1.31 | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | BGC PARTNERS INC. | 11,803,000 | $12.48M | 0.5% | $1.06 | $1.05 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | ALON USA ENERGY INC. | 8,435,000 | $11.79M | 0.5% | $1.40 | $1.27 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | UTI WORLDWIDE | 10,770,000 | $11.2M | 0.5% | $1.04 | $1.11 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | AMERICAN INTERNATIONAL GROUP | 395,318 | $10.95M | 0.5% | $27.71 | $18.45 | — | *W EXP 01/19/202 | 026874156 |
| — | DEALERTRACK TECHNOLOGIES INC | 6,440,000 | $10.88M | 0.5% | $1.69 | $1.30 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | AMYRIS INC. | 15,000,000 | $10.5M | 0.4% | $0.70 | $0.70 | — | NOTE 6.500% 5/1 ADDED | 03236MAC5 |
| — | NEWMONT MINING CORP | 9,875,000 | $10.04M | 0.4% | $1.02 | $1.07 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | WORKDAY INC | 8,700,000 | $9.826M | 0.4% | $1.13 | $1.13 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | PDL BIOPHARMA INC | 9,870,000 | $9.333M | 0.4% | $0.95 | $1.06 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | SOLAZYME INC. | 15,590,000 | $9.159M | 0.4% | $0.59 | $1.13 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | RESTORATION HARDWARE HOLDINGS INC. | 9,000,000 | $9M | 0.4% | $1.00 | $1.00 | — | DBCV 7/1 ADDED | 761283AB6 |
| — | SEQUENOM INC. | 9,180,000 | $8.916M | 0.4% | $0.97 | $0.97 | — | NOTE 5.000% 1/0 ADDED | 817337AC2 |
| — | SEACOR HOLDING INC | 8,345,000 | $8.548M | 0.4% | $1.02 | $1.21 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | JEFFERIES GROUP INC | 7,875,000 | $8.106M | 0.3% | $1.03 | $1.07 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | KEYCORP | 60,709 | $7.953M | 0.3% | $131.00 | $131.00 | — | PFD 7.75% SR A | 493267405 |
| — | HEALTHSOUTH CORPORATION | 160,535 | $7.394M | 0.3% | $46.06 | $46.06 | — | COM NEW | 421924309 |
| — | ANTHEM INC. | 3,220,000 | $7.074M | 0.3% | $2.20 | $2.06 | — | NOTE 2.750%10/1 | 94973VBG1 |
| MGM | MGM MIRAGE | 377,383 | $6.887M | 0.3% | $18.25 * | $19.18 | 0.0% | COM | 552953101 |
| — | RADIO ONE INC. | 1,940,169 | $6.15M | 0.3% | $3.17 | $2.32 | — | CL D NON VTG | 75040P405 |
| — | SOLAZYME INC. | 8,620,000 | $5.366M | 0.2% | $0.62 | $1.54 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | EMMIS COMMUNICATIONS CORP | 443,270 | $5.231M | 0.2% | $11.80 | $12.00 | — | PFD CV SER A | 291525202 |
| — | RPM INTERNATIONAL INC | 4,260,000 | $4.979M | 0.2% | $1.17 | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ANADARKO PETROLEUM | 94,700 | $4.793M | 0.2% | $50.61 | $50.61 | — | UNIT 99/99/9999 ADDED | 032511404 |
| — | SANDISK CORP | 4,780,000 | $4.64M | 0.2% | $0.97 | $1.18 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | IRIDIUM COMMUNICATIONS | 14,000 | $4.6M | 0.2% | $328.57 | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | CUMULUS MEDIA INC | 2,201,800 | $4.47M | 0.2% | $2.03 | $3.66 | — | CL A | 231082108 |
| — | ACORDA THERAPEUTICS INC. | 4,055,000 | $4.101M | 0.2% | $1.01 | $1.03 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | FXCM INC. | 4,875,000 | $4.083M | 0.2% | $0.84 | $1.04 | — | NOTE 2.250% 6/1 | 302693AB2 |
| — | PROSPECT CAPITAL CORPORATION | 3,611,000 | $3.629M | 0.2% | $1.00 | $1.03 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | ALTRA HOLDINGS INC | 3,160,000 | $3.628M | 0.2% | $1.15 | $1.16 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | TOLL BROTHERS INC. | 3,445,000 | $3.591M | 0.2% | $1.04 | $1.01 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | ICONIX BRAND GROUP INC | 3,496,000 | $3.579M | 0.2% | $1.02 | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | HORNBECK OFFSHORE SERVICES INC | 4,270,000 | $3.467M | 0.1% | $0.81 | $1.29 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | SYNCHRONOSS TECHNOLOGIES INC. | 3,000,000 | $3.375M | 0.1% | $1.13 | $1.10 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | SAFEGUARD SCIENTIFICS | 2,650,000 | $3.349M | 0.1% | $1.26 | $1.37 | — | DBCV 5.250% 5/1 | 786449AK4 |
| KODK | EASTMAN KODAK COMPANY | 197,502 | $3.318M | 0.1% | $16.80 * | $29.81 | -36.2% | COM NEW | 277461406 |
| — | PROSPECT CAPITAL CORPORATION | 3,235,000 | $3.259M | 0.1% | $1.01 | $1.05 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | CITRIX SYSTEMS INC. | 3,010,000 | $3.186M | 0.1% | $1.06 | $1.06 | — | NOTE 0.500% 4/1 ADDED | 177376AD2 |
| — | THOMPSON CREEK METALS COMPANY INC. | 3,764,502 | $3.087M | 0.1% | $0.82 | $1.40 | — | COM | 884768102 |
| — | SEACOR HOLDING INC | 3,145,000 | $2.807M | 0.1% | $0.89 | $0.93 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $2.718M | 0.1% | $13.47 | $15.30 | — | COM | 27828H105 |
| — | DEPOMED INC. | 1,740,000 | $2.229M | 0.1% | $1.28 | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 248,024 | $2.135M | 0.1% | $8.61 | $9.60 | — | COM SHS | 67073D102 |
| — | LAM RESEARCH CORPORATION | 1,605,000 | $2.134M | 0.1% | $1.33 | $1.07 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | INVENSENSE INC. | 2,000,000 | $2.02M | 0.1% | $1.01 | $1.01 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | TESLA MOTORS INC. | 2,000,000 | $1.962M | 0.1% | $0.98 | $0.95 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | BROOKDALE SENIOR LIVING INC. | 1,500,000 | $1.958M | 0.1% | $1.31 | $1.18 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | STAR BULK CARRIERS CORP | 663,135 | $1.95M | 0.1% | $2.94 | $2.94 | — | SHS NEW | Y8162K121 |
| — | JP MORGAN CHASE & CO. | 75,000 | $1.914M | 0.1% | $25.52 | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | SPIRIT REALTY CAPITAL INC. | 1,940,000 | $1.828M | 0.1% | $0.94 | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | COLONY CAPITAL INC | 1,695,000 | $1.772M | 0.1% | $1.05 | $1.02 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | GSV CAPITAL CORP. | 1,595,000 | $1.553M | 0.1% | $0.97 | $0.93 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,620,000 | $1.545M | 0.1% | $0.95 | $0.93 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | SERVICESOURCE INTERNATIONAL INC | 1,580,000 | $1.325M | 0.1% | $0.84 | $0.77 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | NUANCE COMMUNICATIONS INC | 1,250,000 | $1.273M | 0.1% | $1.02 | $1.00 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | DURECT CORPORATION | 520,000 | $1.243M | 0.1% | $2.39 | $1.05 | — | COM | 266605104 |
| — | EMMIS COMMUNICATION | 1,175,107 | $1.175M | 0.0% | $1.00 | $2.30 | — | CL A | 291525103 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,300,000 | $1.134M | 0.0% | $0.87 | $0.91 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 1,000,000 | $941K | 0.0% | $0.94 | $0.93 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | YANDEX NV | 1,000,000 | $863K | 0.0% | $0.86 | $0.83 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | LIBERTY MEDIA | 20,000 | $718K | 0.0% | $35.90 | $47.00 | — | COM SER C | 531229300 |
| — | BLACKROCK DEBT STRATEGIES FUND INC | 186,921 | $677K | 0.0% | $3.62 | $3.99 | — | COM | 09255R103 |
| — | BANK OF AMERICA | 105,765 | $653K | 0.0% | $6.17 | $6.23 | — | *W EXP 01/16/201 | 060505146 |
| — | MOLYCORP INC. | 25,408,000 | $635K | 0.0% | $0.02 | $0.74 | — | NOTE 6.000% 9/0 DELETED | 608753AF6 |
| — | LIBERTY MEDIA (PCS) | 860,000 | $528K | 0.0% | $0.61 | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | SALESFORCE.COM INC. | 435,000 | $526K | 0.0% | $1.21 | $1.11 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | OMNICARE INC | 360,000 | $516K | 0.0% | $1.43 | $1.10 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | DIREXION DAILY GOLD MINERS INDEX BULL 3X | 60,000 | $487K | 0.0% | $8.12 | $27.41 | — | DAILY GOLD MINER | 25459Y389 |
| — | MOLYCORP INC. | 17,235,000 | $431K | 0.0% | $0.03 | $0.88 | — | NOTE 5.500% 2/0 DELETED | 608753AH2 |
| — | AURICO GOLD INC. | 150,000 | $426K | 0.0% | $2.84 | $3.95 | — | COM | 05155C105 |
| — | INTEL CORP | 350,000 | $420K | 0.0% | $1.20 | $1.28 | — | SDCV 12/1 | 458140AD2 |
| — | PROSPECT CAPITAL CORPORATION | 400,000 | $402K | 0.0% | $1.00 | $1.04 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | AFFYMETRIX INC | 205,000 | $397K | 0.0% | $1.94 | $0.99 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 34,542 | $373K | 0.0% | $10.80 | $12.19 | — | COM SHS | 6706EN100 |
| — | BANK OF AMERICA | 330 | $367K | 0.0% | $1112.12 | $1109.11 | — | 7.25%CNV PFD L | 060505682 |
| — | LIBERTY MEDIA | 10,000 | $360K | 0.0% | $36.00 | $130.70 | — | CL A | 531229102 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $344K | 0.0% | $10.73 | $11.97 | — | COM | 67072T108 |
| — | MGIC INVESTMENT CORPORATION | 280,000 | $319K | 0.0% | $1.14 | $1.09 | — | NOTE 5.000% 5/0 | 552848AD5 |
| LBRDK | LIBERTY BROADBAND | 5,000 | $256K | 0.0% | $51.20 * | $46.10 | +8.2% | COM SER C | 530307305 |
| — | ENERGY XXI (BERMUDA) LTD | 260,000 | $61,000 | 0.0% | $0.23 | $0.29 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | MOLYCORP INC. | 2,415,000 | $60,000 | 0.0% | $0.02 | $0.48 | — | NOTE 3.250% 6/1 DELETED | 608753AA7 |
| — | EASTMAN KODAK | 13,452 | $55,000 | 0.0% | $4.09 | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 13,452 | $50,000 | 0.0% | $3.72 | $16.19 | — | *W EXP 09/03/201 | 277461141 |