Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 4, 2015
Total Value: $2.164B (13.2% shares, 86.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | JOHNSON & JOHNSON | 109,425,000 | $140M | 6.5% | $1.28 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | TEVA PHARM (SERIES C) | 82,638,000 | $113M | 5.2% | $1.36 | $1.07 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | STANLEY BLACK & DECKER INC | 831,194 | $111M | 5.1% | $133.37 | $127.13 | — | UNIT 99/99/9999 | 854502309 |
| — | DEVELOPERS DIVERSIFIED REALTY CORP | 96,946,000 | $103M | 4.8% | $1.06 | $1.08 | — | NOTE 1.750 11/1 | 251591AX1 |
| — | INTEL CORPORATION (144A-SEASONED) | 65,779,000 | $99.49M | 4.6% | $1.51 | $1.28 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | LIBERTY MEDIA | 102,708,000 | $97.64M | 4.5% | $0.95 | $0.98 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | PROSPECT CAPITAL CORPORATION | 104,224,000 | $94.06M | 4.3% | $0.90 | $0.94 | — | NOTE 4.750 4/1 | 74348TAQ5 |
| — | PRICELINE COM | 61,984,000 | $87.17M | 4.0% | $1.41 | $1.36 | — | NOTE 1.000 3/1 | 741503AQ9 |
| — | LABORATORY CORP OF AMER HLDGS | 59,465,000 | $86.75M | 4.0% | $1.46 | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | XILINX INC | 42,603,000 | $63.8M | 2.9% | $1.50 | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | WELLTOWER INC | 1,015,180 | $62.03M | 2.9% | $61.10 | $61.10 | — | 6.50 PFD PREPET | 95040Q203 |
| — | ALCOA INC | 52,898,000 | $55.54M | 2.6% | $1.05 | $1.06 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | STILLWATER MINING CO | 53,736,000 | $55.01M | 2.5% | $1.02 | $1.09 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | NVIDIA CORP | 37,505,000 | $49.4M | 2.3% | $1.32 | $1.16 | — | NOTE 1.000 12/0 | 67066GAC8 |
| — | ROYAL GOLD INC | 47,620,000 | $45.8M | 2.1% | $0.96 | $1.00 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 35,383,000 | $39.98M | 1.8% | $1.13 | $1.14 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | COLONY CAPITAL INC | 40,140,000 | $38.52M | 1.8% | $0.96 | $1.02 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | TPG SPECIALTY LENDING INC | 38,990,000 | $38.21M | 1.8% | $0.98 | $1.01 | — | NOTE 4.500 12/1 | 87265KAB8 |
| — | MICRON TECHNOLOGY INC | 44,260,000 | $37.54M | 1.7% | $0.85 | $0.96 | — | NOTE 3.000 11/1 | 595112AY9 |
| — | LAM RESEARCH CORPORATION - B | 25,950,000 | $32.66M | 1.5% | $1.26 | $1.26 | — | NOTE 1.250 5/1 | 512807AL2 |
| — | KEYW HOLDING CORP | 41,000,000 | $31.16M | 1.4% | $0.76 | $0.99 | — | NOTE 2.500 7/1 | 493723AA8 |
| — | RPM INTERNATIONAL INC | 27,260,000 | $30.39M | 1.4% | $1.12 | $1.12 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | AIR LEASE CORPORATION | 23,087,000 | $29.58M | 1.4% | $1.28 | $1.35 | — | NOTE 3.875 12/0 | 00912XAK0 |
| CIEN | CIENA CORPORATION | 1,361,261 | $28.2M | 1.3% | $20.72 * | $23.24 | 0.0% | COM NEW | 171779309 |
| — | CARRIAGE SERVICES | 22,990,000 | $25.53M | 1.2% | $1.11 | $1.20 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | JANUS CAPITAL GROUP INC | 18,421,000 | $24.61M | 1.1% | $1.34 | $1.05 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | GREENBRIER COMPANIES | 19,425,000 | $21.13M | 1.0% | $1.09 | $1.41 | — | NOTE 3.500 4/0 | 393657AH4 |
| — | KCAP FINANCIAL INC | 20,210,000 | $20.56M | 1.0% | $1.02 | $1.38 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | RESOURCE CAPITAL CORPORATION | 21,500,000 | $20.21M | 0.9% | $0.94 | $0.97 | — | NOTE 8.000 1/1 | 76120WAB0 |
| — | CALLAWAY GOLF COMPANY | 17,093,000 | $19.18M | 0.9% | $1.12 | $1.12 | — | NOTE 3.750 8/1 | 131193AC8 |
| — | CORENERGY INFRASTRUCTURE TRUST | 20,000,000 | $19.02M | 0.9% | $0.95 | $0.95 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | B2GOLD CORPORATION | 22,525,000 | $18.75M | 0.9% | $0.83 | $0.95 | — | NOTE 3.250 10/0 | 11777QAB6 |
| — | CEMEX S A | 17,500,000 | $18.19M | 0.8% | $1.04 | $1.04 | — | NOTE 3.750 3/1 | 151290BC6 |
| — | ELECTRONICS FOR IMAGING | 17,475,000 | $17.88M | 0.8% | $1.02 | $1.02 | — | NOTE 0.750 9/0 | 286082AC6 |
| — | ENERNOC INC | 25,195,000 | $17.79M | 0.8% | $0.71 | $0.71 | — | DBCV 2.250 8/1 | 292764AB3 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 16,748,000 | $16.89M | 0.8% | $1.01 | $0.81 | — | NOTE 6.250 5/0 | 01167PAE1 |
| — | PORTFOLIO RECOVERY ASSOCIATES INC | 16,155,000 | $16.82M | 0.8% | $1.04 | $1.08 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | RESTORATION HARDWARE HOLDINGS INC (144A) | 16,480,000 | $16.01M | 0.7% | $0.97 | $0.99 | — | DBCV 7/1 | 761283AB6 |
| — | BGC PARTNERS INC | 14,258,000 | $14.82M | 0.7% | $1.04 | $1.05 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | GENERAL MOTORS CORP | 1,033,807 | $13.67M | 0.6% | $13.22 | $17.20 | — | *W EXP 07/10/201 | 37045V126 |
| — | WELLS FARGO & COMPANY | 11,618 | $13.57M | 0.6% | $1167.84 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | KINDER MORGAN ENERGY PARTNERS | 14,364,080 | $13.21M | 0.6% | $0.92 | $3.76 | — | *W EXP 05/25/201 | 49456B119 |
| — | COWEN GROUP INC | 12,010,000 | $13.09M | 0.6% | $1.09 | $1.14 | — | NOTE 3.000 3/1 | 223622AB7 |
| — | TIVO INC | 14,722,000 | $12.79M | 0.6% | $0.87 | $0.87 | — | NOTE 2.000 10/0 | 888706AF5 |
| — | AEGERION PHARMACEUTICALS | 16,360,000 | $12.32M | 0.6% | $0.75 | $0.75 | — | NOTE 2.000 8/1 | 00767EAB8 |
| — | AMYRIS INC | 16,000,000 | $11.62M | 0.5% | $0.73 | $0.70 | — | NOTE 6.500 5/1 | 03236MAC5 |
| — | ICONIX BRAND GROUP INC | 14,240,000 | $11.42M | 0.5% | $0.80 | $1.08 | — | NOTE 1.500 3/1 | 451055AF4 |
| — | SPECTRANETICS CORPORATION | 14,851,000 | $11.29M | 0.5% | $0.76 | $1.03 | — | MTNF 2.625 6/0 | 84760CAA5 |
| — | PDL BIOPHARMA INC | 11,120,000 | $9.716M | 0.4% | $0.87 | $1.04 | — | NOTE 4.000 2/0 | 69329YAF1 |
| — | SOLAZYME INC | 15,510,000 | $8.841M | 0.4% | $0.57 | $1.13 | — | NOTE 5.000 10/0 | 83415TAC5 |
| — | UTI WORLDWIDE | 11,755,000 | $8.611M | 0.4% | $0.73 | $1.08 | — | NOTE 4.500 3/0 | 90349LAB0 |
| — | KEYCORP | 61,891 | $8.063M | 0.4% | $130.28 | $130.99 | — | PFD 7.75 SR A | 493267405 |
| — | SEACOR HOLDING INC | 8,285,000 | $7.933M | 0.4% | $0.96 | $1.21 | — | NOTE 2.500 12/1 | 811904AM3 |
| — | SEQUENOM INC | 9,110,000 | $7.755M | 0.4% | $0.85 | $0.97 | — | NOTE 5.000 1/0 | 817337AC2 |
| — | WORKDAY INC | 6,680,000 | $7.219M | 0.3% | $1.08 | $1.13 | — | NOTE 0.750 7/1 | 98138HAC5 |
| — | INTEL CORP | 5,350,000 | $6.504M | 0.3% | $1.22 | $1.22 | — | SDCV 12/1 | 458140AD2 |
| — | ALTRA HOLDINGS INC | 6,150,000 | $6.461M | 0.3% | $1.05 | $1.11 | — | NOTE 2.750 3/0 | 02208RAE6 |
| — | ANTHEM INC | 3,050,000 | $5.749M | 0.3% | $1.88 | $2.06 | — | NOTE 2.750 10/1 | 94973VBG1 |
| — | SOLAZYME INC | 8,590,000 | $5.283M | 0.2% | $0.62 | $1.54 | — | NOTE 6.000 2/0 | 83415TAB7 |
| — | ACORDA THERAPEUTICS INC | 5,035,000 | $4.638M | 0.2% | $0.92 | $1.01 | — | NOTE 1.750 6/1 | 00484MAA4 |
| — | SANDISK CORP | 4,780,000 | $4.619M | 0.2% | $0.97 | $1.18 | — | NOTE 0.500 10/1 | 80004CAF8 |
| — | EZCORP INC | 5,995,000 | $4.339M | 0.2% | $0.72 | $0.72 | — | NOTE 2.125 6/1 | 302301AB2 |
| — | RADIO ONE INC | 1,984,333 | $4.227M | 0.2% | $2.13 | $2.32 | — | CL D NON VTG | 75040P405 |
| — | MERCADOLIBRE INC | 4,205,000 | $4.126M | 0.2% | $0.98 | $0.98 | — | NOTE 2.250 7/0 | 58733RAB8 |
| — | FXCM INC | 4,875,000 | $3.608M | 0.2% | $0.74 | $1.04 | — | NOTE 2.250 6/1 | 302693AB2 |
| — | NORTHSTAR REALTY FINANCE CORP | 289,805 | $3.579M | 0.2% | $12.35 | $12.35 | — | COM NEW | 66704R704 |
| — | PROSPECT CAPITAL CORPORATION | 3,611,000 | $3.525M | 0.2% | $0.98 | $1.03 | — | NOTE 5.750 3/1 | 74348TAL6 |
| — | TOLL BROTHERS INC | 3,325,000 | $3.401M | 0.2% | $1.02 | $1.01 | — | NOTE 0.500 9/1 | 88947EAM2 |
| — | IRIDIUM COMMUNICATIONS | 14,000 | $3.399M | 0.2% | $242.79 | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | ICONIX BRAND GROUP INC | 3,496,000 | $3.297M | 0.2% | $0.94 | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | HORNBECK OFFSHORE SERVICES INC | 4,255,000 | $3.234M | 0.1% | $0.76 | $1.29 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | BROOKDALE SENIOR LIVING INC | 3,000,000 | $3.218M | 0.1% | $1.07 | $1.13 | — | NOTE 2.750 6/1 | 112463AA2 |
| KODK | EASTMAN KODAK COMPANY | 196,948 | $3.076M | 0.1% | $15.62 * | $29.81 | -49.9% | COM NEW | 277461406 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 2,980,000 | $3.002M | 0.1% | $1.01 | $1.10 | — | NOTE 0.750 8/1 | 87157BAA1 |
| — | SAFEGUARD SCIENTIFICS | 2,650,000 | $2.978M | 0.1% | $1.12 | $1.37 | — | DBCV 5.250 5/1 | 786449AK4 |
| RYN | RAYONIER INC | 128,707 | $2.841M | 0.1% | $22.07 | $22.07 | — | COM | 754907103 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $2.559M | 0.1% | $12.68 | $15.30 | — | COM | 27828H105 |
| — | SEACOR HOLDING INC | 3,145,000 | $2.54M | 0.1% | $0.81 | $0.93 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | JEFFERIES GROUP INC | 2,375,000 | $2.423M | 0.1% | $1.02 | $1.07 | — | DBCV 3.875 11/0 | 472319AG7 |
| — | NEWMONT MINING CORP - B | 2,375,000 | $2.36M | 0.1% | $0.99 | $1.07 | — | NOTE 1.625 7/1 | 651639AJ5 |
| — | CUMULUS MEDIA INC | 3,088,897 | $2.174M | 0.1% | $0.70 | $2.81 | — | CL A | 231082108 |
| — | JAZZ PHARMACEUTICALS PLC | 2,000,000 | $2.04M | 0.1% | $1.02 | $1.02 | — | NOTE 1.875 8/1 | 472145AB7 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 248,024 | $1.979M | 0.1% | $7.98 | $9.60 | — | COM SHS | 67073D102 |
| — | INVENSENSE INC | 2,000,000 | $1.821M | 0.1% | $0.91 | $1.01 | — | NOTE 1.750 11/0 | 46123DAB2 |
| — | LAM RESEARCH CORPORATION - A | 1,605,000 | $1.821M | 0.1% | $1.13 | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | SPIRIT REALTY CAPITAL INC - A | 1,940,000 | $1.811M | 0.1% | $0.93 | $1.00 | — | NOTE 2.875 5/1 | 84860WAA0 |
| — | DEPOMED INC | 1,510,000 | $1.804M | 0.1% | $1.19 | $1.06 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | WPX ENERGY | 50,000 | $1.789M | 0.1% | $35.78 | $35.78 | — | PFD SER A CV | 98212B202 |
| — | EMMIS COMMUNICATION | 1,371,796 | $1.701M | 0.1% | $1.24 | $2.15 | — | CL A | 291525103 |
| — | COLONY CAPITAL INC | 1,695,000 | $1.646M | 0.1% | $0.97 | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | THOMPSON CREEK METALS COMPANY INC | 3,764,502 | $1.645M | 0.1% | $0.44 | $1.40 | — | COM | 884768102 |
| — | ANI PHARMACEUTICALS INC (144A) | 1,750,000 | $1.625M | 0.1% | $0.93 | $0.93 | — | NOTE 3.000 12/0 | 00182CAA1 |
| — | GSV CAPITAL CORP | 1,595,000 | $1.471M | 0.1% | $0.92 | $0.93 | — | NOTE 5.250 9/1 | 36191JAB7 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,620,000 | $1.369M | 0.1% | $0.85 | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | SERVICESOURCE INTERNATIONAL INC | 1,580,000 | $1.3M | 0.1% | $0.82 | $0.77 | — | NOTE 1.500 8/0 | 81763UAB6 |
| — | NUANCE COMMUNICATIONS INC | 1,250,000 | $1.269M | 0.1% | $1.02 | $1.00 | — | NOTE 2.750 11/0 | 67020YAF7 |
| — | STAR BULK CARRIERS CORP | 610,109 | $1.251M | 0.1% | $2.05 | $2.94 | — | SHS NEW | Y8162K121 |
| — | EMMIS COMMUNICATIONS CORP | 359,597 | $1.09M | 0.1% | $3.03 | $12.00 | — | PFD CV SER A | 291525202 |
| — | DURECT CORPORATION | 520,000 | $1.014M | 0.0% | $1.95 | $1.05 | — | COM | 266605104 |
| — | JP MORGAN CHASE & CO | 49,500 | $986K | 0.0% | $19.92 | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC | 1,000,000 | $953K | 0.0% | $0.95 | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,300,000 | $891K | 0.0% | $0.69 | $0.91 | — | NOTE 2.250 12/1 | 165167CB1 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 1,000,000 | $835K | 0.0% | $0.83 | $0.83 | — | NOTE 4.000 11/0 | Y0020QAA9 |
| — | LIBERTY MEDIA | 20,000 | $689K | 0.0% | $34.45 | $47.00 | — | COM SER C | 531229300 |
| — | BLACKROCK DEBT STRATEGIES FUND INC | 186,921 | $624K | 0.0% | $3.34 | $3.99 | — | COM | 09255R103 |
| — | BANK OF AMERICA | 105,765 | $606K | 0.0% | $5.73 | $6.23 | — | *W EXP 01/16/201 | 060505146 |
| — | MODUSLINK GLOBAL SOLUTIONS INC (144A-SEASONED) | 700,000 | $575K | 0.0% | $0.82 | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | SALESFORCE COM INC | 435,000 | $532K | 0.0% | $1.22 | $1.11 | — | NOTE 0.250 4/0 | 79466LAD6 |
| — | LIBERTY MEDIA (PCS) | 860,000 | $520K | 0.0% | $0.60 | $0.60 | — | DEB 3.750 2/1 | 530715AL5 |
| — | PROSPECT CAPITAL CORPORATION | 400,000 | $384K | 0.0% | $0.96 | $1.04 | — | 5.875 1/1 | 74348TAM4 |
| — | BANK OF AMERICA | 330 | $355K | 0.0% | $1075.76 | $1109.11 | — | 7.25 CNV PFD L | 060505682 |
| — | AMERICAN INTERNATIONAL GROUP | 15,447 | $351K | 0.0% | $22.72 | $18.45 | — | *W EXP 01/19/202 | 026874156 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 34,542 | $344K | 0.0% | $9.96 | $12.19 | — | COM SHS | 6706EN100 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $322K | 0.0% | $10.04 | $11.97 | — | COM | 67072T108 |
| — | AFFYMETRIX INC | 205,000 | $321K | 0.0% | $1.57 | $0.99 | — | NOTE 4.000 7/0 | 00826TAH1 |
| — | LIBERTY MEDIA | 8,500 | $304K | 0.0% | $35.76 | $130.70 | — | CL A | 531229102 |
| — | MGIC INVESTMENT CORPORATION | 280,000 | $298K | 0.0% | $1.06 | $1.09 | — | NOTE 5.000 5/0 | 552848AD5 |
| — | DIREXION DAILY GOLD MINERS INDEX BULL 3X | 60,000 | $173K | 0.0% | $2.88 | $27.41 | — | DAILY GOLD MINER | 25459Y389 |
| — | EASTMAN KODAK | 13,259 | $45,000 | 0.0% | $3.39 | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 13,259 | $40,000 | 0.0% | $3.02 | $16.19 | — | *W EXP 09/03/201 | 277461141 |
| — | ENERGY XXI (BERMUDA) LTD | 260,000 | $24,000 | 0.0% | $0.09 | $0.29 | — | NOTE 3.000 12/1 | 29274UAB7 |