Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 28, 2016
Total Value: $2.13B (10.8% shares, 89.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | JOHNSON & JOHNSON | 107,000,000 | $151M | 7.1% | $1.18 | — | SDCV | 02261WAB5 |
| — | TEVA PHARM (SERIES C) | 83,413,000 | $131M | 6.1% | $1.07 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | LIBERTY MEDIA | 100,738,000 | $99.04M | 4.6% | $0.98 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | LABORATORY CORP OF AMER HLDGS | 57,975,000 | $96.31M | 4.5% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | PROSPECT CAPITAL CORPORATION | 106,224,000 | $92.82M | 4.4% | $0.94 | — | NOTE 4.750 4/1 | 74348TAQ5 |
| — | INTEL CORPORATION | 54,004,000 | $89.88M | 4.2% | $1.28 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | WELLTOWER INC. | 1,302,350 | $78.9M | 3.7% | $60.98 | — | 6.50 PFD PREPET | 95040Q203 |
| — | PRICELINE.COM | 55,194,000 | $78.69M | 3.7% | $1.36 | — | NOTE 1.000 3/1 | 741503AQ9 |
| — | ALCOA INC | 73,593,000 | $75.62M | 3.5% | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | STILLWATER MINING CO. | 64,921,000 | $62M | 2.9% | $1.07 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | XILINX, INC | 34,028,000 | $55.34M | 2.6% | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 48,708,000 | $54.8M | 2.6% | $1.14 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | AIR LEASE CORPORATION | 34,238,000 | $46.73M | 2.2% | $1.35 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | RPM INTERNATIONAL, INC | 33,812,000 | $38.61M | 1.8% | $1.13 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | TPG SPECIALTY LENDING, INC. | 38,040,000 | $37.57M | 1.8% | $1.01 | — | NOTE 4.500 12/1 | 87265KAB8 |
| — | COLONY CAPITAL INC | 40,140,000 | $37.53M | 1.8% | $1.02 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | GREENBRIER COMPANIES | 33,191,000 | $36.78M | 1.7% | $1.28 | — | NOTE 3.500 4/0 | 393657AH4 |
| — | ROYAL GOLD, INC | 39,610,000 | $36.19M | 1.7% | $1.00 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 712,905 | $35.56M | 1.7% | $49.87 | — | UNIT 11/01/2051 | 64944P307 |
| SWK | STANLEY BLACK & DECKER INC | 332,618 | $35.5M | 1.7% | $81.14 | 0.0% | COM | 854502101 |
| — | LAM RESEARCH CORPORATION | 24,320,000 | $34.9M | 1.6% | $1.26 | — | NOTE 1.250 5/1 | 512807AL2 |
| — | COWEN GROUP, INC. | 34,280,000 | $33.21M | 1.6% | $1.03 | — | NOTE 3.000 3/1 | 223622AB7 |
| — | KEYW HOLDING CORP. | 41,500,000 | $30.61M | 1.4% | $0.98 | — | NOTE 2.500 7/1 | 493723AA8 |
| — | CARRIAGE SERVICES | 25,350,000 | $30.06M | 1.4% | $1.20 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | PORTFOLIO RECOVERY ASSOCIATES, INC. | 35,158,000 | $29.36M | 1.4% | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | JANUS CAPITAL GROUP INC | 18,421,000 | $25.54M | 1.2% | $1.05 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | NVIDIA CORP | 15,305,000 | $25.38M | 1.2% | $1.16 | — | NOTE 1.000 12/0 | 67066GAC8 |
| — | MICRON TECHNOLOGY, INC | 30,260,000 | $25.27M | 1.2% | $0.96 | — | NOTE 3.000 11/1 | 595112AY9 |
| — | CORENERGY INFRASTRUCTURE TRUST | 27,190,000 | $20.73M | 1.0% | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | RESOURCE CAPITAL CORPORATION | 21,290,000 | $20.44M | 1.0% | $0.97 | — | NOTE 8.000 1/1 | 76120WAB0 |
| — | B2GOLD CORPORATION | 22,305,000 | $18.71M | 0.9% | $0.95 | — | NOTE 3.250 10/0 | 11777QAB6 |
| — | ELECTRONICS FOR IMAGING | 17,035,000 | $18.2M | 0.9% | $1.02 | — | NOTE 0.750 9/0 | 286082AC6 |
| — | PDL BIOPHARMA INC | 22,590,000 | $18.02M | 0.8% | $0.92 | — | NOTE 4.000 2/0 | 69329YAF1 |
| — | GENERAL MOTORS CORP - CLASS B | 1,033,807 | $16.84M | 0.8% | $17.20 | — | *W EXP 07/10/201 | 37045V126 |
| — | BGC PARTNERS, INC. | 15,508,000 | $16.84M | 0.8% | $1.05 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | INTEL CORP | 12,650,000 | $16.28M | 0.8% | $1.26 | — | SDCV 12/1 | 458140AD2 |
| — | CEMEX S.A. | 17,360,000 | $16.27M | 0.8% | $1.04 | — | NOTE 3.750 3/1 | 151290BC6 |
| — | PRICELINE.COM | 15,835,000 | $16M | 0.8% | $1.01 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | ENERNOC, INC. | 27,370,000 | $15.99M | 0.8% | $0.70 | — | DBCV 2.250 8/1 | 292764AB3 |
| — | AKAMAI TECH | 16,000,000 | $15.38M | 0.7% | $0.96 | — | DBCV | 00971TAG6 |
| — | ENDOLOGIX INC. | 13,906,000 | $15.12M | 0.7% | $1.09 | — | NOTE 3.250 11/0 | 29266SAB2 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 14,708,000 | $14.52M | 0.7% | $0.81 | — | NOTE 6.250 5/0 | 01167PAE1 |
| — | NATIONAL HEALTH INVESTORS, INC. | 14,067,000 | $13.85M | 0.6% | $0.98 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | WELLS FARGO & COMPANY | 11,708 | $13.62M | 0.6% | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | TIVO INC. | 14,542,000 | $12.62M | 0.6% | $0.87 | — | NOTE 2.000 10/0 | 888706AF5 |
| — | KCAP FINANCIAL INC | 11,710,000 | $11.89M | 0.6% | $1.38 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | AMYRIS, INC. | 16,000,000 | $11.7M | 0.5% | $0.70 | — | NOTE 6.500 5/1 | 03236MAC5 |
| — | SPECTRANETICS CORPORATION | 14,851,000 | $11.27M | 0.5% | $1.03 | — | MTNF 2.625 6/0 | 84760CAA5 |
| — | AEGERION PHARMACEUTICALS | 15,070,000 | $10.13M | 0.5% | $0.75 | — | NOTE 2.000 8/1 | 00767EAB8 |
| — | PRICELINE.COM | 8,000,000 | $9.5M | 0.4% | $1.19 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | MOLINA HEALTHCARE INC | 7,800,000 | $9.376M | 0.4% | $1.20 | — | DBCV 1.625 8/1 | 60855RAD2 |
| — | KEYCORP | 61,676 | $8.11M | 0.4% | $130.99 | — | PFD 7.75 SR A | 493267405 |
| — | SEQUENOM INC. | 9,110,000 | $7.635M | 0.4% | $0.97 | — | NOTE 5.000 1/0 | 817337AC2 |
| — | SOLAZYME INC. | 15,510,000 | $7.561M | 0.4% | $1.13 | — | NOTE 5.000 10/0 | 83415TAC5 |
| — | SEACOR HOLDING INC | 8,080,000 | $7.56M | 0.4% | $1.21 | — | NOTE 2.500 12/1 | 811904AM3 |
| — | WORKDAY, INC | 6,290,000 | $7.206M | 0.3% | $1.13 | — | NOTE 0.750 7/1 | 98138HAC5 |
| HST | HOST HOTELS & RESORTS INC | 467,168 | $7.166M | 0.3% | $11.03 | 0.0% | COM | 44107P104 |
| — | ICONIX BRAND GROUP, INC | 14,000,000 | $7.105M | 0.3% | $1.08 | — | NOTE 1.500 3/1 | 451055AF4 |
| — | NXP SEMICONDUCTORS NV | 6,250,000 | $6.868M | 0.3% | $1.10 | — | DBCV 1.000 12/0 | 62952QAB6 |
| — | ALTRA HOLDINGS, INC | 6,030,000 | $6.501M | 0.3% | $1.11 | — | NOTE 2.750 3/0 | 02208RAE6 |
| — | ANTHEM, INC. | 3,050,000 | $5.833M | 0.3% | $2.06 | — | NOTE 2.750 10/1 | 94973VBG1 |
| — | MERCADOLIBRE INC. | 4,115,000 | $4.609M | 0.2% | $0.98 | — | NOTE 2.250 7/0 | 58733RAB8 |
| — | SOLAZYME INC. | 8,590,000 | $4.558M | 0.2% | $1.54 | — | NOTE 6.000 2/0 | 83415TAB7 |
| — | ANI PHARMACEUTICALS, INC. | 4,550,000 | $4.442M | 0.2% | $0.96 | — | NOTE 3.000 12/0 | 00182CAA1 |
| — | IRIDIUM COMMUNICATIONS | 14,000 | $4.375M | 0.2% | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | INTEGRATED DEVICE TECH | 4,190,000 | $4.321M | 0.2% | $1.03 | — | NOTE 0.875 11/1 | 458118AB2 |
| — | EZCORP, INC. | 5,995,000 | $4.189M | 0.2% | $0.72 | — | NOTE 2.125 6/1 | 302301AB2 |
| — | ACORDA THERAPEUTICS INC. | 3,625,000 | $4.176M | 0.2% | $1.01 | — | NOTE 1.750 6/1 | 00484MAA4 |
| CALY | CALLAWAY GOLF CO. | 440,251 | $4.147M | 0.2% | $9.49 | 0.0% | COM | 131193104 |
| — | FXCM, INC. | 5,375,000 | $3.789M | 0.2% | $1.01 | — | NOTE 2.250 6/1 | 302693AB2 |
| — | ALON USA ENERGY, INC. | 3,037,000 | $3.597M | 0.2% | $1.18 | — | NOTE 3.000 9/1 | 020520AB8 |
| — | RADIO ONE, INC. | 1,984,333 | $3.413M | 0.2% | $2.32 | — | CL D NON VTG | 75040P405 |
| — | ICONIX BRAND GROUP, INC | 3,496,000 | $3.076M | 0.1% | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | BROOKDALE SENIOR LIVING INC. | 3,000,000 | $2.998M | 0.1% | $1.13 | — | NOTE 2.750 6/1 | 112463AA2 |
| — | SAFEGUARD SCIENTIFICS | 2,650,000 | $2.915M | 0.1% | $1.37 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | BANK OF AMERICA | 465,013 | $2.706M | 0.1% | $5.91 | — | *W EXP 01/16/201 | 060505146 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $2.575M | 0.1% | $15.30 | — | COM | 27828H105 |
| — | SEACOR HOLDING INC | 3,145,000 | $2.514M | 0.1% | $0.93 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | NORTHSTAR REALTY FINANCE CORP | 144,902 | $2.468M | 0.1% | $17.03 | — | COM | 66704R803 |
| KODK | EASTMAN KODAK COMPANY | 186,146 | $2.334M | 0.1% | $29.81 | -53.7% | COM NEW | 277461406 |
| — | HORNBECK OFFSHORE SERVICES, INC | 4,160,000 | $2.309M | 0.1% | $1.29 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | LAM RESEARCH CORPORATION | 1,605,000 | $2.074M | 0.1% | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | JAZZ PHARMACEUTICALS PLC | 1,920,000 | $2.006M | 0.1% | $1.02 | — | NOTE 1.875 8/1 | 472145AB7 |
| — | RED HAT, INC | 1,530,000 | $1.988M | 0.1% | $1.30 | — | NOTE 0.250 10/0 | 756577AD4 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 248,024 | $1.945M | 0.1% | $9.60 | — | COM SHS | 67073D102 |
| — | IONIS PHARMACEUTICALS, INC | 1,645,000 | $1.857M | 0.1% | $1.13 | — | NOTE 1.000 11/1 | 464337AJ3 |
| — | SPIRIT REALTY CAPITAL, INC. | 1,940,000 | $1.853M | 0.1% | $1.00 | — | NOTE 2.875 5/1 | 84860WAA0 |
| — | CUMULUS MEDIA INC | 5,436,616 | $1.795M | 0.1% | $1.74 | — | CL A | 231082108 |
| — | EURONET WORLDWIDE INC | 1,500,000 | $1.774M | 0.1% | $1.18 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | TELIGENT INC | 1,800,000 | $1.762M | 0.1% | $0.98 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | DEPOMED, INC. | 1,510,000 | $1.722M | 0.1% | $1.06 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | COLONY CAPITAL INC | 1,695,000 | $1.644M | 0.1% | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | GSV CAPITAL CORP. | 1,595,000 | $1.484M | 0.1% | $0.93 | — | NOTE 5.250 9/1 | 36191JAB7 |
| — | SERVICESOURCE INTERNATIONAL INC | 1,580,000 | $1.349M | 0.1% | $0.77 | — | NOTE 1.500 8/0 | 81763UAB6 |
| — | SUNEDISON, INC. | 2,400,000 | $1.296M | 0.1% | $0.54 | — | NOTE 2.000 10/0 | 86732YAC3 |
| — | LINKEDIN CORPORATION | 1,230,000 | $1.292M | 0.1% | $1.05 | — | NOTE 0.500 11/0 | 53578AAB4 |
| — | JP MORGAN CHASE & CO. | 49,500 | $1.173M | 0.1% | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | EL PASO ENERGY CAPITAL TRUST | 25,000 | $1.025M | 0.0% | $41.00 | — | PFD CV TR SECS | 283678209 |
| — | EMMIS COMMUNICATION | 1,470,596 | $941K | 0.0% | $2.05 | — | CL A | 291525103 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 1,000,000 | $935K | 0.0% | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | ENDOLOGIX INC | 956,000 | $814K | 0.0% | $0.85 | — | NOTE 2.250 12/1 | 29266SAA4 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 940,000 | $811K | 0.0% | $0.83 | — | NOTE 4.000 11/0 | Y0020QAA9 |
| — | KINDER MORGAN ENERGY PARTNERS | 13,418,930 | $806K | 0.0% | $3.76 | — | *W EXP 05/25/201 | 49456B119 |
| — | TOLL BROTHERS, INC. | 760,000 | $768K | 0.0% | $1.01 | — | NOTE 0.500 9/1 | 88947EAM2 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,620,000 | $753K | 0.0% | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | LIBERTY MEDIA (PCS) | 1,310,000 | $734K | 0.0% | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | MICRON TECHNOLOGY, INC | 450,000 | $644K | 0.0% | $1.43 | — | NOTE 1.625 2/1 | 595112AU7 |
| — | BLACKROCK DEBT STRATEGIES FUND INC | 186,921 | $630K | 0.0% | $3.99 | — | COM | 09255R103 |
| — | DURECT CORPORATION | 280,161 | $619K | 0.0% | $1.05 | — | COM | 266605104 |
| — | EMMIS COMMUNICATIONS CORP | 359,597 | $613K | 0.0% | $12.00 | — | PFD CV SER A | 291525202 |
| — | NORTHSTAR REALTY EUROPE CORP | 48,300 | $570K | 0.0% | $11.80 | — | COM | 66706L101 |
| — | REDWOOD TRUST, INC | 600,000 | $557K | 0.0% | $0.93 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | MODUSLINK GLOBAL SOLUTIONS, INC. (144A-SEASONED) | 700,000 | $540K | 0.0% | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,300,000 | $423K | 0.0% | $0.91 | — | NOTE 2.250 12/1 | 165167CB1 |
| — | THOMPSON CREEK METALS COMPANY, INC. | 1,989,342 | $402K | 0.0% | $1.40 | — | COM | 884768102 |
| — | PROSPECT CAPITAL CORPORATION | 400,000 | $383K | 0.0% | $1.04 | — | NOTE 5.875 1/1 | 74348TAM4 |
| — | STAR BULK CARRIERS CORP | 623,660 | $377K | 0.0% | $2.89 | — | SHS NEW | Y8162K121 |
| — | AMERICAN INTERNATIONAL GROUP | 15,447 | $367K | 0.0% | $18.45 | — | *W EXP 01/19/202 | 026874156 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 34,542 | $339K | 0.0% | $12.19 | — | COM SHS | 6706EN100 |
| JPM | JP MORGAN CHASE & CO. | 5,000 | $330K | 0.0% | $49.68 | 0.0% | COM | 46625H100 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $328K | 0.0% | $11.97 | — | COM | 67072T108 |
| — | VELOCITYSHARES 3X SILVER ETN | 10,000 | $98,000 | 0.0% | $9.80 | — | VELOCITY SHS EXC | 22539T597 |
| — | EASTMAN KODAK | 13,144 | $36,000 | 0.0% | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 13,144 | $24,000 | 0.0% | $16.19 | — | *W EXP 09/03/201 | 277461141 |