Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 12, 2016
Total Value: $2.121B (6.6% shares, 93.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TEVA PHARM | 93,388,000 | $121M | 5.7% | $1.30 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | JOHNSON & JOHNSON | 76,711,000 | $114M | 5.4% | $1.49 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | PRICELINECOM | 76,934,000 | $110M | 5.2% | $1.43 | $1.38 | — | NOTE 1.000 3/1 | 741503AQ9 |
| — | LIBERTY MEDIA | 102,068,000 | $101M | 4.8% | $0.99 | $0.98 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | PROSPECT CAPITAL CORPORATION | 110,774,000 | $97.62M | 4.6% | $0.88 | $0.94 | — | NOTE 4.750 4/1 | 74348TAQ5 |
| — | WELLTOWER INC | 1,405,382 | $86.93M | 4.1% | $61.86 | $61.05 | — | 6.50 PFD PREPET | 95040Q203 |
| — | LABORATORY CORP OF AMER HLDGS | 54,710,000 | $85.83M | 4.0% | $1.57 | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | INTEL CORPORATION | 51,731,000 | $82.32M | 3.9% | $1.59 | $1.28 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | ALCOA INC | 72,653,000 | $76.29M | 3.6% | $1.05 | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | JANUS CAPITAL GROUP INC | 44,961,000 | $63.79M | 3.0% | $1.42 | $1.27 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | STILLWATER MINING CO | 58,191,000 | $62.63M | 3.0% | $1.08 | $1.07 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 49,598,000 | $54.87M | 2.6% | $1.11 | $1.14 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | AIR LEASE CORPORATION | 38,523,000 | $51.52M | 2.4% | $1.34 | $1.35 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | XILINX INC | 25,658,000 | $42.26M | 2.0% | $1.65 | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | LAM RESEARCH CORPORATION | 28,180,000 | $41.57M | 2.0% | $1.48 | $1.29 | — | NOTE 1.250 5/1 | 512807AL2 |
| — | RPM INTERNATIONAL INC | 33,812,000 | $38.72M | 1.8% | $1.15 | $1.13 | — | E 2.250 12/1 | 749685AT0 |
| — | ELECTRONICS FOR IMAGING | 36,377,000 | $37.95M | 1.8% | $1.04 | $1.03 | — | NOTE 0.750 9/0 | 286082AC6 |
| — | COLONY CAPITAL INC | 42,140,000 | $37.79M | 1.8% | $0.90 | $1.01 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | TRULIA INC | 29,545,000 | $34.27M | 1.6% | $1.16 | $1.16 | — | NOTE 2.750 12/1 | 897888AB9 |
| — | COWEN GROUP INC | 36,677,000 | $34.25M | 1.6% | $0.93 | $1.02 | — | NOTE 3.000 3/1 | 223622AB7 |
| — | TPG SPECIALTY LENDING INC | 33,850,000 | $33.47M | 1.6% | $0.99 | $1.01 | — | NOTE 4.500 12/1 | 87265KAB8 |
| — | MICROCHIP TECHNOLOGY INC | 31,312,000 | $32.02M | 1.5% | $1.02 | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | GREENBRIER COMPANIES | 29,709,000 | $31.68M | 1.5% | $1.07 | $1.28 | — | NOTE 3.500 4/0 | 393657AH4 |
| — | INTEL CORP | 24,650,000 | $31.37M | 1.5% | $1.27 | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | KEYW HOLDING CORP | 39,525,000 | $30.04M | 1.4% | $0.76 | $0.98 | — | NOTE 2.500 7/1 | 493723AA8 |
| — | CARRIAGE SERVICES | 26,264,000 | $29.1M | 1.4% | $1.11 | $1.19 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | SALESFORCECOM INC | 22,650,000 | $28.06M | 1.3% | $1.24 | $1.24 | — | NOTE 0.250 4/0 | 79466LAD6 |
| — | PORTFOLIO RECOVERY ASSOCIATES INC | 33,308,000 | $26.56M | 1.3% | $0.80 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | CITRIX SYSTEMS INC | 22,741,000 | $25.41M | 1.2% | $1.12 | $1.12 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | MICRON TECHNOLOGY INC | 30,220,000 | $20.85M | 1.0% | $0.69 | $0.96 | — | NOTE 3.000 11/1 | 595112AY9 |
| — | CORENERGY INFRASTRUCTURE TRUST | 25,750,000 | $20.12M | 0.9% | $0.78 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | ENERNOC INC | 25,360,000 | $18.26M | 0.9% | $0.72 | $0.70 | — | DBCV 2.250 8/1 | 292764AB3 |
| — | ROYAL GOLD INC | 18,830,000 | $18.17M | 0.9% | $0.97 | $1.00 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | NATIONAL HEALTH INVESTORS INC | 17,167,000 | $17.73M | 0.8% | $1.03 | $0.99 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | B2GOLD CORPORATION | 19,565,000 | $16.51M | 0.8% | $0.84 | $0.95 | — | NOTE 3.250 10/0 | 11777QAB6 |
| — | WORKDAY INC | 13,800,000 | $16.28M | 0.8% | $1.18 | $1.18 | — | NOTE 1.500 7/1 | 98138HAD3 |
| — | PDL BIOPHARMA INC | 17,950,000 | $16.27M | 0.8% | $0.91 | $0.92 | — | NOTE 4.000 2/0 | 69329YAF1 |
| — | ALON USA ENERGY INC | 15,981,000 | $15.68M | 0.7% | $0.98 | $1.02 | — | NOTE 3.000 9/1 | 020520AB8 |
| — | TIVO INC | 15,665,000 | $14.69M | 0.7% | $0.94 | $0.87 | — | NOTE 2.000 10/0 | 888706AF5 |
| — | AKAMAI TECH | 15,000,000 | $14.67M | 0.7% | $0.98 | $0.96 | — | DBCV 2/1 | 00971TAG6 |
| — | CEMEX SA | 13,920,000 | $14.55M | 0.7% | $1.05 | $1.04 | — | NOTE 3.750 3/1 | 151290BC6 |
| — | MOLINA HEALTHCARE INC | 10,900,000 | $13.75M | 0.6% | $1.26 | $1.22 | — | DBCV 1.625 8/1 | 60855RAD2 |
| — | GENERAL MOTORS CORP | 896,940 | $12.25M | 0.6% | $13.66 | $17.20 | — | *W EXP 07/10/201 | 37045V126 |
| — | RED HAT INC | 9,530,000 | $11.82M | 0.6% | $1.24 | $1.25 | — | NOTE 0.250 10/0 | 756577AD4 |
| — | RESOURCE CAPITAL CORPORATION | 11,815,000 | $11.28M | 0.5% | $0.95 | $0.97 | — | NOTE 8.000 1/1 | 76120WAB0 |
| — | AMYRIS | 16,000,000 | $10.74M | 0.5% | $0.67 | $0.70 | — | NOTE 6.500 5/1 | 03236MAC5 |
| — | SPECTRANETICS CORPORATION | 12,701,000 | $10.08M | 0.5% | $0.79 | $1.03 | — | MTNF 2.625 6/0 | 84760CAA5 |
| — | ICONIX BRAND GROUP INC | 14,000,000 | $9.8M | 0.5% | $0.70 | $1.08 | — | NOTE 1.500 3/1 | 451055AF4 |
| — | BGC PARTNERS INC | 9,508,000 | $9.758M | 0.5% | $1.03 | $1.05 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | WELLS FARGO & COMPANY | 7,069 | $8.518M | 0.4% | $1204.98 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | ENDOLOGIX INC | 8,763,000 | $8.396M | 0.4% | $0.96 | $1.09 | — | NOTE 3.250 11/0 | 29266SAB2 |
| — | KEYCORP | 61,226 | $7.984M | 0.4% | $130.40 | $130.99 | — | PFD 7.75 SR A | 493267405 |
| — | AEGERION PHARMACEUTICALS | 15,070,000 | $7.761M | 0.4% | $0.51 | $0.75 | — | NOTE 2.000 8/1 | 00767EAB8 |
| — | ANI PHARMACEUTICALS INC | 8,597,000 | $7.684M | 0.4% | $0.89 | $0.93 | — | NOTE 3.000 12/0 | 00182CAA1 |
| — | INTERDIGITAL INC | 7,330,000 | $7.55M | 0.4% | $1.03 | $1.03 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | SOLAZYME INC | 15,510,000 | $7.465M | 0.4% | $0.48 | $1.13 | — | NOTE 5.000 10/0 | 83415TAC5 |
| — | WORKDAY INC | 6,285,000 | $7.118M | 0.3% | $1.13 | $1.13 | — | NOTE 0.750 7/1 | 98138HAC5 |
| — | ALTRA HOLDINGS INC | 6,170,000 | $7.015M | 0.3% | $1.14 | $1.11 | — | NOTE 2.750 3/0 | 02208RAE6 |
| — | TELIGENT INC | 8,827,000 | $6.984M | 0.3% | $0.79 | $0.83 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | NXP SEMICONDUCTORS NV | 5,450,000 | $6.019M | 0.3% | $1.10 | $1.10 | — | DBCV 1.000 12/0 | 62952QAB6 |
| — | IONIS PHARMACEUTICALS INC | 6,145,000 | $5.615M | 0.3% | $0.91 | $0.97 | — | NOTE 1.000 11/1 | 464337AJ3 |
| — | SEACOR HOLDING INC | 5,650,000 | $5.378M | 0.3% | $0.95 | $1.21 | — | NOTE 2.500 12/1 | 811904AM3 |
| — | SEQUENOM INC | 7,870,000 | $5.234M | 0.2% | $0.67 | $0.97 | — | NOTE 5.000 1/0 | 817337AC2 |
| — | MONSTER WORLDWIDE | 5,500,000 | $5.046M | 0.2% | $0.92 | $0.92 | — | NOTE 3.500 10/1 | 611742AB3 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 4,858,000 | $4.664M | 0.2% | $0.96 | $0.81 | — | NOTE 6.250 5/0 | 01167PAE1 |
| — | SOLAZYME INC | 8,590,000 | $4.488M | 0.2% | $0.52 | $1.54 | — | NOTE 6.000 2/0 | 83415TAB7 |
| — | INTEGRATED DEVICE TECH | 4,190,000 | $3.92M | 0.2% | $0.94 | $1.03 | — | NOTE 0.875 11/1 | 458118AB2 |
| — | IRIDIUM COMMUNICATIONS | 11,500 | $3.385M | 0.2% | $294.35 | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | FXCM INC | 5,375,000 | $3.319M | 0.2% | $0.62 | $1.01 | — | NOTE 2.250 6/1 | 302693AB2 |
| — | EZCORP INC | 4,875,000 | $3.169M | 0.1% | $0.65 | $0.72 | — | NOTE 2.625 6/1 | 302301AB2 |
| — | ACORDA THERAPEUTICS INC | 3,515,000 | $3.142M | 0.1% | $0.89 | $1.01 | — | NOTE 1.750 6/1 | 00484MAA4 |
| — | MERCADOLIBRE INC | 2,760,000 | $3.122M | 0.1% | $1.13 | $0.98 | — | NOTE 2.250 7/0 | 58733RAB8 |
| — | RADIO ONE INC | 1,984,333 | $2.818M | 0.1% | $1.42 | $2.32 | — | CL D NON VTG | 75040P405 |
| — | SAFEGUARD SCIENTIFICS | 2,650,000 | $2.796M | 0.1% | $1.06 | $1.37 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | PRICELINECOM | 2,740,000 | $2.772M | 0.1% | $1.01 | $1.01 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $2.66M | 0.1% | $13.18 | $15.30 | — | COM | 27828H105 |
| — | CUMULUS MEDIA INC | 5,436,616 | $2.524M | 0.1% | $0.46 | $1.74 | — | CL A | 231082108 |
| — | ANTHEM INC | 1,250,000 | $2.388M | 0.1% | $1.91 | $2.06 | — | NOTE 2.750 10/1 | 94973VBG1 |
| — | LAM RESEARCH CORPORATION | 1,605,000 | $2.152M | 0.1% | $1.34 | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 248,024 | $1.962M | 0.1% | $7.91 | $9.60 | — | COM SHS | 67073D102 |
| — | SPIRIT REALTY CAPITAL INC | 1,940,000 | $1.94M | 0.1% | $1.00 | $1.00 | — | NOTE 2.875 5/1 | 84860WAA0 |
| KODK | EASTMAN KODAK COMPANY | 167,023 | $1.812M | 0.1% | $10.85 * | $29.81 | -67.2% | COM NEW | 277461406 |
| — | EURONET WORLDWIDE INC | 1,500,000 | $1.791M | 0.1% | $1.19 | $1.18 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | SEACOR HOLDING INC | 2,145,000 | $1.666M | 0.1% | $0.78 | $0.93 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | PROSHARES ULTRA VIX SHORT-TERM FUTURES | 80,000 | $1.546M | 0.1% | $19.32 | $19.32 | — | ULT VIX SHRT | 74347W312 |
| — | HORNBECK OFFSHORE SERVICES INC | 2,560,000 | $1.542M | 0.1% | $0.60 | $1.29 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 1,980,000 | $1.53M | 0.1% | $0.77 | $0.77 | — | NOTE 2.750 2/1 | 37951DAB8 |
| — | COLONY CAPITAL INC | 1,695,000 | $1.515M | 0.1% | $0.89 | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | GSV CAPITAL CORP | 1,595,000 | $1.476M | 0.1% | $0.93 | $0.93 | — | NOTE 5.250 9/1 | 36191JAB7 |
| — | DEPOMED INC | 1,510,000 | $1.418M | 0.1% | $0.94 | $1.06 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | BANK OF AMERICA | 290,833 | $1.131M | 0.1% | $3.89 | $5.91 | — | *W EXP 01/16/201 | 060505146 |
| — | SERVICESOURCE INTERNATIONAL INC | 1,380,000 | $1.104M | 0.1% | $0.80 | $0.77 | — | NOTE 1.500 8/0 | 81763UAB6 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC | 1,000,000 | $970K | 0.0% | $0.97 | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | EL PASO ENERGY CAPITAL TRUST | 22,000 | $952K | 0.0% | $43.27 | $41.00 | — | PFD CV TR SECS | 283678209 |
| — | EMMIS COMMUNICATION | 1,564,501 | $910K | 0.0% | $0.58 | $1.96 | — | CL A | 291525103 |
| — | JP MORGAN CHASE & CO | 49,500 | $876K | 0.0% | $17.70 | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 940,000 | $757K | 0.0% | $0.81 | $0.83 | — | NOTE 4.000 11/0 | Y0020QAA9 |
| — | LIBERTY MEDIA | 1,310,000 | $740K | 0.0% | $0.56 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | ENDOLOGIX INC | 956,000 | $707K | 0.0% | $0.74 | $0.85 | — | NOTE 2.250 12/1 | 29266SAA4 |
| — | BLACKROCK DEBT STRATEGIES FUND INC | 186,921 | $649K | 0.0% | $3.47 | $3.99 | — | COM | 09255R103 |
| — | REDWOOD TRUST INC | 600,000 | $549K | 0.0% | $0.92 | $0.93 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | MICRON TECHNOLOGY INC | 450,000 | $530K | 0.0% | $1.18 | $1.43 | — | NOTE 1.625 2/1 | 595112AU7 |
| — | EMMIS COMMUNICATIONS CORP | 320,592 | $522K | 0.0% | $1.63 | $12.00 | — | PFD CV SER A | 291525202 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 700,000 | $483K | 0.0% | $0.69 | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | KINDER MORGAN ENERGY PARTNERS | 12,576,332 | $459K | 0.0% | $0.04 | $3.76 | — | *W EXP 05/25/201 | 49456B119 |
| — | PROSPECT CAPITAL CORPORATION | 400,000 | $376K | 0.0% | $0.94 | $1.04 | — | NOTE 5.875 1/1 | 74348TAM4 |
| — | LINKEDIN CORPORATION | 400,000 | $363K | 0.0% | $0.91 | $1.05 | — | NOTE 0.500 11/0 | 53578AAB4 |
| — | DURECT CORPORATION | 256,861 | $347K | 0.0% | $1.35 | $1.05 | — | COM | 266605104 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 34,542 | $342K | 0.0% | $9.90 | $12.19 | — | COM SHS | 6706EN100 |
| — | THOMPSON CREEK METALS COMPANY INC | 1,456,132 | $340K | 0.0% | $0.23 | $1.40 | — | COM | 884768102 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $323K | 0.0% | $10.07 | $11.97 | — | COM | 67072T108 |
| — | STAR BULK CARRIERS CORP | 405,155 | $304K | 0.0% | $0.75 | $2.89 | — | SHS NEW | Y8162K121 |
| JPM | JP MORGAN CHASE & CO | 5,000 | $296K | 0.0% | $59.20 * | $49.68 | -9.7% | COM | 46625H100 |
| — | BROOKDALE SENIOR LIVING INC | 300,000 | $287K | 0.0% | $0.96 | $1.13 | — | NOTE 2.750 6/1 | 112463AA2 |
| — | SUNEDISON INC | 6,430,000 | $257K | 0.0% | $0.04 | $0.04 | — | NOTE 2.375 4/1 | 86732YAH2 |
| — | AMERICAN INTERNATIONAL GROUP | 12,220 | $229K | 0.0% | $18.74 | $18.45 | — | *W EXP 01/19/202 | 026874156 |
| BAC | BANK OF AMERICA | 11,000 | $149K | 0.0% | $13.55 * | $10.86 | 0.0% | COM | 060505104 |
| — | SUNEDISON INC | 2,400,000 | $105K | 0.0% | $0.04 | $0.54 | — | NOTE 2.000 10/0 | 86732YAC3 |
| — | EASTMAN KODAK | 13,144 | $35,000 | 0.0% | $2.66 | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 13,144 | $24,000 | 0.0% | $1.83 | $16.19 | — | *W EXP 09/03/201 | 277461141 |