Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 16, 2016
Total Value: $2.153B (9.6% shares, 90.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | PRICELINE COM | 87,644,000 | $122M | 5.7% | $1.39 | $1.38 | — | NOTE 1 000 3/1 | 741503AQ9 |
| — | TEVA PHARM | 94,943,000 | $119M | 5.5% | $1.26 | $1.09 | — | DBCV 0 250 2/0 | 88163VAE9 |
| — | JOHNSON & JOHNSON | 61,456,000 | $103M | 4.8% | $1.67 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | LIBERTY MEDIA | 100,978,000 | $101M | 4.7% | $1.00 | $0.98 | — | NOTE 1 375 10/1 | 531229AB8 |
| — | WELLTOWER INC | 1,467,085 | $99.04M | 4.6% | $67.51 | $61.32 | — | 6 50 PFD PREPET | 95040Q203 |
| — | PROSPECT CAPITAL CORPORATION | 101,404,000 | $96.21M | 4.5% | $0.95 | $0.94 | — | NOTE 4 750 4/1 | 74348TAQ5 |
| — | INTEL CORPORATION | 50,657,000 | $82.54M | 3.8% | $1.63 | $1.28 | — | SDCV 3 250 8/0 | 458140AF7 |
| — | ALCOA INC | 73,503,000 | $78.38M | 3.6% | $1.07 | $1.05 | — | NOTE 1 625 10/1 | 74973WAB3 |
| — | LABORATORY CORP OF AMER HLDGS | 40,705,000 | $70.98M | 3.3% | $1.74 | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | JANUS CAPITAL GROUP INC | 47,271,000 | $65.09M | 3.0% | $1.38 | $1.27 | — | NOTE 0 750 7/1 | 47102XAH8 |
| — | STILLWATER MINING CO | 56,466,000 | $64.52M | 3.0% | $1.14 | $1.07 | — | NOTE 1 750 10/1 | 86074QAL6 |
| — | AIR LEASE CORPORATION | 46,923,000 | $57.52M | 2.7% | $1.23 | $1.33 | — | NOTE 3 875 12/0 | 00912XAK0 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 49,038,000 | $56.15M | 2.6% | $1.15 | $1.14 | — | NOTE 2 875 7/1 | 55608BAA3 |
| — | CITRIX SYSTEMS INC | 50,066,000 | $55.85M | 2.6% | $1.12 | $1.12 | — | NOTE 0 500 4/1 | 177376AD2 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 818,636 | $41.01M | 1.9% | $50.10 | $50.10 | — | UNIT 11/01/2051 | 64944P307 |
| — | XILINX INC | 25,448,000 | $40.88M | 1.9% | $1.61 | $1.43 | — | NOTE 2 625 6/1 | 983919AF8 |
| — | COLONY CAPITAL INC | 41,755,000 | $39.59M | 1.8% | $0.95 | $1.01 | — | NOTE 3 875 1/1 | 19624RAB2 |
| — | RPM INTERNATIONAL INC | 33,427,000 | $38.96M | 1.8% | $1.17 | $1.13 | — | NOTE 2 250 12/1 | 749685AT0 |
| — | ELECTRONICS FOR IMAGING | 36,277,000 | $38.9M | 1.8% | $1.07 | $1.03 | — | NOTE 0 750 9/0 | 286082AC6 |
| — | SALESFORCE COM INC | 27,405,000 | $35.45M | 1.6% | $1.29 | $1.25 | — | NOTE 0 250 4/0 | 79466LAD6 |
| — | MICROCHIP TECHNOLOGY INC | 30,972,000 | $34.5M | 1.6% | $1.11 | $1.02 | — | NOTE 1 625 2/1 | 595017AD6 |
| — | INTEL CORP | 24,720,000 | $31.96M | 1.5% | $1.29 | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | ALON USA ENERGY INC | 35,909,000 | $31.23M | 1.5% | $0.87 | $0.94 | — | NOTE 3 000 9/1 | 020520AB8 |
| — | COWEN GROUP INC | 34,362,000 | $30.99M | 1.4% | $0.90 | $1.02 | — | NOTE 3 000 3/1 | 223622AB7 |
| — | GREENBRIER COMPANIES | 28,494,000 | $30.35M | 1.4% | $1.06 | $1.28 | — | NOTE 3 500 4/0 | 393657AH4 |
| — | TPG SPECIALTY LENDING INC | 29,676,000 | $30.29M | 1.4% | $1.02 | $1.01 | — | NOTE 4 500 12/1 | 87265KAB8 |
| — | TRULIA INC | 18,970,000 | $29.78M | 1.4% | $1.57 | $1.16 | — | NOTE 2 750 12/1 | 897888AB9 |
| — | CARRIAGE SERVICES | 25,174,000 | $29.75M | 1.4% | $1.18 | $1.19 | — | NOTE 2 750 3/1 | 143905AM9 |
| — | PORTFOLIO RECOVERY ASSOCIATES INC | 33,638,000 | $26.03M | 1.2% | $0.77 | $0.95 | — | NOTE 3 000 8/0 | 73640QAB1 |
| — | RED HAT INC | 19,530,000 | $23.72M | 1.1% | $1.21 | $1.23 | — | NOTE 0 250 10/0 | 756577AD4 |
| — | CORENERGY INFRASTRUCTURE TRUST | 23,560,000 | $23.65M | 1.1% | $1.00 | $0.90 | — | NOTE 7 000 6/1 | 21870UAA4 |
| — | KEYW HOLDING CORP | 24,725,000 | $23.12M | 1.1% | $0.94 | $0.98 | — | NOTE 2 500 7/1 | 493723AA8 |
| — | MOLINA HEALTHCARE INC | 21,080,000 | $23.04M | 1.1% | $1.09 | $1.16 | — | DBCV 1 625 8/1 | 60855RAD2 |
| — | WEATHERFORD INTERNATIONAL LIMITED | 20,270,000 | $22.12M | 1.0% | $1.09 | $1.09 | — | NOTE 5 875 7/0 | 947075AH0 |
| — | ROYAL GOLD INC | 18,830,000 | $20.1M | 0.9% | $1.07 | $1.00 | — | NOTE 2 875 6/1 | 780287AA6 |
| — | NATIONAL HEALTH INVESTORS INC | 17,167,000 | $19.03M | 0.9% | $1.11 | $0.99 | — | NOTE 3 250 4/0 | 63633DAE4 |
| — | B2GOLD CORPORATION | 17,715,000 | $17.54M | 0.8% | $0.99 | $0.95 | — | NOTE 3 250 10/0 | 11777QAB6 |
| — | ENERNOC INC | 22,240,000 | $16.07M | 0.7% | $0.72 | $0.70 | — | DBCV 2 250 8/1 | 292764AB3 |
| JNJ | JOHNSON & JOHNSON | 127,000 | $15.4M | 0.7% | $121.30 * | $87.05 | 0.0% | COM | 478160104 |
| — | WORKDAY INC | 12,785,000 | $14.91M | 0.7% | $1.17 | $1.18 | — | NOTE 1 500 7/1 | 98138HAD3 |
| — | AKAMAI TECH | 15,000,000 | $14.81M | 0.7% | $0.99 | $0.96 | — | DBCV 2/1 | 00971TAG6 |
| — | CEMEX S A | 13,210,000 | $13.63M | 0.6% | $1.03 | $1.04 | — | NOTE 3 750 3/1 | 151290BC6 |
| — | GENERAL MOTORS CORP | 1,132,476 | $11.86M | 0.6% | $10.47 | $15.80 | — | *W EXP 07/10/201 | 37045V126 |
| — | SPECTRANETICS CORPORATION | 12,256,000 | $10.95M | 0.5% | $0.89 | $1.03 | — | MTNF 2 625 6/0 | 84760CAA5 |
| — | RESOURCE CAPITAL CORPORATION | 10,815,000 | $10.63M | 0.5% | $0.98 | $0.97 | — | NOTE 8 000 1/1 | 76120WAB0 |
| — | TELIGENT INC | 11,747,000 | $10.62M | 0.5% | $0.90 | $0.85 | — | NOTE 3 750 12/1 | 449575AB5 |
| — | ICONIX BRAND GROUP INC | 11,770,000 | $9.593M | 0.4% | $0.82 | $1.08 | — | NOTE 1 500 3/1 | 451055AF4 |
| — | WELLS FARGO & COMPANY | 7,069 | $9.084M | 0.4% | $1285.05 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | AEGERION PHARMACEUTICALS | 15,070,000 | $8.505M | 0.4% | $0.56 | $0.75 | — | NOTE 2 000 8/1 | 00767EAB8 |
| — | SOLAZYME INC | 15,510,000 | $8.126M | 0.4% | $0.52 | $1.13 | — | NOTE 5 000 10/0 | 83415TAC5 |
| — | PDL BIOPHARMA INC | 8,340,000 | $7.913M | 0.4% | $0.95 | $0.92 | — | NOTE 4 000 2/0 | 69329YAF1 |
| — | ALTRA HOLDINGS INC | 6,275,000 | $7.162M | 0.3% | $1.14 | $1.11 | — | NOTE 2 750 3/0 | 02208RAE6 |
| — | KEYCORP | 48,236 | $6.452M | 0.3% | $133.76 | $130.99 | — | PFD 7 75 SR A | 493267405 |
| — | WORKDAY INC | 5,715,000 | $6.369M | 0.3% | $1.11 | $1.13 | — | NOTE 0 750 7/1 | 98138HAC5 |
| — | RADIO ONE INC | 1,977,509 | $6.308M | 0.3% | $3.19 | $2.32 | — | CL D NON VTG | 75040P405 |
| — | NXP SEMICONDUCTORS NV | 5,450,000 | $5.934M | 0.3% | $1.09 | $1.10 | — | DBCV 1 000 12/0 | 62952QAB6 |
| — | INTEGRATED DEVICE TECH | 6,020,000 | $5.862M | 0.3% | $0.97 | $1.01 | — | NOTE 0 875 11/1 | 458118AB2 |
| — | SEACOR HOLDING INC | 5,580,000 | $5.441M | 0.3% | $0.98 | $1.21 | — | NOTE 2 500 12/1 | 811904AM3 |
| — | INTERDIGITAL INC | 5,195,000 | $5.425M | 0.3% | $1.04 | $1.03 | — | NOTE 1 500 3/0 | 458660AD9 |
| — | AMYRIS | 15,037,000 | $5.263M | 0.2% | $0.35 | $0.70 | — | NOTE 6 500 5/1 | 03236MAC5 |
| — | SOLAZYME INC | 8,590,000 | $5.111M | 0.2% | $0.59 | $1.54 | — | NOTE 6 000 2/0 | 83415TAB7 |
| — | MONSTER WORLDWIDE | 5,350,000 | $4.668M | 0.2% | $0.87 | $0.92 | — | NOTE 3 500 10/1 | 611742AB3 |
| — | SEQUENOM INC | 7,870,000 | $4.643M | 0.2% | $0.59 | $0.97 | — | NOTE 5 000 1/0 | 817337AC2 |
| — | BGC PARTNERS INC | 4,339,000 | $4.337M | 0.2% | $1.00 | $1.05 | — | NOTE 4 500 7/1 | 05541TAD3 |
| — | IONIS PHARMACEUTICALS INC | 6,045,000 | $4.281M | 0.2% | $0.71 | $0.97 | — | NOTE 1 000 11/1 | 464337AJ3 |
| — | EZCORP INC | 4,875,000 | $4.089M | 0.2% | $0.84 | $0.72 | — | NOTE 2 625 6/1 | 302301AB2 |
| — | IRIDIUM COMMUNICATIONS | 11,230 | $3.695M | 0.2% | $329.03 | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 4,980,000 | $3.636M | 0.2% | $0.73 | $0.75 | — | NOTE 2 750 2/1 | 37951DAB8 |
| — | MERCADOLIBRE INC | 2,590,000 | $3.276M | 0.2% | $1.26 | $0.98 | — | NOTE 2 250 7/0 | 58733RAB8 |
| — | PRICELINE COM | 2,740,000 | $2.786M | 0.1% | $1.02 | $1.01 | — | NOTE 0 900 9/1 | 741503AX4 |
| — | SAFEGUARD SCIENTIFICS | 2,650,000 | $2.706M | 0.1% | $1.02 | $1.37 | — | DBCV 5 250 5/1 | 786449AK4 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 171,671 | $2.307M | 0.1% | $13.44 | $15.30 | — | COM | 27828H105 |
| — | ANTHEM INC | 1,250,000 | $2.292M | 0.1% | $1.83 | $2.06 | — | NOTE 2 750 10/1 | 94973VBG1 |
| — | SPIRIT REALTY CAPITAL INC | 1,940,000 | $2.081M | 0.1% | $1.07 | $1.00 | — | NOTE 2 875 5/1 | 84860WAA0 |
| — | FXCM INC | 5,375,000 | $1.922M | 0.1% | $0.36 | $1.01 | — | NOTE 2 250 6/1 | 302693AB2 |
| — | COLONY CAPITAL INC | 1,995,000 | $1.92M | 0.1% | $0.96 | $1.02 | — | NOTE 5 000 4/1 | 19624RAA4 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 2,340,000 | $1.881M | 0.1% | $0.80 | $0.82 | — | NOTE 4 000 11/0 | Y0020QAA9 |
| — | SEACOR HOLDING INC | 2,145,000 | $1.729M | 0.1% | $0.81 | $0.93 | — | NOTE 3 000 11/1 | 81170YAB5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 214,018 | $1.729M | 0.1% | $8.08 | $9.60 | — | COM SHS | 67073D102 |
| — | EURONET WORLDWIDE INC | 1,500,000 | $1.725M | 0.1% | $1.15 | $1.18 | — | NOTE 1 500 10/0 | 298736AH2 |
| — | EMMIS COMMUNICATIONS | 2,362,157 | $1.718M | 0.1% | $0.73 | $1.54 | — | CL A | 291525103 |
| — | CUMULUS MEDIA INC | 5,436,616 | $1.685M | 0.1% | $0.31 | $1.74 | — | CL A | 231082108 |
| — | GSV CAPITAL CORP | 1,595,000 | $1.468M | 0.1% | $0.92 | $0.93 | — | NOTE 5 250 9/1 | 36191JAB7 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,500,000 | $1.453M | 0.1% | $0.97 | $0.81 | — | NOTE 6 250 5/0 | 01167PAE1 |
| — | MICRON TECHNOLOGY INC | 1,805,000 | $1.376M | 0.1% | $0.76 | $0.96 | — | NOTE 3 000 11/1 | 595112AY9 |
| — | HORNBECK OFFSHORE SERVICES INC | 2,140,000 | $1.236M | 0.1% | $0.58 | $1.29 | — | NOTE 1 500 9/0 | 440543AN6 |
| — | DEPOMED INC | 1,000,000 | $1.211M | 0.1% | $1.21 | $1.06 | — | NOTE 2 500 9/0 | 249908AA2 |
| — | SERVICESOURCE INTERNATIONAL INC | 1,380,000 | $1.203M | 0.1% | $0.87 | $0.77 | — | NOTE 1 500 8/0 | 81763UAB6 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,400,000 | $1.124M | 0.1% | $0.80 | $0.80 | — | NOTE 2 250 12/1 | 165167CB1 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC | 1,000,000 | $989K | 0.0% | $0.99 | $0.93 | — | NOTE 3 000 8/0 | 02917TAA2 |
| — | FELCOR LODGING TRUST INC | 37,500 | $942K | 0.0% | $25.12 | $25.12 | — | PFD CV A $1 95 | 31430F200 |
| — | JP MORGAN CHASE & CO | 46,000 | $932K | 0.0% | $20.26 | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | BANK OF AMERICA | 238,568 | $830K | 0.0% | $3.48 | $5.91 | — | *W EXP 01/16/201 | 060505146 |
| — | ICONIX BRAND GROUP INC | 112,096 | $758K | 0.0% | $6.76 | $6.76 | — | COM | 451055107 |
| — | LIBERTY MEDIA | 1,310,000 | $747K | 0.0% | $0.57 | $0.59 | — | DEB 3 750 2/1 | 530715AL5 |
| — | REDWOOD TRUST INC | 600,000 | $591K | 0.0% | $0.98 | $0.93 | — | NOTE 5 625 11/1 | 749772AB5 |
| — | CAPITAL ONE FINANCIAL CORPORATION | 23,500 | $560K | 0.0% | $23.83 | $23.83 | — | *W EXP 11/14/201 | 14040H139 |
| — | BLACKROCK DEBT STRATEGIES FUND INC | 152,006 | $537K | 0.0% | $3.53 | $3.99 | — | COM | 09255R103 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 700,000 | $492K | 0.0% | $0.70 | $0.82 | — | NOTE 5 250 3/0 | 60786LAB3 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $450K | 0.0% | $0.23 | $0.23 | — | DBCV 4 250 4/0 ADDED | 71426VAK4 |
| — | SPIRIT REALTY CAPITAL INC | 370,000 | $415K | 0.0% | $1.12 | $1.12 | — | NOTE 3 750 5/1 | 84860WAB8 |
| — | SUNEDISON INC | 6,430,000 | $322K | 0.0% | $0.05 | $0.04 | — | NOTE 2 375 4/1 | 86732YAH2 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 29,447 | $302K | 0.0% | $10.26 | $12.19 | — | COM SHS | 6706EN100 |
| — | NUVEEN FLOATING RATE INCOME FUND | 26,758 | $277K | 0.0% | $10.35 | $11.97 | — | COM | 67072T108 |
| — | ANI PHARMACEUTICALS INC | 200,000 | $217K | 0.0% | $1.08 | $0.93 | — | NOTE 3 000 12/0 | 00182CAA1 |
| — | KINDER MORGAN ENERGY PARTNERS | 12,576,332 | $205K | 0.0% | $0.02 | $3.76 | — | *W EXP 05/25/201 | 49456B119 |
| — | BROOKDALE SENIOR LIVING INC | 200,000 | $198K | 0.0% | $0.99 | $1.13 | — | NOTE 2 750 6/1 | 112463AA2 |
| — | DURECT CORPORATION | 125,841 | $154K | 0.0% | $1.22 | $1.05 | — | COM | 266605104 |
| — | SUNEDISON INC | 2,400,000 | $120K | 0.0% | $0.05 | $0.54 | — | NOTE 2 000 10/0 | 86732YAC3 |
| — | EASTMAN KODAK | 13,144 | $53,000 | 0.0% | $4.03 | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 13,144 | $45,000 | 0.0% | $3.42 | $16.19 | — | *W EXP 09/03/201 | 277461141 |