Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 4, 2016
Total Value: $2.165B (1.7% shares, 98.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE COM | 82,954,000 | $131M | 6.1% | $1.38 | — | NOTE 1 000 3/1 | 741503AQ9 |
| — | TEVA PHARM | 95,823,000 | $114M | 5.3% | $1.09 | — | DBCV 0 250 2/0 | 88163VAE9 |
| — | LIBERTY MEDIA | 103,683,000 | $109M | 5.0% | $0.99 | — | NOTE 1 375 10/1 | 531229AB8 |
| — | CITRIX SYSTEMS INC | 83,416,000 | $94.5M | 4.4% | $1.12 | — | NOTE 0 500 4/1 | 177376AD2 |
| — | INTEL CORPORATION | 46,012,000 | $84.23M | 3.9% | $1.28 | — | SDCV 3 250 8/0 | 458140AF7 |
| — | WELLTOWER INC | 1,256,338 | $83.83M | 3.9% | $61.32 | — | 6 50 PFD PREPET | 95040Q203 |
| — | JOHNSON & JOHNSON | 49,613,000 | $80.69M | 3.7% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | PROSPECT CAPITAL CORPORATION | 80,864,000 | $80.06M | 3.7% | $0.94 | — | NOTE 4 750 4/1 | 74348TAQ5 |
| — | ALCOA INC | 69,973,000 | $74.78M | 3.5% | $1.05 | — | NOTE 1 625 10/1 | 74973WAB3 |
| — | JANUS CAPITAL GROUP INC | 46,701,000 | $63.89M | 3.0% | $1.27 | — | NOTE 0 750 7/1 | 47102XAH8 |
| — | STILLWATER MINING CO | 52,461,000 | $63.28M | 2.9% | $1.07 | — | NOTE 1 750 10/1 | 86074QAL6 |
| — | AIR LEASE CORPORATION | 49,213,000 | $61.09M | 2.8% | $1.33 | — | NOTE 3 875 12/0 | 00912XAK0 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 48,153,000 | $56.7M | 2.6% | $1.14 | — | NOTE 2 875 7/1 | 55608BAA3 |
| — | LAM RESEARCH CORPORATION | 31,510,000 | $50.3M | 2.3% | $1.60 | — | NOTE 1 250 5/1 | 512807AL2 |
| — | TRINITY INDUSTRIES INC | 39,130,000 | $46.96M | 2.2% | $1.20 | — | NOTE 3 875 6/0 | 896522AF6 |
| — | RED HAT INC | 34,500,000 | $43.8M | 2.0% | $1.25 | — | NOTE 0 250 10/0 | 756577AD4 |
| — | RPM INTERNATIONAL INC | 33,640,000 | $40.41M | 1.9% | $1.13 | — | NOTE 2 250 12/1 | 749685AT0 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 790,431 | $39.56M | 1.8% | $50.10 | — | UNIT 11/01/2051 | 64944P307 |
| — | ELECTRONICS FOR IMAGING | 35,272,000 | $39.15M | 1.8% | $1.03 | — | NOTE 0 750 9/0 | 286082AC6 |
| — | XILINX INC | 20,720,000 | $38.98M | 1.8% | $1.43 | — | NOTE 2 625 6/1 | 983919AF8 |
| — | ALON USA ENERGY INC | 40,309,000 | $38.62M | 1.8% | $0.94 | — | NOTE 3 000 9/1 | 020520AB8 |
| — | COLONY CAPITAL INC | 39,525,000 | $38.46M | 1.8% | $1.01 | — | NOTE 3 875 1/1 | 19624RAB2 |
| — | SALESFORCE COM INC | 31,095,000 | $37.27M | 1.7% | $1.24 | — | NOTE 0 250 4/0 | 79466LAD6 |
| — | MICROCHIP TECHNOLOGY INC | 28,212,000 | $36.11M | 1.7% | $1.02 | — | NOTE 1 625 2/1 | 595017AD6 |
| — | INTEL CORP | 24,890,000 | $34.4M | 1.6% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | DYCOM INDUSTRIES INC | 29,580,000 | $32.39M | 1.5% | $1.09 | — | NOTE 0 750 9/1 | 267475AB7 |
| — | COWEN GROUP INC | 32,792,000 | $32.01M | 1.5% | $1.02 | — | NOTE 3 000 3/1 | 223622AB7 |
| — | GREENBRIER COMPANIES | 26,569,000 | $30.19M | 1.4% | $1.28 | — | NOTE 3 500 4/0 | 393657AH4 |
| — | TPG SPECIALTY LENDING INC | 28,760,000 | $29.75M | 1.4% | $1.01 | — | NOTE 4 500 12/1 | 87265KAB8 |
| — | LABORATORY CORP OF AMER HLDGS | 15,963,000 | $29.37M | 1.4% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | CARRIAGE SERVICES | 24,274,000 | $28.52M | 1.3% | $1.19 | — | NOTE 2 750 3/1 | 143905AM9 |
| — | PORTFOLIO RECOVERY ASSOCIATES INC | 30,748,000 | $27.84M | 1.3% | $0.95 | — | NOTE 3 000 8/0 | 73640QAB1 |
| — | MOLINA HEALTHCARE INC | 20,275,000 | $24.11M | 1.1% | $1.16 | — | DBCV 1 625 8/1 | 60855RAD2 |
| — | WEATHERFORD INTERNATIONAL LIMITED | 19,640,000 | $22.08M | 1.0% | $1.09 | — | NOTE 5 875 7/0 | 947075AH0 |
| — | CORENERGY INFRASTRUCTURE TRUST | 21,730,000 | $22.07M | 1.0% | $0.90 | — | NOTE 7 000 6/1 | 21870UAA4 |
| — | KEYW HOLDING CORP | 21,805,000 | $21.26M | 1.0% | $0.98 | — | NOTE 2 500 7/1 | 493723AA8 |
| — | ROYAL GOLD INC | 18,583,000 | $20.89M | 1.0% | $1.00 | — | NOTE 2 875 6/1 | 780287AA6 |
| — | NATIONAL HEALTH INVESTORS INC | 17,167,000 | $19.7M | 0.9% | $0.99 | — | NOTE 3 250 4/0 | 63633DAE4 |
| — | B2GOLD CORPORATION | 15,855,000 | $16.27M | 0.8% | $0.95 | — | NOTE 3 250 10/0 | 11777QAB6 |
| — | GENERAL MOTORS CORP | 1,132,476 | $15.81M | 0.7% | $15.80 | — | *W EXP 07/10/201 | 37045V126 |
| — | ENERNOC INC | 19,980,000 | $14.71M | 0.7% | $0.70 | — | DBCV 2 250 8/1 | 292764AB3 |
| — | CEMEX S A | 11,170,000 | $12.54M | 0.6% | $1.04 | — | NOTE 3 750 3/1 | 151290BC6 |
| — | AKAMAI TECH | 11,650,000 | $11.42M | 0.5% | $0.96 | — | DBCV 2/1 | 00971TAG6 |
| — | SPECTRANETICS CORPORATION | 10,511,000 | $11.17M | 0.5% | $1.03 | — | MTNF 2 625 6/0 | 84760CAA5 |
| — | TELIGENT INC | 11,036,000 | $10.64M | 0.5% | $0.85 | — | NOTE 3 750 12/1 | 449575AB5 |
| — | AMTRUST FINANCIAL SERVICES INC | 11,560,000 | $10.04M | 0.5% | $0.87 | — | NOTE 2 750 12/1 | 032359AG6 |
| — | RESOURCE CAPITAL CORPORATION | 9,550,000 | $9.598M | 0.4% | $0.97 | — | NOTE 8 000 1/1 | 76120WAB0 |
| — | WELLS FARGO & COMPANY | 7,069 | $9.252M | 0.4% | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | ALTRA HOLDINGS INC | 7,465,000 | $8.93M | 0.4% | $1.12 | — | NOTE 2 750 3/0 | 02208RAE6 |
| — | ICONIX BRAND GROUP INC | 10,115,000 | $8.743M | 0.4% | $1.08 | — | NOTE 1 500 3/1 | 451055AF4 |
| — | TERRAVIA HOLDINGS | 15,510,000 | $8.143M | 0.4% | $1.13 | — | NOTE 5 000 10/0 | 83415TAC5 |
| — | TRULIA INC | 4,491,000 | $6.894M | 0.3% | $1.16 | — | NOTE 2 750 12/1 | 897888AB9 |
| — | NXP SEMICONDUCTORS NV | 5,450,000 | $6.492M | 0.3% | $1.10 | — | DBCV 1 000 12/0 | 62952QAB6 |
| — | TERRAVIA HOLDINGS | 8,590,000 | $5.755M | 0.3% | $1.54 | — | NOTE 6 000 2/0 | 83415TAB7 |
| — | AMYRIS | 14,932,000 | $5.525M | 0.3% | $0.70 | — | NOTE 6 500 5/1 | 03236MAC5 |
| — | RADIO ONE INC | 1,706,031 | $5.169M | 0.2% | $2.32 | — | CL D NON VTG | 75040P405 |
| — | INTERDIGITAL INC | 3,750,000 | $4.549M | 0.2% | $1.03 | — | NOTE 1 500 3/0 | 458660AD9 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 4,740,000 | $3.946M | 0.2% | $0.75 | — | NOTE 2 750 2/1 | 37951DAB8 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 252,198 | $3.458M | 0.2% | $14.79 | — | COM | 27828H105 |
| — | IRIDIUM COMMUNICATIONS | 10,580 | $3.169M | 0.1% | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | PRICELINE COM | 2,740,000 | $2.943M | 0.1% | $1.01 | — | NOTE 0 900 9/1 | 741503AX4 |
| — | WEBMD HEALTH CORP | 2,500,000 | $2.605M | 0.1% | $1.04 | — | NOTE 2 500 1/3 | 94770VAF9 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.576M | 0.1% | $9.27 | — | COM SHS | 67073D102 |
| — | SAFEGUARD SCIENTIFICS | 2,450,000 | $2.507M | 0.1% | $1.37 | — | DBCV 5 250 5/1 | 786449AK4 |
| EMMS | EMMIS COMMUNICATIONS | 611,585 | $2.477M | 0.1% | $3.71 | 0.0% | COM NEW CL A | 291525400 |
| — | ANTHEM INC | 1,250,000 | $2.192M | 0.1% | $2.06 | — | NOTE 2 750 10/1 | 94973VBG1 |
| — | SPIRIT REALTY CAPITAL INC | 1,940,000 | $2.147M | 0.1% | $1.00 | — | NOTE 2 875 5/1 | 84860WAA0 |
| — | FXCM INC | 4,745,000 | $2.086M | 0.1% | $1.01 | — | NOTE 2 250 6/1 | 302693AB2 |
| — | COLONY CAPITAL INC | 2,020,000 | $2.009M | 0.1% | $1.02 | — | NOTE 5 000 4/1 | 19624RAA4 |
| — | CUMULUS MEDIA INC | 5,436,616 | $1.794M | 0.1% | $1.74 | — | CL A | 231082108 |
| — | KEYCORP | 11,713 | $1.599M | 0.1% | $130.99 | — | PFD 7 75 SR A | 493267405 |
| — | BANK OF AMERICA | 343,568 | $1.587M | 0.1% | $5.52 | — | *W EXP 01/16/201 | 060505146 |
| — | PDL BIOPHARMA INC | 1,580,000 | $1.539M | 0.1% | $0.92 | — | NOTE 4 000 2/0 | 69329YAF1 |
| — | GSV CAPITAL CORP | 1,595,000 | $1.463M | 0.1% | $0.93 | — | NOTE 5 250 9/1 | 36191JAB7 |
| — | SEACOR HOLDING INC | 1,785,000 | $1.456M | 0.1% | $0.93 | — | NOTE 3 000 11/1 | 81170YAB5 |
| — | DEPOMED INC | 1,000,000 | $1.429M | 0.1% | $1.06 | — | NOTE 2 500 9/0 | 249908AA2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 1,185,000 | $1.185M | 0.1% | $0.82 | — | NOTE 4 000 11/0 | Y0020QAA9 |
| — | QUANTUM CORP | 1,100,000 | $1.04M | 0.0% | $0.95 | — | NOTE 4 500 11/1 | 747906AJ4 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC | 1,000,000 | $1M | 0.0% | $0.93 | — | NOTE 3 000 8/0 | 02917TAA2 |
| — | HORNBECK OFFSHORE SERVICES INC | 1,670,000 | $969K | 0.0% | $1.29 | — | NOTE 1 500 9/0 | 440543AN6 |
| — | PRICELINE COM | 740,000 | $948K | 0.0% | $1.28 | — | NOTE 0 350 6/1 | 741503AS5 |
| — | FELCOR LODGING TRUST INC | 37,500 | $940K | 0.0% | $25.12 | — | PFD CV A $1 95 | 31430F200 |
| — | BROOKFIELD TOTAL RETURN FUND | 37,929 | $850K | 0.0% | $22.41 | — | COM | 11283U108 |
| — | LIBERTY MEDIA | 1,310,000 | $794K | 0.0% | $0.59 | — | DEB 3 750 2/1 | 530715AL5 |
| — | EURONET WORLDWIDE INC | 560,000 | $708K | 0.0% | $1.18 | — | NOTE 1 500 10/0 | 298736AH2 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 40,640 | $684K | 0.0% | $16.83 | — | COM | 67074X107 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $650K | 0.0% | $0.23 | — | DBCV 4 250 4/0 | 71426VAK4 |
| — | REDWOOD TRUST INC | 600,000 | $611K | 0.0% | $0.93 | — | NOTE 5 625 11/1 | 749772AB5 |
| — | COHEN & STEERS CLOSED-END OPPORTUNITY FUND | 49,031 | $603K | 0.0% | $12.30 | — | COM | 19248P106 |
| — | DUFF & PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $578K | 0.0% | $17.08 | — | COM | 26433C105 |
| — | CAPITAL ONE FINANCIAL CORPORATION | 18,940 | $576K | 0.0% | $23.83 | — | *W EXP 11/14/201 | 14040H139 |
| — | COHEN & STEERS INFRASTRUCTURE FUND | 26,758 | $576K | 0.0% | $21.53 | — | COM | 19248A109 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 700,000 | $566K | 0.0% | $0.82 | — | NOTE 5 250 3/0 | 60786LAB3 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $564K | 0.0% | $11.80 | — | COM | 72369J102 |
| — | BLACKSTONE / GSO SENIOR FLOATING RATE TERM FUND | 33,375 | $562K | 0.0% | $16.84 | — | COM | 09256U105 |
| — | GABELLI CONVERTIBLE AND INCOME FUND | 30,347 | $555K | 0.0% | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | BLACKROCK DEBT STRATEGIES FUND INC | 152,006 | $555K | 0.0% | $3.99 | — | COM | 09255R103 |
| — | INTEGRATED DEVICE TECH | 480,000 | $487K | 0.0% | $1.01 | — | NOTE 0 875 11/1 | 458118AB2 |
| — | SPIRIT REALTY CAPITAL INC | 370,000 | $420K | 0.0% | $1.12 | — | NOTE 3 750 5/1 | 84860WAB8 |
| — | DURECT CORPORATION | 255,000 | $354K | 0.0% | $1.22 | — | COM | 266605104 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 29,447 | $326K | 0.0% | $12.19 | — | COM SHS | 6706EN100 |
| — | NUVEEN FLOATING RATE INCOME FUND | 26,758 | $295K | 0.0% | $11.97 | — | COM | 67072T108 |
| — | AMERICAN INTERNATIONAL GROUP | 12,220 | $259K | 0.0% | $21.19 | — | *W EXP 01/19/202 | 026874156 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $255K | 0.0% | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $246K | 0.0% | $16.96 | — | COM | 037636107 |
| — | GDL FUND | 22,652 | $225K | 0.0% | $9.93 | — | COM SH BEN IT | 361570104 |
| — | NUVEEN SENIOR INCOME FUND SBI | 33,844 | $221K | 0.0% | $6.53 | — | COM | 67067Y104 |
| — | KINDER MORGAN ENERGY PARTNERS | 12,576,332 | $189K | 0.0% | $3.76 | — | *W EXP 05/25/201 | 49456B119 |
| — | EASTMAN KODAK | 11,700 | $43,000 | 0.0% | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 11,700 | $31,000 | 0.0% | $16.19 | — | *W EXP 09/03/201 | 277461141 |