Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Jan 30, 2017
Total Value: $2.097B (4.9% shares, 95.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TEVA PHARM | 96,368,000 | $107M | 5.1% | $1.11 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | LIBERTY MEDIA | 92,863,000 | $100M | 4.8% | $1.08 | $0.99 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | CITRIX SYSTEMS INC. | 81,357,000 | $94.11M | 4.5% | $1.16 | $1.12 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | PRICELINE.COM | 59,324,000 | $93.4M | 4.5% | $1.57 | $1.38 | — | NOTE 1.000 3/1 | 741503AQ9 |
| — | ARCONIC INC | 79,083,000 | $82.05M | 3.9% | $1.04 | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | JOHNSON JOHNSON | 44,733,000 | $70.85M | 3.4% | $1.58 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | WELLTOWER INC | 1,170,898 | $70.15M | 3.3% | $59.91 | $61.32 | — | 6.50 PFD PREPET | 95040Q203 |
| — | INTEL CORPORATION | 38,672,000 | $68.28M | 3.3% | $1.77 | $1.28 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | PROSPECT CAPITAL CORPORATION | 67,729,000 | $66.38M | 3.2% | $0.98 | $0.94 | — | NOTE 4.750 4/1 | 74348TAQ5 |
| — | JANUS CAPITAL GROUP INC | 47,881,000 | $63.15M | 3.0% | $1.32 | $1.27 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | SALESFORCE.COM INC. | 53,550,000 | $62.32M | 3.0% | $1.16 | $1.21 | — | NOTE 0.250 4/0 | 79466LAD6 |
| — | AIR LEASE CORPORATION | 45,779,000 | $61.97M | 3.0% | $1.35 | $1.33 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 49,903,000 | $58.42M | 2.8% | $1.17 | $1.14 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | STILLWATER MINING CO. | 38,436,000 | $49.17M | 2.3% | $1.28 | $1.07 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | RED HAT INC | 40,715,000 | $47.87M | 2.3% | $1.18 | $1.24 | — | NOTE 0.250 10/0 | 756577AD4 |
| — | DYCOM INDUSTRIES INC | 43,693,000 | $47.65M | 2.3% | $1.09 | $1.09 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | LAM RESEARCH CORPORATION | 26,840,000 | $47.12M | 2.2% | $1.76 | $1.60 | — | NOTE 1.250 5/1 | 512807AL2 |
| — | TRINITY INDUSTRIES INC | 36,050,000 | $46.37M | 2.2% | $1.29 | $1.20 | — | NOTE 3.875 6/0 | 896522AF6 |
| — | RPM INTERNATIONAL INC | 38,267,000 | $46.02M | 2.2% | $1.20 | $1.14 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 811,931 | $40.65M | 1.9% | $50.06 | $50.10 | — | UNIT 11/01/2051 | 64944P307 |
| — | WORKDAY INC | 36,468,000 | $40.25M | 1.9% | $1.10 | $1.10 | — | NOTE 1.500 7/1 | 98138HAD3 |
| — | INTEL CORP | 28,630,000 | $38.74M | 1.8% | $1.35 | $1.28 | — | SDCV 12/1 | 458140AD2 |
| — | GREENBRIER COMPANIES | 29,343,000 | $36.83M | 1.8% | $1.25 | $1.28 | — | NOTE 3.500 4/0 | 393657AH4 |
| — | COLONY CAPITAL INC | 34,725,000 | $34.94M | 1.7% | $1.01 | $1.01 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | MICROCHIP TECHNOLOGY INC | 24,182,000 | $31.38M | 1.5% | $1.30 | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | COWEN GROUP INC. | 30,972,000 | $31.05M | 1.5% | $1.00 | $1.02 | — | NOTE 3.000 3/1 | 223622AB7 |
| — | CARRIAGE SERVICES | 20,017,000 | $27.1M | 1.3% | $1.35 | $1.19 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | MOLINA HEALTHCARE INC | 23,715,000 | $27.04M | 1.3% | $1.14 | $1.16 | — | DBCV 1.625 8/1 | 60855RAD2 |
| — | ELECTRONICS FOR IMAGING | 24,412,000 | $25.83M | 1.2% | $1.06 | $1.03 | — | NOTE 0.750 9/0 | 286082AC6 |
| — | PORTFOLIO RECOVERY ASSOCIATES INC. | 25,923,000 | $24.55M | 1.2% | $0.95 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | CORENERGY INFRASTRUCTURE TRUST | 21,411,000 | $24.14M | 1.2% | $1.13 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | NATIONAL HEALTH INVESTORS INC. | 21,217,000 | $23.88M | 1.1% | $1.13 | $1.02 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | ALON USA ENERGY INC. | 21,459,000 | $22.72M | 1.1% | $1.06 | $0.94 | — | NOTE 3.000 9/1 | 020520AB8 |
| — | LABORATORY CORP OF AMER HLDGS | 12,578,000 | $21.66M | 1.0% | $1.72 | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | ROYAL GOLD INC | 20,083,000 | $21.33M | 1.0% | $1.06 | $1.00 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | ACETO CORP | 19,389,000 | $18.72M | 0.9% | $0.97 | $0.97 | — | NOTE 2.000 11/0 ADDED | 004446AD2 |
| — | KEYW HOLDING CORP. | 17,610,000 | $17.87M | 0.9% | $1.01 | $0.98 | — | NOTE 2.500 7/1 | 493723AA8 |
| — | SILVER STANDARD RESOURCES INC | 18,285,000 | $16.94M | 0.8% | $0.93 | $0.93 | — | NOTE 2.875 2/0 ADDED | 82823LAC0 |
| — | ENERNOC INC. | 19,980,000 | $15.88M | 0.8% | $0.79 | $0.70 | — | DBCV 2.250 8/1 | 292764AB3 |
| — | HARMONIC INC | 13,370,000 | $15.05M | 0.7% | $1.13 | $1.13 | — | NOTE 4.000 12/0 ADDED | 413160AB8 |
| — | GENERAL MOTORS CORP - CLASS B | 856,876 | $14.7M | 0.7% | $17.16 | $15.80 | — | *W EXP 07/10/201 | 37045V126 |
| — | B2GOLD CORPORATION | 14,285,000 | $14.46M | 0.7% | $1.01 | $0.95 | — | NOTE 3.250 10/0 | 11777QAB6 |
| — | EURONET WORLDWIDE INC | 12,410,000 | $14.46M | 0.7% | $1.17 | $1.17 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | TPG SPECIALTY LENDING INC. | 13,192,000 | $13.51M | 0.6% | $1.02 | $1.01 | — | NOTE 4.500 12/1 | 87265KAB8 |
| — | TELIGENT INC | 13,912,000 | $13.04M | 0.6% | $0.94 | $0.87 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | SPECTRANETICS CORPORATION | 10,671,000 | $11.09M | 0.5% | $1.04 | $1.03 | — | MTNF 2.625 6/0 | 84760CAA5 |
| — | HEALTHSOUTH CORP | 9,225,000 | $10.99M | 0.5% | $1.19 | $1.19 | — | DEBT 2.000 12/0 ADDED | 421924BL4 |
| — | AKAMAI TECH | 10,510,000 | $10.95M | 0.5% | $1.04 | $0.96 | — | DBCV 2/1 | 00971TAG6 |
| — | ALTRA HOLDINGS INC | 6,695,000 | $9.565M | 0.5% | $1.43 | $1.12 | — | NOTE 2.750 3/0 | 02208RAE6 |
| — | AMTRUST FINANCIAL SERVICES INC | 10,870,000 | $9.369M | 0.4% | $0.86 | $0.87 | — | NOTE 2.750 12/1 | 032359AG6 |
| — | AMYRIS | 14,932,000 | $8.959M | 0.4% | $0.60 | $0.70 | — | NOTE 6.500 5/1 | 03236MAC5 |
| — | WELLS FARGO COMPANY | 7,069 | $8.394M | 0.4% | $1187.44 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | PDL BIOPHARMA INC | 9,560,000 | $7.839M | 0.4% | $0.82 | $0.82 | — | NOTE 2.750 12/0 ADDED | 69329YAG9 |
| — | INTERDIGITAL INC | 5,250,000 | $7.134M | 0.3% | $1.36 | $1.12 | — | NOTE 1.500 3/0 | 458660AD9 |
| — | TERRAVIA HOLDINGS | 15,510,000 | $6.98M | 0.3% | $0.45 | $1.13 | — | NOTE 5.000 10/0 | 83415TAC5 |
| — | ICONIX BRAND GROUP INC | 6,395,000 | $6.051M | 0.3% | $0.95 | $1.08 | — | NOTE 1.500 3/1 | 451055AF4 |
| — | VITAMIN SHOPPE INC | 5,680,000 | $5.29M | 0.3% | $0.93 | $0.93 | — | NOTE 2.250 12/0 ADDED | 92849EAB7 |
| — | RADIO ONE INC | 1,753,784 | $5.174M | 0.2% | $2.95 | $2.33 | — | CL D NON VTG | 75040P405 |
| — | TERRAVIA HOLDINGS | 7,160,000 | $4.69M | 0.2% | $0.66 | $1.54 | — | NOTE 6.000 2/0 | 83415TAB7 |
| — | MACQUARIE INFRASTRUCTURE | 4,525,000 | $4.577M | 0.2% | $1.01 | $1.01 | — | NOTE 2.000 10/0 ADDED | 55608BAB1 |
| — | RESOURCE CAPITAL CORPORATION | 4,705,000 | $4.499M | 0.2% | $0.96 | $0.97 | — | NOTE 8.000 1/1 | 76120WAB0 |
| — | GLOBAL EAGLE ENTERTAINMENT INC. | 4,740,000 | $3.739M | 0.2% | $0.79 | $0.75 | — | NOTE 2.750 2/1 | 37951DAB8 |
| — | IRIDIUM COMMUNICATIONS | 10,580 | $3.642M | 0.2% | $344.23 | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 252,198 | $3.46M | 0.2% | $13.72 | $14.79 | — | COM | 27828H105 |
| — | WEBMD HEALTH CORP. | 3,021,000 | $3.419M | 0.2% | $1.13 | $1.13 | — | NOTE 1.500 12/0 | 94770VAK8 |
| — | PRICELINE.COM | 2,740,000 | $2.902M | 0.1% | $1.06 | $1.01 | — | NOTE 0.900 9/1 | 741503AX4 |
| EMMS | EMMIS COMMUNICATIONS | 793,654 | $2.69M | 0.1% | $3.39 * | $3.61 | -8.8% | COM NEW CL A | 291525400 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.689M | 0.1% | $8.85 | $9.27 | — | COM SHS | 67073D102 |
| — | FXCM INC. | 4,745,000 | $2.586M | 0.1% | $0.54 | $1.01 | — | NOTE 2.250 6/1 | 302693AB2 |
| — | SAFEGUARD SCIENTIFICS | 2,450,000 | $2.545M | 0.1% | $1.04 | $1.37 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | SEACOR HOLDING INC | 2,785,000 | $2.466M | 0.1% | $0.89 | $0.91 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | COLONY CAPITAL INC | 2,020,000 | $2.072M | 0.1% | $1.03 | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | SPIRIT REALTY CAPITAL INC. | 1,940,000 | $2.024M | 0.1% | $1.04 | $1.00 | — | NOTE 2.875 5/1 | 84860WAA0 |
| — | KEYCORP | 14,664 | $1.979M | 0.1% | $134.96 | $131.79 | — | PFD 7.75 SR A | 493267405 |
| — | CTRIP.COM INTERNATIONAL LTD | 1,800,000 | $1.88M | 0.1% | $1.04 | $1.04 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | SUNPOWER CORP | 2,510,000 | $1.79M | 0.1% | $0.71 | $0.71 | — | DBCV 4.000 1/1 ADDED | 867652AL3 |
| — | PRICELINE.COM | 1,290,000 | $1.647M | 0.1% | $1.28 | $1.28 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | PDL BIOPHARMA INC | 1,580,000 | $1.539M | 0.1% | $0.97 | $0.92 | — | NOTE 4.000 2/0 | 69329YAF1 |
| — | GSV CAPITAL CORP. | 1,595,000 | $1.493M | 0.1% | $0.94 | $0.93 | — | NOTE 5.250 9/1 | 36191JAB7 |
| — | QUANTUM CORP | 1,500,000 | $1.467M | 0.1% | $0.98 | $0.95 | — | NOTE 4.500 11/1 | 747906AJ4 |
| — | NORTHSTAR REALTY FINANCE CORP | 95,383 | $1.445M | 0.1% | $15.15 | $15.15 | — | COM | 66704R803 |
| — | HORNBECK OFFSHORE SERVICES INC | 1,660,000 | $1.193M | 0.1% | $0.72 | $1.29 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | GDL FUND | 110,269 | $1.085M | 0.1% | $9.84 | $9.86 | — | COM SH BEN IT | 361570104 |
| — | BANK OF AMERICA | 105,000 | $1.045M | 0.0% | $9.95 | $5.52 | — | *W EXP 01/16/201 | 060505146 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 1,000,000 | $1.002M | 0.0% | $1.00 | $1.00 | — | NOTE 5.750 10/1 ADDED | G81075AF3 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 1,000,000 | $1M | 0.0% | $1.00 | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | FELCOR LODGING TRUST INC. | 39,700 | $991K | 0.0% | $24.96 | $25.11 | — | PFD CV A $1.95 | 31430F200 |
| — | DEPOMED INC. | 800,000 | $918K | 0.0% | $1.15 | $1.06 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | BROOKFIELD REAL ASSETS INCOME FUND | 36,347 | $811K | 0.0% | $22.31 | $22.31 | — | SHS BEN INT | 112830104 |
| — | LIBERTY MEDIA | 1,310,000 | $786K | 0.0% | $0.60 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | ARBOR REALTY TRUST | 750,000 | $748K | 0.0% | $1.00 | $1.00 | — | NOTE 6.500 10/0 ADDED | 038923AA6 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 40,640 | $711K | 0.0% | $17.50 | $16.83 | — | COM | 67074X107 |
| — | CUMULUS MEDIA INC | 680,576 | $694K | 0.0% | $1.02 | $1.02 | — | CL A NEW | 231082603 |
| — | MODUSLINK GLOBAL SOLUTIONS INC. | 700,000 | $613K | 0.0% | $0.88 | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | REDWOOD TRUST INC | 600,000 | $608K | 0.0% | $1.01 | $0.93 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | BLACKROCK DEBT STRATEGIES FUND | 50,668 | $575K | 0.0% | $11.35 | $11.35 | — | COM NEW | 09255R202 |
| — | COHEN STEERS CLOSED-END OPPORTUNITY FUND | 49,031 | $574K | 0.0% | $11.71 | $12.30 | — | COM | 19248P106 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $567K | 0.0% | $11.86 | $11.80 | — | COM | 72369J102 |
| — | DUFF PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $524K | 0.0% | $15.49 | $17.08 | — | COM | 26433C105 |
| — | COHEN STEERS INFRASTRUCTURE FUND | 26,758 | $518K | 0.0% | $19.36 | $21.53 | — | COM | 19248A109 |
| — | GABELLI CONVERTIBLE AND INCOME FUND | 30,347 | $510K | 0.0% | $16.81 | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $510K | 0.0% | $0.26 | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | INTEGRATED DEVICE TECH | 480,000 | $496K | 0.0% | $1.03 | $1.03 | — | NOTE 0.875 11/1 ADDED | 458118AC0 |
| — | SIRIUS XM RADIO INC | 100,000 | $445K | 0.0% | $4.45 | $4.45 | — | COM | 82968B103 |
| — | SPIRIT REALTY CAPITAL INC. | 370,000 | $390K | 0.0% | $1.05 | $1.12 | — | NOTE 3.750 5/1 | 84860WAB8 |
| — | DURECT CORPORATION | 255,000 | $342K | 0.0% | $1.34 | $1.22 | — | COM | 266605104 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $258K | 0.0% | $13.87 | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $252K | 0.0% | $17.37 | $16.96 | — | COM | 037636107 |
| — | AMERICAN INTERNATIONAL GROUP | 10,610 | $249K | 0.0% | $23.47 | $21.19 | — | *W EXP 01/19/202 | 026874156 |
| — | NUVEEN SENIOR INCOME FUND SBI | 33,844 | $230K | 0.0% | $6.80 | $6.53 | — | COM | 67067Y104 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 43,198 | $218K | 0.0% | $5.05 | $5.05 | — | CL A | 18451C109 |
| — | KINDER MORGAN ENERGY PARTNERS | 12,576,332 | $69,000 | 0.0% | $0.01 | $3.76 | — | *W EXP 05/25/201 | 49456B119 |
| — | EASTMAN KODAK | 11,128 | $43,000 | 0.0% | $3.86 | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 11,700 | $33,000 | 0.0% | $2.82 | $16.19 | — | *W EXP 09/03/201 | 277461141 |