Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: Apr 28, 2017
Total Value: $1.892B (3.8% shares, 96.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | LIBERTY MEDIA CORPORATION | 89,323,000 | $101M | 5.4% | $1.14 | $0.99 | — | NOTE 1.375 10/1 | 531229AB8 |
| — | TEVA PHARM | 92,133,000 | $98.64M | 5.2% | $1.07 | $1.09 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | CITRIX SYSTEMS INC. | 77,207,000 | $96.79M | 5.1% | $1.25 | $1.12 | — | NOTE 0.500 4/1 | 177376AD2 |
| — | ARCONIC INC | 75,993,000 | $88.68M | 4.7% | $1.17 | $1.05 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | JOHNSON JOHNSON | 44,535,000 | $76.25M | 4.0% | $1.71 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | JANUS CAPITAL GROUP INC | 53,541,000 | $70.07M | 3.7% | $1.31 | $1.28 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | SALESFORCE.COM INC. | 51,925,000 | $66.9M | 3.5% | $1.29 | $1.21 | — | NOTE 0.250 4/0 | 79466LAD6 |
| — | PRICELINE.COM | 57,990,000 | $65.17M | 3.4% | $1.12 | $1.12 | — | NOTE 0.900 9/1 | 741503AX4 |
| — | AIR LEASE CORPORATION | 44,479,000 | $63.72M | 3.4% | $1.43 | $1.33 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | INTEL CORPORATION | 34,802,000 | $60.88M | 3.2% | $1.75 | $1.28 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | RED HAT INC | 42,328,000 | $55M | 2.9% | $1.30 | $1.24 | — | NOTE 0.250 10/0 | 756577AD4 |
| — | RPM INTERNATIONAL INC | 45,834,000 | $54.89M | 2.9% | $1.20 | $1.15 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 48,458,000 | $54.48M | 2.9% | $1.12 | $1.14 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | DYCOM INDUSTRIES INC | 43,668,000 | $51.09M | 2.7% | $1.17 | $1.09 | — | NOTE 0.750 9/1 | 267475AB7 |
| — | EURONET WORLDWIDE INC | 37,744,000 | $47.82M | 2.5% | $1.27 | $1.23 | — | NOTE 1.500 10/0 | 298736AH2 |
| — | TRINITY INDUSTRIES INC | 36,670,000 | $44.78M | 2.4% | $1.22 | $1.20 | — | NOTE 3.875 6/0 | 896522AF6 |
| — | WORKDAY INC | 35,338,000 | $43.36M | 2.3% | $1.23 | $1.10 | — | NOTE 1.500 7/1 | 98138HAD3 |
| — | PROSPECT CAPITAL CORPORATION | 40,409,000 | $39.85M | 2.1% | $0.99 | $0.94 | — | NOTE 4.750 4/1 | 74348TAQ5 |
| — | INTEL CORP | 28,680,000 | $39.02M | 2.1% | $1.36 | $1.28 | — | SDCV 12/1 | 458140AD2 |
| — | COLONY NORTHSTAR | 36,955,000 | $36.51M | 1.9% | $0.99 | $1.01 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | GREENBRIER COMPANIES | 22,528,000 | $29.12M | 1.5% | $1.29 | $1.28 | — | NOTE 3.500 4/0 | 393657AH4 |
| — | COWEN GROUP INC. | 28,687,000 | $29.08M | 1.5% | $1.01 | $1.02 | — | NOTE 3.000 3/1 | 223622AB7 |
| — | CARRIAGE SERVICES | 20,017,000 | $26.09M | 1.4% | $1.30 | $1.19 | — | NOTE 2.750 3/1 | 143905AM9 |
| — | MOLINA HEALTHCARE INC | 24,400,000 | $25.94M | 1.4% | $1.06 | $1.15 | — | DBCV 1.625 8/1 | 60855RAD2 |
| — | FINISAR CORPORATION | 23,000,000 | $25.92M | 1.4% | $1.13 | $1.13 | — | NOTE 0.500 12/1 | 31787AAM3 |
| — | CORENERGY INFRASTRUCTURE TRUST | 21,540,000 | $24.08M | 1.3% | $1.12 | $0.90 | — | NOTE 7.000 6/1 | 21870UAA4 |
| — | ALON USA ENERGY INC. | 21,559,000 | $23.77M | 1.3% | $1.10 | $0.94 | — | NOTE 3.000 9/1 | 020520AB8 |
| — | NATIONAL HEALTH INVESTORS INC. | 21,217,000 | $23.54M | 1.2% | $1.11 | $1.02 | — | NOTE 3.250 4/0 | 63633DAE4 |
| — | MICROCHIP TECHNOLOGY INC | 15,402,000 | $22.11M | 1.2% | $1.44 | $1.02 | — | NOTE 1.625 2/1 | 595017AD6 |
| — | PORTFOLIO RECOVERY ASSOCIATES INC. | 24,173,000 | $21.84M | 1.2% | $0.90 | $0.95 | — | NOTE 3.000 8/0 | 73640QAB1 |
| — | ROYAL GOLD INC | 19,658,000 | $20.75M | 1.1% | $1.06 | $1.00 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | PRICELINE.COM | 10,132,000 | $19.07M | 1.0% | $1.88 | $1.38 | — | NOTE 1.000 3/1 | 741503AQ9 |
| — | ENERNOC INC. | 19,980,000 | $17.18M | 0.9% | $0.86 | $0.70 | — | DBCV 2.250 8/1 | 292764AB3 |
| — | PALO ALTO NETWORKS INC. | 14,400,000 | $17.14M | 0.9% | $1.19 | $1.19 | — | NOTE 7/0 | 697435AB1 |
| — | HARMONIC INC | 13,707,000 | $17.05M | 0.9% | $1.24 | $1.13 | — | NOTE 4.000 12/0 | 413160AB8 |
| — | WELLTOWER INC | 259,529 | $16.37M | 0.9% | $63.08 | $61.32 | — | 6.50 PFD PREPET | 95040Q203 |
| — | SILVER STANDARD RESOURCES INC | 16,200,000 | $15.9M | 0.8% | $0.98 | $0.93 | — | NOTE 2.875 2/0 | 82823LAC0 |
| — | ACETO CORP | 16,809,000 | $15.48M | 0.8% | $0.92 | $0.97 | — | NOTE 2.000 11/0 | 004446AD2 |
| — | B2GOLD CORPORATION | 14,285,000 | $15.22M | 0.8% | $1.07 | $0.95 | — | NOTE 3.250 10/0 | 11777QAB6 |
| — | HORIZON GLOBAL | 16,000,000 | $14.64M | 0.8% | $0.92 | $0.92 | — | NOTE 2.750 7/0 | 44052WAA2 |
| — | TELIGENT INC | 13,912,000 | $14M | 0.7% | $1.01 | $0.87 | — | NOTE 3.750 12/1 | 449575AB5 |
| — | AKAMAI TECH | 13,010,000 | $12.91M | 0.7% | $0.99 | $0.97 | — | DBCV 2/1 | 00971TAG6 |
| — | SPECTRANETICS CORPORATION | 10,671,000 | $12.27M | 0.6% | $1.15 | $1.03 | — | MTNF 2.625 6/0 | 84760CAA5 |
| — | GENERAL MOTORS CORP | 643,467 | $11.49M | 0.6% | $17.85 | $15.80 | — | *W EXP 07/10/201 | 37045V126 |
| — | CSG SYSTEMS INTERNATIONAL INC | 8,800,000 | $9.119M | 0.5% | $1.04 | $1.04 | — | NOTE 4.250 3/1 | 126349AF6 |
| — | KEYW HOLDING CORP. | 9,110,000 | $8.814M | 0.5% | $0.97 | $0.98 | — | NOTE 2.500 7/1 | 493723AA8 |
| — | WELLS FARGO COMPANY | 7,069 | $8.73M | 0.5% | $1234.97 | $1181.89 | — | PERP PFD CNV A | 949746804 |
| — | AMYRIS | 15,432,000 | $8.488M | 0.4% | $0.55 | $0.70 | — | NOTE 6.500 5/1 | 03236MAC5 |
| — | PDL BIOPHARMA INC | 9,560,000 | $8.389M | 0.4% | $0.88 | $0.82 | — | NOTE 2.750 12/0 | 69329YAG9 |
| — | TERRAVIA HOLDINGS | 15,510,000 | $6.592M | 0.3% | $0.43 | $1.13 | — | NOTE 5.000 10/0 | 83415TAC5 |
| — | VITAMIN SHOPPE INC | 7,180,000 | $6.143M | 0.3% | $0.86 | $0.92 | — | NOTE 2.250 12/0 | 92849EAB7 |
| — | ELECTRONICS FOR IMAGING | 5,450,000 | $5.954M | 0.3% | $1.09 | $1.03 | — | NOTE 0.750 9/0 | 286082AC6 |
| — | RADIO ONE INC | 1,753,784 | $5.787M | 0.3% | $3.30 | $2.33 | — | CL D NON VTG | 75040P405 |
| — | ICONIX BRAND GROUP INC | 5,880,000 | $5.623M | 0.3% | $0.96 | $1.08 | — | NOTE 1.500 3/1 | 451055AF4 |
| — | MACQUARIE INFRASTRUCTURE | 5,525,000 | $5.428M | 0.3% | $0.98 | $1.01 | — | NOTE 2.000 10/0 | 55608BAB1 |
| — | INTERDIGITAL INC | 4,000,000 | $5.218M | 0.3% | $1.30 | $1.12 | — | NOTE 1.500 3/0 | 458660AD9 |
| KEY | KEYCORP | 292,273 | $5.197M | 0.3% | $17.78 * | $12.49 | 0.0% | COM | 493267108 |
| — | RESOURCE CAPITAL CORPORATION | 4,705,000 | $4.811M | 0.3% | $1.02 | $0.97 | — | NOTE 8.000 1/1 | 76120WAB0 |
| — | PRICELINE.COM | 3,290,000 | $4.69M | 0.2% | $1.43 | $1.37 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | TERRAVIA HOLDINGS | 7,160,000 | $4.69M | 0.2% | $0.66 | $1.54 | — | NOTE 6.000 2/0 | 83415TAB7 |
| — | CLOVIS ONCOLOGY INC. | 2,850,000 | $3.68M | 0.2% | $1.29 | $1.29 | — | NOTE 2.500 9/1 | 189464AB6 |
| — | IRIDIUM COMMUNICATIONS | 10,580 | $3.587M | 0.2% | $339.04 | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | WEBMD HEALTH CORP. | 3,021,000 | $3.586M | 0.2% | $1.19 | $1.13 | — | NOTE 1.500 12/0 | 94770VAK8 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 252,198 | $3.488M | 0.2% | $13.83 | $14.79 | — | COM | 27828H105 |
| — | COLONY NORTHSTAR | 3,020,000 | $3.026M | 0.2% | $1.00 | $1.01 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 303,805 | $2.64M | 0.1% | $8.69 | $9.27 | — | COM SHS | 67073D102 |
| — | GLOBAL EAGLE ENTERTAINMENT INC. | 4,705,000 | $2.564M | 0.1% | $0.54 | $0.75 | — | NOTE 2.750 2/1 | 37951DAB8 |
| — | LAM RESEARCH CORPORATION | 1,200,000 | $2.538M | 0.1% | $2.12 | $1.60 | — | NOTE 1.250 5/1 | 512807AL2 |
| — | SAFEGUARD SCIENTIFICS | 2,450,000 | $2.492M | 0.1% | $1.02 | $1.37 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | SEACOR HOLDING INC | 2,585,000 | $2.316M | 0.1% | $0.90 | $0.91 | — | NOTE 3.000 11/1 | 81170YAB5 |
| — | CTRIP.COM INTERNATIONAL LTD | 1,800,000 | $2.087M | 0.1% | $1.16 | $1.04 | — | NOTE 1.990 7/0 | 22943FAH3 |
| — | PDL BIOPHARMA INC | 2,080,000 | $2.067M | 0.1% | $0.99 | $0.94 | — | NOTE 4.000 2/0 | 69329YAF1 |
| EMMS | EMMIS COMMUNICATIONS | 805,754 | $1.974M | 0.1% | $2.45 * | $3.60 | -23.9% | COM NEW CL A | 291525400 |
| — | GSV CAPITAL CORP. | 1,845,000 | $1.831M | 0.1% | $0.99 | $0.94 | — | NOTE 5.250 9/1 | 36191JAB7 |
| — | GLOBAL BROKERAGE INC. | 4,735,000 | $1.776M | 0.1% | $0.38 | $1.01 | — | NOTE 2.250 6/1 | 302693AB2 |
| — | QUANTUM CORP | 1,500,000 | $1.493M | 0.1% | $1.00 | $0.95 | — | NOTE 4.500 11/1 | 747906AJ4 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL | 1,350,000 | $1.344M | 0.1% | $1.00 | $1.00 | — | NOTE 5.750 10/1 | G81075AF3 |
| — | ARBOR REALTY TRUST | 1,250,000 | $1.314M | 0.1% | $1.05 | $1.02 | — | NOTE 6.500 10/0 | 038923AA6 |
| — | BANK OF AMERICA | 105,000 | $1.187M | 0.1% | $11.30 | $5.52 | — | *W EXP 01/16/201 | 060505146 |
| — | COLONY NORTHSTAR | 85,174 | $1.1M | 0.1% | $12.91 | $12.91 | — | CL A COM | 19625W104 |
| — | GDL FUND | 110,269 | $1.085M | 0.1% | $9.84 | $9.86 | — | COM SH BEN IT | 361570104 |
| — | BANK OF AMERICA | 900 | $1.076M | 0.1% | $1195.56 | $1195.56 | — | 7.25 CNV PFD L | 060505682 |
| — | HORNBECK OFFSHORE SERVICES INC | 1,605,000 | $1.069M | 0.1% | $0.67 | $1.29 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 1,000,000 | $1.003M | 0.1% | $1.00 | $0.93 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | FELCOR LODGING TRUST INC. | 39,700 | $966K | 0.1% | $24.33 | $25.11 | — | PFD CV A $1.95 | 31430F200 |
| — | REDWOOD TRUST INC | 900,000 | $926K | 0.0% | $1.03 | $0.96 | — | NOTE 5.625 11/1 | 749772AB5 |
| — | BROOKFIELD REAL ASSETS INCOME FUND | 36,347 | $828K | 0.0% | $22.78 | $22.31 | — | SHS BEN INT | 112830104 |
| — | LIBERTY MEDIA | 1,310,000 | $806K | 0.0% | $0.62 | $0.59 | — | DEB 3.750 2/1 | 530715AL5 |
| — | DEPOMED INC. | 800,000 | $753K | 0.0% | $0.94 | $1.06 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | MODUSLINK GLOBAL SOLUTIONS INC. | 700,000 | $658K | 0.0% | $0.94 | $0.82 | — | NOTE 5.250 3/0 | 60786LAB3 |
| — | COHEN STEERS CLOSED-END OPPORTUNITY FUND | 49,031 | $608K | 0.0% | $12.40 | $12.30 | — | COM | 19248P106 |
| — | BLACKROCK DEBT STRATEGIES FUND | 50,668 | $584K | 0.0% | $11.53 | $11.35 | — | COM NEW | 09255R202 |
| XPHDX | PIONEER FLOATING RATE TRUST | 47,798 | $584K | 0.0% | $12.22 | $11.80 | — | COM | 72369J102 |
| — | COHEN STEERS INFRASTRUCTURE FUND | 26,758 | $577K | 0.0% | $21.56 | $21.53 | — | COM | 19248A109 |
| — | GABELLI CONVERTIBLE AND INCOME FUND | 30,347 | $564K | 0.0% | $18.59 | $18.29 | — | COM SH BEN INT | 36242L105 |
| — | DUFF PHELPS GLOBAL UTILITY INCOME FUND | 33,833 | $550K | 0.0% | $16.26 | $17.08 | — | COM | 26433C105 |
| — | PERNIX THERAPEUTICS HOLDINGS | 2,000,000 | $550K | 0.0% | $0.28 | $0.23 | — | DBCV 4.250 4/0 | 71426VAK4 |
| — | SIRIUS XM RADIO INC | 100,000 | $515K | 0.0% | $5.15 | $4.45 | — | COM | 82968B103 |
| — | INTEGRATED DEVICE TECH | 400,000 | $403K | 0.0% | $1.01 | $1.03 | — | NOTE 0.875 11/1 | 458118AC0 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 47,129 | $285K | 0.0% | $6.05 | $5.13 | — | CL A | 18451C109 |
| — | DURECT CORPORATION | 255,000 | $268K | 0.0% | $1.05 | $1.22 | — | COM | 266605104 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 18,602 | $263K | 0.0% | $14.14 | $13.71 | — | COM | 27828V104 |
| — | APOLLO SENIOR FLOATING RATE | 14,507 | $254K | 0.0% | $17.51 | $16.96 | — | COM | 037636107 |
| — | AMERICAN INTERNATIONAL GROUP | 10,610 | $227K | 0.0% | $21.39 | $21.19 | — | *W EXP 01/19/202 | 026874156 |
| — | CUMULUS MEDIA INC | 700,576 | $225K | 0.0% | $0.32 | $1.00 | — | CL A NEW | 231082603 |
| — | WEBMD HEALTH CORP. | 95,000 | $97,000 | 0.0% | $1.02 | $1.02 | — | NOTE 2.500 1/3 | 94770VAF9 |
| — | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | 3,007 | $54,000 | 0.0% | $17.96 | $16.83 | — | COM | 67074X107 |
| — | KINDER MORGAN ENERGY PARTNERS | 12,576,332 | $30,000 | 0.0% | $0.00 | $3.76 | — | *W EXP 05/25/201 | 49456B119 |
| — | EASTMAN KODAK | 11,128 | $16,000 | 0.0% | $1.44 | $17.39 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 11,700 | $12,000 | 0.0% | $1.03 | $16.19 | — | *W EXP 09/03/201 | 277461141 |