Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 5, 2014
Total Value: $2.78B (6.1% shares, 93.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | JOHNSON & JOHNSON | 148,905,000 | $188M | 6.7% | $1.26 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | ALCOA INC | 85,520,000 | $142M | 5.1% | $1.66 | $1.27 | — | NOTE 5.250 3/1 | 013817AT8 |
| — | INTEL CORPORATION (144A-SEASONED) | 97,868,000 | $133M | 4.8% | $1.36 | $1.27 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | WELLPOINT, INC. | 96,591,000 | $131M | 4.7% | $1.36 | $1.36 | — | NOTE 2.750 10/1 | 94973VBG1 |
| — | TEVA PHARM (SERIES C) | 116,357,000 | $124M | 4.5% | $1.07 | $1.05 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | NEWMONT MINING CORP - B | 112,771,000 | $116M | 4.2% | $1.03 | $1.07 | — | NOTE 1.625 7/1 | 651639AJ5 |
| — | RAYONIER INC | 83,859,000 | $113M | 4.1% | $1.34 | $1.37 | — | NOTE 4.500 8/1 | 75508AAC0 |
| — | XILINX, INC | 65,095,000 | $104M | 3.7% | $1.60 | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | INTERNATIONAL GAME TECHNOLOGY (144A-SEASONED) | 88,445,000 | $94.19M | 3.4% | $1.07 | $1.07 | — | NOTE 3.250 5/0 | 459902AQ5 |
| — | PROSPECT CAPITAL CORPORATION | 86,320,000 | $93.82M | 3.4% | $1.09 | $1.09 | — | NOTE 6.250 12/1 | 74348TAC6 |
| — | STEEL DYNAMICS, INC | 71,008,000 | $83.75M | 3.0% | $1.18 | $1.08 | — | NOTE 5.125 6/1 | 858119AP5 |
| — | ALLEGHENY TECHNOLOGIES, INC | 78,707,000 | $81.42M | 2.9% | $1.03 | $1.04 | — | NOTE 4.250 6/0 | 01741RAD4 |
| — | LEVEL 3 COMMUNICATIONS, INC | 44,960,000 | $61.51M | 2.2% | $1.37 | $1.16 | — | NOTE 7.000 3/1 | 52729NBP4 |
| — | PHH CORPORATION | 57,141,000 | $61.18M | 2.2% | $1.07 | $1.06 | — | NOTE 4.000 9/0 | 693320AN3 |
| — | COVANTA HOLDING CORP | 46,740,000 | $54.92M | 2.0% | $1.18 | $1.18 | — | NOTE 3.250 6/0 | 22282EAC6 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 51,425,000 | $54.13M | 1.9% | $1.05 | $1.12 | — | NOTE 4.000 2/1 | 035710AA0 |
| — | ENPRO INDUSTRIES, INC | 30,701,000 | $54.05M | 1.9% | $1.76 | $1.59 | — | DBCV 3.938 10/1 | 29355XAB3 |
| — | STILLWATER MINING CO. | 46,289,000 | $52.22M | 1.9% | $1.13 | $1.04 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | LABORATORY CORP OF AMER HLDGS | 41,095,000 | $50.63M | 1.8% | $1.23 | $1.27 | — | NOTE | 50540RAG7 |
| — | EMC CORPORATION | 1,942,222 | $48.85M | 1.8% | $25.15 | $25.15 | — | COM | 268648102 |
| — | PROSPECT CAPITAL CORPORATION | 40,515,000 | $42.9M | 1.5% | $1.06 | $1.03 | — | NOTE 5.750 3/1 | 74348TAL6 |
| — | HEALTH CARE REIT, INC | 38,214,000 | $42.59M | 1.5% | $1.11 | $1.11 | — | NOTE 3.000 12/0 | 42217KAR7 |
| — | ASHLAND INC | 48,148,000 | $42.49M | 1.5% | $0.88 | $0.88 | — | NOTE 3.000 12/0 | 427056BC9 |
| — | STERLITE INDUSTRIES LTD | 41,910,000 | $41.62M | 1.5% | $0.99 | $0.97 | — | NOTE 4.000 10/3 | 859737AB4 |
| — | LAM RESEARCH CORPORATION | 24,613,000 | $41.26M | 1.5% | $1.68 | $1.41 | — | NOTE 2.625 5/1 | 670008AD3 |
| — | ENDEAVOUR INTL CORP | 47,843,000 | $39.47M | 1.4% | $0.82 | $0.61 | — | NOTE 5.500 7/1 | 29257MAE0 |
| — | AGCO CORP | 26,706,000 | $39.04M | 1.4% | $1.46 | $1.24 | — | NOTE 1.250 12/1 | 001084AM4 |
| — | KINDER MORGAN ENERGY PARTNERS | 8,529,704 | $34.63M | 1.2% | $4.06 | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| — | KCAP FINANCIAL INC | 28,750,000 | $32.67M | 1.2% | $1.14 | $1.38 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | DRYSHIPS INC | 30,947,000 | $31.14M | 1.1% | $1.01 | $0.90 | — | NOTE 5.000 12/0 | 262498AB4 |
| — | OMNICOM GROUP | 22,600,000 | $30.64M | 1.1% | $1.36 | $1.15 | — | NOTE | 681919AV8 |
| — | NORTHGATE MINERALS CORPORATION | 30,610,000 | $29.33M | 1.1% | $0.96 | $0.95 | — | NOTE 3.500 10/0 | 666416AB8 |
| — | ROYAL GOLD, INC | 28,721,000 | $27.75M | 1.0% | $0.97 | $0.92 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | JANUS CAPITAL GROUP INC | 19,067,000 | $24.34M | 0.9% | $1.28 | $1.05 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | XPO LOGISTICS, INC. | 14,070,000 | $23.62M | 0.8% | $1.68 | $1.24 | — | NOTE 4.500 10/0 | 983793AA8 |
| — | TELEFLEX INCORPORATED | 12,795,000 | $20.19M | 0.7% | $1.58 | $1.35 | — | NOTE 3.875 8/0 | 879369AA4 |
| — | SEQUENOM INC. | 23,020,000 | $19.96M | 0.7% | $0.87 | $0.87 | — | NOTE 5.000 10/0 | 817337AB4 |
| — | WELLS FARGO & COMPANY | 16,727 | $18.57M | 0.7% | $1110.00 | $1190.60 | — | PERP PFD CNV A | 949746804 |
| — | AMERICAN INTERNATIONAL GROUP | 915,550 | $18.54M | 0.7% | $20.25 | $18.29 | — | W EXP 01/19/202 | 026874156 |
| — | HOME INNS & HOTELS | 17,450,000 | $18.23M | 0.7% | $1.04 | $0.88 | — | NOTE 2.000 12/1 | 43713WAB3 |
| — | MOLYCORP, INC. | 21,416,000 | $17.21M | 0.6% | $0.80 | $0.77 | — | NOTE 6.000 9/0 | 608753AF6 |
| — | HAWAIIAN HOLDINGS, INC | 12,666,000 | $17.21M | 0.6% | $1.36 | $1.09 | — | NOTE 5.000 3/1 | 419879AD3 |
| — | JEFFERIES GROUP, INC | 13,530,000 | $14.41M | 0.5% | $1.06 | $1.07 | — | DBCV 3.875 11/0 | 472319AG7 |
| — | GOLDCORP, INC | 12,945,000 | $12.99M | 0.5% | $1.00 | $1.01 | — | NOTE 2.000 8/0 | 380956AB8 |
| — | MOLYCORP, INC. | 13,530,000 | $12.96M | 0.5% | $0.96 | $0.98 | — | NOTE 5.500 2/0 | 608753AH2 |
| — | ARCHER-DANIELS-MIDLAND CO | 10,700,000 | $11.24M | 0.4% | $1.05 | $1.01 | — | NOTE 0.875 2/1 | 039483AW2 |
| — | PROSPECT CAPITAL CORPORATION | 10,375,000 | $10.97M | 0.4% | $1.06 | $1.06 | — | MTNF 5.375 10/1 | 74348TAK8 |
| — | CAPITAL ONE FINANCIAL CORPORATION | 292,406 | $10.36M | 0.4% | $35.44 | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| — | PROLOGIS, INC | 8,940,000 | $10.02M | 0.4% | $1.12 | $1.15 | — | NOTE 3.250 3/1 | 74340XAT8 |
| — | MOLYCORP, INC. | 13,580,000 | $9.71M | 0.3% | $0.72 | $0.69 | — | NOTE 3.250 6/1 | 608753AA7 |
| — | SEACOR HOLDING INC | 7,800,000 | $9.594M | 0.3% | $1.23 | $1.23 | — | NOTE 2.500 12/1 | 811904AM3 |
| — | AFFYMETRIX, INC | 5,870,000 | $9.568M | 0.3% | $1.63 | $0.99 | — | NOTE 4.000 7/0 | 00826TAH1 |
| — | THOMPSON CREEK METALS COMPANY, INC. $1.625 | 659,543 | $8.492M | 0.3% | $12.88 | $14.89 | — | UNIT 99/99/9999 | 884768300 |
| — | DOMINION RESOURCES INC | 3,836,000 | $7.414M | 0.3% | $1.93 | $1.69 | — | NOTE 2.125 12/1 | 25746UAT6 |
| — | EMMIS COMMUNICATIONS CORP | 443,270 | $6.534M | 0.2% | $14.74 | $12.00 | — | PFD CV SER A | 291525202 |
| — | RITE AID CORP | 3,160,000 | $6.53M | 0.2% | $2.07 | $1.41 | — | NOTE 8.500 5/1 | 767754BU7 |
| — | DENDREON CORP | 9,620,000 | $6.277M | 0.2% | $0.65 | $0.74 | — | NOTE 2.875 1/1 | 24823QAC1 |
| — | CHESAPEAKE ENERGY CORPORATION | 6,160,000 | $6.216M | 0.2% | $1.01 | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | AMARIN CORPORATION PLC | 8,750,000 | $6.213M | 0.2% | $0.71 | $0.71 | — | NOTE 3.500 1/1 | 220480AC1 |
| — | JP MORGAN CHASE & CO. | 317,463 | $6.156M | 0.2% | $19.39 | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | BPZ RESOURCES, INC. | 6,500,000 | $5.98M | 0.2% | $0.92 | $0.92 | — | MTNF 6.500 3/0 | 055639AB4 |
| — | VOLCANO CORPORATION | 5,807,000 | $5.761M | 0.2% | $0.99 | $0.92 | — | NOTE 1.750 12/0 | 928645AB6 |
| — | ICONIX BRAND GROUP, INC | 4,056,000 | $5.592M | 0.2% | $1.38 | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | KEYCORP | 43,055 | $5.543M | 0.2% | $128.74 | $124.63 | — | PFD 7.75 SR A | 493267405 |
| — | HORNBECK OFFSHORE SERVICES, INC | 4,605,000 | $5.492M | 0.2% | $1.19 | $1.30 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | ARCELORMITTAL | 5,210,000 | $5.283M | 0.2% | $1.01 | $1.01 | — | NOTE 5.000 5/1 | 03938LAK0 |
| — | ARES CAPITAL CORPORATION | 4,900,000 | $5.185M | 0.2% | $1.06 | $1.06 | — | NOTE 4.750 1/1 | 04010LAJ2 |
| — | TOWER GROUP, INC. | 6,000,000 | $5.179M | 0.2% | $0.86 | $0.91 | — | NOTE 5.000 9/1 | 891777AC8 |
| — | BGC PARTNERS, INC. | 4,919,000 | $5.143M | 0.2% | $1.05 | $1.01 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | ARVINMERITOR, INC | 5,104,000 | $4.935M | 0.2% | $0.97 | $0.92 | — | FRNT 4.000 2/1 | 043353AH4 |
| — | MORGANS HOTEL GROUP | 4,914,000 | $4.757M | 0.2% | $0.97 | $0.98 | — | NOTE 2.375 10/1 | 61748WAB4 |
| — | CACI INTERNATIONAL INC | 3,429,000 | $4.609M | 0.2% | $1.34 | $1.20 | — | NOTE 2.125 5/0 | 127190AD8 |
| — | RADIO ONE, INC. | 1,208,170 | $4.579M | 0.2% | $3.79 | $2.44 | — | CL D NON VTG | 75040P405 |
| — | LAM RESEARCH CORPORATION - A | 3,720,000 | $4.241M | 0.2% | $1.14 | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | COLONY FINANCIAL INC | 3,770,000 | $3.911M | 0.1% | $1.04 | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | CHEMED CORPORATION | 3,687,000 | $3.835M | 0.1% | $1.04 | $1.05 | — | NOTE 1.875 5/1 | 16359RAC7 |
| — | TTM TECHNOLOGIES, INC | 3,700,000 | $3.82M | 0.1% | $1.03 | $1.01 | — | NOTE 3.250 5/1 | 87305RAC3 |
| — | PROSPECT CAPITAL CORPORATION | 3,160,000 | $3.285M | 0.1% | $1.04 | $1.04 | — | NOTE 5.875 | 74348TAM4 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $3.087M | 0.1% | $15.30 | $15.30 | — | COM | 27828H105 |
| — | EMMIS COMMUNICATION | 1,079,897 | $2.905M | 0.1% | $2.69 | $2.41 | — | CL A | 291525103 |
| — | WELLS FARGO & COMPANY (INDUSTRIALS BASKET) | 1,760,000 | $2.474M | 0.1% | $1.41 | $1.10 | — | MTNF 0.125 3/0 | 94986RCZ2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 2,000,000 | $2.117M | 0.1% | $1.06 | $1.06 | — | NOTE 4.000 11/0 | Y0020QAA9 |
| — | HUTCHINSON TECHNOLOGY INC | 2,267,000 | $2.006M | 0.1% | $0.88 | $0.99 | — | NOTE 8.500 1/1 | 448407AG1 |
| — | DIREXION DAILY GOLD MINERS | 70,000 | $1.919M | 0.1% | $27.41 | $27.41 | — | DAILY GOLD MINER | 25459Y389 |
| — | HEADWATERS INCORPORATED | 1,815,000 | $1.817M | 0.1% | $1.00 | $0.99 | — | NOTE 2.500 2/0 | 42210PAD4 |
| — | BROOKDALE SENIOR LIVING INC. | 1,500,000 | $1.782M | 0.1% | $1.19 | $1.18 | — | NOTE 2.750 6/1 | 112463AA2 |
| — | DURECT CORPORATION | 873,140 | $1.511M | 0.1% | $1.73 | $1.05 | — | COM | 266605104 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 153,124 | $1.49M | 0.1% | $9.73 | $9.73 | — | COM SHS | 67073D102 |
| — | LEUCADIA NATIONAL | 1,000,000 | $1.334M | 0.0% | $1.33 | $1.30 | — | NOTE 3.750 4/1 | 527288AX2 |
| — | PULSE ELECTRONICS CORP | 1,320,000 | $990K | 0.0% | $0.75 | $0.75 | — | NOTE 7.000 12/1 | 74586WAA4 |
| — | AURICO GOLD INC. | 252,910 | $926K | 0.0% | $3.66 | $3.95 | — | COM | 05155C105 |
| — | LIBERTY MEDIA (PCS) | 1,400,000 | $826K | 0.0% | $0.59 | $0.60 | — | DEB 3.750 2/1 | 530715AL5 |
| — | BLACKROCK SENIOR HIGH INCOME | 186,700 | $745K | 0.0% | $3.99 | $3.99 | — | COM | 09255R103 |
| — | BANK OF AMERICA | 695 | $737K | 0.0% | $1060.43 | $1109.11 | — | 7.25 CNV PFD L | 060505682 |
| — | JAMES RIVER COAL COMPANY | 3,055,000 | $703K | 0.0% | $0.23 | $0.28 | — | NOTE 3.125 3/1 | 470355AH1 |
| — | PRICELINE.COM | 490,000 | $679K | 0.0% | $1.39 | $1.17 | — | DEBT 1.000 3/1 | 741503AQ9 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 650,000 | $659K | 0.0% | $1.01 | $1.01 | — | NOTE 5.000 5/1 | 035710AB8 |
| — | VELOCITYSHARES DAILY | 71,000 | $533K | 0.0% | $7.51 | $7.51 | — | EXCHTRADE SHTERM | 22539T613 |
| — | RAMBUS INC | 500,000 | $506K | 0.0% | $1.01 | $1.03 | — | NOTE 5.000 6/1 | 750917AC0 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 34,542 | $421K | 0.0% | $12.19 | $12.19 | — | COM SHS | 6706EN100 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $382K | 0.0% | $11.91 | $11.97 | — | COM | 67072T108 |
| AAL | AMERICAN AIRLINES GROUP INC. | 14,584 | $368K | 0.0% | $25.23 * | $21.78 | 0.0% | COM | 02376R102 |
| — | RPM INTERNATIONAL, INC | 330,000 | $368K | 0.0% | $1.12 | $1.12 | — | NOTE 2.250 12/1 ADDED | 749685AT0 |
| — | AIRTRAN HOLDINGS, INC | 215,000 | $364K | 0.0% | $1.69 | $1.42 | — | NOTE 5.250 11/0 | 00949PAD0 |
| — | EASTMAN KODAK | 17,313 | $341K | 0.0% | $19.70 | $19.70 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 17,313 | $319K | 0.0% | $18.43 | $18.43 | — | *W EXP 09/03/201 | 277461141 |
| KODK | EASTMAN KODAK COMPANY | 4,085 | $142K | 0.0% | $34.76 * | $26.90 | 0.0% | COM NEW | 277461406 |