Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: Apr 25, 2014
Total Value: $2.86B (11.1% shares, 88.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | JOHNSON JOHNSON | 141,322,000 | $192M | 6.7% | $1.36 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | STANLEY BLACK DECKER INC. | 1,361,570 | $173M | 6.1% | $127.13 | $127.13 | — | UNIT 99/99/9999 | 854502309 |
| — | TEVA PHARM | 113,932,000 | $146M | 5.1% | $1.28 | $1.05 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | INTEL CORPORATION | 98,198,000 | $137M | 4.8% | $1.40 | $1.27 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | WELLPOINT, INC. | 93,391,000 | $137M | 4.8% | $1.46 | $1.36 | — | NOTE 2.750 10/1 | 94973VBG1 |
| — | RAYONIER INC | 83,744,000 | $122M | 4.3% | $1.46 | $1.37 | — | NOTE 4.500 8/1 | 75508AAC0 |
| — | NEWMONT MINING CORP | 100,935,000 | $107M | 3.7% | $1.06 | $1.07 | — | NOTE 1.625 7/1 | 651639AJ5 |
| — | XILINX, INC | 56,110,000 | $105M | 3.7% | $1.88 | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | PROSPECT CAPITAL CORPORATION | 85,110,000 | $91.92M | 3.2% | $1.08 | $1.09 | — | NOTE 6.250 12/1 | 74348TAC6 |
| — | STEEL DYNAMICS, INC | 76,208,000 | $82.59M | 2.9% | $1.08 | $1.08 | — | NOTE 5.125 6/1 | 858119AP5 |
| — | LABORATORY CORP OF AMER HLDGS | 53,477,000 | $70.75M | 2.5% | $1.32 | $1.28 | — | NOTE 9/1 | 50540RAG7 |
| — | ALLEGHENY TECHNOLOGIES, INC | 67,862,000 | $69.39M | 2.4% | $1.02 | $1.04 | — | NOTE 4.250 6/0 | 01741RAD4 |
| — | HEALTH CARE REIT, INC | 54,323,000 | $64.75M | 2.3% | $1.19 | $1.14 | — | NOTE 3.000 12/0 | 42217KAR7 |
| — | INTERNATIONAL GAME TECHNOLOGY | 61,780,000 | $61.93M | 2.2% | $1.00 | $1.07 | — | NOTE 3.250 5/0 | 459902AQ5 |
| — | LEVEL 3 COMMUNICATIONS, INC | 39,660,000 | $61.33M | 2.1% | $1.55 | $1.16 | — | NOTE 7.000 3/1 | 52729NBP4 |
| — | PHH CORPORATION | 54,726,000 | $59.76M | 2.1% | $1.09 | $1.06 | — | NOTE 4.000 9/0 | 693320AN3 |
| — | STILLWATER MINING CO. | 44,554,000 | $57.88M | 2.0% | $1.30 | $1.04 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | COVANTA HOLDING CORP | 47,980,000 | $56.47M | 2.0% | $1.18 | $1.18 | — | NOTE 3.250 6/0 | 22282EAC6 |
| — | L-3 COMMUNICATIONS HOLDINGS | 41,645,000 | $55.54M | 1.9% | $1.33 | $1.33 | — | DEBT 3.000 8/0 | 502413AW7 |
| — | ENPRO INDUSTRIES, INC | 24,784,000 | $54.23M | 1.9% | $2.19 | $1.59 | — | DBCV 3.938 10/1 | 29355XAB3 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 49,930,000 | $53.36M | 1.9% | $1.07 | $1.12 | — | NOTE 4.000 2/1 | 035710AA0 |
| — | OMNICOM GROUP | 34,900,000 | $46.42M | 1.6% | $1.33 | $1.21 | — | NOTE 7/3 | 681919AV8 |
| — | PROSPECT CAPITAL CORPORATION | 38,990,000 | $41.77M | 1.5% | $1.07 | $1.03 | — | NOTE 5.750 3/1 | 74348TAL6 |
| — | STERLITE INDUSTRIES LTD | 40,525,000 | $40.69M | 1.4% | $1.00 | $0.97 | — | NOTE 4.000 10/3 | 859737AB4 |
| — | ROYAL GOLD, INC | 37,766,000 | $38.81M | 1.4% | $1.03 | $0.94 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | AGCO CORP | 26,606,000 | $36.5M | 1.3% | $1.37 | $1.24 | — | NOTE 1.250 12/1 | 001084AM4 |
| — | ENDEAVOUR INTL CORP | 54,413,000 | $36.19M | 1.3% | $0.67 | $0.62 | — | NOTE 5.500 7/1 | 29257MAE0 |
| — | LAM RESEARCH CORPORATION | 21,063,000 | $35.98M | 1.3% | $1.71 | $1.41 | — | NOTE 2.625 5/1 | 670008AD3 |
| — | KCAP FINANCIAL INC | 28,590,000 | $33.79M | 1.2% | $1.18 | $1.38 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 661,289 | $32.53M | 1.1% | $49.19 | $49.19 | — | UNIT 11/01/2051 | 64944P307 |
| — | NORTHGATE MINERALS CORPORATION | 28,515,000 | $29.65M | 1.0% | $1.04 | $0.95 | — | NOTE 3.500 10/0 | 666416AB8 |
| — | DRYSHIPS INC | 28,737,000 | $28.52M | 1.0% | $0.99 | $0.90 | — | NOTE 5.000 12/0 | 262498AB4 |
| — | JANUS CAPITAL GROUP INC | 19,067,000 | $23.05M | 0.8% | $1.21 | $1.05 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | TELEFLEX INCORPORATED | 12,700,000 | $22.62M | 0.8% | $1.78 | $1.35 | — | NOTE 3.875 8/0 | 879369AA4 |
| — | KINDER MORGAN ENERGY PARTNERS | 12,757,307 | $22.45M | 0.8% | $1.76 | $4.01 | — | *W EXP 05/25/201 | 49456B119 |
| — | HOME INNS HOTELS | 23,050,000 | $22.36M | 0.8% | $0.97 | $0.90 | — | NOTE 2.000 12/1 | 43713WAB3 |
| — | WELLS FARGO COMPANY | 18,899 | $22.17M | 0.8% | $1173.03 | $1188.58 | — | PERP PFD CNV A | 949746804 |
| — | PDL BIOPHARMA INC | 19,120,000 | $20.32M | 0.7% | $1.06 | $1.06 | — | NOTE 4.000 2/0 ADDED | 69329YAF1 |
| — | AMERICAN INTERNATIONAL GROUP | 987,784 | $20.19M | 0.7% | $20.44 | $18.45 | — | *W EXP 01/19/202 | 026874156 |
| — | SEQUENOM INC. | 21,880,000 | $19.65M | 0.7% | $0.90 | $0.87 | — | NOTE 5.000 10/0 | 817337AB4 |
| — | MEDICINES COMPANY | 15,180,000 | $18.59M | 0.6% | $1.22 | $1.22 | — | DBCV 1.375 6/0 | 584688AC9 |
| — | MOLYCORP, INC. | 20,356,000 | $16.37M | 0.6% | $0.80 | $0.77 | — | NOTE 6.000 9/0 | 608753AF6 |
| — | JEFFERIES GROUP, INC | 13,530,000 | $14.46M | 0.5% | $1.07 | $1.07 | — | DBCV 3.875 11/0 | 472319AG7 |
| — | SOLAZYME INC. | 9,120,000 | $14.04M | 0.5% | $1.54 | $1.54 | — | NOTE 6.000 2/0 ADDED | 83415TAB7 |
| — | MOLYCORP, INC. | 12,985,000 | $11.61M | 0.4% | $0.89 | $0.98 | — | NOTE 5.500 2/0 | 608753AH2 |
| — | MOLYCORP, INC. | 13,580,000 | $10.93M | 0.4% | $0.81 | $0.69 | — | NOTE 3.250 6/1 | 608753AA7 |
| — | PROLOGIS, INC | 8,870,000 | $10.4M | 0.4% | $1.17 | $1.15 | — | NOTE 3.250 3/1 | 74340XAT8 |
| — | PROSPECT CAPITAL CORPORATION | 9,310,000 | $9.81M | 0.3% | $1.05 | $1.06 | — | MTNF 5.375 10/1 | 74348TAK8 |
| KODK | EASTMAN KODAK COMPANY | 286,745 | $9.577M | 0.3% | $33.40 * | $30.10 | +0.2% | COM NEW | 277461406 |
| — | SEACOR HOLDING INC | 7,690,000 | $9.185M | 0.3% | $1.19 | $1.23 | — | NOTE 2.500 12/1 | 811904AM3 |
| — | HAWAIIAN HOLDINGS, INC | 4,962,000 | $9.136M | 0.3% | $1.84 | $1.09 | — | NOTE 5.000 3/1 | 419879AD3 |
| — | GOLDCORP, INC | 8,950,000 | $8.997M | 0.3% | $1.01 | $1.01 | — | NOTE 2.000 8/0 | 380956AB8 |
| — | CAPITAL ONE FINANCIAL CORPORATION | 244,812 | $8.654M | 0.3% | $35.35 | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| — | THOMPSON CREEK METALS COMPANY, INC. | 665,968 | $8.544M | 0.3% | $12.83 | $14.89 | — | UNIT 99/99/9999 | 884768300 |
| — | DOMINION RESOURCES INC | 3,836,000 | $8.145M | 0.3% | $2.12 | $1.69 | — | NOTE 2.125 12/1 | 25746UAT6 |
| — | RITE AID CORP | 3,160,000 | $7.888M | 0.3% | $2.50 | $1.41 | — | NOTE 8.500 5/1 | 767754BU7 |
| — | DENDREON CORP | 9,620,000 | $7.071M | 0.2% | $0.74 | $0.74 | — | NOTE 2.875 1/1 | 24823QAC1 |
| — | EMMIS COMMUNICATIONS CORP | 443,270 | $6.946M | 0.2% | $15.67 | $12.00 | — | PFD CV SER A | 291525202 |
| — | KEYCORP | 52,736 | $6.823M | 0.2% | $129.38 | $125.50 | — | PFD 7.75 SR A | 493267405 |
| — | BPZ RESOURCES, INC. | 6,500,000 | $6.646M | 0.2% | $1.02 | $0.92 | — | MTNF 6.500 3/0 | 055639AB4 |
| — | GENERAL MOTORS CORP | 2,307,858 | $6.508M | 0.2% | $2.82 | $2.82 | — | *W EXP 12/31/201 | 37045V134 |
| — | AMARIN CORPORATION PLC | 8,750,000 | $6.475M | 0.2% | $0.74 | $0.71 | — | NOTE 3.500 1/1 DELETED | 220480AC1 |
| — | JP MORGAN CHASE CO. | 314,163 | $6.346M | 0.2% | $20.20 | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | VOLCANO CORPORATION | 5,807,000 | $5.756M | 0.2% | $0.99 | $0.92 | — | NOTE 1.750 12/0 | 928645AB6 |
| — | RADIO ONE, INC. | 1,208,170 | $5.727M | 0.2% | $4.74 | $2.44 | — | CL D NON VTG | 75040P405 |
| — | ARVINMERITOR, INC | 5,104,000 | $5.353M | 0.2% | $1.05 | $0.92 | — | FRNT 4.000 2/1 | 043353AH4 |
| — | BGC PARTNERS, INC. | 4,919,000 | $5.306M | 0.2% | $1.08 | $1.01 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | ARES CAPITAL CORPORATION | 4,900,000 | $5.296M | 0.2% | $1.08 | $1.06 | — | NOTE 4.750 1/1 | 04010LAJ2 |
| — | ICONIX BRAND GROUP, INC | 3,876,000 | $5.269M | 0.2% | $1.36 | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | HORNBECK OFFSHORE SERVICES, INC | 4,465,000 | $5.096M | 0.2% | $1.14 | $1.30 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | MORGANS HOTEL GROUP | 4,914,000 | $4.889M | 0.2% | $0.99 | $0.98 | — | NOTE 2.375 10/1 | 61748WAB4 |
| — | SAFEGUARD SCIENTIFICS | 3,500,000 | $4.782M | 0.2% | $1.37 | $1.37 | — | DBCV 5.250 5/1 ADDED | 786449AK4 |
| — | AFFYMETRIX, INC | 2,910,000 | $4.145M | 0.1% | $1.42 | $0.99 | — | NOTE 4.000 7/0 | 00826TAH1 |
| — | COLONY FINANCIAL INC | 3,710,000 | $3.953M | 0.1% | $1.07 | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | EMMIS COMMUNICATION | 1,079,897 | $3.456M | 0.1% | $3.20 | $2.41 | — | CL A | 291525103 |
| — | PROSPECT CAPITAL CORPORATION | 3,160,000 | $3.344M | 0.1% | $1.06 | $1.04 | — | NOTE 5.875 1/1 ADDED | 74348TAM4 |
| — | TTM TECHNOLOGIES, INC | 3,130,000 | $3.241M | 0.1% | $1.04 | $1.01 | — | NOTE 3.250 5/1 | 87305RAC3 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $3.077M | 0.1% | $15.25 | $15.30 | — | COM | 27828H105 |
| — | CHEMED CORPORATION | 2,675,000 | $2.998M | 0.1% | $1.12 | $1.05 | — | NOTE 1.875 5/1 | 16359RAC7 |
| — | WELLS FARGO COMPANY | 1,760,000 | $2.49M | 0.1% | $1.41 | $1.10 | — | MTNF 0.125 3/0 | 94986RCZ2 |
| — | GENERAL MOTORS CORP | 127,500 | $2.22M | 0.1% | $17.41 | $17.41 | — | *W EXP 07/10/201 | 37045V126 |
| — | HUTCHINSON TECHNOLOGY INC | 2,267,000 | $2.182M | 0.1% | $0.96 | $0.99 | — | NOTE 8.500 1/1 | 448407AG1 |
| — | CHESAPEAKE ENERGY CORPORATION | 2,110,000 | $2.14M | 0.1% | $1.01 | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | DIREXION DAILY GOLD MINERS BULL 3X | 60,000 | $2.079M | 0.1% | $34.65 | $27.41 | — | DAILY GOLD MINER | 25459Y389 |
| — | BROOKDALE SENIOR LIVING INC. | 1,500,000 | $2.046M | 0.1% | $1.36 | $1.18 | — | NOTE 2.750 6/1 | 112463AA2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 2,000,000 | $2.025M | 0.1% | $1.01 | $1.06 | — | NOTE 4.000 11/0 | Y0020QAA9 |
| — | LAM RESEARCH CORPORATION | 1,605,000 | $1.862M | 0.1% | $1.16 | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 163,024 | $1.55M | 0.1% | $9.51 | $9.72 | — | COM SHS | 67073D102 |
| — | TESLA MOTORS, INC. | 1,500,000 | $1.386M | 0.0% | $0.92 | $0.92 | — | NOTE 0.250 3/0 ADDED | 88160RAB7 |
| — | PULSE ELECTRONICS CORP | 1,320,000 | $1.32M | 0.0% | $1.00 | $0.75 | — | NOTE 7.000 12/1 | 74586WAA4 |
| — | LEUCADIA NATIONAL | 1,000,000 | $1.316M | 0.0% | $1.32 | $1.30 | — | NOTE 3.750 4/1 | 527288AX2 |
| — | LIBERTY MEDIA | 10,000 | $1.307M | 0.0% | $130.70 | $130.70 | — | CL A | 531229102 |
| — | DURECT CORPORATION | 873,140 | $1.161M | 0.0% | $1.33 | $1.05 | — | COM | 266605104 |
| — | AURICO GOLD INC. | 252,910 | $1.1M | 0.0% | $4.35 | $3.95 | — | COM | 05155C105 |
| — | LIBERTY MEDIA | 1,400,000 | $845K | 0.0% | $0.60 | $0.60 | — | DEB 3.750 2/1 | 530715AL5 |
| — | BANK OF AMERICA $72.50 | 695 | $795K | 0.0% | $1143.88 | $1109.11 | — | 7.25 CNV PFD L | 060505682 |
| — | BLACKROCK SENIOR HIGH INCOME | 186,921 | $766K | 0.0% | $4.10 | $3.99 | — | COM | 09255R103 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 650,000 | $667K | 0.0% | $1.03 | $1.01 | — | NOTE 5.000 5/1 | 035710AB8 |
| — | RAMBUS INC | 500,000 | $507K | 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 |
| — | AIRTRAN HOLDINGS, INC | 215,000 | $419K | 0.0% | $1.95 | $1.42 | — | NOTE 5.250 11/0 | 00949PAD0 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $384K | 0.0% | $11.97 | $11.97 | — | COM | 67072T108 |
| — | RPM INTERNATIONAL, INC | 330,000 | $384K | 0.0% | $1.16 | $1.12 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | EASTMAN KODAK | 17,313 | $315K | 0.0% | $18.19 | $19.70 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK | 17,313 | $295K | 0.0% | $17.04 | $18.43 | — | *W EXP 09/03/201 | 277461141 |
| — | CUMULUS MEDIA INC | 33,965 | $235K | 0.0% | $6.92 | $6.92 | — | CL A | 231082108 |
| — | JAMES RIVER COAL COMPANY | 2,635,000 | $224K | 0.0% | $0.09 | $0.28 | — | NOTE 3.125 3/1 | 470355AH1 |
| AIG | AMERICAN INTERNATIONAL GROUP, INC. | 1,000 | $50,000 | 0.0% | $50.00 * | $37.86 | 0.0% | COM NEW | 026874784 |