Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 1, 2014
Total Value: $2.528B (15.1% shares, 84.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | JOHNSON & JOHNSON | 132,192,000 | $190M | 7.5% | $1.44 | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | STANLEY BLACK & DECKER INC. | 1,357,790 | $180M | 7.1% | $132.87 | $127.13 | — | UNIT 99/99/9999 | 854502309 |
| — | TEVA PHARM (SERIES C) | 122,602,000 | $158M | 6.2% | $1.29 | $1.07 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | INTEL CORPORATION (144A-SEASONED) | 93,678,000 | $145M | 5.7% | $1.54 | $1.27 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | WELLPOINT, INC. | 90,701,000 | $140M | 5.5% | $1.54 | $1.36 | — | NOTE 2.750 10/1 | 94973VBG1 |
| — | RAYONIER INC | 84,109,000 | $127M | 5.0% | $1.51 | $1.37 | — | NOTE 4.500 8/1 | 75508AAC0 |
| — | NEWMONT MINING CORP - B | 90,075,000 | $95.39M | 3.8% | $1.06 | $1.07 | — | NOTE 1.625 7/1 | 651639AJ5 |
| — | OMNICOM GROUP | 71,102,000 | $93.82M | 3.7% | $1.32 | $1.27 | — | NOTE 7/3 | 681919AV8 |
| — | XILINX, INC | 53,550,000 | $88.66M | 3.5% | $1.66 | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | LABORATORY CORP OF AMER HLDGS | 52,807,000 | $72.49M | 2.9% | $1.37 | $1.28 | — | NOTE 9/1 | 50540RAG7 |
| — | PHH CORPORATION | 68,132,000 | $69.05M | 2.7% | $1.01 | $1.05 | — | NOTE 4.000 9/0 | 693320AN3 |
| — | HEALTH CARE REIT, INC | 53,343,000 | $65.94M | 2.6% | $1.24 | $1.14 | — | NOTE 3.000 12/0 | 42217KAR7 |
| — | STILLWATER MINING CO. | 42,424,000 | $62.54M | 2.5% | $1.47 | $1.04 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | LEVEL 3 COMMUNICATIONS, INC | 36,010,000 | $60.18M | 2.4% | $1.67 | $1.16 | — | NOTE 7.000 3/1 | 52729NBP4 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 48,475,000 | $51.6M | 2.0% | $1.06 | $1.12 | — | NOTE 4.000 2/1 | 035710AA0 |
| — | ROYAL GOLD, INC | 45,741,000 | $49.23M | 1.9% | $1.08 | $0.97 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | ENPRO INDUSTRIES, INC | 21,261,000 | $46.71M | 1.8% | $2.20 | $1.59 | — | DBCV 3.938 10/1 | 29355XAB3 |
| — | PROSPECT CAPITAL CORPORATION | 37,440,000 | $39.78M | 1.6% | $1.06 | $1.03 | — | NOTE 5.750 3/1 | 74348TAL6 |
| — | STERLITE INDUSTRIES LTD | 39,625,000 | $39.68M | 1.6% | $1.00 | $0.97 | — | NOTE 4.000 10/3 | 859737AB4 |
| — | MEDICINES COMPANY | 30,255,000 | $37.25M | 1.5% | $1.23 | $1.23 | — | DBCV 1.375 6/0 | 584688AC9 |
| — | AGCO CORP | 26,606,000 | $37.15M | 1.5% | $1.40 | $1.24 | — | NOTE 1.250 12/1 | 001084AM4 |
| — | KINDER MORGAN ENERGY PARTNERS (5/25/17 $40.00) | 12,481,254 | $34.7M | 1.4% | $2.78 | $4.01 | — | *W EXP 05/25/201 | 49456B119 |
| — | KCAP FINANCIAL INC | 28,590,000 | $33.33M | 1.3% | $1.17 | $1.38 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 671,289 | $33.15M | 1.3% | $49.38 | $49.19 | — | UNIT 11/01/2051 | 64944P307 |
| — | COLONY FINANCIAL INC | 27,000,000 | $27.83M | 1.1% | $1.03 | $1.03 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | ENDEAVOUR INTL CORP | 54,413,000 | $26.93M | 1.1% | $0.49 | $0.62 | — | NOTE 5.500 7/1 | 29257MAE0 |
| — | AMERICAN INTERNATIONAL GROUP (1/19/21 $45.00) | 943,448 | $25.1M | 1.0% | $26.60 | $18.45 | — | *W EXP 01/19/202 | 026874156 |
| — | JANUS CAPITAL GROUP INC | 19,067,000 | $24.93M | 1.0% | $1.31 | $1.05 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | PRICELINE.COM | 16,500,000 | $23.43M | 0.9% | $1.42 | $1.42 | — | DEBT 1.000 3/1 | 741503AQ9 |
| — | SEQUENOM INC. | 20,340,000 | $21.88M | 0.9% | $1.08 | $0.87 | — | NOTE 5.000 10/0 | 817337AB4 |
| — | WELLS FARGO & COMPANY | 16,995 | $20.64M | 0.8% | $1214.65 | $1188.58 | — | PERP PFD CNV A | 949746804 |
| — | HOME INNS & HOTELS | 19,780,000 | $19.55M | 0.8% | $0.99 | $0.90 | — | NOTE 2.000 12/1 | 43713WAB3 |
| — | DRYSHIPS INC | 19,597,000 | $19.4M | 0.8% | $0.99 | $0.90 | — | NOTE 5.000 12/0 | 262498AB4 |
| — | DEALERTRACK TECHNOLOGIES INC | 14,420,000 | $19.34M | 0.8% | $1.34 | $1.34 | — | NOTE 1.500 3/1 | 242309AB8 |
| — | SOLAZYME INC. | 16,530,000 | $18.64M | 0.7% | $1.13 | $1.13 | — | NOTE 5.000 10/0 | 83415TAC5 |
| — | MOLYCORP, INC. | 26,106,000 | $17.1M | 0.7% | $0.65 | $0.74 | — | NOTE 6.000 9/0 | 608753AF6 |
| — | TELEFLEX INCORPORATED | 9,000,000 | $15.79M | 0.6% | $1.75 | $1.35 | — | NOTE 3.875 8/0 | 879369AA4 |
| — | PDL BIOPHARMA INC | 13,180,000 | $15.04M | 0.6% | $1.14 | $1.06 | — | NOTE 4.000 2/0 | 69329YAF1 |
| — | JEFFERIES GROUP, INC | 13,530,000 | $14.49M | 0.6% | $1.07 | $1.07 | — | DBCV 3.875 11/0 | 472319AG7 |
| — | PROSPECT CAPITAL CORPORATION | 13,800,000 | $14.39M | 0.6% | $1.04 | $1.05 | — | NOTE 5.375 10/1 | 74348TAK8 |
| — | GENERAL MOTORS CORP - CLASS B (7/10/19 $18.33) | 727,200 | $13.5M | 0.5% | $18.56 | $18.36 | — | *W EXP 07/10/201 | 37045V126 |
| — | SOLAZYME INC. | 8,620,000 | $13.29M | 0.5% | $1.54 | $1.54 | — | NOTE 6.000 2/0 | 83415TAB7 |
| — | SPIRIT REALTY CAPITAL, INC. - A | 11,960,000 | $11.99M | 0.5% | $1.00 | $1.00 | — | NOTE 2.875 5/1 | 84860WAA0 |
| — | MOLYCORP, INC. | 16,235,000 | $10.62M | 0.4% | $0.65 | $0.91 | — | NOTE 5.500 2/0 | 608753AH2 |
| — | PROLOGIS, INC | 8,870,000 | $10M | 0.4% | $1.13 | $1.15 | — | NOTE 3.250 3/1 | 74340XAT8 |
| — | SEACOR HOLDING INC | 7,430,000 | $8.554M | 0.3% | $1.15 | $1.23 | — | NOTE 2.500 12/1 | 811904AM3 |
| — | THOMPSON CREEK METALS COMPANY, INC. | 492,668 | $8.045M | 0.3% | $16.33 | $14.89 | — | UNIT 99/99/9999 | 884768300 |
| — | SPIRIT REALTY CAPITAL, INC. - B | 7,965,000 | $8.01M | 0.3% | $1.01 | $1.01 | — | NOTE 3.750 5/1 | 84860WAB8 |
| — | RITE AID CORP | 2,710,000 | $7.657M | 0.3% | $2.83 | $1.41 | — | NOTE 8.500 5/1 | 767754BU7 |
| — | KEYCORP $7.75 | 53,527 | $7.019M | 0.3% | $131.13 | $125.58 | — | PFD 7.75 SR A | 493267405 |
| — | EMMIS COMMUNICATIONS CORP $3.125 | 443,270 | $6.704M | 0.3% | $15.12 | $12.00 | — | PFD CV SER A | 291525202 |
| — | RADIO ONE, INC. | 1,274,502 | $6.283M | 0.2% | $4.93 | $2.57 | — | CL D NON VTG | 75040P405 |
| KODK | EASTMAN KODAK COMPANY | 250,372 | $6.127M | 0.2% | $24.47 * | $30.10 | -4.9% | COM NEW | 277461406 |
| — | JP MORGAN CHASE & CO. (10/28/18 $42.42) | 314,163 | $6.073M | 0.2% | $19.33 | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | DOMINION RESOURCES INC | 2,755,000 | $5.933M | 0.2% | $2.15 | $1.69 | — | NOTE 2.125 12/1 | 25746UAT6 |
| — | DENDREON CORP | 8,250,000 | $5.713M | 0.2% | $0.69 | $0.74 | — | NOTE 2.875 1/1 | 24823QAC1 |
| — | GENERAL MOTORS CORP - CLASS C (12/31/15 $42.31) | 2,238,351 | $5.618M | 0.2% | $2.51 | $2.82 | — | *W EXP 12/31/201 | 37045V134 |
| — | ICONIX BRAND GROUP, INC | 3,876,000 | $5.615M | 0.2% | $1.45 | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | THE SPECTRANETICS CORPORATION | 5,090,000 | $5.308M | 0.2% | $1.04 | $1.04 | — | MTNF 2.625 6/0 | 84760CAA5 |
| — | BGC PARTNERS, INC. | 4,919,000 | $5.276M | 0.2% | $1.07 | $1.01 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | VOLCANO CORPORATION | 5,437,000 | $5.254M | 0.2% | $0.97 | $0.92 | — | NOTE 1.750 12/0 | 928645AB6 |
| — | ARES CAPITAL CORPORATION | 4,900,000 | $5.237M | 0.2% | $1.07 | $1.06 | — | NOTE 4.750 1/1 | 04010LAJ2 |
| — | PRICELINE.COM | 4,405,000 | $5.221M | 0.2% | $1.19 | $1.19 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | BPZ RESOURCES, INC. | 5,105,000 | $5.204M | 0.2% | $1.02 | $0.92 | — | MTNF 6.500 3/0 | 055639AB4 |
| — | HORNBECK OFFSHORE SERVICES, INC | 4,235,000 | $5.135M | 0.2% | $1.21 | $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 |
| — | AFFYMETRIX, INC | 2,800,000 | $4.716M | 0.2% | $1.68 | $0.99 | — | NOTE 4.000 7/0 | 00826TAH1 |
| — | IRIDIUM COMMUNICATIONS $16.25 | 14,000 | $4.673M | 0.2% | $333.79 | $333.79 | — | PERP PFD CNV B ADDED | 46269C409 |
| — | COLONY FINANCIAL INC | 3,670,000 | $3.973M | 0.2% | $1.08 | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | PROSPECT CAPITAL CORPORATION | 3,560,000 | $3.76M | 0.1% | $1.06 | $1.04 | — | NOTE 5.875 1/1 | 74348TAM4 |
| — | SAFEGUARD SCIENTIFICS | 2,650,000 | $3.498M | 0.1% | $1.32 | $1.37 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | EMMIS COMMUNICATION | 1,079,897 | $3.229M | 0.1% | $2.99 | $2.41 | — | CL A | 291525103 |
| — | TTM TECHNOLOGIES, INC | 3,130,000 | $3.181M | 0.1% | $1.02 | $1.01 | — | NOTE 3.250 5/1 | 87305RAC3 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $3.144M | 0.1% | $15.58 | $15.30 | — | COM | 27828H105 |
| — | THOMPSON CREEK METALS COMPANY, INC. | 1,013,077 | $2.999M | 0.1% | $2.96 | $2.96 | — | COM | 884768102 |
| — | DIREXION DAILY GOLD MINERS BULL 3X | 60,000 | $2.774M | 0.1% | $46.23 | $27.41 | — | DAILY GOLD MINER | 25459Y389 |
| — | ARVINMERITOR, INC | 2,564,000 | $2.727M | 0.1% | $1.06 | $0.92 | — | FRNT 4.000 2/1 | 043353AH4 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 248,024 | $2.322M | 0.1% | $9.36 | $9.60 | — | COM SHS | 67073D102 |
| — | GOLDCORP, INC | 2,235,000 | $2.238M | 0.1% | $1.00 | $1.01 | — | NOTE 2.000 8/0 | 380956AB8 |
| — | BROOKDALE SENIOR LIVING INC. | 1,500,000 | $2.043M | 0.1% | $1.36 | $1.18 | — | NOTE 2.750 6/1 | 112463AA2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 2,000,000 | $2.04M | 0.1% | $1.02 | $1.06 | — | NOTE 4.000 11/0 | Y0020QAA9 |
| — | LAM RESEARCH CORPORATION - A | 1,605,000 | $1.998M | 0.1% | $1.24 | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | LIBERTY MEDIA (PCS) | 2,995,000 | $1.962M | 0.1% | $0.66 | $0.66 | — | DEB 4.000 11/1 | 530715AG6 |
| — | HUTCHINSON TECHNOLOGY INC | 1,977,000 | $1.868M | 0.1% | $0.94 | $0.99 | — | NOTE 8.500 1/1 | 448407AG1 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,620,000 | $1.703M | 0.1% | $1.05 | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | CUMULUS MEDIA INC | 257,699 | $1.698M | 0.1% | $6.59 | $6.63 | — | CL A | 231082108 |
| — | DURECT CORPORATION | 873,140 | $1.589M | 0.1% | $1.82 | $1.05 | — | COM | 266605104 |
| — | LIBERTY MEDIA | 10,000 | $1.367M | 0.1% | $136.70 | $130.70 | — | CL A | 531229102 |
| — | AURICO GOLD INC. | 252,910 | $1.077M | 0.0% | $4.26 | $3.95 | — | COM | 05155C105 |
| — | BLACKROCK SENIOR HIGH INCOME | 186,921 | $766K | 0.0% | $4.10 | $3.99 | — | COM | 09255R103 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 650,000 | $666K | 0.0% | $1.02 | $1.01 | — | NOTE 5.000 5/1 | 035710AB8 |
| — | LIBERTY MEDIA (PCS) | 860,000 | $550K | 0.0% | $0.64 | $0.60 | — | DEB 3.750 2/1 | 530715AL5 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 34,542 | $429K | 0.0% | $12.42 | $12.19 | — | COM SHS | 6706EN100 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $388K | 0.0% | $12.10 | $11.97 | — | COM | 67072T108 |
| — | BANK OF AMERICA $72.50 | 330 | $387K | 0.0% | $1172.73 | $1109.11 | — | 7.25 CNV PFD L | 060505682 |
| — | EASTMAN KODAK (9/3/18 $14.93) | 17,313 | $163K | 0.0% | $9.41 | $19.70 | — | *W EXP 09/03/201 | 277461133 |
| — | EASTMAN KODAK (9/3/18 $16.12) | 17,313 | $159K | 0.0% | $9.18 | $18.43 | — | *W EXP 09/03/201 | 277461141 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 4,133 | $63,000 | 0.0% | $15.24 | $15.24 | — | COM | 27828V104 |
| AIG | AMERICAN INTERNATIONAL GROUP, INC. | 1,000 | $55,000 | 0.0% | $55.00 * | $37.86 | +6.7% | COM NEW | 026874784 |