Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 10, 2014
Total Value: $2.577B (7.6% shares, 92.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | JOHNSON & JOHNSON | 131,046,000 | $192M | 7.5% | $1.18 | — | SDCV | 02261WAB5 |
| — | STANLEY BLACK & DECKER INC. | 1,302,124 | $171M | 6.7% | $127.13 | — | UNIT 99/99/9999 | 854502309 |
| — | TEVA PHARM (SERIES C) | 123,382,000 | $159M | 6.2% | $1.07 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | INTEL CORPORATION (144A-SEASONED) | 87,958,000 | $147M | 5.7% | $1.27 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | WELLPOINT INC. | 87,426,000 | $145M | 5.6% | $1.36 | — | NOTE 2.750 10/1 | 94973VBG1 |
| — | RAYONIER INC | 89,799,000 | $121M | 4.7% | $1.37 | — | NOTE 4.500 8/1 | 75508AAC0 |
| — | NEWMONT MINING CORP - B | 89,485,000 | $91.67M | 3.6% | $1.07 | — | NOTE 1.625 7/1 | 651639AJ5 |
| — | XILINX INC | 52,935,000 | $78.41M | 3.0% | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | LABORATORY CORP OF AMER HLDGS | 52,742,000 | $71.89M | 2.8% | $1.28 | — | NOTE 9/1 | 50540RAG7 |
| — | HEALTH CARE REIT INC | 53,003,000 | $64.92M | 2.5% | $1.14 | — | NOTE 3.000 12/0 | 42217KAR7 |
| — | ROYAL GOLD INC | 60,833,000 | $63.23M | 2.5% | $0.99 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | LEVEL 3 COMMUNICATIONS INC | 36,010,000 | $61.62M | 2.4% | $1.16 | — | NOTE 7.000 3/1 | 52729NBP4 |
| — | STILLWATER MINING CO. | 42,424,000 | $53.91M | 2.1% | $1.04 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | CHART INDUSTRIES INC. | 43,725,000 | $50.8M | 2.0% | $1.16 | — | NOTE 2.000 8/0 | 16115QAC4 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 48,875,000 | $50.16M | 1.9% | $1.12 | — | NOTE 4.000 2/1 | 035710AA0 |
| — | KINDER MORGAN ENERGY PARTNERS | 12,620,171 | $45.94M | 1.8% | $4.00 | — | *W EXP 05/25/201 | 49456B119 |
| — | MEDICINES COMPANY | 41,255,000 | $43.91M | 1.7% | $1.18 | — | DBCV 1.375 6/0 | 584688AC9 |
| — | STERLITE INDUSTRIES LTD | 39,625,000 | $39.38M | 1.5% | $0.97 | — | NOTE 4.000 10/3 | 859737AB4 |
| — | ENPRO INDUSTRIES INC | 21,261,000 | $39.22M | 1.5% | $1.59 | — | DBCV 3.938 10/1 | 29355XAB3 |
| — | PROSPECT CAPITAL CORPORATION | 36,440,000 | $37.53M | 1.5% | $1.03 | — | NOTE 5.750 3/1 | 74348TAL6 |
| — | PROLOGIS INC | 33,870,000 | $35.61M | 1.4% | $1.08 | — | NOTE 3.250 3/1 | 74340XAT8 |
| — | THE KEYW HOLDING CORP. | 35,000,000 | $35M | 1.4% | $1.00 | — | NOTE 2.500 7/1 ADDED | 493723AA8 |
| — | DEALERTRACK TECHNOLOGIES INC | 26,520,000 | $34.44M | 1.3% | $1.32 | — | NOTE 1.500 3/1 | 242309AB8 |
| — | ELECTRONIC ARTS INC. | 27,860,000 | $34.34M | 1.3% | $1.23 | — | NOTE 0.750 7/1 | 285512AA7 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 673,754 | $33.35M | 1.3% | $49.19 | — | UNIT 11/01/2051 | 64944P307 |
| — | KCAP FINANCIAL INC | 28,590,000 | $33.09M | 1.3% | $1.38 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | BRISTOW GROUP INC | 27,957,000 | $30.05M | 1.2% | $1.08 | — | NOTE 3.000 6/1 | 110394AC7 |
| — | PRICELINE.COM | 20,850,000 | $28.04M | 1.1% | $1.40 | — | DEBT 1.000 3/1 | 741503AQ9 |
| — | JANUS CAPITAL GROUP INC | 19,067,000 | $26.81M | 1.0% | $1.05 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | COLONY FINANCIAL INC | 26,980,000 | $26.63M | 1.0% | $1.03 | — | NOTE 3.875 1/1 | 19624RAB2 |
| — | TOLL BROTHERS INC. | 24,676,000 | $24.88M | 1.0% | $1.01 | — | NOTE 0.500 9/1 | 88947EAM2 |
| — | AMERICAN INTERNATIONAL GROUP | 943,448 | $22.46M | 0.9% | $18.45 | — | *W EXP 01/19/202 | 026874156 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 26,628,000 | $21.57M | 0.8% | $0.81 | — | NOTE 6.250 5/0 | 01167PAE1 |
| — | B2GOLD CORPORATION | 22,525,000 | $21.47M | 0.8% | $0.95 | — | NOTE 3.250 10/0 | 11777QAB6 |
| OMC | OMNICOM GROUP | 268,576 | $18.49M | 0.7% | $48.82 | 0.0% | COM | 681919106 |
| — | HOME INNS & HOTELS | 18,780,000 | $18.24M | 0.7% | $0.90 | — | NOTE 2.000 12/1 | 43713WAB3 |
| — | SEQUENOM INC. | 18,940,000 | $18.07M | 0.7% | $0.87 | — | NOTE 5.000 10/0 | 817337AB4 |
| — | WELLS FARGO & COMPANY | 14,549 | $17.5M | 0.7% | $1188.58 | — | PERP PFD CNV A | 949746804 |
| — | DRYSHIPS INC | 16,597,000 | $16.45M | 0.6% | $0.90 | — | NOTE 5.000 12/0 | 262498AB4 |
| — | SOLAZYME INC. | 16,530,000 | $14.71M | 0.6% | $1.13 | — | NOTE 5.000 10/0 | 83415TAC5 |
| — | JEFFERIES GROUP INC | 13,825,000 | $14.71M | 0.6% | $1.07 | — | DBCV 3.875 11/0 | 472319AG7 |
| — | PROSPECT CAPITAL CORPORATION | 13,800,000 | $14.23M | 0.6% | $1.05 | — | NOTE 5.375 10/1 | 74348TAK8 |
| — | GENERAL MOTORS CORP | 972,920 | $14.07M | 0.5% | $17.37 | — | *W EXP 07/10/201 | 37045V126 |
| — | TELEFLEX INCORPORATED | 7,900,000 | $13.69M | 0.5% | $1.35 | — | NOTE 3.875 8/0 | 879369AA4 |
| — | PDL BIOPHARMA INC | 13,180,000 | $12.81M | 0.5% | $1.06 | — | NOTE 4.000 2/0 | 69329YAF1 |
| — | MACQUARIE INFRASTRUCTURE COMPANY LLC | 11,035,000 | $12.25M | 0.5% | $1.11 | — | NOTE 2.875 7/1 | 55608BAA3 |
| — | CALLAWAY GOLF COMPANY | 10,551,000 | $11.83M | 0.5% | $1.12 | — | NOTE 3.750 8/1 | 131193AC8 |
| — | SPIRIT REALTY CAPITAL INC. - A | 11,780,000 | $11.44M | 0.4% | $1.00 | — | NOTE 2.875 5/1 | 84860WAA0 |
| — | SOLAZYME INC. | 8,620,000 | $9.978M | 0.4% | $1.54 | — | NOTE 6.000 2/0 | 83415TAB7 |
| — | MOLYCORP INC. | 26,106,000 | $9.268M | 0.4% | $0.74 | — | NOTE 6.000 9/0 | 608753AF6 |
| — | FXCM INC. | 8,315,000 | $8.648M | 0.3% | $1.04 | — | NOTE 2.250 6/1 | 302693AB2 |
| — | VOLCANO CORPORATION | 9,437,000 | $8.151M | 0.3% | $0.89 | — | NOTE 1.750 12/0 | 928645AB6 |
| — | SEACOR HOLDING INC | 7,430,000 | $8.001M | 0.3% | $1.23 | — | NOTE 2.500 12/1 | 811904AM3 |
| — | BGC PARTNERS INC. | 7,419,000 | $7.846M | 0.3% | $1.03 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | SPIRIT REALTY CAPITAL INC. - B | 7,850,000 | $7.633M | 0.3% | $1.01 | — | NOTE 3.750 5/1 | 84860WAB8 |
| AGCO | AGCO CORP | 166,823 | $7.584M | 0.3% | $39.20 | 0.0% | COM | 001084102 |
| — | KEYCORP | 53,527 | $7.022M | 0.3% | $125.58 | — | PFD 7.75 SR A | 493267405 |
| — | EMMIS COMMUNICATIONS CORP | 443,270 | $6.596M | 0.3% | $12.00 | — | PFD CV SER A | 291525202 |
| — | THOMPSON CREEK METALS COMPANY INC. | 492,668 | $6.481M | 0.3% | $14.89 | — | UNIT 99/99/9999 | 884768300 |
| — | JP MORGAN CHASE & CO. | 314,163 | $6.318M | 0.2% | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | MOLYCORP INC. | 17,235,000 | $6.032M | 0.2% | $0.88 | — | NOTE 5.500 2/0 | 608753AH2 |
| — | DOMINION RESOURCES INC | 2,755,000 | $5.742M | 0.2% | $1.69 | — | NOTE 2.125 12/1 | 25746UAT6 |
| — | THE SPECTRANETICS CORPORATION | 5,090,000 | $5.714M | 0.2% | $1.04 | — | MTNF 2.625 6/0 | 84760CAA5 |
| — | ARES CAPITAL CORPORATION | 5,345,000 | $5.539M | 0.2% | $1.06 | — | NOTE 4.750 1/1 | 04010LAJ2 |
| — | RITE AID CORP | 2,710,000 | $5.196M | 0.2% | $1.41 | — | 767754BU7 | 767754BU7 |
| — | ICONIX BRAND GROUP INC | 3,876,000 | $4.901M | 0.2% | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | IRIDIUM COMMUNICATIONS | 14,000 | $4.781M | 0.2% | $333.79 | — | PERP PFD CNV B | 46269C409 |
| — | ACORDA THERAPEUTICS INC. | 4,600,000 | $4.76M | 0.2% | $1.03 | — | NOTE 1.750 6/1 | 00484MAA4 |
| — | CUMULUS MEDIA INC | 1,075,000 | $4.332M | 0.2% | $4.65 | — | CL A | 231082108 |
| — | PRICELINE.COM | 3,865,000 | $4.327M | 0.2% | $1.19 | — | NOTE 0.350 6/1 | 741503AS5 |
| — | RADIO ONE INC. | 1,345,031 | $4.277M | 0.2% | $2.60 | — | CL D NON VTG | 75040P405 |
| — | AFFYMETRIX INC | 2,800,000 | $4.265M | 0.2% | $0.99 | — | NOTE 4.000 7/0 | 00826TAH1 |
| — | HORNBECK OFFSHORE SERVICES INC | 4,330,000 | $4.233M | 0.2% | $1.29 | — | NOTE 1.500 9/0 | 440543AN6 |
| KODK | EASTMAN KODAK COMPANY | 191,348 | $4.204M | 0.2% | $30.10 | -21.2% | COM NEW | 277461406 |
| — | ARES CAPITAL CORPORATION | 4,073,000 | $4.19M | 0.2% | $1.03 | — | NOTE 4.375 1/1 ADDED | 04010LAM5 |
| — | ENDEAVOUR INTL CORP | 54,413,000 | $4.081M | 0.2% | $0.62 | — | NOTE 5.500 7/1 | 29257MAE0 |
| — | COLONY FINANCIAL INC | 3,670,000 | $3.815M | 0.1% | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | PROSPECT CAPITAL CORPORATION | 3,460,000 | $3.564M | 0.1% | $1.04 | — | NOTE 5.875 1/1 | 74348TAM4 |
| — | SYNCHRONOSS TECHNOLOGIES INC. | 3,000,000 | $3.311M | 0.1% | $1.10 | — | NOTE 0.750 8/1 ADDED | 87157BAA1 |
| — | SAFEGUARD SCIENTIFICS | 2,650,000 | $3.266M | 0.1% | $1.37 | — | DBCV 5.250 5/1 | 786449AK4 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 201,785 | $2.942M | 0.1% | $15.30 | — | COM | 27828H105 |
| — | BPZ RESOURCES INC. | 2,605,000 | $2.602M | 0.1% | $0.92 | — | MTNF 6.500 3/0 | 055639AB4 |
| — | EMMIS COMMUNICATION | 1,079,897 | $2.279M | 0.1% | $2.41 | — | CL A | 291525103 |
| — | THOMPSON CREEK METALS COMPANY INC. | 1,013,077 | $2.229M | 0.1% | $2.96 | — | COM | 884768102 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 248,024 | $2.215M | 0.1% | $9.60 | — | COM SHS | 67073D102 |
| — | LAM RESEARCH CORPORATION - A | 1,605,000 | $2.036M | 0.1% | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | GENERAL MOTORS CORP | 2,238,351 | $1.947M | 0.1% | $2.82 | — | *W EXP 12/31/201 | 37045V134 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK | 2,000,000 | $1.945M | 0.1% | $1.06 | — | NOTE 4.000 11/0 | Y0020QAA9 |
| — | BROOKDALE SENIOR LIVING INC. | 1,500,000 | $1.937M | 0.1% | $1.18 | — | NOTE 2.750 6/1 | 112463AA2 |
| — | TESLA MOTORS INC. | 2,000,000 | $1.902M | 0.1% | $0.95 | — | NOTE 1.250 3/0 | 88160RAC5 |
| — | MORGANS HOTEL GROUP | 1,840,000 | $1.838M | 0.1% | $0.98 | — | NOTE 2.375 10/1 | 61748WAB4 |
| — | DEPOMED INC. | 1,740,000 | $1.838M | 0.1% | $1.06 | — | NOTE 2.500 9/0 | 249908AA2 |
| — | CHESAPEAKE ENERGY CORPORATION | 1,620,000 | $1.618M | 0.1% | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | HUTCHINSON TECHNOLOGY INC | 1,583,000 | $1.563M | 0.1% | $0.99 | — | NOTE 8.500 1/1 | 448407AG1 |
| — | DIREXION DAILY GOLD MINERS BULL 3X | 60,000 | $1.373M | 0.1% | $27.41 | — | DAILY GOLD MINER | 25459Y389 |
| — | DURECT CORPORATION | 862,490 | $1.268M | 0.0% | $1.05 | — | COM | 266605104 |
| — | SERVICESOURCE INTERNATIONAL INC | 1,580,000 | $1.209M | 0.0% | $0.77 | — | NOTE 1.500 8/0 | 81763UAB6 |
| — | MOLYCORP INC. | 2,415,000 | $1.171M | 0.0% | $0.48 | — | NOTE 3.250 6/1 | 608753AA7 |
| — | DENDREON CORP | 1,695,000 | $1.161M | 0.0% | $0.74 | — | NOTE 2.875 1/1 | 24823QAC1 |
| — | ARVINMERITOR INC | 1,084,000 | $1.118M | 0.0% | $0.92 | — | FRNT 4.000 2/1 | 043353AH4 |
| — | LIBERTY MEDIA | 20,000 | $940K | 0.0% | $47.00 | — | COM SER C | 531229300 |
| — | AURICO GOLD INC. | 252,910 | $883K | 0.0% | $3.95 | — | COM | 05155C105 |
| — | MICRON TECHNOLOGY INC | 595,000 | $781K | 0.0% | $1.31 | — | NOTE 3.000 11/1 ADDED | 595112AY9 |
| — | BLACKROCK DEBT STRATEGIES FUND INC | 186,921 | $714K | 0.0% | $3.99 | — | COM | 09255R103 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 650,000 | $657K | 0.0% | $1.01 | — | NOTE 5.000 5/1 | 035710AB8 |
| — | TTM TECHNOLOGIES INC | 555,000 | $562K | 0.0% | $1.01 | — | NOTE 3.250 5/1 | 87305RAC3 |
| — | LIBERTY MEDIA (PCS) | 860,000 | $544K | 0.0% | $0.60 | — | DEB 3.750 2/1 | 530715AL5 |
| — | SALESFORCE.COM INC. | 435,000 | $483K | 0.0% | $1.11 | — | NOTE 0.250 4/0 | 79466LAD6 |
| — | LIBERTY MEDIA | 10,000 | $472K | 0.0% | $130.70 | — | CL A | 531229102 |
| — | CUBIST PHARM | 425,000 | $460K | 0.0% | $1.08 | — | NOTE 1.125 9/0 | 229678AF4 |
| — | INTEL CORP | 350,000 | $448K | 0.0% | $1.28 | — | SDCV 2.950 12/1 | 458140AD2 |
| — | OMNICARE INC | 360,000 | $397K | 0.0% | $1.10 | — | NOTE 3.500 2/1 | 681904AQ1 |
| — | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | 34,542 | $393K | 0.0% | $12.19 | — | COM SHS | 6706EN100 |
| — | BANK OF AMERICA | 330 | $378K | 0.0% | $1109.11 | — | 7.25 CNV PFD L | 060505682 |
| — | RTI INTERNATIONAL METALS INC. | 380,000 | $364K | 0.0% | $0.96 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $362K | 0.0% | $11.97 | — | COM | 67072T108 |
| — | MGIC INVESTMENT CORPORATION | 280,000 | $305K | 0.0% | $1.09 | — | NOTE 5.000 5/0 | 552848AD5 |
| — | MGM MIRAGE | 225,000 | $285K | 0.0% | $1.27 | — | NOTE 4.250 4/1 | 55303QAE0 |
| — | AIR LEASE CORPORATION (144A) | 190,000 | $257K | 0.0% | $1.35 | — | NOTE 3.875 12/0 | 00912XAK0 |
| — | DEVELOPERS DIVERSIFIED REALTY CORP | 200,000 | $230K | 0.0% | $1.15 | — | NOTE 1.750 11/1 | 251591AX1 |
| — | MGIC INVESTMENT CORPORATION | 145,000 | $193K | 0.0% | $1.33 | — | NOTE 2.000 4/0 | 552848AE3 |
| — | NETSUITE INC | 185,000 | $193K | 0.0% | $1.04 | — | NOTE 0.250 6/0 | 64118QAB3 |
| — | ON SEMICONDUCTOR CORP - B | 155,000 | $175K | 0.0% | $1.13 | — | NOTE 2.625 12/1 | 682189AH8 |
| — | WESCO INTERNATIONAL INC | 60,000 | $167K | 0.0% | $2.78 | — | DBCV 6.000 9/1 | 95082PAH8 |
| — | RPM INTERNATIONAL INC | 140,000 | $159K | 0.0% | $1.14 | — | NOTE 2.250 12/1 | 749685AT0 |
| — | AMERICAN REALTY CAPITAL PROPERTIES INC. | 150,000 | $149K | 0.0% | $0.99 | — | NOTE 3.000 8/0 | 02917TAA2 |
| — | RAMBUS INC | 120,000 | $147K | 0.0% | $1.23 | — | NOTE 1.125 8/1 ADDED | 750917AE6 |
| — | BIOMARIN PHARMACEUTICAL INC | 125,000 | $137K | 0.0% | $1.10 | — | NOTE 1.500 10/1 | 09061GAF8 |
| — | CHESAPEAKE ENERGY CORPORATION | 120,000 | $122K | 0.0% | $1.02 | — | NOTE 2.750 11/1 | 165167BW6 |
| — | FLUIDIGM CORPORATION | 115,000 | $102K | 0.0% | $0.89 | — | NOTE 2.750 2/0 | 34385PAA6 |
| — | SUNPOWER CORP | 65,000 | $96,000 | 0.0% | $1.48 | — | DBCV 0.750 6/0 ADDED | 867652AG4 |
| — | EASTMAN KODAK | 11,308 | $83,000 | 0.0% | $19.70 | — | *W EXP 09/03/201 | 277461133 |
| — | PEABODY ENERGY CORP | 115,000 | $79,000 | 0.0% | $0.69 | — | SDCV 4.750 12/1 | 704549AG9 |
| — | EASTMAN KODAK | 11,308 | $74,000 | 0.0% | $18.43 | — | *W EXP 09/03/201 | 277461141 |
| — | UNITED RENTALS INC | 7,000 | $70,000 | 0.0% | $10.00 | — | NOTE 4.000 11/1 | 911363AL3 |
| — | WEB.COM GROUP INC. | 75,000 | $69,000 | 0.0% | $0.92 | — | NOTE 1.000 8/1 | 94733AAA2 |
| — | EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | 4,133 | $61,000 | 0.0% | $15.24 | — | COM | 27828V104 |
| — | DANAHER CORPORATION | 25,000 | $55,000 | 0.0% | $2.20 | — | NOTE | 235851AF9 |
| AIG | AMERICAN INTERNATIONAL GROUP INC. | 1,000 | $54,000 | 0.0% | $37.86 | +10.4% | COM NEW | 026874784 |
| — | COBALT INTERNATIONAL ENERGY INC. | 55,000 | $46,000 | 0.0% | $0.84 | — | NOTE 2.625 12/0 | 19075FAA4 |
| — | THERAVANCE INC | 1,546 | $26,000 | 0.0% | $16.82 | — | COM | 88338T104 |