Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value: $3.386B (10.1% shares, 89.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | JOHNSON JOHNSON | 156,810,000 | $184M | 5.4% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | STANLEY BLACK DECKER | 1,296,655 | $167M | 4.9% | $128.81 | — | UNIT 99/99/9999 | 854502309 |
| — | EMC CORP | 105,608,000 | $156M | 4.6% | $1.48 | — | NOTE 1.750 12/0 | 268648AM4 |
| — | INTEL CORPORATION | 114,223,000 | $145M | 4.3% | $1.27 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | TEVA PHARM | 121,612,000 | $128M | 3.8% | $1.05 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | GOLDCORP, INC | 115,241,000 | $116M | 3.4% | $1.01 | — | NOTE 2.000 8/0 | 380956AB8 |
| — | PROSPECT CAPITAL CORPORATION | 104,020,000 | $114M | 3.4% | $1.09 | — | NOTE 6.250 12/1 | 74348TAC6 |
| — | XILINX, INC | 78,650,000 | $113M | 3.3% | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | ALCOA INC | 87,605,000 | $111M | 3.3% | $1.27 | — | NOTE 5.250 3/1 | 013817AT8 |
| — | STERLITE INDUSTRIES LTD | 109,325,000 | $106M | 3.1% | $0.97 | — | NOTE 4.000 10/3 | 859737AB4 |
| — | ALLEGHENY TECHNOLOGIES | 101,466,000 | $105M | 3.1% | $1.04 | — | NOTE 4.250 6/0 | 01741RAD4 |
| — | ENPRO INDUSTRIES, INC | 62,656,000 | $99.47M | 2.9% | $1.59 | — | DBCV 3.938 10/1 | 29355XAB3 |
| — | NEWMONT MINING CORP | 97,626,000 | $98.91M | 2.9% | $1.01 | — | NOTE 1.250 7/1 | 651639AH9 |
| — | INTERNATIONAL GAME TECH | 89,890,000 | $95.84M | 2.8% | $1.07 | — | NOTE 3.250 5/0 | 459902AQ5 |
| — | FIFTH THIRD BANCORP | 556,530 | $86.78M | 2.6% | $155.94 | — | CNV PFD DEP1/250 | 316773209 |
| — | STEEL DYNAMICS, INC | 75,258,000 | $81.28M | 2.4% | $1.08 | — | NOTE 5.125 6/1 | 858119AP5 |
| — | TYSON FOODS, INC | 50,023,000 | $76.6M | 2.3% | $1.53 | — | NOTE 3.250 10/1 | 902494AP8 |
| — | PHH CORPORATION | 71,801,000 | $76.15M | 2.2% | $1.06 | — | NOTE 4.000 9/0 | 693320AN3 |
| — | LAM RESEARCH CORP | 49,473,000 | $69.97M | 2.1% | $1.41 | — | NOTE 2.625 5/1 | 670008AD3 |
| — | LEVEL 3 COMMUNICATIONS | 51,850,000 | $60.21M | 1.8% | $1.16 | — | NOTE 7.000 3/1 | 52729NBP4 |
| — | ANNALY MORTGAGE MANAGEMENT | 51,624,000 | $57.92M | 1.7% | $1.12 | — | NOTE 4.000 2/1 | 035710AA0 |
| — | AFFILIATED MANAGERS GROUP | 40,015,000 | $52.4M | 1.5% | $1.31 | — | NOTE 3.950 8/1 | 008252AL2 |
| — | STILLWATER MINING CO. | 46,835,000 | $48.83M | 1.4% | $1.04 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | CHESAPEAKE ENERGY CORP | 47,946,000 | $44.8M | 1.3% | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | KINDER MORGAN ENERGY PARTNERS | 8,727,704 | $44.69M | 1.3% | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| — | NEWMONT MINING CORP | 40,295,000 | $43.17M | 1.3% | $1.07 | — | NOTE 1.625 7/1 | 651639AJ5 |
| — | AGCO CORP | 34,561,000 | $43.03M | 1.3% | $1.24 | — | NOTE 1.250 12/1 | 001084AM4 |
| — | KCAP FINANCIAL INC | 29,510,000 | $41.46M | 1.2% | $1.41 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | NEW YORK COM BANCORP TRUST | 831,864 | $40.55M | 1.2% | $48.75 | — | UNIT 99/99/9999 | 64944P307 |
| — | RITE AID CORP | 25,179,000 | $35.44M | 1.0% | $1.41 | — | NOTE 8.500 5/1 | 767754BU7 |
| — | NORTHGATE MINERALS CORP | 33,365,000 | $31.72M | 0.9% | $0.95 | — | NOTE 3.500 10/0 | 666416AB8 |
| — | DRYSHIPS INC | 33,618,000 | $30.09M | 0.9% | $0.89 | — | NOTE 5.000 12/0 | 262498AB4 |
| — | ENDEAVOR INTL CORP | 48,853,000 | $29.31M | 0.9% | $0.60 | — | NOTE 5.500 7/1 | 29257MAE0 |
| — | ROYAL GOLD, INC | 29,311,000 | $26.75M | 0.8% | $0.91 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | OMNICOM GROUP | 22,701,000 | $26.15M | 0.8% | $1.15 | — | NOTE 7/3 | 681919AV8 |
| — | CACI INTERNATIONAL INC | 21,215,000 | $25.46M | 0.8% | $1.20 | — | NOTE 2.125 5/0 | 127190AD8 |
| — | PRICELINE.COM | 20,800,000 | $24.28M | 0.7% | $1.17 | — | DEBT 1.000 3/1 | 741503AQ9 |
| — | TELEFLEX INCORPORATED | 17,890,000 | $24.15M | 0.7% | $1.35 | — | NOTE 3.875 8/0 | 879369AA4 |
| — | MOLSON COORS BREWING CO | 21,585,000 | $21.65M | 0.6% | $1.00 | — | NOTE 2.500 7/3 | 60871RAA8 |
| — | WELLS FARGO CO | 16,100 | $19.22M | 0.6% | $1193.98 | — | PERP PFD CNV A | 949746804 |
| — | JEFFERIES GROUP, INC | 17,565,000 | $18.77M | 0.6% | $1.07 | — | DBCV 3.875 11/0 | 472319AG7 |
| — | MOLYCORP, INC. | 23,386,000 | $17.99M | 0.5% | $0.77 | — | NOTE 6.000 9/0 | 608753AF6 |
| — | XPO LOGISTICS, INC. | 14,470,000 | $17.93M | 0.5% | $1.24 | — | NOTE 4.500 10/0 | 983793AA8 |
| — | HAWAIIAN HOLDINGS, INC | 15,206,000 | $16.6M | 0.5% | $1.09 | — | NOTE 5.000 3/1 | 419879AD3 |
| — | AMERICAN INTERNATIONAL GROUP | 895,566 | $16.34M | 0.5% | $18.24 | — | *W EXP 01/19/202 | 026874156 |
| — | HOME INNS HOTELS | 18,200,000 | $16.02M | 0.5% | $0.88 | — | NOTE 2.000 12/1 | 43713WAB3 |
| — | LABORATORY CORP OF AMER HLDGS | 9,910,000 | $13.32M | 0.4% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | BGC PARTNERS, INC. | 11,639,000 | $11.78M | 0.3% | $1.01 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | MOLYCORP, INC. | 16,730,000 | $11.59M | 0.3% | $0.69 | — | NOTE 3.250 6/1 | 608753AA7 |
| — | GREEN PLAINS RENEWABLE ENERGY INC | 9,480,000 | $10.97M | 0.3% | $1.16 | — | NOTE 5.750 11/0 | 393222AB0 |
| — | ICONIX BRAND GROUP, INC | 9,506,000 | $10.88M | 0.3% | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | ARCHER-DANIELS-MIDLAND CO | 10,700,000 | $10.82M | 0.3% | $1.01 | — | NOTE 0.875 2/1 | 039483AW2 |
| — | PROSPECT CAPITAL CORPORATION | 10,275,000 | $10.66M | 0.3% | $1.04 | — | MTNF 5.375 10/1 | 74348TAK8 |
| — | RAYONIER INC | 6,319,000 | $10.61M | 0.3% | $1.68 | — | NOTE 4.500 8/1 | 75508AAC0 |
| — | PROLOGIS, INC | 8,940,000 | $10.26M | 0.3% | $1.15 | — | NOTE 3.250 3/1 | 74340XAT8 |
| — | MOLYCORP, INC. | 9,900,000 | $9.764M | 0.3% | $0.99 | — | NOTE 5.500 2/0 | 608753AH2 |
| — | DENDREON CORP | 12,695,000 | $9.331M | 0.3% | $0.74 | — | NOTE 2.875 1/1 | 24823QAC1 |
| — | ARCELORMITTAL | 8,680,000 | $8.875M | 0.3% | $1.02 | — | NOTE 5.000 5/1 | 03938LAK0 |
| — | VOLCANO CORPORATION | 9,500,000 | $8.71M | 0.3% | $0.92 | — | NOTE 1.750 12/0 | 928645AB6 |
| — | BANK OF AMERICA | 7,790 | $8.64M | 0.3% | $1109.11 | — | 7.25 CNV PFD L | 060505682 |
| — | CHEMED CORPORATION | 8,087,000 | $8.522M | 0.3% | $1.05 | — | NOTE 1.875 5/1 | 16359RAC7 |
| — | AFFYMETRIX, INC | 8,100,000 | $8.009M | 0.2% | $0.99 | — | NOTE 4.000 7/0 | 00826TAH1 |
| — | CAPITAL ONE FINANCIAL CORP | 323,554 | $7.84M | 0.2% | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| — | GENCO SHIPPING TRADING | 28,805,000 | $7.777M | 0.2% | $0.27 | — | NOTE 5.000 8/1 | 36869MAA3 |
| — | MICROCHIP TECHNOLOGY | 4,915,000 | $7.136M | 0.2% | $1.45 | — | SDCV 2.125 12/1 | 595017AB0 |
| — | RTI INTERNATIONAL METALS | 7,445,000 | $7.073M | 0.2% | $0.95 | — | NOTE 1.625 10/1 | 74973WAB3 |
| — | TTM TECHNOLOGIES, INC | 6,750,000 | $6.784M | 0.2% | $1.01 | — | NOTE 3.250 5/1 | 87305RAC3 |
| — | DOMINION RESOURCES INC | 3,836,000 | $6.492M | 0.2% | $1.69 | — | NOTE 2.125 12/1 | 25746UAT6 |
| — | THOMPSON CREEK METALS CO | 385,943 | $6.299M | 0.2% | $16.32 | — | UNIT 99/99/9999 | 884768300 |
| — | GT ADVANCED TECH | 7,160,000 | $6.145M | 0.2% | $0.86 | — | NOTE 3.000 10/0 | 36191UAA4 |
| — | METLIFE INC. | 112,400 | $6.138M | 0.2% | $54.61 | — | UNIT 99/99/9999 | 59156R116 |
| — | EMMIS COM CORP | 491,510 | $5.898M | 0.2% | $12.00 | — | PFD CV SER A | 291525202 |
| — | MICRON TECHNOLOGY, INC | 3,400,000 | $5.219M | 0.2% | $1.53 | — | NOTE 1.500 8/0 | 595112AQ6 |
| — | JP MORGAN CHASE CO. | 317,463 | $4.952M | 0.1% | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | EQUINIX, INC | 2,000,000 | $4.551M | 0.1% | $2.28 | — | NOTE 4.750 6/1 | 29444UAH9 |
| — | GILEAD SCIENCES, INC. | 2,000,000 | $4.53M | 0.1% | $2.27 | — | NOTE 1.625 5/0 | 375558AP8 |
| — | COLONY FINANCIAL INC | 4,290,000 | $4.397M | 0.1% | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | CUBIST PHARMACEUTICALS | 2,500,000 | $4.389M | 0.1% | $1.76 | — | NOTE 2.500 11/0 | 229678AD9 |
| — | CMS ENERGY CORP | 2,000,000 | $3.988M | 0.1% | $1.99 | — | NOTE 5.500 6/1 | 125896BD1 |
| — | ASPEN INSURANCE HDGS | 107,241 | $3.978M | 0.1% | $37.09 | — | SHS | G05384105 |
| — | LAM RESEARCH CORP | 3,720,000 | $3.971M | 0.1% | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | APACHE CORPORATION | 81,882 | $3.911M | 0.1% | $47.76 | — | PFD CONV SER D | 037411808 |
| — | SAFEGUARD SCIENTIFICS | 3,500,000 | $3.889M | 0.1% | $1.11 | — | DBCV 5.250 5/1 | 786449AJ7 |
| — | LINEAR TECHNOLOGY CORP | 3,600,000 | $3.776M | 0.1% | $1.05 | — | NOTE 3.000 5/0 | 535678AC0 |
| — | GENCORP | 2,000,000 | $3.706M | 0.1% | $1.85 | — | SDCV 4.062 12/3 | 368682AN0 |
| — | L-3 COMMUNICATIONS HOLDINGS | 3,600,000 | $3.663M | 0.1% | $1.02 | — | DEBT 3.000 8/0 | 502413AW7 |
| — | UNITED THERAPEUTICS CORP | 2,500,000 | $3.641M | 0.1% | $1.46 | — | NOTE 1.000 9/1 | 91307CAF9 |
| — | GENERAL MOTORS CORP | 149,603 | $3.59M | 0.1% | $24.00 | — | *W EXP 07/10/201 | 37045V118 |
| — | HOLOGIC INC | 3,440,000 | $3.41M | 0.1% | $0.99 | — | DEBT 2.000 3/0 | 436440AC5 |
| — | VIROPHARMA INC | 2,000,000 | $3.283M | 0.1% | $1.64 | — | NOTE 2.000 3/1 | 928241AH1 |
| — | ARRIS GROUP INC. | 3,037,000 | $3.14M | 0.1% | $1.03 | — | NOTE 2.000 11/1 | 04269QAC4 |
| — | TIBCO SOFTWARE INC. | 3,185,000 | $3.121M | 0.1% | $0.98 | — | NOTE 2.250 5/0 | 88632QAB9 |
| — | COMTECH TELECOM CORP | 3,000,000 | $3.105M | 0.1% | $1.03 | — | NOTE 3.000 5/0 | 205826AF7 |
| — | ALLIANCE ONE INTERNATIONAL | 2,963,000 | $3.015M | 0.1% | $1.02 | — | NOTE 5.500 7/1 | 018772AQ6 |
| — | CADENCE DESIGN SYSTEMS | 1,500,000 | $2.918M | 0.1% | $1.95 | — | NOTE 2.625 6/0 | 127387AJ7 |
| — | LEVEL 3 COMMUNICATIONS | 2,155,000 | $2.917M | 0.1% | $1.35 | — | NOTE 6.500 10/0 | 52729NBR0 |
| — | MASSEY ENERGY COMPANY | 3,300,000 | $2.846M | 0.1% | $0.86 | — | NOTE 3.250 8/0 | 576203AJ2 |
| — | GENERAL CABLE CORP | 2,500,000 | $2.767M | 0.1% | $1.11 | — | FRNT 4.500 11/1 | 369300AL2 |
| — | TOWER GROUP, INC. | 2,500,000 | $2.659M | 0.1% | $1.06 | — | NOTE 5.000 9/1 | 891777AC8 |
| — | ENERSYS | 2,000,000 | $2.631M | 0.1% | $1.32 | — | NOTE 3.375 6/0 | 29275YAA0 |
| — | CHESAPEAKE ENERGY CORP | 2,625,000 | $2.485M | 0.1% | $0.95 | — | NOTE 2.500 5/1 | 165167BZ9 |
| — | GENERAL MOTORS CORP. | 149,603 | $2.446M | 0.1% | $16.35 | — | *W EXP 07/10/201 | 37045V126 |
| — | ENCORE CAPITAL GROUP | 2,000,000 | $2.425M | 0.1% | $1.21 | — | NOTE 3.000 11/2 | 292554AC6 |
| — | ELECTRONIC ARTS | 2,275,000 | $2.366M | 0.1% | $1.04 | — | NOTE 0.750 7/1 | 285512AA7 |
| — | RADIO ONE, INC. | 1,000,000 | $2.32M | 0.1% | $2.32 | — | CL D NON VTG | 75040P405 |
| — | LIFEPOINT HOSPITALS, INC | 2,092,000 | $2.277M | 0.1% | $1.09 | — | NOTE 3.500 5/1 | 53219LAH2 |
| — | KNIGHT CAPITAL GROUP, INC. | 2,260,000 | $2.263M | 0.1% | $1.00 | — | NOTE 3.500 3/1 | 499005AE6 |
| — | HUTCHINSON TECHNOLOGY INC | 2,267,000 | $2.244M | 0.1% | $0.99 | — | NOTE 8.500 1/1 | 448407AG1 |
| INTC | INTEL CORP. | 90,200 | $2.186M | 0.1% | $17.18 | 0.0% | COM | 458140100 |
| — | UNITED CONTINENTAL HLDGS | 1,175,000 | $2.059M | 0.1% | $1.75 | — | NOTE 4.500 1/1 | 210795PU8 |
| — | UNITED STATES STEEL CORP | 2,000,000 | $2.054M | 0.1% | $1.03 | — | NOTE 4.000 5/1 | 912909AE8 |
| — | ENDO PHARMACEUTICALS HLDGS | 1,500,000 | $2.005M | 0.1% | $1.34 | — | NOTE 1.750 4/1 | 29264FAB2 |
| — | WELLS FARGO CO. | 1,760,000 | $1.932M | 0.1% | $1.10 | — | MTNF 0.125 3/0 | 94986RCZ2 |
| — | HEADWATERS INCORPORATED | 1,815,000 | $1.801M | 0.1% | $0.99 | — | NOTE 2.500 2/0 | 42210PAD4 |
| TEVA | TEVA PHARM | 32,174 | $1.261M | 0.0% | $39.19 | — | ADR | 881624209 |
| — | VECTOR GROUP LTD | 1,000,000 | $1.195M | 0.0% | $1.20 | — | FRNT 1/1 | 92240MAY4 |
| — | EMMIS COMMUNICATION | 542,942 | $1.162M | 0.0% | $2.14 | — | CL A | 291525103 |
| — | AMARIN CORPORATION PLC | 1,000,000 | $1.074M | 0.0% | $1.07 | — | NOTE 3.500 1/1 | 220480AC1 |
| — | PULSE ELECTRONICS CORP | 1,320,000 | $990K | 0.0% | $0.75 | — | NOTE 7.000 12/1 | 74586WAA4 |
| — | JAMES RIVER COAL COMPANY | 3,455,000 | $967K | 0.0% | $0.28 | — | NOTE 3.125 3/1 | 470355AH1 |
| — | INTEL CORP | 865,000 | $945K | 0.0% | $1.09 | — | SDCV 2.950 12/1 | 458140AD2 |
| — | DURECT CORPORATION | 873,140 | $917K | 0.0% | $1.05 | — | COM | 266605104 |
| — | FORD MOTOR CO | 504,000 | $912K | 0.0% | $1.81 | — | NOTE 4.250 11/1 | 345370CN8 |
| — | GREENBRIER COMPANIES | 830,000 | $858K | 0.0% | $1.03 | — | NOTE 3.500 4/0 | 393657AH4 |
| IRDM | IRIDIUM COMMUNICATIONS | 97,422 | $756K | 0.0% | $7.03 | 0.0% | COM | 46269C102 |
| — | ARES CAPITAL CORP | 660,000 | $705K | 0.0% | $1.07 | — | NOTE 5.125 6/0 | 04010LAD5 |
| — | ANNALY MORTGAGE MANAGEMENT | 650,000 | $657K | 0.0% | $1.01 | — | NOTE 5.000 5/1 | 035710AB8 |
| — | HOLOGIC INC | 550,000 | $616K | 0.0% | $1.12 | — | FRNT 2.000 12/1 | 436440AB7 |
| — | RAMBUS INC | 500,000 | $515K | 0.0% | $1.03 | — | NOTE 5.000 6/1 | 750917AC0 |
| — | GMX RESOURCES INC | 8,863,000 | $510K | 0.0% | $0.06 | — | NOTE 4.500 5/0 | 38011MAJ7 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 381,000 | $478K | 0.0% | $1.25 | — | NOTE 3.250 3/1 | 42330PAG2 |
| — | AURICO GOLD INC. | 102,910 | $450K | 0.0% | $4.37 | — | COM | 05155C105 |
| — | INTERNATIONAL GAME TECH | 20,000 | $334K | 0.0% | $16.70 | — | COM | 459902102 |
| — | AIRTRAN HOLDINGS, INC | 215,000 | $305K | 0.0% | $1.42 | — | NOTE 5.250 11/0 | 00949PAD0 |
| NEM | NEWMONT MINING | 9,250 | $277K | 0.0% | $25.34 | 0.0% | COM | 651639106 |
| — | ANGLOGOLD LIMITED | 16,000 | $276K | 0.0% | $17.25 | — | MAND BD CV 13 | 03512Q206 |
| — | ZIONS BANCORPORATION | 46,190 | $270K | 0.0% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | CUMULUS MEDIA INC | 53,742 | $182K | 0.0% | $3.39 | — | CL A | 231082108 |
| — | PROSPECT CAPITAL CORPORATION | 150,000 | $156K | 0.0% | $1.04 | — | NOTE 5.500 8/1 | 74348TAD4 |
| BXP | BOSTON PROPERTIES | 503 | $53,000 | 0.0% | $64.00 | 0.0% | COM | 101121101 |
| — | OWENS CORNING | 45,634 | $45,000 | 0.0% | $0.99 | — | *W EXP 10/31/201 | 690742127 |