Location: Incline Village, NV
CIK: 0001009012 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Oct 21, 2013
Total Value: $2.975B (11.3% shares, 88.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | JOHNSON & JOHNSON | 149,555,000 | $178M | 6.0% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | STANLEY BLACK & DECKER INC. | 1,190,675 | $164M | 5.5% | $128.81 | — | UNIT 99/99/9999 | 854502309 |
| — | EMC CORP B | 94,268,000 | $151M | 5.1% | $1.48 | — | NOTE 1.750 12/0 | 268648AM4 |
| — | TEVA PHARMACUETICAL | 116,807,000 | $121M | 4.1% | $1.05 | — | DBCV 0.250 2/0 | 88163VAE9 |
| — | INTEL CORPORATION | 97,903,000 | $121M | 4.1% | $1.27 | — | SDCV 3.250 8/0 | 458140AF7 |
| — | ALCOA INC | 86,875,000 | $112M | 3.8% | $1.27 | — | NOTE 5.250 3/1 | 013817AT8 |
| — | XILINX INC | 67,930,000 | $111M | 3.7% | $1.43 | — | NOTE 2.625 6/1 | 983919AF8 |
| — | PROSPECT CAPITAL CORPORATION | 92,320,000 | $99.65M | 3.3% | $1.09 | — | NOTE 6.250 12/1 | 74348TAC6 |
| — | INTERNATIONAL GAME TECHNOLOGY | 88,940,000 | $98.17M | 3.3% | $1.07 | — | NOTE 3.250 5/0 | 459902AQ5 |
| — | GOLDCORP INC | 93,081,000 | $94.14M | 3.2% | $1.01 | — | NOTE 2.000 8/0 | 380956AB8 |
| — | ALLEGHENY TECHNOLOGIES INC | 89,081,000 | $92.54M | 3.1% | $1.04 | — | NOTE 4.250 6/0 | 01741RAD4 |
| — | STERLITE INDUSTRIES LTD | 81,130,000 | $79.71M | 2.7% | $0.97 | — | NOTE 4.000 10/3 | 859737AB4 |
| — | STEEL DYNAMICS INC | 71,308,000 | $78.75M | 2.6% | $1.08 | — | NOTE 5.125 6/1 | 858119AP5 |
| — | NEWMONT MINING CORP. | 69,110,000 | $76.93M | 2.6% | $1.09 | — | NOTE 1.625 7/1 | 651639AJ5 |
| — | ENPRO INDUSTRIES INC | 39,666,000 | $73.16M | 2.5% | $1.59 | — | DBCV 3.938 10/1 | 29355XAB3 |
| — | PHH CORPORATION | 57,421,000 | $62.77M | 2.1% | $1.06 | — | NOTE 4.000 9/0 | 693320AN3 |
| — | LAM RESEARCH CORPORATION | 38,298,000 | $60.8M | 2.0% | $1.41 | — | NOTE 2.625 5/1 | 670008AD3 |
| — | LEVEL 3 COMMUNICATIONS INC | 46,180,000 | $56.52M | 1.9% | $1.16 | — | NOTE 7.000 3/1 | 52729NBP4 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 50,214,000 | $55.45M | 1.9% | $1.12 | — | NOTE 4.000 2/1 | 035710AA0 |
| — | NEWMONT MINING CORP. | 48,181,000 | $48.75M | 1.6% | $1.01 | — | NOTE 1.250 7/1 | 651639AH9 |
| — | STILLWATER MINING CO. | 45,085,000 | $47.45M | 1.6% | $1.04 | — | NOTE 1.750 10/1 | 86074QAL6 |
| — | L-3 COMMUNICATIONS HOLDINGS | 42,835,000 | $46.72M | 1.6% | $1.08 | — | DEBT 3.000 8/0 | 502413AW7 |
| — | KINDER MORGAN ENERGY PARTNERS | 8,561,704 | $42.55M | 1.4% | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| — | PROSPECT CAPITAL CORPORATION | 40,625,000 | $41.77M | 1.4% | $1.03 | — | NOTE 5.750 3/1 | 74348TAL6 |
| — | AGCO CORP | 27,086,000 | $40.35M | 1.4% | $1.24 | — | NOTE 1.250 12/1 | 001084AM4 |
| — | ENDEAVOR INTL CORP | 44,843,000 | $37.89M | 1.3% | $0.60 | — | NOTE 5.500 7/1 | 29257MAE0 |
| — | TYSON FOODS INC | 20,788,000 | $35.69M | 1.2% | $1.53 | — | NOTE 3.250 10/1 | 902494AP8 |
| — | NEW YORK COMMUNITY BANCORP TRUST | 683,549 | $33.37M | 1.1% | $48.75 | — | UNIT 11/01/2051 | 64944P307 |
| — | KCAP FINANCIAL INC | 25,745,000 | $30M | 1.0% | $1.41 | — | NOTE 8.750 3/1 | 500233AB7 |
| — | NORTHGATE MINERALS CORPORATION | 30,700,000 | $29M | 1.0% | $0.95 | — | NOTE 3.500 10/0 | 666416AB8 |
| — | DRYSHIPS INC | 28,918,000 | $28.16M | 0.9% | $0.89 | — | NOTE 5.000 12/0 | 262498AB4 |
| — | OMNICOM GROUP | 22,435,000 | $27.29M | 0.9% | $1.15 | — | NOTE 7/3 | 681919AV8 |
| — | PRICELINE.COM | 20,670,000 | $26.67M | 0.9% | $1.17 | — | DEBT 1.000 3/1 | 741503AQ9 |
| — | ROYAL GOLD INC | 25,936,000 | $24.98M | 0.8% | $0.91 | — | NOTE 2.875 6/1 | 780287AA6 |
| — | RITE AID CORP | 12,659,000 | $24.94M | 0.8% | $1.41 | — | NOTE 8.500 5/1 | 767754BU7 |
| — | CHESAPEAKE ENERGY CORPORATION | 23,736,000 | $23.24M | 0.8% | $0.93 | — | NOTE 2.500 5/1 | 165167CA3 |
| — | TELEFLEX INCORPORATED | 15,885,000 | $22.41M | 0.8% | $1.35 | — | NOTE 3.875 8/0 | 879369AA4 |
| — | XPO LOGISTICS INC | 14,070,000 | $20.58M | 0.7% | $1.24 | — | NOTE 4 500 10/0 | 983793AA8 |
| — | JANUS CAPITAL GROUP INC | 19,067,000 | $20M | 0.7% | $1.05 | — | NOTE 0.750 7/1 | 47102XAH8 |
| — | LABORATORY CORP OF AMER HLDGS | 14,735,000 | $19.64M | 0.7% | $1.34 | — | NOTE | 50540RAG7 |
| — | WELLS FARGO & COMPANY | 16,055 | $18.26M | 0.6% | $1193.98 | — | PERP PFD CNV A | 949746804 |
| — | CACI INTERNATIONAL INC | 14,195,000 | $18.13M | 0.6% | $1.20 | — | NOTE 2.125 5/0 | 127190AD8 |
| — | HOME INNS & HOTELS | 18,200,000 | $17.3M | 0.6% | $0.88 | — | NOTE 2.000 12/1 | 43713WAB3 |
| — | MOLYCORP INC. | 21,416,000 | $17.17M | 0.6% | $0.77 | — | NOTE 6.000 9/0 | 608753AF6 |
| — | AMERICAN INTERNATIONAL GROUP | 893,596 | $16.93M | 0.6% | $18.24 | — | *W EXP 01/19/202 | 026874156 |
| — | HAWAIIAN HOLDINGS INC | 14,166,000 | $16.5M | 0.6% | $1.09 | — | NOTE 5.000 3/1 | 419879AD3 |
| — | JEFFERIES GROUP INC | 14,530,000 | $15.29M | 0.5% | $1.07 | — | DBCV 3.875 11/0 | 472319AG7 |
| — | ARCHER-DANIELS-MIDLAND CO | 10,700,000 | $10.89M | 0.4% | $1.01 | — | NOTE 0.875 2/1 | 039483AW2 |
| — | MOLYCORP INC. | 14,880,000 | $10.79M | 0.4% | $0.69 | — | NOTE 3.250 6/1 | 608753AA7 |
| — | BGC PARTNERS INC. | 10,419,000 | $10.77M | 0.4% | $1.01 | — | NOTE 4.500 7/1 | 05541TAD3 |
| — | PROLOGIS INC | 8,940,000 | $10.18M | 0.3% | $1.15 | — | NOTE 3.250 3/1 | 74340XAT8 |
| — | GENERAL MOTORS CORP | 2,480,958 | $9.924M | 0.3% | $4.00 | — | *W EXP 12/31/201 | 37045V134 |
| — | RAYONIER INC | 5,729,000 | $9.7M | 0.3% | $1.68 | — | NOTE 4.500 8/1 | 75508AAC0 |
| — | CAPITAL ONE FINANCIAL CORPORATION | 322,434 | $9.38M | 0.3% | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| — | MORGANS HOTEL GROUP | 9,414,000 | $9.22M | 0.3% | $0.98 | — | NOTE 2.375 10/1 | 61748WAB4 |
| — | MOLYCORP INC. | 8,900,000 | $9.212M | 0.3% | $0.99 | — | NOTE 5.500 2/0 | 608753AH2 |
| — | VOLCANO CORPORATION | 7,500,000 | $7.809M | 0.3% | $0.92 | — | NOTE 2.875 9/0 | 928645AB6 |
| — | ICONIX BRAND GROUP INC | 6,156,000 | $7.603M | 0.3% | $1.14 | — | NOTE 2.500 6/0 | 451055AE7 |
| — | EMMIS COMMUNICATIONS CORP | 491,510 | $7.52M | 0.3% | $12.00 | — | PFD CV SER A | 291525202 |
| — | AFFYMETRIX INC | 5,870,000 | $7.382M | 0.2% | $0.99 | — | NOTE 4.000 7/0 | 00826TAH1 |
| — | THOMPSON CREEK METALS COMPANY INC. | 385,943 | $7.236M | 0.2% | $16.32 | — | UNIT 99/99/9999 | 884768300 |
| — | TOWER GROUP INC. | 8,500,000 | $7.225M | 0.2% | $0.91 | — | NOTE 5.000 9/1 | 891777AC8 |
| — | DOMINION RESOURCES INC | 3,836,000 | $7.134M | 0.2% | $1.69 | — | NOTE 2.125 12/1 | 25746UAT6 |
| — | TTM TECHNOLOGIES INC | 6,750,000 | $6.895M | 0.2% | $1.01 | — | NOTE 3.250 5/1 | 87305RAC3 |
| — | HORNBECK OFFSHORE SERVICES INC | 4,605,000 | $5.992M | 0.2% | $1.30 | — | NOTE 1.500 9/0 | 440543AN6 |
| — | DENDREON CORP | 9,620,000 | $5.892M | 0.2% | $0.74 | — | 2.875 1/1 | 24823QAC1 |
| — | GILEAD SCIENCES INC. | 2,000,000 | $5.541M | 0.2% | $2.27 | — | NOTE 1.625 5/0 | 375558AP8 |
| — | JP MORGAN CHASE & CO. | 317,463 | $5.321M | 0.2% | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | KEYCORP | 42,655 | $5.316M | 0.2% | $124.63 | — | PFD 7.75 SR A | 493267405 |
| — | ARVINMERITOR INC | 5,104,000 | $4.72M | 0.2% | $0.92 | — | FRNT 4.000 2/1 | 043353AH4 |
| — | MICROCHIP TECHNOLOGY INC | 2,940,000 | $4.607M | 0.2% | $1.45 | — | SDCV 2.125 12/1 | 595017AB0 |
| — | EQUINIX INC | 2,000,000 | $4.514M | 0.2% | $2.28 | — | NOTE 4.750 6/1 | 29444UAH9 |
| — | LAM RESEARCH CORPORATION | 3,720,000 | $4.232M | 0.1% | $1.07 | — | NOTE 0.500 5/1 | 512807AJ7 |
| — | LEUCADIA NATIONAL | 3,035,000 | $3.957M | 0.1% | $1.30 | — | NOTE 3.750 4/1 | 527288AX2 |
| — | COLONY FINANCIAL INC | 3,770,000 | $3.911M | 0.1% | $1.02 | — | NOTE 5.000 4/1 | 19624RAA4 |
| — | SAFEGUARD SCIENTIFICS | 3,500,000 | $3.868M | 0.1% | $1.11 | — | DBCV 5.250 5/1 | 786449AJ7 |
| — | CMS ENERGY CORP | 2,000,000 | $3.844M | 0.1% | $1.99 | — | NOTE 5.500 6/1 | 125896BD1 |
| — | CHEMED CORPORATION | 3,687,000 | $3.841M | 0.1% | $1.05 | — | NOTE 1.875 5/1 | 16359RAC7 |
| — | GENCORP | 2,000,000 | $3.615M | 0.1% | $1.85 | — | SDCV 4.062 12/3 | 368682AN0 |
| — | UNITED THERAPEUTICS CORP | 2,000,000 | $3.403M | 0.1% | $1.46 | — | NOTE 1.000 9/1 | 91307CAF9 |
| — | TESLA MOTORS INC. | 2,000,000 | $3.389M | 0.1% | $1.69 | — | NOTE 1.500 6/0 | 88160RAA9 |
| — | ARRIS GROUP INC. | 3,037,000 | $3.272M | 0.1% | $1.03 | — | NOTE 2.000 11/1 | 04269QAC4 |
| — | LEVEL 3 COMMUNICATIONS INC | 2,155,000 | $3.246M | 0.1% | $1.35 | — | NOTE 6.500 10/0 | 52729NBR0 |
| — | ENCORE CAPITAL GROUP INC. | 2,000,000 | $3.128M | 0.1% | $1.21 | — | NOTE 3.000 11/2 | 292554AC6 |
| — | ENERSYS | 2,000,000 | $3.103M | 0.1% | $1.32 | — | NOTE 3.375 6/0 | 29275YAA0 |
| — | RADIO ONE INC. | 1,142,705 | $3.074M | 0.1% | $2.37 | — | CL D NON VTG | 75040P405 |
| — | COMTECH TELECOMMUNICATIONS CORP | 3,000,000 | $3.068M | 0.1% | $1.03 | — | NOTE 3.000 5/0 | 205826AF7 |
| — | TIBCO SOFTWARE INC. | 2,975,000 | $3.035M | 0.1% | $0.98 | — | NOTE 2.250 5/0 | 88632QAB9 |
| — | GENERAL CABLE CORP | 2,500,000 | $2.831M | 0.1% | $1.11 | — | FRNT 4.500 11/1 | 369300AL2 |
| — | OMNICARE INC | 2,000,000 | $2.825M | 0.1% | $1.41 | — | NOTE 3.750 4/0 | 681904AP3 |
| — | CADENCE DESIGN SYSTEMS | 1,500,000 | $2.732M | 0.1% | $1.95 | — | NOTE 2.625 6/0 | 127387AJ7 |
| — | LINEAR TECHNOLOGY CORP | 2,500,000 | $2.67M | 0.1% | $1.05 | — | NOTE 3.000 5/0 | 535678AC0 |
| — | WRIGHT MEDICAL GROUP INC | 2,000,000 | $2.456M | 0.1% | $1.23 | — | NOTE 2 000 8/1 | 98235TAC1 |
| — | ENDO HEALTH SOLUTIONS | 1,500,000 | $2.382M | 0.1% | $1.34 | — | NOTE 1.750 4/1 | 29264FAB2 |
| — | GREEN PLAINS RENEWABLE ENERGY INC | 1,715,000 | $2.236M | 0.1% | $1.16 | — | NOTE 5.750 11/0 | 393222AB0 |
| — | LIFEPOINT HOSPITALS INC | 2,092,000 | $2.201M | 0.1% | $1.09 | — | NOTE 3.500 | 53219LAH2 |
| — | HUTCHINSON TECHNOLOGY INC | 2,267,000 | $2.086M | 0.1% | $0.99 | — | NOTE 8.500 1/1 | 448407AG1 |
| — | WELLS FARGO & COMPANY | 1,760,000 | $2.086M | 0.1% | $1.10 | — | MTNF 0.125 3/0 | 94986RCZ2 |
| — | UNITED STATES STEEL CORPORATION | 2,000,000 | $2.049M | 0.1% | $1.03 | — | NOTE 4.000 5/1 | 912909AE8 |
| — | EMMIS COMMUNICATION | 761,460 | $2.048M | 0.1% | $2.30 | — | CL A | 291525103 |
| — | HEADWATERS INCORPORATED | 1,815,000 | $1.813M | 0.1% | $0.99 | — | NOTE 2.500 2/0 | 42210PAD4 |
| — | BROOKDALE SENIOR LIVING INC. | 1,500,000 | $1.766M | 0.1% | $1.18 | — | NOTE 2.750 6/1 | 112463AA2 |
| — | PROSHARES ULTRA VIX SHORT-TERM FUTURES | 50,000 | $1.717M | 0.1% | $34.34 | — | UL VIXSTFUT ETF | 74347W379 |
| INTC | INTEL CORP. | 68,300 | $1.566M | 0.1% | $17.18 | -1.6% | COM | 458140100 |
| — | GENERAL MOTORS CORP | 73,884 | $1.374M | 0.0% | $16.35 | — | *W EXP 07/10/201 | 37045V126 |
| TEVA | TEVA PHARM | 31,987 | $1.208M | 0.0% | $39.19 | — | ADR | 881624209 |
| — | VECTOR GROUP LTD | 1,000,000 | $1.196M | 0.0% | $1.20 | — | FRNT 1/1 | 92240MAY4 |
| — | DURECT CORPORATION | 873,140 | $1.17M | 0.0% | $1.05 | — | COM | 266605104 |
| — | PULSE ELECTRONICS CORP | 1,320,000 | $1.007M | 0.0% | $0.75 | — | NOTE 7.000 12/1 | 74586WAA4 |
| — | INTEL CORP | 865,000 | $936K | 0.0% | $1.09 | — | SDCV 2.950 12/1 | 458140AD2 |
| — | GREENBRIER COMPANIES | 830,000 | $894K | 0.0% | $1.03 | — | NOTE 3.500 4/0 | 393657AH4 |
| — | INTERNATIONAL GAME TECHNOLOGY | 45,235 | $856K | 0.0% | $17.94 | — | COM | 459902102 |
| — | LIBERTY MEDIA (PCS) | 1,400,000 | $840K | 0.0% | $0.60 | — | DEB 3.750 2/1 | 530715AL5 |
| — | BLACKROCK SENIOR HIGH INCOME | 191,612 | $755K | 0.0% | $3.94 | — | COM | 09255T109 |
| — | BANK OF AMERICA | 695 | $751K | 0.0% | $1109.11 | — | 7.25 CNV PFD L | 060505682 |
| — | ARES CAPITAL CORPORATION | 660,000 | $702K | 0.0% | $1.07 | — | NOTE 5.125 6/0 | 04010LAD5 |
| — | JAMES RIVER COAL COMPANY | 3,055,000 | $672K | 0.0% | $0.28 | — | NOTE 3.125 3/1 | 470355AH1 |
| — | ANNALY MORTGAGE MANAGEMENT INC | 650,000 | $663K | 0.0% | $1.01 | — | NOTE 5.000 5/1 | 035710AB8 |
| — | RAMBUS INC | 500,000 | $516K | 0.0% | $1.03 | — | NOTE 5.000 6/1 | 750917AC0 |
| — | AURICO GOLD INC. | 102,910 | $392K | 0.0% | $4.37 | — | COM | 05155C105 |
| — | NUVEEN FLOATING RATE INCOME FUND | 32,071 | $384K | 0.0% | $11.97 | — | COM | 67072T108 |
| — | AIRTRAN HOLDINGS INC | 215,000 | $321K | 0.0% | $1.42 | — | NOTE 5.250 11/0 | 00949PAD0 |
| — | CUMULUS MEDIA INC | 53,742 | $284K | 0.0% | $3.39 | — | CL A | 231082108 |
| — | ZIONS BANCORPORATION | 46,190 | $227K | 0.0% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | PROSPECT CAPITAL CORPORATION | 150,000 | $157K | 0.0% | $1.04 | — | NOTE 5.500 8/1 | 74348TAD4 |
| — | GENERAL MOTORS CORP. | 3,241 | $86,000 | 0.0% | $24.00 | — | *W EXP 07/10/201 | 37045V118 |
| GM | GENERAL MOTORS CORP | 1,076 | $39,000 | 0.0% | $26.74 | 0.0% | COM | 37045V100 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 2,305 | $36,000 | 0.0% | $15.62 | — | COM | 27828H105 |