Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2012 (← Previous) (Next →)
Filing Date: Jul 8, 2013
Total Value: $5.834B (49.8% shares, 50.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | Charter Communications Inc | 14,647,369 | $1.099B | 18.8% | $75.06 | — | — | Common Stock | 16117M305 |
| — | Delphi Automotive PLC | 14,149,734 | $439M | 7.5% | $31.00 | — | — | Common Stock | G27823106 |
| — | EXCO Resources Inc | 36,778,946 | $295M | 5.1% | $8.01 | — | — | Common Stock | 269279402 |
| — | CIT Group Inc | 6,786,501 | $267M | 4.6% | $39.39 | — | — | Common Stock | 125581801 |
| FBP | First BanCorp/Puerto Rico | 50,684,485 | $224M | 3.8% | $4.42 | — | — | Common Stock | 318672706 |
| — | SANDISK CORP | 90,230,000 | $102M | 1.8% | $1.13 | — | — | SNDK 1.5 08/15/17 | 80004CAD3 |
| — | OMNICARE INC | 101,510,000 | $99.69M | 1.7% | $0.98 | — | — | OCR 3.75 04/01/42 | 681904AP3 |
| — | CEMEX SAB DE CV | 97,676,000 | $96.84M | 1.7% | $0.99 | — | — | CEMEX 4.875 03/15/15 | 151290AV5 |
| — | BROOKDALE SENIOR LIVING | 86,100,000 | $95.88M | 1.6% | $1.11 | — | — | BKD 2.75 06/15/18 | 112463AA2 |
| — | MGM RESORTS INTL | 79,365,000 | $82.8M | 1.4% | $1.04 | — | — | MGM 4.25 04/15/15 | 55303QAE0 |
| — | US STEEL CORP | 77,570,000 | $78.66M | 1.3% | $1.01 | — | — | X 4 05/15/14 | 912909AE8 |
| — | Dial Global Inc | 26,311,557 | $71.3M | 1.2% | $2.71 | — | — | Common Stock | 25247X107 |
| — | FOREST CITY ENTERPRISES | 63,671,000 | $67.3M | 1.2% | $1.06 | — | — | FCE 4.25 08/15/18 | 345550AP2 |
| — | Crimson Exploration Inc | 15,524,818 | $66.29M | 1.1% | $4.27 | — | — | Common Stock | 22662K207 |
| — | HELIX ENERGY SOLUTIONS | 53,350,000 | $59.88M | 1.0% | $1.12 | — | — | HLX 3.25 03/15/32 | 42330PAG2 |
| — | INTEGRA LIFESCIENCES HLD | 57,388,000 | $58.88M | 1.0% | $1.03 | — | — | IART 1.625 12/15/16 | 457985AK5 |
| — | UNITED THERAPEUTICS CORP | 43,360,000 | $57.17M | 1.0% | $1.32 | — | — | UTHR 1 09/15/16 144A | 91307CAE2 |
| — | HOLOGIC INC | 48,679,000 | $54.59M | 0.9% | $1.12 | — | — | HOLX 2 12/15/37 2010 | 436440AB7 |
| — | MENTOR GRAPHICS CORP | 46,556,000 | $52.75M | 0.9% | $1.13 | — | — | MENT 4 04/01/31 | 587200AK2 |
| — | CEMEX SAB DE CV | 53,375,000 | $52.73M | 0.9% | $0.99 | — | — | CEMEX 3.25 03/15/16 | 151290BB8 |
| — | COVANTA HOLDING CORP | 44,135,000 | $51.75M | 0.9% | $1.17 | — | — | CVA 3.25 06/01/14 | 22282EAC6 |
| — | GENERAL MOTORS CO | 1,377,400 | $51.35M | 0.9% | $37.28 | — | — | GM 4.75 12/01/13 B | 37045V209 |
| — | ON SEMICONDUCTOR CORP | 48,945,000 | $50.82M | 0.9% | $1.04 | — | — | ONNN 2.625 12/15/26 B | 682189AH8 |
| — | GILEAD SCIENCES INC | 32,025,000 | $50.28M | 0.9% | $1.57 | — | — | GILD 1.625 05/01/16 D | 375558AP8 |
| — | ANNALY CAPITAL MGMT | 48,750,000 | $50.12M | 0.9% | $1.03 | — | — | NLY 5 05/15/15 | 035710AB8 |
| — | STANDARD PACIFIC CORP | 43,283,000 | $48.03M | 0.8% | $1.11 | — | — | SPF 1.25 08/01/32 | 85375CBC4 |
| — | MICRON TECHNOLOGY INC | 52,635,000 | $47.65M | 0.8% | $0.91 | — | — | MU 1.5 08/01/31 A | 595112AQ6 |
| — | GREENBRIER COS INC | 51,400,000 | $46.11M | 0.8% | $0.90 | — | — | GBX 3.5 04/01/18 | 393657AH4 |
| — | LIFEPOINT HOSPITALS INC | 40,592,000 | $44.35M | 0.8% | $1.09 | — | — | LPNT 3.5 05/15/14 | 53219LAH2 |
| — | UNITED TECHNOLOGIES CORP | 779,950 | $43.76M | 0.8% | $56.10 | — | — | UTX 7.5 08/01/15 | 913017117 |
| — | HOLOGIC INC | 43,425,000 | $42.46M | 0.7% | $0.98 | — | — | HOLX 2 03/01/42 2012 | 436440AC5 |
| — | AVIS BUDGET GROUP INC | 33,250,000 | $40.67M | 0.7% | $1.22 | — | — | CAR 3.5 10/01/14 | 053774AB1 |
| — | MOLINA HEALTHCARE INC | 33,840,000 | $37.93M | 0.7% | $1.12 | — | — | MOH 3.75 10/01/14 MOH | 60855RAA8 |
| — | RTI INTERNATIONAL METALS | 34,125,000 | $35.82M | 0.6% | $1.05 | — | — | RTI 3 12/01/15 | 74973WAA5 |
| — | IXIA | 29,927,000 | $35.18M | 0.6% | $1.18 | — | — | XXIA 3 12/15/15 | 45071RAB5 |
| — | ROYAL GOLD INC | 28,685,000 | $34.76M | 0.6% | $1.21 | — | — | RGLD 2.875 06/15/19 | 780287AA6 |
| — | RYLAND GROUP | 28,000,000 | $33.85M | 0.6% | $1.21 | — | — | RYL 1.625 05/15/18 | 783764AQ6 |
| — | Alliance HealthCare Services I | 23,782,451 | $33.53M | 0.6% | $1.41 | — | — | Common Stock | 018606202 |
| — | FIDELITY NATL FINANCIAL | 27,010,000 | $33.1M | 0.6% | $1.23 | — | — | FNF 4.25 08/15/18 | 31620RAE5 |
| — | OMNICARE CAP TRUST II | 677,760 | $31.68M | 0.5% | $46.75 | — | — | OCR 4 06/15/33 B | 68214Q200 |
| — | COMTECH TELECOMMUNICATIO | 29,920,000 | $31.67M | 0.5% | $1.06 | — | — | CMTL 3 05/01/29 | 205826AF7 |
| — | GROUP 1 AUTOMOTIVE INC | 26,135,000 | $30.61M | 0.5% | $1.17 | — | — | GPI 2.25 06/15/36 | 398905AE9 |
| — | TELEFLEX INC | 24,290,000 | $30.57M | 0.5% | $1.26 | — | — | TFX 3.875 08/01/17 | 879369AA4 |
| — | BPZ RESOURCES INC | 38,720,000 | $30.31M | 0.5% | $0.78 | — | — | BPZ 6.5 03/01/15 * | 055639AB4 |
| — | OLD REPUBLIC INTL CORP | 30,323,000 | $30.23M | 0.5% | $1.00 | — | — | ORI 3.75 03/15/18 | 680223AH7 |
| — | CHART INDUSTRIES INC | 22,943,000 | $30.13M | 0.5% | $1.31 | — | — | GTLS 2 08/01/18 | 16115QAC4 |
| — | VOLCANO CORP | 24,690,000 | $30.05M | 0.5% | $1.22 | — | — | VOLC 2.875 09/01/15 | 928645AA8 |
| — | BROADSOFT INC | 24,865,000 | $29.94M | 0.5% | $1.20 | — | — | BSFT 1.5 07/01/18 | 11133BAB8 |
| — | STEEL DYNAMICS INC | 27,538,000 | $29.02M | 0.5% | $1.05 | — | — | STLD 5.125 06/15/14 | 858119AP5 |
| — | ENDEAVOUR INTERNATIONAL | 30,000,000 | $28.83M | 0.5% | $0.96 | — | — | END 5.5 07/15/16 | 29257MAE0 |
| — | DFC GLOBAL CORP | 25,190,000 | $28.25M | 0.5% | $1.12 | — | — | DLLR 3 04/01/28 | 256664AC7 |
| VSH | Vishay Intertechnology Inc | 2,750,000 | $27.03M | 0.5% | $9.83 | — | — | Common Stock | 928298108 |
| — | MICRON TECHNOLOGY INC | 27,724,000 | $24.93M | 0.4% | $0.90 | — | — | MU 1.875 06/01/27 | 595112AK9 |
| — | NUVASIVE INC | 25,095,000 | $24.19M | 0.4% | $0.96 | — | — | NUVA 2.75 07/01/17 | 670704AC9 |
| — | BARNES GROUP INC | 21,892,000 | $23.85M | 0.4% | $1.09 | — | — | B 3.375 03/15/27 | 067806AD1 |
| — | LINEAR TECHNOLOGY CORP | 22,810,000 | $23.79M | 0.4% | $1.04 | — | — | LLTC 3 05/01/27 A | 535678AC0 |
| — | ENTERTAINMENT PPTYS TR PFD C CNV 5.75% | 1,132,821 | $23.68M | 0.4% | $20.90 | — | — | PFD C CNV 5.75% | 29380T402 |
| GTY | Getty Realty Corp | 1,312,728 | $23.56M | 0.4% | $17.95 | — | — | REIT | 374297109 |
| — | WABASH NATIONAL CORP | 21,550,000 | $21.73M | 0.4% | $1.01 | — | — | WNC 3.375 05/01/18 | 929566AH0 |
| — | GOLDCORP INC | 17,778,000 | $21.66M | 0.4% | $1.22 | — | — | GCN 2 08/01/14 | 380956AB8 |
| — | CHEMED CORP | 20,355,000 | $21.55M | 0.4% | $1.06 | — | — | CHE 1.875 05/15/14 | 16359RAC7 |
| — | LAM RESEARCH CORP | 21,294,000 | $20.69M | 0.4% | $0.97 | — | — | LRCX 1.25 05/15/18 | 512807AL2 |
| — | HANOVER COMPRESSOR CO NOTE 4.750% 1/1 | 19,980,000 | $20.12M | 0.3% | $1.01 | — | — | NOTE 4.750% 1/1 | 410768AE5 |
| — | PULSE ELECTRONICS CORP | 27,685,000 | $20.07M | 0.3% | $0.72 | — | — | PULS 7 12/15/14 | 74586WAA4 |
| — | INTEL CORP | 17,725,000 | $19.34M | 0.3% | $1.09 | — | — | INTC 2.95 12/15/35 | 458140AD2 |
| — | EXTERRAN HOLDINGS INC | 16,935,000 | $19.14M | 0.3% | $1.13 | — | — | EXH 4.25 06/15/14 | 30225XAA1 |
| — | INSULET CORPORATION | 16,741,000 | $18.8M | 0.3% | $1.12 | — | — | PODD 3.75 06/15/16 | 45784PAC5 |
| — | PHH CORP | 15,975,000 | $17.33M | 0.3% | $1.09 | — | — | PHH 4 09/01/14 | 693320AN3 |
| — | Caesars Entertainment Corp | 2,537,957 | $17.26M | 0.3% | $6.80 | — | — | Common Stock | 127686103 |
| — | GREATBATCH INC. | 17,125,000 | $17.08M | 0.3% | $1.00 | — | — | GB 2.25 06/15/13 ++* | 39153LAB2 |
| — | MERITAGE HOMES CORP | 17,000,000 | $16.97M | 0.3% | $1.00 | — | — | MTH 1.875 09/15/32 | 59001AAR3 |
| — | OMNICARE INC | 16,315,000 | $16.21M | 0.3% | $0.99 | — | — | OCR 3.25 12/15/35 OCR | 681904AL2 |
| — | Safeway Inc | 1,000,000 | $16.09M | 0.3% | $16.09 | — | — | Common Stock | 786514208 |
| — | BGC PARTNERS INC | 17,471,000 | $16.04M | 0.3% | $0.92 | — | — | BGCP 4.5 07/15/16 | 05541TAD3 |
| — | PROSPECT CAPITAL CORP | 15,450,000 | $15.84M | 0.3% | $1.03 | — | — | PSEC 5.5 08/15/16 | 74348TAD4 |
| — | CHESAPEAKE ENERGY CORP | 16,500,000 | $15.84M | 0.3% | $0.96 | — | — | CHK 2.75 11/15/35 | 165167BW6 |
| — | STERLITE INDUSTRIES LTD | 16,403,000 | $15.62M | 0.3% | $0.95 | — | — | STLTIN 4 10/30/14 | 859737AB4 |
| — | LAM RESEARCH CORP | 16,160,000 | $15.44M | 0.3% | $0.96 | — | — | LRCX 0.5 05/15/16 | 512807AJ7 |
| — | FIVE STAR QUALITY CARE I | 15,346,000 | $15.41M | 0.3% | $1.00 | — | — | FVE 3.75 10/15/26 | 33832DAB2 |
| — | Level 3 Communications Inc | 650,000 | $14.93M | 0.3% | $22.97 | — | — | Common Stock | 52729N308 |
| — | HORNBECK OFFSHORE SERV | 13,897,000 | $14.35M | 0.2% | $1.03 | — | — | HOS 1.625 11/15/26 | 440543AE6 |
| — | AAR CORP | 15,019,000 | $14.34M | 0.2% | $0.95 | — | — | AIR 1.625 03/01/14 A | 000361AK1 |
| — | HANWHA SOLARONE CO LTD | 17,853,000 | $13.61M | 0.2% | $0.76 | — | — | HSOL 3.5 01/15/18 | 83415UAB4 |
| — | RAIT FINANCIAL TRUST | 14,042,000 | $13.54M | 0.2% | $0.96 | — | — | RAS 7 04/01/31 | 749227AA2 |
| — | APOLLO INVESTMENT CORP | 12,305,000 | $12.8M | 0.2% | $1.04 | — | — | AINV 5.75 01/15/16 | 03761UAE6 |
| — | ELECTRONIC ARTS INC | 13,790,000 | $12.7M | 0.2% | $0.92 | — | — | EA 0.75 07/15/16 | 285512AA7 |
| — | GenOn Energy Inc | 5,000,000 | $12.65M | 0.2% | $2.53 | — | — | Common Stock | 37244E107 |
| — | RAMBUS INC | 12,500,000 | $12.62M | 0.2% | $1.01 | — | — | RMBS 5 06/15/14 | 750917AC0 |
| — | NASH FINCH CO | 27,052,000 | $12.5M | 0.2% | $0.46 | — | — | NAFC 1.6314 03/15/35 | 631158AD4 |
| — | HEADWATERS INC | 12,665,000 | $12.27M | 0.2% | $0.97 | — | — | HW 2.5 02/01/14 | 42210PAD4 |
| — | Apollo Global Management LLC | 830,000 | $12.17M | 0.2% | $14.66 | — | — | Ltd Part | 037612306 |
| — | RADIAN GROUP INC | 16,380,000 | $12.14M | 0.2% | $0.74 | — | — | RDN 3 11/15/17 | 750236AK7 |
| — | RADISYS CORP | 12,091,000 | $12.04M | 0.2% | $1.00 | — | — | RSYS 2.75 02/15/13 | 750459AE9 |
| — | RF MICRO DEVICES INC | 12,000,000 | $11.81M | 0.2% | $0.98 | — | — | RFMD 1 04/15/14 | 749941AJ9 |
| — | MOLYCORP INC | 16,796,000 | $11.78M | 0.2% | $0.70 | — | — | MCP 3.25 06/15/16 | 608753AA7 |
| — | PROVIDENCE SERVICE CORP | 11,155,000 | $11.22M | 0.2% | $1.01 | — | — | PRSC 6.5 05/15/14 | 743815AB8 |
| — | GENCORP INC | 8,700,000 | $10.98M | 0.2% | $1.26 | — | — | GY 4.0625 12/31/39 | 368682AN0 |
| — | Cumulus Media Inc | 3,985,983 | $10.92M | 0.2% | $2.74 | — | — | Common Stock | 231082108 |
| — | ICAHN ENTERPRISES LP | 10,725,000 | $10.89M | 0.2% | $1.02 | — | — | IEP F 08/15/13 | 451102AB3 |
| — | CHIQUITA BRANDS INTL | 11,911,000 | $10.53M | 0.2% | $0.88 | — | — | CQB 4.25 08/15/16 | 170032AT3 |
| — | GOODRICH PETROLEUM CORP | 10,767,000 | $10.14M | 0.2% | $0.94 | — | — | GDP 5 10/01/29 | 382410AC2 |
| — | KNIGHT CAPITAL GROUP INC | 11,000,000 | $10.02M | 0.2% | $0.91 | — | — | KCG 3.5 03/15/15 | 499005AE6 |
| VALE | Vale SA | 552,827 | $9.895M | 0.2% | $17.90 | — | — | ADR | 91912E105 |
| — | ADVANCED MICRO DEVICES | 9,500,000 | $9.675M | 0.2% | $1.02 | — | — | AMD 6 05/01/15 | 007903AL1 |
| — | RENTECH INC | 9,509,000 | $9.628M | 0.2% | $1.01 | — | — | RTK 4 04/15/13 | 760112AA0 |
| — | MICRON TECHNOLOGY INC | 10,460,000 | $9.354M | 0.2% | $0.89 | — | — | MU 1.875 08/01/31 B | 595112AR4 |
| — | HERCULES OFFSHORE LLC | 9,000,000 | $9.103M | 0.2% | $1.01 | — | — | HERO 3.375 06/01/38 | 427093AD1 |
| — | EXIDE TECHNOLOGIES | 9,505,000 | $8.774M | 0.2% | $0.92 | — | — | XIDE F 09/18/13 | 302051AL1 |
| — | GREENBRIER COS INC | 8,835,000 | $8.716M | 0.1% | $0.99 | — | — | GBX 2.375 05/15/26 | 393657AD3 |
| — | MEDIVATION INC | 6,200,000 | $8.353M | 0.1% | $1.35 | — | — | MDVN 2.625 04/01/17 | 58501NAA9 |
| — | NOVELLUS SYSTEMS INC | 7,500,000 | $8.35M | 0.1% | $1.11 | — | — | LRCX 2.625 05/15/41 | 670008AD3 |
| — | TYSON FOODS INC | 7,220,000 | $8.032M | 0.1% | $1.11 | — | — | TSN 3.25 10/15/13 | 902494AP8 |
| MLCO | Melco Crown Entertainment Ltd | 584,377 | $7.877M | 0.1% | $13.48 | — | — | ADR | 585464100 |
| — | HOLOGIC INC | 7,850,000 | $7.828M | 0.1% | $1.00 | — | — | HOLX 2 12/15/37 | 436440AA9 |
| — | NAVISTAR INTL CORP | 8,400,000 | $7.501M | 0.1% | $0.89 | — | — | NAV 3 10/15/14 | 63934EAL2 |
| — | DRYSHIPS INC | 9,130,000 | $7.469M | 0.1% | $0.82 | — | — | DRYS 5 12/01/14 | 262498AB4 |
| — | ORBOTECH LTD | 849,902 | $7.283M | 0.1% | $8.57 | — | — | COMMON STOCK | M75253100 |
| — | Goldcorp Inc | 158,810 | $7.281M | 0.1% | $45.85 | — | — | Common Stock | 380956409 |
| — | GT Advanced Technologies Inc | 1,324,429 | $7.211M | 0.1% | $5.44 | — | — | Common Stock | 36191U106 |
| — | ALLIANT TECHSYSTEMS INC | 6,968,000 | $7.208M | 0.1% | $1.03 | — | — | ATK 3 08/15/24 | 018804AK0 |
| — | MERITOR INC | 8,000,000 | $7.19M | 0.1% | $0.90 | — | — | MTOR 4.625 03/01/26 | 043353AF8 |
| — | GOLDEN STAR RESOURCES | 5,200,000 | $7.138M | 0.1% | $1.37 | — | — | GSCCN 5 06/01/17 | 38119TAE4 |
| — | AV HOMES INC | 7,000,000 | $7.067M | 0.1% | $1.01 | — | — | AVHI 7.5 02/15/16 | 053494AG5 |
| PBR | Petroleo Brasileiro SA | 304,996 | $6.995M | 0.1% | $22.93 | — | — | ADR | 71654V408 |
| — | SPARTAN STORES INC | 7,043,000 | $6.887M | 0.1% | $0.98 | — | — | SPTN 3.375 05/15/27 | 846822AE4 |
| — | SUNPOWER CORP | 7,110,000 | $6.766M | 0.1% | $0.95 | — | — | SPWR 4.75 04/15/14 | 867652AC3 |
| — | GENERAL CABLE CORP | 6,700,000 | $6.687M | 0.1% | $1.00 | — | — | BGC 0.875 11/15/13 | 369300AD0 |
| — | PHOTRONICS INC | 6,776,000 | $6.618M | 0.1% | $0.98 | — | — | PLAB 3.25 04/01/16 | 719405AH5 |
| — | AMER EQUITY INVT LIFE | 6,465,000 | $6.572M | 0.1% | $1.02 | — | — | AEL 5.25 12/06/24 | 025676AE7 |
| — | Telefonica Brasil SA | 293,600 | $6.382M | 0.1% | $21.74 | — | — | ADR | 87936R106 |
| — | SUNPOWER CORP | 6,834,000 | $6.311M | 0.1% | $0.92 | — | — | SPWR 4.5 03/15/15 | 867652AE9 |
| — | NOVAGOLD RESOURCES INC | 6,000,000 | $6.298M | 0.1% | $1.05 | — | — | NGCN 5.5 05/01/15 | 66987EAA5 |
| — | ALLIANCE ONE INTL INC | 6,426,000 | $6.233M | 0.1% | $0.97 | — | — | AOI 5.5 07/15/14 | 018772AQ6 |
| — | ISTAR FINANCIAL INC | 6,201,000 | $6.222M | 0.1% | $1.00 | — | — | SFI F 10/01/12 | 45031UBF7 |
| — | STEWART ENTERPRISES | 5,750,000 | $5.98M | 0.1% | $1.04 | — | — | STEI 3.125 07/15/14 | 860370AH8 |
| — | America Movil SAB de CV | 234,236 | $5.956M | 0.1% | $25.43 | — | — | ADR | 02364W105 |
| — | Cia Brasileira de Distribuicao | 129,877 | $5.858M | 0.1% | $45.10 | — | — | ADR | 20440T201 |
| — | INTEL CORP | 4,634,000 | $5.736M | 0.1% | $1.24 | — | — | INTC 3.25 08/01/39 | 458140AF7 |
| BVN | Cia de Minas Buenaventura SA | 146,766 | $5.718M | 0.1% | $38.96 | — | — | ADR | 204448104 |
| — | CENTRAL EUR DISTR CORP | 6,035,000 | $5.616M | 0.1% | $0.93 | — | — | CEDC 3 03/15/13 | 153435AA0 |
| — | Eagle Bulk Shipping Inc | 1,543,750 | $5.572M | 0.1% | $3.61 | — | — | Common Stock | Y2187A119 |
| — | Genco Shipping & Trading Ltd | 1,512,532 | $5.566M | 0.1% | $3.68 | — | — | Common Stock | Y2685T107 |
| — | ALCATEL-LUCENT USA INC | 7,200,000 | $5.46M | 0.1% | $0.76 | — | — | ALUFP 2.875 06/15/23 A | 549463AG2 |
| CIG | Cia Energetica de Minas Gerais | 432,649 | $5.243M | 0.1% | $12.12 | — | — | ADR | 204409601 |
| UMC | United Microelectronics Corp | 2,480,121 | $5.084M | 0.1% | $2.05 | — | — | ADR | 910873405 |
| RIO | Rio Tinto PLC | 106,200 | $4.965M | 0.1% | $46.75 | — | — | ADR | 767204100 |
| — | ARCELORMITTAL | 4,755,000 | $4.822M | 0.1% | $1.01 | — | — | MTNA 5 05/15/14 | 03938LAK0 |
| — | HORSEHEAD HOLDING CORP | 5,000,000 | $4.741M | 0.1% | $0.95 | — | — | ZINC 3.8 07/01/17 | 440694AB3 |
| — | CARRIZO OIL & GAS INC | 4,500,000 | $4.573M | 0.1% | $1.02 | — | — | CRZO 4.375 06/01/28 | 144577AA1 |
| — | TTM TECHNOLOGIES | 4,500,000 | $4.569M | 0.1% | $1.02 | — | — | TTMI 3.25 05/15/15 | 87305RAC3 |
| — | LIVE NATION ENTERTAINMEN | 4,584,000 | $4.522M | 0.1% | $0.99 | — | — | LYV 2.875 07/15/27 | 538034AB5 |
| — | ANNALY CAPITAL MGMT | 3,500,000 | $4.461M | 0.1% | $1.27 | — | — | NLY 4 02/15/15 | 035710AA0 |
| TX | Ternium SA | 226,600 | $4.445M | 0.1% | $19.62 | — | — | ADR | 880890108 |
| — | JEFFERIES GROUP INC | 4,567,000 | $4.43M | 0.1% | $0.97 | — | — | JEF 3.875 11/01/29 | 472319AG7 |
| — | CENTRAL EURO MEDIA ENTER | 4,500,000 | $4.293M | 0.1% | $0.95 | — | — | CETV 5 11/15/15 | 153443AH9 |
| — | GREEN PLAINS RENEWABLE E | 5,500,000 | $4.262M | 0.1% | $0.77 | — | — | GPRE 5.75 11/01/15 | 393222AB0 |
| — | Furniture Brands International | 2,600,000 | $3.77M | 0.1% | $1.45 | — | — | Common Stock | 360921100 |
| — | BILL BARRETT CORP | 3,560,000 | $3.574M | 0.1% | $1.00 | — | — | BBG 5 03/15/28 | 06846NAA2 |
| — | COMMONWEALTH REIT | 140,711 | $3.306M | 0.1% | $23.49 | — | — | CWH 6.5 P12/31/49 D | 203233408 |
| — | ENTERTAINMENT PPTYS TR | 97,500 | $2.856M | 0.0% | $29.29 | — | — | CONV PFD 9% SR E | 29380T600 |
| — | GOLDEN STAR RESOURCES | 2,500,000 | $2.519M | 0.0% | $1.01 | — | — | GSCCN 4 11/30/12 | 38119TAC8 |
| — | WEBMD HEALTH CORP | 3,000,000 | $2.492M | 0.0% | $0.83 | — | — | WBMD 2.5 01/31/18 | 94770VAF9 |
| — | WSP Holdings Ltd | 1,408,800 | $2.324M | 0.0% | $1.65 | — | — | ADR | 92934F203 |
| — | ALERE INC | 2,280,000 | $2.155M | 0.0% | $0.95 | — | — | ALR 3 05/15/16 | 01449JAA3 |
| — | SCHOOL SPECIALTY INC | 3,080,000 | $2.053M | 0.0% | $0.67 | — | — | SCHS 3.75 11/30/26 * | 807863AM7 |
| — | SANDISK CORP | 2,000,000 | $1.996M | 0.0% | $1.00 | — | — | SNDK 1 05/15/13 | 80004CAC5 |
| — | COGENT COMMUNICATIONS GR | 2,000,000 | $1.938M | 0.0% | $0.97 | — | — | CCOI 1 06/15/27 | 19239VAB0 |
| — | HILLTOP HOLDINGS INC | 1,476,000 | $1.781M | 0.0% | $1.21 | — | — | HTH 7.5 08/15/25 | 00828UAB9 |
| — | AFFYMETRIX INC | 1,800,000 | $1.713M | 0.0% | $0.95 | — | — | AFFX 4 07/01/19 | 00826TAH1 |
| — | LIBERTY INTERACTIVE LLC | 1,750,000 | $1.641M | 0.0% | $0.94 | — | — | LINTA 3.25 03/15/31 | 530715AR2 |
| — | ENDO HEALTH SOLUTIONS IN | 1,200,000 | $1.468M | 0.0% | $1.22 | — | — | ENDP 1.75 04/15/15 | 29264FAB2 |
| — | Pulse Electronics Corp | 1,717,406 | $1.408M | 0.0% | $0.82 | — | — | Common Stock | 74586W106 |
| — | TRINITY INDUSTRIES INC | 1,300,000 | $1.355M | 0.0% | $1.04 | — | — | TRN 3.875 06/01/36 | 896522AF6 |
| — | APACHE CORP | 24,500 | $1.195M | 0.0% | $48.78 | — | — | APA 6 08/01/13 D | 037411808 |
| — | AFFILIATED MANAGERS GROU | 1,062,000 | $1.189M | 0.0% | $1.12 | — | — | AMG 3.95 08/15/38 | 008252AL2 |
| — | ARRIS GROUP INC | 1,075,000 | $1.128M | 0.0% | $1.05 | — | — | ARRS 2 11/15/26 | 04269QAC4 |
| — | NEWMONT MINING CORP | 825,000 | $1.118M | 0.0% | $1.36 | — | — | NEM 1.25 07/15/14 A | 651639AH9 |
| — | LEUCADIA NATL CORP | 977,000 | $1.116M | 0.0% | $1.14 | — | — | LUK 3.75 04/15/14 | 527288AX2 |
| — | ALCATEL-LUCENT USA INC | 1,000,000 | $981K | 0.0% | $0.98 | — | — | ALUFP 2.875 06/15/25 B | 549463AH0 |
| — | CIENA CORP | 1,100,000 | $953K | 0.0% | $0.87 | — | — | CIEN 0.875 06/15/17 | 171779AE1 |
| TSM | TSMC | 59,731 | $944K | 0.0% | $15.80 | — | — | ADR | 874039100 |
| ITUB | Itau Unibanco Holding SA | 59,899 | $915K | 0.0% | $15.28 | — | — | ADR | 465562106 |
| — | MEDTRONIC INC | 850,000 | $861K | 0.0% | $1.01 | — | — | MDT 1.625 04/15/13 B | 585055AM8 |
| HDB | HDFC Bank Ltd | 19,524 | $733K | 0.0% | $37.54 | — | — | ADR | 40415F101 |
| — | AGCO CORP | 475,000 | $600K | 0.0% | $1.26 | — | — | AGCO 1.25 12/15/36 | 001084AM4 |
| — | ARCHER DANIELS | 550,000 | $551K | 0.0% | $1.00 | — | — | ADM 0.875 02/15/14 | 039483AW2 |
| — | Cia de Bebidas das Americas | 13,616 | $520K | 0.0% | $38.19 | — | — | ADR | 20441W203 |
| — | SK Telecom Co Ltd | 34,600 | $503K | 0.0% | $14.54 | — | — | ADR | 78440P108 |
| SQM | Sociedad Quimica y Minera de C | 7,502 | $462K | 0.0% | $61.58 | — | — | ADR | 833635105 |
| SCCO | Southern Copper Corp | 13,257 | $455K | 0.0% | $34.32 | — | — | Common Stock | 84265V105 |
| INFY | Infosys Ltd | 9,249 | $448K | 0.0% | $48.44 | — | — | ADR | 456788108 |
| — | Mobile Telesystems OJSC | 24,323 | $426K | 0.0% | $17.51 | — | — | ADR | 607409109 |
| PKX | POSCO | 5,200 | $424K | 0.0% | $81.54 | — | — | ADR | 693483109 |
| — | OMNICOM GROUP INC | 375,000 | $396K | 0.0% | $1.06 | — | — | OMC 0 07/31/32 * | 681919AV8 |
| — | ON SEMICONDUCTOR CORP | 370,000 | $377K | 0.0% | $1.02 | — | — | ONNN 2.625 12/15/26 | 682189AG0 |