Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2012 (Next →)
Filing Date: Jul 16, 2013
Total Value: $6.315B (53.3% shares, 46.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CHARTER COMMUNICATION-A | 16,733,819 | $1.062B | 16.8% | $63.45 | — | — | CL A | 16117M305 |
| — | DELPHI AUTOMOTIVE PLC | 19,217,976 | $607M | 9.6% | $31.59 | — | — | SHS | G27823106 |
| — | CIT GROUP INC | 8,733,059 | $360M | 5.7% | $41.24 | — | — | COM NEW | 125581801 |
| — | SPIRIT AIRLINES INC | 13,017,261 | $261M | 4.1% | $20.07 | — | — | COM | 848577102 |
| — | EXCO RESOURCES INC | 36,778,946 | $244M | 3.9% | $6.63 | — | — | COM | 269279402 |
| FBP | FIRST BANCORP PUERTO RICO | 50,684,485 | $223M | 3.5% | $4.40 | — | — | COM | 318672706 |
| — | GILEAD SCIENCES INC | 116,165,000 | $144M | 2.3% | $1.24 | — | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | MGM RESORTS INTL | 109,165,000 | $117M | 1.8% | $1.07 | — | — | NOTE 4.260% 4/1 | 55303QAE0 |
| — | CEMEX SAB DE CV | 114,171,000 | $108M | 1.7% | $0.95 | — | — | NOTE 4.875% 3/1 | 151290AV5 |
| — | SANDISK CORP | 85,405,000 | $101M | 1.6% | $1.18 | — | — | NOTE 1.500% | 80004CAD3 |
| — | ON SEMICONDUCTOR CORP | 67,445,000 | $79.95M | 1.3% | $1.19 | — | — | NOTE 2.625% 12/1 | 682189AH8 |
| — | GENERAL MOTORS CO | 1,902,400 | $79.61M | 1.3% | $41.85 | — | — | JR PFD CNV SRB | 37045V209 |
| — | UNITED STATES STL CORP NEW | 66,010,000 | $78.39M | 1.2% | $1.19 | — | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | COVANTA HOLDING CORP | 61,135,000 | $70.54M | 1.1% | $1.15 | — | — | NOTE 3.250% 6/1 | 22282EAC6 |
| — | MICRON TECHNOLOGY INC | 65,724,000 | $65.72M | 1.0% | $1.00 | — | — | DEBT 1.875% 6/0 | 595112AK9 |
| — | CRIMSON EXPLORATION INC | 15,524,819 | $64.43M | 1.0% | $4.15 | — | — | COM | 22662K207 |
| — | AVIS BUDGET GROUP | 52,500,000 | $62.04M | 1.0% | $1.18 | — | — | NOTE 3.500%10/0 | 053774AB1 |
| — | LIBERTY MEDIA CORP NEW | 50,870,000 | $61.38M | 1.0% | $1.21 | — | — | DEB 3.125% 3/3 | 530718AF2 |
| — | SBA COMMUNICATIONS CORP | 46,382,000 | $58.59M | 0.9% | $1.26 | — | — | NOTE 1.875% 5/0 | 78388JAN6 |
| — | HOLOGIC INC | 49,275,000 | $58.23M | 0.9% | $1.18 | — | — | FRNT 2.000%12/1 | 436440AB7 |
| — | UNITED THERAPEUTICS CORP DEL | 49,460,000 | $57.22M | 0.9% | $1.16 | — | — | NOTE 1.000% 9/1 | 91307CAE2 |
| — | BROOKDALE SENIOR LIVING | 60,850,000 | $56.7M | 0.9% | $0.93 | — | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 50,000,000 | $53.79M | 0.9% | $1.08 | — | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | CHART INDUSTRIES INC | 37,571,000 | $48.57M | 0.8% | $1.29 | — | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | OMNICARE INC | 32,645,000 | $46.91M | 0.7% | $1.44 | — | — | NOTE 3.750%12/1 | 681904AN8 |
| — | STEEL DYNAMICS INC | 40,922,000 | $46.71M | 0.7% | $1.14 | — | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | KNIGHT CAP GROUP INC | 47,110,000 | $44.59M | 0.7% | $0.95 | — | — | NOTE 3.500% 3/1 | 499005AE6 |
| — | ONYX PHARMACEUTICALS INC | 35,247,000 | $44.42M | 0.7% | $1.26 | — | — | NOTE 4.000% 8/1 | 683399AB5 |
| — | TIME WARNER CABLE INC | 541,000 | $44.09M | 0.7% | $81.50 | — | — | COM | 88732J207 |
| — | LIFEPOINT HOSPITALS INC | 41,467,000 | $43.55M | 0.7% | $1.05 | — | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | CHEMED CORP | 41,499,000 | $42.49M | 0.7% | $1.02 | — | — | NOTE 1.875% 5/1 | 16359RAC7 |
| — | DFC GLOBAL CORP | 35,072,000 | $41.89M | 0.7% | $1.19 | — | — | NOTE 3.00% 4/0 | 256664AC7 |
| — | METLIFE INC | 574,300 | $40.61M | 0.6% | $70.72 | — | — | UNIT 99/99/9999 | 59156R116 |
| — | OMNICARE CAP TRUST II | 835,260 | $40.08M | 0.6% | $47.99 | — | — | PFD B | 68214Q200 |
| — | FIFTH THIRD BANCORP | 270,380 | $38.61M | 0.6% | $142.79 | — | — | CNV PFD DEP1/250 | 316773209 |
| — | BPZ RESOURCES INC | 41,995,000 | $38.07M | 0.6% | $0.91 | — | — | MTNF 6.500% 3/0 | 055639AB4 |
| — | CAESARS ENTERTAINMENT CORP | 2,537,957 | $37.41M | 0.6% | $14.74 | — | — | COM | 127686103 |
| — | RTI INTL METALS INC | 36,475,000 | $37.31M | 0.6% | $1.02 | — | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | ALLIANCE HEALTHCARE SRVCS | 23,782,451 | $35.67M | 0.6% | $1.50 | — | — | COM | 018606202 |
| — | APACHE CORP | 668,700 | $35.39M | 0.6% | $52.93 | — | — | PFD CONV SER D | 037411808 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $33.44M | 0.5% | $12.16 | — | — | COM | 928298108 |
| — | NEWPARK RESOURCES INC | 29,474,000 | $32.4M | 0.5% | $1.10 | — | — | NOTE 4.000%10/0 | 651718AC2 |
| — | NAVISTAR INTL CORP | 28,075,000 | $30.92M | 0.5% | $1.10 | — | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | TELEFLEX INC | 28,615,000 | $30.6M | 0.5% | $1.07 | — | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | CACI INTERNATIONAL INC | 24,347,000 | $30.31M | 0.5% | $1.24 | — | — | NOTE 2.125% 5/0 | 127190AD8 |
| — | ROVI CORP | 28,741,000 | $30.3M | 0.5% | $1.05 | — | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | OLD REPUBLIC INTL CORP | 30,323,000 | $29.16M | 0.5% | $0.96 | — | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | SUNPOWER CORP | 31,817,000 | $28.6M | 0.5% | $0.90 | — | — | DBCV 4.500% 3/1 | 867652AE9 |
| CMCSA | COMCAST CORP-CLASS A | 939,500 | $28.19M | 0.4% | $30.01 | — | — | CL A | 20030N101 |
| — | COMTECH TELECOMMUNICATIONS | 24,820,000 | $28.13M | 0.4% | $1.13 | — | — | NOTE 3.000% 5/1 | 205826AF7 |
| — | VERISIGN INC | 20,259,000 | $26.01M | 0.4% | $1.28 | — | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | BARNES GROUP INC | 22,737,000 | $25.76M | 0.4% | $1.13 | — | — | NOTE 3.375% 3/1 | 067806AD1 |
| — | ICAHN ENTERPRISES LP | 25,225,000 | $25.35M | 0.4% | $1.00 | — | — | FRNT 8/1 | 451102AB3 |
| — | TTM TECHNOLOGIES INC | 22,925,000 | $24.79M | 0.4% | $1.08 | — | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | DRYSHIPS INC | 29,000,000 | $24.64M | 0.4% | $0.85 | — | — | NOTE 5.000%12/0 | 262498AB4 |
| — | NUVASIVE INC | 28,815,000 | $24.14M | 0.4% | $0.84 | — | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | INTEL CORP | 22,375,000 | $23.84M | 0.4% | $1.07 | — | — | SDCV 2.950%12/1 | 458140AD2 |
| — | CHESAPEAKE ENERGY CORP | 23,830,000 | $23.65M | 0.4% | $0.99 | — | — | NOTE 2.750%11/1 | 165167BW6 |
| — | JAKKS PACIFIC INC | 1,334,017 | $23.28M | 0.4% | $17.45 | — | — | COM | 47012E106 |
| — | ISTAR FINANCIAL INC | 23,201,000 | $22.74M | 0.4% | $0.98 | — | — | FRNT 10/0 | 45031UBF7 |
| — | INTERPUBLIC GROUP COS | 19,645,000 | $22.28M | 0.4% | $1.13 | — | — | NOTE 4.750% 3/1 | 460690BE9 |
| — | LINEAR TECHNOLOGY CORP | 20,750,000 | $22.22M | 0.4% | $1.07 | — | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | PEABODY ENERGY CORP | 23,281,000 | $22.21M | 0.4% | $0.95 | — | — | SDCV 4.750%12/1 | 704549AG9 |
| — | ALERE INC | 21,580,000 | $21.52M | 0.3% | $1.00 | — | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | HOLOGIC INC | 22,500,000 | $21.38M | 0.3% | $0.95 | — | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | PHH CORP | 21,975,000 | $21.24M | 0.3% | $0.97 | — | — | NOTE 4.000% 9/0 | 693320AN3 |
| — | MEDIVATION INC | 20,000,000 | $21.07M | 0.3% | $1.05 | — | — | NOTE 2.625% | 58501NAA9 |
| — | ENTERTAINMENT PROPERTIES | 1,002,821 | $20.91M | 0.3% | $20.85 | — | — | PFD C CNV 5.75 | 29380T402 |
| — | GOLDCORP INC | 17,120,000 | $20.79M | 0.3% | $1.21 | — | — | NOTE 2% 8/0 | 380956AB8 |
| — | SAFEWAY INC | 1,000,000 | $20.21M | 0.3% | $20.21 | — | — | COM NEW | 786514208 |
| — | JEFFERIES GROUP INC NEW | 20,432,000 | $19.77M | 0.3% | $0.97 | — | — | DBCV 3.875%11/0 | 472319AG7 |
| — | APOLLO INVT CORP | 19,630,000 | $19.39M | 0.3% | $0.99 | — | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | HERCULES OFFSHORE LLC | 19,583,000 | $19.28M | 0.3% | $0.98 | — | — | NOTE 3.375% 6/0 | 427093AD1 |
| — | ANNALY CAP MGMT INC | 15,500,000 | $18.18M | 0.3% | $1.17 | — | — | NOTE 4.000% 2/1 | 035710AA0 |
| — | RADIAN GROUP INC | 25,380,000 | $17.48M | 0.3% | $0.69 | — | — | NOTE 3.000%11/1 | 750236AK7 |
| — | GROUP 1 AUTOMOTIVE INC | 15,535,000 | $17.34M | 0.3% | $1.12 | — | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | MGIC INVESTMENT CORP | 22,000,000 | $17.15M | 0.3% | $0.78 | — | — | NOTE 5.00% 5/0 | 552848AD5 |
| — | BANK OF AMERICA CORP | 17,415 | $16.94M | 0.3% | $972.49 | — | — | 7.25% CNV PFD L | 060505682 |
| — | STANLEY BLACK & DECKER INC | 138,760 | $16.88M | 0.3% | $121.68 | — | — | UNIT 99/99/9999 | 854502309 |
| — | SALIX PHARMACEUTICALS INC | 12,454,000 | $16.73M | 0.3% | $1.34 | — | — | NOTE 2.750% | 795435AC0 |
| — | LEVEL 3 COMMUNICATIONS INC | 650,000 | $16.73M | 0.3% | $25.73 | — | — | COM NEW | 52729N308 |
| — | INSULET CORPORATION | 15,741,000 | $16.68M | 0.3% | $1.06 | — | — | NOTE 3.750% 6/1 | 45784PAC5 |
| — | PROSPECT CAPITAL CORP | 16,800,000 | $16.3M | 0.3% | $0.97 | — | — | NOTE 5.500% 8/1 | 74348TAD4 |
| — | NASH FINCH CO | 34,302,000 | $16.07M | 0.3% | $0.47 | — | — | FRNT 1.631% 3/1 | 631158AD4 |
| — | SOLARFUN POWER HOLDINGS CO L | 23,271,000 | $15.77M | 0.2% | $0.68 | — | — | NOTE 3.500% 1/1 | 83415UAB4 |
| — | COGENT COMMUNICATIONS GROUP | 17,000,000 | $15.56M | 0.2% | $0.92 | — | — | NOTE 1.000% 6/1 | 19239VAB0 |
| — | ARVINMERITOR INC | 16,527,000 | $15.3M | 0.2% | $0.93 | — | — | FRNT 4.625% 3/0 | 043353AF8 |
| — | CHENIERE ENERGY INC | 15,035,000 | $15.03M | 0.2% | $1.00 | — | — | NOTE 2.250% 8/0 | 16411RAE9 |
| — | GOLDEN STAR RES LTD CDA | 14,760,000 | $14.72M | 0.2% | $1.00 | — | — | DBCV 4% 11/3 | 38119TAC8 |
| — | LUCENT TECHNOLOGIES INC | 18,200,000 | $14.41M | 0.2% | $0.79 | — | — | DBCV 2.875% 6/1 | 549463AG2 |
| — | CUMULUS MEDIA INC-CL A | 3,985,983 | $13.91M | 0.2% | $3.49 | — | — | CL A | 231082108 |
| — | GOLDCORP INC NEW | 291,950 | $13.15M | 0.2% | $45.06 | — | — | COM | 380956409 |
| — | CHARMING SHOPPES | 13,753,000 | $13.09M | 0.2% | $0.95 | — | — | NOTE 1.125% 5/0 | 161133AE3 |
| — | PROVIDENCE SERVICE CORP | 12,655,000 | $12.64M | 0.2% | $1.00 | — | — | NOTE 6.500% 5/1 | 743815AB8 |
| — | FIVE STAR QUALITY CARE I | 13,014,000 | $12.29M | 0.2% | $0.94 | — | — | NOTE 3.750%10/1 | 33832DAB2 |
| VALE | VALE SA | 525,754 | $12.27M | 0.2% | $23.33 | — | — | ADR | 91912E105 |
| — | EAGLE BULK SHIPPING INC | 6,175,000 | $11.98M | 0.2% | $1.94 | — | — | COM | Y2187A101 |
| — | HANOVER COMPRESSOR CO | 12,980,000 | $11.87M | 0.2% | $0.91 | — | — | NOTE 4.750% | 410768AE5 |
| — | STERLITE INDS INDIA LTD | 12,539,000 | $11.83M | 0.2% | $0.94 | — | — | NOTE 4.000%10/3 | 859737AB4 |
| — | OMNICARE INC | 12,845,000 | $11.73M | 0.2% | $0.91 | — | — | DBCV 3.250%12/1 | 681904AL2 |
| — | CHESAPEAKE ENERGY CORP | 14,000,000 | $11.47M | 0.2% | $0.82 | — | — | NOTE 2.250%12/1 | 165167CB1 |
| — | JAMES RIVER COAL CO | 21,210,000 | $10.68M | 0.2% | $0.50 | — | — | NOTE 4.500%12/0 | 470355AF5 |
| — | GENON ENERGY INC | 5,000,000 | $10.4M | 0.2% | $2.08 | — | — | COM | 37244E107 |
| — | RAIT FINANCIAL TRUST | 12,042,000 | $10.19M | 0.2% | $0.85 | — | — | NOTE 7.000% 4/0 | 749227AA2 |
| — | RADISYS CORP | 10,184,000 | $10.11M | 0.2% | $0.99 | — | — | NOTE 2.750% 2/1 | 750459AE9 |
| — | VERENIUM CORP | 10,080,000 | $9.873M | 0.2% | $0.98 | — | — | NOTE 5.500% 4/0 | 92340PAA8 |
| — | ARCELORMITTAL SA LUXEMBOURG | 9,040,000 | $9.798M | 0.2% | $1.08 | — | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | LIVE NATION ENTERTAINMENT | 10,184,000 | $9.766M | 0.2% | $0.96 | — | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | GENCO SHIPPING & TRADING LTD | 1,512,532 | $9.62M | 0.2% | $6.36 | — | — | SHS | Y2685T107 |
| — | SUNTECH PWR HLDGS CO LTD | 11,885,000 | $9.51M | 0.2% | $0.80 | — | — | NOTE 3.000% 3/1 | 86800CAE4 |
| — | CENTRAL EURO MEDIA ENTER | 10,400,000 | $8.364M | 0.1% | $0.80 | — | — | NOTE 5.000%11/1 | 153443AH9 |
| — | TIME WARNER TELECOM INC | 6,632,000 | $8.302M | 0.1% | $1.25 | — | — | DBCV 2.375% | 887319AC5 |
| RIO | RIO TINTO PLC | 141,500 | $7.866M | 0.1% | $55.59 | — | — | SPONSORED ADR | 767204100 |
| — | RENTECH INC | 7,509,000 | $7.485M | 0.1% | $1.00 | — | — | NOTE 4.000% 4/1 | 760112AA0 |
| BBD | BANCO BRADESCO S A | 416,700 | $7.292M | 0.1% | $17.50 | — | — | SP ADR PFD NEW | 059460303 |
| — | IXIA | 7,000,000 | $7.084M | 0.1% | $1.01 | — | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | AMERICAN EQTY INVT LIFE HLD | 6,465,000 | $6.846M | 0.1% | $1.06 | — | — | NOTE 5.250%12/0 | 025676AE7 |
| — | SUNPOWER CORP | 7,350,000 | $6.517M | 0.1% | $0.89 | — | — | DBCV 4.750% 4/1 | 867652AC3 |
| — | VOLCANO CORP | 5,640,000 | $6.511M | 0.1% | $1.15 | — | — | NOTE 2.875% 9/0 | 928645AA8 |
| — | COMPUCREDIT HLDG | 6,702,000 | $6.449M | 0.1% | $0.96 | — | — | NOTE 3.625% 5/3 | 20478NAB6 |
| BVN | COMPANIA DE MINAS BUEN SPON ADR SER B | 159,444 | $6.427M | 0.1% | $40.31 | — | — | SPONSORED ADR | 204448104 |
| — | LUCENT TECHNOLOGIES INC | 7,000,000 | $6.313M | 0.1% | $0.90 | — | — | DBCV 2.750% 6/1 | 549463AH0 |
| — | ALBANY INTL CORP | 6,832,000 | $6.199M | 0.1% | $0.91 | — | — | FRNT 2.250% 3/1 | 012348AC2 |
| — | GREATBATCH INC | 6,000,000 | $6.033M | 0.1% | $1.01 | — | — | SDCV 2.250% 6/1 | 39153LAB2 |
| MLCO | Melco PBL Entertainment | 436,612 | $5.955M | 0.1% | $13.64 | — | — | ADR | 585464100 |
| — | AMERICA MOVIL SAB DE CV | 238,000 | $5.91M | 0.1% | $24.83 | — | — | SPON ADR L SHS | 02364W105 |
| — | EXIDE TECHNOLOGIES | 6,740,000 | $5.788M | 0.1% | $0.86 | — | — | FRNT 9/1 | 302051AL1 |
| — | BRF-BRASIL FOODS S A | 292,400 | $5.766M | 0.1% | $19.72 | — | — | SPONSORED ADR | 10552T107 |
| — | CHIQUITA BRANDS INTL | 6,485,000 | $5.647M | 0.1% | $0.87 | — | — | NOTE 4.250% 8/1 | 170032AT3 |
| UMC | UNITED MICROELECTRONICS CORP | 2,287,900 | $5.605M | 0.1% | $2.45 | — | — | SPON ADR NEW | 910873405 |
| — | INTEROIL CORP | 6,750,000 | $5.536M | 0.1% | $0.82 | — | — | NOTE 2.750%11/1 | 460951AC0 |
| — | DENDREON CORP | 7,000,000 | $5.315M | 0.1% | $0.76 | — | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | ISIS PHARMACEUTICALS INC | 5,439,000 | $5.256M | 0.1% | $0.97 | — | — | NOTE 2.625% 2/1 | 464337AE4 |
| — | GOODRICH PETE CORP | 5,290,000 | $5.233M | 0.1% | $0.99 | — | — | NOTE 5.000%10/0 | 382410AC2 |
| — | COMMONWEALTH REIT | 240,711 | $5.142M | 0.1% | $21.36 | — | — | 6.50% PFD CUM | 203233408 |
| — | USEC INC | 10,455,000 | $5.01M | 0.1% | $0.48 | — | — | NOTE 3.000%10/0 | 90333EAC2 |
| — | OLD REPUBLIC INTL CORP | 4,743,000 | $4.812M | 0.1% | $1.01 | — | — | NOTE 8.000% 5/1 | 680223AF1 |
| — | SPARTAN STORES INC | 4,898,000 | $4.478M | 0.1% | $0.91 | — | — | NOTE 3.375% | 846822AE4 |
| — | FURNITURE BRANDS INTL INC | 2,600,000 | $4.368M | 0.1% | $1.68 | — | — | COM | 360921100 |
| — | HAWAIIAN HOLDINGS INC | 4,649,000 | $4.322M | 0.1% | $0.93 | — | — | NOTE 5.000% 3/1 | 419879AD3 |
| — | GREENBRIER COS INC | 3,835,000 | $3.51M | 0.1% | $0.92 | — | — | NOTE 2.375% 5/1 | 393657AD3 |
| — | WSP HOLDINGS LIMITED | 1,408,800 | $2.719M | 0.0% | $1.93 | — | — | ADR NEW | 92934F203 |
| — | SINA COM ORD | 40,300 | $2.62M | 0.0% | $65.01 | — | — | ORD | G81477104 |
| — | ALLIANCE ONE INTL INC | 2,582,000 | $2.553M | 0.0% | $0.99 | — | — | NOTE 5.500% 7/1 | 018772AQ6 |
| — | MORGANS HOTEL GROUP CO | 3,000,000 | $2.447M | 0.0% | $0.82 | — | — | NOTE 2.375%10/1 | 61748WAB4 |
| — | RAMBUS INC DEL | 2,500,000 | $2.444M | 0.0% | $0.98 | — | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | ENTERTAINMENT PROPERTIES | 87,500 | $2.442M | 0.0% | $27.91 | — | — | CONV PFD 9 SR E | 29380T600 |
| — | STEWART ENTERPRISES INC | 2,250,000 | $2.23M | 0.0% | $0.99 | — | — | NOTE 3.125% 7/1 | 860370AH8 |
| — | AVATAR HLDGS INC | 2,000,000 | $1.946M | 0.0% | $0.97 | — | — | NOTE 7.500% 2/1 | 053494AG5 |
| — | POWERWAVE TECHNOLOGIES INC | 2,972,000 | $1.416M | 0.0% | $0.48 | — | — | NOTE 3.875%10/0 | 739363AF6 |
| — | AMYLIN PHARMACEUTICALS INC | 1,491,000 | $1.4M | 0.0% | $0.94 | — | — | NOTE 3.000% 6/1 | 032346AF5 |
| — | HEADWATERS INC | 1,330,000 | $1.174M | 0.0% | $0.88 | — | — | NOTE 2.500% 2/0 | 42210PAD4 |
| — | PARKER DRILLING CO | 925,000 | $924K | 0.0% | $1.00 | — | — | NOTE 2.125% 7/1 | 701081AR2 |
| — | CARRIZO OIL & GAS INC | 850,000 | $847K | 0.0% | $1.00 | — | — | NOTE 4.375% 6/1 | 144577AA1 |
| — | STILLWATER MNG CO | 795,000 | $788K | 0.0% | $0.99 | — | — | NOTE 1.875% 3/1 | 86074QAF9 |
| — | K V PHARMACEUTICAL | 2,500,000 | $625K | 0.0% | $0.25 | — | — | NOTE 2.500% | 482740AC1 |
| SCCO | Southern Copper Corp | 9,052 | $287K | 0.0% | $31.71 | — | — | COM | 84265V105 |
| — | TELEFONICA BRASIL SA | 9,200 | $282K | 0.0% | $30.65 | — | — | ADR | 87936R106 |