Oaktree Capital Management LP
Howard Marks & Bruce Karsh · As of Q2 2012 · filed Jul 5, 2013
| CHARTER COMMUNICATIONS I | 20.2% | Reduced −1.5% | 16,480,036 | $1.17B |
| DELPHI AUTOMOTIVE PLC | 8.5% | Held | 19,217,976 | $490.1M |
| CITUSD CIT GROUP INC | 5.0% | Reduced −6.6% | 8,158,249 | $290.8M |
| EXCO RESOURCES INC | 4.8% | Held | 36,778,946 | $279.2M |
| FBP FIRST BANCORP PUERTO RICO | 3.5% | Held | 50,684,485 | $200.7M |
| SAVEEUR SPIRIT AIRLINES INC | 3.2% | Reduced −27.8% | 9,394,927 | $182.8M |
| GILD 1.625 05/01/16 D PRN GILEAD SCIENCES INC | 2.2% | Reduced −15.7% | 97,875,000 | $127.2M |
| MGM 4.25 04/15/15 PRN MGM RESORTS INTL | 1.8% | Reduced −7.8% | 100,665,000 | $102.8M |
| OCR 3.75 04/01/42 PRN OMNICARE INC | 1.6% | New | 102,510,000 | $94.6M |
| SNDK 1.5 08/15/17 PRN SANDISK CORP | 1.6% | Added +6.6% | 91,005,000 | $94.0M |
| X 4 05/15/14 PRN UNITED STATES STEEL CORP | 1.4% | Added +21.3% | 80,070,000 | $81.9M |
| CEMEX 4.875 03/15/15 PRN CEMEX SAB DE CV | 1.4% | Reduced −19.4% | 91,976,000 | $81.6M |
| ON 2.625 12/15/26 B PRN ON SEMICONDUCTOR CORP | 1.3% | Added +1.5% | 68,445,000 | $73.7M |
| CRIMSON EXPLORATION INC | 1.2% | Held | 15,524,819 | $71.3M |
| CVA 3.25 06/01/14 PRN REWORLD HOLDING CORP | 1.1% | Reduced −8.2% | 56,135,000 | $66.1M |
| BKD 2.75 06/15/18 PRN BROOKDALE SENIOR LIVING | 1.0% | Reduced −0.8% | 60,350,000 | $56.9M |
| UNITED THERAPEUTICS CORP PRN | 1.0% | Reduced −5.1% | 46,960,000 | $56.0M |
| HLX 3.25 03/15/32 PRN HELIX ENERGY SOLUTIONS | 1.0% | Added +7.5% | 53,750,000 | $55.5M |
| NLY 5 05/15/15 PRN ANNALY CAPITAL MGMT | 1.0% | New | 55,500,000 | $55.2M |
| HOLX 0 12/15/37 2010 PRN HOLOGIC INC | 0.9% | Reduced −4.0% | 47,319,000 | $49.9M |
| CAR 3.5 10/01/14 PRN AVIS BUDGET GROUP INC | 0.8% | Reduced −26.2% | 38,750,000 | $48.3M |
| GM 4.75 12/01/13 B GENERAL MOTORS CO | 0.8% | Reduced −25.0% | 1,427,400 | $47.4M |
| MENT 4 04/01/31 PRN MENTOR GRAPHICS CORP | 0.8% | New | 44,006,000 | $47.3M |
| RGCARE 3.5 05/15/14 PRN LIFEPOINT HOSPITALS INC | 0.8% | Added +1.2% | 41,967,000 | $45.1M |
| LINTA 3.125 03/30/23 PRN LIBERTY INTERACTIVE LLC | 0.7% | Reduced −30.9% | 35,170,000 | $42.7M |
| VRXCN 1.375 06/01/17 PRN MEDICIS PHARMACEUTICAL | 0.7% | New | 42,100,000 | $41.9M |
| FITB 8.5 PERP G FIFTH THIRD BANCORP | 0.6% | New | 270,380 | $37.0M |
| HOLX 0 03/01/42 2012 PRN HOLOGIC INC | 0.6% | Added +75.6% | 39,500,000 | $36.8M |
| MOH 3.75 10/01/14 MOH PRN MOLINA HEALTHCARE INC | 0.6% | New | 33,250,000 | $36.6M |
| RTI 3 12/01/15 PRN RTI INTERNATIONAL METALS | 0.6% | Reduced −2.3% | 35,625,000 | $36.4M |
| GTLS 2 08/01/18 PRN CHART INDUSTRIES INC | 0.6% | Reduced −21.6% | 29,443,000 | $36.2M |
| CAA 1.625 05/15/18 PRN CALATLANTIC GROUP INC | 0.6% | New | 32,000,000 | $35.3M |
| TFX 3.875 08/01/17 PRN TELEFLEX INC | 0.6% | Added +5.2% | 30,115,000 | $35.2M |
| BPZR 6.5 03/01/15 * PRN BPZ RESOURCES INC | 0.6% | Added +1.7% | 42,720,000 | $34.8M |
| KCG 3.5 03/15/15 PRN KNIGHT CAPITAL GROUP INC | 0.6% | Reduced −21.6% | 36,935,000 | $34.5M |
| DLLR 3 04/01/28 PRN DFC GLOBAL CORP | 0.6% | Reduced −18.2% | 28,690,000 | $32.8M |
| MET 5 10/08/14 METLIFE INC | 0.5% | New | 514,300 | $31.8M |
| OCR 4 06/15/33 B OMNICARE CAP TRUST II | 0.5% | Reduced −13.8% | 720,260 | $31.6M |
| CEMEX 3.25 03/15/16 PRN CEMEX SAB DE CV | 0.5% | New | 35,575,000 | $30.3M |
| LRCX 0.5 05/15/16 PRN LAM RESEARCH CORP | 0.5% | New | 31,280,000 | $30.1M |
| CZREUR CAESARS ENTERTAINMENT CORP | 0.5% | Held | 2,537,957 | $28.9M |
| MU 1.875 06/01/27 PRN MICRON TECHNOLOGY INC | 0.5% | Reduced −50.2% | 32,724,000 | $28.8M |
| ORI 3.75 03/15/18 PRN OLD REPUBLIC INTL CORP | 0.5% | Added +3.3% | 31,323,000 | $28.6M |
| PHIANA 2.875 09/01/15 PRN VOLCANO CORP | 0.5% | Added +320.0% | 23,690,000 | $28.6M |
| LRCX 1.25 05/15/18 PRN LAM RESEARCH CORP | 0.5% | New | 28,297,000 | $28.0M |
| CMTL 3 05/01/29 PRN COMTECH TELECOMMUNICATIO | 0.5% | Held | 24,820,000 | $26.5M |
| NTAP 1.75 06/01/13 PRN NETAPP INC | 0.5% | New | 23,000,000 | $26.5M |
| APA 6 08/01/13 D APACHE CORP | 0.5% | Reduced −22.2% | 520,200 | $26.1M |
| XXIA 3 12/15/15 PRN IXIA | 0.5% | Added +264.3% | 25,500,000 | $26.1M |
| VSH VISHAY INTERTECHNOLOGY INC | 0.4% | Held | 2,750,000 | $25.9M |
| INTC 2.95 12/15/35 PRN INTEL CORP | 0.4% | Held | 22,375,000 | $25.4M |
| GTY GETTY REALTY CORP | 0.4% | New | 1,312,728 | $25.1M |
| STLD 5.125 06/15/14 PRN STEEL DYNAMICS INC | 0.4% | Reduced −43.4% | 23,151,000 | $24.6M |
| RIG 1.5 12/15/37 C PRN TRANSOCEAN INC | 0.4% | New | 24,214,000 | $24.2M |
| B 3.375 03/15/27 PRN BARNES GROUP INC | 0.4% | Reduced −3.0% | 22,062,000 | $24.0M |
| IEP F 08/15/13 PRN ICAHN ENTERPRISES LP | 0.4% | Reduced −5.9% | 23,725,000 | $23.9M |
| ALLIANCE HEALTHCARE SERV | 0.4% | Held | 23,782,451 | $23.7M |
| LLTC 3 05/01/27 A PRN LINEAR TECHNOLOGY CORP | 0.4% | Added +6.7% | 22,130,000 | $23.0M |
| CHE 1.875 05/15/14 PRN CHEMED CORP | 0.4% | Reduced −48.8% | 21,255,000 | $21.3M |
| GCN 2 08/01/14 PRN GOLDCORP INC | 0.4% | Added +7.3% | 18,370,000 | $20.8M |
| WNC 3.375 05/01/18 PRN WABASH NATIONAL CORP | 0.3% | New | 20,550,000 | $19.9M |
| GPI 2.25 06/15/36 PRN GROUP 1 AUTOMOTIVE INC | 0.3% | Added +22.5% | 19,035,000 | $19.7M |
| NLY 4 02/15/15 PRN ANNALY CAPITAL MGMT | 0.3% | Held | 15,500,000 | $19.1M |
| EXE 2.75 11/15/35 PRN CHESAPEAKE ENERGY CORP | 0.3% | Reduced −15.1% | 20,225,000 | $18.7M |
| VALE VALE SA-SP ADR | 0.3% | Added +77.0% | 930,549 | $18.7M |
| PODD 3.75 06/15/16 PRN INSULET CORPORATION | 0.3% | Added +6.4% | 16,741,000 | $18.6M |
| ENTERTAINMENT PROPERTIES | 0.3% | Reduced −2.5% | 977,821 | $18.5M |
| SAFEWAY INC | 0.3% | Held | 1,000,000 | $18.1M |
| PHH 4 09/01/14 PRN PHH CORP | 0.3% | Reduced −18.2% | 17,975,000 | $17.9M |
| GMED 2.75 07/01/17 PRN NUVASIVE INC | 0.3% | Reduced −36.8% | 18,215,000 | $17.9M |
| HERO 3.375 06/01/38 PRN HERCULES OFFSHORE INC | 0.3% | Reduced −11.5% | 17,333,000 | $17.4M |
| SSLTIN 4 10/30/14 PRN STERLITE INDUSTRIES LTD | 0.3% | Added +49.3% | 18,718,000 | $16.8M |
| OCR 3.25 12/15/35 OCR PRN OMNICARE INC | 0.3% | Added +30.9% | 16,815,000 | $16.1M |
| ITGR 2.25 06/15/13 ++* PRN GREATBATCH INC. | 0.3% | Added +166.7% | 16,000,000 | $15.9M |
| RSYS 2.75 02/15/13 PRN RADISYS CORP | 0.3% | Added +51.3% | 15,413,000 | $15.2M |
| KCN 1.75 03/15/28 PRN KINROSS GOLD CORP | 0.3% | New | 14,959,000 | $14.9M |
| SPTN 1.6314 03/15/35 PRN NASH FINCH CO | 0.3% | Reduced −9.5% | 31,052,000 | $14.6M |
| FVE 3.75 10/15/26 PRN FIVE STAR QUALITY CARE I | 0.3% | Added +15.6% | 15,039,000 | $14.6M |
| LEVEL 3 COMMUNICATIONS I | 0.2% | Held | 650,000 | $14.4M |
| EXTERRAN ENERGY LLC PRN | 0.2% | Added +11.6% | 14,480,000 | $14.2M |
| ALUFP 2.875 06/15/23 A PRN ALCATEL-LUCENT USA INC | 0.2% | Held | 18,200,000 | $14.2M |
| AIR 1.625 03/01/14 A PRN AAR CORP | 0.2% | New | 15,019,000 | $14.1M |
| PSEC 5.5 08/15/16 PRN PROSPECT CAPITAL CORP | 0.2% | Reduced −17.0% | 13,950,000 | $14.0M |
| MDVN 2.625 04/01/17 PRN MEDIVATION INC | 0.2% | Reduced −45.0% | 11,000,000 | $13.2M |
| SWK 4.75 11/17/15 STANLEY BLACK & DECKER I | 0.2% | New | 108,760 | $12.7M |
| MODV 6.5 05/15/14 PRN PROVIDENCE SERVICE CORP | 0.2% | Held | 12,655,000 | $12.7M |
| CUMULUS MEDIA INC | 0.2% | Held | 3,985,983 | $12.0M |
| HW 2.5 02/01/14 PRN HEADWATERS INC | 0.2% | Added +787.6% | 11,805,000 | $11.0M |
| SNDK 1 05/15/13 PRN SANDISK CORP | 0.2% | New | 11,000,000 | $10.9M |
| HQCL 3.5 01/15/18 PRN HANWHA Q CELLS CO LTD | 0.2% | Reduced −34.0% | 15,353,000 | $10.7M |
| RDN 3 11/15/17 PRN RADIAN GROUP INC | 0.2% | Reduced −31.5% | 17,380,000 | $10.4M |
| RASF 7 04/01/31 PRN RAIT FINANCIAL TRUST | 0.2% | Held | 12,042,000 | $10.3M |
| RFMD 1 04/15/14 PRN RF MICRO DEVICES INC | 0.2% | New | 10,000,000 | $9.9M |
| LYV 2.875 07/15/27 PRN LIVE NATION ENTERTAINMEN | 0.2% | Reduced −1.0% | 10,084,000 | $9.8M |
| MFIC 5.75 01/15/16 PRN APOLLO INVESTMENT CORP | 0.2% | Reduced −50.3% | 9,750,000 | $9.7M |
| STEI 3.125 07/15/14 PRN STEWART ENTERPRISES | 0.2% | Added +311.1% | 9,250,000 | $9.2M |
| JEF 3.875 11/01/29 PRN JEFFERIES GROUP LLC | 0.2% | Reduced −51.9% | 9,832,000 | $8.9M |
| GBX 2.375 05/15/26 PRN GREENBRIER COS INC | 0.2% | Added +130.4% | 8,835,000 | $8.8M |
| LNG 2.25 08/01/12 PRN CHENIERE ENERGY INC | 0.1% | Reduced −43.2% | 8,535,000 | $8.6M |
| SPWR 4.5 03/15/15 PRN SUNPOWER CORP | 0.1% | Reduced −69.1% | 9,834,000 | $8.6M |
| GENON ENERGY INC | 0.1% | Held | 5,000,000 | $8.6M |
| NAV 3 10/15/14 PRN NAVISTAR INTL CORP | 0.1% | Reduced −67.9% | 9,000,000 | $8.4M |
| AIR 1.75 02/01/26 PRN AAR CORP | 0.1% | New | 8,290,000 | $8.3M |
| GDP 5 10/01/29 PRN GOODRICH PETROLEUM CORP | 0.1% | Added +66.2% | 8,792,000 | $8.2M |
| GECBLE 0.875 11/15/13 PRN GENERAL CABLE CORP | 0.1% | New | 8,500,000 | $8.1M |
| 18614USD GOLDCORP INC | 0.1% | Reduced −25.5% | 217,510 | $8.1M |
| RMBS 5 06/15/14 PRN RAMBUS INC | 0.1% | Added +220.0% | 8,000,000 | $8.0M |
| MTNA 5 05/15/14 PRN ARCELORMITTAL | 0.1% | Reduced −19.7% | 7,255,000 | $7.5M |
| RTK 4 04/15/13 PRN RENTECH INC | 0.1% | Held | 7,509,000 | $7.5M |
| HOLX 0 12/15/37 PRN HOLOGIC INC | 0.1% | New | 7,500,000 | $7.4M |
| MTOR 0 03/01/26 PRN MERITOR INC | 0.1% | Reduced −51.6% | 8,000,000 | $7.0M |
| SPTN 3.375 05/15/27 PRN SPARTAN STORES INC | 0.1% | Added +41.6% | 6,934,000 | $6.8M |
| RIO RIO TINTO PLC-SPON ADR | 0.1% | Reduced −0.2% | 141,200 | $6.8M |
| MTG 5 05/01/17 PRN MGIC INVESTMENT CORP | 0.1% | Reduced −54.5% | 10,000,000 | $6.7M |
| AIN 3.25 03/15/26 PRN ALBANY INTL CORP | 0.1% | Added +2.6% | 7,007,000 | $6.7M |
| ANGINC 5.25 12/06/24 PRN AMER EQUITY INVT LIFE | 0.1% | Held | 6,465,000 | $6.6M |
| SPWR 4.75 04/15/14 PRN SUNPOWER CORP | 0.1% | Held | 7,350,000 | $6.6M |
| DRYS 5 12/01/14 PRN DRYSHIPS INC | 0.1% | Reduced −70.2% | 8,630,000 | $6.3M |
| STAR F 10/01/12 PRN ISTAR FINANCIAL INC | 0.1% | Reduced −73.3% | 6,201,000 | $6.2M |
| AMXN AMERICA MOVIL-SPN ADR CL L | 0.1% | Reduced −2.2% | 232,661 | $6.1M |
| TTMCHF TATA MOTORS LTD-SPON ADR | 0.1% | New | 266,000 | $5.8M |
| PYX 5.5 07/15/14 PRN ALLIANCE ONE INTL INC | 0.1% | Added +129.5% | 5,926,000 | $5.7M |
| BVN CIA DE MINAS BUENAVENTUR-ADR | 0.1% | Reduced −8.6% | 145,712 | $5.6M |
| UMC UNITED MICROELECTRON-SP ADR | 0.1% | Added +7.5% | 2,459,221 | $5.5M |
| CRZO 4.375 06/01/28 PRN CARRIZO OIL & GAS INC | 0.1% | Added +514.1% | 5,220,000 | $5.2M |
| GSCCN 5 06/01/17 PRN GOLDEN STAR RESOURCES | 0.1% | New | 5,200,000 | $5.0M |
| HA 5 03/15/16 PRN HAWAIIAN HOLDINGS INC | 0.1% | Held | 4,649,000 | $5.0M |
| ALUFP 2.875 06/15/25 B PRN ALCATEL-LUCENT USA INC | 0.1% | Reduced −28.6% | 5,000,000 | $4.9M |
| EAGLE BULK SHIPPING INC | 0.1% | New | 1,543,750 | $4.9M |
| GT ADVANCED TECHNOLOGIES | 0.1% | New | 891,977 | $4.7M |
| HTH 7.5 08/15/25 PRN HTH OPERATING PARTNERSHI | 0.1% | New | 4,226,000 | $4.7M |
| SLXP 2.75 05/15/15 PRN SALIX PHARMACEUTICALS LT | 0.1% | Reduced −72.3% | 3,454,000 | $4.7M |
| GENCO SHIPPING & TRADING | 0.1% | Held | 1,512,532 | $4.6M |
| IPG 4.75 03/15/23 PRN INTERPUBLIC GROUP COS | 0.1% | Reduced −78.9% | 4,145,000 | $4.5M |
| TX TERNIUM SA-SPONSORED ADR | 0.1% | New | 224,900 | $4.4M |
| EXTC 0 09/18/13 PRN EXIDE TECHNOLOGIES LLC | 0.1% | Reduced −28.1% | 4,845,000 | $4.3M |
| TTMI 3.25 05/15/15 PRN TTM TECHNOLOGIES | 0.1% | Reduced −81.7% | 4,184,000 | $4.2M |
| IONS 2.625 02/15/27 PRN ISIS PHARMACEUTICALS INC | 0.1% | Reduced −26.5% | 4,000,000 | $4.1M |
| AVHI 7.5 02/15/16 PRN AV HOMES INC | 0.1% | Added +100.0% | 4,000,000 | $4.0M |
| IOC 2.75 11/15/15 PRN INTEROIL CORP | 0.1% | Reduced −37.0% | 4,250,000 | $4.0M |
| PBR PETROLEO BRASILEIRO-SPON ADR | 0.1% | New | 180,129 | $3.4M |
| AROC 4.25 06/15/14 PRN EXTERRAN HOLDINGS INC | 0.1% | New | 3,500,000 | $3.4M |
| SSWSJ 1.875 03/15/28 PRN STILLWATER MINING CO | 0.1% | Added +327.8% | 3,401,000 | $3.4M |
| CCOI 1 06/15/27 PRN COGENT COMMUNICATIONS HO | 0.1% | Reduced −79.4% | 3,500,000 | $3.3M |
| FURNITURE BRANDS INTERNA | 0.1% | Held | 2,600,000 | $3.2M |
| COMMONWEALTH REIT | 0.1% | New | 140,711 | $3.1M |
| STP 3 03/15/13 PRN SUNTECH POWER HLDGS CO | 0.0% | Reduced −67.3% | 3,885,000 | $2.7M |
| CEDC 3 03/15/13 PRN CENTRAL EUR DISTR CORP | 0.0% | New | 3,000,000 | $2.6M |
| GEN 1 06/15/13 B PRN SYMANTEC CORP | 0.0% | New | 2,500,000 | $2.6M |
| GSCCN 4 11/30/12 PRN GOLDEN STAR RESOURCES | 0.0% | Reduced −83.1% | 2,500,000 | $2.5M |
| HOSS 1.375 11/15/26 PRN HORNBECK OFFSHORE SERV | 0.0% | New | 1,837,000 | $1.9M |
| WSP HOLDINGS LTD | 0.0% | Held | 1,408,800 | $1.9M |
| LEU 3 10/01/14 PRN USEC INC | 0.0% | Reduced −66.5% | 3,500,000 | $1.7M |
| VRSN 3.25 08/15/37 PRN VERISIGN INC | 0.0% | Reduced −94.7% | 1,068,000 | $1.5M |
| NEM 1.25 07/15/14 A PRN NEWMONT MINING CORP | 0.0% | New | 825,000 | $1.0M |
| AMD 2.625 06/15/17 PRN XILINX INC | 0.0% | New | 737,000 | $947K |
| LINTA 3.25 03/15/31 PRN LIBERTY INTERACTIVE LLC | 0.0% | New | 1,075,000 | $917K |
| ENDP 1.75 04/15/15 PRN ENDO HEALTH SOLUTIONS | 0.0% | New | 725,000 | $867K |
| TSM TAIWAN SEMICONDUCTOR-SP ADR | 0.0% | New | 54,518 | $778K |
| AMG 3.95 08/15/38 PRN AFFILIATED MANAGERS GROU | 0.0% | New | 712,000 | $772K |
| ENTERTAINMENT PROPERTIES | 0.0% | Reduced −68.6% | 27,500 | $751K |
| TRN 3.875 06/01/36 PRN TRINITY INDUSTRIES INC | 0.0% | New | 750,000 | $747K |
| ITUB ITAU UNIBANCO H-SPON PRF ADR | 0.0% | New | 51,731 | $734K |
| JEF 3.75 04/15/14 PRN LEUCADIA NATIONAL CORP | 0.0% | New | 637,000 | $703K |
| NEM 1.625 07/15/17 B PRN NEWMONT MINING CORP | 0.0% | New | 500,000 | $666K |
| HDB HDFC BANK LTD-ADR | 0.0% | New | 18,972 | $626K |
| CIA BRASILEIRA DE DISTRI | 0.0% | New | 14,215 | $576K |
| TSN 3.25 10/15/13 PRN TYSON FOODS INC | 0.0% | New | 425,000 | $516K |
| VIV1USD TELEFONICA BRASIL-ADR PREF | 0.0% | Added +105.4% | 18,900 | $485K |
| CIA DE BEBIDAS DAS AMERI | 0.0% | New | 12,383 | $473K |
| INFY INFOSYS LTD-SP ADR | 0.0% | New | 9,650 | $438K |
| MBTGBP MOBILE TELESYSTEMS-SP ADR | 0.0% | New | 25,029 | $437K |
| SQM QUIMICA Y MINERA CHIL-SP ADR | 0.0% | New | 7,289 | $410K |
| SKMEUR SK TELECOM CO LTD-SPON ADR | 0.0% | New | 32,500 | $397K |
| SCCO SOUTHERN COPPER CORP | 0.0% | Added +38.1% | 12,505 | $394K |
| PKX POSCO HOLDINGS INC -SPON ADR | 0.0% | New | 4,795 | $387K |
| MLCO MELCO RESORTS & ENTERT-ADR | 0.0% | Reduced −92.3% | 33,781 | $374K |
| TIVO 2.625 02/15/40 PRN ROVI CORP | 0.0% | Reduced −99.3% | 201,000 | $194K |
| GENERAL MOTORS CO | 0.0% | New | 8,810 | $97K |
| GENERAL MOTORS CO | 0.0% | New | 8,810 | $60K |
| GM GENERAL MOTORS CO | 0.0% | New | 187 | $4K |
Sold positions
| Holding | Shares sold | Prior value |
|---|---|---|
| SBAC 1.875 05/01/13 PRN SBA COMMUNICATIONS CORP | 46,382,000 | $58.6M |
| OCR 3.75 12/15/25 PRN OMNICARE INC | 32,645,000 | $46.9M |
| AMGN 4 08/15/16 PRN ONYX PHARMACEUTICALS INC | 35,247,000 | $44.4M |
| TIME WARNER CABLE INC | 541,000 | $44.1M |
| MET 5 10/08/14 PRN METLIFE INC | 574,300 | $40.6M |
| FITB 8.5 PERP G PRN FIFTH THIRD BANCORP | 270,380 | $38.6M |
| NR 4 10/01/17 PRN NEWPARK RESOURCES INC | 29,474,000 | $32.4M |
| CACI 2.125 05/01/14 PRN CACI INTERNATIONAL INC | 24,347,000 | $30.3M |
| CMCSA COMCAST CORP-CLASS A | 939,500 | $28.2M |
| JAKKEUR JAKKS PACIFIC INC | 1,334,017 | $23.3M |
| BTU 4.75 12/15/41 PRN PEABODY ENERGY CORP | 23,281,000 | $22.2M |
| ALR 3 05/15/16 PRN ALERE INC | 21,580,000 | $21.5M |
| BAC 7.25 PERP L PRN BANK OF AMERICA CORP | 17,415 | $16.9M |
| SWK 4.75 11/17/15 PRN STANLEY BLACK & DECKER I | 138,760 | $16.9M |
| ASNA 1.125 05/01/14 PRN CHARMING SHOPPES | 13,753,000 | $13.1M |
| EAGLE BULK SHIPPING INC | 6,175,000 | $12.0M |
| EXE 2.25 12/15/38 PRN CHESAPEAKE ENERGY CORP | 14,000,000 | $11.5M |
| JRCC 4.5 12/01/15 PRN JAMES RIVER COAL COMPANY | 21,210,000 | $10.7M |
| VRNM 5.5 04/01/27 PRN VERENIUM CORP | 10,080,000 | $9.9M |
| CETV 5 11/15/15 PRN CENTRAL EURO MEDIA ENTER | 10,400,000 | $8.4M |
| TWTC 2.375 04/01/26 PRN TW TELECOM INC | 6,632,000 | $8.3M |
| BBD BANCO BRADESCO-ADR | 416,700 | $7.3M |
| ATLC 3.625 05/30/25 PRN ATLANTICUS HOLDINGS CORP | 6,702,000 | $6.4M |
| P5Y BRF SA-ADR | 292,400 | $5.8M |
| CQB 4.25 08/15/16 PRN CHIQUITA BRANDS INTL | 6,485,000 | $5.6M |
| DNDN 2.875 01/15/16 PRN DENDREON CORP | 7,000,000 | $5.3M |
| COMMONWEALTH REIT PRN | 240,711 | $5.1M |
| ORI 8 05/15/12 PRN OLD REPUBLIC INTL CORP | 4,743,000 | $4.8M |
| SINA SINA CORP | 40,300 | $2.6M |
| MHGC 2.375 10/15/14 PRN MORGANS HOTEL GROUP CO | 3,000,000 | $2.4M |
| PWAV 3.875 10/01/27 PRN POWERWAVE TECHNOLOGIES I | 2,972,000 | $1.4M |
| BMY 3 06/15/14 PRN AMYLIN PHARMACEUTICALS | 1,491,000 | $1.4M |
| PKD 2.125 07/15/12 PRN PARKER DRILLING CO | 925,000 | $924K |
| KVA 2.5 05/16/33 PRN KV PHARMACEUTICAL CO | 2,500,000 | $625K |
Holdings reflect long positions disclosed in 13F filings only and exclude short positions, cash, and other non-13F assets. Holdings data sourced from SEC EDGAR. Not investment advice. Full disclaimer.