whalepapers
Overview/ Oaktree Capital Management LP/ Q2 2012

Oaktree Capital Management LP

Howard Marks & Bruce Karsh · As of Q2 2012 · filed Jul 5, 2013

Q2 2012

Holdings

181 positions · Δ vs prior quarter
CHARTER COMMUNICATIONS I
$1.17B
20.2%
16,480,036 −253,783 −1.5% Reduced
DELPHI AUTOMOTIVE PLC
$490.1M
8.5%
19,217,976 Held
CITUSD CIT GROUP INC
$290.8M
5.0%
8,158,249 −574,810 −6.6% Reduced
EXCO RESOURCES INC
$279.2M
4.8%
36,778,946 Held
FBP FIRST BANCORP PUERTO RICO
$200.7M
3.5%
50,684,485 Held
SAVEEUR SPIRIT AIRLINES INC
$182.8M
3.2%
9,394,927 −3,622,334 −27.8% Reduced
GILD 1.625 05/01/16 D PRN GILEAD SCIENCES INC
$127.2M
2.2%
97,875,000 −18,290,000 −15.7% Reduced
MGM 4.25 04/15/15 PRN MGM RESORTS INTL
$102.8M
1.8%
100,665,000 −8,500,000 −7.8% Reduced
OCR 3.75 04/01/42 PRN OMNICARE INC
$94.6M
1.6%
102,510,000 +102,510,000 New
SNDK 1.5 08/15/17 PRN SANDISK CORP
$94.0M
1.6%
91,005,000 +5,600,000 +6.6% Added
X 4 05/15/14 PRN UNITED STATES STEEL CORP
$81.9M
1.4%
80,070,000 +14,060,000 +21.3% Added
CEMEX 4.875 03/15/15 PRN CEMEX SAB DE CV
$81.6M
1.4%
91,976,000 −22,195,000 −19.4% Reduced
ON 2.625 12/15/26 B PRN ON SEMICONDUCTOR CORP
$73.7M
1.3%
68,445,000 +1,000,000 +1.5% Added
CRIMSON EXPLORATION INC
$71.3M
1.2%
15,524,819 Held
CVA 3.25 06/01/14 PRN REWORLD HOLDING CORP
$66.1M
1.1%
56,135,000 −5,000,000 −8.2% Reduced
BKD 2.75 06/15/18 PRN BROOKDALE SENIOR LIVING
$56.9M
1.0%
60,350,000 −500,000 −0.8% Reduced
UNITED THERAPEUTICS CORP PRN
$56.0M
1.0%
46,960,000 −2,500,000 −5.1% Reduced
HLX 3.25 03/15/32 PRN HELIX ENERGY SOLUTIONS
$55.5M
1.0%
53,750,000 +3,750,000 +7.5% Added
NLY 5 05/15/15 PRN ANNALY CAPITAL MGMT
$55.2M
1.0%
55,500,000 +55,500,000 New
HOLX 0 12/15/37 2010 PRN HOLOGIC INC
$49.9M
0.9%
47,319,000 −1,956,000 −4.0% Reduced
CAR 3.5 10/01/14 PRN AVIS BUDGET GROUP INC
$48.3M
0.8%
38,750,000 −13,750,000 −26.2% Reduced
GM 4.75 12/01/13 B GENERAL MOTORS CO
$47.4M
0.8%
1,427,400 −475,000 −25.0% Reduced
MENT 4 04/01/31 PRN MENTOR GRAPHICS CORP
$47.3M
0.8%
44,006,000 +44,006,000 New
RGCARE 3.5 05/15/14 PRN LIFEPOINT HOSPITALS INC
$45.1M
0.8%
41,967,000 +500,000 +1.2% Added
LINTA 3.125 03/30/23 PRN LIBERTY INTERACTIVE LLC
$42.7M
0.7%
35,170,000 −15,700,000 −30.9% Reduced
VRXCN 1.375 06/01/17 PRN MEDICIS PHARMACEUTICAL
$41.9M
0.7%
42,100,000 +42,100,000 New
FITB 8.5 PERP G FIFTH THIRD BANCORP
$37.0M
0.6%
270,380 +270,380 New
HOLX 0 03/01/42 2012 PRN HOLOGIC INC
$36.8M
0.6%
39,500,000 +17,000,000 +75.6% Added
MOH 3.75 10/01/14 MOH PRN MOLINA HEALTHCARE INC
$36.6M
0.6%
33,250,000 +33,250,000 New
RTI 3 12/01/15 PRN RTI INTERNATIONAL METALS
$36.4M
0.6%
35,625,000 −850,000 −2.3% Reduced
GTLS 2 08/01/18 PRN CHART INDUSTRIES INC
$36.2M
0.6%
29,443,000 −8,128,000 −21.6% Reduced
CAA 1.625 05/15/18 PRN CALATLANTIC GROUP INC
$35.3M
0.6%
32,000,000 +32,000,000 New
TFX 3.875 08/01/17 PRN TELEFLEX INC
$35.2M
0.6%
30,115,000 +1,500,000 +5.2% Added
BPZR 6.5 03/01/15 * PRN BPZ RESOURCES INC
$34.8M
0.6%
42,720,000 +725,000 +1.7% Added
KCG 3.5 03/15/15 PRN KNIGHT CAPITAL GROUP INC
$34.5M
0.6%
36,935,000 −10,175,000 −21.6% Reduced
DLLR 3 04/01/28 PRN DFC GLOBAL CORP
$32.8M
0.6%
28,690,000 −6,382,000 −18.2% Reduced
MET 5 10/08/14 METLIFE INC
$31.8M
0.5%
514,300 +514,300 New
OCR 4 06/15/33 B OMNICARE CAP TRUST II
$31.6M
0.5%
720,260 −115,000 −13.8% Reduced
CEMEX 3.25 03/15/16 PRN CEMEX SAB DE CV
$30.3M
0.5%
35,575,000 +35,575,000 New
LRCX 0.5 05/15/16 PRN LAM RESEARCH CORP
$30.1M
0.5%
31,280,000 +31,280,000 New
CZREUR CAESARS ENTERTAINMENT CORP
$28.9M
0.5%
2,537,957 Held
MU 1.875 06/01/27 PRN MICRON TECHNOLOGY INC
$28.8M
0.5%
32,724,000 −33,000,000 −50.2% Reduced
ORI 3.75 03/15/18 PRN OLD REPUBLIC INTL CORP
$28.6M
0.5%
31,323,000 +1,000,000 +3.3% Added
PHIANA 2.875 09/01/15 PRN VOLCANO CORP
$28.6M
0.5%
23,690,000 +18,050,000 +320.0% Added
LRCX 1.25 05/15/18 PRN LAM RESEARCH CORP
$28.0M
0.5%
28,297,000 +28,297,000 New
CMTL 3 05/01/29 PRN COMTECH TELECOMMUNICATIO
$26.5M
0.5%
24,820,000 Held
NTAP 1.75 06/01/13 PRN NETAPP INC
$26.5M
0.5%
23,000,000 +23,000,000 New
APA 6 08/01/13 D APACHE CORP
$26.1M
0.5%
520,200 −148,500 −22.2% Reduced
XXIA 3 12/15/15 PRN IXIA
$26.1M
0.5%
25,500,000 +18,500,000 +264.3% Added
VSH VISHAY INTERTECHNOLOGY INC
$25.9M
0.4%
2,750,000 Held
INTC 2.95 12/15/35 PRN INTEL CORP
$25.4M
0.4%
22,375,000 Held
GTY GETTY REALTY CORP
$25.1M
0.4%
1,312,728 +1,312,728 New
STLD 5.125 06/15/14 PRN STEEL DYNAMICS INC
$24.6M
0.4%
23,151,000 −17,771,000 −43.4% Reduced
RIG 1.5 12/15/37 C PRN TRANSOCEAN INC
$24.2M
0.4%
24,214,000 +24,214,000 New
B 3.375 03/15/27 PRN BARNES GROUP INC
$24.0M
0.4%
22,062,000 −675,000 −3.0% Reduced
IEP F 08/15/13 PRN ICAHN ENTERPRISES LP
$23.9M
0.4%
23,725,000 −1,500,000 −5.9% Reduced
ALLIANCE HEALTHCARE SERV
$23.7M
0.4%
23,782,451 Held
LLTC 3 05/01/27 A PRN LINEAR TECHNOLOGY CORP
$23.0M
0.4%
22,130,000 +1,380,000 +6.7% Added
CHE 1.875 05/15/14 PRN CHEMED CORP
$21.3M
0.4%
21,255,000 −20,244,000 −48.8% Reduced
GCN 2 08/01/14 PRN GOLDCORP INC
$20.8M
0.4%
18,370,000 +1,250,000 +7.3% Added
WNC 3.375 05/01/18 PRN WABASH NATIONAL CORP
$19.9M
0.3%
20,550,000 +20,550,000 New
GPI 2.25 06/15/36 PRN GROUP 1 AUTOMOTIVE INC
$19.7M
0.3%
19,035,000 +3,500,000 +22.5% Added
NLY 4 02/15/15 PRN ANNALY CAPITAL MGMT
$19.1M
0.3%
15,500,000 Held
EXE 2.75 11/15/35 PRN CHESAPEAKE ENERGY CORP
$18.7M
0.3%
20,225,000 −3,605,000 −15.1% Reduced
VALE VALE SA-SP ADR
$18.7M
0.3%
930,549 +404,795 +77.0% Added
PODD 3.75 06/15/16 PRN INSULET CORPORATION
$18.6M
0.3%
16,741,000 +1,000,000 +6.4% Added
ENTERTAINMENT PROPERTIES
$18.5M
0.3%
977,821 −25,000 −2.5% Reduced
SAFEWAY INC
$18.1M
0.3%
1,000,000 Held
PHH 4 09/01/14 PRN PHH CORP
$17.9M
0.3%
17,975,000 −4,000,000 −18.2% Reduced
GMED 2.75 07/01/17 PRN NUVASIVE INC
$17.9M
0.3%
18,215,000 −10,600,000 −36.8% Reduced
HERO 3.375 06/01/38 PRN HERCULES OFFSHORE INC
$17.4M
0.3%
17,333,000 −2,250,000 −11.5% Reduced
SSLTIN 4 10/30/14 PRN STERLITE INDUSTRIES LTD
$16.8M
0.3%
18,718,000 +6,179,000 +49.3% Added
OCR 3.25 12/15/35 OCR PRN OMNICARE INC
$16.1M
0.3%
16,815,000 +3,970,000 +30.9% Added
ITGR 2.25 06/15/13 ++* PRN GREATBATCH INC.
$15.9M
0.3%
16,000,000 +10,000,000 +166.7% Added
RSYS 2.75 02/15/13 PRN RADISYS CORP
$15.2M
0.3%
15,413,000 +5,229,000 +51.3% Added
KCN 1.75 03/15/28 PRN KINROSS GOLD CORP
$14.9M
0.3%
14,959,000 +14,959,000 New
SPTN 1.6314 03/15/35 PRN NASH FINCH CO
$14.6M
0.3%
31,052,000 −3,250,000 −9.5% Reduced
FVE 3.75 10/15/26 PRN FIVE STAR QUALITY CARE I
$14.6M
0.3%
15,039,000 +2,025,000 +15.6% Added
LEVEL 3 COMMUNICATIONS I
$14.4M
0.2%
650,000 Held
EXTERRAN ENERGY LLC PRN
$14.2M
0.2%
14,480,000 +1,500,000 +11.6% Added
ALUFP 2.875 06/15/23 A PRN ALCATEL-LUCENT USA INC
$14.2M
0.2%
18,200,000 Held
AIR 1.625 03/01/14 A PRN AAR CORP
$14.1M
0.2%
15,019,000 +15,019,000 New
PSEC 5.5 08/15/16 PRN PROSPECT CAPITAL CORP
$14.0M
0.2%
13,950,000 −2,850,000 −17.0% Reduced
MDVN 2.625 04/01/17 PRN MEDIVATION INC
$13.2M
0.2%
11,000,000 −9,000,000 −45.0% Reduced
SWK 4.75 11/17/15 STANLEY BLACK & DECKER I
$12.7M
0.2%
108,760 +108,760 New
MODV 6.5 05/15/14 PRN PROVIDENCE SERVICE CORP
$12.7M
0.2%
12,655,000 Held
CUMULUS MEDIA INC
$12.0M
0.2%
3,985,983 Held
HW 2.5 02/01/14 PRN HEADWATERS INC
$11.0M
0.2%
11,805,000 +10,475,000 +787.6% Added
SNDK 1 05/15/13 PRN SANDISK CORP
$10.9M
0.2%
11,000,000 +11,000,000 New
HQCL 3.5 01/15/18 PRN HANWHA Q CELLS CO LTD
$10.7M
0.2%
15,353,000 −7,918,000 −34.0% Reduced
RDN 3 11/15/17 PRN RADIAN GROUP INC
$10.4M
0.2%
17,380,000 −8,000,000 −31.5% Reduced
RASF 7 04/01/31 PRN RAIT FINANCIAL TRUST
$10.3M
0.2%
12,042,000 Held
RFMD 1 04/15/14 PRN RF MICRO DEVICES INC
$9.9M
0.2%
10,000,000 +10,000,000 New
LYV 2.875 07/15/27 PRN LIVE NATION ENTERTAINMEN
$9.8M
0.2%
10,084,000 −100,000 −1.0% Reduced
MFIC 5.75 01/15/16 PRN APOLLO INVESTMENT CORP
$9.7M
0.2%
9,750,000 −9,880,000 −50.3% Reduced
STEI 3.125 07/15/14 PRN STEWART ENTERPRISES
$9.2M
0.2%
9,250,000 +7,000,000 +311.1% Added
JEF 3.875 11/01/29 PRN JEFFERIES GROUP LLC
$8.9M
0.2%
9,832,000 −10,600,000 −51.9% Reduced
GBX 2.375 05/15/26 PRN GREENBRIER COS INC
$8.8M
0.2%
8,835,000 +5,000,000 +130.4% Added
LNG 2.25 08/01/12 PRN CHENIERE ENERGY INC
$8.6M
0.1%
8,535,000 −6,500,000 −43.2% Reduced
SPWR 4.5 03/15/15 PRN SUNPOWER CORP
$8.6M
0.1%
9,834,000 −21,983,000 −69.1% Reduced
GENON ENERGY INC
$8.6M
0.1%
5,000,000 Held
NAV 3 10/15/14 PRN NAVISTAR INTL CORP
$8.4M
0.1%
9,000,000 −19,075,000 −67.9% Reduced
AIR 1.75 02/01/26 PRN AAR CORP
$8.3M
0.1%
8,290,000 +8,290,000 New
GDP 5 10/01/29 PRN GOODRICH PETROLEUM CORP
$8.2M
0.1%
8,792,000 +3,502,000 +66.2% Added
GECBLE 0.875 11/15/13 PRN GENERAL CABLE CORP
$8.1M
0.1%
8,500,000 +8,500,000 New
GOLDCORP INC
$8.1M
0.1%
217,510 −74,440 −25.5% Reduced
RMBS 5 06/15/14 PRN RAMBUS INC
$8.0M
0.1%
8,000,000 +5,500,000 +220.0% Added
MTNA 5 05/15/14 PRN ARCELORMITTAL
$7.5M
0.1%
7,255,000 −1,785,000 −19.7% Reduced
RTK 4 04/15/13 PRN RENTECH INC
$7.5M
0.1%
7,509,000 Held
HOLX 0 12/15/37 PRN HOLOGIC INC
$7.4M
0.1%
7,500,000 +7,500,000 New
MTOR 0 03/01/26 PRN MERITOR INC
$7.0M
0.1%
8,000,000 −8,527,000 −51.6% Reduced
SPTN 3.375 05/15/27 PRN SPARTAN STORES INC
$6.8M
0.1%
6,934,000 +2,036,000 +41.6% Added
RIO RIO TINTO PLC-SPON ADR
$6.8M
0.1%
141,200 −300 −0.2% Reduced
MTG 5 05/01/17 PRN MGIC INVESTMENT CORP
$6.7M
0.1%
10,000,000 −12,000,000 −54.5% Reduced
AIN 3.25 03/15/26 PRN ALBANY INTL CORP
$6.7M
0.1%
7,007,000 +175,000 +2.6% Added
ANGINC 5.25 12/06/24 PRN AMER EQUITY INVT LIFE
$6.6M
0.1%
6,465,000 Held
SPWR 4.75 04/15/14 PRN SUNPOWER CORP
$6.6M
0.1%
7,350,000 Held
DRYS 5 12/01/14 PRN DRYSHIPS INC
$6.3M
0.1%
8,630,000 −20,370,000 −70.2% Reduced
STAR F 10/01/12 PRN ISTAR FINANCIAL INC
$6.2M
0.1%
6,201,000 −17,000,000 −73.3% Reduced
AMXN AMERICA MOVIL-SPN ADR CL L
$6.1M
0.1%
232,661 −5,339 −2.2% Reduced
TTMCHF TATA MOTORS LTD-SPON ADR
$5.8M
0.1%
266,000 +266,000 New
PYX 5.5 07/15/14 PRN ALLIANCE ONE INTL INC
$5.7M
0.1%
5,926,000 +3,344,000 +129.5% Added
BVN CIA DE MINAS BUENAVENTUR-ADR
$5.6M
0.1%
145,712 −13,732 −8.6% Reduced
UMC UNITED MICROELECTRON-SP ADR
$5.5M
0.1%
2,459,221 +171,321 +7.5% Added
CRZO 4.375 06/01/28 PRN CARRIZO OIL & GAS INC
$5.2M
0.1%
5,220,000 +4,370,000 +514.1% Added
GSCCN 5 06/01/17 PRN GOLDEN STAR RESOURCES
$5.0M
0.1%
5,200,000 +5,200,000 New
HA 5 03/15/16 PRN HAWAIIAN HOLDINGS INC
$5.0M
0.1%
4,649,000 Held
ALUFP 2.875 06/15/25 B PRN ALCATEL-LUCENT USA INC
$4.9M
0.1%
5,000,000 −2,000,000 −28.6% Reduced
EAGLE BULK SHIPPING INC
$4.9M
0.1%
1,543,750 +1,543,750 New
GT ADVANCED TECHNOLOGIES
$4.7M
0.1%
891,977 +891,977 New
HTH 7.5 08/15/25 PRN HTH OPERATING PARTNERSHI
$4.7M
0.1%
4,226,000 +4,226,000 New
SLXP 2.75 05/15/15 PRN SALIX PHARMACEUTICALS LT
$4.7M
0.1%
3,454,000 −9,000,000 −72.3% Reduced
GENCO SHIPPING & TRADING
$4.6M
0.1%
1,512,532 Held
IPG 4.75 03/15/23 PRN INTERPUBLIC GROUP COS
$4.5M
0.1%
4,145,000 −15,500,000 −78.9% Reduced
TX TERNIUM SA-SPONSORED ADR
$4.4M
0.1%
224,900 +224,900 New
EXTC 0 09/18/13 PRN EXIDE TECHNOLOGIES LLC
$4.3M
0.1%
4,845,000 −1,895,000 −28.1% Reduced
TTMI 3.25 05/15/15 PRN TTM TECHNOLOGIES
$4.2M
0.1%
4,184,000 −18,741,000 −81.7% Reduced
IONS 2.625 02/15/27 PRN ISIS PHARMACEUTICALS INC
$4.1M
0.1%
4,000,000 −1,439,000 −26.5% Reduced
AVHI 7.5 02/15/16 PRN AV HOMES INC
$4.0M
0.1%
4,000,000 +2,000,000 +100.0% Added
IOC 2.75 11/15/15 PRN INTEROIL CORP
$4.0M
0.1%
4,250,000 −2,500,000 −37.0% Reduced
PBR PETROLEO BRASILEIRO-SPON ADR
$3.4M
0.1%
180,129 +180,129 New
AROC 4.25 06/15/14 PRN EXTERRAN HOLDINGS INC
$3.4M
0.1%
3,500,000 +3,500,000 New
SSWSJ 1.875 03/15/28 PRN STILLWATER MINING CO
$3.4M
0.1%
3,401,000 +2,606,000 +327.8% Added
CCOI 1 06/15/27 PRN COGENT COMMUNICATIONS HO
$3.3M
0.1%
3,500,000 −13,500,000 −79.4% Reduced
FURNITURE BRANDS INTERNA
$3.2M
0.1%
2,600,000 Held
COMMONWEALTH REIT
$3.1M
0.1%
140,711 +140,711 New
STP 3 03/15/13 PRN SUNTECH POWER HLDGS CO
$2.7M
0.0%
3,885,000 −8,000,000 −67.3% Reduced
CEDC 3 03/15/13 PRN CENTRAL EUR DISTR CORP
$2.6M
0.0%
3,000,000 +3,000,000 New
GEN 1 06/15/13 B PRN SYMANTEC CORP
$2.6M
0.0%
2,500,000 +2,500,000 New
GSCCN 4 11/30/12 PRN GOLDEN STAR RESOURCES
$2.5M
0.0%
2,500,000 −12,260,000 −83.1% Reduced
HOSS 1.375 11/15/26 PRN HORNBECK OFFSHORE SERV
$1.9M
0.0%
1,837,000 +1,837,000 New
WSP HOLDINGS LTD
$1.9M
0.0%
1,408,800 Held
LEU 3 10/01/14 PRN USEC INC
$1.7M
0.0%
3,500,000 −6,955,000 −66.5% Reduced
VRSN 3.25 08/15/37 PRN VERISIGN INC
$1.5M
0.0%
1,068,000 −19,191,000 −94.7% Reduced
NEM 1.25 07/15/14 A PRN NEWMONT MINING CORP
$1.0M
0.0%
825,000 +825,000 New
AMD 2.625 06/15/17 PRN XILINX INC
$947K
0.0%
737,000 +737,000 New
LINTA 3.25 03/15/31 PRN LIBERTY INTERACTIVE LLC
$917K
0.0%
1,075,000 +1,075,000 New
ENDP 1.75 04/15/15 PRN ENDO HEALTH SOLUTIONS
$867K
0.0%
725,000 +725,000 New
TSM TAIWAN SEMICONDUCTOR-SP ADR
$778K
0.0%
54,518 +54,518 New
AMG 3.95 08/15/38 PRN AFFILIATED MANAGERS GROU
$772K
0.0%
712,000 +712,000 New
ENTERTAINMENT PROPERTIES
$751K
0.0%
27,500 −60,000 −68.6% Reduced
TRN 3.875 06/01/36 PRN TRINITY INDUSTRIES INC
$747K
0.0%
750,000 +750,000 New
ITUB ITAU UNIBANCO H-SPON PRF ADR
$734K
0.0%
51,731 +51,731 New
JEF 3.75 04/15/14 PRN LEUCADIA NATIONAL CORP
$703K
0.0%
637,000 +637,000 New
NEM 1.625 07/15/17 B PRN NEWMONT MINING CORP
$666K
0.0%
500,000 +500,000 New
HDB HDFC BANK LTD-ADR
$626K
0.0%
18,972 +18,972 New
CIA BRASILEIRA DE DISTRI
$576K
0.0%
14,215 +14,215 New
TSN 3.25 10/15/13 PRN TYSON FOODS INC
$516K
0.0%
425,000 +425,000 New
VIV1USD TELEFONICA BRASIL-ADR PREF
$485K
0.0%
18,900 +9,700 +105.4% Added
CIA DE BEBIDAS DAS AMERI
$473K
0.0%
12,383 +12,383 New
INFY INFOSYS LTD-SP ADR
$438K
0.0%
9,650 +9,650 New
MBTGBP MOBILE TELESYSTEMS-SP ADR
$437K
0.0%
25,029 +25,029 New
SQM QUIMICA Y MINERA CHIL-SP ADR
$410K
0.0%
7,289 +7,289 New
SKMEUR SK TELECOM CO LTD-SPON ADR
$397K
0.0%
32,500 +32,500 New
SCCO SOUTHERN COPPER CORP
$394K
0.0%
12,505 +3,453 +38.1% Added
PKX POSCO HOLDINGS INC -SPON ADR
$387K
0.0%
4,795 +4,795 New
MLCO MELCO RESORTS & ENTERT-ADR
$374K
0.0%
33,781 −402,831 −92.3% Reduced
TIVO 2.625 02/15/40 PRN ROVI CORP
$194K
0.0%
201,000 −28,540,000 −99.3% Reduced
GENERAL MOTORS CO
$97K
0.0%
8,810 +8,810 New
GENERAL MOTORS CO
$60K
0.0%
8,810 +8,810 New
GM GENERAL MOTORS CO
$4K
0.0%
187 +187 New

Sold positions

34 closed in Q2 2012 · shares & value as of prior filing
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.