Oaktree Capital Management LP
Howard Marks & Bruce Karsh · As of Q2 2013 · filed Aug 13, 2013
Holdings
| FBP FIRST BANCORP PUERTO RICO | $358.8M | 7.3% | 50,684,485 | — | — | Held |
| EXCO RESOURCES INC | $281.0M | 5.7% | 36,778,946 | — | — | Held |
| CHARTER COMMUNICATION-A | $244.4M | 5.0% | 1,973,595 | −26,405 | −1.3% | Reduced |
| DYNEGY INC | $175.9M | 3.6% | 7,800,986 | +576,579 | +8.0% | Added |
| CIEI 2.625 12/01/19 PRN COBALT INTL ENERGY INC | $155.5M | 3.2% | 146,500,000 | +13,000,000 | +9.7% | Added |
| DELPHI AUTOMOTIVE PLC | $152.1M | 3.1% | 3,000,000 | −1,000,000 | −25.0% | Reduced |
| SLXP 1.5 03/15/19 PRN SALIX PHARMACEUTICALS LT | $136.1M | 2.8% | 113,465,000 | +113,465,000 | — | New |
| TSLA 1.5 06/01/18 PRN TESLA INC | $111.7M | 2.3% | 98,400,000 | +98,400,000 | — | New |
| MGM 4.25 04/15/15 PRN MGM RESORTS INTL | $102.6M | 2.1% | 91,865,000 | +18,500,000 | +25.2% | Added |
| SNDK 1.5 08/15/17 PRN SANDISK CORP | $92.4M | 1.9% | 68,930,000 | −18,000,000 | −20.7% | Reduced |
| OCR 3.75 04/01/42 PRN OMNICARE INC | $91.6M | 1.9% | 73,560,000 | −33,250,000 | −31.1% | Reduced |
| CEMEX 4.875 03/15/15 PRN CEMEX SAB DE CV | $86.6M | 1.8% | 75,077,000 | +22,906,000 | +43.9% | Added |
| BKD 2.75 06/15/18 PRN BROOKDALE SENIOR LIVING | $86.2M | 1.8% | 72,975,000 | −1,545,000 | −2.1% | Reduced |
| ALLIANCE HEALTHCARE SERVICES | $74.4M | 1.5% | 4,756,490 | — | — | Held |
| FCE 4.25 08/15/18 PRN FOREST CITY REALTY TRUST | $73.3M | 1.5% | 65,171,000 | −2,500,000 | −3.7% | Reduced |
| MTG MGIC INVESTMENT CORP | $72.8M | 1.5% | 12,000,000 | +7,500,000 | +166.7% | Added |
| ON 2.625 12/15/26 B PRN ON SEMICONDUCTOR CORP | $68.1M | 1.4% | 58,945,000 | −2,000,000 | −3.3% | Reduced |
| LRCX 0.5 05/15/16 PRN LAM RESEARCH CORP | $56.2M | 1.1% | 53,200,000 | +36,950,000 | +227.4% | Added |
| MENT 4 04/01/31 PRN MENTOR GRAPHICS CORP | $53.3M | 1.1% | 43,806,000 | −4,750,000 | −9.8% | Reduced |
| HLX 3.25 03/15/32 PRN HELIX ENERGY SOLUTIONS | $52.8M | 1.1% | 41,392,000 | −4,500,000 | −9.8% | Reduced |
| GWR 5 10/01/15 GENESEE & WYOMING INC | $51.3M | 1.0% | 427,500 | −35,000 | −7.6% | Reduced |
| INTC 2.95 12/15/35 PRN INTEL CORP | $50.5M | 1.0% | 46,225,000 | +10,500,000 | +29.4% | Added |
| HOLX 0 03/01/42 2012 PRN HOLOGIC INC | $46.4M | 0.9% | 46,575,000 | −4,000,000 | −7.9% | Reduced |
| GPI 2.25 06/15/36 PRN GROUP 1 AUTOMOTIVE INC | $45.9M | 0.9% | 38,202,000 | +2,950,000 | +8.4% | Added |
| MTG 2 04/01/20 PRN MGIC INVESTMENT CORP | $45.0M | 0.9% | 39,500,000 | −1,000,000 | −2.5% | Reduced |
| CRIMSON EXPLORATION INC | $43.8M | 0.9% | 15,524,819 | — | — | Held |
| ALR 3 PERP B ALERE INC | $42.9M | 0.9% | 190,800 | +5,000 | +2.7% | Added |
| INTC 3.25 08/01/39 PRN INTEL CORP | $42.2M | 0.9% | 33,000,000 | −500,000 | −1.5% | Reduced |
| RWT 4.625 04/15/18 PRN REDWOOD TRUST INC | $42.0M | 0.9% | 42,250,000 | −1,250,000 | −2.9% | Reduced |
| RTX 7.5 08/01/15 UNITED TECHNOLOGIES CORP | $39.5M | 0.8% | 664,950 | −25,000 | −3.6% | Reduced |
| HWM 1.625 10/15/19 PRN ARCONIC INC | $38.9M | 0.8% | 41,100,000 | +41,100,000 | — | New |
| RTI 3 12/01/15 PRN RTI INTERNATIONAL METALS | $38.8M | 0.8% | 35,475,000 | −3,500,000 | −9.0% | Reduced |
| HTWR 3.5 12/15/17 PRN HEARTWARE INTERNATIONAL | $38.3M | 0.8% | 30,625,000 | +30,625,000 | — | New |
| VSH VISHAY INTERTECHNOLOGY INC | $38.2M | 0.8% | 2,750,000 | — | — | Held |
| DHCP 4.5 11/01/19 PRN DITECH HOLDING CORP | $37.1M | 0.8% | 36,505,000 | +4,505,000 | +14.1% | Added |
| PLAB 3.25 04/01/16 PRN PHOTRONICS INC | $35.9M | 0.7% | 32,758,000 | +20,217,000 | +161.2% | Added |
| NRG NRG ENERGY INC | $35.4M | 0.7% | 1,325,000 | +413,000 | +45.3% | Added |
| MTNA 6 01/15/16 PRN ARCELORMITTAL | $35.3M | 0.7% | 1,880,000 | −690,000 | −26.8% | Reduced |
| DBRG 5 04/15/23 PRN DIGITALBRIDGE GROUP INC | $33.9M | 0.7% | 33,520,000 | +33,520,000 | — | New |
| TTWO 1.75 12/01/16 PRN TAKE-TWO INTERACTIVE SOF | $33.0M | 0.7% | 29,828,000 | −10,872,000 | −26.7% | Reduced |
| MTH 1.875 09/15/32 PRN MERITAGE HOMES CORP | $32.5M | 0.7% | 29,650,000 | +1,400,000 | +5.0% | Added |
| X 2.75 04/01/19 PRN UNITED STATES STEEL CORP | $31.9M | 0.6% | 32,100,000 | +32,100,000 | — | New |
| KBH 1.375 02/01/19 PRN KB HOME | $31.1M | 0.6% | 29,500,000 | +3,500,000 | +13.5% | Added |
| APOLLO GLOBAL MANAGEMENT - A | $30.1M | 0.6% | 1,250,000 | — | — | Held |
| TRAK 1.5 03/15/17 PRN DEALERTRACK TECHNOLOGIES | $30.1M | 0.6% | 26,000,000 | +26,000,000 | — | New |
| ORI 3.75 03/15/18 PRN OLD REPUBLIC INTL CORP | $29.6M | 0.6% | 26,023,000 | −6,300,000 | −19.5% | Reduced |
| HOLX 0 12/15/37 2010 PRN HOLOGIC INC | $29.4M | 0.6% | 26,179,000 | −6,000,000 | −18.6% | Reduced |
| GTY GETTY REALTY CORP | $29.4M | 0.6% | 1,422,221 | — | — | Held |
| XPO 4.5 10/01/17 PRN XPO LOGISTICS INC | $29.0M | 0.6% | 23,440,000 | −340,000 | −1.4% | Reduced |
| AIG AMERICAN INTERNATIONAL GROUP | $28.8M | 0.6% | 645,000 | +120,000 | +22.9% | Added |
| CZREUR CAESARS ENTERTAINMENT CORP | $28.5M | 0.6% | 2,077,157 | −460,800 | −18.2% | Reduced |
| BPZR 6.5 03/01/15 * PRN BPZ RESOURCES INC | $28.2M | 0.6% | 34,665,000 | −1,655,000 | −4.6% | Reduced |
| WNC 3.375 05/01/18 PRN WABASH NATIONAL CORP | $27.2M | 0.6% | 21,980,000 | −320,000 | −1.4% | Reduced |
| DLLR 3 04/01/28 PRN DFC GLOBAL CORP | $27.1M | 0.6% | 26,190,000 | — | — | Held |
| VGR V2.5 01/15/19 PRN VECTOR GROUP LTD | $25.6M | 0.5% | 21,185,000 | −815,000 | −3.7% | Reduced |
| TTWO 1 07/01/18 PRN TAKE-TWO INTERACTIVE SOF | $24.4M | 0.5% | 25,000,000 | +25,000,000 | — | New |
| RDN 2.25 03/01/19 PRN RADIAN GROUP INC | $24.3M | 0.5% | 18,750,000 | −7,500,000 | −28.6% | Reduced |
| BKNG 1 03/15/18 PRN BOOKING HOLDINGS INC | $23.1M | 0.5% | 19,825,000 | −34,250,000 | −63.3% | Reduced |
| EPAY 1.5 12/01/17 PRN BOTTOMLINE TECHNOLOGIES | $21.3M | 0.4% | 19,250,000 | −2,750,000 | −12.5% | Reduced |
| LEVEL 3 COMMUNICATIONS INC | $21.1M | 0.4% | 1,000,000 | — | — | Held |
| STWD 4.55 03/01/18 PRN STARWOOD PROPERTY TRUST | $20.7M | 0.4% | 20,000,000 | +20,000,000 | — | New |
| TMS INTERNATIONAL CORP-A | $20.5M | 0.4% | 1,382,425 | +287,425 | +26.2% | Added |
| EPR 5.75 PERP C EPR PROPERTIES | $20.4M | 0.4% | 887,821 | −150,000 | −14.5% | Reduced |
| SSWSJ 1.75 10/15/32 SWC PRN STILLWATER MINING CO | $20.3M | 0.4% | 19,432,000 | −12,068,000 | −38.3% | Reduced |
| AMD 6 05/01/15 PRN ADVANCED MICRO DEVICES | $20.2M | 0.4% | 19,667,000 | +5,266,000 | +36.6% | Added |
| PODD 3.75 06/15/16 PRN INSULET CORPORATION | $20.0M | 0.4% | 15,199,000 | −2,542,000 | −14.3% | Reduced |
| NLY 5 05/15/15 PRN ANNALY CAPITAL MGMT | $19.1M | 0.4% | 18,916,000 | +5,736,000 | +43.5% | Added |
| CAA 0.25 06/01/19 PRN CALATLANTIC GROUP INC | $19.1M | 0.4% | 21,000,000 | +21,000,000 | — | New |
| SSLTIN 4 10/30/14 PRN STERLITE INDUSTRIES LTD | $19.0M | 0.4% | 19,586,000 | −1,817,000 | −8.5% | Reduced |
| BGCP 4.5 07/15/16 PRN BGC PARTNERS INC | $19.0M | 0.4% | 18,676,000 | −2,600,000 | −12.2% | Reduced |
| GTAT 3 10/01/17 PRN GT ADV TECHNOLOGIES INC | $18.9M | 0.4% | 22,000,000 | +16,500,000 | +300.0% | Added |
| CQB 4.25 08/15/16 PRN CHIQUITA BRANDS INTL | $17.7M | 0.4% | 18,500,000 | +1,317,000 | +7.7% | Added |
| ICON 2.5 06/01/16 PRN ICONIX BRAND GROUP INC | $17.5M | 0.4% | 15,305,000 | +15,305,000 | — | New |
| ORBOTECH LTD | $17.4M | 0.4% | 1,400,000 | — | — | Held |
| MTOR 0 02/15/27 PRN MERITOR INC | $16.9M | 0.3% | 18,878,000 | +6,878,000 | +57.3% | Added |
| WBMD 2.5 01/31/18 PRN WEBMD HEALTH CORP | $16.8M | 0.3% | 18,074,000 | −869,000 | −4.6% | Reduced |
| TTMI 3.25 05/15/15 PRN TTM TECHNOLOGIES | $16.7M | 0.3% | 16,643,000 | +2,000,000 | +13.7% | Added |
| NEM 1.625 07/15/17 B PRN NEWMONT MINING CORP | $16.5M | 0.3% | 15,400,000 | +15,400,000 | — | New |
| HQCL 3.5 01/15/18 PRN HANWHA Q CELLS CO LTD | $16.4M | 0.3% | 19,310,000 | −3,250,000 | −14.4% | Reduced |
| SGY 1.75 03/01/17 PRN STONE ENERGY CORP | $16.3M | 0.3% | 17,491,000 | +17,491,000 | — | New |
| DRYS 5 12/01/14 PRN DRYSHIPS INC | $16.1M | 0.3% | 18,000,000 | −2,000,000 | −10.0% | Reduced |
| MTNA 5 05/15/14 PRN ARCELORMITTAL | $14.9M | 0.3% | 14,500,000 | +3,500,000 | +31.8% | Added |
| AIR 2.25 03/01/16 B PRN AAR CORP | $14.9M | 0.3% | 15,000,000 | −5,115,000 | −25.4% | Reduced |
| MODV 6.5 05/15/14 PRN PROVIDENCE SERVICE CORP | $14.9M | 0.3% | 13,882,000 | −655,000 | −4.5% | Reduced |
| KCG 3.5 03/15/15 PRN KNIGHT CAPITAL GROUP INC | $14.7M | 0.3% | 14,659,000 | +8,659,000 | +144.3% | Added |
| COMMONWEALTH REIT | $13.5M | 0.3% | 586,829 | +175,000 | +42.5% | Added |
| CUMULUS MEDIA INC-CL A | $13.5M | 0.3% | 3,985,983 | — | — | Held |
| BRS 3 06/15/38 PRN BRISTOW GROUP INC | $13.5M | 0.3% | 11,545,000 | +3,235,000 | +38.9% | Added |
| GMED 2.75 07/01/17 PRN NUVASIVE INC | $13.3M | 0.3% | 13,500,000 | −4,500,000 | −25.0% | Reduced |
| EXE 2.5 05/15/37 PRN CHESAPEAKE ENERGY CORP | $13.3M | 0.3% | 14,000,000 | +2,000,000 | +16.7% | Added |
| ALUFP 2.875 06/15/23 A PRN ALCATEL-LUCENT USA INC | $13.1M | 0.3% | 13,318,000 | +1,500,000 | +12.7% | Added |
| TWGP 5 09/15/14 PRN TOWER GROUP INTL LTD | $12.9M | 0.3% | 11,949,000 | +11,949,000 | — | New |
| X 4 05/15/14 PRN UNITED STATES STEEL CORP | $12.3M | 0.3% | 12,000,000 | +12,000,000 | — | New |
| NAV 3 10/15/14 PRN NAVISTAR INTL CORP | $12.2M | 0.2% | 12,550,000 | −33,984,000 | −73.0% | Reduced |
| GDP 5 10/01/29 PRN GOODRICH PETROLEUM CORP | $12.1M | 0.2% | 12,104,000 | +1,650,000 | +15.8% | Added |
| PSEC 5.5 08/15/16 PRN PROSPECT CAPITAL CORP | $11.9M | 0.2% | 11,272,000 | −1,000,000 | −8.1% | Reduced |
| SAFEWAY INC | $11.8M | 0.2% | 500,000 | −500,000 | −50.0% | Reduced |
| AFFX 4 07/01/19 PRN AFFYMETRIX INC | $11.7M | 0.2% | 11,650,000 | +2,500,000 | +27.3% | Added |
| GBX 3.5 04/01/18 PRN GREENBRIER COS INC | $11.6M | 0.2% | 11,250,000 | −10,250,000 | −47.7% | Reduced |
| GECBLE 0.875 11/15/13 PRN GENERAL CABLE CORP | $11.5M | 0.2% | 11,495,000 | −1,410,000 | −10.9% | Reduced |
| MTG 5 05/01/17 PRN MGIC INVESTMENT CORP | $11.3M | 0.2% | 10,935,000 | −10,000,000 | −47.8% | Reduced |
| HMIN 2 12/15/15 PRN HOMEINNS HOTEL GROUP | $11.1M | 0.2% | 12,474,000 | +500,000 | +4.2% | Added |
| ETRA E*TRADE FINANCIAL CORP | $11.1M | 0.2% | 875,000 | +875,000 | — | New |
| YRCW 10 03/31/15 A PRN YRC WORLDWIDE INC | $10.7M | 0.2% | 10,500,000 | +10,500,000 | — | New |
| T 4.5 07/15/14 PRN LEAP WIRELESS INTL INC | $10.5M | 0.2% | 10,386,000 | +4,386,000 | +73.1% | Added |
| OCR 3.25 12/15/35 OCR PRN OMNICARE INC | $10.5M | 0.2% | 10,154,000 | −5,661,000 | −35.8% | Reduced |
| Vale S.A. PFD | $10.3M | 0.2% | 845,600 | +845,600 | — | New |
| TITN 3.75 05/01/19 PRN TITAN MACHINERY INC | $10.2M | 0.2% | 10,784,000 | +10,784,000 | — | New |
| ANR 3.75 12/15/17 PRN ALPHA NATURAL RESOURCES | $10.1M | 0.2% | 11,750,000 | +11,750,000 | — | New |
| MHGC 2.375 10/15/14 PRN MORGANS HOTEL GROUP CO | $10.1M | 0.2% | 10,177,000 | +5,000,000 | +96.6% | Added |
| PULSE ELECTRONICS CORP | $10.1M | 0.2% | 3,844,659 | +3,844,659 | — | New |
| AFSI 5.5 12/15/21 PRN AMTRUST FINANCIAL SERVIC | $10.0M | 0.2% | 7,142,000 | −12,955,000 | −64.5% | Reduced |
| HOLX 0 12/15/43 PRN HOLOGIC INC | $9.7M | 0.2% | 9,404,000 | +4,904,000 | +109.0% | Added |
| AVHI 7.5 02/15/16 PRN AV HOMES INC | $9.3M | 0.2% | 8,835,000 | — | — | Held |
| PYX 5.5 07/15/14 PRN ALLIANCE ONE INTL INC | $9.0M | 0.2% | 8,876,000 | — | — | Held |
| CETV 5 11/15/15 PRN CENTRAL EURO MEDIA ENTER | $8.4M | 0.2% | 8,695,000 | +8,695,000 | — | New |
| JKS 4 05/15/16 144A PRN JINKOSOLAR HOLDING CO LT | $8.4M | 0.2% | 12,153,000 | +10,500,000 | +635.2% | Added |
| ROGVX 2.5 09/15/18 PRN INTERMUNE INC | $8.3M | 0.2% | 9,992,000 | +2,000,000 | +25.0% | Added |
| PBR PETROLEO BRASILEIRO-SPON ADR | $8.0M | 0.2% | 597,830 | +281,975 | +89.3% | Added |
| CDNS 1.5 12/15/13 B PRN CADENCE DESIGN SYS INC | $8.0M | 0.2% | 8,000,000 | +8,000,000 | — | New |
| DLLR 2.875 06/30/27 PRN DFC GLOBAL CORP | $7.8M | 0.2% | 7,880,000 | +2,250,000 | +40.0% | Added |
| HW 8.75 02/01/16 PRN HEADWATERS INC | $7.7M | 0.2% | 6,846,000 | +2,500,000 | +57.5% | Added |
| FLG 6 11/01/51 FLAGSTAR BANK NA | $7.2M | 0.1% | 150,000 | +150,000 | — | New |
| GCN 2 08/01/14 PRN GOLDCORP INC | $7.1M | 0.1% | 6,968,000 | −1,110,000 | −13.7% | Reduced |
| MNKD 3.75 12/15/13 PRN MANNKIND CORP | $7.0M | 0.1% | 7,378,000 | +7,378,000 | — | New |
| PLPC PREFORMED LINE PRODUCTS CO | $7.0M | 0.1% | 105,181 | +69,634 | +195.9% | Added |
| ARAY 3.75 08/01/16 PRN ACCURAY INC | $6.8M | 0.1% | 7,140,000 | +7,140,000 | — | New |
| ARCC 4.875 03/15/17 PRN ARES CAPITAL CORP | $6.6M | 0.1% | 6,250,000 | +250,000 | +4.2% | Added |
| Cia Brasileira de Distribuicao Grupo Pao | $6.5M | 0.1% | 143,739 | +10,601 | +8.0% | Added |
| VIV1USD TELEFONICA BRASIL-ADR PREF | $6.5M | 0.1% | 285,700 | +28,200 | +11.0% | Added |
| TTMCHF TATA MOTORS LTD-SPON ADR | $6.4M | 0.1% | 274,800 | +274,800 | — | New |
| NGCN 5.5 05/01/15 PRN NOVAGOLD RESOURCES INC | $6.4M | 0.1% | 6,350,000 | — | — | Held |
| IOC 2.75 11/15/15 PRN INTEROIL CORP | $6.2M | 0.1% | 6,400,000 | +500,000 | +8.5% | Added |
| MCP 6 09/01/17 PRN MOLYCORP INC | $5.9M | 0.1% | 7,800,000 | +6,800,000 | +680.0% | Added |
| IART 1.625 12/15/16 PRN INTEGRA LIFESCIENCES HLD | $5.6M | 0.1% | 5,733,000 | −46,655,000 | −89.1% | Reduced |
| CSTMEUR CONSTELLIUM NV- CLASS A | $5.3M | 0.1% | 331,082 | +331,082 | — | New |
| FVE 3.75 10/15/26 PRN FIVE STAR QUALITY CARE I | $5.3M | 0.1% | 5,300,000 | — | — | Held |
| IEP F 08/15/13 PRN ICAHN ENTERPRISES LP | $5.0M | 0.1% | 5,000,000 | +5,000,000 | — | New |
| JAKK 4.5 11/01/14 PRN JAKKS PACIFIC INC | $4.9M | 0.1% | 4,750,000 | −250,000 | −5.0% | Reduced |
| BALTIC TRADING LTD | $4.8M | 0.1% | 1,303,000 | +1,303,000 | — | New |
| JEF 3.875 11/01/29 PRN JEFFERIES GROUP LLC | $4.5M | 0.1% | 4,236,000 | −7,614,000 | −64.3% | Reduced |
| ENDP 1.75 04/15/15 PRN ENDO HEALTH SOLUTIONS | $4.5M | 0.1% | 3,360,000 | −16,000,000 | −82.6% | Reduced |
| WSP HOLDINGS LTD-ADR | $4.4M | 0.1% | 1,408,800 | — | — | Held |
| Grupo Financiero Santander Mex | $4.3M | 0.1% | 300,800 | +28,000 | +10.3% | Added |
| RFMD 1 04/15/14 PRN RF MICRO DEVICES INC | $4.0M | 0.1% | 4,000,000 | −6,500,000 | −61.9% | Reduced |
| EXE 2.75 11/15/35 PRN CHESAPEAKE ENERGY CORP | $4.0M | 0.1% | 4,000,000 | −5,000,000 | −55.6% | Reduced |
| HTCH 8.5 01/15/26 PRN HUTCHINSON TECHNOLOGY | $4.0M | 0.1% | 4,000,000 | +4,000,000 | — | New |
| BVN CIA DE MINAS BUENAVENTUR-ADR | $3.7M | 0.1% | 251,327 | +102,277 | +68.6% | Added |
| EPR 9 PERP E EPR PROPERTIES | $3.5M | 0.1% | 107,500 | — | — | Held |
| HA 5 03/15/16 PRN HAWAIIAN HOLDINGS INC | $3.4M | 0.1% | 3,117,000 | +1,867,000 | +149.4% | Added |
| Goldcorp Inc | $3.4M | 0.1% | 138,410 | −20,400 | −12.8% | Reduced |
| GSCCN 5 06/01/17 PRN GOLDEN STAR RESOURCES | $3.3M | 0.1% | 5,000,000 | +5,000,000 | — | New |
| PSEC 5.375 10/15/17 PRN PROSPECT CAPITAL CORP | $3.1M | 0.1% | 3,000,000 | +3,000,000 | — | New |
| GENCO SHIPPING & TRADING LTD | $2.5M | 0.1% | 1,512,532 | — | — | Held |
| GPRE 5.75 11/01/15 PRN GREEN PLAINS RENEWABLE E | $2.3M | 0.0% | 2,000,000 | −9,474,000 | −82.6% | Reduced |
| GSAT 8 04/01/28 PRN GLOBALSTAR INC | $2.0M | 0.0% | 2,116,000 | +2,116,000 | — | New |
| TSM TAIWAN SEMICONDUCTOR-SP ADR | $1.9M | 0.0% | 104,598 | +69,528 | +198.3% | Added |
| FCX 5.25 10/06/13 PRN MCMORAN EXPLORATION CO | $1.8M | 0.0% | 1,750,000 | −5,750,000 | −76.7% | Reduced |
| HDB HDFC BANK LTD-ADR | $1.5M | 0.0% | 42,267 | +18,694 | +79.3% | Added |
| ANR 2.375 04/15/15 PRN ALPHA NATURAL RESOURCES | $1.5M | 0.0% | 1,640,000 | −5,000,000 | −75.3% | Reduced |
| FURNITURE BRANDS INTL INC | $1.5M | 0.0% | 371,428 | +371,428 | — | New |
| ITUB ITAU UNIBANCO H-SPON PRF ADR | $1.5M | 0.0% | 112,569 | +66,301 | +143.3% | Added |
| TV GRUPO TELEVISA SA-SPON ADR | $1.4M | 0.0% | 56,600 | +32,700 | +136.8% | Added |
| COMPANHIA DE BEBIDAS SPON ADR PFD | $1.4M | 0.0% | 36,688 | +20,240 | +123.1% | Added |
| CX CEMEX SAB-SPONS ADR PART CER | $1.2M | 0.0% | 111,084 | +49,484 | +80.3% | Added |
| MBTGBP MOBILE TELESYSTEMS-SP ADR | $1.1M | 0.0% | 56,753 | +27,372 | +93.2% | Added |
| PKX POSCO HOLDINGS INC -SPON ADR | $964K | 0.0% | 14,809 | +6,184 | +71.7% | Added |
| AMG 3.95 08/15/38 PRN AFFILIATED MANAGERS GROU | $919K | 0.0% | 712,000 | −350,000 | −33.0% | Reduced |
| TKC TURKCELL ILETISIM HIZMET-ADR | $915K | 0.0% | 63,696 | +63,696 | — | New |
| SQM QUIMICA Y MINERA CHIL-SP ADR | $902K | 0.0% | 22,325 | +13,264 | +146.4% | Added |
Sold positions
| Holding | Shares sold | Prior value |
|---|---|---|
| RGLD 2.875 06/15/19 PRN ROYAL GOLD INC | 55,185,000 | $58.5M |
| UTHR 1 09/15/16 PRN UNITED THERAPEUTICS CORP | 37,610,000 | $51.7M |
| PHIANA 1.75 12/01/17 PRN VOLCANO CORP | 45,075,000 | $44.8M |
| MU 1.5 08/01/31 A PRN MICRON TECHNOLOGY INC | 33,135,000 | $38.5M |
| LRCX 1.25 05/15/18 PRN LAM RESEARCH CORP | 31,794,000 | $34.1M |
| GTLS 2 08/01/18 PRN CHART INDUSTRIES INC | 22,943,000 | $31.4M |
| INVA 2.125 01/15/23 PRN INNOVIVA INC | 24,500,000 | $27.0M |
| AKS 5 11/15/19 PRN AK STEEL CORP | 28,210,000 | $26.8M |
| XXIA 3 12/15/15 PRN IXIA | 17,927,000 | $23.8M |
| CAA 1.25 08/01/32 PRN CALATLANTIC GROUP INC | 18,033,000 | $23.3M |
| MU 1.875 08/01/31 B PRN MICRON TECHNOLOGY INC | 17,460,000 | $20.5M |
| GM 4.75 12/01/13 B GENERAL MOTORS CO | 427,400 | $18.4M |
| CITUSD CIT GROUP INC | 405,979 | $17.7M |
| RGCARE 3.5 05/15/14 PRN LIFEPOINT HOSPITALS INC | 15,592,000 | $17.1M |
| PULSE ELECTRONICS CORP | 38,446,588 | $15.6M |
| SPWR 4.5 03/15/15 PRN SUNPOWER CORP | 15,252,000 | $15.4M |
| ENDP 1.5 07/15/18 PRN AUXILIUM PHARMACEUTICALS | 11,500,000 | $11.6M |
| FCNCA FIRST CITIZENS BCSHS -CL A | 62,000 | $10.9M |
| RASF 7 04/01/31 PRN RAIT FINANCIAL TRUST | 8,500,000 | $10.8M |
| MU 1.875 06/01/27 PRN MICRON TECHNOLOGY INC | 10,000,000 | $10.6M |
| CAPITAL BANK FINANCIAL-CL A | 616,949 | $10.6M |
| RMBS 5 06/15/14 PRN RAMBUS INC | 10,000,000 | $10.2M |
| SPWR 4.75 04/15/14 PRN SUNPOWER CORP | 9,688,000 | $9.7M |
| EA 0.75 07/15/16 PRN ELECTRONIC ARTS INC | 10,000,000 | $9.7M |
| ALR 3 05/15/16 PRN ALERE INC | 9,794,000 | $9.7M |
| VALE VALE SA-SP ADR | 460,356 | $9.6M |
| RDN 3 11/15/17 PRN RADIAN GROUP INC | 7,430,000 | $9.0M |
| DNDN 2.875 01/15/16 PRN DENDREON CORP | 10,250,000 | $8.2M |
| LLTC 3 05/01/27 A PRN LINEAR TECHNOLOGY CORP | 7,590,000 | $8.2M |
| Qihoo 360 Technology Co Ltd | 257,900 | $7.7M |
| AIR 1.625 03/01/14 A PRN AAR CORP | 7,719,000 | $7.6M |
| EXTC 0 09/18/13 PRN EXIDE TECHNOLOGIES LLC | 7,500,000 | $7.1M |
| CIEN 0.875 06/15/17 PRN CIENA CORP | 7,000,000 | $6.3M |
| ZINC 3.8 07/01/17 PRN METALS RECOVERY HLDG LLC | 5,976,000 | $6.0M |
| STEI 3.125 07/15/14 PRN STEWART ENTERPRISES | 5,285,000 | $5.6M |
| SNDK 1 05/15/13 PRN SANDISK CORP | 5,070,000 | $5.1M |
| UMC UNITED MICROELECTRON-SP ADR | 2,520,221 | $5.0M |
| MLCO MELCO RESORTS & ENTERT-ADR | 292,530 | $4.9M |
| NUAN 2.75 11/01/31 PRN NUANCE COMMUNICATIONS | 4,500,000 | $4.7M |
| ANR 3.25 08/01/15 PRN ALPHA APPALACHIA HOLDING | 4,553,000 | $4.4M |
| ARCO ARCOS DORADOS HOLDINGS INC-A | 342,900 | $4.1M |
| MCP 3.25 06/15/16 PRN MOLYCORP INC | 6,550,000 | $4.1M |
| JRCC 4.5 12/01/15 PRN JAMES RIVER COAL COMPANY | 10,850,000 | $3.7M |
| CIG CIA ENERGETICA DE-SPON ADR | 335,944 | $3.6M |
| PHH 4 09/01/14 PRN PHH CORP | 3,000,000 | $3.3M |
| FURNITURE BRANDS INTL INC | 2,600,000 | $2.6M |
| MOH 3.75 10/01/14 MOH PRN MOLINA HEALTHCARE INC | 2,090,000 | $2.5M |
| CEMEX 3.25 03/15/16 PRN CEMEX SAB DE CV | 1,625,000 | $2.2M |
| MFIC 5.75 01/15/16 PRN APOLLO INVESTMENT CORP | 1,953,000 | $2.1M |
| JRCC 3.125 03/15/18 PRN JAMES RIVER COAL COMPANY | 9,345,000 | $1.9M |
| ARCC 5.75 02/01/16 PRN ARES CAPITAL CORP | 1,735,000 | $1.9M |
| JEF 3.75 04/15/14 PRN LEUCADIA NATIONAL CORP | 977,000 | $1.3M |
| TX TERNIUM SA-SPONSORED ADR | 25,900 | $610K |
| SCCO SOUTHERN COPPER CORP | 16,014 | $606K |
| ON 2.625 12/15/26 PRN ON SEMICONDUCTOR CORP | 370,000 | $386K |
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.