13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-10-08, with 554 holding rows worth $6,360,244,000.
- Accession
- 0001140361-13-038099
- Filer
- CIK 1097278
- Filed
- 2013-10-08
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 554 entries on the cover page, a total value of $6,360,244,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,360,244,000 with VALUE read as thousands by filing date, 13F file number 028-05049. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 78,462,000 | $91,450,000 | thousands by filing date | principal |
| GLENCORE FINANCE EUROPE | EI2132369 | CONV | 82,200,000 | $90,233,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 78,516,000 | $87,739,000 | thousands by filing date | principal |
| BOSTON PROPERTIE LP CVT 3.625 | 10112RAM6 | CONVERT | 83,564,000 | $86,689,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES | 345550AP2 | NOTE | 64,152,000 | $71,847,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 58,729 | $70,122,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 69,710,000 | $65,151,000 | thousands by filing date | principal |
| Bank of America Corp. | 60505682 | PFD CV | 57,907 | $64,225,000 | thousands by filing date | The CUSIP as filed is malformed. |
| E M C CORP MASS | 268648AM4 | NOTE 1.750%12/0 | 41,087,000 | $60,670,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 25,003,000 | $56,659,000 | thousands by filing date | principal |
| CLEARWIRE COMMUNICATIONS LLC | 18538TAG4 | CONV BND | 50,889,000 | $56,220,000 | thousands by filing date | principal |
| PROLOGIS INC 3.250 | 74340XAT8 | NOTE 3.250% 3/1 | 48,079,000 | $55,265,000 | thousands by filing date | principal |
| Illumina Inc | 452327AC3 | CONV | 50,548,000 | $54,706,000 | thousands by filing date | principal |
| SL GREEN OPERATING PAR 144A 3. | 78444FAC0 | CONVERT | 45,133,000 | $54,427,000 | thousands by filing date | principal |
| HENGAN INTL GROUP CO | EJ6865103 | CONV | 414,000,000 | $54,345,000 | thousands by filing date | principal |
| SHIRE PLC | EG4236642 | CONV | 47,995,000 | $52,842,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AJ5 | NOTE 1.625% 7/1 | 49,189,000 | $52,787,000 | thousands by filing date | principal |
| DDR CORP | 251591AX1 | NOTE | 44,702,000 | $52,257,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 44,959,000 | $51,793,000 | thousands by filing date | principal |
| ADVANCED MICRO DEVICES | 007903AL1 | CORPORATE OBLIG | 50,300,000 | $51,243,000 | thousands by filing date | principal |
| LIFEPOINT HEALTH INC | 53219LAH2 | CORPORATE OBLIG | 47,204,000 | $51,169,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 55,000,000 | $50,037,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 40,673,000 | $48,749,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP | 63934EAL2 | NOTE | 49,202,000 | $47,851,000 | thousands by filing date | principal |
| Wellpoint Inc | 94973VBD8 | conv | 37,529,000 | $47,055,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 39,530,000 | $46,779,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 44,974,000 | $46,169,000 | thousands by filing date | principal |
| SALESFORCE.COM INC(CRM) CVT144 | 79466LAC8 | CONVERT | 46,961,000 | $44,675,000 | thousands by filing date | principal |
| INTL GAME TECH 3.250 | 459902AQ5 | NOTE 3.250% 5/0 | 41,584,000 | $44,304,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AC5 | CORPORATE OBLIG | 43,956,000 | $43,602,000 | thousands by filing date | principal |
| LUKOIL INTL FINANCE BV | EI5065947 | CONV | 37,600,000 | $40,532,000 | thousands by filing date | principal |
| METLIFE INC | 59156R116 | PREFERRED STOCK | 735,112 | $40,277,000 | thousands by filing date | |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 39,652,000 | $40,028,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 38,361,000 | $40,012,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 36,015,000 | $39,156,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AJ7 | CONV | 39,985,000 | $38,969,000 | thousands by filing date | principal |
| ARCHER DANIELS MIDLAND CO | 039483AW2 | NOTE 0.875% 2/1 | 38,100,000 | $38,497,000 | thousands by filing date | principal |
| TONG JIE LTD | EJ5205350 | CONV | 302,000,000 | $38,246,000 | thousands by filing date | principal |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 41,433,000 | $38,043,000 | thousands by filing date | principal |
| KEYCORP NEW | 493267405 | PFD 7.75% SR A | 301,125 | $37,505,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 29,211,000 | $37,203,000 | thousands by filing date | principal |
| TOL US | 88947EAL4 | CONV | 36,275,000 | $36,670,000 | thousands by filing date | principal |
| PRICELINE COM INC (PCLN)CVT 14 | 741503AR7 | CONVERT | 38,562,000 | $36,588,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAD4 | NOTE | 35,252,000 | $36,415,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290AV5 | NOTE | 30,580,000 | $35,117,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 33,908,000 | $35,094,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017117 | UNIT 99/99/9999 | 588,786 | $34,950,000 | thousands by filing date | |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 32,849,000 | $33,637,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 33,650,000 | $33,513,000 | thousands by filing date | principal |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 34,554,000 | $33,383,000 | thousands by filing date | principal |
| EXTRA SPACE STORAGE LP | 30225VAC1 | CONV BND | 34,494,000 | $33,218,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAB6 | DBCV 2.750% 8/1 | 28,269,000 | $33,033,000 | thousands by filing date | principal |
| ARE US | 15271505 | PFD CV | 1,274,268 | $32,991,000 | thousands by filing date | The CUSIP as filed is malformed. |
| Sprint Communications | 852061AK6 | CORP | 28,085,000 | $32,859,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 24,595,000 | $32,855,000 | thousands by filing date | principal |
| AMG CAPITAL TRUST II | 00170F209 | CONVERT | 593,428 | $32,342,000 | thousands by filing date | |
| ENN ENERGY HOLDINGS LTD | EJ5367564 | CONV | 29,250,000 | $31,901,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 35,834,000 | $31,560,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AQ6 | NOTE 1.500% 8/0 | 20,388,000 | $31,314,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 23,320,000 | $30,632,000 | thousands by filing date | principal |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 30,191,000 | $30,545,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 30,159,000 | $30,403,000 | thousands by filing date | principal |
| XILINX INC 2.625 | 983919AF8 | NOTE 2.625% 6/1 | 21,060,000 | $30,190,000 | thousands by filing date | principal |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 28,751,000 | $30,139,000 | thousands by filing date | principal |
| ARCELORMITTAL | EP0436352 | CNV PFD | 1,588,439 | $29,815,000 | thousands by filing date | |
| INTERPUBLIC GROUP OF CO INC | 460690803 | CONV PRF | 23,702 | $29,796,000 | thousands by filing date | |
| STANLEY BLACK & DECKER CON | 854502309 | UNIT 99/99/9999 | 231,302 | $29,773,000 | thousands by filing date | |
| CapitaLand Ltd | EJ6865004 | CONV | 40,500,000 | $29,588,000 | thousands by filing date | principal |
| NORTHSTAR REALTY FIN | 66705PAC7 | CONV | 29,523,000 | $29,452,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AD9 | NOTE | 16,748,000 | $29,383,000 | thousands by filing date | principal |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 28,516,000 | $29,295,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 25,438,000 | $29,095,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 26,045,000 | $29,034,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 21,429,000 | $28,703,000 | thousands by filing date | principal |
| Molina Healthcare Inc. | 60855RAB6 | CONV | 25,620,000 | $28,048,000 | thousands by filing date | principal |
| MASSEY ENERGY CO | 576203AJ2 | NOTE 3.250% 8/0 | 30,720,000 | $27,776,000 | thousands by filing date | principal |
| DFC Global Corp. | 23324TAA5 | CONV | 27,328,000 | $27,394,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC CONV PFD TAXBL | 15189T206 | EQUITY | 572,554 | $27,363,000 | thousands by filing date | |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 440,172 | $27,330,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 24,830,000 | $27,307,000 | thousands by filing date | principal |
| LAM RESEARCH CORP | 512807AL2 | NOTE | 24,369,000 | $26,961,000 | thousands by filing date | principal |
| HOST HOTELS & RESORTS LPCVT2.5 | 44107TAG1 | CONVERT | 19,559,000 | $26,539,000 | thousands by filing date | principal |
| CIENA CORP | 171779AE1 | NOTE | 27,562,000 | $26,525,000 | thousands by filing date | principal |
| TECHNIP | EI4641961 | CONV | 215,156 | $26,445,000 | thousands by filing date | |
| HKEX INTERNATIONAL LTD | EJ3793498 | CONV | 25,559,000 | $26,123,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AP3 | NOTE 3.750% 4/0 | 20,820,000 | $25,844,000 | thousands by filing date | principal |
| STONE ENERGY CORP | 861642AN6 | NOTE | 27,842,000 | $25,768,000 | thousands by filing date | principal |
| GENERAL MTRS CO | 37045V209 | JR PFD CNV SRB | 534,405 | $25,737,000 | thousands by filing date | |
| PARK24 CO LTD | EJ6317998 | CONV | 2,400,000,000 | $25,733,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 21,120,000 | $25,608,000 | thousands by filing date | principal |
| MEDIVATION INC | 58501NAA9 | NOTE | 19,905,000 | $25,251,000 | thousands by filing date | principal |
| SIGCOR 0 12/04/17 | EJ4697383 | CORP | 1,900,000,000 | $24,571,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAD5 | NOTE 5.125% 6/0 | 22,517,000 | $24,053,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP CVP 144 | 165167776 | CONVERT | 22,843 | $23,573,000 | thousands by filing date | |
| SK HYNIX INC | EI2511620 | CONV | 21,000,000 | $23,500,000 | thousands by filing date | principal |
| Ciena Corp | 171779AF8 | CONV | 19,900,000 | $23,477,000 | thousands by filing date | principal |
| L-3 COMMUNICATIONS CORP | 502413AW7 | DEBT 3.000% 8/0 | 22,965,000 | $23,404,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167784 | CONV PRF | 22,652 | $23,282,000 | thousands by filing date | |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 14,844,000 | $22,916,000 | thousands by filing date | principal |
| MERITOR INC MTOR CVT144A 7.875 | 59001KAA8 | CONVERT | 18,848,000 | $22,848,000 | thousands by filing date | principal |
| CIT GROUP INC | 125581GH5 | CORP | 22,000,000 | $22,715,000 | thousands by filing date | principal |
| JEFFERIES GROUP INC | 472319AG7 | CORPORATE OBLIG | 21,306,000 | $22,621,000 | thousands by filing date | principal |
| STEEL DYNAMICS INC | 858119AP5 | CORPORATE OBLIG | 20,427,000 | $22,044,000 | thousands by filing date | principal |
| IAG LN | EH9105279 | CONV | 10,100,000 | $22,011,000 | thousands by filing date | principal |
| OWENS-ILLINOIS (OI) CVT 144A 3 | 69073TAQ6 | CONVERT | 21,617,000 | $21,964,000 | thousands by filing date | principal |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 21,038,000 | $21,630,000 | thousands by filing date | principal |
| CIENA CORP 3.75 144A 10-18 | 171779AG6 | CONVERT | 16,747,000 | $21,063,000 | thousands by filing date | principal |
| LUCENT TECHNOLOGIES CAPITAL TR | 549462307 | CONV PRF | 21,846 | $20,863,000 | thousands by filing date | |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 14,538,000 | $20,538,000 | thousands by filing date | principal |
| Janus Capital | 47102XAH8 | CONV | 19,924,000 | $20,401,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AN3 | NOTE | 8,877,000 | $20,161,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE 1.625 | 440543AE6 | FRNT 1.625%11/1 | 17,247,000 | $19,975,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AG9 | NOTE 2.75010/0 | 11,425,000 | $19,931,000 | thousands by filing date | principal |
| LAM RESEARCH CORP 0.500 | 512807AJ7 | NOTE 0.500% 5/1 | 18,292,000 | $19,432,000 | thousands by filing date | principal |
| TEMASEK FINANCIAL III PR | EI8480549 | CONV | 23,500,000 | $19,061,000 | thousands by filing date | principal |
| Iconix Brand Group, Inc. | 451055AD9 | CONV | 16,998,000 | $19,046,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 17,756,000 | $18,820,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 14,538,000 | $18,680,000 | thousands by filing date | principal |
| HEALTHSOUTH CORP A 6.5 CVP | 421924408 | CONVERT | 15,612 | $18,493,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | EJ5320514 | CONV | 19,147,000 | $18,405,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 10,392,000 | $18,205,000 | thousands by filing date | principal |
| FAURECIA S.A | EI0547832 | CONV | 651,675 | $18,152,000 | thousands by filing date | |
| FORD MTR CO DEL | 345370CN8 | NOTE 4.250%11/1 | 10,000,000 | $18,059,000 | thousands by filing date | principal |
| BENI STABILI SPA | EJ5068006 | CONV | 13,300,000 | $18,053,000 | thousands by filing date | principal |
| RYLAND GROUP 0.250 | 783764AS2 | NOTE 0.250% 6/0 | 19,782,000 | $17,857,000 | thousands by filing date | principal |
| IXIA | 45071RAB5 | NOTE 3.000%12/1 | 14,682,000 | $17,658,000 | thousands by filing date | principal |
| SAWAI PHARMACEUTICAL | EI3939747 | CONV | 1,340,000,000 | $17,649,000 | thousands by filing date | principal |
| SIEM INDUSTRIES INC | EJ3522178 | CONV | 18,600,000 | $17,415,000 | thousands by filing date | principal |
| DENDREON CORP | 24823QAC1 | CORPORATE OBLIG | 23,579,000 | $17,392,000 | thousands by filing date | principal |
| BIOMED REALTY LP CVT 3.75 01-1 | 09064AAB7 | CONVERT | 14,406,000 | $17,389,000 | thousands by filing date | principal |
| Ares Capital Corp | 04010LAH6 | conv | 16,561,000 | $17,378,000 | thousands by filing date | principal |
| HEARTWARE INTERNATIONAL | 422368AA8 | NOTE | 13,800,000 | $17,159,000 | thousands by filing date | principal |
| NEWMONT MINING CORP | 651639AH9 | NOTE | 16,695,000 | $16,915,000 | thousands by filing date | principal |
| REYNOLDS GRP ISS/REYNOLD | 761735AB5 | CORP | 16,250,000 | $16,738,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 32,337,000 | $16,664,000 | thousands by filing date | principal |
| DST SYSTEMS INC | 233326AE7 | CNV | 11,815,000 | $16,409,000 | thousands by filing date | principal |
| GOODRICH PETROLEUM CORP | 382410AC2 | NOTE | 16,492,000 | $16,380,000 | thousands by filing date | principal |
| LENNAR CORP CVT 2 12-01-20 144 | 526057BC7 | CONVERT | 12,230,000 | $16,294,000 | thousands by filing date | principal |
| TITAN MACHINERY INC | 88830RAB7 | NOTE | 17,062,000 | $16,032,000 | thousands by filing date | principal |
| J SAINSBURY PLC | EH8716415 | CONV | 9,750,000 | $16,006,000 | thousands by filing date | principal |
| ARCELORMITTAL SA LUXEMBOURG | 03938LAK0 | NOTE 5.000% 5/1 | 15,597,000 | $15,951,000 | thousands by filing date | principal |
| GROUP 1 AUTOMOTIVE INC | 398905AE9 | FRNT | 13,231,000 | $15,844,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 9,354,000 | $15,781,000 | thousands by filing date | principal |
| LIGHTSTREAM RESOURCES | 71645AAA7 | CORP | 16,274,000 | $15,745,000 | thousands by filing date | principal |
| GSW IMMOBILIEN AG | EJ4466649 | CONV | 10,900,000 | $15,741,000 | thousands by filing date | principal |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 12,561,000 | $15,654,000 | thousands by filing date | principal |
| Jarden Corp. | 471109AG3 | CONV | 13,722,000 | $15,460,000 | thousands by filing date | principal |
| NORTHSTAR REALTY FIN | 66705PAA1 | CONV | 10,017,000 | $15,454,000 | thousands by filing date | principal |
| Micron Technology, Inc. | 595112AS2 | CONV | 10,663,000 | $15,370,000 | thousands by filing date | principal |
| TRINITY INDS INC | 896522AF6 | NOTE 3.875% 6/0 | 13,056,000 | $15,299,000 | thousands by filing date | principal |
| TIBCO SOFTWARE INC | 88632QAB9 | NOTE | 15,621,000 | $15,250,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 11,903,000 | $15,199,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AL2 | DBCV 3.250%12/1 | 14,625,000 | $15,105,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 6,361,000 | $15,085,000 | thousands by filing date | principal |
| SIEMENS FINANCIERINGSMAT | EJ0195366 | CONV | 14,500,000 | $14,918,000 | thousands by filing date | principal |
| OLD REP INTL CORP | 680223AH7 | NOTE 3.750% 3/1 | 13,065,000 | $14,778,000 | thousands by filing date | principal |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 288,000 | $14,357,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 9,868,000 | $14,332,000 | thousands by filing date | principal |
| Allscripts Healthcare Solutio | 01988PAC2 | CONV | 14,424,000 | $14,195,000 | thousands by filing date | principal |
| MTR GAMING GROUP INC | 553769AL4 | CORP | 13,163,600 | $13,756,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 14,475,000 | $13,708,000 | thousands by filing date | principal |
| OSG CORPORATION | EJ0966691 | CONV | 1,110,000,000 | $13,548,000 | thousands by filing date | principal |
| RADIAN GROUP INC | 750236AK7 | BOND | 10,730,000 | $13,536,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AH4 | NOTE 3.500% 4/0 | 13,000,000 | $13,528,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AK9 | DEBT | 10,076,000 | $13,487,000 | thousands by filing date | principal |
| US STEEL CORP | 912909AE8 | NOTE | 12,794,000 | $13,104,000 | thousands by filing date | principal |
| INTERMUNE INC | 45884XAE3 | NOTE 2.500% 9/1 | 15,911,000 | $13,081,000 | thousands by filing date | principal |
| DEALERTRACK TECHNOLOGIES INC | 242309AB8 | NOTE 1.500% 3/1 | 11,216,000 | $13,001,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAC3 | NOTE 3.250% 5/1 | 12,923,000 | $13,001,000 | thousands by filing date | principal |
| IHI Corp | EI6071084 | CONV | 910,000,000 | $12,821,000 | thousands by filing date | principal |
| AGCO CORP 1.250/15/36 | 001084AM4 | NOTE | 10,158,000 | $12,667,000 | thousands by filing date | principal |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 14,151,000 | $12,497,000 | thousands by filing date | principal |
| AL 5 5/8 04/01/17 | 00912XAF1 | CORP | 11,967,000 | $12,386,000 | thousands by filing date | principal |
| SEADRILL LTD | EI4458945 | CONV | 8,600,000 | $12,384,000 | thousands by filing date | principal |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 10,303,000 | $12,302,000 | thousands by filing date | principal |
| Apache Corp. | 37411808 | PFD CV | 257,500 | $12,293,000 | thousands by filing date | The CUSIP as filed is malformed. |
| Freeport-Mcmoran Oil&Gas | 726505AM2 | CORP | 11,532,000 | $12,228,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 12,494,000 | $12,188,000 | thousands by filing date | principal |
| PACIRA PHARMACEUTICALS INC | 695127AA8 | NOTE 3.25% 2/1/19 | 8,731,000 | $12,125,000 | thousands by filing date | principal |
| NEWPARK RES INC 4.000 | 651718AC2 | NOTE 4.000%10/0 | 9,278,000 | $12,038,000 | thousands by filing date | principal |
| MEDIA GENERAL INC | 584404AC1 | CORP | 10,670,000 | $11,790,000 | thousands by filing date | principal |
| EBARA CORP | EJ5625649 | CONV | 893,000,000 | $11,577,000 | thousands by filing date | principal |
| AMG Capital Trust (Conv Pfd) | 00169X203 | COM | 186,598 | $11,519,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BB8 | NOTE | 9,350,000 | $11,391,000 | thousands by filing date | principal |
| NISKA GAS STORAGE US/CAN | 654679AB5 | CORP | 10,974,000 | $11,386,000 | thousands by filing date | principal |
| SEACOR HOLDING INC(CKH) 144A C | 811904AL5 | CONVERT | 9,840,000 | $11,371,000 | thousands by filing date | principal |
| ALPHA NATURAL RESOURCES INC | 02076XAA0 | CNV | 12,261,000 | $11,198,000 | thousands by filing date | principal |
| IMMOFINANZ AG | EI5992165 | CONV | 1,966,650 | $10,992,000 | thousands by filing date | |
| ATOS | EJ6028546 | CONV | 137,926 | $10,668,000 | thousands by filing date | |
| CHART INDUSTRIES INC | 16115QAC4 | NOTE | 7,049,000 | $10,639,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAB9 | CORPORATE OBLIG | 9,701,000 | $10,638,000 | thousands by filing date | principal |
| 1102 TT | EI7007004 | CONV | 10,146,000 | $10,399,000 | thousands by filing date | principal |
| Nextera Energy, Inc. | 65339F887 | PFD | 185,278 | $10,307,000 | thousands by filing date | |
| PREMIER OIL FINANCE (JER | EJ4170621 | CONV | 9,145,000 | $10,218,000 | thousands by filing date | principal |
| AABAR INVESTMENTS PJSC | EI6900860 | CONV | 7,400,000 | $10,170,000 | thousands by filing date | principal |
| NOMURA RESEARCH INSTITUT | EF9131196 | CONV | 976,000,000 | $10,162,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 7,467,000 | $10,101,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 300,500 | $10,010,000 | thousands by filing date | |
| TICC US | 87244TAA7 | CONV | 9,606,000 | $9,936,000 | thousands by filing date | principal |
| CORNERSTONE ONDEMAND INC | 21925YAA1 | CONV BND | 9,445,000 | $9,897,000 | thousands by filing date | principal |
| FMGAU 6 7/8 02/01/18 144A | 30251GAC1 | CORP | 10,000,000 | $9,875,000 | thousands by filing date | principal |
| LEVEL 3 COMMUNICATIONS INC | 52729NBP4 | NOTE 7.000% 3/1 | 8,287,000 | $9,708,000 | thousands by filing date | principal |
| LIBERTY INTERACTIVE CVT 144A 0 | 530610AA2 | CONVERT | 8,800,000 | $9,682,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 9,275,000 | $9,515,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAM8 | CORP | 9,490,000 | $9,300,000 | thousands by filing date | principal |
| AMERICAN EQUITY INV LIFE 3.5 1 | 025676AJ6 | CONVERT | 6,893,000 | $9,210,000 | thousands by filing date | principal |
| CAP GEMINI SOGETI | EH7867896 | CONV | 177,190 | $9,184,000 | thousands by filing date | |
| LENNAR CORP | 526057BE3 | NOTE | 5,350,000 | $9,161,000 | thousands by filing date | principal |
| SHIZUOKA BANK LTD | EJ6282960 | CONV | 8,000,000 | $9,055,000 | thousands by filing date | principal |
| IAS Operating Partnership LP | 44927XAA3 | CONV | 9,500,000 | $8,917,000 | thousands by filing date | principal |
| TPK HOLDING CO LTD | EJ3407701 | CONV | 8,000,000 | $8,910,000 | thousands by filing date | principal |
| ZHEN DING TECH HLD LTD | EJ2199127 | CONV | 8,600,000 | $8,903,000 | thousands by filing date | principal |
| OHL INVESTMENTS SA | EJ6118495 | CONV | 6,900,000 | $8,863,000 | thousands by filing date | principal |
| DERWENT CAP JERSEY LTD | EI6826180 | CONV | 4,900,000 | $8,849,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 5,995,000 | $8,685,000 | thousands by filing date | principal |
| HCA HOLDINGS INC | 40412CAB7 | CORP | 8,033,000 | $8,676,000 | thousands by filing date | principal |
| VODAFONE GP PLC | 92857W209 | ADR | 300,000 | $8,624,000 | thousands by filing date | |
| Rite Aid Corp | 767754CD4 | Exch Traded Option | 7,703,000 | $8,502,000 | thousands by filing date | principal |
| LEVEL 3 COMMUNICATIONS INC | 52729NBR0 | NOTE 6.500%10/0 | 6,208,000 | $8,471,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWRE | 874054AA7 | CNV | 5,933,000 | $8,436,000 | thousands by filing date | principal |
| NIDEC CORP | EI3945041 | CONV | 800,000,000 | $8,407,000 | thousands by filing date | principal |
| BILLION EXPRESS INVESTME | EI4191348 | CONV | 8,300,000 | $8,404,000 | thousands by filing date | principal |
| REGIS CORP | 758932AA5 | NOTE | 7,147,000 | $8,392,000 | thousands by filing date | principal |
| ALLIANT TECHSYSTEMS 3.000/15/24 | 018804AK0 | NOTE | 7,250,000 | $8,349,000 | thousands by filing date | principal |
| ASH 4 3/4 08/15/22 144a | 044209AN4 | CORP | 8,358,000 | $8,274,000 | thousands by filing date | principal |
| S 9 1/4 04/15/22 | 852061AA8 | CORP | 6,724,000 | $8,254,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 5,162,000 | $8,243,000 | thousands by filing date | principal |
| BRITISH LAND CO(JERSEY) | EJ3522228 | CONV | 5,100,000 | $8,166,000 | thousands by filing date | principal |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 6,162,000 | $8,025,000 | thousands by filing date | principal |
| VSH 2.25 11-40 144A CVT | 928298AG3 | CONVERT | 7,190,000 | $8,000,000 | thousands by filing date | principal |
| APPVION INC | 038101AM3 | CORP | 7,015,000 | $7,927,000 | thousands by filing date | principal |
| SYNOVUS FINL CORPSUB NT | 87161CAG0 | FIXED INCOME | 8,000,000 | $7,860,000 | thousands by filing date | principal |
| NATIONAL BK OF ABU DHABI | EJ6920650 | CONV | 7,800,000 | $7,839,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GROUP | 42330PAG2 | CORPORATE OBLIG | 6,159,000 | $7,684,000 | thousands by filing date | principal |
| ETABLIS MAUREL ET PROM | EI3192347 | CONV | 362,742 | $7,646,000 | thousands by filing date | |
| ALPHA NATURAL RESOURCES INC | 02076XAE2 | NOTE 3.750%12/1 | 8,789,000 | $7,563,000 | thousands by filing date | principal |
| PRICELINE COM INC | 741503AN6 | BOND | 2,728,000 | $7,450,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAB1 | NOTE 3.000% 3/0 | 7,150,000 | $7,414,000 | thousands by filing date | principal |
| International Lease Fin Corp Senior Note | 459745GF6 | SENIOR NOTE | 6,345,000 | $7,172,000 | thousands by filing date | principal |
| Hologic | 436440AA9 | CONV | 7,000,000 | $7,009,000 | thousands by filing date | principal |
| PENNYMAC MTGE (PMT)CVT 144A 5. | 70932AAA1 | CONVERT | 7,250,000 | $6,953,000 | thousands by filing date | principal |
| KB HOME 1.375 | 48666KAS8 | NOTE 1.375% 2/0 | 6,653,000 | $6,951,000 | thousands by filing date | principal |
| NAVISTAR INTL CORPNEW FIXED RT SR NTGTD | 63934EAM0 | FIXED INCOME | 7,004,000 | $6,881,000 | thousands by filing date | principal |
| TUI TRAVEL PLC | EH9941087 | CONV | 3,900,000 | $6,798,000 | thousands by filing date | principal |
| STARZ LLC/STARZ FIN CORP | 85571NAB5 | CORP | 6,738,000 | $6,732,000 | thousands by filing date | principal |
| SANDRIDGE ENERGY INC | 80007PAQ2 | CORP | 6,750,000 | $6,683,000 | thousands by filing date | principal |
| WRIGHT MEDICAL GROUP (WMGI) 14 | 98235TAB3 | CONVERT | 5,395,000 | $6,550,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAG8 | NOTE 4.875% 3/1 | 6,050,000 | $6,434,000 | thousands by filing date | principal |
| GENERAL MTRS CO | 37045V126 | *W EXP 07/10/201 | 386,834 | $6,325,000 | thousands by filing date | |
| ANNALY CAP MGMT INC | 035710AA0 | NOTE 4.000% 2/1 | 5,674,000 | $6,324,000 | thousands by filing date | principal |
| ARCELORMITTAL | EH7692674 | CONV | 225,075 | $6,254,000 | thousands by filing date | |
| MEDICINES COMPANY CVT 144A 1.3 | 584688AB1 | CONVERT | 4,915,000 | $6,234,000 | thousands by filing date | principal |
| Encore Capital Group, Inc. | 292554AE2 | CONV | 6,500,000 | $6,220,000 | thousands by filing date | principal |
| CASELLA WASTE SYSTEMS IN | 147448AG9 | CORP | 6,453,000 | $6,130,000 | thousands by filing date | principal |
| CSG Systems International, In | 126349AC3 | CONV | 5,287,000 | $6,005,000 | thousands by filing date | principal |
| FXCM Inc. | 302693AA4 | CONV | 5,500,000 | $5,932,000 | thousands by filing date | principal |
| Weyerhaeuser Co. | 962166872 | CONVERTIBLE PREFERRED STOCK | 115,000 | $5,864,000 | thousands by filing date | |
| CALLAWAY GOLF CO (ELY) CVT 144 | 131193AB0 | CONVERT | 5,362,000 | $5,778,000 | thousands by filing date | principal |
| CELANESE US HOLDINGS LLC | 15089QAD6 | COM | 5,733,000 | $5,626,000 | thousands by filing date | principal |
| INN OF THE MOUNTAIN GODS | 45771VAE3 | CORP | 6,082,470 | $5,611,000 | thousands by filing date | principal |
| DEUTSCHE POST AG | EJ4696336 | CONV | 3,700,000 | $5,514,000 | thousands by filing date | principal |
| INMARSAT PLC | EH0348563 | CONV | 4,200,000 | $5,465,000 | thousands by filing date | principal |
| Subsea 7 SA | EJ3827213 | CONV | 5,600,000 | $5,411,000 | thousands by filing date | principal |
| First Data Corporation | 319963BB9 | CORP | 5,071,000 | $5,363,000 | thousands by filing date | principal |
| BlackRock Kelso Capital Corp. | 092533AA6 | CONV | 5,300,000 | $5,348,000 | thousands by filing date | principal |
| RAYONIER TRS HLDGS INC | 75508AAC0 | NOTE 4.500% 8/1 | 3,164,000 | $5,313,000 | thousands by filing date | principal |
| VIASYSTEMS INC 7.875 2019 Bond VIASYSTEMS INC 7.875 2019 Bond | 92552SAK3 | Com | 5,000,000 | $5,275,000 | thousands by filing date | principal |
| INTERMUNE INC | 45884XAF0 | NOTE 2.500%12/1 | 4,755,000 | $5,101,000 | thousands by filing date | principal |
| ALTA MESA HLDGS/FINANC S | 021332AC5 | CORP | 4,900,000 | $5,084,000 | thousands by filing date | principal |
| Iasis Healthcare/Cap Crp | 45072PAD4 | CORP | 5,000,000 | $5,081,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 4,850,000 | $5,055,000 | thousands by filing date | principal |
| BUNGE LTD | EP0237628 | PFD CV | 50,000 | $5,033,000 | thousands by filing date | |
| QGEN US | EF4062610 | CONV | 4,100,000 | $4,983,000 | thousands by filing date | principal |
| Concur Technologies, Inc. | 206708AB5 | CONV | 5,000,000 | $4,979,000 | thousands by filing date | principal |
| Sandridge | 80007p604 | CONV PREF | 51,381 | $4,920,000 | thousands by filing date | |
| DANAHER CORP DEL | 235851AF9 | NOTE 1/2 | 2,604,000 | $4,790,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 4,250,000 | $4,786,000 | thousands by filing date | principal |
| DISCO CORPORATION | EI0643912 | CONV | 385,000,000 | $4,770,000 | thousands by filing date | principal |
| PEABODY ENERGY CORP | 704549AG9 | CORPORATE OBLIG | 6,821,000 | $4,755,000 | thousands by filing date | principal |
| TROX 6 3/8 08/15/20 144A | 897050AA8 | CORP | 4,930,000 | $4,665,000 | thousands by filing date | principal |
| TOWER GROUP INTL LTD | 891777AC8 | NOTE | 4,348,000 | $4,635,000 | thousands by filing date | principal |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 50,000 | $4,544,000 | thousands by filing date | |
| DAVE & BUSTER'S INC | 23833NAG9 | CORP | 4,098,000 | $4,539,000 | thousands by filing date | principal |
| AFFILIATED MANAGERS 3.950/15/38 | 008252AL2 | NOTE | 3,423,000 | $4,476,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 4,200,000 | $4,373,000 | thousands by filing date | principal |
| 3487844Z JY | EF3251446 | CONV | 4,000,000 | $4,304,000 | thousands by filing date | principal |
| NOKIA OYJ | EJ4168971 | CONV | 2,400,000 | $4,207,000 | thousands by filing date | principal |
| ACCURAY INC | 004397AC9 | BOND | 3,334,000 | $4,191,000 | thousands by filing date | principal |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 3,459,000 | $4,151,000 | thousands by filing date | principal |
| SYNOVUS FINANCIAL CORP | 87161C105 | COM | 1,419,086 | $4,144,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 4,125,000 | $4,070,000 | thousands by filing date | principal |
| CENVEO CORP | 15671BAE1 | CORP | 4,117,000 | $4,021,000 | thousands by filing date | principal |
| 3487172Z LX | EF7882543 | CONV | 5,000,000 | $4,015,000 | thousands by filing date | principal |
| CLR 4 1/2 04/15/23 144A | 212015AK7 | CORP | 3,896,000 | $3,789,000 | thousands by filing date | principal |
| ITV LN | EI0099172 | CONV | 1,150,000 | $3,744,000 | thousands by filing date | principal |
| 3673 TT | EI6040139 | CONV | 3,700,000 | $3,651,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AC9 | CORPORATE OBLIG | 3,671,000 | $3,631,000 | thousands by filing date | principal |
| HST 6 10/01/21 | 44107TAQ9 | CORP | 3,340,000 | $3,620,000 | thousands by filing date | principal |
| OMNICOM GROUP INC | 681919AV8 | NOTE 7/3 | 3,000,000 | $3,453,000 | thousands by filing date | principal |
| GENERAL CABLE CORP DEL NEW | 369300AD0 | NOTE 0.875%11/1 | 3,400,000 | $3,395,000 | thousands by filing date | principal |
| SPB 9 1/2 06/15/18 | 84762LAG0 | CORP | 3,042,000 | $3,331,000 | thousands by filing date | principal |
| ADVANCED MICRO DEVICES | 007903AX5 | COM | 3,434,000 | $3,322,000 | thousands by filing date | principal |
| BROOKDALE SR LIVING INC | 112463104 | COM | 122,635 | $3,242,000 | thousands by filing date | |
| VERTELLUS SPECIALTIES | 92532JAA0 | CORP | 3,552,000 | $3,215,000 | thousands by filing date | principal |
| CBIZ INC | 124805AC6 | CONV | 2,865,000 | $3,165,000 | thousands by filing date | principal |
| Siemens Financieringsmat | EJ0220339 | CONV | 3,000,000 | $3,118,000 | thousands by filing date | principal |
| HEALTH NET INC | 422248AA2 | CORP | 3,000,000 | $3,116,000 | thousands by filing date | principal |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 2,765,000 | $3,031,000 | thousands by filing date | principal |
| CHINA POWER INTL DEVELOP | EI6434571 | CONV | 12,900,000 | $3,006,000 | thousands by filing date | principal |
| UNIBAIL-RODAMCO SE | EJ3604083 | CONV | 9,375 | $2,941,000 | thousands by filing date | |
| TRINSEO OP / TRINSEO FIN | 89668QAA6 | CORP | 3,042,000 | $2,936,000 | thousands by filing date | principal |
| Pennon Group PLC | EH9250091 | CONV | 1,600,000 | $2,845,000 | thousands by filing date | principal |
| CCMO 9 12/15/19 144A | 184502BJ0 | CORP | 2,896,000 | $2,809,000 | thousands by filing date | principal |
| Reynolds Group | 761735AF6 | Note | 2,834,000 | $2,806,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICALS INC SR NT CONV DTD 6/3/2010 2.75% 5/15/2015 | 795435AC0 | CONVERTIBLE | 1,829,000 | $2,788,000 | thousands by filing date | principal |
| COMMONWEALTH PROP FUND | EI0605721 | CONV | 2,660,000 | $2,757,000 | thousands by filing date | principal |
| RFP 5 7/8 05/15/23 144A | 76117WAA7 | CORP | 3,000,000 | $2,678,000 | thousands by filing date | principal |
| MANNKIND CORP WT 020816 | 56400P508 | WT | 947,705 | $2,654,000 | thousands by filing date | |
| SONY CORPORATION | EJ4440941 | CONV | 120,000,000 | $2,643,000 | thousands by filing date | principal |
| AMTRUST FINANCIAL SERVICES I | 032359AC5 | NOTE 5.500%12/1 | 1,850,000 | $2,612,000 | thousands by filing date | principal |
| CCO HLDGS LLC/CAP CORP | 1248EPAU7 | CORP | 2,500,000 | $2,606,000 | thousands by filing date | principal |
| ALLY FINANCIAL INC | 02005NAJ9 | CORP | 2,250,000 | $2,593,000 | thousands by filing date | principal |
| UNIVISION COMMUNICATIONS | 914906AM4 | CORP | 2,450,000 | $2,573,000 | thousands by filing date | principal |
| KDDI CORPORATION | EI8910164 | CONV | 140,000,000 | $2,540,000 | thousands by filing date | principal |
| BUMBLE BEE HOLDINGS INC | 120462AA4 | CORP | 2,359,000 | $2,517,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORP | 74348TAH5 | CONV | 2,450,000 | $2,492,000 | thousands by filing date | principal |
| Land O Lakes Cap Trst I | 514665AA6 | CORP | 2,500,000 | $2,450,000 | thousands by filing date | principal |
| DANA HOLDING CO | 235825AB2 | Convertible | 2,250,000 | $2,391,000 | thousands by filing date | principal |
| SAMSON INVESTMENT CO | 796038AA5 | CORP | 2,250,000 | $2,371,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 1,769,000 | $2,369,000 | thousands by filing date | principal |
| FQM AKUBRA INC | 457983AC8 | CORP | 2,250,000 | $2,301,000 | thousands by filing date | principal |
| FAURECIA | EJ3589599 | CONV | 77,953 | $2,286,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 34,800 | $2,279,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC F | 595112AT0 | CONV BND | 1,560,000 | $2,274,000 | thousands by filing date | principal |
| GOODYEAR TIRE & RUBBER | 382550BB6 | CORP | 2,070,000 | $2,267,000 | thousands by filing date | principal |
| CATALYST PAPER CORP | 14889BAB8 | CORP | 3,057,000 | $2,186,000 | thousands by filing date | principal |
| FORD MTR CO DEL | 345370BY5 | Corporate Bond - Domestic | 2,000,000 | $2,181,000 | thousands by filing date | principal |
| HERO 10 1/4 04/01/19 144A | 427093AE9 | CORP | 2,000,000 | $2,180,000 | thousands by filing date | principal |
| AMERICAN GILSONITE CO | 02636PAA0 | CORP | 2,000,000 | $2,105,000 | thousands by filing date | principal |
| CORNERSTONE CHEMICAL CO | 21925AAB1 | CORP | 2,000,000 | $2,100,000 | thousands by filing date | principal |
| UNITED RENTALS NORTH AM | 911365AY0 | CORP | 2,000,000 | $2,100,000 | thousands by filing date | principal |
| DRILL RIGS HLDS INC | 262049AA7 | CORP | 2,100,000 | $2,095,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 37,000 | $2,062,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 119,100 | $2,034,000 | thousands by filing date | |
| INTERNATIONAL WIRE GROUP | 460933AK0 | CORP | 2,000,000 | $2,030,000 | thousands by filing date | principal |
| ANDEAVOR NOTE M/W CLBL | 881609AZ4 | NOTE M/W CLBL | 2,000,000 | $2,025,000 | thousands by filing date | principal |
| ROCKWOOD SPECIALTIES GRO | 774477AJ2 | CORP | 2,000,000 | $2,010,000 | thousands by filing date | principal |
| AEROPOSTALE INC COM | 7865108 | COM | 145,500 | $2,008,000 | thousands by filing date | The CUSIP as filed is malformed. |
| Sprint Industrial Llc | 85208BAE6 | TERM | 2,000,000 | $2,005,000 | thousands by filing date | principal |
| SORENSON COMMUNICATIONS | BL0958738 | TERM | 2,000,000 | $2,005,000 | thousands by filing date | principal |
| CINCINNATI BELL INC | 171871AM8 | CORP | 2,000,000 | $2,003,000 | thousands by filing date | principal |
| HALCON RESOURCES CORP | 40537QAB6 | CORP | 2,000,000 | $1,995,000 | thousands by filing date | principal |
| FIRST DATA CORPORATION | 319963AY0 | CORP | 1,948,000 | $1,987,000 | thousands by filing date | principal |
| LEVEL 3 COMMUNICATIONS | 52729NBT6 | CORP | 1,750,000 | $1,982,000 | thousands by filing date | principal |
| VALEANT PHARMACEUTICALS | 91829KAA1 | CORP | 2,000,000 | $1,978,000 | thousands by filing date | principal |
| EAGLE ROCK ENER PART/FIN | 26985UAB3 | CORP | 1,925,000 | $1,959,000 | thousands by filing date | principal |
| SAPPI PAPIER HOLDNG GMBH | 803071AA7 | CORP | 2,000,000 | $1,940,000 | thousands by filing date | principal |
| ANSCN 7 1/2 12/15/17 144A | 008914AE3 | CORP | 1,813,000 | $1,922,000 | thousands by filing date | principal |
| AB INDUSTRIVARDEN | EI5354531 | CONV | 1,350,000 | $1,909,000 | thousands by filing date | principal |
| 8316 JP | 1577437 | COM | 41,500 | $1,901,000 | thousands by filing date | The CUSIP as filed is malformed. |
| 8411 JP | 16331384 | COM | 914,600 | $1,897,000 | thousands by filing date | The CUSIP as filed is malformed. |
| SEAGATE HDD CAYMAN | 81180WAG6 | CORP | 2,000,000 | $1,865,000 | thousands by filing date | principal |
| SIX FLAGS ENTERTAINMENT | 83001AAA0 | CORP | 1,929,000 | $1,861,000 | thousands by filing date | principal |
| 8306 JP | 12638655 | COM | 299,800 | $1,847,000 | thousands by filing date | The CUSIP as filed is malformed. |
| St Barbara Ltd | 852278AA8 | CORP | 2,000,000 | $1,840,000 | thousands by filing date | principal |
| NEFF 9 5/8 05/15/16 144A | 640096AD5 | CORP | 1,750,000 | $1,838,000 | thousands by filing date | principal |
| BILL BARRETT CORP | 06846NAC8 | CORP | 1,750,000 | $1,811,000 | thousands by filing date | principal |
| AMERICAN INTERNATIONAL GROUP INC | 26874784 | COM | 40,000 | $1,788,000 | thousands by filing date | The CUSIP as filed is malformed. |
| ONYX PHARMACEUTICALS INC | 683399109 | COM | 20,000 | $1,736,000 | thousands by filing date | |
| Boise Cascade Company | 09739DAA8 | CORP | 1,700,000 | $1,721,000 | thousands by filing date | principal |
| NIHD 7 5/8 04/01/21 | 67021BAE9 | CORP | 2,200,000 | $1,711,000 | thousands by filing date | principal |
| LEAP 7 3/4 10/15/20 | 226566AM9 | CORP | 1,757,000 | $1,687,000 | thousands by filing date | principal |
| WINDSTREAM HOLDIN 7.5XXX | 97381WAX2 | CORPORATE BONDS | 1,650,000 | $1,683,000 | thousands by filing date | principal |
| Chesapeake Energy Corp | 165167CC9 | CORP | 1,500,000 | $1,673,000 | thousands by filing date | principal |
| Cenveo | 15671BAG6 | CONV BOND | 1,950,000 | $1,672,000 | thousands by filing date | principal |
| Reynolds Group 9 7/8% Due 8/15/2019 FA15 | 761735AH2 | Note | 1,550,000 | $1,659,000 | thousands by filing date | principal |
| COMHSS 10 3/4 09/29/19 144A | EI8693992 | CORP | 1,180,000 | $1,629,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AG0 | NOTE 2.625%12/1 | 1,542,000 | $1,607,000 | thousands by filing date | principal |
| FIESTA RESTAURANT GROUP | 31660BAB7 | CORP | 1,500,000 | $1,598,000 | thousands by filing date | principal |
| XM SATELLITE RADIO INC CVT 7 1 | 98375YAU0 | CONVERT | 828,000 | $1,578,000 | thousands by filing date | principal |
| NAVIOS MARITIME HLDS/FIN | 639365AD7 | CORP | 1,500,000 | $1,553,000 | thousands by filing date | principal |
| Sesi Llc | 78412FAL8 | CORP | 1,500,000 | $1,549,000 | thousands by filing date | principal |
| TESORO CORP | 881609AW1 | CORP | 1,377,000 | $1,522,000 | thousands by filing date | principal |
| MARFRIG HOLDING EUROPE B | 56656UAD4 | CORP | 1,500,000 | $1,508,000 | thousands by filing date | principal |
| JCP TL 1L USD | 46611NAD5 | TERM | 1,500,000 | $1,505,000 | thousands by filing date | principal |
| RAD 6 3/4 06/15/21 144A | 767754CF9 | CORP | 1,500,000 | $1,474,000 | thousands by filing date | principal |
| SANDRIDGE ENERGY INC | 80007PAT6 | CORP | 1,545,000 | $1,468,000 | thousands by filing date | principal |
| ABWI TL EXIT 1L USD | 00168QAC4 | TERM | 1,500,000 | $1,455,000 | thousands by filing date | principal |
| CAESARS ENTERTAINMENT OP | 12768RAD9 | CORP | 1,500,000 | $1,414,000 | thousands by filing date | principal |
| STLD 6 3/8 08/15/22 144A | 858119AU4 | CORP | 1,335,000 | $1,408,000 | thousands by filing date | principal |
| ALCOA INC | 013817AT8 | NOTE 5.250% 3/1 | 1,102,000 | $1,400,000 | thousands by filing date | principal |
| Nextera Energy Inc | 65339F705 | CONVERTIBLE PREFERRED STOCK | 24,583 | $1,386,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAA8 | NOTE | 1,050,000 | $1,357,000 | thousands by filing date | principal |
| DFC GLOBAL CORP | 256664AC7 | NOTE | 1,314,000 | $1,355,000 | thousands by filing date | principal |
| KENNEDY-WILSON INC | 489399AC9 | CORP | 1,250,000 | $1,344,000 | thousands by filing date | principal |
| TIFFANY & CO NEW | 886547108 | COM | 18,419 | $1,342,000 | thousands by filing date | |
| BREITBURN ENER/BREIT FIN | 106777AD7 | CORP | 1,300,000 | $1,326,000 | thousands by filing date | principal |
| SUNCOKE ENERGY INC | 86722AAC7 | CORP | 1,251,000 | $1,298,000 | thousands by filing date | principal |
| 6594 JP | 5848563 | COM | 18,500 | $1,289,000 | thousands by filing date | The CUSIP as filed is malformed. |
| Jo-Ann Stores Inc | 639888AA4 | CORP | 1,250,000 | $1,275,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 1,211,000 | $1,270,000 | thousands by filing date | principal |
| MOLSON COORS BREWING CO | 60871RAA8 | NOTE 2.500% 7/3 | 1,197,000 | $1,205,000 | thousands by filing date | principal |
| F 12 05/15/15 | 345397VH3 | CORP | 1,000,000 | $1,179,000 | thousands by filing date | principal |
| EDGEN MURRAY CORP | 280148AD9 | CORP | 1,180,000 | $1,174,000 | thousands by filing date | principal |
| WPP LN | EH8107631 | CONV | 400,000 | $1,156,000 | thousands by filing date | principal |
| Forbes Energy Svcs Ltd | 345143AC5 | High Yield | 1,150,000 | $1,133,000 | thousands by filing date | principal |
| KAISER ALUMINUM CORPORAT | 483007AE0 | CORP | 1,000,000 | $1,108,000 | thousands by filing date | principal |
| BCFACT 10 02/15/19 | 121579AG1 | CORP | 1,000,000 | $1,105,000 | thousands by filing date | principal |
| VIKCRU 8 1/2 10/15/22 144A | 92676XAA5 | CORP | 1,000,000 | $1,095,000 | thousands by filing date | principal |
| FCA US LLC/CG CO-ISSUER | 17121EAB3 | CORP | 1,000,000 | $1,091,000 | thousands by filing date | principal |
| HEALTHSOUTH CORP | 421924BG5 | CORP | 1,000,000 | $1,083,000 | thousands by filing date | principal |
| Sprint Communications | 852061AQ3 | CORP | 1,000,000 | $1,080,000 | thousands by filing date | principal |
| Case New Holland Industr | 147446AR9 | CORP | 950,000 | $1,076,000 | thousands by filing date | principal |
| PHIBRO ANIMAL HEALTH COR | 71742QAQ9 | CORP | 1,000,000 | $1,075,000 | thousands by filing date | principal |
| NM 9 1/4 04/15/19 144a | 63938NAC8 | CORP | 1,000,000 | $1,073,000 | thousands by filing date | principal |
| OGXPBZ 8 3/8 04/01/22 144A | 67089WAA0 | CORP | 3,700,000 | $1,073,000 | thousands by filing date | principal |
| KRATOS DEFENSE & SEC | 50077BAC2 | CORP | 1,000,000 | $1,070,000 | thousands by filing date | principal |
| PLAINS EXPLORATION & PRO | 726505AL4 | CORP | 1,000,000 | $1,060,000 | thousands by filing date | principal |
| INGENICO | EI5993247 | CONV | 14,178 | $1,058,000 | thousands by filing date | |
| Cleaver-Brooks Inc | 185401AD8 | CORP | 1,000,000 | $1,050,000 | thousands by filing date | principal |
| CCO 6 1/2 11/15/22 144a | 18451QAK4 | CORP | 1,000,000 | $1,030,000 | thousands by filing date | principal |
| Telesat Canada/Telesat L | 87952VAJ5 | CORP | 1,000,000 | $1,020,000 | thousands by filing date | principal |
| Caraustar Industries Inc | 14076CAB9 | TERM | 1,000,000 | $1,015,000 | thousands by filing date | principal |
| ITWCN TL 2L USD | 4801BAF22 | TERM | 1,000,000 | $1,015,000 | thousands by filing date | principal |
| DISPENSING DYNAMICS INTL | 25471QAA7 | CORP | 1,000,000 | $1,010,000 | thousands by filing date | principal |
| INTELSAT LUXEMBOURG SA | 458204AK0 | CORP | 1,000,000 | $1,010,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 23,645 | $1,005,000 | thousands by filing date | |
| BERLIN PACKAGING LLC | 08511LAL2 | TERM | 1,000,000 | $1,005,000 | thousands by filing date | principal |
| SPRFAR TL 1L USD | 85208DAE2 | TERM | 1,000,000 | $998,000 | thousands by filing date | principal |
| ALZA CORP 7/2 | 02261WAB5 | SDCV | 843,000 | $995,000 | thousands by filing date | principal |
| ABC SUPPLY CO INC | 02474RAB9 | TERM | 1,000,000 | $994,000 | thousands by filing date | principal |
| ASH 4 3/4 08/15/22 144a | 044209AE4 | CORP | 1,000,000 | $990,000 | thousands by filing date | principal |
| MILL US ACQUISITION LLC | 60001PAB3 | TERM | 1,000,000 | $988,000 | thousands by filing date | principal |
| FIRST DATA CORPORATION | 32007UBB4 | TERM | 1,000,000 | $978,000 | thousands by filing date | principal |
| OMEGA HLTHCARE INVESTORS | 681936AZ3 | CORP | 930,000 | $960,000 | thousands by filing date | principal |
| Sandridge Energy Inc | 80007PAN9 | Note | 1,005,000 | $960,000 | thousands by filing date | principal |
| TALOS PRODUCTION LLC/FIN | 87484JAA8 | CORP | 1,000,000 | $950,000 | thousands by filing date | principal |
| NAVIOS MARITIME HLDS/FIN | 639365AF2 | CORP | 1,000,000 | $948,000 | thousands by filing date | principal |
| Chesapeake Energy Corp. | 165167768 | PFD CV | 880 | $909,000 | thousands by filing date | |
| Toys R Us Inc | 892335AL4 | High Yield | 1,000,000 | $903,000 | thousands by filing date | principal |
| Reynolds Grp Iss/Reynold | 761735AP4 | CORP | 850,000 | $856,000 | thousands by filing date | principal |
| ALUFP TL 1L USD | 01377BAD0 | TERM | 844,990 | $855,000 | thousands by filing date | principal |
| BARMINCO FINANCE PTY LTD | 067687AA1 | CORP | 967,000 | $851,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860W102 | COM | 47,846 | $848,000 | thousands by filing date | |
| TEMBEC INDUSTRIES INC | 87971KAG2 | CORP | 710,000 | $767,000 | thousands by filing date | principal |
| TRIBUNE COMPANY | 896047503 | COMMON | 13,223 | $752,000 | thousands by filing date | |
| NETFLIX INC | 64110LAD8 | CORP | 750,000 | $746,000 | thousands by filing date | principal |
| T-Mobile US,Inc. | 872590104 | COM | 30,000 | $744,000 | thousands by filing date | |
| KUKA AG | EJ5471192 | CONV | 500,000 | $720,000 | thousands by filing date | principal |
| SRNCOM 10 1/2 02/01/15 144A | 835834AA0 | CORP | 900,000 | $711,000 | thousands by filing date | principal |
| TOLL BROTHERS INC COM | 889478103 | Stock | 20,400 | $666,000 | thousands by filing date | |
| YTL CORP FINANCE LABUAN | EI1864871 | CONV | 600,000 | $658,000 | thousands by filing date | principal |
| TLLP 5 7/8 10/01/20 144A | 88160QAB9 | CORP | 650,000 | $640,000 | thousands by filing date | principal |
| ICECR 9 1/4 05/10/18 144A | EJ6625622 | CORP | 500,000 | $634,000 | thousands by filing date | principal |
| Sotheby'S | 835898AF4 | CORP | 650,000 | $631,000 | thousands by filing date | principal |
| ULTRAPETROL(BAHAMAS) LTD | 90400XAE4 | CORP | 625,000 | $625,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 33,900 | $624,000 | thousands by filing date | |
| PARKER DRILLING CO COMPAN | 701081AT8 | BOND | 575,000 | $608,000 | thousands by filing date | principal |
| EIRCMF 9 1/4 05/15/20 144A | EJ6732667 | CORP | 500,000 | $607,000 | thousands by filing date | principal |
| EIRCMF 9 1/4 05/15/20 REGS | EJ6591238 | CORP | 500,000 | $607,000 | thousands by filing date | principal |
| SUBSEA 7 SA | EF6907051 | CONV | 600,000 | $602,000 | thousands by filing date | principal |
| SABRA HEALTH CARE REIT INC COM | 78573L106 | REIT | 22,867 | $597,000 | thousands by filing date | |
| EO FP | 1192183 | COM | 25,000 | $553,000 | thousands by filing date | The CUSIP as filed is malformed. |
| FMG RESOURCES AUG 2006 | 30251GAH0 | CORP | 525,000 | $541,000 | thousands by filing date | principal |
| MIDSTATES PETRO INC/LLC | 59804VAC9 | CORP | 575,000 | $541,000 | thousands by filing date | principal |
| RRC 8 05/15/19 | 75281AAK5 | CORP | 500,000 | $533,000 | thousands by filing date | principal |
| CROSSTEX ENERGY LP/CROSS | 22764LAB9 | CORP | 500,000 | $530,000 | thousands by filing date | principal |
| 4901 JP | 1225634 | COM | 23,900 | $526,000 | thousands by filing date | The CUSIP as filed is malformed. |
| CCMO 11 1/4 03/01/21 144A | 184502BM3 | CORP | 500,000 | $521,000 | thousands by filing date | principal |
| Windstream Corp | 97381WAT1 | bond | 500,000 | $518,000 | thousands by filing date | principal |
| W & T OFFSHORE INC | 92922PAC0 | CORP | 500,000 | $516,000 | thousands by filing date | principal |
| HORSHO TL B 1L USD | 14983GAC0 | TERM | 500,000 | $509,000 | thousands by filing date | principal |
| VISHAY INTERTECHN INC CVT 144A | 928298AJ7 | CONVERT | 557,000 | $507,000 | thousands by filing date | principal |
| CARLSON WAGONLIT BV | 142812AB2 | CORP | 500,000 | $505,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORP | 74348TAD4 | NOTE | 470,000 | $504,000 | thousands by filing date | principal |
| Ship Finance International Ltd | 019429954 | CMN | 33,830 | $502,000 | thousands by filing date | |
| PITTSBURGH GLASS WORKS L | 725143AA9 | CORP | 500,000 | $495,000 | thousands by filing date | principal |
| NEENAH PAPER INC | 640079AD1 | CORP | 500,000 | $488,000 | thousands by filing date | principal |
| GEL 5 3/4 02/15/21 144A | 37185LAD4 | CORP | 500,000 | $488,000 | thousands by filing date | principal |
| FIDELITY & GUARANTY LIFE | 315786AA1 | CORP | 500,000 | $485,000 | thousands by filing date | principal |
| NAVIOS SA LOGIST/FIN US | 63938NAB0 | CORP | 450,000 | $483,000 | thousands by filing date | principal |
| MPEL 5 02/15/21 144A | 55277BAC9 | CORP | 500,000 | $469,000 | thousands by filing date | principal |
| 4666 JP | 7429126 | COM | 25,800 | $467,000 | thousands by filing date | The CUSIP as filed is malformed. |
| Equinix, Inc. | 29444U502 | EQIX | 2,500 | $462,000 | thousands by filing date | |
| Commercial Metals Co | 201723AK9 | CORP | 500,000 | $460,000 | thousands by filing date | principal |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 2,000 | $450,000 | thousands by filing date | |
| SWIFT SERVICES HLDGS INC | 870755AB1 | CORP | 400,000 | $442,000 | thousands by filing date | principal |
| Clayton Williams Energy | 969490AE1 | CORP | 400,000 | $398,000 | thousands by filing date | principal |
| CARS TL B 1L USD | 13973UAJ8 | TERM | 396,030 | $398,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC | 464330109 | COM | 14,500 | $390,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 3,300 | $386,000 | thousands by filing date | |
| PFCB 10 1/4 06/30/20 144A | 977584AA9 | CORP | 340,000 | $374,000 | thousands by filing date | principal |
| HARVARD BIOSCIENCE INC | 416906105 | COM | 76,532 | $360,000 | thousands by filing date | |
| Ep Ener/Everest Acq Fin | 29977HAB6 | CORP | 300,000 | $339,000 | thousands by filing date | principal |
| CLMT 9 5/8 08/01/20 144A | 131477AH4 | CORP | 300,000 | $326,000 | thousands by filing date | principal |
| TRIBUNE CO/NEW-CW13 | 896047115 | TRBNW | 5,642 | $322,000 | thousands by filing date | |
| Hughes Satelite Systems | 444454AB8 | CORP | 300,000 | $318,000 | thousands by filing date | principal |
| RANGE RES CORP GTD | 75281AAN9 | Fixed Income | 320,000 | $313,000 | thousands by filing date | principal |
| GULFMARK OFFSHORE INC | 402629AG4 | CORP | 310,000 | $308,000 | thousands by filing date | principal |
| MTR GAMING GROUP INC | 553769100 | COM | 91,054 | $305,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-13-038099 | this filing | 2013-10-08 | acceptance time not in the bulk data set |