0001140361-14-032806.txt : 20140814
0001140361-14-032806.hdr.sgml : 20140814
20140814161640
ACCESSION NUMBER: 0001140361-14-032806
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140814
DATE AS OF CHANGE: 20140814
EFFECTIVENESS DATE: 20140814
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ADVENT CAPITAL MANAGEMENT /DE/
CENTRAL INDEX KEY: 0001097278
IRS NUMBER: 134168910
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05049
FILM NUMBER: 141043023
BUSINESS ADDRESS:
STREET 1: 30 BROAD STREET 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10004
BUSINESS PHONE: 2124821600
MAIL ADDRESS:
STREET 1: 30 BROAD STREET 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10004
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001097278
XXXXXXXX
06-30-2014
06-30-2014
ADVENT CAPITAL MANAGEMENT /DE/
30 BROAD STREET 30TH FLOOR
NEW YORK
NY
10004
13F HOLDINGS REPORT
028-05049
N
Paul L Latronica
Vice President
212-482-1606
/s/ Paul L Latronica
New York
NY
08-14-2014
0
603
8497772
false
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59242000
JARDEN CORP
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471109AL2
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28473000
JEFFERIES GROUP LLC
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472319AG7
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51454000
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51454000
J2 GLOBAL COMMUNICATIONS
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KB HOME
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LAB CORP OF AMER HLDGS
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LAM RESEARCH CORP
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LENNAR CORP
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6530000
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LIBERTY INTERACTIVE LLC
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50822
49015000
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49015000
LIBERTY INTERACTIVE LLC
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530610AC8
31535
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LIBERTY INTERACTIVE LLC
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LIBERTY MEDIA CORP
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51855000
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51855000
LIVE NATION ENTERTAINMEN
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538034AH2
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39947000
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39947000
M/I HOMES INC
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55292PAB1
344
314000
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314000
MGM RESORTS INTL
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55303QAE0
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39191000
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MEDICINES COMPANY
CONV
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MEDIDATA SOLUTIONS INC
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0
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MEDIVATION INC
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MERCADOLIBRE INC
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MERITAGE HOMES CORP
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MERITOR INC
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MICROCHIP TECHNOLOGY INC
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MICRON TECHNOLOGY INC
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MOLINA HEALTHCARE INC
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MYLAN INC
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NRG YIELD INC
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NEWMONT MINING CORP
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NUANCE COMMUNICATIONS
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NVIDIA CORP
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OLD REPUBLIC INTL CORP
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OMNICARE INC
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OMNICARE INC
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OMNICOM GROUP INC
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ON SEMICONDUCTOR CORP
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OREXIGEN THERAPEUTICS IN
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OWENS-BROCKWAY
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PDL BIOPHARMA INC
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PORTFOLIO RECOVERY ASSOC
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PROLOGIS LP
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PROOFPOINT INC
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RTI INTERNATIONAL METALS
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RADIAN GROUP INC
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RAYONIER TRS HOLDINGS IN
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REDWOOD TRUST INC
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RESOURCE CAPITAL CORP
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RESTORATION HARDWARE HOL
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ROYAL GOLD INC
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RYLAND GROUP
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RYLAND GROUP
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SALESFORCE.COM INC
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SALIX PHARMACEUTICALS LT
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SANDISK CORP
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SANDISK CORP
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SEACOR HOLDINGS INC
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SERVICENOW INC
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SHUTTERFLY INC
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SINA CORP
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SPANSION LLC
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STILLWATER MINING COMPAN
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TELEFLEX INC
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TESLA MOTORS INC
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TESLA MOTORS INC
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TEVA PHARM FIN CO LLC
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THERAVANCE INC
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TIBCO SOFTWARE INC
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TITAN MACHINERY INC
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TOLL BROS FINANCE CORP
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TRINA SOLAR LTD
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UTI WORLDWIDE INC
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UNITED STATES STEEL CORP
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VECTOR GROUP LTD
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VIPSHOP HOLDING LTD
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VOLCANO CORP
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WALTER INVESTMENT MGMT
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WEBMD HEALTH CORP
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WEBMD HEALTH CORP
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WELLPOINT INC
CONV
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WORKDAY INC
CONV
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WRIGHT MEDICAL GROUP INC
CONV
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XILINX INC
CONV
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YAHOO INC
CONV
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YANDEX NV
CONV
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INMARSAT PLC
CONV
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J SAINSBURY PLC
CONV
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AIR FRANCE-KLM
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SUBSEA 7 INC
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TUI TRAVEL PLC
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BALOISE HOLDING AG
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CONWERT IMMO INVEST AG
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RUBY ASSETS PTE LTD
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GLENCORE FINANCE EUROPE
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ETABLIS MAUREL ET PROM
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NIDEC CORP
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MISARTE
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BILLION EXPRESS INVESTME
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SEADRILL LTD
CONV
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TECHNIP
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LUKOIL INTL FINANCE BV
CONV
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AB INDUSTRIVARDEN
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YAMATO HOLDINGS
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IMMOFINANZ AG
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INGENICO
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TUI AG
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STEINHOFF FINANCE HLDG
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CFS RETAIL PROPERTY
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GIANT GREAT LTD
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TEMASEK FINANCIAL III PR
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TECHNIP
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YASKAWA ELECTRIC CORP
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GOLAR LNG LTD
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ADIDAS AG
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OSG CORPORATION
CONV
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LUFTHANSA MALTA BLUES LP
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ZHEN DING TECH HLD LTD
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CHINA POWER INTL DEVELOP
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CONWERT IMMO INVEST SE
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SIEM INDUSTRIES INC
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BRITISH LAND CO(JERSEY)
CONV
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FAURECIA
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UNIBAIL-RODAMCO SE
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HKEX INTERNATIONAL LTD
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NOKIA OYJ
CONV
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PREMIER OIL FINANCE (JER
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VOLKSWAGEN INTL FIN NV
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VOLKSWAGEN INTL FIN NV
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SONY CORPORATION
CONV
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ENI SPA
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DEUTSCHE POST AG
CONV
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BENI STABILI SPA
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ABENGOA SA
CONV
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PRN
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ENI SPA
CONV
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TONG JIE LTD
CONV
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PRN
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ABC MART
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PRN
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SHIP FINANCE INTL LTD
CONV
EJ5320514
7860
6850000
PRN
SOLE
0
0
6850000
ENN ENERGY HOLDINGS LTD
CONV
EJ5367564
40213
32000000
PRN
SOLE
0
0
32000000
KUKA AG
CONV
EJ5471192
9883
5300000
PRN
SOLE
0
0
5300000
EBARA CORP
CONV
EJ5625649
7288
530000000
PRN
SOLE
0
0
530000000
OHL INVESTMENTS SA
CONV
EJ6118495
29154
19600000
PRN
SOLE
0
0
19600000
SHIZUOKA BANK LTD
CONV
EJ6282960
3203
3100000
PRN
SOLE
0
0
3100000
PARK24 CO LTD
CONV
EJ6317998
13517
1340000000
PRN
SOLE
0
0
1340000000
INTL CONSOLIDATED AIRLIN
CONV
EJ6774487
5250
3000000
PRN
SOLE
0
0
3000000
NATIONAL BK OF ABU DHABI
CONV
EJ6920650
18418
16600000
PRN
SOLE
0
0
16600000
ALCATEL-LUCENT
CONV
EJ7354495
47386
11208978000
PRN
SOLE
0
0
11208978000
NIKKISO
CONV
EJ7590254
11581
1120000000
PRN
SOLE
0
0
1120000000
DERWENT LONDON CAPITAL N
CONV
EJ7611316
8635
4900000
PRN
SOLE
0
0
4900000
KAWASAKI KISEN KAISHA
CONV
EJ8275772
20256
2050000000
PRN
SOLE
0
0
2050000000
RALLYE SA
CONV
EJ8545448
12544
78215000
PRN
SOLE
0
0
78215000
SAGERPAR
CONV
EJ8597530
9468
6300000
PRN
SOLE
0
0
6300000
MISUMI GROUP INC.
CONV
EJ8673521
5810
5700000
PRN
SOLE
0
0
5700000
UNITE JERSEY ISSUER LTD
CONV
EJ8675146
4015
2300000
PRN
SOLE
0
0
2300000
SBI HOLDINGS INC
CONV
EJ8897633
4997
470000000
PRN
SOLE
0
0
470000000
CAP GEMINI SOGETI
CONV
EJ8936621
5993
58759000
PRN
SOLE
0
0
58759000
SEMICONDUCTOR MANUFACTUR
CONV
EJ9030366
15801
14800000
PRN
SOLE
0
0
14800000
MNV ZRT
CONV
EJ9244249
14519
9900000
PRN
SOLE
0
0
9900000
LOGO STAR LTD
CONV
EJ9258785
9058
60000000
PRN
SOLE
0
0
60000000
TELECOM ITALIA FIN SA
CONV
EJ9297072
6817
4000000
PRN
SOLE
0
0
4000000
AZIMUT HOLDING SPA
CONV
EJ9325972
18748
11900000
PRN
SOLE
0
0
11900000
CAIXABANK
CONV
EJ9331491
14382
9800000
PRN
SOLE
0
0
9800000
SWISS LIFE HOLDING AG
CONV
EJ9359385
26864
21085000
PRN
SOLE
0
0
21085000
CAJA AHORROS BARCELONA
CONV
EJ9379201
27918
18000000
PRN
SOLE
0
0
18000000
TAKASHIMAYA CO LTD
CONV
EJ9574876
4484
430000000
PRN
SOLE
0
0
430000000
ESPIRITO SANTO FIN GRP
CONV
EJ9575535
19112
16300000
PRN
SOLE
0
0
16300000
TOPPAN PRINTING CO LTD
CONV
EJ9719711
8972
890000000
PRN
SOLE
0
0
890000000
ECONOCOM GROUP
CONV
EK0162207
8457
542245000
PRN
SOLE
0
0
542245000
JUST ENERGY GROUP INC
CONV
EK0410259
3060
3200000
PRN
SOLE
0
0
3200000
STEINHOFF FINANCE HLDG
CONV
EK0431446
14785
8800000
PRN
SOLE
0
0
8800000
CEZ MH BV
CONV
EK0498494
8685
6300000
PRN
SOLE
0
0
6300000
ASICS CORP
CONV
EK0748294
17812
1550000000
PRN
SOLE
0
0
1550000000
SUEZ ENVIRONNEMENT
CONV
EK0920141
5448
198550000
PRN
SOLE
0
0
198550000
SOLIDIUM OY
CONV
EK0950031
13420
9500000
PRN
SOLE
0
0
9500000
SAS AB
CONV
EK0951591
13275
107000000
PRN
SOLE
0
0
107000000
ADVANTEST CORPORATION
CONV
EK0971300
5126
490000000
PRN
SOLE
0
0
490000000
ST MODWEN PROP SECURITIE
CONV
EK0996158
27700
16200000
PRN
SOLE
0
0
16200000
ASM PACIFIC TECHNOLOGY
CONV
EK1080101
13034
92000000
PRN
SOLE
0
0
92000000
ALPS ELECTRIC CO LTD
CONV
EK1105106
7336
700000000
PRN
SOLE
0
0
700000000
FRESENIUS SE & CO KGAA
CONV
EK1348177
3522
2500000
PRN
SOLE
0
0
2500000
KINGSOFT CORP LTD
CONV
EK1651901
15940
130000000
PRN
SOLE
0
0
130000000
AYC FINANCE LTD
CONV
EK1767343
13677
12600000
PRN
SOLE
0
0
12600000
AB INDUSTRIVARDEN
CONV
EK2651371
10649
71000000
PRN
SOLE
0
0
71000000
GAGFAH SA
CONV
EK2741925
10064
6900000
PRN
SOLE
0
0
6900000
SOGEFI SPA
CONV
EK2762533
5412
3800000
PRN
SOLE
0
0
3800000
SAFILO GROUP SPA
CONV
EK2781392
6357
4500000
PRN
SOLE
0
0
4500000
SHENZHOU INTERNATIONAL G
CONV
EK2910561
20339
156000000
PRN
SOLE
0
0
156000000
YAMADA DENKI CO LTD
CONV
EK2993187
30519
3010000000
PRN
SOLE
0
0
3010000000
ALCATEL-LUCENT
CONV
EK3089126
9321
1750000000
PRN
SOLE
0
0
1750000000
SONAE INVESTMENTS BV
CONV
EK3156016
6992
5200000
PRN
SOLE
0
0
5200000
RAG STIFTUNG
CONV
EK3158533
11161
8000000
PRN
SOLE
0
0
8000000
SHINE POWER INTL LTD
CONV
EK3278489
41315
320000000
PRN
SOLE
0
0
320000000
DP WORLD LTD
CONV
EK3308914
15982
15800000
PRN
SOLE
0
0
15800000
STMICROELECTRONICS NV
CONV
EK3565893
19301
19600000
PRN
SOLE
0
0
19600000
ALEXANDRIA REAL ESTATE E
CNV PFD
015271505
45329
1654333
PRN
SOLE
0
0
1654333
BANK OF AMERICA CORP
CNV PFD
060505682
51443
43862
PRN
SOLE
0
0
43862
CHESAPEAKE ENERGY CORP
CNV PFD
165167768
1545
1200
PRN
SOLE
0
0
1200
CHESAPEAKE ENERGY CORP
CNV PFD
165167776
76032
59079
PRN
SOLE
0
0
59079
CHESAPEAKE ENERGY CORP
CNV PFD
165167784
33580
26374
PRN
SOLE
0
0
26374
CONTINENTAL FIN TRUST II
CNV PFD
210796306
15419
310978
PRN
SOLE
0
0
310978
CROWN CASTLE INTL CORP
CNV PFD
228227500
291
2860
PRN
SOLE
0
0
2860
KEYCORP
CNV PFD
493267405
43258
330216
PRN
SOLE
0
0
330216
LACLEDE GROUP INC
CNV PFD
505597500
11086
208250
PRN
SOLE
0
0
208250
PENN VIRGINIA CORP
CNV PFD
707882403
24765
207000
PRN
SOLE
0
0
207000
POST HOLDINGS INC
CNV PFD
737446609
6876
64600
PRN
SOLE
0
0
64600
STANLEY BLACK & DECKER I
CNV PFD
854502309
22634
170972
PRN
SOLE
0
0
170972
STANLEY BLACK & DECKER I
CNV PFD
854502804
22717
199611
PRN
SOLE
0
0
199611
UNITED TECHNOLOGIES CORP
CNV PFD
913017117
57939
886852
PRN
SOLE
0
0
886852
WELLS FARGO & COMPANY
CNV PFD
949746804
48730
40119
PRN
SOLE
0
0
40119
WEYERHAEUSER CO
CNV PFD
962166872
2724
47530
PRN
SOLE
0
0
47530
AMG CAPITAL TRUST II
CNV PFD
00170F209
39290
620634
PRN
SOLE
0
0
620634
AMERICAN TOWER CORP
CNV PFD
03027X308
23433
219300
PRN
SOLE
0
0
219300
DOMINION RESOURCES INC
CNV PFD
25746U703
14801
255542
PRN
SOLE
0
0
255542
DOMINION RESOURCES INC
CNV PFD
25746U869
15656
300000
PRN
SOLE
0
0
300000
DOMINION RESOURCES INC
CNV PFD
25746U885
3808
65500
PRN
SOLE
0
0
65500
ENERGY XXI BERMUDA LTD
CNV PFD
29274U309
14812
53764
PRN
SOLE
0
0
53764
EXELON CORP
CNV PFD
30161N127
10809
201600
PRN
SOLE
0
0
201600
HEALTH CARE REIT INC
CNV PFD
42217K601
6987
121010
PRN
SOLE
0
0
121010
METLIFE INC
CNV PFD
59156R116
44478
1391678
PRN
SOLE
0
0
1391678
NEXTERA ENERGY INC
CNV PFD
65339F705
429
6387
PRN
SOLE
0
0
6387
NEXTERA ENERGY INC
CNV PFD
65339F861
4888
85365
PRN
SOLE
0
0
85365
NEXTERA ENERGY INC
CNV PFD
65339F887
27425
421884
PRN
SOLE
0
0
421884
SANDRIDGE ENERGY INC
CNV PFD
80007P604
5651
50008
PRN
SOLE
0
0
50008
ARCELORMITTAL
CNV PFD
EP0436352
968
43061
PRN
SOLE
0
0
43061
ADT CORP
CORP
00101JAK2
1590
1500000
PRN
SOLE
0
0
1500000
AMC NETWORKS INC
CORP
00164VAC7
6630
6630000
PRN
SOLE
0
0
6630000
ACTIVISION BLIZZARD
CORP
00507VAE9
1788
1625000
PRN
SOLE
0
0
1625000
ADVANCED MICRO DEVICES
CORP
007903BA4
1021
1000000
PRN
SOLE
0
0
1000000
ALLIED SPECIALTY VEHICLE
CORP
019517AA9
2105
2000000
PRN
SOLE
0
0
2000000
ALLY FINANCIAL INC
CORP
02005NAJ9
2711
2250000
PRN
SOLE
0
0
2250000
ALTA MESA HLDGS/FINANC S
CORP
021332AC5
4358
4150000
PRN
SOLE
0
0
4150000
ALTICE SA
CORP
02154VAA9
12810
12000000
PRN
SOLE
0
0
12000000
APPVION INC
CORP
03834LAA7
5970
6000000
PRN
SOLE
0
0
6000000
ASHLAND INC
CORP
044209AF1
16096
16016000
PRN
SOLE
0
0
16016000
BARMINCO FINANCE PTY LTD
CORP
067687AA1
490
500000
PRN
SOLE
0
0
500000
BILL BARRETT CORP
CORP
06846NAC8
1886
1750000
PRN
SOLE
0
0
1750000
BIOMET INC
CORP
090613AJ9
3233
3000000
PRN
SOLE
0
0
3000000
BOISE CASCADE COMPANY
CORP
09739DAA8
1828
1700000
PRN
SOLE
0
0
1700000
BREITBURN ENER/BREIT FIN
CORP
106777AD7
1407
1300000
PRN
SOLE
0
0
1300000
CIT GROUP INC
CORP
125581GL6
1074
1000000
PRN
SOLE
0
0
1000000
CIT GROUP INC
CORP
125581GN2
2684
2500000
PRN
SOLE
0
0
2500000
CIT GROUP INC
CORP
125581GQ5
1553
1500000
PRN
SOLE
0
0
1500000
CALPINE CORP
CORP
131347BY1
2230
2000000
PRN
SOLE
0
0
2000000
CARLSON WAGONLIT BV
CORP
142812AB2
2150
2000000
PRN
SOLE
0
0
2000000
CASCADES INC
CORP
146900AM7
499
500000
PRN
SOLE
0
0
500000
CASELLA WASTE SYSTEMS IN
CORP
147448AG9
2090
2000000
PRN
SOLE
0
0
2000000
CATAMARAN CORP
CORP
148887AA0
364
360000
PRN
SOLE
0
0
360000
CATALYST PAPER CORP
CORP
14889BAB8
3685
4094600
PRN
SOLE
0
0
4094600
CELANESE US HOLDINGS LLC
CORP
15089QAD6
2010
2000000
PRN
SOLE
0
0
2000000
CEMEX SAB DE CV
CORP
151290BL6
12631
11750000
PRN
SOLE
0
0
11750000
CENVEO CORP
CORP
15671BAE1
2473
2356000
PRN
SOLE
0
0
2356000
CENVEO CORP
CORP
15671BAG6
1583
1500000
PRN
SOLE
0
0
1500000
CENVEO CORP
CORP
15671BAK7
5000
5000000
PRN
SOLE
0
0
5000000
CHESAPEAKE ENERGY CORP
CORP
165167CF2
10925
9500000
PRN
SOLE
0
0
9500000
CHRYSLER GP/CG CO-ISSUER
CORP
17121EAB3
4345
4000000
PRN
SOLE
0
0
4000000
CHRYSLER GP/CG CO-ISSUER
CORP
17121EAD9
2260
2000000
PRN
SOLE
0
0
2000000
CHURCHILL DOWNS INC
CORP
171484AA6
2050
2000000
PRN
SOLE
0
0
2000000
CLEAN HARBORS INC
CORP
184496AL1
2044
2000000
PRN
SOLE
0
0
2000000
CLEAR CHANNEL COMMUNICAT
CORP
184502BL5
4998
4687000
PRN
SOLE
0
0
4687000
CLEAR CHANNEL COMMUNICAT
CORP
184502BN1
8503
7500000
PRN
SOLE
0
0
7500000
CLEAR CHANNEL COMMUNICAT
CORP
184502BQ4
2060
2000000
PRN
SOLE
0
0
2000000
CLEAR CHANNEL WORLDWIDE
CORP
18451QAH1
10896
10101000
PRN
SOLE
0
0
10101000
COMMERCIAL METALS CO
CORP
201723AK9
488
500000
PRN
SOLE
0
0
500000
COMPASS MINERALS INTERNA
CORP
20451NAE1
1000
1000000
PRN
SOLE
0
0
1000000
CONSOL ENERGY INC
CORP
20854PAJ8
786
750000
PRN
SOLE
0
0
750000
CORNERSTONE CHEMICAL CO
CORP
21925AAB1
2115
2000000
PRN
SOLE
0
0
2000000
CREDIT AGRICOLE SA
CORP
225313AD7
5463
5000000
PRN
SOLE
0
0
5000000
DANA HOLDING CORP
CORP
235825AB2
1888
1750000
PRN
SOLE
0
0
1750000
DISH DBS CORP
CORP
25470XAQ8
1051
1000000
PRN
SOLE
0
0
1000000
DISPENSING DYNAMICS INTL
CORP
25471QAA7
1643
1500000
PRN
SOLE
0
0
1500000
DRILL RIGS HLDS INC
CORP
262049AA7
1636
1600000
PRN
SOLE
0
0
1600000
DUPONT FABROS TECH LP
CORP
26613TAE0
784
750000
PRN
SOLE
0
0
750000
EAGLE ROCK ENER PART/FIN
CORP
26985UAB3
2079
1925000
PRN
SOLE
0
0
1925000
EARTHLINK HOLDINGS CORP
CORP
270321AE2
2319
2175000
PRN
SOLE
0
0
2175000
ELETSON HOLDINGS
CORP
28620QAA1
2992
2790000
PRN
SOLE
0
0
2790000
ENERGY XXI GULF COAST IN
CORP
29276KAS0
2140
2000000
PRN
SOLE
0
0
2000000
ENERGY XXI GULF COAST IN
CORP
29276KAT8
1275
1250000
PRN
SOLE
0
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1250000
EQUINIX INC
CORP
29444UAM8
2045
2000000
PRN
SOLE
0
0
2000000
ENERGY FUTURE/EFIH FINAN
CORP
29ESCQ8K1
175
2000000
PRN
SOLE
0
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2000000
FMG RESOURCES AUG 2006
CORP
30251GAH0
2178
2000000
PRN
SOLE
0
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2000000
FIRST CASH FINANCIAL SER
CORP
31942DAA5
1065
1000000
PRN
SOLE
0
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1000000
FIRST DATA CORPORATION
CORP
319963BG8
2335
2000000
PRN
SOLE
0
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2000000
FIRST DATA CORPORATION
CORP
319963BL7
21744
18330000
PRN
SOLE
0
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18330000
FIRST QUANTUM MINERALS L
CORP
335934AD7
1035
1005000
PRN
SOLE
0
0
1005000
FIRST QUANTUM MINERALS L
CORP
335934AF2
1034
1005000
PRN
SOLE
0
0
1005000
FORBES ENERGY SERVICES
CORP
345143AC5
1193
1150000
PRN
SOLE
0
0
1150000
FRESENIUS MED CARE US
CORP
35803QAA5
2185
2000000
PRN
SOLE
0
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2000000
GENESIS ENERGY LP/GENESI
CORP
37185LAE2
520
500000
PRN
SOLE
0
0
500000
GENTIVA HEALTH SERVICES
CORP
37247AAB8
5338
5000000
PRN
SOLE
0
0
5000000
GLOBAL PART/GLP FINANCE
CORP
37954FAA2
500
500000
PRN
SOLE
0
0
500000
GOODYEAR TIRE & RUBBER
CORP
382550BB6
1723
1570000
PRN
SOLE
0
0
1570000
GULFMARK OFFSHORE INC
CORP
402629AG4
322
310000
PRN
SOLE
0
0
310000
HCA HOLDINGS INC
CORP
40412CAB7
4385
4000000
PRN
SOLE
0
0
4000000
HIG BBC INTERMED/HOLDING
CORP
40421XAA2
1025
1000000
PRN
SOLE
0
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1000000
HALCON RESOURCES CORP
CORP
40537QAB6
2183
2000000
PRN
SOLE
0
0
2000000
HALCON RESOURCES CORP
CORP
40537QAD2
16142
15016000
PRN
SOLE
0
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15016000
HEALTHSOUTH CORP
CORP
421924BG5
1071
1000000
PRN
SOLE
0
0
1000000
HEALTH NET INC
CORP
422248AA2
3296
3000000
PRN
SOLE
0
0
3000000
HUGHES SATELITE SYSTEMS
CORP
444454AB8
335
300000
PRN
SOLE
0
0
300000
IASIS HEALTHCARE/CAP CRP
CORP
45072PAD4
3199
3000000
PRN
SOLE
0
0
3000000
JLL/DELTA DUTCH NEWCO BV
CORP
46590GAA1
3364
3250000
PRN
SOLE
0
0
3250000
JEFFERIES FIN LLC / JFIN
CORP
47232MAB8
1010
1000000
PRN
SOLE
0
0
1000000
KENNEDY-WILSON INC
CORP
489399AC9
1352
1250000
PRN
SOLE
0
0
1250000
KISSNER MILLING CO LTD
CORP
49835DAA7
1030
1000000
PRN
SOLE
0
0
1000000
KRATOS DEFENSE & SEC
CORP
50077BAK4
10400
10000000
PRN
SOLE
0
0
10000000
LSB INDUSTRIES
CORP
502160AL8
7490
7000000
PRN
SOLE
0
0
7000000
LAND O LAKES CAP TRST I
CORP
514665AA6
2519
2500000
PRN
SOLE
0
0
2500000
LIVE NATION ENTERTAINMEN
CORP
538034AG4
506
500000
PRN
SOLE
0
0
500000
LLOYDS BANKING GROUP PLC
CORP
539439AG4
4256
4000000
PRN
SOLE
0
0
4000000
MASTEC INC
CORP
576323AN9
1699
1725000
PRN
SOLE
0
0
1725000
MCDERMOTT INTERNATIONAL
CORP
580037AB5
10429
10150000
PRN
SOLE
0
0
10150000
NATIONSTAR MORT/CAP CORP
CORP
63860UAK6
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2000000
PRN
SOLE
0
0
2000000
NATIONSTAR MORT/CAP CORP
CORP
63860UAL4
2300
2300000
PRN
SOLE
0
0
2300000
NAVIOS MARITIME HLDS/FIN
CORP
639365AF2
1051
1000000
PRN
SOLE
0
0
1000000
NAVIOS MARITIME HLDS/FIN
CORP
639365AG0
2060
2000000
PRN
SOLE
0
0
2000000
NAVIOS MARITIME ACQ CORP
CORP
63938MAD8
1202
1150000
PRN
SOLE
0
0
1150000
NAVIOS SA LOGIST/FIN US
CORP
63938NAE4
780
750000
PRN
SOLE
0
0
750000
NORSKE SKOGINDUSTRIER
CORP
656533AB2
1850
2000000
PRN
SOLE
0
0
2000000
NORSKE SKOGINDUSTRIER
CORP
656533AC0
575
1000000
PRN
SOLE
0
0
1000000
NORTHERN BLIZZARD RESOUR
CORP
664784AA3
386
375000
PRN
SOLE
0
0
375000
NUMERICABLE GROUP SA
CORP
67054LAA5
2107
2053000
PRN
SOLE
0
0
2053000
NUMERICABLE GROUP SA
CORP
67054LAB3
4680
4500000
PRN
SOLE
0
0
4500000
OASIS PETROLEUM INC
CORP
674215AF5
2725
2500000
PRN
SOLE
0
0
2500000
OMEGA HLTHCARE INVESTORS
CORP
681936AZ3
986
930000
PRN
SOLE
0
0
930000
PBF HOLDING CO LLC
CORP
69318FAB4
2180
2000000
PRN
SOLE
0
0
2000000
PENN VIRGINIA CORP
CORP
707882AE6
8940
8000000
PRN
SOLE
0
0
8000000
PERMIAN HOLDINGS INC
CORP
714239AA8
1284
1250000
PRN
SOLE
0
0
1250000
LIGHTSTREAM RESOURCES
CORP
71645AAA7
7166
6825000
PRN
SOLE
0
0
6825000
PLAINS EXPLORATION & PRO
CORP
726505AL4
3409
3000000
PRN
SOLE
0
0
3000000
POLYMER GROUP INC
CORP
731745AM7
1016
1000000
PRN
SOLE
0
0
1000000
PRECISION DRILLING CORP
CORP
74022DAH3
251
250000
PRN
SOLE
0
0
250000
PROSPECT MEDICAL HOLDING
CORP
743494AC0
10805
9913000
PRN
SOLE
0
0
9913000
QEP RESOURCES INC
CORP
74733VAA8
2245
2000000
PRN
SOLE
0
0
2000000
RANGE RESOURCES CORP
CORP
75281AAN9
2459
2320000
PRN
SOLE
0
0
2320000
REGENCY ENERGY PARTNERS
CORP
75886AAK4
5833
5413000
PRN
SOLE
0
0
5413000
REYNOLDS GRP ISS/REYNOLD
CORP
761735AL3
3176
3000000
PRN
SOLE
0
0
3000000
SESI LLC
CORP
78412FAL8
1601
1500000
PRN
SOLE
0
0
1500000
SAMSON INVESTMENT CO
CORP
796038AA5
7640
7250000
PRN
SOLE
0
0
7250000
SANDRIDGE ENERGY INC
CORP
80007PAQ2
1922
1745000
PRN
SOLE
0
0
1745000
SAPPI PAPIER HOLDNG GMBH
CORP
803071AA7
2110
2000000
PRN
SOLE
0
0
2000000
SEVENTY SEVEN ENERGY INC
CORP
818097AA5
103
100000
PRN
SOLE
0
0
100000
SIMMONS FOODS INC
CORP
828732AA5
6465
6035000
PRN
SOLE
0
0
6035000
SIX FLAGS ENTERTAINMENT
CORP
83001AAA0
1025
1000000
PRN
SOLE
0
0
1000000
SOCIETE GENERALE
CORP
83367TBH1
5910
6000000
PRN
SOLE
0
0
6000000
SPRINT COMMUNICATIONS
CORP
852061AK6
6063
5000000
PRN
SOLE
0
0
5000000
ST BARBARA LTD
CORP
852278AA8
1655
2000000
PRN
SOLE
0
0
2000000
STARZ LLC/STARZ FIN CORP
CORP
85571NAB5
11100
10660000
PRN
SOLE
0
0
10660000
STEEL DYNAMICS INC
CORP
858119AV2
1452
1335000
PRN
SOLE
0
0
1335000
SUNCOKE ENERGY INC
CORP
86722AAC7
482
454000
PRN
SOLE
0
0
454000
SWIFT SERVICES HLDGS INC
CORP
870755AB1
428
400000
PRN
SOLE
0
0
400000
SYNOVUS FINANCIAL CORP
CORP
87161CAG0
13565
13012000
PRN
SOLE
0
0
13012000
TENET HEALTHCARE CORP
CORP
87243QAB2
2848
2625000
PRN
SOLE
0
0
2625000
T-MOBILE USA INC
CORP
87264AAD7
2165
2000000
PRN
SOLE
0
0
2000000
TRW AUTOMOTIVE INC
CORP
87264MAJ8
2110
2000000
PRN
SOLE
0
0
2000000
TELECOM ITALIA SPA
CORP
87927YAA0
2008
2000000
PRN
SOLE
0
0
2000000
TELESAT CANADA/TELESAT L
CORP
87952VAJ5
1031
1000000
PRN
SOLE
0
0
1000000
TEMBEC INDUSTRIES INC
CORP
87971KAG2
541
500000
PRN
SOLE
0
0
500000
TESORO CORP
CORP
881609AZ4
2090
2000000
PRN
SOLE
0
0
2000000
TESORO LOGISTICS LP/CORP
CORP
88160QAA1
686
650000
PRN
SOLE
0
0
650000
TEXAS COMPETITIVE/TCEH
CORP
882330AQ6
228
500000
PRN
SOLE
0
0
500000
TOYS R US DELAWARE INC
CORP
89236NAA6
2760
3000000
PRN
SOLE
0
0
3000000
UNIT CORP
CORP
909218AB5
267
250000
PRN
SOLE
0
0
250000
VALEANT PHARMACEUTICALS
CORP
91911XAQ7
3195
3000000
PRN
SOLE
0
0
3000000
VECTOR GROUP LTD
CORP
92240MAZ1
1065
1000000
PRN
SOLE
0
0
1000000
VERTELLUS SPECIALTIES
CORP
92532JAA0
8843
8821000
PRN
SOLE
0
0
8821000
W & T OFFSHORE INC
CORP
92922PAC0
2160
2000000
PRN
SOLE
0
0
2000000
WATERJET HOLDINGS INC
CORP
94155UAA7
2125
2000000
PRN
SOLE
0
0
2000000
CLAYTON WILLIAMS ENERGY
CORP
969490AE1
2544
2400000
PRN
SOLE
0
0
2400000
WINDSTREAM CORP
CORP
97381WAT1
546
500000
PRN
SOLE
0
0
500000
WINDSTREAM CORP
CORP
97381WAX2
1796
1650000
PRN
SOLE
0
0
1650000
Array BioPharma Inc
OPT
04269X105
19
450
SH
Call
SOLE
0
0
450
Citrix Systems Inc
OPT
177376100
10
1000
SH
Call
SOLE
0
0
1000
Citrix Systems Inc
OPT
177376100
1
100
SH
Call
SOLE
0
0
100
Orexigen Therapeutics Inc
OPT
686164104
8
2500
SH
Call
SOLE
0
0
2500
Symantec Corp
OPT
871503108
50
1400
SH
Call
SOLE
0
0
1400
Vertex Pharmaceuticals Inc
OPT
92532F100
523
515
SH
Call
SOLE
0
0
515
SPDR S&P 500 ETF Trust
OPT
78462F103
28
1000
SH
Put
SOLE
0
0
1000
SPDR S&P 500 ETF Trust
OPT
78462F103
122
3000
SH
Put
SOLE
0
0
3000
SPDR S&P 500 ETF Trust
OPT
78462F103
350
7135
SH
Put
SOLE
0
0
7135
SPDR S&P 500 ETF Trust
OPT
78462F103
165
1800
SH
Put
SOLE
0
0
1800
SPDR S&P 500 ETF Trust
OPT
78462F103
217
1375
SH
Put
SOLE
0
0
1375
TAL Education Group
OPT
874080104
7
250
SH
Put
SOLE
0
0
250
NY COMMUNITY CAP TRUST V
PFD
64944P307
292
5946
SH
SOLE
0
0
5946
FANNIE MAE
PFD
313586752
769
74302
SH
SOLE
0
0
74302
TEXAS COMP ELEC HOLD LLC
TERM
88233FAD2
1007
1000000
PRN
SOLE
0
0
1000000
CARAUSTAR INDUSTRIES INC
TERM
14076CAB9
1469
1448510
PRN
SOLE
0
0
1448510
SPRINT INDUSTRIAL LLC
TERM
85208BAE6
2020
2000000
PRN
SOLE
0
0
2000000
TEXAS COMP ELEC HOLD LLC
TERM
90210EAM8
3194
3860000
PRN
SOLE
0
0
3860000
CUMULUS MEDIA INC-CL A
WRNT
231082116
54
8144
SH
SOLE
0
0
8144
LEAR CORP
WRNT
521865113
129
742
SH
SOLE
0
0
742
TRIBUNE MEDIA CO - A
WRNT
896047115
169
2000
SH
SOLE
0
0
2000
COOPER-STANDARD HOLDING
WRNT
21676P111
96
2436
SH
SOLE
0
0
2436
GENERAL MOTORS CO
WRNT
37045V134
628
250000
SH
SOLE
0
0
250000
VRINGO INC
WRNT
92911N112
542
475000
SH
SOLE
0
0
475000