The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AES Corp./VA | Common Stock | 00130H105 | 1,583,271 | 119,402 | SH | SOLE | 119,402 | 0 | 0 | ||
AMR Corporation | Common Stock | 001765106 | 111,682 | 80,929 | SH | SOLE | 80,929 | 0 | 0 | ||
AT&T Inc 3.4% Due 5/15/2025 MN15 | GLOBAL | 00206RCN0 | 477,840 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Abercrombie & Fitch Co. | Common Stock | 002896207 | 814,089 | 37,847 | SH | SOLE | 37,847 | 0 | 0 | ||
Aegerion Pharmaceuticals Inc | Common Stock | 00767E102 | 726,589 | 38,302 | SH | SOLE | 38,302 | 0 | 0 | ||
Aetna Inc | Common Stock | 00817Y108 | 2,281,534 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
Allstate Corp. | Common Stock | 020002101 | 759,498 | 11,708 | SH | SOLE | 11,708 | 0 | 0 | ||
Andersons Inc | Common Stock | 034164103 | 1,337,076 | 34,284 | SH | SOLE | 34,284 | 0 | 0 | ||
Anthem Inc | Common Stock | 036752103 | 2,058,644 | 12,542 | SH | SOLE | 12,542 | 0 | 0 | ||
Archer-Daniels-Midland Co | Common Stock | 039483102 | 1,698,405 | 35,222 | SH | SOLE | 35,222 | 0 | 0 | ||
Autoliv, Inc. | Common Stock | 052800109 | 825,306 | 7,069 | SH | SOLE | 7,069 | 0 | 0 | ||
Avista Corp | Common Stock | 05379B107 | 439,705 | 14,346 | SH | SOLE | 14,346 | 0 | 0 | ||
BCE Inc | Common Stock | 05534B760 | 610,513 | 14,365 | SH | SOLE | 14,365 | 0 | 0 | ||
Ball Corp. | Common Stock | 058498106 | 163,029 | 2,324 | SH | SOLE | 2,324 | 0 | 0 | ||
CR Bard Inc. | Common Stock | 067383109 | 1,648,109 | 9,655 | SH | SOLE | 9,655 | 0 | 0 | ||
Best Buy Co. Inc. | Common Stock | 086516101 | 718,887 | 22,045 | SH | SOLE | 22,045 | 0 | 0 | ||
BHP Billiton Ltd. | ADR | 088606108 | 729,971 | 17,931 | SH | SOLE | 17,931 | 0 | 0 | ||
Biomed Realty LP 4 1/4% Due 7/15/2022 JJ15 | US DOMESTIC | 09064AAG6 | 507,178 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Blucora Inc | Common Stock | 095229100 | 902,510 | 55,883 | SH | SOLE | 55,883 | 0 | 0 | ||
Booz Allen Hamilton Hldg Corp | Common Stock | 099502106 | 530,444 | 21,016 | SH | SOLE | 21,016 | 0 | 0 | ||
British Telecom PLC Global 9 5/8% Due 12/15/2030 JD15 | GLOBAL | 111021AE1 | 981,855 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
Cigna Corp. | Common Stock | 125509109 | 2,500,794 | 15,437 | SH | SOLE | 15,437 | 0 | 0 | ||
Cleco Corp. | Common Stock | 12561W105 | 991,217 | 18,407 | SH | SOLE | 18,407 | 0 | 0 | ||
Cnooc Ltd-ADR | ADR | 126132109 | 827,110 | 5,828 | SH | SOLE | 5,828 | 0 | 0 | ||
Calavo Growers Inc | Common Stock | 128246105 | 2,086,444 | 40,178 | SH | SOLE | 40,178 | 0 | 0 | ||
Cardinal Health, Inc. 3.2% Due 3/15/2023 MS15 | GLOBAL | 14149YAY4 | 495,389 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Catamaran Corp. | Common Stock | 148887102 | 857,930 | 14,046 | SH | SOLE | 14,046 | 0 | 0 | ||
Century Aluminum Co | Common Stock | 156431108 | 121,322 | 11,632 | SH | SOLE | 11,632 | 0 | 0 | ||
Children's Place Inc | Common Stock | 168905107 | 855,628 | 13,081 | SH | SOLE | 13,081 | 0 | 0 | ||
China Petroleum & Chem | ADR | 16941R108 | 891,470 | 10,401 | SH | SOLE | 10,401 | 0 | 0 | ||
China Unicom - ADR | ADR | 16945R104 | 839,573 | 53,476 | SH | SOLE | 53,476 | 0 | 0 | ||
Cisco Systems, Inc. 5 1/2% Due 2/22/2016 FA22 | GLOBAL | 17275RAC6 | 1,309,214 | 1,270,000 | PRN | SOLE | 1,270,000 | 0 | 0 | ||
Cisco Systems, Inc. 5 1/2% Due 1/15/2040 JJ15 | US DOMESTIC | 17275RAF9 | 970,858 | 850,000 | PRN | SOLE | 850,000 | 0 | 0 | ||
Citigroup, Inc. 4.3% Due 11/20/2026 MN20 | GLOBAL | 172967JC6 | 489,998 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Clear Channel Worldwide 7 5/8% Due 3/15/2020 MS15 | GLOBAL | 18451QAH1 | 669,600 | 640,000 | PRN | SOLE | 640,000 | 0 | 0 | ||
Coach Inc 4 1/4% Due 4/1/2025 AO1 | GLOBAL | 189754AA2 | 481,153 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Compass Bank 3 7/8% Due 4/10/2025 AO10 | US DOMESTIC | 20453KAA3 | 471,667 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Computer Sciences Corp. | Common Stock | 205363104 | 876,163 | 13,348 | SH | SOLE | 13,348 | 0 | 0 | ||
Conagra Foods, Inc. 3.2% Due 1/25/2023 JJ25 | GLOBAL | 205887BR2 | 468,026 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
ConocoPhillips 6 1/2% Due 2/1/2039 FA1 | GLOBAL | 20825CAQ7 | 2,238,302 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
Corrections Corp. Of America | REIT | 22025Y407 | 499,773 | 15,108 | SH | SOLE | 15,108 | 0 | 0 | ||
COTY INC- CL A | Common Stock | 222070203 | 1,321,512 | 41,336 | SH | SOLE | 41,336 | 0 | 0 | ||
Delta Air Lines Inc. | Common Stock | 247361702 | 773,577 | 18,831 | SH | SOLE | 18,831 | 0 | 0 | ||
Dominion Resources, Inc./VA 3 5/8% Due 12/1/2024 JD1 | GLOBAL | 25746UCB3 | 496,778 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
RR Donnelley & Sons Co. | Common Stock | 257867101 | 552,653 | 31,707 | SH | SOLE | 31,707 | 0 | 0 | ||
Dow Chemical Co. 8.55% Due 5/15/2019 MN15 | GLOBAL | 260543BX0 | 2,367,312 | 1,940,000 | PRN | SOLE | 1,940,000 | 0 | 0 | ||
Dr Pepper Snapple Group Inc. | Common Stock | 26138E109 | 775,364 | 10,636 | SH | SOLE | 10,636 | 0 | 0 | ||
Dreyfus Cash Mgmt - Instl | Open-End Fund | 26188J206 | 1,749,355 | 1,749,355 | SH | SOLE | 1,749,355 | 0 | 0 | ||
NORBORD INC | Common Stock | 2641441 | 650,893 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
Duke Energy Corp. 3 3/4% Due 4/15/2024 AO15 | GLOBAL | 26441CAN5 | 510,382 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Dun & Bradstreet Corp | Common Stock | 26483E100 | 793,244 | 6,502 | SH | SOLE | 6,502 | 0 | 0 | ||
EXCO Resources, Inc 7 1/2% Due 9/15/2018 MS15 | US DOMESTIC | 269279AD7 | 640,000 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
Edwards Lifesciences Corp | Common Stock | 28176E108 | 1,795,330 | 12,605 | SH | SOLE | 12,605 | 0 | 0 | ||
Enbridge Energy Partners LP | MLP | 29250R106 | 563,144 | 16,896 | SH | SOLE | 16,896 | 0 | 0 | ||
Entergy Corp. | Common Stock | 29364G103 | 2,214,123 | 31,406 | SH | SOLE | 31,406 | 0 | 0 | ||
Express Scripts Holding Co | Common Stock | 30219G108 | 1,696,264 | 19,072 | SH | SOLE | 19,072 | 0 | 0 | ||
First Data Corporation 12 5/8% Due 1/15/2021 JJ15 | GLOBAL | 319963BB9 | 1,053,325 | 910,000 | PRN | SOLE | 910,000 | 0 | 0 | ||
Ford Motor Co. 9.215% 9/15/21 9.215% Due 9/15/2021 MS15 | US DOMESTIC | 345370BU3 | 1,149,695 | 870,000 | PRN | SOLE | 870,000 | 0 | 0 | ||
Freeport-McMoRan Inc. 3 7/8% Due 3/15/2023 MS15 | GLOBAL | 35671DAZ8 | 454,952 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
G & K Services Inc. | Common Stock | 361268105 | 579,808 | 8,386 | SH | SOLE | 8,386 | 0 | 0 | ||
Gap, Inc. | Common Stock | 364760108 | 739,658 | 19,378 | SH | SOLE | 19,378 | 0 | 0 | ||
General Motors Co. | Common Stock | 37045V100 | 538,846 | 16,167 | SH | SOLE | 16,167 | 0 | 0 | ||
General Motors Co. 4 7/8% Due 10/2/2023 AO2 | GLOBAL | 37045VAE0 | 529,637 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Gilead Sciences, Inc. | Common Stock | 375558103 | 1,197,026 | 10,224 | SH | SOLE | 10,224 | 0 | 0 | ||
Veolia Environement | Common Stock | 4031879 | 1,716,329 | 84,267 | SH | SOLE | 84,267 | 0 | 0 | ||
HCA Inc. 4 3/4% Due 5/1/2023 MN1 | GLOBAL | 404121AF2 | 507,500 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
HCA Holdings, Inc. | Common Stock | 40412C101 | 2,002,190 | 22,070 | SH | SOLE | 22,070 | 0 | 0 | ||
HFF Inc Cl A | Common Stock | 40418F108 | 675,191 | 16,180 | SH | SOLE | 16,180 | 0 | 0 | ||
HSBC Finance Corp 6.676% Due 1/15/2021 JJ15 | GLOBAL | 40429CGD8 | 2,322,317 | 2,005,000 | PRN | SOLE | 2,005,000 | 0 | 0 | ||
EDP - Energias de Portugal SA | Common Stock | 4103596 | 1,431,377 | 377,492 | SH | SOLE | 377,492 | 0 | 0 | ||
Harrahs Operating Co Inc *Default* 10% Due 12/15/2018 JD15 | GLOBAL | 413627BM1 | 550,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
Health Net Inc | Common Stock | 42222G108 | 1,935,077 | 30,179 | SH | SOLE | 30,179 | 0 | 0 | ||
Hospitality Properties Trust 5% Due 8/15/2022 FA15 | US DOMESTIC | 44106MAQ5 | 521,198 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
IDT Corporation Class B Shares | Common Stock | 448947507 | 619,403 | 34,259 | SH | SOLE | 34,259 | 0 | 0 | ||
ICF International, Inc | Common Stock | 44925C103 | 711,249 | 20,403 | SH | SOLE | 20,403 | 0 | 0 | ||
Infinity Pharmaceuticals Inc | Common Stock | 45665G303 | 1,133,905 | 103,553 | SH | SOLE | 103,553 | 0 | 0 | ||
Ingles Markets Inc | Common Stock | 457030104 | 3,125,734 | 65,433 | SH | SOLE | 65,433 | 0 | 0 | ||
Insperity Inc | Common Stock | 45778Q107 | 592,323 | 11,637 | SH | SOLE | 11,637 | 0 | 0 | ||
Intelsat Jackson Holdings 7 1/4% Due 10/15/2020 AO15 | GLOBAL | 45824TAC9 | 843,625 | 850,000 | PRN | SOLE | 850,000 | 0 | 0 | ||
Intercontinental Exchange Inc. | Common Stock | 45866F104 | 803,878 | 3,595 | SH | SOLE | 3,595 | 0 | 0 | ||
iShares IBoxx$ Invest Grade Corp. Bond | ETP | 464287242 | 792,451 | 6,848 | SH | SOLE | 6,848 | 0 | 0 | ||
iShares Barclays 20+ Year Treasury | ETP | 464287432 | 753,271 | 6,413 | SH | SOLE | 6,413 | 0 | 0 | ||
iShares DJ US Real Estate | ETP | 464287739 | 419,743 | 5,887 | SH | SOLE | 5,887 | 0 | 0 | ||
iShares DJ US Consumer Non Cyclical | ETP | 464287812 | 442,299 | 4,218 | SH | SOLE | 4,218 | 0 | 0 | ||
Italy Government 6 7/8% Due 9/27/2023 MS27 | GLOBAL | 465410AH1 | 624,987 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Keurig Green Mountain Inc | Common Stock | 49271M100 | 568,135 | 7,414 | SH | SOLE | 7,414 | 0 | 0 | ||
Kinder Morgan Ener Part 9% Due 2/1/2019 FA1 | US DOMESTIC | 494550AZ9 | 685,297 | 570,000 | PRN | SOLE | 570,000 | 0 | 0 | ||
LTC Properties, Inc | REIT | 502175102 | 424,986 | 10,216 | SH | SOLE | 10,216 | 0 | 0 | ||
Laboratory Corp of America Hld | Common Stock | 50540R409 | 1,722,900 | 14,213 | SH | SOLE | 14,213 | 0 | 0 | ||
Lifepoint Hospitals Inc | Common Stock | 53219L109 | 1,984,547 | 22,824 | SH | SOLE | 22,824 | 0 | 0 | ||
Lockheed Martin Corp. 7.65% Due 5/1/2016 MN1 | US DOMESTIC | 539830AE9 | 1,161,650 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
MDU Resources Group Inc. | Common Stock | 552690109 | 1,343,352 | 68,784 | SH | SOLE | 68,784 | 0 | 0 | ||
Macquarie Infrastructure Co. LLC | Common Stock | 55608B105 | 610,057 | 7,383 | SH | SOLE | 7,383 | 0 | 0 | ||
MarketAxess Holdings Inc | Common Stock | 57060D108 | 927,143 | 9,994 | SH | SOLE | 9,994 | 0 | 0 | ||
DRILLISCH AG | Common Stock | 5734672 | 738,804 | 16,588 | SH | SOLE | 16,588 | 0 | 0 | ||
MedAssets Inc. | Common Stock | 584045108 | 1,838,591 | 83,345 | SH | SOLE | 83,345 | 0 | 0 | ||
Medtronic PLC 3 5/8% Due 3/15/2024 MS15 | GLOBAL | 585055BC9 | 513,130 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Merger Fund | Open-End Fund | 589509207 | 747,275 | 47,567 | SH | SOLE | 47,567 | 0 | 0 | ||
Meritor Inc | Common Stock | 59001K100 | 868,452 | 66,193 | SH | SOLE | 66,193 | 0 | 0 | ||
Chocoladefabriken Lindt-PC | Common Stock | 5962279 | 892,279 | 166 | SH | SOLE | 166 | 0 | 0 | ||
Molina Healthcare Inc | Common Stock | 60855R100 | 2,158,843 | 30,709 | SH | SOLE | 30,709 | 0 | 0 | ||
Mondelez International 4% Due 2/1/2024 FA1 | GLOBAL | 609207AB1 | 518,777 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Monster Beverage Corp | Common Stock | 61174X109 | 2,186,134 | 16,312 | SH | SOLE | 16,312 | 0 | 0 | ||
Motorola Solutions, Inc. 4% Due 9/1/2024 MS1 | GLOBAL | 620076BF5 | 485,906 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Dainippon Sumitomo Pharma Co | Common Stock | 6250865 | 1,645,707 | 149,236 | SH | SOLE | 149,236 | 0 | 0 | ||
Myriad Genetics, Inc. | Common Stock | 62855J104 | 801,722 | 23,587 | SH | SOLE | 23,587 | 0 | 0 | ||
NRG Energy Inc. 144A 8 1/4% Due 9/1/2020 MS1 | GLOBAL | 629377BJ0 | 378,000 | 360,000 | PRN | SOLE | 360,000 | 0 | 0 | ||
NRG Yield Inc CL-A | Common Stock | 62942X306 | 434,544 | 19,761 | SH | SOLE | 19,761 | 0 | 0 | ||
NRG Yield Inc CL-C | Common Stock | 62942X405 | 432,568 | 19,761 | SH | SOLE | 19,761 | 0 | 0 | ||
Nabors Industries, Inc. 5.1% Due 9/15/2023 MS15 | GLOBAL | 629568BB1 | 497,435 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
National Fuel Gas Co. | Common Stock | 636180101 | 1,378,026 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
NETGEAR Inc | Common Stock | 64111Q104 | 801,114 | 26,686 | SH | SOLE | 26,686 | 0 | 0 | ||
Nevada Power Co 5.95% Due 3/15/2016 MS15 | GLOBAL | 641423BM9 | 51,835 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
Kirin Holdings Company, Ltd | Common Stock | 6493745 | 1,648,347 | 119,598 | SH | SOLE | 119,598 | 0 | 0 | ||
Luk Fook Holdings Intl Ltd | Common Stock | 6536156 | 690,372 | 234,231 | SH | SOLE | 234,231 | 0 | 0 | ||
Northrop Grumman Corp. 5.05% Due 8/1/2019 FA1 | US DOMESTIC | 666807BA9 | 553,999 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Nova Scotia Province 9 1/2% Due 2/1/2019 FA1 | YANKEE | 669827DF1 | 630,028 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
ONEOK Partners L.P. 4.9% Due 3/15/2025 MS15 | GLOBAL | 68268NAP8 | 495,541 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Outerwall Inc | Common Stock | 690070107 | 959,290 | 12,604 | SH | SOLE | 12,604 | 0 | 0 | ||
VTech Holdings | Common Stock | 6928560 | 607,172 | 45,745 | SH | SOLE | 45,745 | 0 | 0 | ||
PDL BioPharma Inc | Common Stock | 69329Y104 | 611,634 | 95,122 | SH | SOLE | 95,122 | 0 | 0 | ||
Pacific Gas & Electric 6.05% Due 3/1/2034 MS1 | US DOMESTIC | 694308GE1 | 1,796,609 | 1,490,000 | PRN | SOLE | 1,490,000 | 0 | 0 | ||
PAREXEL International Corp | Common Stock | 699462107 | 1,831,356 | 28,477 | SH | SOLE | 28,477 | 0 | 0 | ||
Petrochina | ADR | 71646E100 | 824,205 | 7,438 | SH | SOLE | 7,438 | 0 | 0 | ||
Pfizer Inc. Global 7.2% Due 3/15/2039 MS15 | GLOBAL | 717081CY7 | 981,231 | 710,000 | PRN | SOLE | 710,000 | 0 | 0 | ||
Pilgrim's Pride Corp | Common Stock | 72147K108 | 2,140,643 | 93,193 | SH | SOLE | 93,193 | 0 | 0 | ||
Pinnacle Foods Inc | Common Stock | 72348P104 | 929,790 | 20,417 | SH | SOLE | 20,417 | 0 | 0 | ||
Pitney Bowes, Inc. 4 5/8% Due 3/15/2024 MS15 | GLOBAL | 724479AJ9 | 505,166 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
PowerShares DB US Dollar Index Bullish Fund | ETP | 73936D107 | 1,595,337 | 63,737 | SH | SOLE | 63,737 | 0 | 0 | ||
Prestige Brands Holdings Inc | Common Stock | 74112D101 | 898,397 | 19,429 | SH | SOLE | 19,429 | 0 | 0 | ||
Primerica Inc | Common Stock | 74164M108 | 753,565 | 16,493 | SH | SOLE | 16,493 | 0 | 0 | ||
Public Service Enterprise Inc. | Common Stock | 744573106 | 2,456,768 | 62,545 | SH | SOLE | 62,545 | 0 | 0 | ||
Quad Graphics, Inc. | Common Stock | 747301109 | 489,830 | 26,463 | SH | SOLE | 26,463 | 0 | 0 | ||
Quintiles Transnational | Common Stock | 74876Y101 | 1,088,206 | 14,987 | SH | SOLE | 14,987 | 0 | 0 | ||
Regal Entertainment Group-A | Common Stock | 758766109 | 557,105 | 26,643 | SH | SOLE | 26,643 | 0 | 0 | ||
Reynolds Group 9% Due 4/15/2019 AO15 | GLOBAL | 761735AL3 | 1,080,300 | 1,040,000 | PRN | SOLE | 1,040,000 | 0 | 0 | ||
Rite Aid Corporation | Common Stock | 767754104 | 1,967,335 | 235,609 | SH | SOLE | 235,609 | 0 | 0 | ||
SPDR Barclays High Yield Bond ETF | ETP | 78464A417 | 532,256 | 13,850 | SH | SOLE | 13,850 | 0 | 0 | ||
Sabine Pass Liquefaction 5 5/8% Due 2/1/2021 FA1 | GLOBAL | 785592AE6 | 932,750 | 910,000 | PRN | SOLE | 910,000 | 0 | 0 | ||
Sanderson Farms Inc | Common Stock | 800013104 | 2,410,607 | 32,073 | SH | SOLE | 32,073 | 0 | 0 | ||
SciClone Pharmaceuticals, Inc | Common Stock | 80862K104 | 1,111,369 | 113,174 | SH | SOLE | 113,174 | 0 | 0 | ||
Scotts Miracle-Gro Co. | Common Stock | 810186106 | 535,969 | 9,052 | SH | SOLE | 9,052 | 0 | 0 | ||
SPDR Materials Select Sector | ETP | 81369Y100 | 426,558 | 8,815 | SH | SOLE | 8,815 | 0 | 0 | ||
SPDR Health Care Sector | ETP | 81369Y209 | 461,069 | 6,198 | SH | SOLE | 6,198 | 0 | 0 | ||
SPDR Consumer Discretionary Select | ETP | 81369Y407 | 451,997 | 5,910 | SH | SOLE | 5,910 | 0 | 0 | ||
SPDR Energy Select Sector | ETP | 81369Y506 | 403,985 | 5,375 | SH | SOLE | 5,375 | 0 | 0 | ||
SPDR Financial Select Sector | ETP | 81369Y605 | 451,664 | 18,526 | SH | SOLE | 18,526 | 0 | 0 | ||
SPDR Industrials Select Sector | ETP | 81369Y704 | 426,858 | 7,896 | SH | SOLE | 7,896 | 0 | 0 | ||
SPDR Technology Select Sector | ETP | 81369Y803 | 432,133 | 10,438 | SH | SOLE | 10,438 | 0 | 0 | ||
SPDR Utilities Select Sector | ETP | 81369Y886 | 446,110 | 10,760 | SH | SOLE | 10,760 | 0 | 0 | ||
Snyder's - Lance Inc | Common Stock | 833551104 | 1,947,204 | 60,341 | SH | SOLE | 60,341 | 0 | 0 | ||
Sotheby's | Common Stock | 835898107 | 650,687 | 14,383 | SH | SOLE | 14,383 | 0 | 0 | ||
Southern Co. | Common Stock | 842587107 | 575,622 | 13,738 | SH | SOLE | 13,738 | 0 | 0 | ||
South32 Limited | ADR | 84473L105 | 48,117 | 7,171 | SH | SOLE | 7,171 | 0 | 0 | ||
Sprint Corp Global 7 7/8% Due 9/15/2023 MS15 | GLOBAL | 85207UAF2 | 1,046,246 | 1,070,000 | PRN | SOLE | 1,070,000 | 0 | 0 | ||
Staples, Inc. SPLS 4.375 01/12/23 4 3/8% Due 1/12/2023 JJ12 | GLOBAL | 855030AM4 | 502,759 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Steel Dynamics Inc. | Common Stock | 858119100 | 169,842 | 8,199 | SH | SOLE | 8,199 | 0 | 0 | ||
Sykes Enterprises Inc | Common Stock | 871237103 | 849,647 | 35,037 | SH | SOLE | 35,037 | 0 | 0 | ||
TECO Energy Inc. | Common Stock | 872375100 | 553,835 | 31,361 | SH | SOLE | 31,361 | 0 | 0 | ||
Teck Cominco Ltd - Cl B 3 3/4% Due 2/1/2023 FA1 | GLOBAL | 878742AY1 | 430,785 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
Tenet Healthcare Corp. 8% Due 8/1/2020 FA1 | GLOBAL | 88033GBM1 | 668,000 | 640,000 | PRN | SOLE | 640,000 | 0 | 0 | ||
Tenet Healthcare Corp. 8 1/8% Due 4/1/2022 AO1 | GLOBAL | 88033GCE8 | 372,640 | 340,000 | PRN | SOLE | 340,000 | 0 | 0 | ||
Transdigm Group Inc | Common Stock | 893641100 | 624,807 | 2,781 | SH | SOLE | 2,781 | 0 | 0 | ||
Travelers Cos, Inc | Common Stock | 89417E109 | 747,375 | 7,732 | SH | SOLE | 7,732 | 0 | 0 | ||
US Treasury Notes 7 5/8% Due 11/15/2022 MN15 | US GOVERNMENT | 912810EN4 | 1,385,625 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
US Treasury Notes 6 1/4% Due 8/15/2023 FA15 | US GOVERNMENT | 912810EQ7 | 1,305,312 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
US Treasury Notes 6 7/8% Due 8/15/2025 FA15 | US GOVERNMENT | 912810EV6 | 1,415,391 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
United States Steel Corp | Common Stock | 912909108 | 142,154 | 6,894 | SH | SOLE | 6,894 | 0 | 0 | ||
United Therapeutics Corp. | Common Stock | 91307C102 | 3,014,032 | 17,327 | SH | SOLE | 17,327 | 0 | 0 | ||
VWR Funding, Inc 7 1/4% Due 9/15/2017 MS15 | GLOBAL | 918436AF3 | 1,860,069 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
Vodafone Group PLC (New) Global 5 5/8% Due 2/27/2017 FA27 | GLOBAL | 92857WAP5 | 786,578 | 740,000 | PRN | SOLE | 740,000 | 0 | 0 | ||
Wal-Mart Stores, Inc. | Common Stock | 931142103 | 865,275 | 12,199 | SH | SOLE | 12,199 | 0 | 0 | ||
Wal-Mart Stores, Inc. 5% Due 10/25/2040 AO25 | US DOMESTIC | 931142CY7 | 2,049,658 | 1,870,000 | PRN | SOLE | 1,870,000 | 0 | 0 | ||
West Corporation | Common Stock | 952355204 | 747,052 | 24,819 | SH | SOLE | 24,819 | 0 | 0 | ||
Westlake Chemical Corp | Common Stock | 960413102 | 153,985 | 2,245 | SH | SOLE | 2,245 | 0 | 0 | ||
China Power International | Common Stock | B02ZKQ8 | 949,975 | 1,246,155 | SH | SOLE | 1,246,155 | 0 | 0 | ||
Mercialys | REIT | B0LMF87 | 571,349 | 25,634 | SH | SOLE | 25,634 | 0 | 0 | ||
ELECTRICITE DE FRANCE | Common Stock | B0NJJ17 | 1,240,639 | 55,704 | SH | SOLE | 55,704 | 0 | 0 | ||
Banco Hipotecario SA 9 3/4% Due 4/27/2016 AO27 | EURO-DOLLAR | B13BWD3 | 20,150 | 20,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
Pacific Textiles Holdings Ltd | Common Stock | B1WMLF2 | 752,258 | 471,079 | SH | SOLE | 471,079 | 0 | 0 | ||
Platinum Asset Management Ltd | Common Stock | B1XK7G8 | 629,698 | 109,515 | SH | SOLE | 109,515 | 0 | 0 | ||
EDP Renovaveis SA | Common Stock | B39GNW2 | 33,589 | 4,750 | SH | SOLE | 4,750 | 0 | 0 | ||
China Longyuan Power Group Crp | Common Stock | B4Q2TX3 | 1,546,200 | 1,390,611 | SH | SOLE | 1,390,611 | 0 | 0 | ||
OTSUKA HOLDINGS CO LTD | Common Stock | B5LTM93 | 1,626,304 | 50,966 | SH | SOLE | 50,966 | 0 | 0 | ||
Fortune Reit | REIT | B5T50H7 | 619,301 | 614,749 | SH | SOLE | 614,749 | 0 | 0 | ||
Icon PLC - Sponsored ADR | Common Stock | B94G471 | 958,083 | 14,236 | SH | SOLE | 14,236 | 0 | 0 | ||
Coca-Cola HBC AG | Common Stock | B9895B7 | 1,836,486 | 85,420 | SH | SOLE | 85,420 | 0 | 0 | ||
Amdocs Limited ORD | Common Stock | G02602103 | 839,758 | 15,383 | SH | SOLE | 15,383 | 0 | 0 | ||
Bunge Limited | Common Stock | G16962105 | 1,070,458 | 12,192 | SH | SOLE | 12,192 | 0 | 0 | ||
Delphi Automotive PLC | Common Stock | G27823106 | 883,830 | 10,387 | SH | SOLE | 10,387 | 0 | 0 | ||
Fresh Del Monte Produce Inc | Common Stock | G36738105 | 997,583 | 25,804 | SH | SOLE | 25,804 | 0 | 0 | ||
Ingersoll-Rand PLC | Common Stock | G47791101 | 829,333 | 12,301 | SH | SOLE | 12,301 | 0 | 0 | ||
ACE Ltd. | Common Stock | H0023R105 | 762,498 | 7,499 | SH | SOLE | 7,499 | 0 | 0 |