Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 11, 2014
Total Value: $5.442B (48.0% shares, 52.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MASONITE INTERNATIONAL CORP | 4,477,837 | $269M | 4.9% | $60.00 | — | — | COMMON STOCK | 575385109 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $259M | 4.8% | $6.19 | — | — | COMMON STOCK | 318672706 |
| — | EXCO RESOURCES INC | 36,778,946 | $195M | 3.6% | $5.31 | — | — | COMMON STOCK | 269279402 |
| — | DYNEGY INC | 8,245,986 | $177M | 3.3% | $21.52 | — | — | COMMON STOCK | 26817R108 |
| — | DELPHI AUTOMOTIVE PLC | 2,125,000 | $128M | 2.3% | $60.13 | — | — | COMMON STOCK | G27823106 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,490 | $118M | 2.2% | $24.74 | — | — | COMMON STOCK | 018606301 |
| MTG | MGIC INVESTMENT CORP | 12,000,000 | $101M | 1.9% | $8.44 | — | — | COMMON STOCK | 552848103 |
| — | CHARTER COMMUNICATION-A | 729,683 | $99.79M | 1.8% | $136.76 | — | — | COMMON STOCK | 16117M305 |
| — | HORNBECK OFFSHORE SERVICES | 73,080,000 | $87.52M | 1.6% | $1.20 | — | — | CV SR UNSEC NT | 440543AN6 |
| — | OMNICARE INC | 85,750,000 | $87.29M | 1.6% | $1.02 | — | — | CV SR SUB NT CPDI | 681904AQ1 |
| — | MGM RESORTS INTL | 61,865,000 | $84.48M | 1.6% | $1.37 | — | — | CV SR UNSEC NT | 55303QAE0 |
| — | BROOKDALE SENIOR LIVING | 65,975,000 | $79.05M | 1.5% | $1.20 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | JARDEN CORP | 55,750,000 | $78.8M | 1.4% | $1.41 | — | — | CV SR SUB NT | 471109AH1 |
| — | NUVASIVE INC | 72,120,000 | $78.32M | 1.4% | $1.09 | — | — | CV SR UNSEC NT | 670704AC9 |
| — | SURGICAL CARE AFFILIATES INC | 2,328,027 | $77.86M | 1.4% | $33.45 | — | — | COMMON STOCK | 86881L106 |
| — | STAR BULK CARRIERS CORP | 5,773,907 | $76.97M | 1.4% | $13.33 | — | — | COMMON STOCK | Y8162K121 |
| — | STONE ENERGY CORP | 69,200,000 | $76.4M | 1.4% | $1.10 | — | — | CV SR UNSEC NT | 861642AN6 |
| — | CEMEX SAB DE CV | 63,577,000 | $75.5M | 1.4% | $1.19 | — | — | CV SUB NT | 151290AV5 |
| — | WRIGHT MEDICAL GROUP INC | 55,612,000 | $75.45M | 1.4% | $1.36 | — | — | CV SR UNSEC NT | 98235TAC1 |
| — | ON SEMICONDUCTOR CORP | 65,445,000 | $72.3M | 1.3% | $1.10 | — | — | CV SR SUB NT SER-B | 682189AH8 |
| — | LAM RESEARCH CORP | 61,700,000 | $70.41M | 1.3% | $1.14 | — | — | CV SR UNSEC NT | 512807AJ7 |
| — | SEACOR HOLDINGS INC | 56,270,000 | $68.8M | 1.3% | $1.22 | — | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | CIENA CORP | 65,500,000 | $67.89M | 1.2% | $1.04 | — | — | CV SR UNSEC NT | 171779AE1 |
| — | COBALT INTL ENERGY INC | 73,375,000 | $65.23M | 1.2% | $0.89 | — | — | CV SR UNSEC NT | 19075FAA4 |
| — | FOREST CITY ENTERPRISES | 57,171,000 | $63.97M | 1.2% | $1.12 | — | — | CV SR UNSEC NT PNC | 345550AP2 |
| — | AIR LEASE CORP | 47,100,000 | $62.91M | 1.2% | $1.34 | — | — | CV SR UNSEC NT | 00912XAK0 |
| — | ALERE INC | 212,800 | $60.92M | 1.1% | $286.30 | — | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | CONTANGO OIL & GAS | 1,287,734 | $60.86M | 1.1% | $47.26 | — | — | COMMON STOCK | 21075N204 |
| — | SALIX PHARMACEUTICALS LTD | 36,808,000 | $54.62M | 1.0% | $1.48 | — | — | CV SR UNSEC NT | 795435AE6 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,564,100 | $51.88M | 1.0% | $33.17 | — | — | COMMON STOCK NEW | 52729N308 |
| IWM | ISHARES RUSSELL 2000 | 430,000 | $49.6M | 0.9% | $115.36 | — | — | Put | 464287655 |
| — | GENESEE & WYOMING INC | 372,500 | $47.53M | 0.9% | $127.60 | — | — | 5% CV MAND PFD EQUITY UNITS | 371559204 |
| AIG | AMERICAN INTERNATIONAL GROUP | 929,100 | $47.43M | 0.9% | $51.05 | — | — | COMMON STOCK | 026874784 |
| — | MENTOR GRAPHICS CORP | 34,556,000 | $46.04M | 0.8% | $1.33 | — | — | CV SUB UNSEC NT | 587200AK2 |
| — | CROWN CASTLE INTL CORP | 455,000 | $45.53M | 0.8% | $100.07 | — | — | 4.5% MAND CV SER-A PFD | 228227500 |
| — | HELIX ENERGY SOLUTIONS | 36,892,000 | $44.61M | 0.8% | $1.21 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | INTEL CORP | 39,725,000 | $44.56M | 0.8% | $1.12 | — | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | RTI INTERNATIONAL METALS | 41,450,000 | $43.95M | 0.8% | $1.06 | — | — | CV SR UNSEC NT | 74973WAB3 |
| PBR | PETROLEO BRASILEIRO SA SPONSORED ADR | 3,124,177 | $43.05M | 0.8% | $13.78 | — | — | PETROLEO BRASILEIRO SA SPONSORED ADR | 71654V408 |
| — | INTEL CORP | 31,000,000 | $42.3M | 0.8% | $1.36 | — | — | CV JR SUB NT PNC CPDI | 458140AF7 |
| — | BIOMARIN PHARMACEUTICAL | 37,500,000 | $40.52M | 0.7% | $1.08 | — | — | CV SR SUB NT | 09061GAF8 |
| — | WEB.COM GROUP INC | 35,500,000 | $40.02M | 0.7% | $1.13 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| NRG | NRG ENERGY INC | 1,325,000 | $38.05M | 0.7% | $28.72 | — | — | COMMON STOCK | 629377508 |
| — | GOODRICH PETROLEUM CORP | 36,465,000 | $37.72M | 0.7% | $1.03 | — | — | CV SR UNSEC NT PNC | 382410AG3 |
| TSM | TAIWAN SEMICONDUCTOR SPONSORED ADR | 2,160,340 | $37.68M | 0.7% | $17.44 | — | — | TAIWAN SEMICONDUCTOR SPONSORED ADR | 874039100 |
| — | Vale S.A. PFD | 2,657,843 | $37.24M | 0.7% | $14.01 | — | — | Vale S.A. PFD | 91912E204 |
| — | E*TRADE FINANCIAL CORP | 1,861,400 | $36.56M | 0.7% | $19.64 | — | — | COMMON STOCK | 269246401 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $36.47M | 0.7% | $13.26 | — | — | COMMON STOCK | 928298108 |
| — | SOLARCITY CORP | 30,500,000 | $36.42M | 0.7% | $1.19 | — | — | CV SR UNSEC NT | 83416TAA8 |
| — | TOWER GROUP INTL LTD | 43,830,000 | $36.27M | 0.7% | $0.83 | — | — | CV SR UNSEC NT | 891777AC8 |
| — | RTI INTERNATIONAL METALS | 30,975,000 | $35.44M | 0.7% | $1.14 | — | — | CV SR UNSEC NT | 74973WAA5 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 32,500,000 | $34.78M | 0.6% | $1.07 | — | — | CV SR UNSEC NT | 874054AD1 |
| — | HANWHA SOLARONE CO LTD | 37,146,000 | $34.55M | 0.6% | $0.93 | — | — | CV SR UNSEC NT | 83415UAB4 |
| — | PHOTRONICS INC | 30,132,000 | $34.54M | 0.6% | $1.15 | — | — | CV SR UNSEC NT | 719405AH5 |
| — | BPZ RESOURCES INC | 38,000,000 | $33.82M | 0.6% | $0.89 | — | — | CV SR UNSEC NT | 055639AC2 |
| — | STARWOOD PROPERTY TRUST | 30,000,000 | $33.28M | 0.6% | $1.11 | — | — | CV SR UNSEC NT REIT | 85571BAB1 |
| — | COLONY FINANCIAL INC | 31,520,000 | $32.62M | 0.6% | $1.03 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | MERITAGE HOMES CORP | 28,650,000 | $32.29M | 0.6% | $1.13 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | UNITED TECHNOLOGIES CORP | 489,950 | $32.08M | 0.6% | $65.47 | — | — | 7.50% CV MAND PFD EQUITY UNITS | 913017117 |
| — | HEARTWARE INTERNATIONAL | 26,416,000 | $31.82M | 0.6% | $1.20 | — | — | CV SR UNSEC NT | 422368AA8 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 25,828,000 | $29.91M | 0.5% | $1.16 | — | — | CV SR UNSEC NT | 874054AC3 |
| — | DFC GLOBAL CORP | 33,035,000 | $29.86M | 0.5% | $0.90 | — | — | CV SR UNSEC NT | 23324TAB3 |
| — | Tata Motors | 940,691 | $28.97M | 0.5% | $30.80 | — | — | Tata Motors | 876568502 |
| — | ALPHA NATURAL RESOURCES | 28,000,000 | $28.89M | 0.5% | $1.03 | — | — | CV SR UNSEC NT | 02076XAE2 |
| — | WABASH NATIONAL CORP | 20,980,000 | $27.72M | 0.5% | $1.32 | — | — | CV SR UNSEC NT | 929566AH0 |
| — | ALERE INC | 24,380,000 | $27.56M | 0.5% | $1.13 | — | — | CV SR SUB NT | 01449JAA3 |
| GTY | GETTY REALTY CORP | 1,422,221 | $26.13M | 0.5% | $18.37 | — | — | COMMON STOCK REIT | 374297109 |
| — | RPM INTERNATIONAL INC | 23,000,000 | $25.47M | 0.5% | $1.11 | — | — | CV SR UNSEC NT | 749685AT0 |
| — | WALTER INVESTMENT MGMT | 25,255,000 | $25.24M | 0.5% | $1.00 | — | — | CV SR SUB NT | 93317WAA0 |
| — | CONTAINER STORE GROUP INC/THE | 557,565 | $24.69M | 0.5% | $44.28 | — | — | COMMON STOCK | 210751103 |
| — | CONTAINER STORE GROUP INC/THE | 557,000 | $24.66M | 0.5% | $44.28 | — | — | Put | 210751103 |
| BIDU | Baidu Inc | 137,097 | $24.39M | 0.4% | $177.88 | — | — | Baidu Inc | 056752108 |
| — | BOTTOMLINE TECHNOLOGIES | 17,980,000 | $24.14M | 0.4% | $1.34 | — | — | CV SR UNSEC NT | 101388AA4 |
| — | AMERICA MOVIL | 1,018,304 | $23.8M | 0.4% | $23.37 | — | — | AMERICA MOVIL | 02364W105 |
| — | DRYSHIPS INC | 22,021,000 | $22.19M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 262498AB4 |
| — | VECTOR GROUP LTD | 18,185,000 | $21.68M | 0.4% | $1.19 | — | — | CV SR UNSEC VARIABLE NT CPDI | 92240MAY4 |
| — | ICONIX BRAND GROUP INC | 15,305,000 | $21.18M | 0.4% | $1.38 | — | — | CV SR SUB NT | 451055AE7 |
| CX | Cemex SA-Sponsored ADR | 1,751,663 | $20.72M | 0.4% | $11.83 | — | — | Cemex SA-Sponsored ADR | 151290889 |
| — | STARWOOD PROPERTY TRUST | 18,500,000 | $20.54M | 0.4% | $1.11 | — | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | ANNALY CAPITAL MGMT | 20,157,000 | $20.5M | 0.4% | $1.02 | — | — | CV SR UNSEC NT | 035710AB8 |
| — | Cia Brasileira de Distribuicao Grupo Pao | 456,413 | $20.39M | 0.4% | $44.67 | — | — | Cia Brasileira de Distribuicao Grupo Pao | 20440T201 |
| — | BIOMARIN PHARMACEUTICAL | 18,500,000 | $19.8M | 0.4% | $1.07 | — | — | CV SR SUB NT | 09061GAE1 |
| TV | GRUPO TELEVISA SA DE SPN ADR REPORD | 623,359 | $18.86M | 0.3% | $30.26 | — | — | GRUPO TELEVISA SA DE SPN ADR REPORD | 40049J206 |
| — | GREENBRIER COS INC | 15,000,000 | $17.81M | 0.3% | $1.19 | — | — | CV SR UNSEC NT | 393657AH4 |
| — | STERLITE INDUSTRIES LTD | 17,791,000 | $17.73M | 0.3% | $1.00 | — | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | SANDISK CORP | 11,430,000 | $16.88M | 0.3% | $1.48 | — | — | CV SR UNSEC NT | 80004CAD3 |
| — | BANK OF AMERICA CORP | 15,800 | $16.78M | 0.3% | $1061.90 | — | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| — | TELEF BRASIL | 867,758 | $16.68M | 0.3% | $19.22 | — | — | TELEF BRASIL | 87936R106 |
| — | CHESAPEAKE ENERGY CORP | 17,747,000 | $16.62M | 0.3% | $0.94 | — | — | CV SR UNSEC NT CPDI | 165167CB1 |
| — | DEALERTRACK TECHNOLOGIES | 11,904,000 | $16.55M | 0.3% | $1.39 | — | — | CV SR UNSEC NT | 242309AB8 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 630,000 | $16.38M | 0.3% | $26.00 | — | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | NY COMMUNITY CAP TRUST V | 322,341 | $16.12M | 0.3% | $50.00 | — | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | APOLLO GLOBAL MANAGEMENT - A | 500,000 | $15.8M | 0.3% | $31.61 | — | — | COMMON STOCK | 037612306 |
| — | Trina Solar LTD | 1,151,328 | $15.74M | 0.3% | $13.67 | — | — | Trina Solar LTD | 89628E104 |
| — | HOLOGIC INC | 14,814,000 | $15.63M | 0.3% | $1.06 | — | — | CV SR UNSEC NT MULTI-CPN | 436440AG6 |
| — | HOLOGIC INC | 15,075,000 | $15.47M | 0.3% | $1.03 | — | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | MERITOR INC | 15,868,000 | $15.36M | 0.3% | $0.97 | — | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | EMC CORP/MA | 610,000 | $15.34M | 0.3% | $25.15 | — | — | COMMON STOCK | 268648102 |
| NTAP | NETAPP INC | 370,000 | $15.22M | 0.3% | $41.14 | — | — | COMMON STOCK | 64110D104 |
| ABEV | AMBEV SA-SPN ADR | 2,005,765 | $14.74M | 0.3% | $7.35 | — | — | AMBEV SA-SPN ADR | 02319V103 |
| — | CHIQUITA BRANDS INTL | 15,000,000 | $14.68M | 0.3% | $0.98 | — | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | BGC PARTNERS INC | 13,845,000 | $14.51M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | 05541TAD3 |
| — | CEMEX SAB DE CV | 11,000,000 | $14.47M | 0.3% | $1.32 | — | — | CV SUB NT | 151290BB8 |
| — | AAR CORP | 12,685,000 | $13.78M | 0.3% | $1.09 | — | — | CV SR UNSEC NT | 000361AM7 |
| — | NUANCE COMMUNICATIONS | 14,000,000 | $13.75M | 0.3% | $0.98 | — | — | CV SR UNSEC NT | 67020YAF7 |
| — | WELLS FARGO & COMPANY | 12,440 | $13.73M | 0.3% | $1104.02 | — | — | 7.50% CV PFD CL-A SER-L PERPETUAL PNC | 949746804 |
| — | HOME INNS HTL MNGMT INC | 13,000,000 | $13.69M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | 43713WAB3 |
| — | MCDERMOTT INTL INC | 1,490,599 | $13.65M | 0.3% | $9.16 | — | — | COMMON STOCK | 580037109 |
| — | MORGANS HOTEL GROUP CO | 13,677,000 | $13.48M | 0.2% | $0.99 | — | — | CV SR SUB NT | 61748WAB4 |
| — | Mobile Telesystems OJSC | 619,721 | $13.4M | 0.2% | $21.63 | — | — | Mobile Telesystems OJSC | 607409109 |
| BVN | COMPANIA DE MINAS BUEN SPON ADR SER B | 1,185,858 | $13.3M | 0.2% | $11.22 | — | — | COMPANIA DE MINAS BUEN SPON ADR SER B | 204448104 |
| — | RESOURCE CAPITAL CORP | 12,767,000 | $12.8M | 0.2% | $1.00 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | AK STEEL CORP | 7,500,000 | $12.25M | 0.2% | $1.63 | — | — | CV SR UNSEC NT | 001546AP5 |
| — | LAM RESEARCH CORP | 10,000,000 | $12.21M | 0.2% | $1.22 | — | — | CV SR UNSEC NT SER B | 512807AL2 |
| — | AMERICAN REALTY CAP PROP | 12,000,000 | $12.07M | 0.2% | $1.01 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | COMMONWEALTH REIT | 588,084 | $12.06M | 0.2% | $20.51 | — | — | 6.5% CV PERP PFD SER-D REIT | 203233408 |
| — | HOLOGIC INC | 9,679,000 | $11.25M | 0.2% | $1.16 | — | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| — | PULSE ELECTRONICS CORP | 3,844,658 | $11.11M | 0.2% | $2.89 | — | — | COMMON STOCK | 74586W205 |
| MO | ALTRIA GROUP INC | 288,000 | $11.06M | 0.2% | $38.39 | — | — | COMMON STOCK | 02209S103 |
| — | EPR PROPERTIES | 534,821 | $10.94M | 0.2% | $20.45 | — | — | 5.75% CV PERP PFD SER-C REIT | 26884U208 |
| — | AV HOMES INC | 10,014,000 | $10.78M | 0.2% | $1.08 | — | — | CV SR UNSEC NT | 053494AG5 |
| — | PROVIDENCE SERVICE CORP | 10,382,000 | $10.75M | 0.2% | $1.04 | — | — | CV SR SUB NT | 743815AB8 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 559,024 | $9.481M | 0.2% | $16.96 | — | — | COMMON STOCK | 44157R109 |
| — | TITAN MACHINERY INC | 10,897,000 | $9.407M | 0.2% | $0.86 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | MGIC INVESTMENT CORP | 6,760,000 | $9.4M | 0.2% | $1.39 | — | — | CV SR UNSEC NT | 552848AE3 |
| TKC | TURKCELL ILETISIM HIZM SPONSORED ADR | 696,116 | $9.293M | 0.2% | $13.35 | — | — | TURKCELL ILETISIM HIZM SPONSORED ADR | 900111204 |
| — | US STEEL CORP | 6,740,000 | $8.982M | 0.2% | $1.33 | — | — | CV SR UNSEC NT PNC | 912909AH1 |
| — | PROSPECT CAPITAL CORP | 8,288,000 | $8.772M | 0.2% | $1.06 | — | — | CV SR UNSEC NT | 74348TAD4 |
| — | HEADWATERS INC | 7,846,000 | $8.474M | 0.2% | $1.08 | — | — | CV SR SUB NT | 42210PAR3 |
| — | CAPITAL PRODUCT PARTNERS LP | 807,500 | $8.455M | 0.2% | $10.47 | — | — | COMMON STOCK | Y11082107 |
| — | HEALTH CARE REIT INC | 162,874 | $8.349M | 0.2% | $51.26 | — | — | 6.5% CV PERP PFD SER-I REIT PNC | 42217K601 |
| — | ENDEAVOUR INTERNATIONAL | 10,100,000 | $8.004M | 0.1% | $0.79 | — | — | CV SR UNSEC NT | 29257MAE0 |
| — | DOLLAR FINANCIAL CORP | 7,880,000 | $7.795M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 256664AB9 |
| — | PROSPECT CAPITAL CORP | 7,304,000 | $7.77M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 74348TAL6 |
| — | TTM TECHNOLOGIES | 7,500,000 | $7.755M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 87305RAC3 |
| — | ARCELORMITTAL | 7,410,000 | $7.573M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 03938LAK0 |
| — | ARES CAPITAL CORP | 7,019,000 | $7.517M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 04010LAJ2 |
| — | OLD REPUBLIC INTL CORP | 5,613,000 | $7.002M | 0.1% | $1.25 | — | — | CV SR UNSEC NT | 680223AH7 |
| — | ARES CAPITAL CORP | 6,146,000 | $6.529M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 04010LAG8 |
| — | CHESAPEAKE ENERGY CORP | 6,000,000 | $6.128M | 0.1% | $1.02 | — | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | JINKOSOLAR HOLDING CO LT | 5,750,000 | $6.104M | 0.1% | $1.06 | — | — | CV SR UNSEC NT 144A | 47759TAA8 |
| — | YRC WORLDWIDE INC | 6,146,385 | $5.916M | 0.1% | $0.96 | — | — | CV SEC 2ND LIEN 10% PIK NT SER-A | 984249AB8 |
| — | INTEROIL CORP | 5,900,000 | $5.605M | 0.1% | $0.95 | — | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | PROSPECT CAPITAL CORP | 5,000,000 | $5.271M | 0.1% | $1.05 | — | — | CV SR UNSEC NT | 74348TAK8 |
| — | BRISTOW GROUP INC | 4,045,000 | $4.993M | 0.1% | $1.23 | — | — | CV SR UNSEC NT | 110394AC7 |
| — | MOLYCORP INC | 6,300,000 | $4.878M | 0.1% | $0.77 | — | — | CV SR UNSEC NT PNC | 608753AF6 |
| — | INTEGRA LIFESCIENCES HLD | 4,435,000 | $4.771M | 0.1% | $1.08 | — | — | CV SR UNSEC NT | 457985AK5 |
| — | INTERMUNE INC | 5,000,000 | $4.507M | 0.1% | $0.90 | — | — | CV SR UNSEC NT PNC | 45884XAE3 |
| — | LEAP WIRELESS INTL INC | 4,269,000 | $4.359M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 521863AL4 |
| — | REDWOOD TRUST INC | 4,000,000 | $4.174M | 0.1% | $1.04 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | ACCURAY INC | 3,500,000 | $3.933M | 0.1% | $1.12 | — | — | CV SR UNSEC NT PNC | 004397AB1 |
| PLPC | PREFORMED LINE PRODUCTS CO | 53,691 | $3.928M | 0.1% | $73.16 | — | — | COMMON STOCK | 740444104 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $3.846M | 0.1% | $2.73 | — | — | COMMON STOCK | 92934F203 |
| — | US STEEL CORP | 3,500,000 | $3.755M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 912909AE8 |
| — | GOLDEN STAR RESOURCES | 5,500,000 | $3.74M | 0.1% | $0.68 | — | — | CV SR UNSEC NT | 38119TAE4 |
| — | SEQUENOM INC | 4,240,000 | $3.728M | 0.1% | $0.88 | — | — | CV SR UNSEC NT PNC | 817337AB4 |
| — | MOLYCORP INC | 5,000,000 | $3.56M | 0.1% | $0.71 | — | — | CV SR UNSEC NT | 608753AA7 |
| — | EPR PROPERTIES | 107,500 | $3.015M | 0.1% | $28.05 | — | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | WEBMD HEALTH CORP | 3,000,000 | $2.964M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 94770VAF9 |
| — | BPZ RESOURCES INC | 3,260,000 | $2.934M | 0.1% | $0.90 | — | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | Anglogold | 237,000 | $2.778M | 0.1% | $11.72 | — | — | Anglogold | 035128206 |
| — | MGIC INVESTMENT CORP | 2,000,000 | $2.275M | 0.0% | $1.14 | — | — | CV SR UNSEC NT | 552848AD5 |
| — | JAKKS PACIFIC INC | 1,150,000 | $1.151M | 0.0% | $1.00 | — | — | CV SR UNSEC NT | 47012EAD8 |
| — | APOLLO INVESTMENT CORP | 500,000 | $535K | 0.0% | $1.07 | — | — | CV SR UNSEC NT | 03761UAE6 |