Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 14, 2014
Total Value: $5.296B (48.4% shares, 51.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | EXCO RESOURCES INC | 45,173,682 | $253M | 4.8% | $5.60 | — | — | COMMON STOCK | 269279402 |
| — | MASONITE INTERNATIONAL CORP | 4,086,372 | $231M | 4.4% | $56.52 | — | — | COMMON STOCK | 575385109 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $228M | 4.3% | $5.44 | — | — | COMMON STOCK | 318672706 |
| — | DYNEGY INC | 8,245,986 | $206M | 3.9% | $24.94 | — | — | COMMON STOCK | 26817R108 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,490 | $159M | 3.0% | $33.53 | — | — | COMMON STOCK | 018606301 |
| — | DIAMOND FOODS INC | 4,420,859 | $154M | 2.9% | $34.93 | — | — | COMMON STOCK | 252603105 |
| — | NUVASIVE INC | 82,525,000 | $98.97M | 1.9% | $1.20 | — | — | CV SR UNSEC NT | 670704AC9 |
| — | MICRON TECHNOLOGY INC | 89,500,000 | $97.8M | 1.8% | $1.09 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | STONE ENERGY CORP | 79,800,000 | $97.58M | 1.8% | $1.22 | — | — | CV SR UNSEC NT | 861642AN6 |
| MTG | MGIC INVESTMENT CORP | 11,400,000 | $97.13M | 1.8% | $8.52 | — | — | COMMON STOCK | 552848103 |
| — | TESLA MOTORS INC | 102,845,000 | $93.48M | 1.8% | $0.91 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | ON SEMICONDUCTOR CORP | 75,954,000 | $92.9M | 1.8% | $1.22 | — | — | CV SR SUB NT SER-B | 682189AH8 |
| — | BROOKDALE SENIOR LIVING | 64,475,000 | $87.91M | 1.7% | $1.36 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | OMNICARE INC | 83,800,000 | $85.53M | 1.6% | $1.02 | — | — | CV SR SUB NT CPDI | 681904AQ1 |
| — | HORNBECK OFFSHORE SERVICES | 72,620,000 | $82.82M | 1.6% | $1.14 | — | — | CV SR UNSEC NT | 440543AN6 |
| — | STAR BULK CARRIERS CORP | 5,773,907 | $82.39M | 1.6% | $14.27 | — | — | COMMON STOCK | Y8162K121 |
| — | SURGICAL CARE AFFILIATES INC | 2,328,027 | $71.59M | 1.4% | $30.75 | — | — | COMMON STOCK | 86881L106 |
| — | LAM RESEARCH CORP | 60,700,000 | $70.59M | 1.3% | $1.16 | — | — | CV SR UNSEC NT | 512807AJ7 |
| — | COBALT INTL ENERGY INC | 74,760,000 | $70.59M | 1.3% | $0.94 | — | — | CV SR UNSEC NT | 19075FAA4 |
| — | BIOMARIN PHARMACEUTICAL | 63,045,000 | $70.36M | 1.3% | $1.12 | — | — | CV SR SUB NT | 09061GAF8 |
| — | WRIGHT MEDICAL GROUP INC | 51,082,000 | $69.04M | 1.3% | $1.35 | — | — | CV SR UNSEC NT | 98235TAC1 |
| — | AMERICAN REALTY CAP PROP | 61,460,000 | $67.17M | 1.3% | $1.09 | — | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | CIENA CORP | 65,000,000 | $66.34M | 1.3% | $1.02 | — | — | CV SR UNSEC NT | 171779AE1 |
| — | SEACOR HOLDINGS INC | 55,020,000 | $65.93M | 1.2% | $1.20 | — | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | ALERE INC | 212,800 | $61.65M | 1.2% | $289.72 | — | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | CONTANGO OIL & GAS | 1,287,732 | $61.48M | 1.2% | $47.74 | — | — | COMMON STOCK | 21075N204 |
| — | CROWN CASTLE INTL CORP | 585,000 | $59.17M | 1.1% | $101.15 | — | — | 4.5% MAND CV SER-A PFD | 228227500 |
| — | FOREST CITY ENTERPRISES | 51,821,000 | $58.36M | 1.1% | $1.13 | — | — | CV SR UNSEC NT PNC | 345550AP2 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2,736,084 | $54.78M | 1.0% | $20.02 | — | — | ADR | 874039100 |
| PBR | PETROLEO BRASILEIRO S.A.-ADR | 3,981,791 | $52.36M | 1.0% | $13.15 | — | — | ADR | 71654V408 |
| — | INTEL CORP | 39,725,000 | $46.95M | 0.9% | $1.18 | — | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| AIG | AMERICAN INTERNATIONAL GROUP | 929,100 | $46.46M | 0.9% | $50.01 | — | — | COMMON STOCK | 026874784 |
| — | PULSE ELECTRONICS CORP | 11,999,585 | $46.2M | 0.9% | $3.85 | — | — | COMMON STOCK | 74586W205 |
| — | GENESEE & WYOMING INC | 352,500 | $45.74M | 0.9% | $129.75 | — | — | 5% CV MAND PFD EQUITY UNITS | 371559204 |
| — | HELIX ENERGY SOLUTIONS | 36,892,000 | $45.52M | 0.9% | $1.23 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | TTM TECHNOLOGIES INC | 40,750,000 | $45.14M | 0.9% | $1.11 | — | — | CV SR UNSEC NT | 87305RAD1 |
| — | BPZ RESOURCES INC | 37,500,000 | $43.16M | 0.8% | $1.15 | — | — | CV SR UNSEC NT | 055639AC2 |
| — | WEB.COM GROUP INC | 36,000,000 | $42.42M | 0.8% | $1.18 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| NRG | NRG ENERGY INC | 1,325,000 | $42.13M | 0.8% | $31.80 | — | — | COMMON STOCK | 629377508 |
| — | VALE SA-SP PREF ADR | 3,351,672 | $41.73M | 0.8% | $12.45 | — | — | ADR | 91912E204 |
| — | MENTOR GRAPHICS CORP | 33,056,000 | $41.44M | 0.8% | $1.25 | — | — | CV SUB UNSEC NT | 587200AK2 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 33,380,000 | $41.08M | 0.8% | $1.23 | — | — | CV SR UNSEC NT | 874054AD1 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $40.92M | 0.8% | $14.88 | — | — | COMMON STOCK | 928298108 |
| — | RTI INTERNATIONAL METALS | 41,450,000 | $40.84M | 0.8% | $0.99 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | INTEL CORP | 27,000,000 | $37.91M | 0.7% | $1.40 | — | — | CV JR SUB NT CPDI PNC | 458140AF7 |
| — | TATA MOTORS LTD-SPON ADR | 1,044,361 | $36.98M | 0.7% | $35.41 | — | — | ADR | 876568502 |
| — | AIR LEASE CORP | 23,023,000 | $34.85M | 0.7% | $1.51 | — | — | CV SR UNSEC NT | 00912XAK0 |
| — | LEVEL 3 COMMUNICATIONS INC | 846,859 | $33.15M | 0.6% | $39.14 | — | — | COMMON STOCK NEW | 52729N308 |
| — | COLONY FINANCIAL INC | 31,020,000 | $33.07M | 0.6% | $1.07 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 24,828,000 | $32.76M | 0.6% | $1.32 | — | — | CV SR UNSEC NT | 874054AC3 |
| — | HEARTWARE INTERNATIONAL | 26,166,000 | $31.83M | 0.6% | $1.22 | — | — | CV SR UNSEC NT | 422368AA8 |
| — | HANWHA SOLARONE CO LTD | 34,146,000 | $31.75M | 0.6% | $0.93 | — | — | CV SR UNSEC NT | 83415UAB4 |
| — | RTI INTERNATIONAL METALS | 29,475,000 | $31.57M | 0.6% | $1.07 | — | — | CV SR UNSEC NT | 74973WAA5 |
| — | ALERE INC | 27,980,000 | $31.21M | 0.6% | $1.12 | — | — | CV SR SUB NT | 01449JAA3 |
| — | AMERICAN REALTY CAP PROP | 28,700,000 | $30.59M | 0.6% | $1.07 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | PHOTRONICS INC | 27,217,000 | $29.99M | 0.6% | $1.10 | — | — | CV SR UNSEC NT | 719405AH5 |
| — | STARWOOD PROPERTY TRUST | 25,500,000 | $29.13M | 0.5% | $1.14 | — | — | CV SR UNSEC NT REIT | 85571BAB1 |
| CX | CEMEX SAB-SPONS ADR PART CER | 2,304,945 | $29.11M | 0.5% | $12.63 | — | — | ADR | 151290889 |
| — | CEMEX SAB DE CV | 23,495,000 | $28.91M | 0.5% | $1.23 | — | — | CV SUB NT | 151290AV5 |
| TV | GRUPO TELEVISA SA-SPON ADR | 823,510 | $27.41M | 0.5% | $33.29 | — | — | ADR | 40049J206 |
| — | ALPHA NATURAL RESOURCES | 31,500,000 | $26.87M | 0.5% | $0.85 | — | — | CV SR UNSEC NT | 02076XAE2 |
| GTY | GETTY REALTY CORP | 1,422,221 | $26.87M | 0.5% | $18.89 | — | — | COMMON STOCK REIT | 374297109 |
| — | BIOMARIN PHARMACEUTICAL | 24,250,000 | $26.75M | 0.5% | $1.10 | — | — | CV SR SUB NT | 09061GAE1 |
| — | VECTOR GROUP LTD | 18,185,000 | $24.95M | 0.5% | $1.37 | — | — | CV SR UNSEC VARIABLE NT CPDI | 92240MAY4 |
| — | CIA BRASILEIRA DE DIS-SP PRF | 567,156 | $24.82M | 0.5% | $43.76 | — | — | ADR | 20440T201 |
| — | CHARTER COMMUNICATION-A | 200,000 | $24.64M | 0.5% | $123.20 | — | — | COMMON STOCK | 16117M305 |
| — | TRINA SOLAR LTD-SPON ADR | 1,797,124 | $24.17M | 0.5% | $13.45 | — | — | ADR | 89628E104 |
| — | BOTTOMLINE TECHNOLOGIES | 17,780,000 | $23.27M | 0.4% | $1.31 | — | — | CV SR UNSEC NT | 101388AA4 |
| — | E*TRADE FINANCIAL CORP | 1,000,000 | $23.02M | 0.4% | $23.02 | — | — | COMMON STOCK | 269246401 |
| — | TELEFONICA BRASIL-ADR | 1,073,210 | $22.8M | 0.4% | $21.24 | — | — | ADR | 87936R106 |
| — | FLUIDIGM CORP | 19,348,000 | $21.92M | 0.4% | $1.13 | — | — | CV SR UNSEC NT | 34385PAA6 |
| — | WEBMD HEALTH CORP | 21,500,000 | $21.69M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 94770VAF9 |
| — | TOWER GROUP INTL LTD | 22,830,000 | $21.68M | 0.4% | $0.95 | — | — | CV SR UNSEC NT | 891777AC8 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 1,235,044 | $21.09M | 0.4% | $17.08 | — | — | ADR | 035128206 |
| — | WELLS FARGO & COMPANY | 18,000 | $21.06M | 0.4% | $1170.00 | — | — | 7.50% CV PFD CL-A SER-L PERPETUAL PNC | 949746804 |
| — | APOLLO GLOBAL MANAGEMENT - A | 660,000 | $20.99M | 0.4% | $31.80 | — | — | COMMON STOCK | 037612306 |
| — | STARWOOD PROPERTY TRUST | 18,250,000 | $20.9M | 0.4% | $1.15 | — | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | BLACKROCK KELSO CAPITAL | 19,946,000 | $20.75M | 0.4% | $1.04 | — | — | CV SR UNSEC NT | 092533AB4 |
| ABEV | AMBEV SA-ADR | 2,650,005 | $19.64M | 0.4% | $7.41 | — | — | ADR | 02319V103 |
| — | BANK OF AMERICA CORP | 16,800 | $19.25M | 0.4% | $1145.65 | — | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| NTAP | NETAPP INC | 490,000 | $18.08M | 0.3% | $36.90 | — | — | COMMON STOCK | 64110D104 |
| — | MCDERMOTT INTL INC | 2,240,599 | $17.52M | 0.3% | $7.82 | — | — | COMMON STOCK | 580037109 |
| — | STERLITE INDUSTRIES LTD | 17,291,000 | $17.41M | 0.3% | $1.01 | — | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | RESOURCE CAPITAL CORP | 17,117,000 | $17.21M | 0.3% | $1.01 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | CHESAPEAKE ENERGY CORP | 17,747,000 | $16.73M | 0.3% | $0.94 | — | — | CV SR UNSEC NT CPDI | 165167CB1 |
| — | EMC CORP/MA | 610,000 | $16.72M | 0.3% | $27.41 | — | — | COMMON STOCK | 268648102 |
| — | HOLOGIC INC | 15,000,000 | $15.91M | 0.3% | $1.06 | — | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | HOLOGIC INC | 15,075,000 | $15.41M | 0.3% | $1.02 | — | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 630,000 | $15.11M | 0.3% | $23.98 | — | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | WABASH NATIONAL CORP | 10,730,000 | $15.06M | 0.3% | $1.40 | — | — | CV SR UNSEC NT | 929566AH0 |
| — | DRYSHIPS INC | 15,021,000 | $14.96M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 262498AB4 |
| — | AURICO GOLD (NORTHGATE MINERALS) | 14,267,000 | $14.84M | 0.3% | $1.04 | — | — | CV SR UNSEC NT | 666416AB8 |
| — | MOBILE TELESYSTEMS-SP ADR | 819,448 | $14.33M | 0.3% | $17.49 | — | — | ADR | 607409109 |
| — | MORGANS HOTEL GROUP CO | 14,410,000 | $14.07M | 0.3% | $0.98 | — | — | CV SR SUB NT | 61748WAB4 |
| — | ARES COMMERCIAL REAL ESTATE | 13,250,000 | $13.63M | 0.3% | $1.03 | — | — | CV SR UNSEC NT | 04013VAB4 |
| — | PROVIDENCE SERVICE CORP | 13,240,000 | $13.42M | 0.3% | $1.01 | — | — | CV SR SUB NT | 743815AB8 |
| — | CEMEX SAB DE CV | 9,500,000 | $13.12M | 0.2% | $1.38 | — | — | CV SUB NT | 151290BB8 |
| — | BGC PARTNERS INC | 12,145,000 | $12.94M | 0.2% | $1.07 | — | — | CV SR UNSEC NT | 05541TAD3 |
| — | MERITOR INC | 12,000,000 | $12.62M | 0.2% | $1.05 | — | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | WALTER INVESTMENT MGMT | 13,284,000 | $12.56M | 0.2% | $0.95 | — | — | CV SR SUB NT | 93317WAA0 |
| — | NY COMMUNITY CAP TRUST V | 247,341 | $12.09M | 0.2% | $48.88 | — | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 559,024 | $11.37M | 0.2% | $20.33 | — | — | COMMON STOCK | 44157R109 |
| — | ICONIX BRAND GROUP INC | 8,255,000 | $11.24M | 0.2% | $1.36 | — | — | CV SR SUB NT | 451055AE7 |
| — | NUANCE COMMUNICATIONS | 11,000,000 | $11.07M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 67020YAF7 |
| — | AV HOMES INC | 10,014,000 | $10.76M | 0.2% | $1.07 | — | — | CV SR UNSEC NT | 053494AG5 |
| — | HEADWATERS INC | 9,346,000 | $10.36M | 0.2% | $1.11 | — | — | CV SR SUB NT | 42210PAR3 |
| — | COMMONWEALTH REIT | 410,000 | $10.29M | 0.2% | $25.11 | — | — | 6.5% CV PERP PFD SER-D REIT | 203233408 |
| — | GOLDEN STAR RESOURCES | 13,750,000 | $10.29M | 0.2% | $0.75 | — | — | CV SR UNSEC NT | 38119TAE4 |
| — | CHIQUITA BRANDS INTL | 10,000,000 | $10.26M | 0.2% | $1.03 | — | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | IXIA | 9,410,000 | $9.927M | 0.2% | $1.05 | — | — | CV SR UNSEC NT | 45071RAB5 |
| — | RAIT FINANCIAL TRUST | 10,000,000 | $9.875M | 0.2% | $0.99 | — | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | TITAN MACHINERY INC | 11,397,000 | $9.804M | 0.2% | $0.86 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | ALBANY MOLECULAR RESEARCH INC | 7,305,000 | $9.777M | 0.2% | $1.34 | — | — | CV SR UNSEC NT 144A | 012423AA7 |
| — | OCWEN FINANCIAL CORP | 237,000 | $9.286M | 0.2% | $39.18 | — | — | COMMON STOCK | 675746309 |
| — | INTERMUNE INC | 7,165,000 | $9.163M | 0.2% | $1.28 | — | — | CV SR UNSEC NT PNC | 45884XAE3 |
| — | CAPITAL PRODUCT PARTNERS LP | 807,500 | $8.842M | 0.2% | $10.95 | — | — | COMMON STOCK | Y11082107 |
| — | EPR PROPERTIES | 400,321 | $8.607M | 0.2% | $21.50 | — | — | 5.75% CV PERP PFD SER-C REIT | 26884U208 |
| — | TTM TECHNOLOGIES | 8,049,000 | $8.292M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 87305RAC3 |
| — | ANNALY CAPITAL MGMT | 8,000,000 | $8.243M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 035710AB8 |
| — | HOLOGIC INC | 7,179,000 | $8.219M | 0.2% | $1.14 | — | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| — | INTEROIL CORP | 7,919,000 | $8.044M | 0.2% | $1.02 | — | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | AAR CORP | 7,500,000 | $7.785M | 0.1% | $1.04 | — | — | CV SR UNSEC NT | 000361AM7 |
| — | PROSPECT CAPITAL CORP | 7,288,000 | $7.708M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 74348TAD4 |
| — | ARES CAPITAL CORP | 7,019,000 | $7.583M | 0.1% | $1.08 | — | — | CV SR UNSEC NT | 04010LAJ2 |
| — | DOLLAR FINANCIAL CORP | 7,880,000 | $7.511M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 256664AB9 |
| — | SEQUENOM INC | 8,240,000 | $7.485M | 0.1% | $0.91 | — | — | CV SR UNSEC NT PNC | 817337AB4 |
| — | APOLLO COMMERCIAL REAL ESTATE FIN REIT | 7,000,000 | $7.171M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 03762UAA3 |
| — | ENDOLOGIX INC | 7,000,000 | $6.67M | 0.1% | $0.95 | — | — | CV SR UNSEC NT PNC | 29266SAA4 |
| — | PROSPECT CAPITAL CORP | 6,000,000 | $6.44M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 74348TAL6 |
| — | YRC WORLDWIDE INC | 5,930,266 | $6.316M | 0.1% | $1.07 | — | — | CV SEC 2ND LIEN 10% PIK NT SER-A | 984249AB8 |
| — | HEALTH CARE REIT INC | 112,874 | $6.268M | 0.1% | $55.53 | — | — | 6.5% CV PERP PFD SER-I REIT PNC | 42217K601 |
| TEO | TELECOM ARGENTINA SA-SP ADR | 324,973 | $6.197M | 0.1% | $19.07 | — | — | COMMON STOCK ADR | 879273209 |
| — | ARES CAPITAL CORP | 5,646,000 | $6.087M | 0.1% | $1.08 | — | — | CV SR UNSEC NT | 04010LAG8 |
| — | MOLYCORP INC | 7,300,000 | $5.84M | 0.1% | $0.80 | — | — | CV SR UNSEC NT PNC | 608753AF6 |
| — | REDWOOD TRUST INC | 5,260,000 | $5.635M | 0.1% | $1.07 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | HOME INNS HTL MNGMT INC | 5,500,000 | $5.345M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 43713WAB3 |
| — | PROSPECT CAPITAL CORP | 5,000,000 | $5.288M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 74348TAK8 |
| — | LAM RESEARCH CORP | 3,930,000 | $4.9M | 0.1% | $1.25 | — | — | CV SR UNSEC NT SER B | 512807AL2 |
| — | MERITAGE HOMES CORP | 4,550,000 | $4.872M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | DFC GLOBAL CORP | 5,000,000 | $4.294M | 0.1% | $0.86 | — | — | CV SR UNSEC NT | 23324TAB3 |
| — | MOLYCORP INC | 5,000,000 | $4.028M | 0.1% | $0.81 | — | — | CV SR UNSEC NT | 608753AA7 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $3.832M | 0.1% | $2.72 | — | — | COMMON STOCK | 92934F203 |
| — | OI SA-ADR | 2,623,000 | $3.489M | 0.1% | $1.33 | — | — | COMMON STOCK ADR | 670851203 |
| — | ASCENT CAPITAL GROUP INC | 3,420,000 | $3.442M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 043632AA6 |
| — | BPZ RESOURCES INC | 3,260,000 | $3.337M | 0.1% | $1.02 | — | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | LEAP WIRELESS INTL INC | 3,269,000 | $3.31M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 521863AL4 |
| — | CENVEO CORP | 3,174,000 | $3.281M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 15671BAJ0 |
| — | EPR PROPERTIES | 103,500 | $3.157M | 0.1% | $30.50 | — | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | CAL DIVE INTERNATIONAL | 3,185,000 | $3.063M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 12802TAB7 |
| — | APOLLO INVESTMENT CORP | 2,750,000 | $2.942M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 03761UAE6 |
| — | PARAGON SHIPPING INC-CLASS A | 400,000 | $2.74M | 0.1% | $6.85 | — | — | COMMON STOCK CL A | 69913R408 |
| — | GOODRICH PETROLEUM CORP | 2,505,000 | $2.569M | 0.0% | $1.03 | — | — | CV SR UNSEC NT PNC | 382410AG3 |
| — | VIMPELCOM LTD-SPON ADR | 260,000 | $2.348M | 0.0% | $9.03 | — | — | COMMON STOCK ADR | 92719A106 |
| — | MERRIMACK PHARMACEUTICALS | 1,900,000 | $1.936M | 0.0% | $1.02 | — | — | CV SR UNSEC NT | 590328AA8 |
| — | INTEGRA LIFESCIENCES HLD | 1,000,000 | $1.073M | 0.0% | $1.07 | — | — | CV SR UNSEC NT | 457985AK5 |
| — | LEXINGTON REALTY TRUST | 16,050 | $740K | 0.0% | $46.11 | — | — | 6.50% CV PERP PFD SER-C REIT | 529043309 |