Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 13, 2015
Total Value: $9.356B (64.8% shares, 35.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | STORE CAPITAL CORP | 82,148,645 | $1.775B | 19.0% | $21.61 | — | — | COMMON STOCK REIT | 862121100 |
| — | TRIBUNE MEDIA CO - A | 18,765,484 | $1.122B | 12.0% | $59.77 | — | — | COMMON STOCK | 896047503 |
| — | STAR BULK CARRIERS CORP | 51,234,231 | $336M | 3.6% | $6.56 | — | — | COMMON STOCK | Y8162K121 |
| — | DYNEGY INC | 10,149,712 | $308M | 3.3% | $30.35 | — | — | COMMON STOCK | 26817R108 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $246M | 2.6% | $5.87 | — | — | COMMON STOCK | 318672706 |
| ALLY | ALLY FINANCIAL INC | 9,328,530 | $220M | 2.4% | $23.62 | — | — | COMMON STOCK | 02005N100 |
| — | EAGLE BULK SHIPPING INC | 14,297,424 | $210M | 2.2% | $14.67 | — | — | COMMON STOCK | Y2187A127 |
| — | MASONITE INTERNATIONAL CORP | 2,436,585 | $150M | 1.6% | $61.46 | — | — | COMMON STOCK | 575385109 |
| — | DIAMOND FOODS INC | 4,420,859 | $125M | 1.3% | $28.23 | — | — | COMMON STOCK | 252603105 |
| — | NVIDIA CORP | 98,363,000 | $112M | 1.2% | $1.14 | — | — | CV SR UNSEC NT | 67066GAC8 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 4,887,784 | $109M | 1.2% | $22.38 | — | — | ADR | 874039100 |
| — | TRIBUNE PUBLISHING CO | 4,691,371 | $107M | 1.1% | $22.90 | — | — | COMMON STOCK | 896082104 |
| — | HOLOGIC INC | 95,154,000 | $106M | 1.1% | $1.12 | — | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | NUVASIVE INC | 82,053,000 | $105M | 1.1% | $1.28 | — | — | CV SR UNSEC NT | 670704AC9 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,491 | $99.84M | 1.1% | $20.99 | — | — | COMMON STOCK | 018606301 |
| MTG | MGIC INVESTMENT CORP | 10,705,200 | $99.77M | 1.1% | $9.32 | — | — | COMMON STOCK | 552848103 |
| — | OMNICARE INC | 82,624,000 | $99.25M | 1.1% | $1.20 | — | — | CV SR SUB NT CPDI | 681904AQ1 |
| — | EXCO RESOURCES INC | 45,173,682 | $98.03M | 1.0% | $2.17 | — | — | COMMON STOCK | 269279402 |
| — | ON SEMICONDUCTOR CORP | 81,834,000 | $97.77M | 1.0% | $1.19 | — | — | CV SR SUB NT SER-B | 682189AH8 |
| — | NXP SEMICONDUCTOR NV | 91,900,000 | $94.4M | 1.0% | $1.03 | — | — | CV SR UNSEC NT 144A | N6596XAA7 |
| — | VERINT SYSTEMS INC | 84,015,000 | $93.36M | 1.0% | $1.11 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | SALESFORCE.COM INC | 79,935,000 | $90.97M | 1.0% | $1.14 | — | — | CV SR UNSEC NT | 79466LAD6 |
| — | BIOMARIN PHARMACEUTICAL | 71,763,000 | $87.69M | 0.9% | $1.22 | — | — | CV SR SUB NT | 09061GAF8 |
| — | MICRON TECHNOLOGY INC | 65,901,000 | $87.3M | 0.9% | $1.32 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | LIBERTY MEDIA CORP | 84,740,000 | $84.03M | 0.9% | $0.99 | — | — | CV SR UNSEC NT | 531229AB8 |
| — | PRICELINE GROUP INC/THE | 74,025,000 | $83.6M | 0.9% | $1.13 | — | — | CV SR UNSEC NT | 741503AS5 |
| — | BROOKDALE SENIOR LIVING | 61,227,000 | $83.47M | 0.9% | $1.36 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | STONE ENERGY CORP | 74,956,000 | $65.92M | 0.7% | $0.88 | — | — | CV SR UNSEC NT | 861642AN6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS | 65,735,000 | $65.28M | 0.7% | $0.99 | — | — | CV SR UNSEC NT | 01988PAD0 |
| — | WRIGHT MEDICAL GROUP INC | 51,357,000 | $62.51M | 0.7% | $1.22 | — | — | CV SR UNSEC NT | 98235TAC1 |
| — | TESLA MOTORS INC | 67,870,000 | $61.47M | 0.7% | $0.91 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | J2 GLOBAL COMMUNICATIONS | 54,309,000 | $60.35M | 0.6% | $1.11 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | MEDIDATA SOLUTIONS INC | 54,721,000 | $60.27M | 0.6% | $1.10 | — | — | CV SR UNSEC NT | 58471AAB1 |
| — | SEACOR HOLDINGS INC | 55,420,000 | $59.2M | 0.6% | $1.07 | — | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | JARDEN CORP | 44,600,000 | $59.17M | 0.6% | $1.33 | — | — | CV SR SUB NT | 471109AL2 |
| — | SPECTRANETICS CORP | 45,797,000 | $59.05M | 0.6% | $1.29 | — | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | CROWN CASTLE INTL CORP | 563,145 | $57.77M | 0.6% | $102.58 | — | — | 4.5% MAND CV SER-A PFD | 22822V200 |
| — | BRF SA-ADR | 2,292,713 | $53.53M | 0.6% | $23.35 | — | — | ADR | 10552T107 |
| — | COBALT INTL ENERGY INC | 78,500,000 | $52.61M | 0.6% | $0.67 | — | — | CV SR UNSEC NT PNC | 19075FAB2 |
| — | TATA MOTORS LTD-SPON ADR | 1,231,661 | $52.08M | 0.6% | $42.28 | — | — | ADR | 876568502 |
| — | CARDTRONICS INC | 52,388,000 | $51.99M | 0.6% | $0.99 | — | — | CV SR UNSEC NT | 14161HAG3 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 3,986,869 | $51.87M | 0.6% | $13.01 | — | — | ADR | 465562106 |
| — | AMERICAN REALTY CAP PROP | 53,945,000 | $49.77M | 0.5% | $0.92 | — | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | VALE SA-SP PREF ADR | 6,718,672 | $48.78M | 0.5% | $7.26 | — | — | ADR | 91912E204 |
| — | SANDISK CORP | 40,328,000 | $48.52M | 0.5% | $1.20 | — | — | CV SR UNSEC NT | 80004CAF8 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 6,548,845 | $47.81M | 0.5% | $7.30 | — | — | ADR | 71654V408 |
| IBN | ICICI BANK LTD-SPON ADR | 4,031,168 | $46.56M | 0.5% | $11.55 | — | — | ADR | 45104G104 |
| — | DEPOMED INC | 41,000,000 | $44.67M | 0.5% | $1.09 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| CX | CEMEX SAB-SPONS ADR PART CER | 4,381,037 | $44.64M | 0.5% | $10.19 | — | — | ADR | 151290889 |
| — | RTI INTERNATIONAL METALS | 45,593,000 | $44.29M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | BIOMARIN PHARMACEUTICAL | 36,083,000 | $42.72M | 0.5% | $1.18 | — | — | CV SR SUB NT | 09061GAE1 |
| — | MENTOR GRAPHICS CORP | 33,166,000 | $40.29M | 0.4% | $1.21 | — | — | CV SUB UNSEC NT | 587200AK2 |
| — | INSULET CORPORATION | 33,213,000 | $39.86M | 0.4% | $1.20 | — | — | CV SR UNSEC NT PNC | 45784PAD3 |
| TV | GRUPO TELEVISA SA-SPON ADR | 1,160,710 | $39.53M | 0.4% | $34.06 | — | — | ADR | 40049J206 |
| — | PROOFPOINT INC | 28,245,000 | $39.19M | 0.4% | $1.39 | — | — | CV SR UNSEC NT PNC | 743424AB9 |
| BANC | BANC OF CALIFORNIA INC | 3,288,947 | $37.72M | 0.4% | $11.47 | — | — | COMMON STOCK | 05990K106 |
| — | CONTANGO OIL & GAS | 1,287,732 | $37.65M | 0.4% | $29.24 | — | — | COMMON STOCK | 21075N204 |
| — | FOREST CITY ENTERPRISES | 32,321,000 | $36.87M | 0.4% | $1.14 | — | — | CV SR UNSEC NT PNC | 345550AP2 |
| — | GENESEE & WYOMING INC | 308,300 | $35.78M | 0.4% | $116.06 | — | — | 5% MAND CV PFD EQUITY UNITS | 371559204 |
| — | SEACOR HOLDINGS INC | 38,546,000 | $35.44M | 0.4% | $0.92 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | TRINA SOLAR LTD-SPON ADR | 3,751,724 | $34.74M | 0.4% | $9.26 | — | — | ADR | 89628E104 |
| — | INVENSENSE INC | 33,653,000 | $33.55M | 0.4% | $1.00 | — | — | CV SR UNSEC NT | 46123DAB2 |
| — | AMSURG CORP | 295,904 | $33.44M | 0.4% | $113.00 | — | — | 5.25% MAND CV PFD | 03232P504 |
| — | ALERE INC | 100,733 | $31.73M | 0.3% | $314.99 | — | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| BIDU | BAIDU INC - SPON ADR | 138,429 | $31.56M | 0.3% | $227.97 | — | — | ADR | 056752108 |
| JD | JD.COM INC-ADR | 1,361,550 | $31.51M | 0.3% | $23.14 | — | — | ADR | 47215P106 |
| — | MACQUARIE INFRASTRUCTURE | 27,640,000 | $31.33M | 0.3% | $1.13 | — | — | CV SR UNSEC NT | 55608BAA3 |
| — | SYNCHRONOSS TECHNOLOGIES | 29,420,000 | $31.24M | 0.3% | $1.06 | — | — | CV SR UNSEC NT | 87157BAA1 |
| — | WEBMD HEALTH CORP | 30,925,000 | $31.06M | 0.3% | $1.00 | — | — | CV UNSEC NT | 94770VAK8 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,175,000 | $30.78M | 0.3% | $14.15 | — | — | COMMON STOCK | 928298108 |
| — | ROCK-TENN COMPANY -CL A | 502,832 | $30.66M | 0.3% | $60.98 | — | — | COMMON STOCK | 772739207 |
| — | CTRIP.COM INTERNATIONAL LTD | 31,171,000 | $30.53M | 0.3% | $0.98 | — | — | CV SR UNSEC NT | 22943FAD2 |
| — | COLONY FINANCIAL INC | 27,873,000 | $29.8M | 0.3% | $1.07 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | HOLOGIC INC | 23,184,000 | $29.16M | 0.3% | $1.26 | — | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| — | TTM TECHNOLOGIES INC | 30,246,000 | $29.09M | 0.3% | $0.96 | — | — | CV SR UNSEC NT | 87305RAD1 |
| — | HANWHA SOLARONE CO LTD | 29,330,000 | $29.04M | 0.3% | $0.99 | — | — | CV SR UNSEC NT | 83415UAB4 |
| — | IRIDIUM COMMUNICATIONS INC | 77,500 | $28.36M | 0.3% | $365.90 | — | — | 6.75% CV CUM PERP SER-B PFD PNC | 46269C409 |
| — | ALERE INC | 26,613,000 | $27.84M | 0.3% | $1.05 | — | — | CV SR SUB NT | 01449JAA3 |
| — | KEYW HOLDING CORP | 30,345,000 | $27.83M | 0.3% | $0.92 | — | — | CV SR UNSEC NT | 493723AA8 |
| — | PULSE ELECTRONICS CORP | 11,999,585 | $27.12M | 0.3% | $2.26 | — | — | COMMON STOCK | 74586W205 |
| — | PHOTRONICS INC | 25,007,000 | $26.34M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | 719405AH5 |
| — | NETSUITE INC | 22,457,000 | $25.26M | 0.3% | $1.12 | — | — | CV SR UNSEC NT | 64118QAB3 |
| — | MOLINA HEALTHCARE INC | 22,300,000 | $24.88M | 0.3% | $1.12 | — | — | CV SR UNSEC NT | 60855RAD2 |
| NMIH | NMI HOLDINGS INC-CLASS A | 2,689,080 | $24.55M | 0.3% | $9.13 | — | — | COMMON STOCK | 629209305 |
| GTY | GETTY REALTY CORP | 1,330,319 | $24.23M | 0.3% | $18.21 | — | — | COMMON STOCK REIT | 374297109 |
| — | CHART INDUSTRIES INC | 24,856,000 | $23.87M | 0.3% | $0.96 | — | — | CV SR SUB NT | 16115QAC4 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,000,000 | $23.58M | 0.3% | $23.58 | — | — | COMMON STOCK | 037612306 |
| — | MOLINA HEALTHCARE INC | 16,457,000 | $22.86M | 0.2% | $1.39 | — | — | CV SR UNSEC NT | 60855RAC4 |
| — | HEARTWARE INTERNATIONAL | 21,162,000 | $22.71M | 0.2% | $1.07 | — | — | CV SR UNSEC NT | 422368AA8 |
| — | AIR LEASE CORP | 15,841,000 | $21.76M | 0.2% | $1.37 | — | — | CV SR UNSEC NT | 00912XAK0 |
| TSQ | TOWNSQUARE MEDIA INC - CL A | 1,595,224 | $21.06M | 0.2% | $13.20 | — | — | COMMON STOCK | 892231101 |
| NRG | NRG ENERGY INC | 713,000 | $19.21M | 0.2% | $26.95 | — | — | COMMON STOCK | 629377508 |
| — | WEBMD HEALTH CORP | 18,300,000 | $18.34M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 94770VAF9 |
| CCS | CENTURY COMMUNITIES INC | 1,022,980 | $17.68M | 0.2% | $17.28 | — | — | COMMON STOCK | 156504300 |
| — | NUANCE COMMUNICATIONS | 16,602,000 | $16.52M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 67020YAF7 |
| — | APOLLO COMMERCIAL REAL ESTATE FIN REIT | 16,505,000 | $16.44M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 03762UAA3 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 1,882,744 | $16.38M | 0.2% | $8.70 | — | — | ADR | 035128206 |
| — | ARES CAPITAL CORP | 15,374,000 | $15.88M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 04010LAG8 |
| — | PENNYMAC CORP | 16,526,000 | $15.82M | 0.2% | $0.96 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | FIFTH STREET FINANCE | 13,895,000 | $14.31M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 31679BAC4 |
| — | BGC PARTNERS INC | 13,145,000 | $14.18M | 0.2% | $1.08 | — | — | CV SR UNSEC NT | 05541TAD3 |
| — | STARWOOD PROPERTY TRUST | 13,000,000 | $13.2M | 0.1% | $1.02 | — | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | SPIRIT REALTY CAPITAL INC | 13,260,000 | $12.88M | 0.1% | $0.97 | — | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | INCYTE CORP LTD | 8,350,000 | $12.55M | 0.1% | $1.50 | — | — | CV SR UNSEC NT | 45337CAM4 |
| — | RAIT FINANCIAL TRUST | 13,895,000 | $12.44M | 0.1% | $0.90 | — | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | PROSPECT CAPITAL CORP | 11,421,000 | $11.54M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 74348TAD4 |
| — | SINA CORP | 12,500,000 | $11.53M | 0.1% | $0.92 | — | — | CV SR UNSEC NT | 82922RAD5 |
| — | ARES COMMERCIAL REAL ESTATE | 11,025,000 | $11.3M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 04013VAB4 |
| — | AMERICAN REALTY CAP PROP | 12,000,000 | $11.06M | 0.1% | $0.92 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | TTM TECHNOLOGIES | 10,999,000 | $11.01M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 87305RAC3 |
| — | HEADWATERS INC | 9,646,000 | $10.2M | 0.1% | $1.06 | — | — | CV SR SUB NT | 42210PAR3 |
| — | AV HOMES INC | 10,147,000 | $10.12M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 053494AG5 |
| TEO | TELECOM ARGENTINA SA-SP ADR | 519,851 | $10.06M | 0.1% | $19.35 | — | — | COMMON STOCK ADR | 879273209 |
| — | ICONIX BRAND GROUP INC | 8,395,000 | $9.974M | 0.1% | $1.19 | — | — | CV SR SUB NT | 451055AF4 |
| — | WELLS FARGO & COMPANY | 8,158 | $9.909M | 0.1% | $1214.64 | — | — | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 |
| — | SUNPOWER CORP | 8,000,000 | $9.785M | 0.1% | $1.22 | — | — | CV SR UNSEC NT | 867652AG4 |
| — | CHESAPEAKE ENERGY CORP | 10,700,000 | $9.736M | 0.1% | $0.91 | — | — | CV SR UNSEC NT CPDI | 165167CB1 |
| — | CEMEX SAB DE CV | 9,235,000 | $9.546M | 0.1% | $1.03 | — | — | CV SUB NT | 151290AV5 |
| — | SOUFUN HOLDINGS LIMITED | 10,650,000 | $9.384M | 0.1% | $0.88 | — | — | CV SR UNSEC NT | 836034AB4 |
| — | ANNALY CAPITAL MGMT | 9,257,000 | $9.251M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 035710AB8 |
| — | HELIX ENERGY SOLUTIONS | 8,197,000 | $9.11M | 0.1% | $1.11 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | VECTOR GROUP LTD | 8,500,000 | $9.078M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 92240MBC1 |
| — | GSV CAPITAL CORP | 9,649,000 | $8.837M | 0.1% | $0.92 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | IXIA | 8,699,000 | $8.716M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 45071RAB5 |
| — | YANDEX NV | 10,500,000 | $8.688M | 0.1% | $0.83 | — | — | CV SR UNSEC NT 144A | N97284AA6 |
| — | RESOURCE CAPITAL CORP | 8,689,000 | $8.471M | 0.1% | $0.97 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | HOLOGIC INC | 7,598,000 | $8.42M | 0.1% | $1.11 | — | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | VOLCANO CORP | 7,189,000 | $7.161M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 928645AB6 |
| — | INTEROIL CORP | 7,150,000 | $7.156M | 0.1% | $1.00 | — | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | PROSPECT CAPITAL CORP | 7,070,000 | $7.037M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 74348TAL6 |
| — | VIMPELCOM LTD-SPON ADR | 1,678,900 | $7.01M | 0.1% | $4.18 | — | — | COMMON STOCK ADR | 92719A106 |
| — | BPZ RESOURCES INC | 20,800,000 | $6.681M | 0.1% | $0.32 | — | — | CV SR UNSEC NT | 055639AC2 |
| — | REDWOOD TRUST INC | 6,737,000 | $6.645M | 0.1% | $0.99 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | TITAN MACHINERY INC | 9,034,000 | $6.546M | 0.1% | $0.72 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | GAIN CAPITAL HOLDINGS INC | 6,128,000 | $6.418M | 0.1% | $1.05 | — | — | CV SR UNSEC NT PNC | 36268WAB6 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 363,100 | $6.403M | 0.1% | $17.63 | — | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | BLUCORA INC | 6,733,000 | $6.375M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 095229AB6 |
| — | CHESAPEAKE ENERGY CORP | 6,000,000 | $5.849M | 0.1% | $0.97 | — | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | BANK OF AMERICA CORP | 5,000 | $5.82M | 0.1% | $1164.00 | — | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| — | ALPHA NATURAL RESOURCES | 11,365,000 | $5.733M | 0.1% | $0.50 | — | — | CV SR UNSEC NT | 02076XAE2 |
| — | APOLLO INVESTMENT CORP | 5,525,000 | $5.699M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 03761UAE6 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 6,055,000 | $5.679M | 0.1% | $0.94 | — | — | CV SR SUB NT | 01167PAE1 |
| — | B2GOLD CORP | 5,960,000 | $5.313M | 0.1% | $0.89 | — | — | CV SR SUB NT PNC | 11777QAB6 |
| — | WILLIAMS PARTNERS LP | 117,333 | $5.251M | 0.1% | $44.75 | — | — | COMMON STOCK | 96950F104 |
| — | EMULEX CORPORATION | 5,065,000 | $4.606M | 0.0% | $0.91 | — | — | CV SR UNSEC NT | 292475AF7 |
| — | WEB.COM GROUP INC | 4,938,000 | $4.538M | 0.0% | $0.92 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | ASCENT CAPITAL GROUP INC | 5,420,000 | $4.531M | 0.0% | $0.84 | — | — | CV SR UNSEC NT | 043632AA6 |
| — | GENERAL CABLE CORP | 5,817,000 | $4.108M | 0.0% | $0.71 | — | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | WALTER INVESTMENT MGMT | 5,000,000 | $3.786M | 0.0% | $0.76 | — | — | CV SR SUB NT | 93317WAA0 |
| — | OCWEN FINANCIAL CORP | 237,000 | $3.578M | 0.0% | $15.10 | — | — | COMMON STOCK | 675746309 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 460,200 | $3.488M | 0.0% | $7.58 | — | — | ADR | 71654V101 |
| DSX | DIANA SHIPPING INC | 484,800 | $3.253M | 0.0% | $6.71 | — | — | COMMON STOCK | Y2066G104 |
| — | OI SA-ADR | 986,395 | $3.146M | 0.0% | $3.19 | — | — | PREFERRED STOCK ADR | 670851401 |
| PARR | PAR PETROLEUM CORP | 190,862 | $3.102M | 0.0% | $16.25 | — | — | COMMON STOCK | 69888T207 |
| — | NY COMMUNITY CAP TRUST V | 61,960 | $3.088M | 0.0% | $49.84 | — | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | GOLDEN STAR RESOURCES | 8,750,000 | $3.061M | 0.0% | $0.35 | — | — | CV SR UNSEC NT | 38119TAE4 |
| — | CHINA UNICOM HONG KONG-ADR | 221,700 | $2.982M | 0.0% | $13.45 | — | — | ADR | 16945R104 |
| — | EPR PROPERTIES | 121,071 | $2.833M | 0.0% | $23.40 | — | — | 5.75% CV PERP PFD SER-C REIT | 26884U208 |
| AIG | AMERICAN INTERNATIONAL GROUP | 44,100 | $2.47M | 0.0% | $56.01 | — | — | COMMON STOCK | 026874784 |
| — | CAPITAL PRODUCT PARTNERS LP | 275,000 | $2.2M | 0.0% | $8.00 | — | — | COMMON STOCK | Y11082107 |
| — | COBALT INTL ENERGY INC | 3,500,000 | $2.177M | 0.0% | $0.62 | — | — | CV SR UNSEC NT | 19075FAA4 |
| TX | TERNIUM SA-SPONSORED ADR | 121,200 | $2.138M | 0.0% | $17.64 | — | — | ADR | 880890108 |
| — | EPR PROPERTIES | 61,650 | $1.942M | 0.0% | $31.50 | — | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 547,476 | $1.916M | 0.0% | $3.50 | — | — | COMMON STOCK - ADR | 893870204 |
| — | METALICO INC | 5,534,605 | $1.881M | 0.0% | $0.34 | — | — | COMMON STOCK | 591176102 |
| — | GOODRICH PETROLEUM CORP | 3,500,000 | $1.858M | 0.0% | $0.53 | — | — | CV SR UNSEC NT PNC | 382410AG3 |
| — | STANLEY BLACK & DECKER INC | 11,367 | $1.338M | 0.0% | $117.71 | — | — | 6.25% MAND CV PFD EQUITY UNITS | 854502804 |
| NBIS | YANDEX NV | 65,500 | $1.176M | 0.0% | $17.95 | — | — | COMMON STOCK | N97284108 |
| — | OI SA-ADR | 346,452 | $1.161M | 0.0% | $3.35 | — | — | COMMON STOCK - ADR | 670851302 |
| — | CUBIST PHARMACEUTICALS | 824,000 | $1.126M | 0.0% | $1.37 | — | — | CV SR UNSEC NT | 229678AH0 |
| — | SEQUENOM INC | 1,000,000 | $1.036M | 0.0% | $1.04 | — | — | CV SR UNSEC NT PNC | 817337AB4 |
| — | ENERGY XXI LTD | 3,331,000 | $992K | 0.0% | $0.30 | — | — | CV SR UNSEC NT | 29274UAB7 |
| — | TESLA MOTORS INC | 1,071,000 | $991K | 0.0% | $0.93 | — | — | CV SR UNSEC NT | 88160RAB7 |
| — | JDS UNIPHASE CORP | 880,000 | $932K | 0.0% | $1.06 | — | — | CV SR UNSEC NT | 46612JAF8 |
| — | ICONIX BRAND GROUP INC | 739,000 | $878K | 0.0% | $1.19 | — | — | CV SR SUB NT | 451055AE7 |
| — | SERVICENOW INC | 718,000 | $818K | 0.0% | $1.14 | — | — | CV SR UNSEC NT | 81762PAB8 |
| — | PROLOGIS LP | 691,000 | $776K | 0.0% | $1.12 | — | — | CV SR UNSEC NT REIT | 74340XAT8 |
| — | COLONY FINANCIAL INC | 749,000 | $769K | 0.0% | $1.03 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | BLACKSTONE MORTGAGE TR | 598,000 | $635K | 0.0% | $1.06 | — | — | CV SR UNSEC NT REIT | 09257WAA8 |
| — | NAVISTAR INTL CORP | 663,000 | $628K | 0.0% | $0.95 | — | — | CV SR SUB NT | 63934EAQ1 |
| — | SPIRIT REALTY CAPITAL INC | 590,000 | $573K | 0.0% | $0.97 | — | — | CV SR UNSEC NT REIT | 84860WAB8 |
| — | STILLWATER MINING COMPANY | 449,000 | $557K | 0.0% | $1.24 | — | — | CV SR UNSEC NT | 86074QAL6 |
| — | STARWOOD PROPERTY TRUST | 260,000 | $277K | 0.0% | $1.07 | — | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | MOBILE TELESYSTEMS-SP ADR | 33,500 | $240K | 0.0% | $7.16 | — | — | COMMON STOCK ADR | 607409109 |