Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 12, 2015
Total Value: $9.484B (65.4% shares, 34.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | STORE CAPITAL CORP | 82,148,644 | $1.918B | 20.2% | $23.35 | — | — | COMMON STOCK REIT | 862121100 |
| — | TRIBUNE MEDIA CO - A | 18,765,484 | $1.141B | 12.0% | $60.81 | — | — | COMMON STOCK | 896047503 |
| — | DYNEGY INC | 10,595,712 | $333M | 3.5% | $31.43 | — | — | COMMON STOCK | 26817R108 |
| — | STAR BULK CARRIERS CORP | 82,154,649 | $298M | 3.1% | $3.63 | — | — | COMMON STOCK | Y8162K121 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $259M | 2.7% | $6.20 | — | — | COMMON STOCK | 318672706 |
| ALLY | ALLY FINANCIAL INC | 9,563,530 | $201M | 2.1% | $20.98 | — | — | COMMON STOCK | 02005N100 |
| — | DIAMOND FOODS INC | 4,420,859 | $144M | 1.5% | $32.57 | — | — | COMMON STOCK | 252603105 |
| — | NXP SEMICONDUCTOR NV | 117,600,000 | $140M | 1.5% | $1.19 | — | — | CV SR UNSEC NT 144A | N6596XAA7 |
| — | HOLOGIC INC | 101,654,000 | $125M | 1.3% | $1.23 | — | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | NVIDIA CORP | 105,013,000 | $124M | 1.3% | $1.18 | — | — | CV SR UNSEC NT | 67066GAC8 |
| — | EAGLE BULK SHIPPING INC | 15,729,717 | $116M | 1.2% | $7.39 | — | — | COMMON STOCK | Y2187A127 |
| — | PRICELINE GROUP INC/THE | 97,025,000 | $112M | 1.2% | $1.15 | — | — | CV SR UNSEC NT | 741503AS5 |
| — | MASONITE INTERNATIONAL CORP | 1,634,852 | $110M | 1.2% | $67.26 | — | — | COMMON STOCK | 575385109 |
| — | NUVASIVE INC | 84,553,000 | $106M | 1.1% | $1.25 | — | — | CV SR UNSEC NT | 670704AC9 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,491 | $105M | 1.1% | $22.18 | — | — | COMMON STOCK | 018606301 |
| — | VERINT SYSTEMS INC | 89,015,000 | $104M | 1.1% | $1.17 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | OMNICARE INC | 82,624,000 | $101M | 1.1% | $1.22 | — | — | CV SR SUB NT CPDI | 681904AQ1 |
| MTG | MGIC INVESTMENT CORP | 10,030,000 | $96.59M | 1.0% | $9.63 | — | — | COMMON STOCK | 552848103 |
| — | SALESFORCE.COM INC | 77,935,000 | $93.72M | 1.0% | $1.20 | — | — | CV SR UNSEC NT | 79466LAD6 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,962,687 | $93.04M | 1.0% | $23.48 | — | — | ADR | 874039100 |
| — | TRIBUNE PUBLISHING CO | 4,691,371 | $91.01M | 1.0% | $19.40 | — | — | COMMON STOCK | 896082104 |
| — | JARDEN CORP | 76,236,000 | $90.81M | 1.0% | $1.19 | — | — | CV SUB NT PNC | 471109AM0 |
| — | LIBERTY MEDIA CORP | 87,240,000 | $87.68M | 0.9% | $1.00 | — | — | CV SR UNSEC NT | 531229AB8 |
| — | BROOKDALE SENIOR LIVING | 60,727,000 | $84.72M | 0.9% | $1.40 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | EXCO RESOURCES INC | 45,173,682 | $82.67M | 0.9% | $1.83 | — | — | COMMON STOCK | 269279402 |
| — | RTI INTERNATIONAL METALS | 67,602,000 | $78M | 0.8% | $1.15 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | PORTFOLIO RECOVERY ASSOCIATES | 69,900,000 | $75.56M | 0.8% | $1.08 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | SEACOR HOLDINGS INC | 68,170,000 | $70.67M | 0.7% | $1.04 | — | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | J2 GLOBAL COMMUNICATIONS | 60,809,000 | $70.38M | 0.7% | $1.16 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | ACTAVIS PLC | 65,500 | $66.29M | 0.7% | $1012.00 | — | — | 5.5% MAND CV PFD SER-A | G0083B116 |
| — | MEDIDATA SOLUTIONS INC | 52,721,000 | $59.57M | 0.6% | $1.13 | — | — | CV SR UNSEC NT | 58471AAB1 |
| — | SPECTRANETICS CORP | 45,797,000 | $59.46M | 0.6% | $1.30 | — | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | SYNCHRONOSS TECHNOLOGIES | 50,993,000 | $59.3M | 0.6% | $1.16 | — | — | CV SR UNSEC NT | 87157BAA1 |
| — | COBALT INTL ENERGY INC | 76,500,000 | $57.13M | 0.6% | $0.75 | — | — | CV SR UNSEC NT PNC | 19075FAB2 |
| CX | CEMEX SAB-SPONS ADR PART CER | 5,828,183 | $55.19M | 0.6% | $9.47 | — | — | ADR | 151290889 |
| — | CARDTRONICS INC | 54,388,000 | $53.81M | 0.6% | $0.99 | — | — | CV SR UNSEC NT | 14161HAG3 |
| IBN | ICICI BANK LTD-SPON ADR | 5,051,643 | $52.34M | 0.6% | $10.36 | — | — | ADR | 45104G104 |
| — | BRF SA-ADR | 2,589,646 | $51.22M | 0.5% | $19.78 | — | — | ADR | 10552T107 |
| — | UTI WORLDWIDE INC | 46,135,000 | $51.2M | 0.5% | $1.11 | — | — | CV SR UNSEC NT | 90349LAB0 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 4,503,834 | $49.81M | 0.5% | $11.06 | — | — | ADR | 465562106 |
| — | BIOMARIN PHARMACEUTICAL | 33,083,000 | $49.18M | 0.5% | $1.49 | — | — | CV SR SUB NT | 09061GAE1 |
| — | ON SEMICONDUCTOR CORP | 37,584,000 | $48.47M | 0.5% | $1.29 | — | — | CV SR SUB NT SER-B | 682189AH8 |
| — | CEPHEID INC | 43,000,000 | $47.73M | 0.5% | $1.11 | — | — | CV SR UNSEC NT | 15670RAC1 |
| — | TRINA SOLAR LTD-SPON ADR | 3,906,963 | $47.23M | 0.5% | $12.09 | — | — | ADR | 89628E104 |
| — | TTM TECHNOLOGIES INC | 41,196,000 | $45.24M | 0.5% | $1.10 | — | — | CV SR UNSEC NT | 87305RAD1 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 7,465,256 | $44.87M | 0.5% | $6.01 | — | — | ADR | 71654V408 |
| TV | GRUPO TELEVISA SA-SPON ADR | 1,324,826 | $43.73M | 0.5% | $33.01 | — | — | ADR | 40049J206 |
| JD | JD.COM INC-ADR | 1,439,502 | $42.29M | 0.4% | $29.38 | — | — | ADR | 47215P106 |
| BANC | BANC OF CALIFORNIA INC | 3,288,947 | $40.49M | 0.4% | $12.31 | — | — | COMMON STOCK | 05990K106 |
| — | ICONIX BRAND GROUP INC | 33,845,000 | $40.24M | 0.4% | $1.19 | — | — | CV SR SUB NT | 451055AF4 |
| — | AMTRUST FINANCIAL SERVICES INC | 43,000,000 | $39.11M | 0.4% | $0.91 | — | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | CANADIAN SOLAR INC | 37,500,000 | $38.76M | 0.4% | $1.03 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | INSULET CORPORATION | 38,213,000 | $38.63M | 0.4% | $1.01 | — | — | CV SR UNSEC NT PNC | 45784PAD3 |
| — | CROWN CASTLE INTL CORP | 368,145 | $38.59M | 0.4% | $104.83 | — | — | 4.5% MAND CV SER-A PFD | 22822V200 |
| — | TATA MOTORS LTD-SPON ADR | 852,489 | $38.41M | 0.4% | $45.06 | — | — | ADR | 876568502 |
| — | MENTOR GRAPHICS CORP | 30,666,000 | $38.24M | 0.4% | $1.25 | — | — | CV SUB UNSEC NT | 587200AK2 |
| — | VALE SA-SP PREF ADR | 7,672,044 | $37.21M | 0.4% | $4.85 | — | — | ADR | 91912E204 |
| — | ALERE INC | 107,733 | $36.65M | 0.4% | $340.22 | — | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | UNITED STATES STEEL CORP | 30,000,000 | $36.59M | 0.4% | $1.22 | — | — | CV SR UNSEC NT PNC | 912909AH1 |
| — | FLUIDIGM CORP | 34,000,000 | $36.43M | 0.4% | $1.07 | — | — | CV SR UNSEC NT | 34385PAA6 |
| — | COLONY FINANCIAL INC | 31,373,000 | $35.57M | 0.4% | $1.13 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | BIOMARIN PHARMACEUTICAL | 23,188,000 | $35.27M | 0.4% | $1.52 | — | — | CV SR SUB NT | 09061GAF8 |
| — | WEBMD HEALTH CORP | 32,425,000 | $34.78M | 0.4% | $1.07 | — | — | CV UNSEC NT | 94770VAK8 |
| — | AMSURG CORP | 278,904 | $34.59M | 0.4% | $124.01 | — | — | 5.25% MAND CV PFD | 03232P504 |
| — | ALERE INC | 28,613,000 | $34.1M | 0.4% | $1.19 | — | — | CV SR SUB NT | 01449JAA3 |
| — | INVENSENSE INC | 34,103,000 | $33.27M | 0.4% | $0.98 | — | — | CV SR UNSEC NT | 46123DAB2 |
| — | ROCK-TENN COMPANY -CL A | 493,022 | $31.8M | 0.3% | $64.50 | — | — | COMMON STOCK | 772739207 |
| — | MOBILE TELESYSTEMS-SP ADR | 3,118,957 | $31.5M | 0.3% | $10.10 | — | — | ADR | 607409109 |
| — | CHART INDUSTRIES INC | 31,856,000 | $30.88M | 0.3% | $0.97 | — | — | CV SR SUB NT | 16115QAC4 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,175,000 | $30.06M | 0.3% | $13.82 | — | — | COMMON STOCK | 928298108 |
| — | MOLINA HEALTHCARE INC | 22,900,000 | $29.65M | 0.3% | $1.29 | — | — | CV SR UNSEC NT | 60855RAD2 |
| — | EMERGENT BIOSOLUTIONS | 25,274,000 | $29.53M | 0.3% | $1.17 | — | — | CV SR UNSEC NT PNC | 29089QAB1 |
| — | AMERICA MOVIL-SPN ADR CL L | 1,441,686 | $29.5M | 0.3% | $20.46 | — | — | ADR | 02364W105 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 345,000 | $28.72M | 0.3% | $83.24 | — | — | ADR | 01609W102 |
| — | CONTANGO OIL & GAS | 1,287,732 | $28.33M | 0.3% | $22.00 | — | — | COMMON STOCK | 21075N204 |
| CIG | CEMIG SA -SPONS ADR | 6,915,563 | $28.29M | 0.3% | $4.09 | — | — | ADR | 204409601 |
| — | HELIX ENERGY SOLUTIONS | 28,197,000 | $28.24M | 0.3% | $1.00 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| NMIH | NMI HOLDINGS INC-CLASS A | 3,716,774 | $27.84M | 0.3% | $7.49 | — | — | COMMON STOCK | 629209305 |
| — | IRIDIUM COMMUNICATIONS INC | 77,500 | $27.59M | 0.3% | $356.00 | — | — | 6.75% CV CUM PERP SER-B PFD PNC | 46269C409 |
| — | JARDEN CORP | 19,100,000 | $27.19M | 0.3% | $1.42 | — | — | CV SR SUB NT | 471109AL2 |
| BIDU | BAIDU INC - SPON ADR | 127,837 | $26.64M | 0.3% | $208.40 | — | — | ADR | 056752108 |
| — | FINISAR CORP | 25,500,000 | $26.09M | 0.3% | $1.02 | — | — | CV SR UNSEC NT | 31787AAM3 |
| — | HEARTWARE INTERNATIONAL | 22,162,000 | $25.34M | 0.3% | $1.14 | — | — | CV SR UNSEC NT | 422368AA8 |
| — | CHENIERE ENERGY INC | 30,000,000 | $25M | 0.3% | $0.83 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | KEYW HOLDING CORP | 30,345,000 | $24.74M | 0.3% | $0.82 | — | — | CV SR UNSEC NT | 493723AA8 |
| — | MACQUARIE INFRASTRUCTURE | 20,640,000 | $24.54M | 0.3% | $1.19 | — | — | CV SR UNSEC NT | 55608BAA3 |
| CCS | CENTURY COMMUNITIES INC | 1,226,931 | $23.72M | 0.3% | $19.33 | — | — | COMMON STOCK | 156504300 |
| — | GENESEE & WYOMING INC | 183,300 | $22.2M | 0.2% | $121.14 | — | — | 5% MAND CV PFD EQUITY UNITS | 371559204 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,000,000 | $21.6M | 0.2% | $21.60 | — | — | COMMON STOCK | 037612306 |
| TSQ | TOWNSQUARE MEDIA INC - CL A | 1,595,224 | $20.5M | 0.2% | $12.85 | — | — | COMMON STOCK | 892231101 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,079,297 | $19.42M | 0.2% | $9.34 | — | — | ADR | 035128206 |
| — | DEPOMED INC | 14,050,000 | $18.68M | 0.2% | $1.33 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | WEBMD HEALTH CORP | 18,300,000 | $18.58M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 94770VAF9 |
| NRG | NRG ENERGY INC | 713,000 | $17.96M | 0.2% | $25.19 | — | — | COMMON STOCK | 629377508 |
| — | HERBALIFE LTD | 20,735,000 | $17.32M | 0.2% | $0.84 | — | — | CV SR UNSEC NT | 42703MAB9 |
| — | NUANCE COMMUNICATIONS | 16,852,000 | $16.75M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 67020YAF7 |
| GTY | GETTY REALTY CORP | 892,496 | $16.24M | 0.2% | $18.20 | — | — | COMMON STOCK REIT | 374297109 |
| — | PENNYMAC CORP | 16,480,000 | $15.96M | 0.2% | $0.97 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | SEACOR HOLDINGS INC | 18,046,000 | $15.76M | 0.2% | $0.87 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | AMERICAN REALTY CAP PROP | 16,000,000 | $15.72M | 0.2% | $0.98 | — | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | B2GOLD CORP | 17,566,000 | $15.43M | 0.2% | $0.88 | — | — | CV SR SUB NT PNC | 11777QAB6 |
| — | APOLLO COMMERCIAL REAL ESTATE FIN REIT | 15,005,000 | $15.15M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 03762UAA3 |
| — | FORESTAR GROUP INC | 15,472,000 | $14.75M | 0.2% | $0.95 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | AMERICAN REALTY CAP PROP | 15,000,000 | $14.7M | 0.2% | $0.98 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | STARWOOD PROPERTY TRUST | 14,000,000 | $14.62M | 0.2% | $1.04 | — | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | BLUCORA INC | 15,533,000 | $14.55M | 0.2% | $0.94 | — | — | CV SR UNSEC NT | 095229AB6 |
| — | FIFTH STREET FINANCE | 13,895,000 | $14.29M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 31679BAC4 |
| — | IXIA | 13,699,000 | $13.79M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 45071RAB5 |
| — | LIBERTY VENTURES - SER A | 308,196 | $12.95M | 0.1% | $42.01 | — | — | COMMON STOCK CL A | 53071M880 |
| — | HCI GROUP INC | 12,500,000 | $12.43M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 40416EAB9 |
| — | SPIRIT REALTY CAPITAL INC | 12,260,000 | $12.31M | 0.1% | $1.00 | — | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | SINA CORP | 13,350,000 | $12.13M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 82922RAD5 |
| — | SUNPOWER CORP | 8,654,000 | $12.09M | 0.1% | $1.40 | — | — | CV SR UNSEC NT | 867652AG4 |
| TEO | TELECOM ARGENTINA SA-SP ADR | 519,851 | $11.8M | 0.1% | $22.71 | — | — | COMMON STOCK ADR | 879273209 |
| — | WELLS FARGO & COMPANY | 9,658 | $11.78M | 0.1% | $1220.02 | — | — | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 |
| — | RAIT FINANCIAL TRUST | 13,545,000 | $11.61M | 0.1% | $0.86 | — | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS | 11,735,000 | $11.56M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 01988PAD0 |
| — | TTM TECHNOLOGIES | 11,287,000 | $11.48M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 87305RAC3 |
| — | SOUFUN HOLDINGS LIMITED | 12,650,000 | $11.38M | 0.1% | $0.90 | — | — | CV SR UNSEC NT | 836034AB4 |
| — | ARES COMMERCIAL REAL ESTATE | 11,025,000 | $11.29M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 04013VAB4 |
| — | WEB.COM GROUP INC | 12,181,000 | $11.28M | 0.1% | $0.93 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | ARES CAPITAL CORP | 10,000,000 | $10.47M | 0.1% | $1.05 | — | — | CV SR UNSEC NT | 04010LAG8 |
| — | AV HOMES INC | 10,147,000 | $10.22M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 053494AG5 |
| — | PDL BIOPHARMA INC | 10,138,000 | $9.715M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 69329YAF1 |
| — | TITAN MACHINERY INC | 13,753,000 | $9.646M | 0.1% | $0.70 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | HOLOGIC INC | 8,098,000 | $9.546M | 0.1% | $1.18 | — | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | GSV CAPITAL CORP | 9,649,000 | $9.127M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | GENERAL CABLE CORP | 11,395,000 | $9.081M | 0.1% | $0.80 | — | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| BSAC | BANCO SANTANDER-CHILE-ADR | 410,075 | $8.89M | 0.1% | $21.68 | — | — | ADR | 05965X109 |
| — | VIMPELCOM LTD-SPON ADR | 1,678,900 | $8.797M | 0.1% | $5.24 | — | — | COMMON STOCK ADR | 92719A106 |
| — | RESOURCE CAPITAL CORP | 8,689,000 | $7.952M | 0.1% | $0.92 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | TESLA MOTORS INC | 9,370,000 | $7.91M | 0.1% | $0.84 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | AIR LEASE CORP | 5,341,000 | $7.728M | 0.1% | $1.45 | — | — | CV SR UNSEC NT | 00912XAK0 |
| — | CAPITAL PRODUCT PARTNERS LP | 800,000 | $7.6M | 0.1% | $9.50 | — | — | COMMON STOCK | Y11082107 |
| — | VECTOR GROUP LTD | 7,000,000 | $7.533M | 0.1% | $1.08 | — | — | CV SR UNSEC NT | 92240MBC1 |
| — | YANDEX NV | 8,156,000 | $6.756M | 0.1% | $0.83 | — | — | CV SR UNSEC NT | 98474TAB3 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 6,555,000 | $6.439M | 0.1% | $0.98 | — | — | CV SR SUB NT | 01167PAE1 |
| — | GAIN CAPITAL HOLDINGS INC | 5,828,000 | $6.336M | 0.1% | $1.09 | — | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | CHESAPEAKE ENERGY CORP | 6,500,000 | $6.265M | 0.1% | $0.96 | — | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | COBALT INTL ENERGY INC | 8,000,000 | $5.822M | 0.1% | $0.73 | — | — | CV SR UNSEC NT | 19075FAA4 |
| — | BANK OF AMERICA CORP | 5,000 | $5.785M | 0.1% | $1157.00 | — | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| — | PROSPECT CAPITAL CORP | 5,570,000 | $5.705M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 74348TAL6 |
| — | BGC PARTNERS INC | 5,000,000 | $5.462M | 0.1% | $1.09 | — | — | CV SR UNSEC NT | 05541TAD3 |
| — | APOLLO INVESTMENT CORP | 5,225,000 | $5.381M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 03761UAE6 |
| — | HORNBECK OFFSHORE SERVICES | 6,653,000 | $5.342M | 0.1% | $0.80 | — | — | CV SR UNSEC NT | 440543AN6 |
| — | SEQUENOM INC | 5,000,000 | $5.289M | 0.1% | $1.06 | — | — | CV SR UNSEC NT PNC | 817337AB4 |
| — | KB HOME | 5,363,000 | $5.135M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | WILLIAMS PARTNERS LP | 101,695 | $5.005M | 0.1% | $49.22 | — | — | COMMON STOCK | 96949L105 |
| — | MERITAGE HOMES CORP | 4,604,000 | $4.932M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | CORSICANTO LTD | 4,500,000 | $4.833M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 220480AB3 |
| — | VERSO CORP | 2,578,897 | $4.642M | 0.0% | $1.80 | — | — | COMMON STOCK | 92531L108 |
| — | EXELIXIS INC | 6,000,000 | $4.64M | 0.0% | $0.77 | — | — | CV SR SUB NT PNC | 30161QAC8 |
| — | ALPHA NATURAL RESOURCES | 11,365,000 | $4.536M | 0.0% | $0.40 | — | — | CV SR UNSEC NT | 02076XAE2 |
| PARR | PAR PETROLEUM CORP | 190,862 | $4.429M | 0.0% | $23.21 | — | — | COMMON STOCK | 69888T207 |
| — | STONE ENERGY CORP | 4,757,000 | $4.309M | 0.0% | $0.91 | — | — | CV SR UNSEC NT | 861642AN6 |
| — | GOLDEN STAR RESOURCES | 8,750,000 | $4.239M | 0.0% | $0.48 | — | — | CV SR UNSEC NT | 38119TAE4 |
| — | CTRIP.COM INTERNATIONAL LTD | 4,000,000 | $4.196M | 0.0% | $1.05 | — | — | CV SR UNSEC NT | 22943FAD2 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 260,700 | $4.014M | 0.0% | $15.40 | — | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | RYLAND GROUP | 4,000,000 | $3.895M | 0.0% | $0.97 | — | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | PROSPECT CAPITAL CORP | 3,421,000 | $3.531M | 0.0% | $1.03 | — | — | CV SR UNSEC NT | 74348TAD4 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 549,100 | $3.344M | 0.0% | $6.09 | — | — | ADR | 71654V101 |
| — | INTEROIL CORP | 3,150,000 | $3.189M | 0.0% | $1.01 | — | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | NY COMMUNITY CAP TRUST V | 61,960 | $3.145M | 0.0% | $50.76 | — | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| DSX | DIANA SHIPPING INC | 484,800 | $2.967M | 0.0% | $6.12 | — | — | COMMON STOCK | Y2066G104 |
| — | CHESAPEAKE ENERGY CORP | 3,200,000 | $2.933M | 0.0% | $0.92 | — | — | CV SR UNSEC NT CPDI | 165167CB1 |
| — | REDWOOD TRUST INC | 2,899,000 | $2.87M | 0.0% | $0.99 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | NATIONAL BANK OF GREECE-ADR | 1,881,400 | $2.408M | 0.0% | $1.28 | — | — | ADR | 633643705 |
| BBD | BANCO BRADESCO-ADR | 255,360 | $2.37M | 0.0% | $9.28 | — | — | ADR | 059460303 |
| TX | TERNIUM SA-SPONSORED ADR | 121,200 | $2.19M | 0.0% | $18.07 | — | — | ADR | 880890108 |
| — | EPR PROPERTIES | 71,071 | $1.72M | 0.0% | $24.20 | — | — | 5.75% CV PERP PFD SER-C REIT | 26884U208 |
| — | OI SA-ADR | 986,395 | $1.519M | 0.0% | $1.54 | — | — | PREFERRED STOCK ADR | 670851401 |
| — | METALICO INC | 3,766,505 | $1.388M | 0.0% | $0.37 | — | — | COMMON STOCK | 591176102 |
| — | SPECTRUM PHARMACEUTICALS | 1,500,000 | $1.377M | 0.0% | $0.92 | — | — | CV SR UNSEC NT | 84763AAB4 |
| — | GOODRICH PETROLEUM CORP | 2,500,000 | $1.332M | 0.0% | $0.53 | — | — | CV SR UNSEC NT PNC | 382410AG3 |
| — | EPR PROPERTIES | 31,650 | $1.077M | 0.0% | $34.03 | — | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| NBIS | YANDEX NV | 65,500 | $993K | 0.0% | $15.16 | — | — | COMMON STOCK | N97284108 |
| — | ICONIX BRAND GROUP INC | 739,000 | $852K | 0.0% | $1.15 | — | — | CV SR SUB NT | 451055AE7 |
| — | OI SA-ADR | 346,452 | $565K | 0.0% | $1.63 | — | — | COMMON STOCK - ADR | 670851302 |