Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 13, 2014
Total Value: $6.036B (53.5% shares, 46.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | STAR BULK CARRIERS CORP | 51,234,231 | $565M | 9.4% | $11.04 | — | COMMON STOCK | Y8162K121 |
| — | DYNEGY INC | 7,928,800 | $229M | 3.8% | $20.56 | — | COMMON STOCK | 26817R108 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $199M | 3.3% | $4.40 | -4.3% | COMMON STOCK | 318672706 |
| ALLY | ALLY FINANCIAL INC | 8,256,030 | $191M | 3.2% | $18.84 | -3.2% | COMMON STOCK | 02005N100 |
| — | MASONITE INTERNATIONAL CORP | 2,966,585 | $164M | 2.7% | $48.93 | — | COMMON STOCK | 575385109 |
| — | EXCO RESOURCES INC | 45,173,682 | $151M | 2.5% | $6.44 | — | COMMON STOCK | 269279402 |
| — | DIAMOND FOODS INC | 4,420,859 | $126M | 2.1% | $34.93 | — | COMMON STOCK | 252603105 |
| — | MICRON TECHNOLOGY INC | 86,790,000 | $115M | 1.9% | $1.32 | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,491 | $108M | 1.8% | $7.77 | — | COMMON STOCK | 018606301 |
| MTG | MGIC INVESTMENT CORP | 12,925,800 | $101M | 1.7% | $5.25 | +55.9% | COMMON STOCK | 552848103 |
| — | COBALT INTL ENERGY INC | 109,000,000 | $98.47M | 1.6% | $1.07 | — | CV SR UNSEC NT PNC | 19075FAB2 |
| — | TRIBUNE PUBLISHING CO | 4,691,371 | $94.67M | 1.6% | $20.18 | — | COMMON STOCK | 896082104 |
| — | SALESFORCE.COM INC | 84,705,000 | $94.39M | 1.6% | $1.15 | — | CV SR UNSEC NT | 79466LAD6 |
| — | NUVASIVE INC | 83,710,000 | $93.59M | 1.6% | $1.08 | — | CV SR UNSEC NT | 670704AC9 |
| — | ON SEMICONDUCTOR CORP | 79,204,000 | $89.5M | 1.5% | $1.17 | — | CV SR SUB NT SER-B | 682189AH8 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 6,305,991 | $89.48M | 1.5% | $14.30 | — | ADR | 71654V408 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 4,415,484 | $89.1M | 1.5% | $18.91 | — | ADR | 874039100 |
| — | OMNICARE INC | 79,145,000 | $87.4M | 1.4% | $0.95 | — | CV SR SUB NT CPDI | 681904AQ1 |
| — | HOLOGIC INC | 79,702,000 | $84.66M | 1.4% | $1.07 | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | PRICELINE GROUP INC/THE | 73,755,000 | $82.99M | 1.4% | $1.19 | — | CV SR UNSEC NT | 741503AS5 |
| — | BROOKDALE SENIOR LIVING | 61,350,000 | $80.02M | 1.3% | $0.99 | — | CV SR UNSEC NT | 112463AA2 |
| — | STONE ENERGY CORP | 72,280,000 | $76.87M | 1.3% | $1.08 | — | CV SR UNSEC NT | 861642AN6 |
| — | CROWN CASTLE INTL CORP | 730,000 | $76.78M | 1.3% | $100.63 | — | 4.5% MAND CV SER-A PFD | 228227500 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS | 73,785,000 | $75.02M | 1.2% | $1.02 | — | CV SR UNSEC NT | 01988PAD0 |
| — | VERINT SYSTEMS INC | 68,130,000 | $74.49M | 1.2% | $1.09 | — | CV SR UNSEC NT | 92343XAA8 |
| — | BIOMARIN PHARMACEUTICAL | 66,800,000 | $73.8M | 1.2% | $1.09 | — | CV SR SUB NT | 09061GAF8 |
| — | WRIGHT MEDICAL GROUP INC | 53,237,000 | $71.86M | 1.2% | $1.23 | — | CV SR UNSEC NT | 98235TAC1 |
| — | AMERICAN REALTY CAP PROP | 69,165,000 | $69.75M | 1.2% | $1.08 | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | TESLA MOTORS INC | 69,000,000 | $65.75M | 1.1% | $0.91 | — | CV SR UNSEC NT | 88160RAC5 |
| — | LAM RESEARCH CORP | 50,260,000 | $64.32M | 1.1% | $1.09 | — | CV SR UNSEC NT | 512807AJ7 |
| — | SEACOR HOLDINGS INC | 58,420,000 | $63.26M | 1.0% | $1.22 | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | MEDIDATA SOLUTIONS INC | 56,488,000 | $61.53M | 1.0% | $1.09 | — | CV SR UNSEC NT | 58471AAB1 |
| — | HORNBECK OFFSHORE SERVICES | 57,810,000 | $56.71M | 0.9% | $1.29 | — | CV SR UNSEC NT | 440543AN6 |
| — | TATA MOTORS LTD-SPON ADR | 1,289,861 | $56.38M | 0.9% | $32.03 | — | ADR | 876568502 |
| — | VALE SA-SP PREF ADR | 5,637,772 | $54.74M | 0.9% | $12.12 | — | ADR | 91912E204 |
| CX | CEMEX SAB-SPONS ADR PART CER | 3,938,637 | $51.36M | 0.9% | $12.43 | — | ADR | 151290889 |
| — | SPECTRANETICS CORP | 45,015,000 | $50.85M | 0.8% | $1.07 | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | CUBIST PHARMACEUTICALS | 41,100,000 | $44.83M | 0.7% | $1.09 | — | CV SR UNSEC NT | 229678AF4 |
| — | MOLINA HEALTHCARE INC | 37,870,000 | $44.81M | 0.7% | $1.25 | — | CV SR UNSEC NT | 60855RAC4 |
| — | INTEL CORP | 33,690,000 | $43.19M | 0.7% | $1.07 | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | CONTANGO OIL & GAS | 1,287,732 | $42.8M | 0.7% | $47.26 | — | COMMON STOCK | 21075N204 |
| — | DEPOMED INC | 39,540,000 | $42.13M | 0.7% | $1.07 | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | RTI INTERNATIONAL METALS | 43,805,000 | $42.12M | 0.7% | $0.95 | — | CV SR UNSEC NT | 74973WAB3 |
| NRG | NRG ENERGY INC | 1,325,000 | $40.39M | 0.7% | $22.20 | +9.3% | COMMON STOCK | 629377508 |
| — | FOREST CITY ENTERPRISES | 36,356,000 | $40.28M | 0.7% | $1.06 | — | CV SR UNSEC NT PNC | 345550AP2 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $39.3M | 0.7% | $12.16 | +1.4% | COMMON STOCK | 928298108 |
| — | MENTOR GRAPHICS CORP | 32,106,000 | $38.14M | 0.6% | $1.09 | — | CV SUB UNSEC NT | 587200AK2 |
| — | TRINA SOLAR LTD-SPON ADR | 3,145,624 | $37.97M | 0.6% | $13.12 | — | ADR | 89628E104 |
| — | GENESEE & WYOMING INC | 301,100 | $37.07M | 0.6% | $116.08 | — | 5% CV MAND PFD EQUITY UNITS | 371559204 |
| — | BIOMARIN PHARMACEUTICAL | 34,510,000 | $37M | 0.6% | $1.07 | — | CV SR SUB NT | 09061GAE1 |
| TV | GRUPO TELEVISA SA-SPON ADR | 1,041,410 | $35.28M | 0.6% | $31.44 | — | ADR | 40049J206 |
| — | BRF SA-ADR | 1,428,500 | $33.98M | 0.6% | $24.20 | — | ADR | 10552T107 |
| — | CORNERSTONE ONDEMAND INC | 33,219,000 | $33.42M | 0.6% | $1.01 | — | CV SR UNSEC NT | 21925YAB9 |
| — | J2 GLOBAL COMMUNICATIONS | 33,115,000 | $33.37M | 0.6% | $1.02 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | ALERE INC | 30,735,000 | $32.65M | 0.5% | $1.10 | — | CV SR SUB NT | 01449JAA3 |
| — | TELEFONICA BRASIL-ADR | 1,626,810 | $32.02M | 0.5% | $20.31 | — | ADR | 87936R106 |
| — | AMSURG CORP | 292,600 | $31.14M | 0.5% | $106.42 | — | 5.25% MAND CV PFD | 03232P504 |
| — | BPZ RESOURCES INC | 30,550,000 | $30.66M | 0.5% | $0.89 | — | CV SR UNSEC NT | 055639AC2 |
| — | MACQUARIE INFRASTRUCTURE | 26,835,000 | $30.01M | 0.5% | $1.12 | — | CV SR UNSEC NT | 55608BAA3 |
| — | TTM TECHNOLOGIES INC | 30,858,000 | $29.95M | 0.5% | $1.11 | — | CV SR UNSEC NT | 87305RAD1 |
| — | HANWHA SOLARONE CO LTD | 30,476,000 | $29.39M | 0.5% | $0.83 | — | CV SR UNSEC NT | 83415UAB4 |
| AIG | AMERICAN INTERNATIONAL GROUP | 544,100 | $29.39M | 0.5% | $35.16 | +18.8% | COMMON STOCK | 026874784 |
| — | COLONY FINANCIAL INC | 28,138,000 | $29.39M | 0.5% | $1.01 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | SURGICAL CARE AFFILIATES INC | 1,099,090 | $29.38M | 0.5% | $33.45 | — | COMMON STOCK | 86881L106 |
| JD | JD.COM INC-ADR | 1,129,150 | $29.16M | 0.5% | $28.18 | — | ADR | 47215P106 |
| — | ROCK TENN COMPANY -CL A | 588,832 | $28.02M | 0.5% | $47.58 | — | COMMON STOCK | 772739207 |
| — | KEYW HOLDING CORP | 27,820,000 | $27.31M | 0.5% | $0.98 | — | CV SR UNSEC NT | 493723AA8 |
| — | PULSE ELECTRONICS CORP | 11,999,585 | $27.12M | 0.4% | $3.46 | — | COMMON STOCK | 74586W205 |
| — | ALERE INC | 83,368 | $27.04M | 0.4% | $240.59 | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| NBIS | YANDEX NV | 961,100 | $26.71M | 0.4% | $27.80 | — | COMMON STOCK | N97284108 |
| — | PHOTRONICS INC | 24,717,000 | $26.12M | 0.4% | $1.06 | — | CV SR UNSEC NT | 719405AH5 |
| — | IRIDIUM COMMUNICATIONS INC | 76,720 | $26.05M | 0.4% | $330.16 | — | 6.75% CV CUM PERP SER-B PFD PNC | 46269C409 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 1,855,600 | $25.76M | 0.4% | $13.88 | — | ADR | 465562106 |
| — | HOLOGIC INC | 21,179,000 | $25.35M | 0.4% | $1.23 | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| IBN | ICICI BANK LTD-SPON ADR | 511,615 | $25.12M | 0.4% | $49.10 | — | ADR | 45104G104 |
| — | CEMEX SAB DE CV | 20,395,000 | $24.48M | 0.4% | $1.01 | — | CV SUB NT | 151290AV5 |
| GTY | GETTY REALTY CORP | 1,422,221 | $24.18M | 0.4% | $19.07 | — | COMMON STOCK REIT | 374297109 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,000,000 | $23.84M | 0.4% | $23.10 | — | COMMON STOCK | 037612306 |
| — | HEARTWARE INTERNATIONAL | 21,166,000 | $23.39M | 0.4% | $1.25 | — | CV SR UNSEC NT | 422368AA8 |
| — | WEBMD HEALTH CORP | 22,200,000 | $22.32M | 0.4% | $0.99 | — | CV SR UNSEC NT | 94770VAF9 |
| — | AIR LEASE CORP | 16,223,000 | $22.14M | 0.4% | $1.29 | — | CV SR UNSEC NT | 00912XAK0 |
| — | NETSUITE INC | 20,741,000 | $21.58M | 0.4% | $1.03 | — | CV SR UNSEC NT | 64118QAB3 |
| NTAP | NETAPP INC | 490,000 | $21.05M | 0.3% | $30.64 | -1.6% | COMMON STOCK | 64110D104 |
| — | ICONIX BRAND GROUP INC | 16,395,000 | $20.95M | 0.3% | $1.28 | — | CV SR SUB NT | 451055AF4 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 1,719,744 | $20.64M | 0.3% | $15.24 | — | ADR | 035128206 |
| — | MOBILE TELESYSTEMS-SP ADR | 1,357,248 | $20.28M | 0.3% | $19.05 | — | ADR | 607409109 |
| — | CUBIST PHARMACEUTICALS | 17,731,000 | $19.8M | 0.3% | $1.12 | — | CV SR UNSEC NT | 229678AH0 |
| — | GOODRICH PETROLEUM CORP | 18,757,000 | $19.74M | 0.3% | $1.22 | — | CV SR UNSEC NT PNC | 382410AG3 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $19.17M | 0.3% | $11.25 | 0.0% | COMMON STOCK | 892231101 |
| — | WELLS FARGO & COMPANY | 15,750 | $18.94M | 0.3% | $1125.64 | — | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 |
| — | APOLLO COMMERCIAL REAL ESTATE FIN REIT | 18,475,000 | $18.43M | 0.3% | $1.04 | — | CV SR UNSEC NT | 03762UAA3 |
| — | EMC CORP/MA | 610,000 | $17.85M | 0.3% | $25.42 | — | COMMON STOCK | 268648102 |
| — | PENNYMAC CORP | 17,480,000 | $17.33M | 0.3% | $0.99 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | BANK OF AMERICA CORP | 14,400 | $16.51M | 0.3% | $1066.88 | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| — | HELIX ENERGY SOLUTIONS | 13,087,000 | $15.45M | 0.3% | $1.07 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | BGC PARTNERS INC | 14,145,000 | $15.08M | 0.2% | $0.95 | — | CV SR UNSEC NT | 05541TAD3 |
| — | HOLOGIC INC | 13,098,000 | $14.32M | 0.2% | $1.05 | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | FIFTH STREET FINANCE | 13,115,000 | $13.66M | 0.2% | $1.06 | — | CV SR UNSEC NT | 31679BAC4 |
| — | CHESAPEAKE ENERGY CORP | 14,000,000 | $13.36M | 0.2% | $0.92 | — | CV SR UNSEC NT CPDI | 165167CB1 |
| — | STERLITE INDUSTRIES LTD | 13,335,000 | $13.3M | 0.2% | $0.94 | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | RAIT FINANCIAL TRUST | 14,095,000 | $13.24M | 0.2% | $0.98 | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | MCDERMOTT INTL INC | 2,240,599 | $12.82M | 0.2% | $8.71 | — | COMMON STOCK | 580037109 |
| — | AV HOMES INC | 11,717,000 | $12.33M | 0.2% | $1.02 | — | CV SR UNSEC NT | 053494AG5 |
| — | HOME INNS HTL MNGMT INC | 12,630,000 | $12.23M | 0.2% | $0.95 | — | CV SR UNSEC NT | 43713WAB3 |
| — | WILLIAMS PARTNERS LP | 217,146 | $11.52M | 0.2% | $53.05 | — | PARTNERSHIP SHARES | 96950F104 |
| — | NY COMMUNITY CAP TRUST V | 227,585 | $11.46M | 0.2% | $48.69 | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | ARES COMMERCIAL REAL ESTATE | 11,025,000 | $11.32M | 0.2% | $1.03 | — | CV SR UNSEC NT | 04013VAB4 |
| — | VECTOR GROUP LTD | 10,000,000 | $11.19M | 0.2% | $1.08 | — | CV SR UNSEC NT | 92240MBC1 |
| — | APOLLO INVESTMENT CORP | 10,525,000 | $10.98M | 0.2% | $1.07 | — | CV SR UNSEC NT | 03761UAE6 |
| TEO | TELECOM ARGENTINA SA-SP ADR | 519,851 | $10.55M | 0.2% | $20.69 | — | COMMON STOCK ADR | 879273209 |
| — | VIMPELCOM LTD-SPON ADR | 1,410,000 | $10.18M | 0.2% | $8.52 | — | COMMON STOCK ADR | 92719A106 |
| — | INSULET CORPORATION | 9,436,000 | $10.11M | 0.2% | $1.07 | — | CV SR UNSEC NT PNC | 45784PAD3 |
| — | NUANCE COMMUNICATIONS | 9,500,000 | $9.417M | 0.2% | $0.98 | — | CV SR UNSEC NT | 67020YAF7 |
| — | PROSPECT CAPITAL CORP | 8,421,000 | $8.725M | 0.1% | $0.99 | — | CV SR UNSEC NT | 74348TAD4 |
| — | RESOURCE CAPITAL CORP | 8,689,000 | $8.643M | 0.1% | $1.00 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | MEDICINES COMPANY | 8,085,000 | $8.618M | 0.1% | $1.23 | — | CV SR UNSEC NT | 584688AC9 |
| — | ASCENT CAPITAL GROUP INC | 9,390,000 | $8.49M | 0.1% | $0.94 | — | CV SR UNSEC NT | 043632AA6 |
| — | AMERICAN REALTY CAP PROP | 8,500,000 | $8.487M | 0.1% | $1.02 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | TTM TECHNOLOGIES | 8,299,000 | $8.397M | 0.1% | $1.03 | — | CV SR UNSEC NT | 87305RAC3 |
| — | HEADWATERS INC | 7,646,000 | $8.335M | 0.1% | $1.08 | — | CV SR SUB NT | 42210PAR3 |
| — | ALPHA NATURAL RESOURCES | 11,365,000 | $8.159M | 0.1% | $1.00 | — | CV SR UNSEC NT | 02076XAE2 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 380,000 | $8.128M | 0.1% | $20.95 | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | PROSPECT CAPITAL CORP | 7,082,000 | $7.294M | 0.1% | $1.04 | — | CV SR UNSEC NT | 74348TAK8 |
| — | ANNALY CAPITAL MGMT | 7,000,000 | $7.049M | 0.1% | $1.01 | — | CV SR UNSEC NT | 035710AB8 |
| — | OI SA-ADR | 9,863,971 | $6.905M | 0.1% | $0.98 | — | PREFERRED STOCK ADR | 670851203 |
| — | WALTER INVESTMENT MGMT | 7,846,000 | $6.564M | 0.1% | $1.03 | — | CV SR SUB NT | 93317WAA0 |
| — | SPIRIT REALTY CAPITAL INC | 6,510,000 | $6.358M | 0.1% | $1.00 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | OCWEN FINANCIAL CORP | 237,000 | $6.205M | 0.1% | $39.18 | — | COMMON STOCK | 675746309 |
| — | EPR PROPERTIES | 276,321 | $6.086M | 0.1% | $21.91 | — | 5.75% CV PERP PFD SER-C REIT | 26884U208 |
| — | GOLDEN STAR RESOURCES | 8,750,000 | $5.902M | 0.1% | $0.72 | — | CV SR UNSEC NT | 38119TAE4 |
| NMIH | NMI HOLDINGS INC | 600,300 | $5.193M | 0.1% | $9.76 | 0.0% | COMMON STOCK | 629209305 |
| — | TITAN MACHINERY INC | 6,429,000 | $4.958M | 0.1% | $0.91 | — | CV SR UNSEC NT | 88830RAB7 |
| — | PROSPECT CAPITAL CORP | 4,750,000 | $4.893M | 0.1% | $1.03 | — | CV SR UNSEC NT | 74348TAL6 |
| DSX | DIANA SHIPPING INC | 484,800 | $4.334M | 0.1% | $5.98 | 0.0% | COMMON STOCK | Y2066G104 |
| PARR | PAR PETROLEUM CORP | 190,862 | $3.216M | 0.1% | $18.31 | 0.0% | COMMON STOCK | 69888T207 |
| — | CAPITAL PRODUCT PARTNERS LP | 275,000 | $2.745M | 0.0% | $9.98 | — | COMMON STOCK | Y11082107 |
| — | SEQUENOM INC | 2,800,000 | $2.672M | 0.0% | $0.89 | — | CV SR UNSEC NT PNC | 817337AB4 |
| — | BPZ RESOURCES INC | 2,590,000 | $2.59M | 0.0% | $0.90 | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | OI SA-ADR | 3,464,543 | $2.563M | 0.0% | $0.97 | — | COMMON STOCK - ADR | 670851104 |
| — | ARES CAPITAL CORP | 2,146,000 | $2.25M | 0.0% | $1.06 | — | CV SR UNSEC NT | 04010LAG8 |
| — | AAR CORP | 2,000,000 | $2.009M | 0.0% | $0.96 | — | CV SR UNSEC NT | 000361AM7 |
| — | EPR PROPERTIES | 62,250 | $1.898M | 0.0% | $29.83 | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 547,476 | $1.817M | 0.0% | $2.76 | — | COMMON STOCK - ADR | 893870204 |
| QUAD | QUAD GRAPHICS INC | 44,931 | $864K | 0.0% | $21.65 | 0.0% | COMMON STOCK | 747301109 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $423K | 0.0% | $1.93 | — | COMMON STOCK | 92934F203 |