Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 13, 2015
Total Value: $8.634B (61.7% shares, 38.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | STORE CAPITAL CORP | 72,436,144 | $1.456B | 16.9% | $21.61 | — | COMMON STOCK REIT | 862121100 |
| — | TRIBUNE MEDIA CO - A | 14,145,447 | $755M | 8.7% | $59.77 | — | COMMON STOCK | 896047503 |
| — | STAR BULK CARRIERS CORP | 113,135,679 | $333M | 3.9% | $6.80 | — | COMMON STOCK | Y8162K121 |
| — | DYNEGY INC | 9,795,396 | $287M | 3.3% | $23.07 | — | COMMON STOCK | 26817R108 |
| ALLY | ALLY FINANCIAL INC | 9,003,530 | $202M | 2.3% | $18.60 | -9.5% | COMMON STOCK | 02005N100 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $202M | 2.3% | $4.40 | +16.9% | COMMON STOCK | 318672706 |
| — | GENER8 MARITIME INC | 13,052,534 | $178M | 2.1% | $13.63 | — | COMMON STOCK | Y26889108 |
| — | DIAMOND FOODS INC | 4,420,859 | $139M | 1.6% | $34.93 | — | COMMON STOCK | 252603105 |
| — | NXP SEMICONDUCTORS N V | 118,978,000 | $138M | 1.6% | $1.06 | — | CV SR UNSEC NT 144A | N6596XAA7 |
| — | HOLOGIC INC | 103,830,000 | $138M | 1.6% | $1.09 | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | PRICELINE GROUP INC/THE | 110,122,000 | $123M | 1.4% | $1.17 | — | CV SR UNSEC NT | 741503AS5 |
| — | EAGLE BULK SHIPPING INC | 15,729,717 | $110M | 1.3% | $14.01 | — | COMMON STOCK | Y2187A127 |
| — | VERINT SYSTEMS INC | 91,015,000 | $103M | 1.2% | $1.10 | — | CV SR UNSEC NT | 92343XAA8 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 4,538,487 | $103M | 1.2% | $19.69 | — | ADR | 874039100 |
| MTG | MGIC INVESTMENT CORP | 9,030,000 | $103M | 1.2% | $5.25 | +103.3% | COMMON STOCK | 552848103 |
| — | CITRIX SYSTEMS INC | 94,501,000 | $100M | 1.2% | $1.06 | — | CV SR UNSEC NT | 177376AD2 |
| — | JARDEN CORP | 82,936,000 | $96.61M | 1.1% | $1.19 | — | CV SUB NT PNC | 471109AM0 |
| — | NVIDIA CORP | 83,513,000 | $95.93M | 1.1% | $1.15 | — | CV SR UNSEC NT | 67066GAC8 |
| — | SALESFORCE.COM INC | 76,935,000 | $93.87M | 1.1% | $1.15 | — | CV SR UNSEC NT | 79466LAD6 |
| — | ILLUMINA INC | 73,570,000 | $91.11M | 1.1% | $1.24 | — | CV SR UNSEC NT | 452327AH2 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,491 | $88.9M | 1.0% | $7.77 | — | COMMON STOCK | 018606301 |
| — | LIBERTY MEDIA CORP | 88,240,000 | $84.18M | 1.0% | $0.99 | — | CV SR UNSEC NT | 531229AB8 |
| — | NUVASIVE INC | 65,053,000 | $83.25M | 1.0% | $1.09 | — | CV SR UNSEC NT | 670704AC9 |
| — | PORTFOLIO RECOVERY ASSOCIATES | 72,400,000 | $83.15M | 1.0% | $1.08 | — | CV SR UNSEC NT | 73640QAB1 |
| — | BROOKDALE SENIOR LIVING | 61,727,000 | $81.07M | 0.9% | $1.00 | — | CV SR UNSEC NT | 112463AA2 |
| — | RTI INTERNATIONAL METALS | 72,942,000 | $79.32M | 0.9% | $1.02 | — | CV SR UNSEC NT | 74973WAB3 |
| — | J2 GLOBAL COMMUNICATIONS | 64,459,000 | $75.45M | 0.9% | $1.07 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | ICONIX BRAND GROUP INC | 73,002,000 | $74.97M | 0.9% | $1.11 | — | CV SR SUB NT | 451055AF4 |
| — | ALLERGAN | 71,000 | $74.24M | 0.9% | $1045.68 | — | PFD CONV SER A | G0177J108 |
| — | TRIBUNE PUBLISHING CO | 4,691,371 | $72.91M | 0.8% | $20.18 | — | COMMON STOCK | 896082104 |
| — | SEACOR HOLDINGS INC | 66,400,000 | $68.47M | 0.8% | $1.18 | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 7,558,156 | $68.4M | 0.8% | $13.00 | — | ADR | 71654V408 |
| — | WEB.COM GROUP INC | 65,600,000 | $65.58M | 0.8% | $0.99 | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | MEDIDATA SOLUTIONS INC | 54,721,000 | $65.17M | 0.8% | $1.09 | — | CV SR UNSEC NT | 58471AAB1 |
| — | BRF SA-ADR | 2,866,446 | $59.94M | 0.7% | $23.17 | — | ADR | 10552T107 |
| — | CEPHEID INC | 51,500,000 | $59.45M | 0.7% | $1.12 | — | CV SR UNSEC NT | 15670RAC1 |
| — | MASONITE INTERNATIONAL CORP | 828,658 | $58.1M | 0.7% | $48.93 | — | COMMON STOCK | 575385109 |
| — | SYNCHRONOSS TECHNOLOGIES | 51,493,000 | $57.99M | 0.7% | $1.10 | — | CV SR UNSEC NT | 87157BAA1 |
| — | COBALT INTL ENERGY INC | 78,000,000 | $57.11M | 0.7% | $1.07 | — | CV SR UNSEC NT PNC | 19075FAB2 |
| CX | CEMEX SAB-SPONS ADR PART CER | 6,212,533 | $56.91M | 0.7% | $11.38 | — | ADR | 151290889 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 5,150,534 | $56.4M | 0.7% | $12.87 | — | ADR | 465562106 |
| — | TTM TECHNOLOGIES INC | 46,571,000 | $54.8M | 0.6% | $1.11 | — | CV SR UNSEC NT | 87305RAD1 |
| — | CARDTRONICS INC | 55,388,000 | $54.59M | 0.6% | $0.99 | — | CV SR UNSEC NT | 14161HAG3 |
| — | EXCO RESOURCES INC | 45,173,682 | $53.3M | 0.6% | $6.44 | — | COMMON STOCK | 269279402 |
| — | ALERE INC | 147,733 | $52.76M | 0.6% | $285.61 | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| TV | GRUPO TELEVISA SA-SPON ADR | 1,359,026 | $52.76M | 0.6% | $32.04 | — | ADR | 40049J206 |
| — | SPECTRANETICS CORP | 50,297,000 | $52.04M | 0.6% | $1.07 | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | VALE SA-SP PREF ADR | 9,555,744 | $48.26M | 0.6% | $9.45 | — | ADR | 91912E204 |
| — | UTI WORLDWIDE INC | 45,135,000 | $46.1M | 0.5% | $1.11 | — | CV SR UNSEC NT | 90349LAB0 |
| IBN | ICICI BANK LTD-SPON ADR | 4,227,943 | $44.05M | 0.5% | $15.11 | — | ADR | 45104G104 |
| — | HERBALIFE LTD | 49,235,000 | $43.95M | 0.5% | $0.87 | — | CV SR UNSEC NT | 42703MAB9 |
| — | TRINA SOLAR LTD-SPON ADR | 3,698,763 | $43.05M | 0.5% | $12.48 | — | ADR | 89628E104 |
| NMIH | NMI HOLDINGS INC-CLASS A | 5,364,208 | $43.02M | 0.5% | $8.47 | -6.6% | COMMON STOCK | 629209305 |
| — | AMTRUST FINANCIAL SERVICES INC | 44,500,000 | $43.02M | 0.5% | $0.91 | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| BANC | BANC OF CALIFORNIA INC | 2,859,702 | $39.32M | 0.5% | $8.58 | +17.8% | COMMON STOCK | 05990K106 |
| — | EMERGENT BIOSOLUTIONS | 31,164,000 | $38.71M | 0.4% | $1.18 | — | CV SR UNSEC NT PNC | 29089QAB1 |
| JD | JD.COM INC-ADR | 1,134,102 | $38.67M | 0.4% | $27.43 | — | ADR | 47215P106 |
| — | ECHO GLOBAL LOGISTICS | 35,500,000 | $38.54M | 0.4% | $1.09 | — | CV SR UNSEC NT | 27875TAA9 |
| — | CROWN CASTLE INTL CORP | 368,145 | $37.91M | 0.4% | $102.58 | — | 4.5% MAND CV SER-A PFD | 22822V200 |
| — | INSULET CORPORATION | 39,213,000 | $37.88M | 0.4% | $1.14 | — | CV SR UNSEC NT PNC | 45784PAD3 |
| — | WEBMD HEALTH CORP | 34,425,000 | $37.12M | 0.4% | $1.01 | — | CV UNSEC NT | 94770VAK8 |
| — | COLONY CAPITAL INC | 35,373,000 | $37.11M | 0.4% | $1.03 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | MOBILE TELESYSTEMS-SP ADR | 3,705,457 | $36.24M | 0.4% | $10.13 | — | ADR | 607409109 |
| — | KEYW HOLDING CORP | 40,645,000 | $34.85M | 0.4% | $0.95 | — | CV SR UNSEC NT | 493723AA8 |
| — | INVENSENSE INC | 34,603,000 | $34.62M | 0.4% | $1.00 | — | CV SR UNSEC NT | 46123DAB2 |
| — | LIBERTY VENTURES - SER A | 875,000 | $34.36M | 0.4% | $40.23 | — | COMMON STOCK CL A | 53071M880 |
| — | CANADIAN SOLAR INC | 34,695,000 | $34.12M | 0.4% | $1.03 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | FINISAR CORP | 33,500,000 | $32.48M | 0.4% | $1.01 | — | CV SR UNSEC NT | 31787AAM3 |
| — | ENCORE CAPITAL GROUP INC | 29,793,000 | $32.29M | 0.4% | $1.08 | — | CV SR UNSEC NT | 292554AF9 |
| — | AMERICA MOVIL-SPN ADR CL L | 1,470,686 | $31.34M | 0.4% | $20.48 | — | ADR | 02364W105 |
| — | UNITED STATES STEEL CORP | 28,000,000 | $31.04M | 0.4% | $1.22 | — | CV SR UNSEC NT PNC | 912909AH1 |
| — | ROCK-TENN COMPANY -CL A | 493,022 | $29.68M | 0.3% | $47.58 | — | COMMON STOCK | 772739207 |
| — | CHENIERE ENERGY INC | 38,000,000 | $28.71M | 0.3% | $0.82 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | TELEFONICA BRASIL-ADR | 2,055,825 | $28.64M | 0.3% | $13.93 | — | ADR | 87936R106 |
| — | 51JOB INC | 27,738,000 | $28.31M | 0.3% | $1.02 | — | CV SR NT | 316827AC8 |
| — | MOLINA HEALTHCARE INC | 20,900,000 | $27.53M | 0.3% | $1.12 | — | CV SR UNSEC NT | 60855RAD2 |
| — | RESTORATION HARDWARE HOLDINGS INC | 27,000,000 | $26.84M | 0.3% | $0.99 | — | CV SR UNSEC NT 144A | 761283AB6 |
| CIG | CEMIG SA -SPONS ADR | 6,929,863 | $26.4M | 0.3% | $4.09 | — | ADR | 204409601 |
| — | SUNPOWER CORP | 26,975,000 | $26.05M | 0.3% | $0.97 | — | CV SR UNSEC NT | 867652AJ8 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,175,000 | $25.4M | 0.3% | $12.16 | -13.8% | COMMON STOCK | 928298108 |
| NBIS | YANDEX NV | 1,657,000 | $25.22M | 0.3% | $15.72 | — | COMMON STOCK | N97284108 |
| CCS | CENTURY COMMUNITIES INC | 1,226,931 | $24.7M | 0.3% | $16.04 | +17.3% | COMMON STOCK | 156504300 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,000,000 | $22.15M | 0.3% | $23.10 | — | COMMON STOCK | 037612306 |
| — | ALERE INC | 17,613,000 | $21.9M | 0.3% | $1.10 | — | CV SR SUB NT | 01449JAA3 |
| TSQ | TOWNSQUARE MEDIA INC - CL A | 1,595,224 | $21.66M | 0.3% | $11.25 | +18.0% | COMMON STOCK | 892231101 |
| — | HEALTHWAYS INC | 21,000,000 | $19.69M | 0.2% | $0.94 | — | CV SR UNSEC NT | 422245AB6 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,125,297 | $19.02M | 0.2% | $14.06 | — | ADR | 035128206 |
| — | TRINA SOLAR LTD | 18,510,000 | $18.78M | 0.2% | $1.01 | — | CV SR UNSEC NT | 89628EAC8 |
| — | WEBMD HEALTH CORP | 18,300,000 | $18.74M | 0.2% | $0.99 | — | CV SR UNSEC NT | 94770VAF9 |
| BSAC | BANCO SANTANDER-CHILE-ADR | 882,768 | $17.88M | 0.2% | $20.91 | — | ADR | 05965X109 |
| — | B2GOLD CORP | 19,781,000 | $17.73M | 0.2% | $0.88 | — | CV SR SUB NT PNC | 11777QAB6 |
| — | APOLLO COMMERCIAL REAL ESTATE FIN REIT | 17,000,000 | $17.05M | 0.2% | $1.04 | — | CV SR UNSEC NT | 03762UAA3 |
| — | PENNYMAC CORP | 18,000,000 | $16.97M | 0.2% | $0.99 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | BLUCORA INC | 17,033,000 | $16.93M | 0.2% | $0.95 | — | CV SR UNSEC NT | 095229AB6 |
| — | NEW MOUNTAIN FINANCE COR | 16,155,000 | $16.32M | 0.2% | $1.01 | — | CV SR UNSEC NT | 647551AB6 |
| NRG | NRG ENERGY INC | 713,000 | $16.31M | 0.2% | $22.20 | -11.1% | COMMON STOCK | 629377508 |
| — | CONTANGO OIL & GAS | 1,287,732 | $15.8M | 0.2% | $47.26 | — | COMMON STOCK | 21075N204 |
| — | TITAN MACHINERY INC | 18,853,000 | $15.48M | 0.2% | $0.81 | — | CV SR UNSEC NT | 88830RAB7 |
| — | TPG SPECIALTY LENDING INC | 15,465,000 | $15.46M | 0.2% | $1.00 | — | CV SR UNSEC NT | 87265KAB8 |
| — | AMERICAN REALTY CAP PROP | 16,000,000 | $15.1M | 0.2% | $1.08 | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | AMERICAN REALTY CAP PROP | 15,200,000 | $14.38M | 0.2% | $0.99 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | PDL BIOPHARMA INC | 14,138,000 | $13.44M | 0.2% | $0.96 | — | CV SR UNSEC NT | 69329YAF1 |
| — | IXIA | 13,230,000 | $13.22M | 0.2% | $1.00 | — | CV SR UNSEC NT | 45071RAB5 |
| — | RAIT FINANCIAL TRUST | 15,545,000 | $13.11M | 0.2% | $0.97 | — | CV SR UNSEC NT REIT | 749227AB0 |
| GTY | GETTY REALTY CORP | 793,091 | $12.97M | 0.2% | $19.07 | — | COMMON STOCK REIT | 374297109 |
| — | REDWOOD TRUST INC | 13,399,000 | $12.87M | 0.1% | $0.97 | — | CV SR UNSEC NT REIT | 758075AB1 |
| YPF | YPF S.A.-SPONSORED ADR | 465,365 | $12.77M | 0.1% | $27.43 | — | ADR | 984245100 |
| — | STARWOOD PROPERTY TRUST | 12,500,000 | $12.66M | 0.1% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | SEACOR HOLDINGS INC | 14,058,000 | $12.57M | 0.1% | $0.92 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | HCI GROUP INC | 12,500,000 | $12.28M | 0.1% | $0.99 | — | CV SR UNSEC NT | 40416EAB9 |
| — | YY INC | 12,600,000 | $11.91M | 0.1% | $0.94 | — | CV SR UNSEC NT | 98426TAB2 |
| — | PHOTRONICS INC | 10,193,000 | $11.57M | 0.1% | $1.14 | — | CV SR UNSEC NT | 719405AK8 |
| — | PROSPECT CAPITAL CORP | 11,000,000 | $11.07M | 0.1% | $1.01 | — | CV SR UNSEC NT | 74348TAL6 |
| — | WELLS FARGO & COMPANY | 9,058 | $10.64M | 0.1% | $1140.30 | — | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 |
| — | SPIRIT REALTY CAPITAL INC | 11,260,000 | $10.62M | 0.1% | $0.99 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | AV HOMES INC | 10,497,000 | $10.5M | 0.1% | $1.02 | — | CV SR UNSEC NT | 053494AG5 |
| — | SOUFUN HOLDINGS LIMITED | 10,400,000 | $9.86M | 0.1% | $0.88 | — | CV SR UNSEC NT | 836034AB4 |
| — | FORESTAR GROUP INC | 11,022,000 | $9.745M | 0.1% | $0.95 | — | CV SR UNSEC NT | 346232AB7 |
| — | ARES COMMERCIAL REAL ESTATE | 9,525,000 | $9.731M | 0.1% | $1.03 | — | CV SR UNSEC NT | 04013VAB4 |
| — | GSV CAPITAL CORP | 10,103,000 | $9.725M | 0.1% | $0.92 | — | CV SR UNSEC NT | 36191JAB7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS | 9,235,000 | $9.557M | 0.1% | $1.02 | — | CV SR UNSEC NT | 01988PAD0 |
| TEO | TELECOM ARGENTINA SA-SP ADR | 519,851 | $9.352M | 0.1% | $20.69 | — | COMMON STOCK ADR | 879273209 |
| — | GENERAL CABLE CORP | 10,895,000 | $9.278M | 0.1% | $0.75 | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | CHART INDUSTRIES INC | 9,525,000 | $9.251M | 0.1% | $0.96 | — | CV SR SUB NT | 16115QAC4 |
| — | SINA CORP | 9,000,000 | $8.612M | 0.1% | $0.92 | — | CV SR UNSEC NT | 82922RAD5 |
| — | VIMPELCOM LTD-SPON ADR | 1,678,900 | $8.344M | 0.1% | $7.82 | — | COMMON STOCK ADR | 92719A106 |
| — | ARES CAPITAL CORP | 7,900,000 | $8.214M | 0.1% | $1.04 | — | CV SR UNSEC NT | 04010LAG8 |
| — | RESOURCE CAPITAL CORP | 8,689,000 | $8.025M | 0.1% | $1.00 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | HOLOGIC INC | 6,500,000 | $7.919M | 0.1% | $1.06 | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | FIFTH STREET FINANCE | 7,540,000 | $7.726M | 0.1% | $1.06 | — | CV SR UNSEC NT | 31679BAC4 |
| — | VECTOR GROUP LTD | 7,000,000 | $7.71M | 0.1% | $1.08 | — | CV SR UNSEC NT | 92240MBC1 |
| — | YANDEX NV | 8,026,000 | $6.961M | 0.1% | $0.83 | — | CV SR UNSEC NT | 98474TAB3 |
| — | WALTER INVESTMENT MGMT | 8,000,000 | $6.636M | 0.1% | $0.83 | — | CV SR SUB NT | 93317WAA0 |
| — | PROSPECT CAPITAL CORP | 6,909,000 | $6.52M | 0.1% | $0.94 | — | CV SR UNSEC NT | 74348TAQ5 |
| — | EXELIXIS INC | 7,000,000 | $6.248M | 0.1% | $0.79 | — | CV SR SUB NT PNC | 30161QAC8 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 6,000,000 | $6.133M | 0.1% | $0.94 | — | CV SR SUB NT | 01167PAE1 |
| — | HORNBECK OFFSHORE SERVICES | 7,000,000 | $5.754M | 0.1% | $0.80 | — | CV SR UNSEC NT | 440543AN6 |
| — | BANK OF AMERICA CORP | 5,000 | $5.56M | 0.1% | $1066.88 | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| — | SOLAZYME INC | 9,500,000 | $5.553M | 0.1% | $0.58 | — | CV SR SUB NT | 83415TAC5 |
| — | SERVICESOURCE INTL INC | 6,400,000 | $5.461M | 0.1% | $0.85 | — | CV SR UNSEC NT | 81763UAB6 |
| — | GOLDEN OCEAN GROUP LTD | 1,150,000 | $4.428M | 0.1% | $3.85 | — | COMMON STOCK | G39637106 |
| — | CORSICANTO LTD | 4,000,000 | $4.283M | 0.0% | $1.07 | — | CV SR UNSEC NT | 220480AB3 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 256,300 | $4.088M | 0.0% | $20.95 | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | SEQUENOM INC | 4,000,000 | $3.923M | 0.0% | $0.98 | — | CV SR UNSEC NT PNC | 817337AC2 |
| — | GAIN CAPITAL HOLDINGS INC | 3,500,000 | $3.796M | 0.0% | $1.05 | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | MERITAGE HOMES CORP | 3,500,000 | $3.741M | 0.0% | $1.07 | — | CV SR UNSEC NT | 59001AAR3 |
| — | STONE ENERGY CORP | 4,000,000 | $3.692M | 0.0% | $1.07 | — | CV SR UNSEC NT | 861642AN6 |
| PARR | PAR PETROLEUM CORP | 190,862 | $3.573M | 0.0% | $18.31 | +26.2% | COMMON STOCK | 69888T207 |
| DSX | DIANA SHIPPING INC | 484,800 | $3.418M | 0.0% | $5.98 | -34.3% | COMMON STOCK | Y2066G104 |
| — | NY COMMUNITY CAP TRUST V | 61,960 | $3.169M | 0.0% | $48.69 | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | RYLAND GROUP | 3,000,000 | $2.906M | 0.0% | $0.97 | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | SPECTRUM PHARMACEUTICALS | 2,500,000 | $2.357M | 0.0% | $0.93 | — | CV SR UNSEC NT | 84763AAB4 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 284,800 | $2.324M | 0.0% | $7.34 | — | ADR | 71654V101 |
| BBD | BANCO BRADESCO-ADR | 244,360 | $2.238M | 0.0% | $9.28 | — | ADR | 059460303 |
| — | COBALT INTL ENERGY INC | 3,000,000 | $2.224M | 0.0% | $0.68 | — | CV SR UNSEC NT | 19075FAA4 |
| — | KB HOME | 2,000,000 | $1.957M | 0.0% | $0.96 | — | CV SR UNSEC NT | 48666KAS8 |
| — | METALICO INC | 3,766,505 | $1.921M | 0.0% | $0.34 | — | COMMON STOCK | 591176102 |
| — | OI SA-ADR | 986,395 | $1.885M | 0.0% | $3.19 | — | PREFERRED STOCK ADR | 670851401 |
| — | NATIONAL BANK OF GREECE-ADR | 1,764,500 | $1.853M | 0.0% | $1.28 | — | ADR | 633643705 |
| TX | TERNIUM SA-SPONSORED ADR | 103,500 | $1.792M | 0.0% | $17.64 | — | ADR | 880890108 |
| — | CTRIP.COM INTERNATIONAL LTD | 1,500,000 | $1.719M | 0.0% | $0.98 | — | CV SR UNSEC NT | 22943FAD2 |
| — | VERSO CORP | 2,578,897 | $1.702M | 0.0% | $1.80 | — | COMMON STOCK | 92531L108 |
| — | BIOMARIN PHARMACEUTICAL | 1,000,000 | $1.547M | 0.0% | $1.08 | — | CV SR SUB NT | 09061GAE1 |
| EEM | ISHARES MSCI EMERGING MARKET | 38,000 | $1.506M | 0.0% | $39.63 | — | ETP | 464287234 |
| — | CAPITAL PRODUCT PARTNERS LP | 189,264 | $1.478M | 0.0% | $9.67 | — | COMMON STOCK | Y11082107 |
| — | RENEWABLE ENERGY GROUP I | 1,300,000 | $1.387M | 0.0% | $1.07 | — | CV SR UNSEC NT | 75972AAA1 |
| — | PRESS GANEY HOLDINGS INC | 48,172 | $1.312M | 0.0% | $27.24 | — | COMMON STOCK | 74113L102 |
| — | IKANG HEALTHCARE GROUP-ADR | 48,100 | $930K | 0.0% | $19.33 | — | ADR | 45174L108 |
| — | ALPHA NATURAL RESOURCES | 11,365,000 | $923K | 0.0% | $1.00 | — | CV SR UNSEC NT | 02076XAE2 |
| — | AMSURG CORP | 4,954 | $692K | 0.0% | $106.50 | — | 5.25% MAND CV PFD | 03232P504 |
| — | OI SA-ADR | 346,452 | $683K | 0.0% | $3.35 | — | COMMON STOCK - ADR | 670851302 |