Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 13, 2015
Total Value: $7.628B (56.6% shares, 43.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | STORE CAPITAL CORP | 72,436,144 | $1.497B | 19.6% | $20.66 | — | — | COMMON STOCK REIT | 862121100 |
| — | TRIBUNE MEDIA CO | 14,145,447 | $504M | 6.6% | $35.60 | — | — | COMMON STOCK | 896047503 |
| — | STAR BULK CARRIERS CORP | 113,135,679 | $232M | 3.0% | $2.05 | — | — | COMMON STOCK | Y8162K121 |
| — | DYNEGY INC | 9,840,696 | $203M | 2.7% | $20.67 | — | — | COMMON STOCK | 26817R108 |
| ALLY | ALLY FINANCIAL INC | 8,630,530 | $176M | 2.3% | $20.38 | — | — | COMMON STOCK | 02005N100 |
| FBP | FIRST BANCORP/PUERTO RICO | 41,843,581 | $149M | 2.0% | $3.56 | — | — | COMMON STOCK | 318672706 |
| — | GENER8 MARITIME INC | 13,052,534 | $143M | 1.9% | $10.95 | — | — | COMMON STOCK | Y26889108 |
| — | DIAMOND FOODS INC | 4,420,859 | $136M | 1.8% | $30.86 | — | — | COMMON STOCK | 252603105 |
| — | NXP SEMICONDUCTORS NV | 116,728,000 | $130M | 1.7% | $1.11 | — | — | CV SR UNSEC NT 144A | N6596XAA7 |
| — | PRICELINE GROUP INC/THE | 106,422,000 | $126M | 1.7% | $1.18 | — | — | CV SR UNSEC NT | 741503AS5 |
| — | CITRIX SYSTEMS INC | 112,001,000 | $118M | 1.5% | $1.05 | — | — | CV SR UNSEC NT | 177376AD2 |
| — | JAZZ INVESTMENTS I LTD | 106,480,000 | $109M | 1.4% | $1.02 | — | — | CV SR UNSEC NT | 472145AB7 |
| — | JARDEN CORP | 83,286,000 | $95.76M | 1.3% | $1.15 | — | — | CV SUB NT PNC | 471109AM0 |
| — | EAGLE BULK SHIPPING INC | 15,707,276 | $93.14M | 1.2% | $5.93 | — | — | COMMON STOCK | Y2187A127 |
| — | SALESFORCE.COM INC | 74,882,000 | $91.86M | 1.2% | $1.23 | — | — | CV SR UNSEC NT | 79466LAD6 |
| — | J2 GLOBAL INC | 74,459,000 | $88.83M | 1.2% | $1.19 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| MTG | MGIC INVESTMENT CORP | 9,030,000 | $83.62M | 1.1% | $9.26 | — | — | COMMON STOCK | 552848103 |
| — | ALLIANCE HEALTHCARE SERVICES INC | 4,756,491 | $83.24M | 1.1% | $17.50 | — | — | COMMON STOCK | 018606301 |
| — | LIBERTY MEDIA CORP | 86,240,000 | $82.36M | 1.1% | $0.95 | — | — | CV SR UNSEC NT | 531229AB8 |
| — | RTI INTERNATIONAL METALS INC | 71,442,000 | $75.27M | 1.0% | $1.05 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | ILLUMINA INC | 62,570,000 | $72.58M | 1.0% | $1.16 | — | — | CV SR UNSEC NT | 452327AH2 |
| — | NVIDIA CORP | 55,013,000 | $72.5M | 1.0% | $1.32 | — | — | CV SR UNSEC NT | 67066GAC8 |
| — | NUVASIVE INC | 55,053,000 | $69.69M | 0.9% | $1.27 | — | — | CV SR UNSEC NT | 670704AC9 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 72,000 | $67.93M | 0.9% | $943.46 | — | — | PFD CONV SER A | G0177J116 |
| — | BROOKDALE SENIOR LIVING INC | 59,527,000 | $64.27M | 0.8% | $1.08 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | ELECTRONICS FOR IMAGING INC | 61,827,000 | $63.47M | 0.8% | $1.03 | — | — | CV SR UNSEC NT | 286082AC6 |
| — | HOLOGIC INC | 49,800,000 | $62.93M | 0.8% | $1.26 | — | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | SEACOR HOLDINGS INC | 65,400,000 | $62.75M | 0.8% | $0.96 | — | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | PRA GROUP INC | 58,400,000 | $60.88M | 0.8% | $1.04 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | HERBALIFE LTD | 67,235,000 | $59.86M | 0.8% | $0.89 | — | — | CV SR UNSEC NT | 42703MAB9 |
| — | MEDIDATA SOLUTIONS INC | 53,721,000 | $56.83M | 0.7% | $1.06 | — | — | CV SR UNSEC NT | 58471AAB1 |
| — | ICONIX BRAND GROUP INC | 70,862,000 | $56.8M | 0.7% | $0.80 | — | — | CV SR SUB NT | 451055AF4 |
| — | CEPHEID | 55,000,000 | $56.27M | 0.7% | $1.02 | — | — | CV SR UNSEC NT | 15670RAC1 |
| — | BRF SA-ADR | 3,057,732 | $54.4M | 0.7% | $17.79 | — | — | ADR | 10552T107 |
| — | HURON CONSULTING GROUP INC | 51,915,000 | $54.19M | 0.7% | $1.04 | — | — | CV SR UNSEC NT | 447462AB8 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2,543,638 | $52.78M | 0.7% | $20.75 | — | — | ADR | 874039100 |
| — | CARDTRONICS INC | 55,188,000 | $52.57M | 0.7% | $0.95 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 51,493,000 | $52.09M | 0.7% | $1.01 | — | — | CV SR UNSEC NT | 87157BAA1 |
| — | WEB.COM GROUP INC | 54,223,000 | $51.43M | 0.7% | $0.95 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | WEBMD HEALTH CORP | 48,650,000 | $50.19M | 0.7% | $1.03 | — | — | CV UNSEC NT | 94770VAK8 |
| — | CORNERSTONE ONDEMAND INC | 50,000,000 | $50.02M | 0.7% | $1.00 | — | — | CV SR UNSEC NT | 21925YAB9 |
| CX | CEMEX SAB-SPONS ADR PART CER | 6,623,880 | $46.3M | 0.6% | $6.99 | — | — | ADR | 151290889 |
| — | ALERE INC | 142,733 | $44.93M | 0.6% | $314.81 | — | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | TTM TECHNOLOGIES INC | 50,071,000 | $44.12M | 0.6% | $0.88 | — | — | CV SR UNSEC NT | 87305RAD1 |
| — | UNITED STATES STEEL CORP | 43,000,000 | $42.67M | 0.6% | $0.99 | — | — | CV SR UNSEC NT PNC | 912909AH1 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 6,398,060 | $42.35M | 0.6% | $6.62 | — | — | ADR | 465562106 |
| NMIH | NMI HOLDINGS INC | 5,467,043 | $41.55M | 0.5% | $7.60 | — | — | COMMON STOCK | 629209305 |
| — | AMTRUST FINANCIAL SERVICES INC | 43,750,000 | $41.14M | 0.5% | $0.94 | — | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | VERINT SYSTEMS INC | 42,315,000 | $40.87M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 92343XAA8 |
| JD | JD.COM INC-ADR | 1,560,503 | $40.67M | 0.5% | $26.06 | — | — | ADR | 47215P106 |
| IBN | ICICI BANK LTD-SPON ADR | 4,510,647 | $37.8M | 0.5% | $8.38 | — | — | ADR | 45104G104 |
| TV | GRUPO TELEVISA SA-SPON ADR | 1,449,550 | $37.72M | 0.5% | $26.02 | — | — | ADR | 40049J206 |
| — | TRIBUNE PUBLISHING CO | 4,691,371 | $36.78M | 0.5% | $7.84 | — | — | COMMON STOCK | 896082104 |
| — | CROWN CASTLE INTERNATIONAL CORP | 359,285 | $36.59M | 0.5% | $101.86 | — | — | 4.5% MAND CV SER-A PFD | 22822V200 |
| — | TRINA SOLAR LTD-SPON ADR | 3,974,270 | $35.65M | 0.5% | $8.97 | — | — | ADR | 89628E104 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 35,785,000 | $35.47M | 0.5% | $0.99 | — | — | CV SR UNSEC NT | 01988PAD0 |
| — | LIBERTY VENTURES | 875,000 | $35.31M | 0.5% | $40.35 | — | — | COMMON STOCK CL A | 53071M880 |
| — | INSULET CORP | 37,819,000 | $35.1M | 0.5% | $0.93 | — | — | CV SR UNSEC NT PNC | 45784PAD3 |
| — | EMERGENT BIOSOLUTIONS INC | 30,664,000 | $34.74M | 0.5% | $1.13 | — | — | CV SR UNSEC NT PNC | 29089QAB1 |
| — | ENCORE CAPITAL GROUP INC | 34,543,000 | $34.36M | 0.5% | $0.99 | — | — | CV SR UNSEC NT | 292554AF9 |
| — | VALE SA-SP PREF ADR | 10,219,929 | $34.24M | 0.4% | $3.35 | — | — | ADR | 91912E204 |
| — | EXCO RESOURCES INC | 45,173,682 | $33.88M | 0.4% | $0.75 | — | — | COMMON STOCK | 269279402 |
| — | RESTORATION HARDWARE HOLDINGS INC | 34,500,000 | $33.66M | 0.4% | $0.98 | — | — | CV SR UNSEC NT 144A | 761283AB6 |
| — | COLONY CAPITAL INC | 34,623,000 | $33.59M | 0.4% | $0.97 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | HOLOGIC INC | 24,405,000 | $33.01M | 0.4% | $1.35 | — | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | ECHO GLOBAL LOGISTICS INC | 36,250,000 | $32.67M | 0.4% | $0.90 | — | — | CV SR UNSEC NT | 27875TAA9 |
| — | CANADIAN SOLAR INC | 37,695,000 | $31.87M | 0.4% | $0.85 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | KEYW HOLDING CORP/THE | 40,145,000 | $30.59M | 0.4% | $0.76 | — | — | CV SR UNSEC NT | 493723AA8 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 8,260,700 | $30.4M | 0.4% | $3.68 | — | — | ADR | 71654V101 |
| — | COBALT INTERNATIONAL ENERGY INC | 47,250,000 | $30.14M | 0.4% | $0.64 | — | — | CV SR UNSEC NT PNC | 19075FAB2 |
| — | SOLARCITY CORP | 31,000,000 | $28.81M | 0.4% | $0.93 | — | — | CV SR UNSEC NT | 83416TAA8 |
| — | INTEL CORP | 22,500,000 | $27.46M | 0.4% | $1.22 | — | — | CV JR SUB NT CPDI MULTI CPN | 458140AD2 |
| — | SANDISK CORP | 27,500,000 | $26.67M | 0.3% | $0.97 | — | — | CV SR UNSEC NT | 80004CAF8 |
| — | 51JOB INC | 27,738,000 | $26.38M | 0.3% | $0.95 | — | — | CV SR NT | 316827AC8 |
| — | MICRON TECHNOLOGY INC | 31,000,000 | $26.31M | 0.3% | $0.85 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| BANC | BANC OF CALIFORNIA INC | 2,004,204 | $24.59M | 0.3% | $12.27 | — | — | COMMON STOCK | 05990K106 |
| CCS | CENTURY COMMUNITIES INC | 1,226,931 | $24.36M | 0.3% | $19.85 | — | — | COMMON STOCK | 156504300 |
| — | HEALTHWAYS INC | 26,250,000 | $24.29M | 0.3% | $0.93 | — | — | CV SR UNSEC NT | 422245AB6 |
| — | VECTOR GROUP LTD | 22,000,000 | $23.92M | 0.3% | $1.09 | — | — | CV SR UNSEC NT | 92240MBC1 |
| — | MOLINA HEALTHCARE INC | 18,145,000 | $23.56M | 0.3% | $1.30 | — | — | CV SR UNSEC NT | 60855RAD2 |
| — | CHENIERE ENERGY INC | 37,000,000 | $23.15M | 0.3% | $0.63 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | TRINA SOLAR LTD | 25,010,000 | $22.39M | 0.3% | $0.90 | — | — | CV SR UNSEC NT | 89628EAC8 |
| — | SUNEDISON INC | 29,610,000 | $21.38M | 0.3% | $0.72 | — | — | CV SR UNSEC NT | 86732YAD1 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,175,000 | $21.08M | 0.3% | $9.69 | — | — | COMMON STOCK | 928298108 |
| — | TELEFONICA BRASIL-ADR | 2,185,338 | $19.95M | 0.3% | $9.13 | — | — | ADR | 87936R106 |
| — | WEBMD HEALTH CORP | 18,800,000 | $18.94M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 94770VAF9 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,248,731 | $18.42M | 0.2% | $8.19 | — | — | ADR | 035128206 |
| IWM | ISHARES RUSSELL 2000 | 162,500 | $17.75M | 0.2% | $109.20 | — | — | Put | 464287655 |
| INDA | ISHARES MSCI INDIA ETF | 601,246 | $17.18M | 0.2% | $28.57 | — | — | ETP | 46429B598 |
| BSAC | BANCO SANTANDER-CHILE-ADR | 941,304 | $17.15M | 0.2% | $18.22 | — | — | ADR | 05965X109 |
| — | SUNEDISON INC | 22,000,000 | $16.79M | 0.2% | $0.76 | — | — | CV SR UNSEC NT | 86732YAC3 |
| — | BLACKSTONE GROUP LP/THE | 525,000 | $16.63M | 0.2% | $31.67 | — | — | COMMON STOCK | 09253U108 |
| — | B2GOLD CORP | 18,781,000 | $15.97M | 0.2% | $0.85 | — | — | CV SR SUB NT PNC | 11777QAB6 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $15.59M | 0.2% | $9.77 | — | — | COMMON STOCK | 892231101 |
| — | TCP CAPITAL CORP | 15,530,000 | $15.54M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | TPG SPECIALTY LENDING INC | 15,065,000 | $15.05M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | VEREIT INC | 16,000,000 | $14.93M | 0.2% | $0.93 | — | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | PROSPECT CAPITAL CORP | 14,976,000 | $14.68M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 74348TAL6 |
| — | IXIA | 14,184,000 | $14.29M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 45071RAB5 |
| — | WESTROCK CO | 274,864 | $14.14M | 0.2% | $51.44 | — | — | COMMON STOCK | 96145D105 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 14,000,000 | $13.85M | 0.2% | $0.99 | — | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | PENNYMAC CORP | 15,000,000 | $13.62M | 0.2% | $0.91 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | TITAN MACHINERY INC | 17,400,000 | $13.54M | 0.2% | $0.78 | — | — | CV SR UNSEC NT | 88830RAB7 |
| YPF | YPF S.A.-SPONSORED ADR | 858,100 | $13.07M | 0.2% | $15.23 | — | — | ADR | 984245100 |
| — | ARES CAPITAL CORP | 12,400,000 | $12.92M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 04010LAG8 |
| — | NEW MOUNTAIN FINANCE CORP | 12,655,000 | $12.57M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | STARWOOD PROPERTY TRUST INC | 12,500,000 | $12.51M | 0.2% | $1.00 | — | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | PDL BIOPHARMA INC | 14,138,000 | $12.45M | 0.2% | $0.88 | — | — | CV SR UNSEC NT | 69329YAF1 |
| — | BLUCORA INC | 13,033,000 | $12.4M | 0.2% | $0.95 | — | — | CV SR UNSEC NT | 095229AB6 |
| — | FIFTH STREET FINANCE CORP | 11,290,000 | $11.51M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 31679BAC4 |
| — | VEREIT INC | 11,700,000 | $11.11M | 0.1% | $0.95 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | JEFFERIES GROUP LLC | 10,810,000 | $11.1M | 0.1% | $1.03 | — | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | SEACOR HOLDINGS INC | 13,558,000 | $10.86M | 0.1% | $0.80 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | WELLS FARGO & CO | 9,058 | $10.64M | 0.1% | $1175.09 | — | — | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 |
| NRG | NRG ENERGY INC | 713,000 | $10.59M | 0.1% | $14.85 | — | — | COMMON STOCK | 629377508 |
| — | AV HOMES INC | 10,497,000 | $10.56M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 053494AG5 |
| — | RAIT FINANCIAL TRUST | 12,545,000 | $10.45M | 0.1% | $0.83 | — | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | FORESTAR GROUP INC | 12,022,000 | $10.3M | 0.1% | $0.86 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | HCI GROUP INC | 11,000,000 | $10.28M | 0.1% | $0.93 | — | — | CV SR UNSEC NT | 40416EAB9 |
| — | ENERNOC INC | 14,150,000 | $9.895M | 0.1% | $0.70 | — | — | CV SR UNSEC NT | 292764AB3 |
| — | CONTANGO OIL & GAS CO | 1,287,732 | $9.787M | 0.1% | $7.60 | — | — | COMMON STOCK | 21075N204 |
| — | ARES COMMERCIAL REAL ESTATE CORP | 9,525,000 | $9.699M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 04013VAB4 |
| — | REDWOOD TRUST INC | 10,192,000 | $9.69M | 0.1% | $0.95 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | SINA CORP/CHINA | 10,000,000 | $9.475M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 82922RAD5 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 10,500,000 | $9.226M | 0.1% | $0.88 | — | — | CV SR UNSEC NT | 74734MAE9 |
| — | CHESAPEAKE ENERGY CORP | 9,201,000 | $9.165M | 0.1% | $1.00 | — | — | CV SR UNSEC NT CPDI | 165167BW6 |
| — | SPIRIT REALTY CAPITAL INC | 9,760,000 | $9.116M | 0.1% | $0.93 | — | — | CV SR UNSEC NT REIT | 84860WAA0 |
| INFY | INFOSYS LTD-SP ADR | 470,200 | $8.976M | 0.1% | $19.09 | — | — | ADR | 456788108 |
| — | SUNPOWER CORP | 10,514,000 | $8.701M | 0.1% | $0.83 | — | — | CV SR UNSEC NT | 867652AJ8 |
| — | STARWOOD WAYPOINT RESIDENTIAL TRUST | 9,000,000 | $8.609M | 0.1% | $0.96 | — | — | CV SR UNSEC NT REIT | 85571WAB5 |
| — | YY INC | 8,500,000 | $7.987M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 98426TAB2 |
| — | SOUFUN HOLDINGS LTD | 8,000,000 | $7.656M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 836034AB4 |
| TEO | TELECOM ARGENTINA SA | 519,851 | $7.568M | 0.1% | $14.56 | — | — | COMMON STOCK ADR | 879273209 |
| — | SOLAZYME INC | 12,500,000 | $7.273M | 0.1% | $0.58 | — | — | CV SR SUB NT | 83415TAC5 |
| — | SERVICESOURCE INTERNATIONAL INC | 8,400,000 | $7.248M | 0.1% | $0.86 | — | — | CV SR UNSEC NT | 81763UAB6 |
| — | VIMPELCOM LTD | 1,678,900 | $6.909M | 0.1% | $4.12 | — | — | COMMON STOCK ADR | 92719A106 |
| — | GSV CAPITAL CORP | 7,603,000 | $6.873M | 0.1% | $0.90 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | AAR CORP | 6,860,000 | $6.868M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 000361AM7 |
| — | YANDEX NV | 8,026,000 | $6.852M | 0.1% | $0.85 | — | — | CV SR UNSEC NT | 98474TAB3 |
| — | CHESAPEAKE ENERGY CORP | 7,500,000 | $6.765M | 0.1% | $0.90 | — | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | ALERE INC | 5,113,000 | $5.901M | 0.1% | $1.15 | — | — | CV SR SUB NT | 01449JAA3 |
| — | INVENSENSE INC | 6,033,000 | $5.51M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 46123DAB2 |
| — | BANK OF AMERICA CORP | 5,000 | $5.475M | 0.1% | $1095.00 | — | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 6,435,000 | $5.376M | 0.1% | $0.84 | — | — | CV SR UNSEC NT | 60786LAB3 |
| — | VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETN | 200,000 | $4.87M | 0.1% | $24.35 | — | — | EXCHANGE TRADED NOTE | 22542D795 |
| — | CHART INDUSTRIES INC | 5,382,000 | $4.722M | 0.1% | $0.88 | — | — | CV SR SUB NT | 16115QAC4 |
| — | RESOURCE CAPITAL CORP | 4,626,000 | $4.351M | 0.1% | $0.94 | — | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | HORNBECK OFFSHORE SERVICES INC | 5,459,000 | $4.105M | 0.1% | $0.75 | — | — | CV SR UNSEC NT | 440543AN6 |
| PARR | PAR PETROLEUM CORP | 190,862 | $3.975M | 0.1% | $20.83 | — | — | COMMON STOCK | 69888T207 |
| — | WEBMD HEALTH CORP | 3,900,000 | $3.92M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 94770VAH5 |
| — | APOLLO INVESTMENT CORP | 3,810,000 | $3.863M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 03761UAE6 |
| — | NEWPARK RESOURCES INC | 4,025,000 | $3.818M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 651718AC2 |
| — | CAPITAL PRODUCT PARTNERS LP | 614,264 | $3.784M | 0.0% | $6.16 | — | — | COMMON STOCK | Y11082107 |
| — | FORTRESS INVESTMENT GROUP LLC | 625,614 | $3.472M | 0.0% | $5.55 | — | — | COMMON STOCK | 34958B106 |
| — | RESOURCE CAPITAL CORP | 3,234,000 | $2.976M | 0.0% | $0.92 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | GAIN CAPITAL HOLDINGS INC | 3,000,000 | $2.894M | 0.0% | $0.96 | — | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | PROSPECT CAPITAL CORP | 2,909,000 | $2.627M | 0.0% | $0.90 | — | — | CV SR UNSEC NT | 74348TAQ5 |
| — | SPECTRUM PHARMACEUTICALS INC | 2,760,000 | $2.489M | 0.0% | $0.90 | — | — | CV SR UNSEC NT | 84763AAB4 |
| — | GOLDEN OCEAN GROUP LTD | 1,000,000 | $2.46M | 0.0% | $2.46 | — | — | COMMON STOCK | G39637106 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 256,300 | $2.2M | 0.0% | $8.58 | — | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.154M | 0.0% | $7.22 | — | — | COMMON STOCK ADR | 607409109 |
| — | CORSICANTO LTD | 1,500,000 | $1.433M | 0.0% | $0.96 | — | — | CV SR UNSEC NT | 220480AB3 |
| — | ICONIX BRAND GROUP INC | 1,500,000 | $1.421M | 0.0% | $0.95 | — | — | CV SR SUB NT | 451055AE7 |
| — | PRESS GANEY HOLDINGS INC | 47,987 | $1.42M | 0.0% | $29.59 | — | — | COMMON STOCK | 74113L102 |
| — | CHESAPEAKE ENERGY CORP | 1,900,000 | $1.379M | 0.0% | $0.73 | — | — | CV SR UNSEC NT CPDI | 165167CB1 |
| TX | TERNIUM SA-SPONSORED ADR | 103,500 | $1.272M | 0.0% | $12.29 | — | — | ADR | 880890108 |
| EEM | ISHARES MSCI EMERGING MARKET | 38,000 | $1.246M | 0.0% | $32.79 | — | — | ETP | 464287234 |
| — | EXELIXIS INC | 950,000 | $1.157M | 0.0% | $1.22 | — | — | CV SR SUB NT PNC | 30161QAC8 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 1,000,000 | $816K | 0.0% | $0.82 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | IKANG HEALTHCARE GROUP-ADR | 48,100 | $712K | 0.0% | $14.80 | — | — | ADR | 45174L108 |
| NBIS | YANDEX NV | 65,500 | $703K | 0.0% | $10.73 | — | — | COMMON STOCK | N97284108 |
| — | OI SA | 986,395 | $667K | 0.0% | $0.68 | — | — | PREFERRED STOCK ADR | 670851401 |
| — | VERSO CORP | 2,378,485 | $286K | 0.0% | $0.12 | — | — | COMMON STOCK | 92531L108 |
| — | OI SA | 346,452 | $236K | 0.0% | $0.68 | — | — | COMMON STOCK - ADR | 670851302 |