Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value: $7.575B (55.9% shares, 44.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | STORE CAPITAL CORP | 70,336,144 | $1.632B | 21.5% | $23.20 | — | — | COMMON STOCK REIT | 862121100 |
| — | TRIBUNE MEDIA CO | 14,145,447 | $478M | 6.3% | $33.81 | — | — | COMMON STOCK | 896047503 |
| — | DIAMOND FOODS INC | 4,420,859 | $170M | 2.2% | $38.55 | — | — | COMMON STOCK | 252603105 |
| ALLY | ALLY FINANCIAL INC | 8,630,530 | $161M | 2.1% | $18.64 | — | — | COMMON STOCK | 02005N100 |
| FBP | FIRST BANCORP/PUERTO RICO | 41,843,581 | $136M | 1.8% | $3.25 | — | — | COMMON STOCK | 318672706 |
| — | DYNEGY INC | 9,840,696 | $132M | 1.7% | $13.40 | — | — | COMMON STOCK | 26817R108 |
| — | GENER8 MARITIME INC | 13,052,534 | $123M | 1.6% | $9.45 | — | — | COMMON STOCK | Y26889108 |
| BANR | BANNER CORP | 2,598,988 | $119M | 1.6% | $45.86 | — | — | COMMON STOCK | 06652V208 |
| — | CITRIX SYSTEMS INC | 106,901,000 | $117M | 1.5% | $1.09 | — | — | CV SR UNSEC NT | 177376AD2 |
| — | RED HAT INC | 87,195,000 | $114M | 1.5% | $1.31 | — | — | CV SR UNSEC NT | 756577AD4 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 4,460,356 | $101M | 1.3% | $22.75 | — | — | ADR | 874039100 |
| — | JAZZ INVESTMENTS I LTD | 96,080,000 | $101M | 1.3% | $1.05 | — | — | CV SR UNSEC NT | 472145AB7 |
| — | LINKEDIN CORP | 94,050,000 | $98.81M | 1.3% | $1.05 | — | — | CV SR UNSEC NT | 53578AAB4 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 93,900 | $96.62M | 1.3% | $1028.96 | — | — | PFD CONV SER A | G0177J116 |
| — | NXP SEMICONDUCTORS NV | 87,627,000 | $96.15M | 1.3% | $1.10 | — | — | CV SR UNSEC NT | 62952QAB6 |
| — | JARDEN CORP | 77,578,000 | $95.02M | 1.3% | $1.22 | — | — | CV SUB NT PNC | 471109AM0 |
| — | J2 GLOBAL INC | 66,159,000 | $87.3M | 1.2% | $1.32 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | PRICELINE GROUP INC/THE | 71,922,000 | $85.44M | 1.1% | $1.19 | — | — | CV SR UNSEC NT | 741503AS5 |
| MTG | MGIC INVESTMENT CORP | 9,030,000 | $79.73M | 1.1% | $8.83 | — | — | COMMON STOCK | 552848103 |
| — | EURONET WORLDWIDE INC | 66,630,000 | $79.19M | 1.0% | $1.19 | — | — | CV SR UNSEC NT PNC | 298736AH2 |
| — | LIBERTY MEDIA CORP | 78,640,000 | $77.76M | 1.0% | $0.99 | — | — | CV SR UNSEC NT | 531229AB8 |
| — | ALLIANCE HEALTHCARE SERVICES INC | 4,756,491 | $74.2M | 1.0% | $15.60 | — | — | COMMON STOCK | 018606301 |
| — | STAR BULK CARRIERS CORP | 114,304,005 | $69.17M | 0.9% | $0.61 | — | — | COMMON STOCK | Y8162K121 |
| — | RTI INTERNATIONAL METALS INC | 64,242,000 | $65.89M | 0.9% | $1.03 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | ELECTRONICS FOR IMAGING INC | 61,527,000 | $65.54M | 0.9% | $1.07 | — | — | CV SR UNSEC NT | 286082AC6 |
| — | SANDISK CORP | 60,500,000 | $63.23M | 0.8% | $1.05 | — | — | CV SR UNSEC NT | 80004CAF8 |
| — | HOLOGIC INC | 48,100,000 | $61.49M | 0.8% | $1.28 | — | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 58,200,000 | $59.36M | 0.8% | $1.02 | — | — | CV SR UNSEC NT 144A | 458118AB2 |
| — | NUANCE COMMUNICATIONS INC | 53,503,000 | $58.02M | 0.8% | $1.08 | — | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| — | HERBALIFE LTD | 68,435,000 | $57.75M | 0.8% | $0.84 | — | — | CV SR UNSEC NT | 42703MAB9 |
| — | CEMEX SAB DE CV | 71,500,000 | $56.48M | 0.7% | $0.79 | — | — | CV SUB NT | 151290BR3 |
| — | EXCO RESOURCES INC | 45,173,682 | $56.02M | 0.7% | $1.24 | — | — | COMMON STOCK | 269279402 |
| — | EAGLE BULK SHIPPING INC | 15,707,276 | $55.29M | 0.7% | $3.52 | — | — | COMMON STOCK | Y2187A127 |
| — | BROOKDALE SENIOR LIVING INC | 54,057,000 | $53.59M | 0.7% | $0.99 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | MEDIDATA SOLUTIONS INC | 47,721,000 | $52.15M | 0.7% | $1.09 | — | — | CV SR UNSEC NT | 58471AAB1 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 51,493,000 | $51.55M | 0.7% | $1.00 | — | — | CV SR UNSEC NT | 87157BAA1 |
| — | WEBMD HEALTH CORP | 45,460,000 | $50.91M | 0.7% | $1.12 | — | — | CV UNSEC NT | 94770VAK8 |
| — | WEB.COM GROUP INC | 53,723,000 | $50.11M | 0.7% | $0.93 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | CARDTRONICS INC | 50,488,000 | $47.21M | 0.6% | $0.94 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | MICRON TECHNOLOGY INC | 56,200,000 | $47.2M | 0.6% | $0.84 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| JD | JD.COM INC-ADR | 1,443,660 | $46.58M | 0.6% | $32.27 | — | — | ADR | 47215P106 |
| — | CORNERSTONE ONDEMAND INC | 47,000,000 | $46.5M | 0.6% | $0.99 | — | — | CV SR UNSEC NT | 21925YAB9 |
| — | TRIBUNE PUBLISHING CO | 4,691,371 | $43.26M | 0.6% | $9.22 | — | — | COMMON STOCK | 896082104 |
| — | ACORDA THERAPEUTICS INC | 36,900,000 | $42.6M | 0.6% | $1.15 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | HURON CONSULTING GROUP INC | 42,415,000 | $42.37M | 0.6% | $1.00 | — | — | CV SR UNSEC NT | 447462AB8 |
| — | ILLUMINA INC | 35,070,000 | $41.08M | 0.5% | $1.17 | — | — | CV SR UNSEC NT | 452327AH2 |
| — | DEPOMED INC | 35,500,000 | $40.76M | 0.5% | $1.15 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 6,215,175 | $40.46M | 0.5% | $6.51 | — | — | ADR | 465562106 |
| — | TRINA SOLAR LTD-SPON ADR | 3,668,722 | $40.43M | 0.5% | $11.02 | — | — | ADR | 89628E104 |
| — | TTM TECHNOLOGIES INC | 44,721,000 | $40.38M | 0.5% | $0.90 | — | — | CV SR UNSEC NT | 87305RAD1 |
| — | ALERE INC | 142,733 | $40.14M | 0.5% | $281.20 | — | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | LIBERTY VENTURES | 875,000 | $39.47M | 0.5% | $45.11 | — | — | COMMON STOCK CL A | 53071M880 |
| — | BRF SA-ADR | 2,825,199 | $39.04M | 0.5% | $13.82 | — | — | ADR | 10552T107 |
| NMIH | NMI HOLDINGS INC | 5,666,443 | $38.36M | 0.5% | $6.77 | — | — | COMMON STOCK | 629209305 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 34,785,000 | $37.85M | 0.5% | $1.09 | — | — | CV SR UNSEC NT | 01988PAD0 |
| — | AMTRUST FINANCIAL SERVICES INC | 41,135,000 | $37.6M | 0.5% | $0.91 | — | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | PRA GROUP INC | 44,050,000 | $37M | 0.5% | $0.84 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | INSULET CORP | 35,619,000 | $36.9M | 0.5% | $1.04 | — | — | CV SR UNSEC NT PNC | 45784PAD3 |
| — | SALESFORCE.COM INC | 28,092,000 | $36.24M | 0.5% | $1.29 | — | — | CV SR UNSEC NT | 79466LAD6 |
| — | COLONY CAPITAL INC | 37,123,000 | $36.01M | 0.5% | $0.97 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | CROWN CASTLE INTERNATIONAL CORP | 319,285 | $34.25M | 0.5% | $107.27 | — | — | 4.5% MAND CV SER-A PFD | 22822V200 |
| — | EMERGENT BIOSOLUTIONS INC | 24,664,000 | $34.2M | 0.5% | $1.39 | — | — | CV SR UNSEC NT PNC | 29089QAB1 |
| CX | CEMEX SAB-SPONS ADR PART CER | 6,115,759 | $34.06M | 0.4% | $5.57 | — | — | ADR | 151290889 |
| — | SOLARCITY CORP | 34,200,000 | $33.09M | 0.4% | $0.97 | — | — | CV SR UNSEC NT | 83416TAA8 |
| — | NUVASIVE INC | 23,918,000 | $32.92M | 0.4% | $1.38 | — | — | CV SR UNSEC NT | 670704AC9 |
| — | RWT HOLDINGS INC | 35,475,000 | $32.88M | 0.4% | $0.93 | — | — | CV SR UNSEC NT | 749772AB5 |
| IBN | ICICI BANK LTD-SPON ADR | 4,144,876 | $32.45M | 0.4% | $7.83 | — | — | ADR | 45104G104 |
| — | CANADIAN SOLAR INC | 35,195,000 | $32.29M | 0.4% | $0.92 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 9,258,683 | $31.48M | 0.4% | $3.40 | — | — | ADR | 71654V101 |
| — | SEACOR HOLDINGS INC | 32,900,000 | $30.99M | 0.4% | $0.94 | — | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | ENCORE CAPITAL GROUP INC | 35,543,000 | $30.65M | 0.4% | $0.86 | — | — | CV SR UNSEC NT | 292554AF9 |
| — | KEYW HOLDING CORP/THE | 40,145,000 | $29.93M | 0.4% | $0.75 | — | — | CV SR UNSEC NT | 493723AA8 |
| — | VECTOR GROUP LTD | 23,000,000 | $26.43M | 0.3% | $1.15 | — | — | CV SR UNSEC NT | 92240MBC1 |
| — | SPIRIT REALTY CAPITAL INC | 27,750,000 | $26.37M | 0.3% | $0.95 | — | — | CV SR UNSEC NT REIT | 84860WAB8 |
| — | 51JOB INC | 25,518,000 | $25.16M | 0.3% | $0.99 | — | — | CV SR NT | 316827AC8 |
| — | HEALTHWAYS INC | 26,475,000 | $25.15M | 0.3% | $0.95 | — | — | CV SR UNSEC NT | 422245AB6 |
| — | INTEL CORP | 19,500,000 | $25.09M | 0.3% | $1.29 | — | — | CV JR SUB NT CPDI MULTI CPN | 458140AD2 |
| — | COBALT INTERNATIONAL ENERGY INC | 47,110,000 | $24.77M | 0.3% | $0.53 | — | — | CV SR UNSEC NT PNC | 19075FAB2 |
| CCS | CENTURY COMMUNITIES INC | 1,354,003 | $23.98M | 0.3% | $17.71 | — | — | COMMON STOCK | 156504300 |
| — | PRICELINE GROUP INC/THE | 23,000,000 | $23.17M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 741503AX4 |
| — | VALE SA-SP PREF ADR | 9,071,485 | $23.13M | 0.3% | $2.55 | — | — | ADR | 91912E204 |
| — | HOLOGIC INC | 15,405,000 | $20.72M | 0.3% | $1.35 | — | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | MOLINA HEALTHCARE INC | 16,345,000 | $19.81M | 0.3% | $1.21 | — | — | CV SR UNSEC NT | 60855RAD2 |
| — | CEPHEID | 21,845,000 | $19.78M | 0.3% | $0.91 | — | — | CV SR UNSEC NT | 15670RAC1 |
| — | ICONIX BRAND GROUP INC | 39,112,000 | $19.65M | 0.3% | $0.50 | — | — | CV SR SUB NT | 451055AF4 |
| — | TRINA SOLAR LTD | 19,760,000 | $19.39M | 0.3% | $0.98 | — | — | CV SR UNSEC NT | 89628EAC8 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $19.08M | 0.3% | $11.96 | — | — | COMMON STOCK | 892231101 |
| BANC | BANC OF CALIFORNIA INC | 1,299,144 | $18.99M | 0.3% | $14.62 | — | — | COMMON STOCK | 05990K106 |
| — | TELEFONICA BRASIL-ADR | 2,024,726 | $18.28M | 0.2% | $9.03 | — | — | ADR | 87936R106 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,510,000 | $18.2M | 0.2% | $12.05 | — | — | COMMON STOCK | 928298108 |
| — | CHENIERE ENERGY INC | 34,625,000 | $18.13M | 0.2% | $0.52 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | WEBMD HEALTH CORP | 16,525,000 | $17.07M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 94770VAF9 |
| — | BLACKSTONE GROUP LP/THE | 525,000 | $15.35M | 0.2% | $29.24 | — | — | COMMON STOCK | 09253U108 |
| BSAC | BANCO SANTANDER-CHILE-ADR | 870,082 | $15.35M | 0.2% | $17.64 | — | — | ADR | 05965X109 |
| — | YANDEX NV | 17,427,000 | $15.2M | 0.2% | $0.87 | — | — | CV SR UNSEC NT | 98474TAB3 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,073,759 | $14.72M | 0.2% | $7.10 | — | — | ADR | 035128206 |
| — | VEREIT INC | 16,000,000 | $14.45M | 0.2% | $0.90 | — | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 14,165,000 | $14.42M | 0.2% | $1.02 | — | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | ECHO GLOBAL LOGISTICS INC | 16,250,000 | $14.28M | 0.2% | $0.88 | — | — | CV SR UNSEC NT | 27875TAA9 |
| — | B2GOLD CORP | 16,109,000 | $13.48M | 0.2% | $0.84 | — | — | CV SR SUB NT PNC | 11777QAB6 |
| — | ARES CAPITAL CORP | 13,280,000 | $13.38M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 04010LAG8 |
| — | TCP CAPITAL CORP | 13,198,000 | $13.04M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | PENNYMAC CORP | 14,000,000 | $12.98M | 0.2% | $0.93 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | STARWOOD PROPERTY TRUST INC | 12,775,000 | $12.63M | 0.2% | $0.99 | — | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | WESTROCK CO | 274,864 | $12.54M | 0.2% | $45.62 | — | — | COMMON STOCK | 96145D105 |
| — | PROSPECT CAPITAL CORP | 12,705,000 | $12.42M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 74348TAL6 |
| YPF | YPF S.A.-SPONSORED ADR | 786,136 | $12.36M | 0.2% | $15.72 | — | — | ADR | 984245100 |
| — | FORTRESS INVESTMENT GROUP LLC | 2,425,000 | $12.34M | 0.2% | $5.09 | — | — | COMMON STOCK | 34958B106 |
| — | JEFFERIES GROUP LLC | 12,290,000 | $12.28M | 0.2% | $1.00 | — | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | FIFTH STREET FINANCE CORP | 11,950,000 | $12.01M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 31679BAC4 |
| — | STARWOOD PROPERTY TRUST INC | 10,911,000 | $11.37M | 0.2% | $1.04 | — | — | CV SR UNSEC NT REIT | 85571BAB1 |
| — | TITAN MACHINERY INC | 16,400,000 | $10.89M | 0.1% | $0.66 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | BLUCORA INC | 13,000,000 | $10.81M | 0.1% | $0.83 | — | — | CV SR UNSEC NT | 095229AB6 |
| GGB | GERDAU SA -SPON ADR | 8,801,905 | $10.56M | 0.1% | $1.20 | — | — | ADR | 373737105 |
| — | SEACOR HOLDINGS INC | 13,058,000 | $10.45M | 0.1% | $0.80 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | AV HOMES INC | 10,497,000 | $10.27M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 053494AG5 |
| — | FORESTAR GROUP INC | 12,447,000 | $10.18M | 0.1% | $0.82 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | RAIT FINANCIAL TRUST | 12,545,000 | $9.913M | 0.1% | $0.79 | — | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | WEBMD HEALTH CORP | 9,790,000 | $9.804M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 94770VAH5 |
| — | HCI GROUP INC | 11,125,000 | $9.695M | 0.1% | $0.87 | — | — | CV SR UNSEC NT | 40416EAB9 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 9,314,000 | $9.608M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 092533AB4 |
| — | NEW MOUNTAIN FINANCE CORP | 9,155,000 | $9.058M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | VEREIT INC | 9,600,000 | $8.903M | 0.1% | $0.93 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | WELLS FARGO & CO | 7,602 | $8.812M | 0.1% | $1159.17 | — | — | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 |
| — | REDWOOD TRUST INC | 8,936,000 | $8.399M | 0.1% | $0.94 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | AAR CORP | 8,360,000 | $8.393M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 000361AM7 |
| TEO | TELECOM ARGENTINA SA | 519,851 | $8.354M | 0.1% | $16.07 | — | — | COMMON STOCK ADR | 879273209 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 8,527,000 | $8.263M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 74734MAE9 |
| — | CONTANGO OIL & GAS CO | 1,287,732 | $8.255M | 0.1% | $6.41 | — | — | COMMON STOCK | 21075N204 |
| — | SINA CORP/CHINA | 8,380,000 | $8.132M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 82922RAD5 |
| — | RESOURCE CAPITAL CORP | 8,276,000 | $7.99M | 0.1% | $0.97 | — | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | SPIRIT REALTY CAPITAL INC | 8,275,000 | $7.933M | 0.1% | $0.96 | — | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | BANK OF AMERICA CORP | 7,000 | $7.654M | 0.1% | $1093.43 | — | — | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 |
| — | SOLAZYME INC | 15,600,000 | $7.561M | 0.1% | $0.48 | — | — | CV SR SUB NT | 83415TAC5 |
| — | TELIGENT INC | 7,445,000 | $7.341M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | GSV CAPITAL CORP | 7,603,000 | $7.247M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | NUANCE COMMUNICATIONS INC | 7,000,000 | $7.106M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 67020YAF7 |
| — | GAIN CAPITAL HOLDINGS INC | 7,100,000 | $7M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | TWITTER INC | 8,000,000 | $6.815M | 0.1% | $0.85 | — | — | CV SR UNSEC NT | 90184LAB8 |
| — | PDL BIOPHARMA INC | 8,296,000 | $6.595M | 0.1% | $0.79 | — | — | CV SR UNSEC NT | 69329YAF1 |
| — | HORNBECK OFFSHORE SERVICES INC | 11,059,000 | $6.397M | 0.1% | $0.58 | — | — | CV SR UNSEC NT | 440543AN6 |
| — | STARWOOD WAYPOINT RESIDENTIAL TRUST | 6,650,000 | $6.211M | 0.1% | $0.93 | — | — | CV SR UNSEC NT REIT | 85571WAB5 |
| — | TPG SPECIALTY LENDING INC | 6,245,000 | $6.185M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | CIENA CORP | 6,208,000 | $6.114M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 171779AE1 |
| — | APOLLO INVESTMENT CORP | 5,834,000 | $5.839M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 03761UAE6 |
| — | YY INC | 5,815,000 | $5.612M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 98426TAB2 |
| — | VIMPELCOM LTD | 1,678,900 | $5.507M | 0.1% | $3.28 | — | — | COMMON STOCK ADR | 92719A106 |
| — | SERVICESOURCE INTERNATIONAL INC | 6,400,000 | $5.464M | 0.1% | $0.85 | — | — | CV SR UNSEC NT | 81763UAB6 |
| — | INVENSENSE INC | 5,893,000 | $5.396M | 0.1% | $0.92 | — | — | CV SR UNSEC NT | 46123DAB2 |
| — | APOLLO GLOBAL MANAGEMENT LLC | 353,842 | $5.371M | 0.1% | $15.18 | — | — | COMMON STOCK | 037612306 |
| — | ALERE INC | 4,863,000 | $5.05M | 0.1% | $1.04 | — | — | CV SR SUB NT | 01449JAA3 |
| — | SOUFUN HOLDINGS LTD | 5,105,000 | $4.889M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 836034AB4 |
| — | MERITAGE HOMES CORP | 4,900,000 | $4.855M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $4.522M | 0.1% | $5.52 | — | — | COMMON STOCK | Y11082107 |
| — | CALATLANTIC GROUP INC | 5,000,000 | $4.507M | 0.1% | $0.90 | — | — | CV SR UNSEC NT PNC | 783764AS2 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $4.492M | 0.1% | $23.54 | — | — | COMMON STOCK | 69888T207 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 5,590,000 | $4.367M | 0.1% | $0.78 | — | — | CV SR UNSEC NT | 60786LAB3 |
| — | STARWOOD WAYPOINT RESIDENTIAL TRUST | 4,250,000 | $4.259M | 0.1% | $1.00 | — | — | CV SR UNSEC NT REIT | 85571WAD1 |
| — | FINISAR CORP | 4,183,000 | $3.922M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 31787AAM3 |
| — | STARWOOD PROPERTY TRUST INC | 3,700,000 | $3.777M | 0.0% | $1.02 | — | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | PROSPECT CAPITAL CORP | 4,257,000 | $3.709M | 0.0% | $0.87 | — | — | CV SR UNSEC NT | 74348TAQ5 |
| INFY | INFOSYS LTD-SP ADR | 219,200 | $3.672M | 0.0% | $16.75 | — | — | ADR | 456788108 |
| — | NEWPARK RESOURCES INC | 4,025,000 | $3.648M | 0.0% | $0.91 | — | — | CV SR UNSEC NT | 651718AC2 |
| — | ENVESTNET INC | 4,000,000 | $3.535M | 0.0% | $0.88 | — | — | CV SR UNSEC NT | 29404KAA4 |
| — | RESOURCE CAPITAL CORP | 3,484,000 | $3.274M | 0.0% | $0.94 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | SOLARCITY CORP | 4,000,000 | $3.224M | 0.0% | $0.81 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | ALEXANDRIA REAL ESTATE EQUITIES INC | 113,691 | $3.125M | 0.0% | $27.49 | — | — | 7% CV PFD SER-D PERP REIT PNC | 015271505 |
| — | SUNPOWER CORP | 3,514,000 | $3.046M | 0.0% | $0.87 | — | — | CV SR UNSEC NT | 867652AJ8 |
| — | SUNEDISON INC | 5,000,000 | $2.804M | 0.0% | $0.56 | — | — | CV SR UNSEC NT | 86732YAC3 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 3,000,000 | $2.588M | 0.0% | $0.86 | — | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 2,500,000 | $2.482M | 0.0% | $0.99 | — | — | CV SR SUB NT | 01167PAE1 |
| — | KB HOME | 2,650,000 | $2.403M | 0.0% | $0.91 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 3,000,000 | $2.358M | 0.0% | $0.79 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | SPECTRUM PHARMACEUTICALS INC | 2,470,000 | $2.181M | 0.0% | $0.88 | — | — | CV SR UNSEC NT | 84763AAB4 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $1.844M | 0.0% | $6.18 | — | — | COMMON STOCK ADR | 607409109 |
| — | COBALT INTERNATIONAL ENERGY INC | 3,000,000 | $1.707M | 0.0% | $0.57 | — | — | CV SR UNSEC NT | 19075FAA4 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 2,000,000 | $1.659M | 0.0% | $0.83 | — | — | CV SR UNSEC NT | 049164BH8 |
| — | SPECTRANETICS CORP/THE | 2,000,000 | $1.514M | 0.0% | $0.76 | — | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | SOUTHWESTERN ENERGY CO | 80,000 | $1.485M | 0.0% | $18.56 | — | — | CV PFD SER B STOCK | 845467208 |
| — | CNOOC LTD-SPON ADR | 14,200 | $1.482M | 0.0% | $104.37 | — | — | ADR | 126132109 |
| — | STONE ENERGY CORP | 2,000,000 | $1.444M | 0.0% | $0.72 | — | — | CV SR UNSEC NT | 861642AN6 |
| — | BHP BILLITON PLC-ADR | 61,900 | $1.402M | 0.0% | $22.65 | — | — | ADR | 05545E209 |
| — | CORSICANTO LTD | 1,500,000 | $1.375M | 0.0% | $0.92 | — | — | CV SR UNSEC NT | 220480AB3 |
| TX | TERNIUM SA-SPONSORED ADR | 103,500 | $1.287M | 0.0% | $12.43 | — | — | ADR | 880890108 |
| — | FLUIDIGM CORP | 2,000,000 | $1.246M | 0.0% | $0.62 | — | — | CV SR UNSEC NT | 34385PAA6 |
| — | EZCORP INC | 1,641,000 | $1.136M | 0.0% | $0.69 | — | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| VALE | VALE SA-SP ADR | 320,300 | $1.054M | 0.0% | $3.29 | — | — | ADR | 91912E105 |
| NBIS | YANDEX NV | 65,500 | $1.03M | 0.0% | $15.73 | — | — | COMMON STOCK | N97284108 |
| — | IKANG HEALTHCARE GROUP-ADR | 48,100 | $983K | 0.0% | $20.44 | — | — | ADR | 45174L108 |
| INDA | ISHARES MSCI INDIA ETF | 29,000 | $798K | 0.0% | $27.52 | — | — | ETP | 46429B598 |
| — | OI SA | 1,255,018 | $765K | 0.0% | $0.61 | — | — | COMMON STOCK - ADR | 670851302 |
| — | EPR PROPERTIES | 14,657 | $458K | 0.0% | $31.25 | — | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |