Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value: $5.565B (43.5% shares, 56.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 14,176,353 | $544M | 9.8% | $59.77 | — | COMMON STOCK | 896047503 |
| ALLY | ALLY FINANCIAL INC | 9,630,530 | $180M | 3.2% | $18.04 | -27.0% | COMMON STOCK | 02005N100 |
| — | DYNEGY INC | 9,524,322 | $137M | 2.5% | $23.07 | — | COMMON STOCK | 26817R108 |
| FBP | FIRST BANCORP/PUERTO RICO | 41,843,581 | $122M | 2.2% | $4.40 | -50.6% | COMMON STOCK | 318672706 |
| — | CITRIX SYSTEMS INC | 98,521,000 | $110M | 2.0% | $1.06 | — | CV SR UNSEC NT | 177376AD2 |
| BANR | BANNER CORP | 2,598,988 | $109M | 2.0% | $34.84 | -16.7% | COMMON STOCK | 06652V208 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 4,460,356 | $101M | 1.8% | $21.00 | — | ADR | 874039100 |
| — | JARDEN CORP | 74,961,000 | $95.11M | 1.7% | $1.19 | — | CV SUB NT PNC | 471109AM0 |
| — | CEMEX SAB DE CV | 99,645,000 | $92.66M | 1.7% | $0.83 | — | CV SUB NT | 151290BR3 |
| — | GENER8 MARITIME INC | 13,052,534 | $92.15M | 1.7% | $13.63 | — | COMMON STOCK | Y26889108 |
| — | STAR BULK CARRIERS CORP | 114,304,005 | $85.73M | 1.5% | $6.73 | — | COMMON STOCK | Y8162K121 |
| — | HERBALIFE LTD | 88,521,000 | $85.67M | 1.5% | $0.90 | — | CV SR UNSEC NT | 42703MAB9 |
| — | JAZZ INVESTMENTS I LTD | 81,496,000 | $84.55M | 1.5% | $1.02 | — | CV SR UNSEC NT | 472145AB7 |
| — | NXP SEMICONDUCTORS NV | 73,686,000 | $81.39M | 1.5% | $1.10 | — | CV SR UNSEC NT | 62952QAB6 |
| — | PRICELINE GROUP INC/THE | 66,052,000 | $79.77M | 1.4% | $1.17 | — | CV SR UNSEC NT | 741503AS5 |
| — | LIBERTY MEDIA CORP | 75,958,000 | $75.73M | 1.4% | $0.99 | — | CV SR UNSEC NT | 531229AB8 |
| — | RED HAT INC | 56,700,000 | $70.58M | 1.3% | $1.31 | — | CV SR UNSEC NT | 756577AD4 |
| MTG | MGIC INVESTMENT CORP | 9,030,000 | $69.26M | 1.2% | $5.25 | +36.3% | COMMON STOCK | 552848103 |
| — | J2 GLOBAL INC | 62,917,000 | $68.68M | 1.2% | $1.09 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | ROVI CORP | 68,576,000 | $65.85M | 1.2% | $0.96 | — | CV SR UNSEC NT | 779376AD4 |
| — | MICROCHIP TECHNOLOGY INC | 56,765,000 | $58M | 1.0% | $1.02 | — | CV SR SUB NT | 595017AD6 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 61,900 | $56.89M | 1.0% | $963.40 | — | PFD CONV SER A | G0177J116 |
| — | ELECTRONICS FOR IMAGING INC | 52,026,000 | $54.41M | 1.0% | $1.03 | — | CV SR UNSEC NT | 286082AC6 |
| — | HOLOGIC INC | 41,635,000 | $51.99M | 0.9% | $1.24 | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| — | RTI INTERNATIONAL METALS INC | 46,753,000 | $49.26M | 0.9% | $1.02 | — | CV SR UNSEC NT | 74973WAB3 |
| — | SANDISK CORP | 46,490,000 | $48.63M | 0.9% | $1.01 | — | CV SR UNSEC NT | 80004CAF8 |
| — | BIOMARIN PHARMACEUTICAL INC | 40,810,000 | $47.47M | 0.9% | $1.16 | — | CV SR SUB NT | 09061GAE1 |
| — | NUANCE COMMUNICATIONS INC | 45,828,000 | $46.81M | 0.8% | $1.08 | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| JD | JD.COM INC-ADR | 1,443,660 | $46.58M | 0.8% | $27.05 | — | ADR | 47215P106 |
| — | CARDTRONICS INC | 47,483,000 | $45.93M | 0.8% | $0.99 | — | CV SR UNSEC NT | 14161HAG3 |
| — | EURONET WORLDWIDE INC | 38,230,000 | $45.62M | 0.8% | $1.19 | — | CV SR UNSEC NT PNC | 298736AH2 |
| — | EXCO RESOURCES INC | 45,173,682 | $44.68M | 0.8% | $6.44 | — | COMMON STOCK | 269279402 |
| — | WEBMD HEALTH CORP | 32,885,000 | $44.08M | 0.8% | $1.02 | — | CV UNSEC NT | 94770VAK8 |
| — | BROOKDALE SENIOR LIVING INC | 45,537,000 | $44.01M | 0.8% | $1.00 | — | CV SR UNSEC NT | 112463AA2 |
| — | HURON CONSULTING GROUP INC | 44,630,000 | $43.93M | 0.8% | $1.04 | — | CV SR UNSEC NT | 447462AB8 |
| — | WEB.COM GROUP INC | 45,438,000 | $43.32M | 0.8% | $0.99 | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | VECTOR GROUP LTD | 39,000,000 | $43.26M | 0.8% | $1.10 | — | CV SR UNSEC NT | 92240MBC1 |
| — | WRIGHT MEDICAL GROUP INC | 45,755,000 | $40.92M | 0.7% | $0.89 | — | CV SR UNSEC NT | 98235TAE7 |
| — | WEBMD HEALTH CORP | 35,620,000 | $40.81M | 0.7% | $1.07 | — | CV SR UNSEC NT | 94770VAF9 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 6,215,175 | $40.46M | 0.7% | $11.65 | — | ADR | 465562106 |
| — | TRINA SOLAR LTD-SPON ADR | 3,668,722 | $40.43M | 0.7% | $12.24 | — | ADR | 89628E104 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 40,632,000 | $39.52M | 0.7% | $1.10 | — | CV SR UNSEC NT | 87157BAA1 |
| — | BROCADE COMMUNICATIONS SYSTEMS INC | 39,610,000 | $39.43M | 0.7% | $1.00 | — | CV SR UNSEC NT | 111621AQ1 |
| — | BRF SA-ADR | 2,825,199 | $39.04M | 0.7% | $22.83 | — | ADR | 10552T107 |
| — | MEDIDATA SOLUTIONS INC | 38,193,000 | $38.77M | 0.7% | $1.09 | — | CV SR UNSEC NT | 58471AAB1 |
| — | LIBERTY VENTURES | 990,450 | $38.75M | 0.7% | $40.10 | — | COMMON STOCK CL A | 53071M880 |
| — | SNYDER'S-LANCE INC | 1,223,965 | $38.53M | 0.7% | $31.48 | — | COMMON STOCK | 833551104 |
| — | TTM TECHNOLOGIES INC | 41,770,000 | $37.65M | 0.7% | $1.10 | — | CV SR UNSEC NT | 87305RAD1 |
| CX | CEMEX SAB DE CV | 6,570,759 | $37.38M | 0.7% | $10.73 | — | COMMON STOCK ADR | 151290889 |
| — | TRIBUNE PUBLISHING CO | 4,691,371 | $36.22M | 0.7% | $20.18 | — | COMMON STOCK | 896082104 |
| — | ANTHEM INC | 763,000 | $35.62M | 0.6% | $46.69 | — | 5.25% CV MAND PFD | 036752202 |
| — | KINDER MORGAN INC/DE | 778,100 | $35.09M | 0.6% | $45.10 | — | 9.75& CV MAND PFD | 49456B200 |
| — | INSULET CORP | 35,419,000 | $34.76M | 0.6% | $1.14 | — | CV SR UNSEC NT PNC | 45784PAD3 |
| — | STILLWATER MINING CO | 31,665,000 | $34.05M | 0.6% | $1.08 | — | CV SR UNSEC NT | 86074QAL6 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 35,530,000 | $33.31M | 0.6% | $1.02 | — | CV SR UNSEC NT 144A | 458118AB2 |
| — | SPIRIT REALTY CAPITAL INC | 32,685,000 | $32.74M | 0.6% | $1.00 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 32,065,000 | $32.63M | 0.6% | $1.00 | — | CV SR UNSEC NT | 01988PAD0 |
| — | CROWN CASTLE INTERNATIONAL CORP | 304,385 | $32.63M | 0.6% | $102.58 | — | 4.5% MAND CV SER-A PFD | 22822V200 |
| IBN | ICICI BANK LTD-SPON ADR | 4,144,876 | $32.45M | 0.6% | $14.69 | — | ADR | 45104G104 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 9,258,683 | $31.48M | 0.6% | $3.76 | — | ADR | 71654V101 |
| — | SEACOR HOLDINGS INC | 32,585,000 | $31.08M | 0.6% | $1.18 | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | WORKDAY INC | 25,910,000 | $30.61M | 0.6% | $1.18 | — | CV SR UNSEC NT | 98138HAD3 |
| — | AMTRUST FINANCIAL SERVICES INC | 38,270,000 | $30.32M | 0.5% | $0.91 | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $29.37M | 0.5% | $8.34 | -37.5% | COMMON STOCK | 629209305 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 28,125,000 | $28.36M | 0.5% | $1.02 | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | WPX ENERGY INC | 761,900 | $28.01M | 0.5% | $36.76 | — | 6.25% MAND CV PFD | 98212B202 |
| — | ENCORE CAPITAL GROUP INC | 35,859,000 | $27.9M | 0.5% | $1.07 | — | CV SR UNSEC NT | 292554AF9 |
| — | ECHO GLOBAL LOGISTICS INC | 27,198,000 | $27.58M | 0.5% | $1.05 | — | CV SR UNSEC NT | 27875TAA9 |
| — | MEDICINES CO/THE | 23,415,000 | $26.53M | 0.5% | $1.13 | — | CV SR UNSEC NT PNC | 584688AE5 |
| — | CANADIAN SOLAR INC | 30,845,000 | $26.09M | 0.5% | $1.02 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | KEYW HOLDING CORP/THE | 33,960,000 | $25.3M | 0.5% | $0.95 | — | CV SR UNSEC NT | 493723AA8 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $25.08M | 0.5% | $16.05 | -11.1% | COMMON STOCK | 156504300 |
| — | COLONY CAPITAL INC | 27,323,000 | $24.51M | 0.4% | $1.02 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | SHUTTERFLY INC | 24,260,000 | $24.29M | 0.4% | $1.00 | — | CV SR UNSEC NT | 82568PAB2 |
| — | VALE SA-SP PREF ADR | 9,071,485 | $23.13M | 0.4% | $9.06 | — | ADR | 91912E204 |
| — | HEALTHWAYS INC | 24,515,000 | $22.35M | 0.4% | $0.94 | — | CV SR UNSEC NT | 422245AB6 |
| — | MOLINA HEALTHCARE INC | 17,520,000 | $22.22M | 0.4% | $1.13 | — | CV SR UNSEC NT | 60855RAD2 |
| — | 51JOB INC | 21,363,000 | $21.93M | 0.4% | $1.02 | — | CV SR NT | 316827AC8 |
| — | HORIZON PHARMA INVESTMENT LTD | 25,307,000 | $21.84M | 0.4% | $0.86 | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | PRICELINE GROUP INC/THE | 21,460,000 | $21.72M | 0.4% | $1.01 | — | CV SR UNSEC NT | 741503AX4 |
| — | BLACKSTONE MORTGAGE TRUST INC | 20,270,000 | $21.41M | 0.4% | $1.06 | — | CV SR UNSEC NT REIT | 09257WAA8 |
| — | RWT HOLDINGS INC | 22,630,000 | $20.85M | 0.4% | $0.93 | — | CV SR UNSEC NT | 749772AB5 |
| — | STARWOOD PROPERTY TRUST INC | 19,632,000 | $19.73M | 0.4% | $1.01 | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | PRA GROUP INC | 23,624,000 | $18.97M | 0.3% | $1.08 | — | CV SR UNSEC NT | 73640QAB1 |
| — | TELEFONICA BRASIL-ADR | 2,024,726 | $18.28M | 0.3% | $13.65 | — | ADR | 87936R106 |
| — | DEPOMED INC | 19,205,000 | $18.07M | 0.3% | $1.15 | — | CV SR UNSEC NT PNC | 249908AA2 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $17.88M | 0.3% | $11.25 | -7.8% | COMMON STOCK | 892231101 |
| — | SEACOR HOLDINGS INC | 22,753,000 | $17.73M | 0.3% | $0.86 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | TRINA SOLAR LTD | 18,377,000 | $16.94M | 0.3% | $0.98 | — | CV SR UNSEC NT | 89628EAC8 |
| — | POWERSHARES QQQ TRUST | 155,000 | $16.93M | 0.3% | — | — | Put | 73935A104 |
| — | ILLUMINA INC | 15,435,000 | $16.62M | 0.3% | $1.24 | — | CV SR UNSEC NT | 452327AH2 |
| IWM | ISHARES TR RUSSELL 2000 ETF | 150,000 | $16.59M | 0.3% | — | — | Put | 464287655 |
| — | YAHOO! INC | 423,626 | $15.59M | 0.3% | $36.81 | — | COMMON STOCK | 984332106 |
| BSAC | BANCO SANTANDER-CHILE-ADR | 870,082 | $15.35M | 0.3% | $20.75 | — | ADR | 05965X109 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,250,000 | $15.26M | 0.3% | $12.16 | -21.8% | COMMON STOCK | 928298108 |
| — | CONTANGO OIL & GAS CO | 1,292,279 | $15.24M | 0.3% | $47.26 | — | COMMON STOCK | 21075N204 |
| — | CEPHEID | 16,967,000 | $15.17M | 0.3% | $1.11 | — | CV SR UNSEC NT | 15670RAC1 |
| — | YANDEX NV | 16,799,000 | $14.97M | 0.3% | $0.85 | — | CV SR UNSEC NT | 98474TAB3 |
| — | BLACKSTONE GROUP LP/THE | 525,000 | $14.73M | 0.3% | $31.67 | — | COMMON STOCK | 09253U108 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,073,759 | $14.72M | 0.3% | $13.74 | — | ADR | 035128206 |
| — | FORESTAR GROUP INC | 16,060,000 | $13.98M | 0.3% | $0.93 | — | CV SR UNSEC NT | 346232AB7 |
| — | SPIRIT REALTY CAPITAL INC | 13,615,000 | $13.79M | 0.2% | $0.95 | — | CV SR UNSEC NT REIT | 84860WAB8 |
| — | RESOURCE CAPITAL CORP | 14,316,000 | $13.68M | 0.2% | $0.95 | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | BLUCORA INC | 18,007,000 | $13.61M | 0.2% | $0.89 | — | CV SR UNSEC NT | 095229AB6 |
| — | INTERDIGITAL INC/PA | 13,000,000 | $13.37M | 0.2% | $1.03 | — | CV SR UNSEC NT | 458660AD9 |
| — | STARWOOD PROPERTY TRUST INC | 13,415,000 | $13.32M | 0.2% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | B2GOLD CORP | 15,355,000 | $13.06M | 0.2% | $0.88 | — | CV SR SUB NT PNC | 11777QAB6 |
| — | INTEL CORP | 10,165,000 | $12.96M | 0.2% | $1.22 | — | CV JR SUB NT CPDI MULTI CPN | 458140AD2 |
| — | CHENIERE ENERGY INC | 24,615,000 | $12.9M | 0.2% | $0.82 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 15,945,000 | $12.8M | 0.2% | $0.81 | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| — | NUANCE COMMUNICATIONS INC | 12,575,000 | $12.64M | 0.2% | $1.01 | — | CV SR UNSEC NT | 67020YAF7 |
| — | CIENA CORP | 12,728,000 | $12.57M | 0.2% | $0.99 | — | CV SR UNSEC NT | 171779AE1 |
| — | COLONY STARWOOD HOMES | 12,565,000 | $12.44M | 0.2% | $0.97 | — | CV SR UNSEC NT REIT | 85571WAB5 |
| YPF | YPF S.A.-SPONSORED ADR | 786,136 | $12.36M | 0.2% | $21.85 | — | ADR | 984245100 |
| — | MERITAGE HOMES CORP | 12,358,000 | $12.25M | 0.2% | $0.99 | — | CV SR UNSEC NT | 59001AAR3 |
| — | PENNYMAC CORP | 13,410,000 | $12.15M | 0.2% | $0.99 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | CONTINENTAL RESOURCES INC | 400,000 | $12.14M | 0.2% | — | — | Put | 212015101 |
| — | HCI GROUP INC | 13,885,000 | $12.04M | 0.2% | $0.97 | — | CV SR UNSEC NT | 40416EAB9 |
| — | FIFTH STREET FINANCE CORP | 11,950,000 | $11.99M | 0.2% | $1.05 | — | CV SR UNSEC NT | 31679BAC4 |
| — | ROYAL GOLD INC | 12,283,000 | $11.91M | 0.2% | $0.97 | — | CV SR UNSEC NT PNC | 780287AA6 |
| — | TCP CAPITAL CORP | 11,972,000 | $11.91M | 0.2% | $1.00 | — | CV SR UNSEC NT | 87238QAB9 |
| — | MICRON TECHNOLOGY INC | 17,125,000 | $11.7M | 0.2% | $0.84 | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | TOLL BROTHERS FINANCE CORP | 11,829,000 | $11.62M | 0.2% | $0.98 | — | CV SR UNSEC NT CPDI | 88947EAM2 |
| — | YAHOO! INC | 11,682,000 | $11.6M | 0.2% | $0.99 | — | CV SR UNSEC NT | 984332AF3 |
| — | FORTRESS INVESTMENT GROUP LLC | 2,425,000 | $11.59M | 0.2% | $5.21 | — | COMMON STOCK | 34958B106 |
| — | RAIT FINANCIAL TRUST | 13,260,000 | $11.17M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | WESTROCK CO | 274,864 | $10.73M | 0.2% | $51.44 | — | COMMON STOCK | 96145D105 |
| — | JEFFERIES GROUP LLC | 10,752,000 | $10.59M | 0.2% | $1.02 | — | CV SR UNSEC NT PNC | 472319AG7 |
| GGB | GERDAU SA -SPON ADR | 8,801,905 | $10.56M | 0.2% | $1.20 | — | ADR | 373737105 |
| — | ARES CAPITAL CORP | 10,319,000 | $10.53M | 0.2% | $1.04 | — | CV SR UNSEC NT | 04010LAG8 |
| — | PROSPECT CAPITAL CORP | 11,837,000 | $10.52M | 0.2% | $0.90 | — | CV SR UNSEC NT | 74348TAQ5 |
| — | CALATLANTIC GROUP INC | 11,767,000 | $10.46M | 0.2% | $0.89 | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | PDL BIOPHARMA INC | 11,121,000 | $10.11M | 0.2% | $0.94 | — | CV SR UNSEC NT | 69329YAF1 |
| — | VEREIT INC | 10,200,000 | $9.914M | 0.2% | $0.99 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $9.798M | 0.2% | $0.98 | — | CV SR UNSEC NT | 46612JAF8 |
| — | TWITTER INC | 10,830,000 | $9.552M | 0.2% | $0.86 | — | CV SR UNSEC NT | 90184LAB8 |
| — | REDWOOD TRUST INC | 10,036,000 | $9.434M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 758075AB1 |
| TEO | TELECOM ARGENTINA SA | 519,851 | $9.3M | 0.2% | $20.69 | — | COMMON STOCK ADR | 879273209 |
| — | KB HOME | 9,850,000 | $9.089M | 0.2% | $0.92 | — | CV SR UNSEC NT | 48666KAS8 |
| — | TITAN MACHINERY INC | 11,325,000 | $8.917M | 0.2% | $0.81 | — | CV SR UNSEC NT | 88830RAB7 |
| NC | NACCO INDUSTRIES INC | 154,500 | $8.87M | 0.2% | $8.89 | 0.0% | COMMON STOCK | 629579103 |
| — | COLONY STARWOOD HOMES | 8,348,000 | $8.663M | 0.2% | $1.02 | — | CV SR UNSEC NT REIT | 85571WAD1 |
| — | ENERNOC INC | 11,820,000 | $8.393M | 0.2% | $0.71 | — | CV SR UNSEC NT | 292764AB3 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 8,327,000 | $8.25M | 0.1% | $0.88 | — | CV SR UNSEC NT | 74734MAE9 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 10,240,000 | $8.2M | 0.1% | $0.80 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 9,498,000 | $8.105M | 0.1% | $0.85 | — | CV SR UNSEC NT | 049164BH8 |
| — | VEREIT INC | 8,000,000 | $7.645M | 0.1% | $1.08 | — | CV SR UNSEC NT REIT | 02917TAB0 |
| — | HORNBECK OFFSHORE SERVICES INC | 12,834,000 | $7.616M | 0.1% | $0.68 | — | CV SR UNSEC NT | 440543AN6 |
| — | VIMPELCOM LTD | 1,678,900 | $7.153M | 0.1% | $7.82 | — | COMMON STOCK ADR | 92719A106 |
| — | SPECTRUM PHARMACEUTICALS INC | 7,985,000 | $7.124M | 0.1% | $0.90 | — | CV SR UNSEC NT | 84763AAB4 |
| — | FINISAR CORP | 7,000,000 | $6.858M | 0.1% | $0.95 | — | CV SR UNSEC NT | 31787AAM3 |
| — | SOLAZYME INC | 14,000,000 | $6.811M | 0.1% | $0.56 | — | CV SR SUB NT | 83415TAC5 |
| — | SINA CORP/CHINA | 6,695,000 | $6.586M | 0.1% | $0.92 | — | CV SR UNSEC NT | 82922RAD5 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 6,218,000 | $6.407M | 0.1% | $1.03 | — | CV SR UNSEC NT | 092533AB4 |
| — | NEWPARK RESOURCES INC | 7,025,000 | $6.175M | 0.1% | $0.92 | — | CV SR UNSEC NT | 651718AC2 |
| — | CHART INDUSTRIES INC | 6,866,000 | $6.173M | 0.1% | $0.90 | — | CV SR SUB NT | 16115QAC4 |
| — | TPG SPECIALTY LENDING INC | 6,135,000 | $6.074M | 0.1% | $1.00 | — | CV SR UNSEC NT | 87265KAB8 |
| — | APOLLO GLOBAL MANAGEMENT LLC | 353,842 | $6.058M | 0.1% | $15.18 | — | COMMON STOCK | 037612306 |
| — | GAIN CAPITAL HOLDINGS INC | 6,500,000 | $6.032M | 0.1% | $1.01 | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | NEW MOUNTAIN FINANCE CORP | 6,040,000 | $5.908M | 0.1% | $1.01 | — | CV SR UNSEC NT | 647551AB6 |
| — | TICC CAPITAL CORP | 6,004,000 | $5.898M | 0.1% | $0.98 | — | CV SR UNSEC NT | 87244TAB5 |
| — | EAGLE BULK SHIPPING INC | 15,707,276 | $5.655M | 0.1% | $14.01 | — | COMMON STOCK | Y2187A127 |
| — | GSV CAPITAL CORP | 5,887,000 | $5.412M | 0.1% | $0.92 | — | CV SR UNSEC NT | 36191JAB7 |
| BANC | BANC OF CALIFORNIA INC | 286,594 | $5.015M | 0.1% | $8.58 | +39.5% | COMMON STOCK | 05990K106 |
| — | WORKDAY INC | 4,350,000 | $4.933M | 0.1% | $1.13 | — | CV SR UNSEC NT | 98138HAC5 |
| — | EPR PROPERTIES | 137,227 | $4.803M | 0.1% | $34.60 | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | PROSPECT CAPITAL CORP | 4,870,000 | $4.767M | 0.1% | $1.00 | — | CV SR UNSEC NT | 74348TAL6 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 5,470,000 | $3.814M | 0.1% | $0.84 | — | CV SR UNSEC NT | 60786LAB3 |
| INFY | INFOSYS LTD-SP ADR | 219,200 | $3.672M | 0.1% | $19.09 | — | ADR | 456788108 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $3.581M | 0.1% | $18.31 | +17.2% | COMMON STOCK | 69888T207 |
| — | COBALT INTERNATIONAL ENERGY INC | 6,894,000 | $3.431M | 0.1% | $0.53 | — | CV SR UNSEC NT | 19075FAA4 |
| — | ALERE INC | 8,856 | $3.31M | 0.1% | $285.61 | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | RESOURCE CAPITAL CORP | 3,484,000 | $3.235M | 0.1% | $1.00 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | GENERAL CABLE CORP | 5,000,000 | $2.782M | 0.0% | $0.56 | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | ENVESTNET INC | 3,150,000 | $2.732M | 0.0% | $0.88 | — | CV SR UNSEC NT | 29404KAA4 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.589M | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| — | SUNPOWER CORP | 3,204,000 | $2.499M | 0.0% | $0.97 | — | CV SR UNSEC NT | 867652AJ8 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.414M | 0.0% | $10.13 | — | COMMON STOCK ADR | 607409109 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 2,500,000 | $2.412M | 0.0% | $0.99 | — | CV SR SUB NT | 01167PAE1 |
| — | SPECTRANETICS CORP/THE | 3,000,000 | $2.394M | 0.0% | $0.77 | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | TELIGENT INC | 2,165,000 | $1.72M | 0.0% | $0.99 | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | CNOOC LTD-SPON ADR | 14,200 | $1.482M | 0.0% | $104.37 | — | ADR | 126132109 |
| — | SOLARCITY CORP | 2,460,000 | $1.454M | 0.0% | $0.81 | — | CV SR UNSEC NT | 83416TAC4 |
| — | BHP BILLITON PLC-ADR | 61,900 | $1.402M | 0.0% | $22.65 | — | ADR | 05545E209 |
| TX | TERNIUM SA-SPONSORED ADR | 103,500 | $1.287M | 0.0% | $17.64 | — | ADR | 880890108 |
| — | BLUCORA INC | 245,000 | $1.264M | 0.0% | $5.16 | — | COMMON STOCK | 095229100 |
| — | M/I HOMES INC | 1,250,000 | $1.214M | 0.0% | $0.97 | — | CV SR SUB NT PNC | 55292PAB1 |
| VALE | VALE SA-SP ADR | 320,300 | $1.054M | 0.0% | $3.29 | — | ADR | 91912E105 |
| NBIS | YANDEX NV | 131,100 | $1.003M | 0.0% | $11.68 | — | COMMON STOCK | N97284108 |
| — | IKANG HEALTHCARE GROUP-ADR | 48,100 | $983K | 0.0% | $19.33 | — | ADR | 45174L108 |
| INDA | ISHARES MSCI INDIA ETF | 29,000 | $798K | 0.0% | $28.57 | — | ETP | 46429B598 |
| — | OI SA | 251,001 | $357K | 0.0% | $1.42 | — | COMMON STOCK - ADR | 670851500 |