Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 12, 2016
Total Value: $5.56B (45.8% shares, 54.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TRIBUNE MEDIA CO | 14,178,245 | $556M | 10.0% | $59.77 | — | COMMON STOCK | 896047503 |
| ALLY | ALLY FINANCIAL INC | 10,401,462 | $178M | 3.2% | $17.68 | -25.3% | COMMON STOCK | 02005N100 |
| FBP | FIRST BANCORP/PUERTO RICO | 41,843,581 | $166M | 3.0% | $4.40 | -30.3% | COMMON STOCK | 318672706 |
| — | DYNEGY INC | 8,424,322 | $145M | 2.6% | $23.07 | — | COMMON STOCK | 26817R108 |
| — | CITRIX SYSTEMS INC | 116,187,000 | $131M | 2.3% | $1.07 | — | CV SR UNSEC NT | 177376AD2 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 4,347,356 | $114M | 2.0% | $21.00 | — | ADR | 874039100 |
| BANR | BANNER CORP | 2,598,988 | $111M | 2.0% | $34.84 | -13.2% | COMMON STOCK | 06652V208 |
| — | CEMEX SAB DE CV | 96,265,000 | $90.68M | 1.6% | $0.83 | — | CV SUB NT | 151290BR3 |
| — | HERBALIFE LTD | 90,586,000 | $90.03M | 1.6% | $0.90 | — | CV SR UNSEC NT | 42703MAB9 |
| — | PRICELINE GROUP INC/THE | 71,780,000 | $84.05M | 1.5% | $1.17 | — | CV SR UNSEC NT | 741503AS5 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 90,683 | $83.93M | 1.5% | $951.37 | — | PFD CONV SER A | G0177J116 |
| — | GENER8 MARITIME INC | 13,052,534 | $83.54M | 1.5% | $13.63 | — | COMMON STOCK | Y26889108 |
| — | MICROCHIP TECHNOLOGY INC | 74,616,000 | $83.16M | 1.5% | $1.04 | — | CV SR SUB NT | 595017AD6 |
| — | AMERICAN TOWER CORP | 683,239 | $76.74M | 1.4% | $112.32 | — | 5.50% MAND CV SER-B PFD REIT | 03027X407 |
| — | NXP SEMICONDUCTORS NV | 68,769,000 | $74.73M | 1.3% | $1.10 | — | CV SR UNSEC NT | 62952QAB6 |
| — | LIBERTY MEDIA CORP | 74,268,000 | $74.1M | 1.3% | $0.99 | — | CV SR UNSEC NT | 531229AB8 |
| — | JAZZ INVESTMENTS I LTD | 68,407,000 | $73.8M | 1.3% | $1.02 | — | CV SR UNSEC NT | 472145AB7 |
| — | J2 GLOBAL INC | 64,637,000 | $72.47M | 1.3% | $1.09 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | CTRIP.COM INTERNATIONAL LTD | 64,415,000 | $68.14M | 1.2% | $1.06 | — | CV SR UNSEC NT | 22943FAF7 |
| SBLK | STAR BULK CARRIERS CORP | 22,860,798 | $67.67M | 1.2% | $4.02 | 0.0% | COMMON STOCK | Y8162K204 |
| — | TRONC INC | 4,691,371 | $64.74M | 1.2% | $13.80 | — | COMMON STOCK | 89703P107 |
| — | CARDTRONICS INC | 58,175,000 | $59.38M | 1.1% | $1.00 | — | CV SR UNSEC NT | 14161HAG3 |
| — | ELECTRONICS FOR IMAGING INC | 54,823,000 | $58.73M | 1.1% | $1.03 | — | CV SR UNSEC NT | 286082AC6 |
| — | EXCO RESOURCES INC | 45,173,682 | $58.73M | 1.1% | $6.44 | — | COMMON STOCK | 269279402 |
| — | STILLWATER MINING CO | 51,816,000 | $58.34M | 1.0% | $1.09 | — | CV SR UNSEC NT | 86074QAL6 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 6,731,675 | $57.83M | 1.0% | $11.42 | — | ADR | 465562106 |
| — | ROVI CORP | 60,079,000 | $56.97M | 1.0% | $0.96 | — | CV SR UNSEC NT | 779376AD4 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 55,342,000 | $54.06M | 1.0% | $1.00 | — | CV SR UNSEC NT 144A | 458118AB2 |
| MTG | MGIC INVESTMENT CORP | 9,030,000 | $53.73M | 1.0% | $5.25 | +29.6% | COMMON STOCK | 552848103 |
| — | BIOMARIN PHARMACEUTICAL INC | 44,823,000 | $49.86M | 0.9% | $1.16 | — | CV SR SUB NT | 09061GAE1 |
| — | INTERDIGITAL INC/PA | 47,367,000 | $49.66M | 0.9% | $1.04 | — | CV SR UNSEC NT | 458660AD9 |
| — | IRONWOOD PHARMACEUTICALS INC | 46,958,000 | $48.58M | 0.9% | $1.03 | — | CV SR UNSEC NT | 46333XAD0 |
| CX | CEMEX SAB DE CV | 6,772,156 | $48.53M | 0.9% | $10.62 | — | COMMON STOCK ADR | 151290889 |
| — | RTI INTERNATIONAL METALS INC | 45,165,000 | $48.49M | 0.9% | $1.02 | — | CV SR UNSEC NT | 74973WAB3 |
| — | EURONET WORLDWIDE INC | 41,134,000 | $47.4M | 0.9% | $1.19 | — | CV SR UNSEC NT PNC | 298736AH2 |
| — | MEDIDATA SOLUTIONS INC | 42,782,000 | $46.37M | 0.8% | $1.09 | — | CV SR UNSEC NT | 58471AAB1 |
| — | HURON CONSULTING GROUP INC | 43,300,000 | $44.07M | 0.8% | $1.04 | — | CV SR UNSEC NT | 447462AB8 |
| — | VECTOR GROUP LTD | 38,450,000 | $42.63M | 0.8% | $1.10 | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | NUANCE COMMUNICATIONS INC | 43,839,000 | $42.51M | 0.8% | $1.08 | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| — | TTM TECHNOLOGIES INC | 40,852,000 | $40.48M | 0.7% | $1.10 | — | CV SR UNSEC NT | 87305RAD1 |
| — | SOUTHWESTERN ENERGY CO | 1,337,340 | $40.26M | 0.7% | $30.10 | — | 6.25 % MAND CV PFD SER B | 845467208 |
| — | SEACOR HOLDINGS INC | 48,915,000 | $39.54M | 0.7% | $0.83 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | HORIZON PHARMA INVESTMENT LTD | 40,989,000 | $37.66M | 0.7% | $0.88 | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | WEATHERFORD INTERNATIONAL LTD | 34,475,000 | $37.56M | 0.7% | $1.09 | — | CV SR UNSEC NT | 947075AH0 |
| — | LIBERTY VENTURES | 990,450 | $36.72M | 0.7% | $40.10 | — | COMMON STOCK CL A | 53071M880 |
| — | PROOFPOINT INC | 33,855,000 | $36.4M | 0.7% | $1.08 | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 36,190,000 | $36.02M | 0.6% | $1.10 | — | CV SR UNSEC NT | 87157BAA1 |
| — | TRINA SOLAR LTD-SPON ADR | 3,608,122 | $35.87M | 0.6% | $12.24 | — | ADR | 89628E104 |
| — | DEPOMED INC | 29,212,000 | $35.3M | 0.6% | $1.17 | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | INSULET CORP | 35,447,000 | $33.96M | 0.6% | $1.14 | — | CV SR UNSEC NT PNC | 45784PAD3 |
| — | HOLOGIC INC | 26,453,000 | $32.2M | 0.6% | $1.24 | — | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $31.87M | 0.6% | $8.34 | -32.0% | COMMON STOCK | 629209305 |
| — | ENCORE CAPITAL GROUP INC | 39,289,000 | $31.32M | 0.6% | $1.04 | — | CV SR UNSEC NT | 292554AF9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 30,708,000 | $30.96M | 0.6% | $1.00 | — | CV SR UNSEC NT | 01988PAD0 |
| — | KEYW HOLDING CORP/THE | 34,250,000 | $30.94M | 0.6% | $0.95 | — | CV SR UNSEC NT | 493723AA8 |
| — | SPECTRANETICS CORP/THE | 34,863,000 | $30.73M | 0.6% | $0.87 | — | CV SR UNSEC NT PNC | 84760CAA5 |
| JD | JD.COM INC-ADR | 1,156,960 | $30.66M | 0.6% | $27.05 | — | ADR | 47215P106 |
| — | VALE SA-SP PREF ADR | 9,649,085 | $30.11M | 0.5% | $8.70 | — | ADR | 91912E204 |
| IBN | ICICI BANK LTD-SPON ADR | 4,140,476 | $29.65M | 0.5% | $14.69 | — | ADR | 45104G104 |
| — | NEVRO CORP | 26,265,000 | $27.61M | 0.5% | $1.05 | — | CV SR UNSEC NT | 64157FAA1 |
| — | COLONY CAPITAL INC | 28,393,000 | $27.47M | 0.5% | $1.02 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | BRF SA-ADR | 1,922,699 | $27.34M | 0.5% | $22.83 | — | ADR | 10552T107 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 28,051,000 | $27.25M | 0.5% | $0.93 | — | CV SR UNSEC NT | 049164BH8 |
| — | AMTRUST FINANCIAL SERVICES INC | 35,494,000 | $27.07M | 0.5% | $0.91 | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | HEALTHWAYS INC | 27,466,000 | $25.77M | 0.5% | $0.94 | — | CV SR UNSEC NT | 422245AB6 |
| — | MICRON TECHNOLOGY INC | 33,479,000 | $25.7M | 0.5% | $0.81 | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $25.47M | 0.5% | $16.05 | +2.9% | COMMON STOCK | 156504300 |
| — | PRA GROUP INC | 32,309,000 | $25.25M | 0.5% | $1.00 | — | CV SR UNSEC NT | 73640QAB1 |
| — | TELEFONICA BRASIL-ADR | 2,015,426 | $25.17M | 0.5% | $13.65 | — | ADR | 87936R106 |
| — | SPIRIT REALTY CAPITAL INC | 23,141,000 | $25.05M | 0.5% | $1.00 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | ECHO GLOBAL LOGISTICS INC | 26,270,000 | $25.01M | 0.4% | $1.05 | — | CV SR UNSEC NT | 27875TAA9 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 1,803,059 | $24.68M | 0.4% | $13.74 | — | Common Stock | 035128206 |
| — | SHUTTERFLY INC | 24,328,000 | $24.22M | 0.4% | $1.00 | — | CV SR UNSEC NT | 82568PAB2 |
| ABEV | AMBEV SA-ADR | 4,638,200 | $24.03M | 0.4% | $5.18 | — | ADR | 02319V103 |
| — | RED HAT INC | 19,147,000 | $23.33M | 0.4% | $1.31 | — | CV SR UNSEC NT | 756577AD4 |
| — | WORKDAY INC | 19,665,000 | $23M | 0.4% | $1.18 | — | CV SR UNSEC NT | 98138HAD3 |
| — | ANTHEM INC | 493,335 | $22.07M | 0.4% | $46.69 | — | 5.25% CV MAND PFD | 036752202 |
| — | BLACKSTONE MORTGAGE TRUST INC | 20,526,000 | $21.9M | 0.4% | $1.06 | — | CV SR UNSEC NT REIT | 09257WAA8 |
| — | CANADIAN SOLAR INC | 24,650,000 | $21.16M | 0.4% | $1.02 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | 51JOB INC | 20,363,000 | $20.72M | 0.4% | $1.02 | — | CV SR NT | 316827AC8 |
| — | STARWOOD PROPERTY TRUST INC | 19,490,000 | $20.34M | 0.4% | $1.01 | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | PRICELINE GROUP INC/THE | 19,894,000 | $20.18M | 0.4% | $1.01 | — | CV SR UNSEC NT | 741503AX4 |
| — | BLUCORA INC | 21,368,000 | $19.85M | 0.4% | $0.90 | — | CV SR UNSEC NT | 095229AB6 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 19,373,000 | $19.77M | 0.4% | $1.02 | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | CONTINENTAL RESOURCES INC | 400,000 | $18.11M | 0.3% | — | — | Put | 212015101 |
| GGB | GERDAU SA -SPON ADR | 9,501,727 | $16.91M | 0.3% | $1.24 | — | ADR | 373737105 |
| BSAC | BANCO SANTANDER-CHILE-ADR | 869,282 | $16.82M | 0.3% | $20.75 | — | ADR | 05965X109 |
| — | FRONTIER COMMUNICATIONS CORP | 174,324 | $16.53M | 0.3% | $94.81 | — | 11.125% MAND CV PFD | 35906A207 |
| — | B2GOLD CORP | 16,355,000 | $16.11M | 0.3% | $0.89 | — | CV SR SUB NT PNC | 11777QAB6 |
| — | PENNYMAC CORP | 17,000,000 | $16.05M | 0.3% | $0.98 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | CONTANGO OIL & GAS CO | 1,296,813 | $15.87M | 0.3% | $47.26 | — | COMMON STOCK | 21075N204 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,250,000 | $15.49M | 0.3% | $12.16 | -14.8% | COMMON STOCK | 928298108 |
| — | WPX ENERGY INC | 330,700 | $15.27M | 0.3% | $36.76 | — | 6.25% MAND CV PFD | 98212B202 |
| — | KINDER MORGAN INC/DE | 309,284 | $15.11M | 0.3% | $45.10 | — | 9.75& CV MAND PFD | 49456B200 |
| — | SEACOR HOLDINGS INC | 15,371,000 | $15.07M | 0.3% | $1.18 | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | FORESTAR GROUP INC | 16,359,000 | $15M | 0.3% | $0.92 | — | CV SR UNSEC NT | 346232AB7 |
| — | STARWOOD PROPERTY TRUST INC | 14,662,000 | $14.8M | 0.3% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | SPIRIT REALTY CAPITAL INC | 13,190,000 | $14.8M | 0.3% | $0.95 | — | CV SR UNSEC NT REIT | 84860WAB8 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 16,289,000 | $14.37M | 0.3% | $0.83 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | WORKDAY INC | 12,918,000 | $14.37M | 0.3% | $1.12 | — | CV SR UNSEC NT | 98138HAC5 |
| — | CHART INDUSTRIES INC | 15,151,000 | $14.3M | 0.3% | $0.92 | — | CV SR SUB NT | 16115QAC4 |
| — | CROWN CASTLE INTERNATIONAL CORP | 117,700 | $14.24M | 0.3% | $102.58 | — | 4.5% MAND CV SER-A PFD | 22822V200 |
| — | LIBERTY BRAVES GROUP | 968,078 | $14.19M | 0.3% | $14.66 | — | COMMON STOCK | 531229888 |
| — | NEWPARK RESOURCES INC | 14,971,000 | $14.07M | 0.3% | $0.93 | — | CV SR UNSEC NT | 651718AC2 |
| — | RESOURCE CAPITAL CORP | 14,316,000 | $14.06M | 0.3% | $0.95 | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | EZCORP INC | 16,417,000 | $13.89M | 0.2% | $0.85 | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | CHENIERE ENERGY INC | 24,241,000 | $13.84M | 0.2% | $0.82 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | CNOOC LTD-SPON ADR | 115,200 | $13.48M | 0.2% | $115.49 | — | ADR | 126132109 |
| — | INTEL CORP | 10,039,000 | $12.97M | 0.2% | $1.22 | — | CV JR SUB NT CPDI MULTI CPN | 458140AD2 |
| — | BLACKSTONE GROUP LP/THE | 525,000 | $12.88M | 0.2% | $31.67 | — | COMMON STOCK | 09253U108 |
| — | TCP CAPITAL CORP | 12,149,000 | $12.63M | 0.2% | $1.00 | — | CV SR UNSEC NT | 87238QAB9 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $12.59M | 0.2% | $11.25 | -15.3% | COMMON STOCK | 892231101 |
| — | HCI GROUP INC | 14,144,000 | $12.43M | 0.2% | $0.97 | — | CV SR UNSEC NT | 40416EAB9 |
| — | PDL BIOPHARMA INC | 12,791,000 | $12.16M | 0.2% | $0.94 | — | CV SR UNSEC NT | 69329YAF1 |
| — | PROSPECT CAPITAL CORP | 12,717,000 | $12.09M | 0.2% | $0.90 | — | CV SR UNSEC NT | 74348TAQ5 |
| — | HORNBECK OFFSHORE SERVICES INC | 20,683,000 | $11.94M | 0.2% | $0.64 | — | CV SR UNSEC NT | 440543AN6 |
| — | COLONY CAPITAL INC | 12,127,000 | $11.57M | 0.2% | $0.95 | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | CORENERGY INFRASTRUCTURE TRUST INC | 11,454,000 | $11.49M | 0.2% | $1.00 | — | CV SR UNSEC NT REIT | 21870UAA4 |
| — | JEFFERIES GROUP LLC | 11,195,000 | $11.35M | 0.2% | $1.02 | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | WESTROCK CO | 274,864 | $10.68M | 0.2% | $51.44 | — | COMMON STOCK | 96145D105 |
| — | TITAN MACHINERY INC | 12,542,000 | $10.44M | 0.2% | $0.81 | — | CV SR UNSEC NT | 88830RAB7 |
| — | RAIT FINANCIAL TRUST | 11,500,000 | $10.41M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | YANDEX NV | 11,108,000 | $10.4M | 0.2% | $0.85 | — | CV SR UNSEC NT | 98474TAB3 |
| TEO | TELECOM ARGENTINA SA | 558,151 | $10.23M | 0.2% | $20.53 | — | COMMON STOCK ADR | 879273209 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 12,849,000 | $10.12M | 0.2% | $0.81 | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| — | REDWOOD TRUST INC | 10,167,000 | $10.04M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | COLONY STARWOOD HOMES | 9,070,000 | $9.893M | 0.2% | $0.97 | — | CV SR UNSEC NT REIT | 85571WAB5 |
| HYG | ISHARES TR | 117,500 | $9.862M | 0.2% | — | — | Put | 464288513 |
| — | ENERNOC INC | 13,036,000 | $9.362M | 0.2% | $0.71 | — | CV SR UNSEC NT | 292764AB3 |
| — | VEREIT INC | 9,374,000 | $9.301M | 0.2% | $0.99 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| NC | NACCO INDUSTRIES INC | 164,500 | $9.212M | 0.2% | $8.98 | +15.7% | COMMON STOCK | 629579103 |
| NGVT | INGEVITY CORP | 261,810 | $8.912M | 0.2% | $30.20 | 0.0% | COMMON STOCK | 45688C107 |
| — | HEARTWARE INTERNATIONAL INC | 8,197,000 | $8.157M | 0.1% | $1.00 | — | CV SR UNSEC NT PNC | 422368AC4 |
| — | SINA CORP/CHINA | 8,106,000 | $8.013M | 0.1% | $0.94 | — | CV SR UNSEC NT | 82922RAD5 |
| — | CALATLANTIC GROUP INC | 8,416,000 | $7.805M | 0.1% | $0.89 | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | COLONY STARWOOD HOMES | 6,848,000 | $7.572M | 0.1% | $1.02 | — | CV SR UNSEC NT REIT | 85571WAD1 |
| — | TERRAVIA HOLDINGS INC | 14,600,000 | $7.502M | 0.1% | $0.56 | — | CV SR SUB NT | 83415TAC5 |
| — | SPECTRUM PHARMACEUTICALS INC | 8,113,000 | $7.431M | 0.1% | $0.90 | — | CV SR UNSEC NT | 84763AAB4 |
| — | ARES CAPITAL CORP | 7,000,000 | $7.184M | 0.1% | $1.04 | — | CV SR UNSEC NT | 04010LAG8 |
| — | EAGLE BULK SHIPPING INC | 15,707,276 | $6.889M | 0.1% | $14.01 | — | COMMON STOCK | Y2187A127 |
| — | MERITAGE HOMES CORP | 6,666,000 | $6.727M | 0.1% | $0.99 | — | CV SR UNSEC NT | 59001AAR3 |
| — | TPG SPECIALTY LENDING INC | 6,387,000 | $6.524M | 0.1% | $1.00 | — | CV SR UNSEC NT | 87265KAB8 |
| — | VIMPELCOM LTD | 1,678,900 | $6.514M | 0.1% | $7.82 | — | COMMON STOCK ADR | 92719A106 |
| — | GAIN CAPITAL HOLDINGS INC | 6,565,000 | $6.217M | 0.1% | $1.01 | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | TICC CAPITAL CORP | 6,096,000 | $6.151M | 0.1% | $0.98 | — | CV SR UNSEC NT | 87244TAB5 |
| — | NEW MOUNTAIN FINANCE CORP | 6,129,000 | $6.118M | 0.1% | $1.01 | — | CV SR UNSEC NT | 647551AB6 |
| — | ANADARKO PETROLEUM CORP | 163,500 | $5.995M | 0.1% | $36.67 | — | 7.50% MAND CV PFD | 032511404 |
| — | GENERAL CABLE CORP | 9,756,000 | $5.665M | 0.1% | $0.57 | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | RWT HOLDINGS INC | 5,626,000 | $5.523M | 0.1% | $0.93 | — | CV SR UNSEC NT | 749772AB5 |
| — | GSV CAPITAL CORP | 5,977,000 | $5.47M | 0.1% | $0.92 | — | CV SR UNSEC NT | 36191JAB7 |
| — | APOLLO GLOBAL MANAGEMENT LLC | 353,842 | $5.361M | 0.1% | $15.18 | — | COMMON STOCK | 037612306 |
| — | KB HOME | 5,392,000 | $5.184M | 0.1% | $0.92 | — | CV SR UNSEC NT | 48666KAS8 |
| — | NUANCE COMMUNICATIONS INC | 5,075,000 | $5.102M | 0.1% | $1.01 | — | CV SR UNSEC NT | 67020YAF7 |
| — | PROSPECT CAPITAL CORP | 4,942,000 | $4.974M | 0.1% | $1.00 | — | CV SR UNSEC NT | 74348TAL6 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 5,023,000 | $4.962M | 0.1% | $0.88 | — | CV SR UNSEC NT | 74734MAE9 |
| — | TWITTER INC | 5,084,000 | $4.684M | 0.1% | $0.86 | — | CV SR UNSEC NT | 90184LAB8 |
| — | LIVE NATION ENTERTAINMENT INC | 4,620,000 | $4.678M | 0.1% | $1.01 | — | CV SR UNSEC NT | 538034AJ8 |
| — | TELIGENT INC | 5,206,000 | $4.591M | 0.1% | $0.93 | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 4,285,000 | $4.393M | 0.1% | $1.03 | — | CV SR UNSEC NT | 092533AB4 |
| — | TRINA SOLAR LTD | 5,000,000 | $4.313M | 0.1% | $0.98 | — | CV SR UNSEC NT | 89628EAC8 |
| — | ROYAL GOLD INC | 4,000,000 | $4.311M | 0.1% | $0.97 | — | CV SR UNSEC NT PNC | 780287AA6 |
| INFY | INFOSYS LTD-SP ADR | 215,600 | $4.101M | 0.1% | $19.09 | — | ADR | 456788108 |
| — | TERRAFORM POWER INC | 365,000 | $3.978M | 0.1% | $10.90 | — | COMMON STOCK | 88104R100 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 4,970,000 | $3.534M | 0.1% | $0.84 | — | CV SR UNSEC NT | 60786LAB3 |
| — | RESOURCE CAPITAL CORP | 3,484,000 | $3.369M | 0.1% | $1.00 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | BLUCORA INC | 325,000 | $3.367M | 0.1% | $6.44 | — | COMMON STOCK | 095229100 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $2.928M | 0.1% | $18.31 | -6.7% | COMMON STOCK | 69888T207 |
| — | ENVESTNET INC | 3,202,000 | $2.921M | 0.1% | $0.88 | — | CV SR UNSEC NT | 29404KAA4 |
| — | CTRIP.COM INTERNATIONAL LTD | 2,605,000 | $2.824M | 0.1% | $1.08 | — | CV SR UNSEC NT | 22943FAH3 |
| VALE | VALE SA | 547,000 | $2.768M | 0.0% | $4.02 | — | COMMON STOCK | 91912E105 |
| — | GOGO INC | 3,750,000 | $2.56M | 0.0% | $0.68 | — | CV SR UNSEC NT | 38046CAB5 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.471M | 0.0% | $10.13 | — | COMMON STOCK ADR | 607409109 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 2,542,000 | $2.458M | 0.0% | $0.99 | — | CV SR SUB NT | 01167PAE1 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.442M | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| — | ICONIX BRAND GROUP INC | 2,900,000 | $2.365M | 0.0% | $0.82 | — | CV SR SUB NT | 451055AF4 |
| — | M/I HOMES INC | 2,398,000 | $2.359M | 0.0% | $0.98 | — | CV SR SUB NT PNC | 55292PAB1 |
| — | WEBMD HEALTH CORP | 2,102,000 | $2.321M | 0.0% | $1.07 | — | CV SR UNSEC NT | 94770VAF9 |
| — | ENDOLOGIX INC | 2,446,000 | $2.292M | 0.0% | $0.94 | — | CV SR UNSEC NT PNC | 29266SAA4 |
| — | ANI PHARMACEUTICALS INC | 2,042,000 | $2.224M | 0.0% | $1.09 | — | CV SR UNSEC NT | 00182CAA1 |
| — | EPR PROPERTIES | 55,000 | $2.056M | 0.0% | $34.60 | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | SOLARCITY CORP | 2,745,000 | $1.859M | 0.0% | $0.79 | — | CV SR UNSEC NT | 83416TAC4 |
| NBIS | YANDEX NV | 65,500 | $1.431M | 0.0% | $11.68 | — | COMMON STOCK | N97284108 |
| — | AVID TECHNOLOGY INC | 2,000,000 | $1.351M | 0.0% | $0.68 | — | CV SR UNSEC NT | 05367PAB6 |
| — | OI SA | 251,001 | $765K | 0.0% | $1.42 | — | COMMON STOCK - ADR | 670851500 |
| INDA | ISHARES MSCI INDIA ETF | 25,900 | $702K | 0.0% | $28.57 | — | ETP | 46429B598 |