Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $7.709B (57.2% shares, 42.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ADVANCEPIERRE FOODS HOLDINGS INC | 43,268,538 | $1.192B | 15.5% | $27.56 | — | COMMON STOCK | 00782L107 |
| — | SPDR S&P500 ETF TRUST | 3,000,000 | $649M | 8.4% | — | — | Call | 78461U101 |
| — | TRIBUNE MEDIA CO | 14,178,245 | $518M | 6.7% | $59.77 | — | COMMON STOCK | 896047503 |
| FBP | FIRST BANCORP/PUERTO RICO | 41,843,581 | $218M | 2.8% | $4.40 | -14.2% | COMMON STOCK | 318672706 |
| ALLY | ALLY FINANCIAL INC | 10,401,462 | $203M | 2.6% | $17.68 | -19.4% | COMMON STOCK | 02005N100 |
| SBLK | STAR BULK CARRIERS CORP | 29,078,777 | $132M | 1.7% | $4.06 | +3.9% | COMMON STOCK | Y8162K204 |
| — | CITRIX SYSTEMS INC | 101,437,000 | $115M | 1.5% | $1.07 | — | CV SR UNSEC NT | 177376AD2 |
| BANR | BANNER CORP | 2,473,283 | $108M | 1.4% | $34.84 | -11.6% | COMMON STOCK | 06652V208 |
| — | DYNEGY INC | 8,424,322 | $104M | 1.4% | $23.07 | — | COMMON STOCK | 26817R108 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,398,797 | $104M | 1.3% | $21.00 | — | ADR | 874039100 |
| — | CEMEX SAB DE CV | 97,548,000 | $103M | 1.3% | $0.83 | — | CV SUB NT | 151290BR3 |
| — | MICRON TECHNOLOGY INC | 101,479,000 | $92.09M | 1.2% | $0.87 | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | HERBALIFE LTD | 90,386,000 | $89.72M | 1.2% | $0.90 | — | CV SR UNSEC NT | 42703MAB9 |
| — | CTRIP.COM INTERNATIONAL LTD | 74,115,000 | $80.7M | 1.0% | $1.06 | — | CV SR UNSEC NT | 22943FAF7 |
| — | MICROCHIP TECHNOLOGY INC | 62,091,000 | $79.66M | 1.0% | $1.04 | — | CV SR SUB NT | 595017AD6 |
| — | TRONC INC | 4,695,947 | $79.27M | 1.0% | $13.80 | — | COMMON STOCK | 89703P107 |
| — | PRICELINE GROUP INC/THE | 61,580,000 | $78.98M | 1.0% | $1.17 | — | CV SR UNSEC NT | 741503AS5 |
| MTG | MGIC INVESTMENT CORP | 9,030,000 | $72.24M | 0.9% | $5.25 | +41.5% | COMMON STOCK | 552848103 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 6,455,046 | $70.59M | 0.9% | $11.42 | — | ADR | 465562106 |
| — | AMERICAN TOWER CORP | 643,239 | $70.49M | 0.9% | $112.32 | — | 5.50% MAND CV SER-B PFD REIT | 03027X407 |
| — | ROVI CORP | 69,603,000 | $69.67M | 0.9% | $0.97 | — | CV SR UNSEC NT (ACQUIRED BY: TIVO) | 779376AD4 |
| — | LIBERTY MEDIA CORP | 64,618,000 | $67.95M | 0.9% | $0.99 | — | CV SR UNSEC NT | 531229AB8 |
| — | GENER8 MARITIME INC | 13,052,534 | $66.83M | 0.9% | $13.63 | — | COMMON STOCK | Y26889108 |
| — | INTERDIGITAL INC/PA | 53,917,000 | $66.02M | 0.9% | $1.07 | — | CV SR UNSEC NT | 458660AD9 |
| — | NXP SEMICONDUCTORS NV | 53,669,000 | $64.06M | 0.8% | $1.10 | — | CV SR UNSEC NT | 62952QAB6 |
| — | J2 GLOBAL INC | 54,637,000 | $63.64M | 0.8% | $1.09 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | CARDTRONICS INC | 55,725,000 | $59.3M | 0.8% | $1.00 | — | CV SR UNSEC NT | 14161HAG3 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 560,148 | $59.24M | 0.8% | $105.75 | — | ADR | 01609W102 |
| — | ELECTRONICS FOR IMAGING INC | 51,523,000 | $57.17M | 0.7% | $1.03 | — | CV SR UNSEC NT | 286082AC6 |
| — | WRIGHT MEDICAL GROUP INC | 50,790,000 | $54.57M | 0.7% | $1.07 | — | CV SR UNSEC NT | 98235TAE7 |
| — | DYCOM INDUSTRIES INC | 49,417,000 | $54.11M | 0.7% | $1.10 | — | CV SR UNSEC NT | 267475AB7 |
| CX | CEMEX SAB DE CV | 6,786,681 | $53.87M | 0.7% | $10.62 | — | COMMON STOCK ADR | 151290889 |
| — | LIBERTY INTERACTIVE LLC | 49,500,000 | $52.46M | 0.7% | $1.06 | — | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 |
| — | IRONWOOD PHARMACEUTICALS INC | 43,658,000 | $52.24M | 0.7% | $1.03 | — | CV SR UNSEC NT | 46333XAD0 |
| — | EURONET WORLDWIDE INC | 38,734,000 | $49.11M | 0.6% | $1.19 | — | CV SR UNSEC NT PNC | 298736AH2 |
| — | HURON CONSULTING GROUP INC | 47,386,000 | $47.96M | 0.6% | $1.04 | — | CV SR UNSEC NT | 447462AB8 |
| — | HORIZON PHARMA INVESTMENT LTD | 48,360,000 | $47.07M | 0.6% | $0.90 | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | MEDIDATA SOLUTIONS INC | 39,532,000 | $46.61M | 0.6% | $1.09 | — | CV SR UNSEC NT | 58471AAB1 |
| — | BIOMARIN PHARMACEUTICAL INC | 38,073,000 | $45.63M | 0.6% | $1.16 | — | CV SR SUB NT | 09061GAE1 |
| — | SEACOR HOLDINGS INC | 55,675,000 | $45.6M | 0.6% | $0.83 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 41,923,000 | $44.44M | 0.6% | $1.10 | — | CV SR UNSEC NT | 87157BAA1 |
| — | EZCORP INC | 44,770,000 | $44.42M | 0.6% | $0.94 | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $44.32M | 0.6% | $8.34 | -16.1% | COMMON STOCK | 629209305 |
| IBN | ICICI BANK LTD-SPON ADR | 5,912,417 | $44.15M | 0.6% | $12.53 | — | ADR | 45104G104 |
| — | SPECTRANETICS CORP/THE | 40,584,000 | $43.13M | 0.6% | $0.90 | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | RTI INTERNATIONAL METALS INC | 39,715,000 | $42.54M | 0.6% | $1.02 | — | CV SR UNSEC NT | 74973WAB3 |
| — | VECTOR GROUP LTD | 36,450,000 | $41.55M | 0.5% | $1.10 | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | AMTRUST FINANCIAL SERVICES INC | 47,576,000 | $41.19M | 0.5% | $0.90 | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | 51JOB INC | 38,363,000 | $40.84M | 0.5% | $1.04 | — | CV SR NT | 316827AC8 |
| — | EXCO RESOURCES INC | 37,773,682 | $40.42M | 0.5% | $6.44 | — | COMMON STOCK | 269279402 |
| — | LIBERTY VENTURES | 990,450 | $39.49M | 0.5% | $40.10 | — | COMMON STOCK CL A | 53071M880 |
| — | VALE SA-SP PREF ADR | 8,093,843 | $38.1M | 0.5% | $8.70 | — | ADR | 91912E204 |
| — | STILLWATER MINING CO | 31,466,000 | $37.94M | 0.5% | $1.09 | — | CV SR UNSEC NT | 86074QAL6 |
| — | PDC ENERGY INC | 34,869,000 | $37.59M | 0.5% | $1.08 | — | CV SR UNSEC NT | 69327RAD3 |
| — | PROOFPOINT INC | 31,955,000 | $37.24M | 0.5% | $1.08 | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | WEATHERFORD INTERNATIONAL LTD | 32,300,000 | $36.41M | 0.5% | $1.09 | — | CV SR UNSEC NT | 947075AH0 |
| — | DEPOMED INC | 25,362,000 | $36.17M | 0.5% | $1.17 | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | NEVRO CORP | 27,515,000 | $35.79M | 0.5% | $1.06 | — | CV SR UNSEC NT | 64157FAA1 |
| — | PATTERN ENERGY GROUP INC | 32,778,000 | $33.25M | 0.4% | $1.01 | — | CV SR UNSEC NT | 70338PAB6 |
| — | SOUTHWESTERN ENERGY CO | 1,037,340 | $32.75M | 0.4% | $30.10 | — | 6.25 % MAND CV PFD SER B | 845467208 |
| — | KEYW HOLDING CORP/THE | 32,750,000 | $31.69M | 0.4% | $0.95 | — | CV SR UNSEC NT | 493723AA8 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $31.6M | 0.4% | $16.05 | +12.9% | COMMON STOCK | 156504300 |
| — | PRICELINE GROUP INC/THE | 28,044,000 | $30.29M | 0.4% | $1.03 | — | CV SR UNSEC NT | 741503AX4 |
| — | FINISAR CORP | 25,000,000 | $29.51M | 0.4% | $1.18 | — | CV SR UNSEC NT | 31787AAM3 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 28,470,000 | $29.29M | 0.4% | $1.02 | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | PRA GROUP INC | 31,617,000 | $28.63M | 0.4% | $1.00 | — | CV SR UNSEC NT | 73640QAB1 |
| — | BLACKSTONE MORTGAGE TRUST INC | 25,826,000 | $28.4M | 0.4% | $1.07 | — | CV SR UNSEC NT REIT | 09257WAA8 |
| — | CHENIERE ENERGY INC | 44,312,000 | $28.37M | 0.4% | $0.74 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | COLONY CAPITAL INC | 27,393,000 | $27.36M | 0.4% | $1.02 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | SM ENERGY CO | 22,600,000 | $27.2M | 0.4% | $1.20 | — | CV SR UNSEC NT | 78454LAM2 |
| — | TELEFONICA BRASIL-ADR | 1,765,161 | $25.53M | 0.3% | $13.65 | — | ADR | 87936R106 |
| — | IONIS PHARMACEUTICALS INC | 27,100,000 | $25.38M | 0.3% | $0.94 | — | CV SR UNSEC NT | 464337AJ3 |
| — | SPIRIT REALTY CAPITAL INC | 22,641,000 | $25.17M | 0.3% | $1.00 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | TRINA SOLAR LTD-SPON ADR | 2,450,845 | $25.09M | 0.3% | $12.24 | — | ADR | 89628E104 |
| — | ENVESTNET INC | 25,095,000 | $24.25M | 0.3% | $0.96 | — | CV SR UNSEC NT | 29404KAA4 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 1,523,352 | $24.24M | 0.3% | $13.74 | — | ADR | 035128206 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 23,058,000 | $23.69M | 0.3% | $1.00 | — | CV SR UNSEC NT | 01988PAD0 |
| — | ARRAY BIOPHARMA INC | 19,600,000 | $23.23M | 0.3% | $1.19 | — | CV SR UNSEC NT PNC | 04269XAA3 |
| — | ENCORE CAPITAL GROUP INC | 27,805,000 | $23.18M | 0.3% | $1.04 | — | CV SR UNSEC NT | 292554AF9 |
| FMX | FOMENTO ECONOMICO MEX-SP ADR | 250,143 | $23.01M | 0.3% | $92.00 | — | ADR | 344419106 |
| — | TTM TECHNOLOGIES INC | 17,171,000 | $22.8M | 0.3% | $1.10 | — | CV SR UNSEC NT | 87305RAD1 |
| ABEV | AMBEV SA-ADR | 3,727,958 | $22.69M | 0.3% | $5.18 | — | ADR | 02319V103 |
| — | SHUTTERFLY INC | 22,828,000 | $22.56M | 0.3% | $1.00 | — | CV SR UNSEC NT | 82568PAB2 |
| GGB | GERDAU SA -SPON ADR | 7,854,363 | $21.36M | 0.3% | $1.24 | — | ADR | 373737105 |
| — | INTERCEPT PHARMACEUTICALS INC | 18,900,000 | $21.25M | 0.3% | $1.12 | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | CNOOC LTD-SPON ADR | 167,337 | $21.16M | 0.3% | $118.91 | — | ADR | 126132109 |
| KMI | KINDER MORGAN INC/DE (HIGHSTAR) | 908,699 | $21.02M | 0.3% | $13.06 | 0.0% | COMMON STOCK | 49456B101 |
| — | CONTINENTAL RESOURCES INC/OK | 400,000 | $20.78M | 0.3% | — | — | Put | 212015101 |
| — | WPX ENERGY INC | 330,700 | $20.29M | 0.3% | $36.76 | — | 6.25% MAND CV PFD | 98212B202 |
| — | CTRIP.COM INTERNATIONAL LTD | 20,000,000 | $20.26M | 0.3% | $1.01 | — | CV SR UNSEC NT 144A | 22943FAL4 |
| — | ECHO GLOBAL LOGISTICS INC | 21,153,000 | $20.06M | 0.3% | $1.05 | — | CV SR UNSEC NT | 27875TAA9 |
| — | VERSO CORP | 3,103,397 | $20.02M | 0.3% | $6.45 | — | COMMON STOCK | 92531L207 |
| — | STARWOOD PROPERTY TRUST INC | 17,240,000 | $19.03M | 0.2% | $1.01 | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | ON SEMICONDUCTOR CORP | 18,000,000 | $18.14M | 0.2% | $1.01 | — | CV SR UNSEC NT | 682189AK1 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,250,000 | $17.61M | 0.2% | $12.16 | -7.6% | COMMON STOCK | 928298108 |
| HYG | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 201,500 | $17.43M | 0.2% | — | — | Put | 464288513 |
| — | VIMPELCOM LTD | 4,895,273 | $17.03M | 0.2% | $4.97 | — | COMMON STOCK ADR | 92719A106 |
| — | LIBERTY BRAVES GROUP | 968,078 | $16.82M | 0.2% | $14.66 | — | COMMON STOCK | 531229888 |
| — | NEWPARK RESOURCES INC | 16,421,000 | $16.36M | 0.2% | $0.94 | — | CV SR UNSEC NT | 651718AC2 |
| — | VIPSHOP HOLDING LTD | 15,000,000 | $16.25M | 0.2% | $1.08 | — | CV SR UNSEC NT | 92763WAA1 |
| — | TCP CAPITAL CORP | 15,000,000 | $15.71M | 0.2% | $1.01 | — | CV SR UNSEC NT | 87238QAB9 |
| — | RESOURCE CAPITAL CORP | 15,603,000 | $15.57M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | VEREIT INC | 15,524,000 | $15.56M | 0.2% | $0.99 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | WORKDAY INC | 12,518,000 | $15.37M | 0.2% | $1.12 | — | CV SR UNSEC NT | 98138HAC5 |
| — | STARWOOD PROPERTY TRUST INC | 14,612,000 | $15.05M | 0.2% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAC9 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $14.9M | 0.2% | $11.25 | -21.5% | COMMON STOCK | 892231101 |
| — | COLONY CAPITAL INC | 15,127,000 | $14.73M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | SPIRIT REALTY CAPITAL INC | 12,890,000 | $14.68M | 0.2% | $0.95 | — | CV SR UNSEC NT REIT | 84860WAB8 |
| — | ICONIX BRAND GROUP INC | 16,000,000 | $13.91M | 0.2% | $0.86 | — | CV SR SUB NT | 451055AF4 |
| — | CHART INDUSTRIES INC | 14,000,000 | $13.8M | 0.2% | $0.92 | — | CV SR SUB NT | 16115QAC4 |
| — | AVID TECHNOLOGY INC | 17,000,000 | $13.69M | 0.2% | $0.79 | — | CV SR UNSEC NT | 05367PAB6 |
| — | SPDR S&P500 ETF TRUST | 63,000 | $13.63M | 0.2% | — | — | Put | 78461U101 |
| — | BLUCORA INC | 13,868,000 | $13.35M | 0.2% | $0.90 | — | CV SR UNSEC NT | 095229AB6 |
| — | CONTANGO OIL & GAS CO | 1,296,813 | $13.25M | 0.2% | $47.26 | — | COMMON STOCK | 21075N204 |
| — | CANADIAN SOLAR INC | 14,675,000 | $13.14M | 0.2% | $1.02 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | NEW MOUNTAIN FINANCE CORP | 12,129,000 | $12.44M | 0.2% | $1.02 | — | CV SR UNSEC NT | 647551AB6 |
| — | BROADSOFT INC | 9,326,000 | $12.43M | 0.2% | $1.33 | — | CV SR UNSEC NT | 11133BAD4 |
| — | PENNYMAC CORP | 12,865,000 | $12.42M | 0.2% | $0.98 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 13,000,000 | $12.37M | 0.2% | $0.83 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | HCI GROUP INC | 12,500,000 | $12.12M | 0.2% | $0.97 | — | CV SR UNSEC NT | 40416EAB9 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 11,599,000 | $11.63M | 0.2% | $0.81 | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| — | RAIT FINANCIAL TRUST | 12,500,000 | $11.6M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | SOLARCITY CORP | 15,000,000 | $11.54M | 0.1% | $0.77 | — | CV SR UNSEC NT | 83416TAC4 |
| — | LIVE NATION ENTERTAINMENT INC | 10,521,000 | $11.42M | 0.1% | $1.05 | — | CV SR UNSEC NT | 538034AJ8 |
| NC | NACCO INDUSTRIES INC | 164,500 | $11.18M | 0.1% | $8.98 | +29.2% | COMMON STOCK | 629579103 |
| — | TICC CAPITAL CORP | 11,000,000 | $11.15M | 0.1% | $1.00 | — | CV SR UNSEC NT | 87244TAB5 |
| — | MERITOR INC | 11,026,000 | $11.07M | 0.1% | $1.00 | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | FORESTAR GROUP INC | 11,500,000 | $10.91M | 0.1% | $0.92 | — | CV SR UNSEC NT | 346232AB7 |
| — | PDL BIOPHARMA INC | 11,091,000 | $10.84M | 0.1% | $0.94 | — | CV SR UNSEC NT | 69329YAF1 |
| — | TITAN MACHINERY INC | 12,042,000 | $10.6M | 0.1% | $0.81 | — | CV SR UNSEC NT | 88830RAB7 |
| — | PROSPECT CAPITAL CORP | 10,500,000 | $10.42M | 0.1% | $0.90 | — | CV SR UNSEC NT | 74348TAQ5 |
| — | ALON USA ENERGY INC | 10,667,000 | $10.22M | 0.1% | $0.96 | — | CV SR UNSEC NT | 020520AB8 |
| — | REDWOOD TRUST INC | 10,167,000 | $10.21M | 0.1% | $0.96 | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | BELLATRIX EXPLORATION LTD | 11,600,000 | $9.974M | 0.1% | $0.86 | — | COMMON STOCK | 078314101 |
| — | MERITAGE HOMES CORP | 9,666,000 | $9.713M | 0.1% | $1.00 | — | CV SR UNSEC NT | 59001AAR3 |
| — | CORENERGY INFRASTRUCTURE TRUST INC | 9,500,000 | $9.656M | 0.1% | $1.00 | — | CV SR UNSEC NT REIT | 21870UAA4 |
| — | JEFFERIES GROUP LLC | 9,000,000 | $9.153M | 0.1% | $1.02 | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | RESOURCE CAPITAL CORP | 9,189,000 | $9.02M | 0.1% | $0.99 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | WHITING PETROLEUM CORP | 10,500,000 | $8.78M | 0.1% | $0.84 | — | CV SR UNSEC NT | 966387AL6 |
| — | ENDOLOGIX INC | 9,000,000 | $8.711M | 0.1% | $0.96 | — | CV SR UNSEC NT PNC | 29266SAA4 |
| — | TELIGENT INC | 8,706,000 | $8.35M | 0.1% | $0.94 | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | YANDEX NV | 8,248,000 | $7.848M | 0.1% | $0.85 | — | CV SR UNSEC NT | 98474TAB3 |
| — | COLONY STARWOOD HOMES | 7,070,000 | $7.768M | 0.1% | $0.97 | — | CV SR UNSEC NT REIT | 85571WAB5 |
| — | GAIN CAPITAL HOLDINGS INC | 8,079,000 | $7.734M | 0.1% | $1.00 | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | TOLL BROTHERS FINANCE CORP | 7,534,000 | $7.446M | 0.1% | $0.99 | — | CV SR UNSEC NT CPDI | 88947EAM2 |
| — | UNITED STATES STEEL CORP | 393,000 | $7.412M | 0.1% | — | — | Put | 912909108 |
| — | TERRAVIA HOLDINGS INC | 14,600,000 | $7.324M | 0.1% | $0.56 | — | CV SR SUB NT | 83415TAC5 |
| — | WEB.COM GROUP INC | 7,511,000 | $7.116M | 0.1% | $0.95 | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | SPECTRUM PHARMACEUTICALS INC | 7,819,000 | $7.07M | 0.1% | $0.90 | — | CV SR UNSEC NT | 84763AAB4 |
| — | GSV CAPITAL CORP | 7,440,000 | $7.062M | 0.1% | $0.92 | — | CV SR UNSEC NT | 36191JAB7 |
| VALE | VALE SA | 1,247,000 | $6.858M | 0.1% | $4.85 | — | COMMON STOCK | 91912E105 |
| — | TPG SPECIALTY LENDING INC | 6,387,000 | $6.623M | 0.1% | $1.00 | — | CV SR UNSEC NT | 87265KAB8 |
| — | NAVISTAR INTERNATIONAL CORP | 7,000,000 | $6.595M | 0.1% | $0.94 | — | CV SR SUB NT PNC | 63934EAS7 |
| — | GENERAL CABLE CORP | 9,756,000 | $6.526M | 0.1% | $0.57 | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | KINDER MORGAN INC/DE | 130,128 | $6.518M | 0.1% | $45.10 | — | 9.75& CV MAND PFD | 49456B200 |
| — | APOLLO GLOBAL MANAGEMENT LLC | 353,842 | $6.355M | 0.1% | $15.18 | — | COMMON STOCK | 037612306 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 6,000,000 | $6.222M | 0.1% | $1.03 | — | CV SR UNSEC NT | 092533AB4 |
| — | SUNOCO LOGISTICS PARTNERS LP | 217,000 | $6.165M | 0.1% | $28.41 | — | COMMON STOCK | 86764L108 |
| — | REDWOOD TRUST INC | 5,626,000 | $5.72M | 0.1% | $0.93 | — | CV SR UNSEC NT | 749772AB5 |
| — | ENERNOC INC | 7,666,000 | $5.654M | 0.1% | $0.71 | — | CV SR UNSEC NT | 292764AB3 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $5.553M | 0.1% | $7.07 | — | COMMON STOCK | Y2187A143 |
| — | KB HOME | 5,500,000 | $5.358M | 0.1% | $0.92 | — | CV SR UNSEC NT | 48666KAS8 |
| — | GOGO INC | 6,800,000 | $5.287M | 0.1% | $0.73 | — | CV SR UNSEC NT | 38046CAB5 |
| — | ARES CAPITAL CORP | 5,045,000 | $5.13M | 0.1% | $1.04 | — | CV SR UNSEC NT | 04010LAG8 |
| — | NAVISTAR INTERNATIONAL CORP | 5,360,000 | $5.111M | 0.1% | $0.95 | — | CV SR SUB NT PNC | 63934EAQ1 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 6,183 | $5.062M | 0.1% | $951.37 | — | PFD CONV SER A | G0177J116 |
| — | CALATLANTIC GROUP INC | 5,000,000 | $4.686M | 0.1% | $0.89 | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | CEPHEID | 4,000,000 | $4.16M | 0.1% | $1.04 | — | CV SR UNSEC NT | 15670RAC1 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 4,405,000 | $3.703M | 0.0% | $0.84 | — | CV SR UNSEC NT PNC | 37951DAB8 |
| CAT | CATERPILLAR INC | 41,200 | $3.625M | 0.0% | — | — | Put | 149123101 |
| — | MGIC INVESTMENT CORP | 3,143,000 | $3.226M | 0.0% | $1.03 | — | CV SR UNSEC NT | 552848AD5 |
| — | NOVATEL WIRELESS INC | 3,000,000 | $2.948M | 0.0% | $0.98 | — | CV SR UNSEC NT PNC | 66987MAE9 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.671M | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 2,542,000 | $2.514M | 0.0% | $0.99 | — | CV SR SUB NT | 01167PAE1 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $2.497M | 0.0% | $18.31 | -23.8% | COMMON STOCK | 69888T207 |
| — | M/I HOMES INC | 2,398,000 | $2.47M | 0.0% | $0.98 | — | CV SR SUB NT PNC | 55292PAB1 |
| — | SEACOR HOLDINGS INC | 2,391,000 | $2.433M | 0.0% | $1.18 | — | CV SR UNSEC NT CPDI PNC | 811904AM3 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.278M | 0.0% | $10.13 | — | COMMON STOCK ADR | 607409109 |
| MLCO | MELCO CROWN ENTERTAINME-ADR | 132,423 | $2.133M | 0.0% | $16.11 | — | ADR | 585464100 |
| — | EPR PROPERTIES | 55,000 | $2.046M | 0.0% | $34.60 | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | CLOVIS ONCOLOGY INC | 2,000,000 | $1.926M | 0.0% | $0.96 | — | CV SR UNSEC NT PNC | 189464AB6 |
| BIDU | BAIDU INC - SPON ADR | 8,214 | $1.496M | 0.0% | $182.13 | — | ADR | 056752108 |
| — | OI SA | 251,001 | $1.426M | 0.0% | $1.42 | — | COMMON STOCK - ADR | 670851500 |
| NBIS | YANDEX NV | 65,500 | $1.379M | 0.0% | $11.68 | — | COMMON STOCK | N97284108 |
| — | AEGERION PHARMACEUTICALS | 2,000,000 | $1.331M | 0.0% | $0.67 | — | CV SR UNSEC NT | 00767EAB8 |
| — | ANI PHARMACEUTICALS INC | 1,042,000 | $1.284M | 0.0% | $1.09 | — | CV SR UNSEC NT | 00182CAA1 |
| — | RENEWABLE ENERGY GROUP INC | 929,000 | $861K | 0.0% | $0.93 | — | CV SR UNSEC NT | 75972AAA1 |