Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 13, 2017
Total Value: $6.741B (54.2% shares, 45.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ADVANCEPIERRE FOODS HOLDINGS INC | 43,268,538 | $1.289B | 19.1% | $27.56 | — | COMMON STOCK | 00782L107 |
| — | TRIBUNE MEDIA CO | 14,178,245 | $496M | 7.4% | $59.77 | — | COMMON STOCK | 896047503 |
| FBP | FIRST BANCORP/PUERTO RICO | 31,493,581 | $208M | 3.1% | $4.40 | +9.1% | COMMON STOCK | 318672706 |
| ALLY | ALLY FINANCIAL INC | 10,246,462 | $195M | 2.9% | $17.68 | -16.2% | COMMON STOCK | 02005N100 |
| SBLK | STAR BULK CARRIERS CORP | 29,078,777 | $149M | 2.2% | $4.06 | +21.9% | COMMON STOCK | Y8162K204 |
| — | MICRON TECHNOLOGY INC | 124,279,000 | $123M | 1.8% | $0.90 | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,747,347 | $108M | 1.6% | $21.72 | — | ADR | 874039100 |
| — | CEMEX SAB DE CV | 93,548,000 | $100M | 1.5% | $0.83 | — | CV SUB NT | 151290BR3 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 7,607,716 | $78.18M | 1.2% | $11.24 | — | ADR | 465562106 |
| — | DYNEGY INC | 8,424,322 | $71.27M | 1.1% | $23.07 | — | COMMON STOCK | 26817R108 |
| — | PRICELINE GROUP INC/THE | 66,694,000 | $70.5M | 1.0% | $1.04 | — | CV SR UNSEC NT | 741503AX4 |
| — | LIBERTY INTERACTIVE LLC | 62,550,000 | $67.44M | 1.0% | $1.06 | — | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 |
| — | ROVI CORP | 64,309,000 | $65.14M | 1.0% | $0.97 | — | CV SR UNSEC NT (ACQUIRED BY: TIVO) | 779376AD4 |
| — | TRONC INC | 4,695,947 | $65.13M | 1.0% | $13.80 | — | COMMON STOCK | 89703P107 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $61.95M | 0.9% | $8.34 | +6.0% | COMMON STOCK | 629209305 |
| SPY | SPDR S&P500 ETF TRUST | 275,000 | $61.47M | 0.9% | — | — | Put | 78462F103 |
| — | INTERDIGITAL INC/PA | 45,217,000 | $61.07M | 0.9% | $1.07 | — | CV SR UNSEC NT | 458660AD9 |
| MTG | MGIC INVESTMENT CORP | 5,795,000 | $59.05M | 0.9% | $5.25 | +71.8% | COMMON STOCK | 552848103 |
| — | GENER8 MARITIME INC | 13,052,534 | $58.48M | 0.9% | $13.63 | — | COMMON STOCK | Y26889108 |
| — | J2 GLOBAL INC | 43,987,000 | $58.21M | 0.9% | $1.09 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | CARDTRONICS INC | 48,025,000 | $56.87M | 0.8% | $1.00 | — | CV SR UNSEC NT | 14161HAG3 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 619,374 | $54.37M | 0.8% | $104.04 | — | ADR | 01609W102 |
| CX | CEMEX SAB DE CV | 6,715,339 | $53.91M | 0.8% | $10.62 | — | ADR | 151290889 |
| — | ON SEMICONDUCTOR CORP | 52,745,000 | $53.71M | 0.8% | $1.01 | — | CV SR UNSEC NT | 682189AK1 |
| — | CITRIX SYSTEMS INC | 45,437,000 | $52.77M | 0.8% | $1.07 | — | CV SR UNSEC NT | 177376AD2 |
| — | WEATHERFORD INTERNATIONAL LTD | 48,450,000 | $52.48M | 0.8% | $1.09 | — | CV SR UNSEC NT | 947075AH0 |
| — | LIBERTY MEDIA CORP | 48,320,000 | $51.96M | 0.8% | $0.99 | — | CV SR UNSEC NT (BASKET) | 531229AB8 |
| — | ELECTRONICS FOR IMAGING INC | 47,623,000 | $50.61M | 0.8% | $1.03 | — | CV SR UNSEC NT | 286082AC6 |
| — | WRIGHT MEDICAL GROUP INC | 48,240,000 | $50.34M | 0.7% | $1.07 | — | CV SR UNSEC NT | 98235TAE7 |
| IBN | ICICI BANK LTD-SPON ADR | 6,384,459 | $47.8M | 0.7% | $12.15 | — | ADR | 45104G104 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 45,257,000 | $47.53M | 0.7% | $1.03 | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | SEACOR HOLDINGS INC | 53,285,000 | $47.19M | 0.7% | $0.83 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | CTRIP.COM INTERNATIONAL LTD | 44,360,000 | $45.91M | 0.7% | $1.06 | — | CV SR UNSEC NT | 22943FAF7 |
| — | HEALTHSOUTH CORP | 37,161,000 | $44.31M | 0.7% | $1.19 | — | CV SR SUB NT CPDI PNC | 421924BL4 |
| — | HERBALIFE LTD | 46,486,000 | $42.77M | 0.6% | $0.90 | — | CV SR UNSEC NT | 42703MAB9 |
| — | MICROCHIP TECHNOLOGY INC | 32,841,000 | $42.75M | 0.6% | $1.04 | — | CV SR SUB NT | 595017AD6 |
| — | PRA GROUP INC | 44,505,000 | $42.26M | 0.6% | $0.99 | — | CV SR UNSEC NT | 73640QAB1 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 40,250,000 | $41.54M | 0.6% | $1.03 | — | CV SR UNSEC NT | 458118AC0 |
| — | MACQUARIE INFRASTRUCTURE CORP | 40,600,000 | $40.82M | 0.6% | $1.01 | — | CV SR UNSEC NT | 55608BAB1 |
| — | FINISAR CORP | 34,000,000 | $40.81M | 0.6% | $1.19 | — | CV SR UNSEC NT | 31787AAM3 |
| — | BIOMARIN PHARMACEUTICAL INC | 36,023,000 | $40.76M | 0.6% | $1.16 | — | CV SR SUB NT | 09061GAE1 |
| — | HORIZON PHARMA INVESTMENT LTD | 42,060,000 | $40M | 0.6% | $0.90 | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | VECTOR GROUP LTD | 34,550,000 | $39.82M | 0.6% | $1.10 | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | IRONWOOD PHARMACEUTICALS INC | 33,658,000 | $38.67M | 0.6% | $1.03 | — | CV SR UNSEC NT | 46333XAD0 |
| — | 51JOB INC | 35,863,000 | $37.87M | 0.6% | $1.04 | — | CV SR NT | 316827AC8 |
| — | LIVE NATION ENTERTAINMENT INC | 35,514,000 | $37.73M | 0.6% | $1.06 | — | CV SR UNSEC NT | 538034AJ8 |
| — | AMTRUST FINANCIAL SERVICES INC | 43,451,000 | $37.42M | 0.6% | $0.90 | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 35,473,000 | $37.23M | 0.6% | $1.10 | — | CV SR UNSEC NT | 87157BAA1 |
| — | PDC ENERGY INC | 33,019,000 | $36.83M | 0.5% | $1.08 | — | CV SR UNSEC NT | 69327RAD3 |
| — | VALE SA-SP PREF ADR | 5,285,761 | $36.41M | 0.5% | $8.70 | — | ADR | 91912E204 |
| — | EZCORP INC | 37,010,000 | $35.95M | 0.5% | $0.94 | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | PROOFPOINT INC | 30,805,000 | $34.99M | 0.5% | $1.08 | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | EURONET WORLDWIDE INC | 30,034,000 | $34.97M | 0.5% | $1.19 | — | CV SR UNSEC NT PNC | 298736AH2 |
| — | SPECTRANETICS CORP/THE | 32,984,000 | $34.14M | 0.5% | $0.90 | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | AMERICAN TOWER CORP | 320,739 | $33.52M | 0.5% | $112.32 | — | 5.50% MAND CV SER-B PFD REIT | 03027X407 |
| — | GENERAL CABLE CORP | 41,080,000 | $32.45M | 0.5% | $0.74 | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | HURON CONSULTING GROUP INC | 31,836,000 | $31.33M | 0.5% | $1.04 | — | CV SR UNSEC NT | 447462AB8 |
| — | COLONY CAPITAL INC | 30,143,000 | $30.86M | 0.5% | $1.02 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $30.85M | 0.5% | $16.05 | +21.1% | COMMON STOCK | 156504300 |
| — | BLACKSTONE MORTGAGE TRUST INC | 27,526,000 | $30.76M | 0.5% | $1.07 | — | CV SR UNSEC NT REIT | 09257WAA8 |
| — | AMERICA MOVIL-SPN ADR CL L | 2,412,671 | $30.32M | 0.4% | $12.57 | — | ADR | 02364W105 |
| — | SM ENERGY CO | 25,800,000 | $29.93M | 0.4% | $1.20 | — | CV SR UNSEC NT | 78454LAM2 |
| — | ENCORE CAPITAL GROUP INC | 31,010,000 | $29.43M | 0.4% | $1.03 | — | CV SR UNSEC NT | 292554AF9 |
| — | TELEFONICA BRASIL-ADR | 2,119,808 | $28.35M | 0.4% | $13.60 | — | ADR | 87936R106 |
| — | PATTERN ENERGY GROUP INC | 28,478,000 | $27.77M | 0.4% | $1.01 | — | CV SR UNSEC NT | 70338PAB6 |
| — | KEYW HOLDING CORP/THE | 26,980,000 | $27.14M | 0.4% | $0.95 | — | CV SR UNSEC NT | 493723AA8 |
| — | MEDIDATA SOLUTIONS INC | 24,632,000 | $26.98M | 0.4% | $1.09 | — | CV SR UNSEC NT | 58471AAB1 |
| — | EXCO RESOURCES INC | 30,773,682 | $26.89M | 0.4% | $6.44 | — | COMMON STOCK | 269279402 |
| — | SILVER STANDARD RESOURCES INC | 27,458,000 | $25.31M | 0.4% | $0.92 | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | AKAMAI TECHNOLOGIES INC | 24,250,000 | $25.3M | 0.4% | $1.04 | — | CV SR UNSEC NT | 00971TAG6 |
| — | SOUTHWESTERN ENERGY CO | 984,340 | $25.07M | 0.4% | $30.10 | — | 6.25 % MAND CV PFD SER B | 845467208 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 23,500,000 | $24.43M | 0.4% | $1.04 | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | SPIRIT REALTY CAPITAL INC | 22,441,000 | $23.5M | 0.3% | $1.00 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | VIPSHOP HOLDINGS LTD | 23,475,000 | $23.41M | 0.3% | $1.05 | — | CV SR UNSEC NT | 92763WAA1 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,207,653 | $23.19M | 0.3% | $12.74 | — | ADR | 035128206 |
| — | CNOOC LTD-SPON ADR | 183,316 | $22.72M | 0.3% | $119.34 | — | ADR | 126132109 |
| ABEV | AMBEV SA-ADR | 4,543,763 | $22.3M | 0.3% | $5.13 | — | ADR | 02319V103 |
| — | VERSO CORP | 3,103,397 | $22.03M | 0.3% | $6.45 | — | COMMON STOCK | 92531L207 |
| — | LIBERTY VENTURES | 594,270 | $21.91M | 0.3% | $36.87 | — | COMMON STOCK | 53071M856 |
| — | DEPOMED INC | 19,362,000 | $21.89M | 0.3% | $1.17 | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | SUCAMPO PHARMACEUTICALS INC | 20,000,000 | $21.41M | 0.3% | $1.07 | — | CV SR UNSEC NT 144A | 864909AA4 |
| — | NUANCE COMMUNICATIONS INC | 23,000,000 | $20.88M | 0.3% | $0.91 | — | CV SR UNSEC NT CPDI | 67020YAK6 |
| — | STARWOOD PROPERTY TRUST INC | 18,940,000 | $20.75M | 0.3% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | SOLARCITY CORP | 24,530,000 | $20.73M | 0.3% | $0.80 | — | CV SR UNSEC NT | 83416TAC4 |
| — | CONTINENTAL RESOURCES INC/OK | 400,000 | $20.62M | 0.3% | — | — | Put | 212015101 |
| — | PENNYMAC CORP | 21,000,000 | $20.51M | 0.3% | $0.98 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,250,000 | $20.25M | 0.3% | $12.16 | +2.7% | COMMON STOCK | 928298108 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 968,078 | $19.93M | 0.3% | $14.66 | — | COMMON STOCK | 531229888 |
| — | DYCOM INDUSTRIES INC | 18,017,000 | $19.82M | 0.3% | $1.10 | — | CV SR UNSEC NT | 267475AB7 |
| — | CLOVIS ONCOLOGY INC | 19,000,000 | $19.61M | 0.3% | $1.02 | — | CV SR UNSEC NT PNC | 189464AB6 |
| — | ENVESTNET INC | 20,393,000 | $19.49M | 0.3% | $0.96 | — | CV SR UNSEC NT | 29404KAA4 |
| — | CHENIERE ENERGY INC | 31,741,000 | $19.43M | 0.3% | $0.74 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | NEVRO CORP | 17,965,000 | $19.09M | 0.3% | $1.06 | — | CV SR UNSEC NT | 64157FAA1 |
| GGB | GERDAU SA -SPON ADR | 6,034,789 | $18.94M | 0.3% | $1.24 | — | ADR | 373737105 |
| — | BELLATRIX EXPLORATION LTD | 18,750,000 | $17.9M | 0.3% | $0.90 | — | COMMON STOCK | 078314101 |
| — | VIMPELCOM LTD | 4,642,818 | $17.87M | 0.3% | $4.97 | — | ADR | 92719A106 |
| — | ARRAY BIOPHARMA INC | 12,500,000 | $17.42M | 0.3% | $1.19 | — | CV SR UNSEC NT PNC | 04269XAA3 |
| — | ENCORE CAPITAL GROUP INC | 19,442,000 | $17.18M | 0.3% | $0.88 | — | CV SR UNSEC NT | 292554AH5 |
| — | PROSPECT CAPITAL CORP | 17,285,000 | $16.94M | 0.3% | $0.93 | — | CV SR UNSEC NT | 74348TAQ5 |
| — | TRINA SOLAR LTD-SPON ADR | 1,808,320 | $16.81M | 0.2% | $12.24 | — | ADR | 89628E104 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $16.61M | 0.2% | $11.25 | -17.9% | COMMON STOCK | 892231101 |
| — | RESOURCE CAPITAL CORP | 16,723,000 | $15.95M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | BLUCORA INC | 15,798,000 | $15.79M | 0.2% | $0.91 | — | CV SR UNSEC NT | 095229AB6 |
| — | LIBERTY EXPEDIA HOLDINGS INC | 396,180 | $15.72M | 0.2% | $39.67 | — | COMMON STOCK | 53046P109 |
| — | TCP CAPITAL CORP | 14,828,000 | $15.48M | 0.2% | $1.01 | — | CV SR UNSEC NT | 87238QAB9 |
| — | IONIS PHARMACEUTICALS INC | 15,000,000 | $15.35M | 0.2% | $0.94 | — | CV SR UNSEC NT | 464337AJ3 |
| — | CHART INDUSTRIES INC | 15,000,000 | $14.79M | 0.2% | $0.93 | — | CV SR SUB NT | 16115QAC4 |
| — | COLONY CAPITAL INC | 14,700,000 | $14.71M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | WHITING PETROLEUM CORP | 16,500,000 | $14.65M | 0.2% | $0.86 | — | CV SR UNSEC NT | 966387AL6 |
| — | NEW MOUNTAIN FINANCE CORP | 13,500,000 | $13.93M | 0.2% | $1.02 | — | CV SR UNSEC NT | 647551AB6 |
| — | REDWOOD TRUST INC | 13,567,000 | $13.63M | 0.2% | $0.97 | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | MERITAGE HOMES CORP | 13,500,000 | $13.37M | 0.2% | $0.99 | — | CV SR UNSEC NT | 59001AAR3 |
| — | TPG SPECIALTY LENDING INC | 12,987,000 | $13.36M | 0.2% | $1.01 | — | CV SR UNSEC NT | 87265KAB8 |
| — | PRICELINE GROUP INC/THE | 10,080,000 | $12.85M | 0.2% | $1.17 | — | CV SR UNSEC NT | 741503AS5 |
| — | VEREIT INC | 12,775,000 | $12.83M | 0.2% | $0.99 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | ALON USA ENERGY INC | 12,000,000 | $12.79M | 0.2% | $0.97 | — | CV SR UNSEC NT | 020520AB8 |
| — | RAIT FINANCIAL TRUST | 13,500,000 | $12.64M | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 12,671,000 | $12.47M | 0.2% | $0.83 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | CONTANGO OIL & GAS CO | 1,296,813 | $12.11M | 0.2% | $47.26 | — | COMMON STOCK | 21075N204 |
| — | ICONIX BRAND GROUP INC | 12,500,000 | $11.59M | 0.2% | $0.86 | — | CV SR SUB NT | 451055AF4 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 11,000,000 | $11.47M | 0.2% | $0.81 | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| — | RESOURCE CAPITAL CORP | 11,643,000 | $11.24M | 0.2% | $0.98 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | TICC CAPITAL CORP | 11,000,000 | $11.23M | 0.2% | $1.00 | — | CV SR UNSEC NT | 87244TAB5 |
| — | STONEMOR PARTNERS LP | 1,250,000 | $11.14M | 0.2% | $8.91 | — | COMMON STOCK | 86183Q100 |
| — | JEFFERIES GROUP LLC | 10,750,000 | $10.88M | 0.2% | $1.02 | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | TITAN MACHINERY INC | 12,042,000 | $10.8M | 0.2% | $0.81 | — | CV SR UNSEC NT | 88830RAB7 |
| — | TELIGENT INC | 11,500,000 | $10.7M | 0.2% | $0.94 | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | HCI GROUP INC | 10,700,000 | $10.68M | 0.2% | $0.97 | — | CV SR UNSEC NT | 40416EAB9 |
| — | CORENERGY INFRASTRUCTURE TRUST INC | 9,500,000 | $10.68M | 0.2% | $1.00 | — | CV SR UNSEC NT REIT | 21870UAA4 |
| — | GAIN CAPITAL HOLDINGS INC | 10,579,000 | $10.25M | 0.2% | $0.99 | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | DHT HOLDINGS INC | 10,820,000 | $10.15M | 0.2% | $0.94 | — | CV SR UNSEC NT PNC | 23335SAB2 |
| BANC | BANC OF CALIFORNIA INC | 568,000 | $9.855M | 0.1% | $12.40 | 0.0% | COMMON STOCK | 05990K106 |
| — | STARWOOD PROPERTY TRUST INC | 9,500,000 | $9.736M | 0.1% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | FORESTAR GROUP INC | 9,750,000 | $9.709M | 0.1% | $0.92 | — | CV SR UNSEC NT | 346232AB7 |
| — | NUANCE COMMUNICATIONS INC | 9,850,000 | $9.587M | 0.1% | $0.97 | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| — | ARES CAPITAL CORP | 9,423,000 | $9.502M | 0.1% | $1.02 | — | CV SR UNSEC NT | 04010LAG8 |
| VALE | VALE SA | 1,247,000 | $9.502M | 0.1% | $4.85 | — | COMMON STOCK | 91912E105 |
| — | TOLL BROTHERS FINANCE CORP | 9,500,000 | $9.35M | 0.1% | $0.99 | — | CV SR UNSEC NT CPDI | 88947EAM2 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 9,000,000 | $9.275M | 0.1% | $1.03 | — | CV SR UNSEC NT | 092533AB4 |
| — | SPECTRUM PHARMACEUTICALS INC | 10,319,000 | $9.271M | 0.1% | $0.90 | — | CV SR UNSEC NT | 84763AAB4 |
| — | MERITOR INC | 9,000,000 | $9.16M | 0.1% | $1.00 | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| NC | NACCO INDUSTRIES INC | 98,000 | $8.874M | 0.1% | $8.98 | +72.3% | COMMON STOCK | 629579103 |
| — | AVID TECHNOLOGY INC | 12,900,000 | $8.607M | 0.1% | $0.79 | — | CV SR UNSEC NT | 05367PAB6 |
| — | NXP SEMICONDUCTORS NV | 7,508,000 | $8.531M | 0.1% | $1.10 | — | CV SR UNSEC NT | 62952QAB6 |
| FMX | FOMENTO ECONOMICO MEX-SP ADR | 110,056 | $8.385M | 0.1% | $92.00 | — | ADR | 344419106 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 8,008,000 | $7.579M | 0.1% | $1.00 | — | CV SR UNSEC NT | 01988PAD0 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 416,931 | $7.53M | 0.1% | $18.06 | — | COMMON STOCK | 63861C109 |
| — | YY INC | 7,464,000 | $7.365M | 0.1% | $0.99 | — | CV SR UNSEC NT | 98426TAB2 |
| — | MGIC INVESTMENT CORP | 6,997,000 | $7.089M | 0.1% | $1.02 | — | CV SR UNSEC NT | 552848AD5 |
| — | NAVISTAR INTERNATIONAL CORP | 7,000,000 | $6.896M | 0.1% | $0.94 | — | CV SR SUB NT PNC | 63934EAS7 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 8,290,000 | $6.683M | 0.1% | $0.82 | — | CV SR UNSEC NT PNC | 37951DAB8 |
| — | GSV CAPITAL CORP | 6,940,000 | $6.565M | 0.1% | $0.92 | — | CV SR UNSEC NT | 36191JAB7 |
| — | NAVISTAR INTERNATIONAL CORP | 6,665,000 | $6.531M | 0.1% | $0.96 | — | CV SR SUB NT PNC | 63934EAQ1 |
| — | YANDEX NV | 6,750,000 | $6.459M | 0.1% | $0.85 | — | CV SR UNSEC NT | 98474TAB3 |
| — | SUNOCO LOGISTICS PARTNERS LP | 267,000 | $6.413M | 0.1% | $27.59 | — | COMMON STOCK | 86764L108 |
| — | PDL BIOPHARMA INC | 6,500,000 | $6.369M | 0.1% | $0.94 | — | CV SR UNSEC NT | 69329YAF1 |
| — | TERRAVIA HOLDINGS INC | 14,600,000 | $6.283M | 0.1% | $0.56 | — | CV SR SUB NT | 83415TAC5 |
| — | ENERNOC INC | 7,966,000 | $6.209M | 0.1% | $0.71 | — | CV SR UNSEC NT | 292764AB3 |
| — | RWT HOLDINGS INC | 5,626,000 | $5.711M | 0.1% | $0.93 | — | CV SR UNSEC NT | 749772AB5 |
| — | WPX ENERGY INC | 85,700 | $5.628M | 0.1% | $36.76 | — | 6.25% MAND CV PFD | 98212B202 |
| — | ENDOLOGIX INC | 6,000,000 | $5.423M | 0.1% | $0.96 | — | CV SR UNSEC NT PNC | 29266SAA4 |
| — | NEWPARK RESOURCES INC | 5,171,000 | $5.245M | 0.1% | $0.94 | — | CV SR UNSEC NT | 651718AC2 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 5,000,000 | $5.041M | 0.1% | $1.01 | — | CV SR UNSEC NT | G81075AF3 |
| — | HORNBECK OFFSHORE SERVICES INC | 6,660,000 | $4.739M | 0.1% | $0.71 | — | CV SR UNSEC NT | 440543AN6 |
| — | CALATLANTIC GROUP INC | 5,000,000 | $4.674M | 0.1% | $0.89 | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | KB HOME | 4,776,000 | $4.626M | 0.1% | $0.92 | — | CV SR UNSEC NT | 48666KAS8 |
| — | UNITED STATES STEEL CORP | 140,000 | $4.621M | 0.1% | — | — | Put | 912909108 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $4.595M | 0.1% | $7.07 | — | COMMON STOCK | Y2187A143 |
| — | GOGO INC | 5,800,000 | $4.301M | 0.1% | $0.73 | — | CV SR UNSEC NT | 38046CAB5 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $4.064M | 0.1% | $20.04 | — | COMMON STOCK | 30227M105 |
| — | IMMUNOMEDICS INC | 4,000,000 | $3.976M | 0.1% | $0.99 | — | CV SR UNSEC NT | 452907AK4 |
| — | WALTER INVESTMENT MANAGEMENT CORP | 5,500,000 | $3.847M | 0.1% | $0.70 | — | CV SR SUB NT | 93317WAA0 |
| — | OASIS PETROLEUM INC | 2,750,000 | $3.825M | 0.1% | $1.39 | — | CV SR UNSEC NT PNC | 674215AJ7 |
| — | EGALET CORP | 4,200,000 | $3.713M | 0.1% | $0.88 | — | CV SR UNSEC NT | 28226BAB0 |
| — | FLUIDIGM CORP | 5,250,000 | $3.687M | 0.1% | $0.70 | — | CV SR UNSEC NT PNC | 34385PAA6 |
| — | RENEWABLE ENERGY GROUP INC | 3,360,000 | $3.265M | 0.0% | $0.96 | — | CV SR UNSEC NT | 75972AAA1 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $3.179M | 0.0% | $23.46 | 0.0% | COMMON STOCK | 80007P869 |
| — | NOVATEL WIRELESS INC | 3,000,000 | $2.895M | 0.0% | $0.98 | — | CV SR UNSEC NT PNC | 66987MAE9 |
| — | SUNPOWER CORP | 3,941,000 | $2.78M | 0.0% | $0.71 | — | CV SR UNSEC NT | 867652AL3 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $2.775M | 0.0% | $18.31 | -22.1% | COMMON STOCK | 69888T207 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.719M | 0.0% | $10.13 | — | COMMON STOCK ADR | 607409109 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.606M | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| — | M/I HOMES INC | 2,120,000 | $2.16M | 0.0% | $0.98 | — | CV SR SUB NT PNC | 55292PAB1 |
| BIDU | BAIDU INC - SPON ADR | 12,861 | $2.114M | 0.0% | $175.71 | — | ADR | 056752108 |
| MLCO | MELCO CROWN ENTERTAINME-ADR | 90,639 | $1.441M | 0.0% | $16.11 | — | ADR | 585464100 |
| — | AEGERION PHARMACEUTICALS INC | 2,000,000 | $1.44M | 0.0% | $0.67 | — | CV SR UNSEC NT | 00767EAB8 |
| NBIS | YANDEX NV | 65,500 | $1.319M | 0.0% | $11.68 | — | COMMON STOCK | N97284108 |
| — | CANADIAN SOLAR INC | 1,350,000 | $1.26M | 0.0% | $1.02 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1.215M | 0.0% | $0.99 | — | CV SR SUB NT | 01167PAE1 |
| — | MIDSTATES PETROLEUM CO INC | 54,548 | $1.131M | 0.0% | $20.73 | — | COMMON STOCK | 59804T407 |
| — | OI SA | 251,001 | $996K | 0.0% | $1.42 | — | COMMON STOCK - ADR | 670851500 |
| — | VEREIT INC | 885,000 | $887K | 0.0% | $1.00 | — | CV SR UNSEC NT REIT | 02917TAB0 |
| INDA | ISHARES MSCI INDIA ETF | 17,700 | $448K | 0.0% | $25.31 | — | ETP | 46429B598 |
| — | SANCHEZ ENERGY CORP | 14,837 | $135K | 0.0% | $9.10 | — | COMMON STOCK | 79970Y105 |