Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $6.875B (60.7% shares, 39.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ADVANCEPIERRE FOODS HOLDINGS INC | 31,732,120 | $989M | 14.4% | $31.17 | — | — | COMMON STOCK | 00782L107 |
| — | TRIBUNE MEDIA CO | 14,184,998 | $529M | 7.7% | $37.27 | — | — | COMMON STOCK | 896047503 |
| SPY | SPDR S&P500 ETF TRUST | 1,750,000 | $413M | 6.0% | $235.74 | — | — | Call | 78462F103 |
| SBLK | STAR BULK CARRIERS CORP | 32,439,506 | $385M | 5.6% | $11.88 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 10,381,462 | $211M | 3.1% | $20.33 | — | — | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,804,736 | $125M | 1.8% | $32.82 | — | — | ADR | 874039100 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $117M | 1.7% | $29.97 | — | — | COMMON STOCK | 29276K101 |
| FBP | FIRST BANCORP/PUERTO RICO | 20,001,066 | $113M | 1.6% | $5.65 | — | — | COMMON STOCK | 318672706 |
| — | CEMEX SAB DE CV | 90,950,000 | $103M | 1.5% | $1.14 | — | — | CV SUB NT | 151290BR3 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 7,506,320 | $90.56M | 1.3% | $12.06 | — | — | ADR | 465562106 |
| — | MICRON TECHNOLOGY INC | 80,729,000 | $90.34M | 1.3% | $1.12 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | GENER8 MARITIME INC | 13,052,534 | $74.01M | 1.1% | $5.67 | — | — | COMMON STOCK | Y26889108 |
| — | ON SEMICONDUCTOR CORP | 66,395,000 | $72.94M | 1.1% | $1.10 | — | — | CV SR UNSEC NT | 682189AK1 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 643,156 | $69.32M | 1.0% | $107.79 | — | — | ADR | 01609W102 |
| — | LIBERTY INTERACTIVE LLC | 60,850,000 | $68.59M | 1.0% | $1.13 | — | — | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 |
| — | TESLA INC | 68,525,000 | $67.17M | 1.0% | $0.98 | — | — | CV SR UNSEC NT | 88160RAC5 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $66.31M | 1.0% | $11.40 | — | — | COMMON STOCK | 629209305 |
| — | DYNEGY INC | 8,424,322 | $66.22M | 1.0% | $7.86 | — | — | COMMON STOCK | 26817R108 |
| — | PRICELINE GROUP INC/THE | 58,574,000 | $65.97M | 1.0% | $1.13 | — | — | CV SR UNSEC NT | 741503AX4 |
| — | ELECTRONICS FOR IMAGING INC | 57,670,000 | $63.19M | 0.9% | $1.10 | — | — | CV SR UNSEC NT | 286082AC6 |
| CX | CEMEX SAB DE CV | 6,898,566 | $62.55M | 0.9% | $9.07 | — | — | COMMON STOCK ADR | 151290889 |
| — | WRIGHT MEDICAL GROUP INC | 49,000,000 | $58.52M | 0.9% | $1.19 | — | — | CV SR UNSEC NT | 98235TAE7 |
| IBN | ICICI BANK LTD-SPON ADR | 6,616,322 | $56.87M | 0.8% | $8.60 | — | — | ADR | 45104G104 |
| — | ALLERGAN PLC | 67,000 | $56.84M | 0.8% | $848.43 | — | — | 5.50% MAND CV PFD SER A | 00BY9D6T8 |
| — | WEATHERFORD INTERNATIONAL LTD | 42,615,000 | $55.01M | 0.8% | $1.29 | — | — | CV SR UNSEC NT | 947075AH0 |
| — | SOLARCITY CORP | 55,000,000 | $49.31M | 0.7% | $0.90 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 47,857,000 | $48.22M | 0.7% | $1.01 | — | — | CV SR UNSEC NT | 458118AC0 |
| — | SEACOR HOLDINGS INC | 52,585,000 | $47.24M | 0.7% | $0.90 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| MTG | MGIC INVESTMENT CORP | 4,567,000 | $46.26M | 0.7% | $10.13 | — | — | COMMON STOCK | 552848103 |
| — | NUVASIVE INC | 33,765,000 | $46.26M | 0.7% | $1.37 | — | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | CTRIP.COM INTERNATIONAL LTD | 41,560,000 | $46.14M | 0.7% | $1.11 | — | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| — | VALE SA-SP PREF ADR | 5,136,879 | $46.1M | 0.7% | $8.98 | — | — | ADR | 91912E204 |
| — | CITRIX SYSTEMS INC | 32,787,000 | $41.32M | 0.6% | $1.26 | — | — | CV SR UNSEC NT | 177376AD2 |
| — | YAHOO! INC | 880,000 | $40.84M | 0.6% | $46.41 | — | — | COMMON STOCK | 984332106 |
| — | VERINT SYSTEMS INC | 41,129,000 | $40.63M | 0.6% | $0.99 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | JAZZ INVESTMENTS I LTD | 36,497,000 | $39.23M | 0.6% | $1.07 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | IRONWOOD PHARMACEUTICALS INC | 30,958,000 | $38.71M | 0.6% | $1.25 | — | — | CV SR UNSEC NT | 46333XAD0 |
| — | PRA GROUP INC | 41,944,000 | $38.05M | 0.6% | $0.91 | — | — | CV SR UNSEC NT | 73640QAB1 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $37.31M | 0.5% | $25.40 | — | — | COMMON STOCK | 156504300 |
| — | HEALTHSOUTH CORP | 30,186,000 | $37.02M | 0.5% | $1.23 | — | — | CV SR SUB NT CPDI PNC | 421924BL4 |
| — | LIVE NATION ENTERTAINMENT INC | 33,967,000 | $36.98M | 0.5% | $1.09 | — | — | CV SR UNSEC NT | 538034AJ8 |
| — | BIOMARIN PHARMACEUTICAL INC | 32,163,000 | $36.7M | 0.5% | $1.14 | — | — | CV SR SUB NT | 09061GAE1 |
| — | J2 GLOBAL INC | 27,037,000 | $36.65M | 0.5% | $1.36 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | SPECTRANETICS CORP/THE | 31,704,000 | $36.02M | 0.5% | $1.14 | — | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | AMERICA MOVIL-SPN ADR CL L | 2,501,889 | $35.44M | 0.5% | $14.16 | — | — | ADR | 02364W105 |
| — | 51JOB INC | 32,150,000 | $34.6M | 0.5% | $1.08 | — | — | CV SR NT | 316827AC8 |
| — | VECTOR GROUP LTD | 30,500,000 | $34.58M | 0.5% | $1.13 | — | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 31,457,000 | $34.41M | 0.5% | $1.09 | — | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | NEVRO CORP | 27,840,000 | $33.84M | 0.5% | $1.22 | — | — | CV SR UNSEC NT | 64157FAA1 |
| — | VEECO INSTRUMENTS INC | 32,245,000 | $33.7M | 0.5% | $1.05 | — | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | ANTHEM INC | 657,000 | $33.51M | 0.5% | $51.00 | — | — | 5.25% CV MAND PFD | 036752202 |
| — | TELEFONICA BRASIL-ADR | 2,195,204 | $32.58M | 0.5% | $14.84 | — | — | ADR | 87936R106 |
| — | INTERDIGITAL INC/PA | 24,717,000 | $32.18M | 0.5% | $1.30 | — | — | CV SR UNSEC NT | 458660AD9 |
| — | ACORDA THERAPEUTICS INC | 37,450,000 | $31.98M | 0.5% | $0.85 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| SPY | SPDR S&P500 ETF TRUST | 135,000 | $31.82M | 0.5% | $235.74 | — | — | Put | 78462F103 |
| — | VIAVI SOLUTIONS INC | 28,455,000 | $31.79M | 0.5% | $1.12 | — | — | CV SR UNSEC NT | 46612JAF8 |
| — | FINISAR CORP | 27,950,000 | $31.74M | 0.5% | $1.14 | — | — | CV SR UNSEC NT | 31787AAM3 |
| — | ENCORE CAPITAL GROUP INC | 32,860,000 | $31.36M | 0.5% | $0.95 | — | — | CV SR UNSEC NT | 292554AF9 |
| — | SILVER STANDARD RESOURCES INC | 31,108,000 | $30.65M | 0.4% | $0.99 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | NUANCE COMMUNICATIONS INC | 28,900,000 | $29.87M | 0.4% | $1.03 | — | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| ABEV | AMBEV SA-ADR | 5,157,300 | $29.69M | 0.4% | $5.76 | — | — | ADR | 02319V103 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,746,100 | $29.56M | 0.4% | $10.77 | — | — | ADR | 035128206 |
| — | COMSTOCK RESOURCES INC | 33,888,405 | $28.64M | 0.4% | $0.85 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AN4 |
| — | CARDTRONICS INC | 26,175,000 | $28.46M | 0.4% | $1.09 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | INNOVIVA INC | 28,890,000 | $27.58M | 0.4% | $0.95 | — | — | CV SUB NT | 88338TAB0 |
| — | AMTRUST FINANCIAL SERVICES INC | 35,901,000 | $26.67M | 0.4% | $0.74 | — | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | COLONY NORTHSTAR INC | 26,543,000 | $26.59M | 0.4% | $1.00 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | LIBERTY VENTURES | 594,270 | $26.43M | 0.4% | $44.48 | — | — | COMMON STOCK | 53071M856 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,609,891 | $25.37M | 0.4% | $15.76 | — | — | COMMON STOCK | 63861C109 |
| — | CNOOC LTD-SPON ADR | 210,960 | $25.26M | 0.4% | $119.74 | — | — | ADR | 126132109 |
| — | PROOFPOINT INC | 20,220,000 | $23.11M | 0.3% | $1.14 | — | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 968,078 | $22.89M | 0.3% | $23.65 | — | — | COMMON STOCK | 531229888 |
| — | GENERAL CABLE CORP | 28,350,000 | $22.11M | 0.3% | $0.78 | — | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | PENNYMAC CORP | 22,577,000 | $21.95M | 0.3% | $0.97 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| GGB | GERDAU SA -SPON ADR | 6,259,033 | $21.58M | 0.3% | $3.45 | — | — | ADR | 373737105 |
| — | PROSPECT CAPITAL CORP | 21,250,000 | $21.04M | 0.3% | $0.99 | — | — | CV SR UNSEC NT | 74348TAQ5 |
| STKL | SUNOPTA INC | 3,000,000 | $20.85M | 0.3% | $6.95 | — | — | COMMON STOCK | 8676EP108 |
| — | CALATLANTIC GROUP INC | 22,050,000 | $20.81M | 0.3% | $0.94 | — | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | RTI INTERNATIONAL METALS INC | 17,500,000 | $20.4M | 0.3% | $1.17 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | EZCORP INC | 21,703,000 | $20.25M | 0.3% | $0.93 | — | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | BLUCORA INC | 19,800,000 | $20.01M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 095229AB6 |
| — | VEREIT INC | 19,746,000 | $19.83M | 0.3% | $1.00 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $19.43M | 0.3% | $12.18 | — | — | COMMON STOCK | 892231101 |
| — | MERITAGE HOMES CORP | 19,184,000 | $19.27M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | BROOKDALE SENIOR LIVING INC | 19,500,000 | $19.23M | 0.3% | $0.99 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | JEFFERIES GROUP LLC | 18,844,000 | $19.11M | 0.3% | $1.01 | — | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | EXCO RESOURCES INC | 30,773,682 | $19.08M | 0.3% | $0.62 | — | — | COMMON STOCK | 269279402 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,145,367 | $18.84M | 0.3% | $16.45 | — | — | COMMON STOCK | 928298108 |
| — | CHENIERE ENERGY INC | 27,116,000 | $18.47M | 0.3% | $0.68 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | VERSO CORP | 3,015,680 | $18.09M | 0.3% | $6.00 | — | — | COMMON STOCK | 92531L207 |
| — | TOLL BROTHERS FINANCE CORP | 17,599,000 | $17.49M | 0.3% | $0.99 | — | — | CV SR UNSEC NT CPDI | 88947EAM2 |
| — | ENCORE CAPITAL GROUP INC | 19,138,000 | $16.92M | 0.2% | $0.88 | — | — | CV SR UNSEC NT | 292554AH5 |
| — | RESOURCE CAPITAL CORP | 16,723,000 | $16.84M | 0.2% | $1.01 | — | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | COMSTOCK RESOURCES INC | 19,100,000 | $16.39M | 0.2% | $0.86 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AM6 |
| — | LIBERTY MEDIA CORP | 14,570,000 | $16.31M | 0.2% | $1.12 | — | — | CV SR UNSEC NT (BASKET: LMCA/FWONA...) | 531229AB8 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 16,350,000 | $16.2M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | G81075AF3 |
| — | RAIT FINANCIAL TRUST | 16,700,000 | $16.15M | 0.2% | $0.97 | — | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | CHART INDUSTRIES INC | 16,000,000 | $15.89M | 0.2% | $0.99 | — | — | CV SR SUB NT | 16115QAC4 |
| — | BLACKSTONE MORTGAGE TRUST INC | 13,826,000 | $15.86M | 0.2% | $1.15 | — | — | CV SR UNSEC NT REIT | 09257WAA8 |
| — | TPG SPECIALTY LENDING INC | 15,350,000 | $15.8M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | WPX ENERGY INC | 254,690 | $15.39M | 0.2% | $60.44 | — | — | 6.25% MAND CV PFD | 98212B202 |
| — | CLOVIS ONCOLOGY INC | 11,750,000 | $15.3M | 0.2% | $1.30 | — | — | CV SR UNSEC NT PNC | 189464AB6 |
| — | TCP CAPITAL CORP | 14,600,000 | $15.29M | 0.2% | $1.05 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15.03M | 0.2% | $10.02 | — | — | COMMON STOCK | 57682V205 |
| — | BELLATRIX EXPLORATION LTD | 18,750,000 | $14.76M | 0.2% | $0.79 | — | — | COMMON STOCK | 078314101 |
| — | NEW MOUNTAIN FINANCE CORP | 14,021,000 | $14.6M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | WHITING PETROLEUM CORP | 16,000,000 | $14.02M | 0.2% | $0.88 | — | — | CV SR UNSEC NT | 966387AL6 |
| — | TELIGENT INC | 13,750,000 | $13.86M | 0.2% | $1.01 | — | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | STARWOOD PROPERTY TRUST INC | 11,902,000 | $13.03M | 0.2% | $1.09 | — | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | REDWOOD TRUST INC | 12,567,000 | $12.97M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 749772AB5 |
| — | IONIS PHARMACEUTICALS INC | 13,350,000 | $12.91M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 13,000,000 | $12.81M | 0.2% | $0.99 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | SPECTRUM PHARMACEUTICALS INC | 12,619,000 | $12.78M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 84763AAB4 |
| — | TICC CAPITAL CORP | 12,500,000 | $12.68M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87244TAB5 |
| — | CSG SYSTEMS INTERNATIONAL INC | 11,838,000 | $12.33M | 0.2% | $1.04 | — | — | CV SR UNSEC NT PNC | 126349AF6 |
| HYG | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 140,000 | $12.29M | 0.2% | $87.78 | — | — | Put | 464288513 |
| — | RESOURCE CAPITAL CORP | 12,188,000 | $12.23M | 0.2% | $1.00 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 1,255,275 | $11.99M | 0.2% | $9.55 | — | — | COMMON STOCK | 55933J203 |
| NTES | NETEASE INC-ADR | 42,080 | $11.95M | 0.2% | $283.86 | — | — | ADR | 64110W102 |
| — | TITAN MACHINERY INC | 12,307,000 | $11.88M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 88830RAB7 |
| VALE | VALE SA | 1,247,000 | $11.85M | 0.2% | $9.50 | — | — | COMMON STOCK | 91912E105 |
| — | HCI GROUP INC | 11,500,000 | $11.46M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 40416EAB9 |
| — | GAIN CAPITAL HOLDINGS INC | 11,350,000 | $11.35M | 0.2% | $1.00 | — | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | TESLA INC | 10,000,000 | $10.43M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 88160RAD3 |
| — | DYCOM INDUSTRIES INC | 8,817,000 | $10.34M | 0.2% | $1.17 | — | — | CV SR UNSEC NT | 267475AB7 |
| — | TWO HARBORS INVESTMENT CORP | 9,900,000 | $10.21M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 90187BAA9 |
| — | STONEMOR PARTNERS LP | 1,250,000 | $9.912M | 0.1% | $7.93 | — | — | COMMON STOCK | 86183Q100 |
| — | NEW YORK MORTGAGE TRUST INC | 10,000,000 | $9.843M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 649604AD7 |
| — | CONTANGO OIL & GAS CO | 1,296,813 | $9.493M | 0.1% | $7.32 | — | — | COMMON STOCK | 21075N204 |
| — | PDL BIOPHARMA INC | 9,200,000 | $9.157M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 69329YAF1 |
| — | DHT HOLDINGS INC | 9,000,000 | $8.996M | 0.1% | $1.00 | — | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | REDWOOD TRUST INC | 8,908,000 | $8.988M | 0.1% | $1.01 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | ENVESTNET INC | 9,559,000 | $8.951M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 29404KAA4 |
| — | COLONY NORTHSTAR INC | 9,000,000 | $8.916M | 0.1% | $0.99 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | PRICELINE GROUP INC/THE | 6,177,000 | $8.815M | 0.1% | $1.43 | — | — | CV SR UNSEC NT | 741503AS5 |
| — | MERITOR INC | 8,301,000 | $8.714M | 0.1% | $1.05 | — | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | FORESTAR GROUP INC | 8,400,000 | $8.409M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | KEYW HOLDING CORP/THE | 8,005,000 | $7.716M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 493723AA8 |
| — | MGIC INVESTMENT CORP | 7,643,000 | $7.712M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 552848AD5 |
| — | NAVISTAR INTERNATIONAL CORP | 7,750,000 | $7.486M | 0.1% | $0.97 | — | — | CV SR SUB NT PNC | 63934EAS7 |
| — | YY INC | 7,184,000 | $7.198M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 98426TAB2 |
| — | SUNPOWER CORP | 9,000,000 | $7.071M | 0.1% | $0.79 | — | — | CV SR UNSEC NT | 867652AL3 |
| — | VEON LTD | 1,678,900 | $6.85M | 0.1% | $4.08 | — | — | COMMON STOCK ADR | 91822M106 |
| NC | NACCO INDUSTRIES INC | 98,000 | $6.84M | 0.1% | $69.80 | — | — | COMMON STOCK | 629579103 |
| — | M/I HOMES INC | 6,470,000 | $6.558M | 0.1% | $1.01 | — | — | CV SR SUB NT PNC | 55292PAB1 |
| — | SUNOCO LOGISTICS PARTNERS LP | 267,000 | $6.52M | 0.1% | $24.42 | — | — | COMMON STOCK | 86764L108 |
| — | GSV CAPITAL CORP | 6,400,000 | $6.335M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 6,000,000 | $6.192M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 092533AB4 |
| — | ROVI CORP | 6,335,000 | $6.186M | 0.1% | $0.98 | — | — | CV SR UNSEC NT (ACQUIRED BY: TIVO) | 779376AD4 |
| — | YANDEX NV | 6,423,000 | $6.18M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 98474TAB3 |
| — | KB HOME | 6,000,000 | $6.163M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | AEGERION PHARMACEUTICALS INC | 7,250,000 | $5.931M | 0.1% | $0.82 | — | — | CV SR UNSEC NT | 00767EAB8 |
| — | NAVISTAR INTERNATIONAL CORP | 6,000,000 | $5.826M | 0.1% | $0.97 | — | — | CV SR SUB NT PNC | 63934EAQ1 |
| — | ENDOLOGIX INC | 6,000,000 | $5.808M | 0.1% | $0.97 | — | — | CV SR UNSEC NT PNC | 29266SAA4 |
| — | ICONIX BRAND GROUP INC | 6,000,000 | $5.744M | 0.1% | $0.96 | — | — | CV SR SUB NT | 451055AF4 |
| — | PDC ENERGY INC | 5,034,000 | $5.209M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 69327RAD3 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $4.47M | 0.1% | $5.69 | — | — | COMMON STOCK | Y2187A143 |
| — | BANK OF AMERICA CORP | 3,500 | $4.184M | 0.1% | $1195.43 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | NEWPARK RESOURCES INC | 3,921,000 | $4.023M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 651718AC2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 3,500,000 | $3.856M | 0.1% | $1.10 | — | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $3.761M | 0.1% | $18.55 | — | — | COMMON STOCK | 30227M105 |
| — | RENEWABLE ENERGY GROUP INC | 3,509,000 | $3.558M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 75972AAA1 |
| — | STARWOOD PROPERTY TRUST INC | 3,500,000 | $3.556M | 0.1% | $1.02 | — | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | AVID TECHNOLOGY INC | 5,000,000 | $3.504M | 0.1% | $0.70 | — | — | CV SR UNSEC NT | 05367PAB6 |
| — | GOGO INC | 4,000,000 | $3.327M | 0.0% | $0.83 | — | — | CV SR UNSEC NT | 38046CAB5 |
| — | EGALET CORP | 4,200,000 | $3.293M | 0.0% | $0.78 | — | — | CV SR UNSEC NT | 28226BAB0 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $3.292M | 0.0% | $11.03 | — | — | COMMON STOCK ADR | 607409109 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 3,400,000 | $3.196M | 0.0% | $0.94 | — | — | CV SR UNSEC NT | 60786LAB3 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 200,000 | $3.152M | 0.0% | $15.76 | — | — | Call | 63861C109 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $3.147M | 0.0% | $16.49 | — | — | COMMON STOCK | 69888T207 |
| — | PATTERN ENERGY GROUP INC | 3,000,000 | $2.993M | 0.0% | $1.00 | — | — | CV SR UNSEC NT | 70338PAB6 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 3,029,000 | $2.962M | 0.0% | $0.98 | — | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.925M | 0.0% | $3.57 | — | — | COMMON STOCK | Y11082107 |
| — | FLUIDIGM CORP | 4,273,000 | $2.906M | 0.0% | $0.68 | — | — | CV SR UNSEC NT PNC | 34385PAA6 |
| — | ENERNOC INC | 3,000,000 | $2.581M | 0.0% | $0.86 | — | — | CV SR UNSEC NT | 292764AB3 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $2.496M | 0.0% | $18.49 | — | — | COMMON STOCK | 80007P869 |
| — | CANADIAN SOLAR INC | 2,500,000 | $2.359M | 0.0% | $0.94 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | INSEEGO CORP | 2,500,000 | $2.217M | 0.0% | $0.89 | — | — | CV SR UNSEC NT PNC | 45782BAA2 |
| — | ALON USA ENERGY INC | 2,000,000 | $2.205M | 0.0% | $1.10 | — | — | CV SR UNSEC NT | 020520AB8 |
| MLCO | MELCO RESORTS & ENTERT-ADR | 107,927 | $2.001M | 0.0% | $18.54 | — | — | ADR | 585464100 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 3,500,000 | $1.779M | 0.0% | $0.51 | — | — | CV SR UNSEC NT PNC | 37951DAB8 |
| — | PTC THERAPEUTICS INC | 2,600,000 | $1.691M | 0.0% | $0.65 | — | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | HURON CONSULTING GROUP INC | 1,664,000 | $1.551M | 0.0% | $0.93 | — | — | CV SR UNSEC NT | 447462AB8 |
| NBIS | YANDEX NV | 65,500 | $1.436M | 0.0% | $21.92 | — | — | COMMON STOCK | N97284108 |
| — | CHINA MOBILE LTD-SPON ADR | 23,741 | $1.311M | 0.0% | $55.22 | — | — | ADR | 16941M109 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1.28M | 0.0% | $1.04 | — | — | CV SR SUB NT | 01167PAE1 |
| — | IMMUNOMEDICS INC | 750,000 | $1.054M | 0.0% | $1.41 | — | — | CV SR UNSEC NT | 452907AK4 |
| — | PROSPECT CAPITAL CORP | 1,000,000 | $1.014M | 0.0% | $1.01 | — | — | CV SR UNSEC NT | 74348TAK8 |
| — | MIDSTATES PETROLEUM CO INC | 54,548 | $1.007M | 0.0% | $18.46 | — | — | COMMON STOCK | 59804T407 |
| — | VEREIT INC | 885,000 | $892K | 0.0% | $1.01 | — | — | CV SR UNSEC NT REIT | 02917TAB0 |
| INDA | ISHARES MSCI INDIA ETF | 19,400 | $567K | 0.0% | $29.23 | — | — | ETP | 46429B598 |
| INFY | INFOSYS LTD-SP ADR | 31,181 | $478K | 0.0% | $15.33 | — | — | ADR | 456788108 |
| — | SANCHEZ ENERGY CORP | 39,177 | $372K | 0.0% | $9.50 | — | — | COMMON STOCK | 79970Y105 |