CIK: 0000949509 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value ($000): $6,875,074 (60.7% shares, 39.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ADVANCEPIERRE FOODS HOLDINGS INC | 31,732,120 | $989,090 | 14.4% | $27.56 | — | COMMON STOCK | 00782L107 |
| — | TRIBUNE MEDIA CO | 14,184,998 | $528,677 | 7.7% | $59.77 | — | COMMON STOCK | 896047503 |
| SPY | SPDR S&P500 ETF TRUST | 1,750,000 | $412,545 | 6.0% | — | — | Call | 78462F103 |
| SBLK | STAR BULK CARRIERS CORP | 32,439,506 | $385,382 | 5.6% | $4.58 | +97.5% | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 10,381,462 | $211,055 | 3.1% | $17.66 | -7.1% | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,804,736 | $124,883 | 1.8% | $21.89 | — | ADR | 874039100 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $117,200 | 1.7% | $29.97 | — | COMMON STOCK | 29276K101 |
| FBP | FIRST BANCORP/PUERTO RICO | 20,001,066 | $113,006 | 1.6% | $4.40 | +17.8% | COMMON STOCK | 318672706 |
| — | CEMEX SAB DE CV | 90,950,000 | $103,410 | 1.5% | $0.83 | — | CV SUB NT | 151290BR3 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 7,506,320 | $90,555 | 1.3% | $11.24 | — | ADR | 465562106 |
| — | MICRON TECHNOLOGY INC | 80,729,000 | $90,343 | 1.3% | $0.90 | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | GENER8 MARITIME INC | 13,052,534 | $74,010 | 1.1% | $13.63 | — | COMMON STOCK | Y26889108 |
| — | ON SEMICONDUCTOR CORP | 66,395,000 | $72,938 | 1.1% | $1.03 | — | CV SR UNSEC NT | 682189AK1 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 643,156 | $69,324 | 1.0% | $104.17 | — | ADR | 01609W102 |
| — | LIBERTY INTERACTIVE LLC | 60,850,000 | $68,589 | 1.0% | $1.06 | — | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 |
| — | TESLA INC | 68,525,000 | $67,175 | 1.0% | $0.98 | — | CV SR UNSEC NT | 88160RAC5 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $66,308 | 1.0% | $8.34 | +31.4% | COMMON STOCK | 629209305 |
| — | DYNEGY INC | 8,424,322 | $66,215 | 1.0% | $23.07 | — | COMMON STOCK | 26817R108 |
| — | PRICELINE GROUP INC/THE | 58,574,000 | $65,974 | 1.0% | $1.04 | — | CV SR UNSEC NT | 741503AX4 |
| — | ELECTRONICS FOR IMAGING INC | 57,670,000 | $63,191 | 0.9% | $1.04 | — | CV SR UNSEC NT | 286082AC6 |
| CX | CEMEX SAB DE CV | 6,898,566 | $62,548 | 0.9% | $10.58 | — | COMMON STOCK ADR | 151290889 |
| — | WRIGHT MEDICAL GROUP INC | 49,000,000 | $58,519 | 0.9% | $1.08 | — | CV SR UNSEC NT | 98235TAE7 |
| IBN | ICICI BANK LTD-SPON ADR | 6,616,322 | $56,871 | 0.8% | $12.03 | — | ADR | 45104G104 |
| — | ALLERGAN PLC | 67,000 | $56,845 | 0.8% | $848.43 | — | 5.50% MAND CV PFD SER A | 00BY9D6T8 |
| — | WEATHERFORD INTERNATIONAL LTD | 42,615,000 | $55,014 | 0.8% | $1.09 | — | CV SR UNSEC NT | 947075AH0 |
| — | SOLARCITY CORP | 55,000,000 | $49,310 | 0.7% | $0.85 | — | CV SR UNSEC NT | 83416TAC4 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 47,857,000 | $48,224 | 0.7% | $1.03 | — | CV SR UNSEC NT | 458118AC0 |
| — | SEACOR HOLDINGS INC | 52,585,000 | $47,238 | 0.7% | $0.83 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| MTG | MGIC INVESTMENT CORP | 4,567,000 | $46,264 | 0.7% | $5.25 | +100.5% | COMMON STOCK | 552848103 |
| — | NUVASIVE INC | 33,765,000 | $46,263 | 0.7% | $1.37 | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | CTRIP.COM INTERNATIONAL LTD | 41,560,000 | $46,139 | 0.7% | $1.06 | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| — | VALE SA-SP PREF ADR | 5,136,879 | $46,105 | 0.7% | $8.70 | — | ADR | 91912E204 |
| — | CITRIX SYSTEMS INC | 32,787,000 | $41,320 | 0.6% | $1.07 | — | CV SR UNSEC NT | 177376AD2 |
| — | YAHOO! INC | 880,000 | $40,841 | 0.6% | $46.41 | — | COMMON STOCK | 984332106 |
| — | VERINT SYSTEMS INC | 41,129,000 | $40,628 | 0.6% | $0.99 | — | CV SR UNSEC NT | 92343XAA8 |
| — | JAZZ INVESTMENTS I LTD | 36,497,000 | $39,231 | 0.6% | $1.07 | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | IRONWOOD PHARMACEUTICALS INC | 30,958,000 | $38,714 | 0.6% | $1.03 | — | CV SR UNSEC NT | 46333XAD0 |
| — | PRA GROUP INC | 41,944,000 | $38,054 | 0.6% | $0.99 | — | CV SR UNSEC NT | 73640QAB1 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $37,313 | 0.5% | $16.05 | +35.1% | COMMON STOCK | 156504300 |
| — | HEALTHSOUTH CORP | 30,186,000 | $37,024 | 0.5% | $1.19 | — | CV SR SUB NT CPDI PNC | 421924BL4 |
| — | LIVE NATION ENTERTAINMENT INC | 33,967,000 | $36,984 | 0.5% | $1.06 | — | CV SR UNSEC NT | 538034AJ8 |
| — | BIOMARIN PHARMACEUTICAL INC | 32,163,000 | $36,696 | 0.5% | $1.16 | — | CV SR SUB NT | 09061GAE1 |
| — | J2 GLOBAL INC | 27,037,000 | $36,650 | 0.5% | $1.09 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | SPECTRANETICS CORP/THE | 31,704,000 | $36,023 | 0.5% | $0.90 | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | AMERICA MOVIL-SPN ADR CL L | 2,501,889 | $35,436 | 0.5% | $12.62 | — | ADR | 02364W105 |
| — | 51JOB INC | 32,150,000 | $34,604 | 0.5% | $1.04 | — | CV SR NT | 316827AC8 |
| — | VECTOR GROUP LTD | 30,500,000 | $34,584 | 0.5% | $1.10 | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 31,457,000 | $34,415 | 0.5% | $1.03 | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | NEVRO CORP | 27,840,000 | $33,841 | 0.5% | $1.12 | — | CV SR UNSEC NT | 64157FAA1 |
| — | VEECO INSTRUMENTS INC | 32,245,000 | $33,700 | 0.5% | $1.05 | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | ANTHEM INC | 657,000 | $33,508 | 0.5% | $51.00 | — | 5.25% CV MAND PFD | 036752202 |
| — | TELEFONICA BRASIL-ADR | 2,195,204 | $32,583 | 0.5% | $13.64 | — | ADR | 87936R106 |
| — | INTERDIGITAL INC/PA | 24,717,000 | $32,177 | 0.5% | $1.07 | — | CV SR UNSEC NT | 458660AD9 |
| — | ACORDA THERAPEUTICS INC | 37,450,000 | $31,980 | 0.5% | $0.85 | — | CV SR UNSEC NT PNC | 00484MAA4 |
| SPY | SPDR S&P500 ETF TRUST | 135,000 | $31,825 | 0.5% | — | — | Put | 78462F103 |
| — | VIAVI SOLUTIONS INC | 28,455,000 | $31,787 | 0.5% | $1.12 | — | CV SR UNSEC NT | 46612JAF8 |
| — | FINISAR CORP | 27,950,000 | $31,738 | 0.5% | $1.19 | — | CV SR UNSEC NT | 31787AAM3 |
| — | ENCORE CAPITAL GROUP INC | 32,860,000 | $31,362 | 0.5% | $1.03 | — | CV SR UNSEC NT | 292554AF9 |
| — | SILVER STANDARD RESOURCES INC | 31,108,000 | $30,650 | 0.4% | $0.93 | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | NUANCE COMMUNICATIONS INC | 28,900,000 | $29,868 | 0.4% | $1.01 | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| ABEV | AMBEV SA-ADR | 5,157,300 | $29,692 | 0.4% | $5.21 | — | ADR | 02319V103 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,746,100 | $29,562 | 0.4% | $12.35 | — | ADR | 035128206 |
| — | COMSTOCK RESOURCES INC | 33,888,405 | $28,636 | 0.4% | $0.85 | — | CV SEC 2ND LIEN PIK NT PNC | 205768AN4 |
| — | CARDTRONICS INC | 26,175,000 | $28,465 | 0.4% | $1.00 | — | CV SR UNSEC NT | 14161HAG3 |
| — | INNOVIVA INC | 28,890,000 | $27,580 | 0.4% | $0.95 | — | CV SUB NT | 88338TAB0 |
| — | AMTRUST FINANCIAL SERVICES INC | 35,901,000 | $26,674 | 0.4% | $0.90 | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | COLONY NORTHSTAR INC | 26,543,000 | $26,589 | 0.4% | $1.02 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | LIBERTY VENTURES | 594,270 | $26,433 | 0.4% | $36.87 | — | COMMON STOCK | 53071M856 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,609,891 | $25,372 | 0.4% | $16.36 | — | COMMON STOCK | 63861C109 |
| — | CNOOC LTD-SPON ADR | 210,960 | $25,261 | 0.4% | $119.40 | — | ADR | 126132109 |
| — | PROOFPOINT INC | 20,220,000 | $23,115 | 0.3% | $1.08 | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 968,078 | $22,895 | 0.3% | $14.66 | — | COMMON STOCK | 531229888 |
| — | GENERAL CABLE CORP | 28,350,000 | $22,112 | 0.3% | $0.74 | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | PENNYMAC CORP | 22,577,000 | $21,947 | 0.3% | $0.98 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| GGB | GERDAU SA -SPON ADR | 6,259,033 | $21,584 | 0.3% | $1.32 | — | ADR | 373737105 |
| — | PROSPECT CAPITAL CORP | 21,250,000 | $21,035 | 0.3% | $0.94 | — | CV SR UNSEC NT | 74348TAQ5 |
| STKL | SUNOPTA INC | 3,000,000 | $20,850 | 0.3% | $7.17 | 0.0% | COMMON STOCK | 8676EP108 |
| — | CALATLANTIC GROUP INC | 22,050,000 | $20,809 | 0.3% | $0.93 | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | RTI INTERNATIONAL METALS INC | 17,500,000 | $20,402 | 0.3% | $1.17 | — | CV SR UNSEC NT | 74973WAB3 |
| — | EZCORP INC | 21,703,000 | $20,252 | 0.3% | $0.94 | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | BLUCORA INC | 19,800,000 | $20,008 | 0.3% | $0.93 | — | CV SR UNSEC NT | 095229AB6 |
| — | VEREIT INC | 19,746,000 | $19,833 | 0.3% | $1.00 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $19,430 | 0.3% | $11.25 | -2.3% | COMMON STOCK | 892231101 |
| — | MERITAGE HOMES CORP | 19,184,000 | $19,271 | 0.3% | $1.00 | — | CV SR UNSEC NT | 59001AAR3 |
| — | BROOKDALE SENIOR LIVING INC | 19,500,000 | $19,226 | 0.3% | $0.99 | — | CV SR UNSEC NT | 112463AA2 |
| — | JEFFERIES GROUP LLC | 18,844,000 | $19,115 | 0.3% | $1.02 | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | EXCO RESOURCES INC | 30,773,682 | $19,076 | 0.3% | $6.44 | — | COMMON STOCK | 269279402 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,145,367 | $18,841 | 0.3% | $12.16 | +13.1% | COMMON STOCK | 928298108 |
| — | CHENIERE ENERGY INC | 27,116,000 | $18,467 | 0.3% | $0.74 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | VERSO CORP | 3,015,680 | $18,095 | 0.3% | $6.45 | — | COMMON STOCK | 92531L207 |
| — | TOLL BROTHERS FINANCE CORP | 17,599,000 | $17,489 | 0.3% | $0.99 | — | CV SR UNSEC NT CPDI | 88947EAM2 |
| — | ENCORE CAPITAL GROUP INC | 19,138,000 | $16,923 | 0.2% | $0.88 | — | CV SR UNSEC NT | 292554AH5 |
| — | RESOURCE CAPITAL CORP | 16,723,000 | $16,836 | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | COMSTOCK RESOURCES INC | 19,100,000 | $16,385 | 0.2% | $0.86 | — | CV SEC 2ND LIEN PIK NT PNC | 205768AM6 |
| — | LIBERTY MEDIA CORP | 14,570,000 | $16,309 | 0.2% | $0.99 | — | CV SR UNSEC NT (BASKET: LMCA/FWONA...) | 531229AB8 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 16,350,000 | $16,197 | 0.2% | $1.00 | — | CV SR UNSEC NT | G81075AF3 |
| — | RAIT FINANCIAL TRUST | 16,700,000 | $16,149 | 0.2% | $0.96 | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | CHART INDUSTRIES INC | 16,000,000 | $15,887 | 0.2% | $0.93 | — | CV SR SUB NT | 16115QAC4 |
| — | BLACKSTONE MORTGAGE TRUST INC | 13,826,000 | $15,862 | 0.2% | $1.07 | — | CV SR UNSEC NT REIT | 09257WAA8 |
| — | TPG SPECIALTY LENDING INC | 15,350,000 | $15,799 | 0.2% | $1.02 | — | CV SR UNSEC NT | 87265KAB8 |
| — | WPX ENERGY INC | 254,690 | $15,394 | 0.2% | $52.47 | — | 6.25% MAND CV PFD | 98212B202 |
| — | CLOVIS ONCOLOGY INC | 11,750,000 | $15,302 | 0.2% | $1.02 | — | CV SR UNSEC NT PNC | 189464AB6 |
| — | TCP CAPITAL CORP | 14,600,000 | $15,295 | 0.2% | $1.01 | — | CV SR UNSEC NT | 87238QAB9 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15,030 | 0.2% | $10.02 | — | COMMON STOCK | 57682V205 |
| — | BELLATRIX EXPLORATION LTD | 18,750,000 | $14,762 | 0.2% | $0.90 | — | COMMON STOCK | 078314101 |
| — | NEW MOUNTAIN FINANCE CORP | 14,021,000 | $14,597 | 0.2% | $1.02 | — | CV SR UNSEC NT | 647551AB6 |
| — | WHITING PETROLEUM CORP | 16,000,000 | $14,022 | 0.2% | $0.86 | — | CV SR UNSEC NT | 966387AL6 |
| — | TELIGENT INC | 13,750,000 | $13,859 | 0.2% | $0.95 | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | STARWOOD PROPERTY TRUST INC | 11,902,000 | $13,032 | 0.2% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | REDWOOD TRUST INC | 12,567,000 | $12,970 | 0.2% | $0.98 | — | CV SR UNSEC NT | 749772AB5 |
| — | IONIS PHARMACEUTICALS INC | 13,350,000 | $12,915 | 0.2% | $0.94 | — | CV SR UNSEC NT | 464337AJ3 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 13,000,000 | $12,813 | 0.2% | $0.83 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | SPECTRUM PHARMACEUTICALS INC | 12,619,000 | $12,777 | 0.2% | $0.92 | — | CV SR UNSEC NT | 84763AAB4 |
| — | TICC CAPITAL CORP | 12,500,000 | $12,684 | 0.2% | $1.00 | — | CV SR UNSEC NT | 87244TAB5 |
| — | CSG SYSTEMS INTERNATIONAL INC | 11,838,000 | $12,326 | 0.2% | $1.04 | — | CV SR UNSEC NT PNC | 126349AF6 |
| HYG | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 140,000 | $12,289 | 0.2% | — | — | Put | 464288513 |
| — | RESOURCE CAPITAL CORP | 12,188,000 | $12,233 | 0.2% | $0.98 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 1,255,275 | $11,988 | 0.2% | $7.87 | 0.0% | COMMON STOCK | 55933J203 |
| NTES | NETEASE INC-ADR | 42,080 | $11,945 | 0.2% | $283.86 | — | ADR | 64110W102 |
| — | TITAN MACHINERY INC | 12,307,000 | $11,878 | 0.2% | $0.82 | — | CV SR UNSEC NT | 88830RAB7 |
| VALE | VALE SA | 1,247,000 | $11,846 | 0.2% | $4.85 | — | COMMON STOCK | 91912E105 |
| — | HCI GROUP INC | 11,500,000 | $11,461 | 0.2% | $0.97 | — | CV SR UNSEC NT | 40416EAB9 |
| — | GAIN CAPITAL HOLDINGS INC | 11,350,000 | $11,346 | 0.2% | $0.99 | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | TESLA INC | 10,000,000 | $10,434 | 0.2% | $1.04 | — | CV SR UNSEC NT | 88160RAD3 |
| — | DYCOM INDUSTRIES INC | 8,817,000 | $10,343 | 0.2% | $1.10 | — | CV SR UNSEC NT | 267475AB7 |
| — | TWO HARBORS INVESTMENT CORP | 9,900,000 | $10,209 | 0.1% | $1.03 | — | CV SR UNSEC NT | 90187BAA9 |
| — | STONEMOR PARTNERS LP | 1,250,000 | $9,912 | 0.1% | $8.91 | — | COMMON STOCK | 86183Q100 |
| — | NEW YORK MORTGAGE TRUST INC | 10,000,000 | $9,843 | 0.1% | $0.98 | — | CV SR UNSEC NT | 649604AD7 |
| — | CONTANGO OIL & GAS CO | 1,296,813 | $9,493 | 0.1% | $47.26 | — | COMMON STOCK | 21075N204 |
| — | PDL BIOPHARMA INC | 9,200,000 | $9,157 | 0.1% | $0.96 | — | CV SR UNSEC NT | 69329YAF1 |
| — | DHT HOLDINGS INC | 9,000,000 | $8,996 | 0.1% | $0.94 | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | REDWOOD TRUST INC | 8,908,000 | $8,988 | 0.1% | $0.97 | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | ENVESTNET INC | 9,559,000 | $8,951 | 0.1% | $0.96 | — | CV SR UNSEC NT | 29404KAA4 |
| — | COLONY NORTHSTAR INC | 9,000,000 | $8,916 | 0.1% | $0.96 | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | PRICELINE GROUP INC/THE | 6,177,000 | $8,815 | 0.1% | $1.17 | — | CV SR UNSEC NT | 741503AS5 |
| — | MERITOR INC | 8,301,000 | $8,714 | 0.1% | $1.00 | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | FORESTAR GROUP INC | 8,400,000 | $8,409 | 0.1% | $0.92 | — | CV SR UNSEC NT | 346232AB7 |
| — | KEYW HOLDING CORP/THE | 8,005,000 | $7,716 | 0.1% | $0.95 | — | CV SR UNSEC NT | 493723AA8 |
| — | MGIC INVESTMENT CORP | 7,643,000 | $7,712 | 0.1% | $1.02 | — | CV SR UNSEC NT | 552848AD5 |
| — | NAVISTAR INTERNATIONAL CORP | 7,750,000 | $7,486 | 0.1% | $0.94 | — | CV SR SUB NT PNC | 63934EAS7 |
| — | YY INC | 7,184,000 | $7,198 | 0.1% | $0.99 | — | CV SR UNSEC NT | 98426TAB2 |
| — | SUNPOWER CORP | 9,000,000 | $7,071 | 0.1% | $0.75 | — | CV SR UNSEC NT | 867652AL3 |
| — | VEON LTD | 1,678,900 | $6,850 | 0.1% | $4.08 | — | COMMON STOCK ADR | 91822M106 |
| NC | NACCO INDUSTRIES INC | 98,000 | $6,840 | 0.1% | $8.98 | +51.6% | COMMON STOCK | 629579103 |
| — | M/I HOMES INC | 6,470,000 | $6,558 | 0.1% | $1.00 | — | CV SR SUB NT PNC | 55292PAB1 |
| — | SUNOCO LOGISTICS PARTNERS LP | 267,000 | $6,520 | 0.1% | $27.59 | — | COMMON STOCK | 86764L108 |
| — | GSV CAPITAL CORP | 6,400,000 | $6,335 | 0.1% | $0.92 | — | CV SR UNSEC NT | 36191JAB7 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 6,000,000 | $6,192 | 0.1% | $1.03 | — | CV SR UNSEC NT | 092533AB4 |
| — | ROVI CORP | 6,335,000 | $6,186 | 0.1% | $0.97 | — | CV SR UNSEC NT (ACQUIRED BY: TIVO) | 779376AD4 |
| — | YANDEX NV | 6,423,000 | $6,180 | 0.1% | $0.85 | — | CV SR UNSEC NT | 98474TAB3 |
| — | KB HOME | 6,000,000 | $6,163 | 0.1% | $0.94 | — | CV SR UNSEC NT | 48666KAS8 |
| — | AEGERION PHARMACEUTICALS INC | 7,250,000 | $5,931 | 0.1% | $0.78 | — | CV SR UNSEC NT | 00767EAB8 |
| — | NAVISTAR INTERNATIONAL CORP | 6,000,000 | $5,826 | 0.1% | $0.96 | — | CV SR SUB NT PNC | 63934EAQ1 |
| — | ENDOLOGIX INC | 6,000,000 | $5,808 | 0.1% | $0.96 | — | CV SR UNSEC NT PNC | 29266SAA4 |
| — | ICONIX BRAND GROUP INC | 6,000,000 | $5,744 | 0.1% | $0.86 | — | CV SR SUB NT | 451055AF4 |
| — | PDC ENERGY INC | 5,034,000 | $5,209 | 0.1% | $1.08 | — | CV SR UNSEC NT | 69327RAD3 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $4,470 | 0.1% | $7.07 | — | COMMON STOCK | Y2187A143 |
| — | BANK OF AMERICA CORP | 3,500 | $4,184 | 0.1% | $1195.43 | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | NEWPARK RESOURCES INC | 3,921,000 | $4,023 | 0.1% | $0.94 | — | CV SR UNSEC NT | 651718AC2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 3,500,000 | $3,856 | 0.1% | $0.81 | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $3,761 | 0.1% | $20.04 | — | COMMON STOCK | 30227M105 |
| — | RENEWABLE ENERGY GROUP INC | 3,509,000 | $3,558 | 0.1% | $0.96 | — | CV SR UNSEC NT | 75972AAA1 |
| — | STARWOOD PROPERTY TRUST INC | 3,500,000 | $3,556 | 0.1% | $1.02 | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | AVID TECHNOLOGY INC | 5,000,000 | $3,504 | 0.1% | $0.79 | — | CV SR UNSEC NT | 05367PAB6 |
| — | GOGO INC | 4,000,000 | $3,327 | 0.0% | $0.73 | — | CV SR UNSEC NT | 38046CAB5 |
| — | EGALET CORP | 4,200,000 | $3,293 | 0.0% | $0.88 | — | CV SR UNSEC NT | 28226BAB0 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $3,292 | 0.0% | $10.13 | — | COMMON STOCK ADR | 607409109 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 3,400,000 | $3,196 | 0.0% | $0.94 | — | CV SR UNSEC NT | 60786LAB3 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 200,000 | $3,152 | 0.0% | $16.36 | — | Call | 63861C109 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $3,147 | 0.0% | $18.31 | -18.5% | COMMON STOCK | 69888T207 |
| — | PATTERN ENERGY GROUP INC | 3,000,000 | $2,993 | 0.0% | $1.01 | — | CV SR UNSEC NT | 70338PAB6 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 3,029,000 | $2,962 | 0.0% | $1.04 | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2,925 | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| — | FLUIDIGM CORP | 4,273,000 | $2,906 | 0.0% | $0.70 | — | CV SR UNSEC NT PNC | 34385PAA6 |
| — | ENERNOC INC | 3,000,000 | $2,581 | 0.0% | $0.71 | — | CV SR UNSEC NT | 292764AB3 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $2,496 | 0.0% | $23.46 | -15.3% | COMMON STOCK | 80007P869 |
| — | CANADIAN SOLAR INC | 2,500,000 | $2,359 | 0.0% | $0.98 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | INSEEGO CORP | 2,500,000 | $2,217 | 0.0% | $0.89 | — | CV SR UNSEC NT PNC | 45782BAA2 |
| — | ALON USA ENERGY INC | 2,000,000 | $2,205 | 0.0% | $0.97 | — | CV SR UNSEC NT | 020520AB8 |
| MLCO | MELCO RESORTS & ENTERT-ADR | 107,927 | $2,001 | 0.0% | $16.50 | — | ADR | 585464100 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 3,500,000 | $1,779 | 0.0% | $0.82 | — | CV SR UNSEC NT PNC | 37951DAB8 |
| — | PTC THERAPEUTICS INC | 2,600,000 | $1,691 | 0.0% | $0.65 | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | HURON CONSULTING GROUP INC | 1,664,000 | $1,551 | 0.0% | $1.04 | — | CV SR UNSEC NT | 447462AB8 |
| NBIS | YANDEX NV | 65,500 | $1,436 | 0.0% | $11.68 | — | COMMON STOCK | N97284108 |
| — | CHINA MOBILE LTD-SPON ADR | 23,741 | $1,311 | 0.0% | $55.22 | — | ADR | 16941M109 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1,280 | 0.0% | $0.99 | — | CV SR SUB NT | 01167PAE1 |
| — | IMMUNOMEDICS INC | 750,000 | $1,054 | 0.0% | $0.99 | — | CV SR UNSEC NT | 452907AK4 |
| — | PROSPECT CAPITAL CORP | 1,000,000 | $1,014 | 0.0% | $1.01 | — | CV SR UNSEC NT | 74348TAK8 |
| — | MIDSTATES PETROLEUM CO INC | 54,548 | $1,007 | 0.0% | $20.73 | — | COMMON STOCK | 59804T407 |
| — | VEREIT INC | 885,000 | $892 | 0.0% | $1.00 | — | CV SR UNSEC NT REIT | 02917TAB0 |
| INDA | ISHARES MSCI INDIA ETF | 19,400 | $567 | 0.0% | $25.65 | — | ETP | 46429B598 |
| INFY | INFOSYS LTD-SP ADR | 31,181 | $478 | 0.0% | $15.33 | — | ADR | 456788108 |
| — | SANCHEZ ENERGY CORP | 39,177 | $372 | 0.0% | $9.35 | — | COMMON STOCK | 79970Y105 |