Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value: $6.115B (63.4% shares, 36.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 50,320,153 | $845M | 13.8% | $16.79 | — | — | COMMON STOCK | 92840M102 |
| — | TRIBUNE MEDIA CO | 14,184,998 | $578M | 9.5% | $40.77 | — | — | COMMON STOCK | 896047503 |
| SBLK | STAR BULK CARRIERS CORP | 32,439,506 | $319M | 5.2% | $9.83 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 10,381,462 | $217M | 3.5% | $20.90 | — | — | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,835,125 | $134M | 2.2% | $34.93 | — | — | ADR | 874039100 |
| FBP | FIRST BANCORP/PUERTO RICO | 20,001,066 | $116M | 1.9% | $5.79 | — | — | COMMON STOCK | 318672706 |
| — | CEMEX SAB DE CV | 87,665,000 | $102M | 1.7% | $1.16 | — | — | CV SUB NT | 151290BR3 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 8,821,428 | $97.41M | 1.6% | $11.04 | — | — | ADR | 465562106 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 647,279 | $91.15M | 1.5% | $140.82 | — | — | ADR | 01609W102 |
| — | GENER8 MARITIME INC | 13,052,534 | $74.27M | 1.2% | $5.69 | — | — | COMMON STOCK | Y26889108 |
| — | TESLA INC | 63,340,000 | $73.49M | 1.2% | $1.16 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | VALE SA-SP PREF ADR | 8,951,386 | $72.9M | 1.2% | $8.14 | — | — | ADR | 91912E204 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $72.62M | 1.2% | $18.57 | — | — | COMMON STOCK | 29276K101 |
| — | DYNEGY INC | 8,424,322 | $69.67M | 1.1% | $8.27 | — | — | COMMON STOCK | 26817R108 |
| CX | CEMEX SAB DE CV | 7,320,811 | $68.93M | 1.1% | $9.42 | — | — | COMMON STOCK ADR | 151290889 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $66.6M | 1.1% | $11.45 | — | — | COMMON STOCK | 629209305 |
| IBN | ICICI BANK LTD-SPON ADR | 7,275,866 | $65.22M | 1.1% | $8.96 | — | — | ADR | 45104G104 |
| — | LIBERTY INTERACTIVE LLC | 54,180,000 | $62.31M | 1.0% | $1.15 | — | — | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 70,296 | $60.98M | 1.0% | $867.40 | — | — | 5.50% MAND CV PFD SER A | G0177J116 |
| — | MICRON TECHNOLOGY INC | 53,364,000 | $60.58M | 1.0% | $1.14 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | ALTABA INC | 1,061,588 | $57.84M | 0.9% | $54.48 | — | — | COMMON STOCK | 021346101 |
| — | PRICELINE GROUP INC/THE | 45,669,000 | $52.41M | 0.9% | $1.15 | — | — | CV SR UNSEC NT | 741503AX4 |
| — | WRIGHT MEDICAL GROUP INC | 45,035,000 | $50.42M | 0.8% | $1.12 | — | — | CV SR UNSEC NT | 98235TAE7 |
| — | BECTON DICKINSON AND CO | 822,700 | $45.07M | 0.7% | $54.78 | — | — | 6.125% CV PFD | 075887208 |
| STKL | SUNOPTA INC | 4,392,699 | $44.8M | 0.7% | $10.20 | — | — | COMMON STOCK | 8676EP108 |
| — | ON SEMICONDUCTOR CORP | 43,040,000 | $44.72M | 0.7% | $1.04 | — | — | CV SR UNSEC NT | 682189AK1 |
| — | LIVE NATION ENTERTAINMENT INC | 36,072,000 | $41.42M | 0.7% | $1.15 | — | — | CV SR UNSEC NT | 538034AJ8 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 5,501,097 | $41.01M | 0.7% | $7.45 | — | — | ADR | 71654V101 |
| — | SOLARCITY CORP | 41,210,000 | $39.12M | 0.6% | $0.95 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | WELLS FARGO & CO | 29,409 | $38.56M | 0.6% | $1311.10 | — | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| XHB | SPDR S&P HOMEBUILDERS ETF | 1,000,000 | $38.53M | 0.6% | $38.53 | — | — | Put | 78464A888 |
| — | JAZZ INVESTMENTS I LTD | 34,343,000 | $38.02M | 0.6% | $1.11 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | VERINT SYSTEMS INC | 38,309,000 | $37.59M | 0.6% | $0.98 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 35,175,000 | $37.54M | 0.6% | $1.07 | — | — | CV SR UNSEC NT | 458118AC0 |
| — | ELECTRONICS FOR IMAGING INC | 34,888,000 | $37.53M | 0.6% | $1.08 | — | — | CV SR UNSEC NT | 286082AC6 |
| — | NUVASIVE INC | 26,555,000 | $36.73M | 0.6% | $1.38 | — | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | BIOMARIN PHARMACEUTICAL INC | 32,883,000 | $36.63M | 0.6% | $1.11 | — | — | CV SR SUB NT | 09061GAE1 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $36.43M | 0.6% | $24.80 | — | — | COMMON STOCK | 156504300 |
| — | HERBALIFE LTD | 34,500,000 | $36.14M | 0.6% | $1.05 | — | — | CV SR UNSEC NT | 42703MAB9 |
| — | ALTABA INC | 30,963,000 | $35.3M | 0.6% | $1.14 | — | — | CV SR UNSEC NT | 984332AF3 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,809,291 | $32.37M | 0.5% | $17.89 | — | — | COMMON STOCK | 63861C109 |
| — | ANTHEM INC | 610,100 | $32.22M | 0.5% | $52.82 | — | — | 5.25% CV MAND PFD | 036752202 |
| — | COLONY NORTHSTAR INC | 30,287,000 | $31.95M | 0.5% | $1.05 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | SEACOR HOLDINGS INC | 36,333,000 | $30.74M | 0.5% | $0.85 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | VIAVI SOLUTIONS INC | 27,240,000 | $30.18M | 0.5% | $1.11 | — | — | CV SR UNSEC NT | 46612JAF8 |
| — | PENNYMAC CORP | 30,162,000 | $30.06M | 0.5% | $1.00 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 3,077,225 | $29.89M | 0.5% | $9.71 | — | — | ADR | 035128206 |
| — | BRF SA-ADR | 2,488,561 | $29.32M | 0.5% | $11.78 | — | — | ADR | 10552T107 |
| — | NEXTERA ENERGY INC | 536,900 | $29M | 0.5% | $54.01 | — | — | 6.123% CV PFD | 65339F820 |
| ABEV | AMBEV SA-ADR | 5,195,776 | $28.51M | 0.5% | $5.49 | — | — | ADR | 02319V103 |
| — | VECTOR GROUP LTD | 24,335,000 | $28.04M | 0.5% | $1.15 | — | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | COMSTOCK RESOURCES INC | 35,498,104 | $27.33M | 0.4% | $0.77 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AN4 |
| — | IRONWOOD PHARMACEUTICALS INC | 19,584,000 | $26.61M | 0.4% | $1.36 | — | — | CV SR UNSEC NT | 46333XAD0 |
| — | CALATLANTIC GROUP INC | 27,500,000 | $26.2M | 0.4% | $0.95 | — | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | AMERICAN TOWER CORP | 214,761 | $26.04M | 0.4% | $121.23 | — | — | 5.50% MAND CV SER-B PFD REIT | 03027X407 |
| — | PRA GROUP INC | 26,850,000 | $25.69M | 0.4% | $0.96 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | BROOKDALE SENIOR LIVING INC | 25,800,000 | $25.66M | 0.4% | $0.99 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | AMERICA MOVIL-SPN ADR CL L | 1,612,339 | $25.65M | 0.4% | $15.91 | — | — | ADR | 02364W105 |
| — | CTRIP.COM INTERNATIONAL LTD | 21,870,000 | $25.3M | 0.4% | $1.16 | — | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| — | IONIS PHARMACEUTICALS INC | 22,860,000 | $24.5M | 0.4% | $1.07 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | NUANCE COMMUNICATIONS INC | 23,415,000 | $24.41M | 0.4% | $1.04 | — | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| — | RTI INTERNATIONAL METALS INC | 22,385,000 | $23.97M | 0.4% | $1.07 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | BLACKSTONE MORTGAGE TRUST INC | 23,170,000 | $23.69M | 0.4% | $1.02 | — | — | CV SR UNSEC NT | 09257WAB6 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 21,158,000 | $23.27M | 0.4% | $1.10 | — | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | STARWOOD PROPERTY TRUST INC | 23,100,000 | $23.24M | 0.4% | $1.01 | — | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | CNOOC LTD-SPON ADR | 212,425 | $23.23M | 0.4% | $109.34 | — | — | ADR | 126132109 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 968,078 | $23.2M | 0.4% | $23.97 | — | — | COMMON STOCK | 531229888 |
| — | DYCOM INDUSTRIES INC | 19,554,000 | $22.68M | 0.4% | $1.16 | — | — | CV SR UNSEC NT | 267475AB7 |
| GGB | GERDAU SA -SPON ADR | 7,271,848 | $22.16M | 0.4% | $3.05 | — | — | ADR | 373737105 |
| — | INNOVIVA INC | 24,060,000 | $22.02M | 0.4% | $0.92 | — | — | CV SUB NT | 88338TAB0 |
| — | CHENIERE ENERGY INC | 31,016,000 | $21.44M | 0.4% | $0.69 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | TOLL BROTHERS FINANCE CORP | 21,210,000 | $21.24M | 0.3% | $1.00 | — | — | CV SR UNSEC NT CPDI | 88947EAM2 |
| — | AZUL SA | 985,641 | $20.76M | 0.3% | $21.07 | — | — | ADR | 05501U106 |
| — | J2 GLOBAL INC | 14,927,000 | $20.5M | 0.3% | $1.37 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | 51JOB INC | 17,435,000 | $20.43M | 0.3% | $1.17 | — | — | CV SR NT | 316827AC8 |
| — | DOMINION ENERGY INC | 404,000 | $20.33M | 0.3% | $50.32 | — | — | 6.75% CV PFD | 25746U836 |
| — | SUNPOWER CORP | 23,000,000 | $19.85M | 0.3% | $0.86 | — | — | CV SR UNSEC NT | 867652AL3 |
| — | SILVER STANDARD RESOURCES INC | 20,283,000 | $19.75M | 0.3% | $0.97 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | PROSPECT CAPITAL CORP | 18,951,000 | $19.08M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 74348TAQ5 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,145,367 | $19.01M | 0.3% | $16.60 | — | — | COMMON STOCK | 928298108 |
| — | CITRIX SYSTEMS INC | 15,662,000 | $18.84M | 0.3% | $1.20 | — | — | CV SR UNSEC NT | 177376AD2 |
| — | VEREIT INC | 18,500,000 | $18.63M | 0.3% | $1.01 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | ENCORE CAPITAL GROUP INC | 19,500,000 | $18.53M | 0.3% | $0.95 | — | — | CV SR UNSEC NT | 292554AH5 |
| — | JEFFERIES GROUP LLC | 17,500,000 | $17.69M | 0.3% | $1.01 | — | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | RESOURCE CAPITAL CORP | 16,723,000 | $17.34M | 0.3% | $1.04 | — | — | CV SR UNSEC NT REIT | 76120WAB0 |
| — | ENCORE CAPITAL GROUP INC | 15,746,000 | $16.83M | 0.3% | $1.07 | — | — | CV SR UNSEC NT | 292554AF9 |
| — | BONANZA CREEK ENERGY INC | 525,900 | $16.68M | 0.3% | $31.71 | — | — | COMMON STOCK | 097793400 |
| — | CIT GROUP INC | 340,600 | $16.59M | 0.3% | $48.70 | — | — | COMMON STOCK | 125581801 |
| — | TWITTER INC | 17,375,000 | $16.41M | 0.3% | $0.94 | — | — | CV SR UNSEC NT | 90184LAB8 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $16.34M | 0.3% | $10.24 | — | — | COMMON STOCK | 892231101 |
| — | LIBERTY MEDIA CORP | 13,463,000 | $15.91M | 0.3% | $1.18 | — | — | CV SR UNSEC NT (BASKET: LMCA/FWONA...) | 531229AB8 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 1,615,000 | $15.83M | 0.3% | $9.80 | — | — | COMMON STOCK | 55933J203 |
| — | STANLEY BLACK & DECKER INC | 143,100 | $15.7M | 0.3% | $109.72 | — | — | 5.375% CV PFD | 854502887 |
| — | LIBERTY VENTURES | 300,000 | $15.69M | 0.3% | $52.29 | — | — | COMMON STOCK | 53071M856 |
| — | COMSTOCK RESOURCES INC | 19,947,031 | $15.56M | 0.3% | $0.78 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AM6 |
| — | VEECO INSTRUMENTS INC | 15,093,000 | $15.52M | 0.3% | $1.03 | — | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15.04M | 0.2% | $10.03 | — | — | COMMON STOCK | 57682V205 |
| — | KNOWLES CORP | 12,469,000 | $14.73M | 0.2% | $1.18 | — | — | CV SR UNSEC NT | 49926DAB5 |
| — | PALO ALTO NETWORKS INC | 11,000,000 | $14.44M | 0.2% | $1.31 | — | — | CV SR UNSEC NT | 697435AB1 |
| — | CHART INDUSTRIES INC | 14,250,000 | $14.2M | 0.2% | $1.00 | — | — | CV SR SUB NT | 16115QAC4 |
| MTG | MGIC INVESTMENT CORP | 1,265,000 | $14.17M | 0.2% | $11.20 | — | — | COMMON STOCK | 552848103 |
| — | CSG SYSTEMS INTERNATIONAL INC | 12,758,000 | $13.77M | 0.2% | $1.08 | — | — | CV SR UNSEC NT PNC | 126349AF6 |
| — | VERSO CORP | 2,921,971 | $13.7M | 0.2% | $4.69 | — | — | COMMON STOCK | 92531L207 |
| — | NEW YORK MORTGAGE TRUST INC | 13,500,000 | $13.54M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 649604AD7 |
| — | PATTERN ENERGY GROUP INC | 13,000,000 | $13.48M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 70338PAB6 |
| — | EZCORP INC | 13,740,000 | $13.31M | 0.2% | $0.97 | — | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | TICC CAPITAL CORP | 13,000,000 | $13.17M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87244TAB5 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 13,000,000 | $12.89M | 0.2% | $0.99 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | FINISAR CORP | 11,350,000 | $12.76M | 0.2% | $1.12 | — | — | CV SR UNSEC NT | 31787AAM3 |
| — | RESOURCE CAPITAL CORP | 12,188,000 | $12.39M | 0.2% | $1.02 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | TPG SPECIALTY LENDING INC | 11,800,000 | $12.3M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 87265KAB8 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 12,500,000 | $12.24M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | G81075AF3 |
| — | REDWOOD TRUST INC | 11,567,000 | $12.15M | 0.2% | $1.05 | — | — | CV SR UNSEC NT | 749772AB5 |
| — | TITAN MACHINERY INC | 12,307,000 | $11.94M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | STONEMOR PARTNERS LP | 1,250,000 | $11.81M | 0.2% | $9.45 | — | — | COMMON STOCK | 86183Q100 |
| — | WEBMD HEALTH CORP | 11,955,000 | $11.74M | 0.2% | $0.98 | — | — | CV UNSEC NT | 94770VAM4 |
| VALE | VALE SA | 1,337,000 | $11.7M | 0.2% | $8.75 | — | — | COMMON STOCK | 91912E105 |
| — | TWO HARBORS INVESTMENT CORP | 11,000,000 | $11.64M | 0.2% | $1.06 | — | — | CV SR UNSEC NT | 90187BAA9 |
| — | HURON CONSULTING GROUP INC | 12,066,000 | $11.62M | 0.2% | $0.96 | — | — | CV SR UNSEC NT | 447462AB8 |
| — | CANADIAN SOLAR INC | 11,500,000 | $11.25M | 0.2% | $0.98 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | TELIGENT INC | 10,500,000 | $11.24M | 0.2% | $1.07 | — | — | CV SR UNSEC NT PNC | 449575AB5 |
| — | NEVRO CORP | 10,230,000 | $11.09M | 0.2% | $1.08 | — | — | CV SR UNSEC NT | 64157FAA1 |
| — | AMTRUST FINANCIAL SERVICES INC | 14,663,000 | $11.04M | 0.2% | $0.75 | — | — | CV SR UNSEC NT PNC CPDI | 032359AG6 |
| — | HCI GROUP INC | 10,731,000 | $10.87M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 40416EAB9 |
| — | BELLATRIX EXPLORATION LTD | 18,750,000 | $10.68M | 0.2% | $0.57 | — | — | COMMON STOCK | 078314101 |
| — | GOGO INC | 11,500,000 | $10.41M | 0.2% | $0.91 | — | — | CV SR UNSEC NT | 38046CAB5 |
| — | NEW MOUNTAIN FINANCE CORP | 10,000,000 | $10.38M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | GAIN CAPITAL HOLDINGS INC | 10,750,000 | $10.15M | 0.2% | $0.94 | — | — | CV SR UNSEC NT PNC | 36268WAB6 |
| — | GENERAL CABLE CORP | 12,780,000 | $9.873M | 0.2% | $0.77 | — | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | INTERCEPT PHARMACEUTICALS INC | 10,000,000 | $9.807M | 0.2% | $0.98 | — | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | SPECTRUM PHARMACEUTICALS INC | 9,119,000 | $9.693M | 0.2% | $1.06 | — | — | CV SR UNSEC NT | 84763AAB4 |
| — | WEATHERFORD INTERNATIONAL LTD | 9,500,000 | $9.631M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 947075AH0 |
| — | REDWOOD TRUST INC | 9,210,000 | $9.37M | 0.2% | $1.02 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | RAIT FINANCIAL TRUST | 9,650,000 | $9.175M | 0.2% | $0.95 | — | — | CV SR UNSEC NT REIT | 749227AB0 |
| — | QUIDEL CORP | 8,097,000 | $9.034M | 0.1% | $1.12 | — | — | CV SR UNSEC NT | 74838JAA9 |
| — | ULTRA PETROLEUM CORP | 823,044 | $8.931M | 0.1% | $10.85 | — | — | COMMON STOCK | 903914208 |
| — | CONTANGO OIL & GAS CO | 1,296,813 | $8.611M | 0.1% | $6.64 | — | — | COMMON STOCK | 21075N204 |
| — | MERITAGE HOMES CORP | 8,300,000 | $8.408M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | KB HOME | 7,800,000 | $8.381M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | SPECTRANETICS CORP/THE | 6,041,000 | $8.202M | 0.1% | $1.36 | — | — | CV SR UNSEC NT PNC | 84760CAA5 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 8,000,000 | $8.192M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 092533AC2 |
| — | TCP CAPITAL CORP | 7,500,000 | $8.004M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | NAVISTAR INTERNATIONAL CORP | 8,000,000 | $7.895M | 0.1% | $0.99 | — | — | CV SR SUB NT PNC | 63934EAS7 |
| — | PTC THERAPEUTICS INC | 9,700,000 | $7.617M | 0.1% | $0.79 | — | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | SMART GLOBAL HOLDINGS INC | 468,185 | $7.58M | 0.1% | $16.19 | — | — | COMMON STOCK | G8232Y101 |
| — | BANK OF AMERICA CORP | 6,000 | $7.571M | 0.1% | $1261.83 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | WHITING PETROLEUM CORP | 8,726,000 | $7.429M | 0.1% | $0.85 | — | — | CV SR UNSEC NT | 966387AL6 |
| — | DHT HOLDINGS INC | 7,500,000 | $7.38M | 0.1% | $0.98 | — | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | PDL BIOPHARMA INC | 8,000,000 | $7.253M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 69329YAG9 |
| — | ACETO CORP | 7,814,000 | $7.215M | 0.1% | $0.92 | — | — | CV SR UNSEC NT | 004446AD2 |
| — | STARWOOD PROPERTY TRUST INC | 6,606,000 | $7.185M | 0.1% | $1.09 | — | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | ENVESTNET INC | 7,227,000 | $7.092M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 29404KAA4 |
| — | YANDEX NV | 7,070,000 | $6.863M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 98474TAB3 |
| — | QIAGEN NV | 5,400,000 | $6.631M | 0.1% | $1.23 | — | — | CV SR UNSEC NT REG S | 104647723 |
| — | PROOFPOINT INC | 5,306,000 | $6.617M | 0.1% | $1.25 | — | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | VEON LTD | 1,678,900 | $6.564M | 0.1% | $3.91 | — | — | COMMON STOCK ADR | 91822M106 |
| — | NAVISTAR INTERNATIONAL CORP | 6,300,000 | $6.331M | 0.1% | $1.00 | — | — | CV SR SUB NT PNC | 63934EAQ1 |
| — | AVID TECHNOLOGY INC | 8,500,000 | $6.265M | 0.1% | $0.74 | — | — | CV SR UNSEC NT | 05367PAB6 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 6,000,000 | $6.159M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 092533AB4 |
| — | M/I HOMES INC | 5,885,000 | $6.126M | 0.1% | $1.04 | — | — | CV SR SUB NT PNC | 55292PAB1 |
| — | COLONY NORTHSTAR INC | 6,000,000 | $6.11M | 0.1% | $1.02 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | STARWOOD PROPERTY TRUST INC | 6,000,000 | $6.062M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 85571BAH8 |
| — | ACORDA THERAPEUTICS INC | 7,000,000 | $6.021M | 0.1% | $0.86 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | GSV CAPITAL CORP | 6,100,000 | $5.977M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,000,000 | $5.968M | 0.1% | $1.19 | — | — | CV SR SUB NT | 09061GAF8 |
| — | DYNEGY INC | 95,500 | $5.815M | 0.1% | $60.89 | — | — | 7% CV PFD | 26817R405 |
| — | MERITOR INC | 5,500,000 | $5.76M | 0.1% | $1.05 | — | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | ENERGY TRANSFER PARTNERS LP | 267,000 | $5.444M | 0.1% | $20.39 | — | — | COMMON STOCK | 29278N103 |
| — | EXCO RESOURCES INC | 2,051,578 | $5.437M | 0.1% | $2.65 | — | — | COMMON STOCK | 269279501 |
| — | PDL BIOPHARMA INC | 5,000,000 | $4.989M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 69329YAF1 |
| — | FORESTAR GROUP INC | 4,400,000 | $4.456M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 346232AB7 |
| HCC | WARRIOR MET COAL INC | 243,100 | $4.164M | 0.1% | $17.13 | — | — | COMMON STOCK | 93627C101 |
| — | AKAMAI TECHNOLOGIES INC | 4,080,000 | $3.999M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 00971TAG6 |
| — | NEWPARK RESOURCES INC | 3,921,000 | $3.991M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 651718AC2 |
| — | AEGERION PHARMACEUTICALS INC | 4,750,000 | $3.826M | 0.1% | $0.81 | — | — | CV SR UNSEC NT | 00767EAB8 |
| — | ENDOLOGIX INC | 4,000,000 | $3.814M | 0.1% | $0.95 | — | — | CV SR UNSEC NT PNC | 29266SAA4 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $3.715M | 0.1% | $4.73 | — | — | COMMON STOCK | Y2187A143 |
| PARR | PAR PACIFIC HOLDINGS INC | 190,862 | $3.443M | 0.1% | $18.04 | — | — | COMMON STOCK | 69888T207 |
| — | GNC HOLDINGS INC | 5,000,000 | $3.377M | 0.1% | $0.68 | — | — | CV SR UNSEC NT | 36191GAB3 |
| NC | NACCO INDUSTRIES INC | 46,370 | $3.285M | 0.1% | $70.84 | — | — | COMMON STOCK | 629579103 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 3,400,000 | $3.192M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 60786LAB3 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.785M | 0.0% | $3.40 | — | — | COMMON STOCK | Y11082107 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $2.727M | 0.0% | $13.45 | — | — | COMMON STOCK | 30227M105 |
| — | MIDSTATES PETROLEUM CO INC | 204,107 | $2.586M | 0.0% | $12.67 | — | — | COMMON STOCK | 59804T407 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.502M | 0.0% | $8.38 | — | — | COMMON STOCK ADR | 607409109 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM NETWORK INC | 2,500,000 | $2.486M | 0.0% | $0.99 | — | — | CV SR UNSEC NT PNC | Y0020QAA9 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $2.323M | 0.0% | $17.21 | — | — | COMMON STOCK | 80007P869 |
| — | RENEWABLE ENERGY GROUP INC | 2,009,000 | $2.237M | 0.0% | $1.11 | — | — | CV SR UNSEC NT | 75972AAA1 |
| — | ENERNOC INC | 2,000,000 | $2.008M | 0.0% | $1.00 | — | — | CV SR UNSEC NT | 292764AB3 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 246,161 | $1.967M | 0.0% | $7.99 | — | — | ADR | 71654V408 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 2,910,000 | $1.877M | 0.0% | $0.65 | — | — | CV SR UNSEC NT PNC | 37951DAB8 |
| — | EGALET CORP | 3,200,000 | $1.844M | 0.0% | $0.58 | — | — | CV SR UNSEC NT | 28226BAB0 |
| NBIS | YANDEX NV | 65,500 | $1.719M | 0.0% | $26.24 | — | — | COMMON STOCK | N97284108 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1.273M | 0.0% | $1.04 | — | — | CV SR SUB NT | 01167PAE1 |
| INDA | ISHARES MSCI INDIA ETF | 20,100 | $583K | 0.0% | $29.00 | — | — | ETP | 46429B598 |
| INFY | INFOSYS LTD-SP ADR | 30,624 | $440K | 0.0% | $14.37 | — | — | ADR | 456788108 |
| — | SANCHEZ ENERGY CORP | 36,079 | $258K | 0.0% | $7.15 | — | — | COMMON STOCK | 79970Y105 |