Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $6.698B (63.4% shares, 36.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 50,280,227 | $940M | 14.0% | $18.69 | — | — | COMMON STOCK | 92840M102 |
| — | TRIBUNE MEDIA CO | 14,184,998 | $580M | 8.7% | $40.86 | — | — | COMMON STOCK | 896047503 |
| SBLK | STAR BULK CARRIERS CORP | 32,579,506 | $316M | 4.7% | $9.71 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 9,893,300 | $240M | 3.6% | $24.26 | — | — | COMMON STOCK | 02005N100 |
| — | ALTABA INC | 3,111,588 | $206M | 3.1% | $66.24 | — | — | COMMON STOCK | 021346101 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 4,047,500 | $152M | 2.3% | $37.55 | — | — | ADR | 874039100 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 9,240,139 | $127M | 1.9% | $13.70 | — | — | ADR | 465562106 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 682,345 | $118M | 1.8% | $172.71 | — | — | ADR | 01609W102 |
| — | CEMEX SAB DE CV | 84,165,000 | $94.75M | 1.4% | $1.13 | — | — | CV SUB NT | 151290BR3 |
| VALE | VALE SA | 9,037,993 | $91.01M | 1.4% | $10.07 | — | — | COMMON STOCK | 91912E105 |
| — | DYNEGY INC | 8,424,322 | $82.47M | 1.2% | $9.79 | — | — | COMMON STOCK | 26817R108 |
| — | ALTABA INC | 55,871,000 | $72.8M | 1.1% | $1.30 | — | — | CV SR UNSEC NT | 984332AF3 |
| NMIH | NMI HOLDINGS INC | 5,816,443 | $72.12M | 1.1% | $12.40 | — | — | COMMON STOCK | 629209305 |
| — | ON SEMICONDUCTOR CORP | 59,555,000 | $71.17M | 1.1% | $1.20 | — | — | CV SR UNSEC NT | 682189AK1 |
| IBN | ICICI BANK LTD-SPON ADR | 7,667,330 | $65.63M | 1.0% | $8.56 | — | — | ADR | 45104G104 |
| — | TESLA INC | 55,865,000 | $63.02M | 0.9% | $1.13 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | MICRON TECHNOLOGY INC | 43,804,000 | $60.73M | 0.9% | $1.39 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | RESOURCE CAPITAL CORP | 58,495,000 | $60.56M | 0.9% | $1.04 | — | — | CV SR UNSEC NT | 76120WAC8 |
| — | GENER8 MARITIME INC | 13,062,118 | $58.91M | 0.9% | $4.51 | — | — | COMMON STOCK | Y26889108 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 5,805,863 | $56.09M | 0.8% | $9.66 | — | — | ADR | 71654V101 |
| — | BLACKHAWK NETWORK HOLDINGS INC | 47,000,000 | $52.43M | 0.8% | $1.12 | — | — | CV SR UNSEC NT | 09238EAB0 |
| FBP | FIRST BANCORP/PUERTO RICO | 10,034,725 | $51.38M | 0.8% | $5.12 | — | — | COMMON STOCK | 318672706 |
| — | PRICELINE GROUP INC/THE | 43,849,000 | $50.64M | 0.8% | $1.15 | — | — | CV SR UNSEC NT | 741503AX4 |
| CX | CEMEX SAB DE CV | 5,454,646 | $49.53M | 0.7% | $9.08 | — | — | COMMON STOCK ADR | 151290889 |
| — | CTRIP.COM INTERNATIONAL LTD | 45,525,000 | $49.12M | 0.7% | $1.08 | — | — | CV SR UNSEC NT | 22943FAM2 |
| — | BECTON DICKINSON AND CO | 866,470 | $47.88M | 0.7% | $55.26 | — | — | 6.125% CV PFD | 075887208 |
| — | LIVE NATION ENTERTAINMENT INC | 35,207,000 | $46.73M | 0.7% | $1.33 | — | — | CV SR UNSEC NT | 538034AJ8 |
| — | BRF SA-ADR | 3,062,998 | $44.14M | 0.7% | $14.41 | — | — | ADR | 10552T107 |
| — | ILLUMINA INC | 40,125,000 | $42.55M | 0.6% | $1.06 | — | — | CV SR UNSEC NT | 452327AF6 |
| — | GENERAL CABLE CORP | 45,270,000 | $40.71M | 0.6% | $0.90 | — | — | CV SUB NT MULTI-CPN PNC | 369300AL2 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $40.44M | 0.6% | $10.34 | — | — | COMMON STOCK | 29276K101 |
| — | RTI INTERNATIONAL METALS INC | 36,665,000 | $40.36M | 0.6% | $1.10 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | WELLS FARGO & CO | 30,659 | $40.32M | 0.6% | $1315.05 | — | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| XHB | SPDR S&P HOMEBUILDERS ETF | 1,000,000 | $39.82M | 0.6% | $39.82 | — | — | Put | 78464A888 |
| STKL | SUNOPTA INC | 4,392,699 | $38.22M | 0.6% | $8.70 | — | — | COMMON STOCK | 8676EP108 |
| — | CYPRESS SEMICONDUCTOR CORP | 28,998,000 | $37.94M | 0.6% | $1.31 | — | — | CV SR UNSEC NT | 232806AM1 |
| — | BLACKSTONE MORTGAGE TRUST INC | 37,560,000 | $37.85M | 0.6% | $1.01 | — | — | CV SR UNSEC NT | 09257WAB6 |
| — | LIBERTY MEDIA CORP | 35,118,000 | $37.42M | 0.6% | $1.07 | — | — | CV SR UNSEC NT (EXCH: TWX) | 531229AE2 |
| — | LIBERTY INTERACTIVE LLC | 31,320,000 | $37.32M | 0.6% | $1.19 | — | — | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 |
| CCS | CENTURY COMMUNITIES INC | 1,469,003 | $36.28M | 0.5% | $24.70 | — | — | COMMON STOCK | 156504300 |
| — | RESOURCE CAPITAL CORP | 35,278,000 | $36.16M | 0.5% | $1.03 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| ABEV | AMBEV SA-ADR | 5,466,785 | $36.03M | 0.5% | $6.59 | — | — | ADR | 02319V103 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,809,291 | $33.6M | 0.5% | $18.57 | — | — | COMMON STOCK | 63861C109 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 30,280,000 | $32.41M | 0.5% | $1.07 | — | — | CV SR UNSEC NT | 458118AC0 |
| — | NEXTERA ENERGY INC | 580,525 | $32.09M | 0.5% | $55.28 | — | — | 6.123% CV PFD | 65339F820 |
| — | CROWN CASTLE INTERNATIONAL CORP | 30,000 | $32.04M | 0.5% | $1068.03 | — | — | 6.875% CV PFD | 22822V309 |
| — | HERBALIFE LTD | 31,655,000 | $31.9M | 0.5% | $1.01 | — | — | CV SR UNSEC NT | 42703MAB9 |
| — | AZUL SA-ADR | 1,154,741 | $31.7M | 0.5% | $27.45 | — | — | ADR | 05501U106 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 29,488,000 | $31.49M | 0.5% | $1.07 | — | — | CV SR UNSEC NT | 01988PAD0 |
| — | ANTHEM INC | 596,530 | $31.19M | 0.5% | $52.29 | — | — | 5.25% CV MAND PFD | 036752202 |
| — | WEATHERFORD INTERNATIONAL LTD | 27,500,000 | $30.2M | 0.5% | $1.10 | — | — | CV SR UNSEC NT | 947075AH0 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 3,237,041 | $30.07M | 0.4% | $9.29 | — | — | ADR | 035128206 |
| — | PALO ALTO NETWORKS INC | 21,000,000 | $28.99M | 0.4% | $1.38 | — | — | CV SR UNSEC NT | 697435AB1 |
| — | CNOOC LTD-SPON ADR | 223,071 | $28.93M | 0.4% | $129.70 | — | — | ADR | 126132109 |
| — | SSR MINING INC | 28,597,000 | $28.92M | 0.4% | $1.01 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | IONIS PHARMACEUTICALS INC | 27,195,000 | $28.89M | 0.4% | $1.06 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | COMSTOCK RESOURCES INC | 35,498,104 | $28.56M | 0.4% | $0.80 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AN4 |
| — | STANLEY BLACK & DECKER INC | 243,100 | $27.87M | 0.4% | $114.65 | — | — | 5.375% CV PFD | 854502887 |
| — | SEACOR HOLDINGS INC | 30,397,000 | $27.2M | 0.4% | $0.89 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,340,000 | $26.56M | 0.4% | $11.35 | — | — | COMMON STOCK | 55933J203 |
| — | PENNYMAC CORP | 26,427,000 | $26.29M | 0.4% | $0.99 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | AMERICAN TOWER CORP | 210,561 | $25.71M | 0.4% | $122.08 | — | — | 5.50% MAND CV SER-B PFD REIT | 03027X407 |
| — | JAZZ INVESTMENTS I LTD | 24,268,000 | $25.67M | 0.4% | $1.06 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | NEVRO CORP | 21,370,000 | $25.48M | 0.4% | $1.19 | — | — | CV SR UNSEC NT | 64157FAA1 |
| — | SOLARCITY CORP | 26,665,000 | $25.33M | 0.4% | $0.95 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | NATIONAL CINEMEDIA INC | 3,625,000 | $25.3M | 0.4% | $6.98 | — | — | COMMON STOCK | 635309107 |
| — | CALATLANTIC GROUP INC | 25,750,000 | $24.84M | 0.4% | $0.96 | — | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | INNOVIVA INC | 25,290,000 | $24.63M | 0.4% | $0.97 | — | — | CV SUB NT | 88338TAB0 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 968,078 | $24.46M | 0.4% | $25.27 | — | — | COMMON STOCK | 531229888 |
| — | TWITTER INC | 24,830,000 | $23.53M | 0.4% | $0.95 | — | — | CV SR UNSEC NT | 90184LAB8 |
| — | ELECTRONICS FOR IMAGING INC | 22,293,000 | $23.26M | 0.3% | $1.04 | — | — | CV SR UNSEC NT | 286082AC6 |
| — | PATTERN ENERGY GROUP INC | 20,250,000 | $21.02M | 0.3% | $1.04 | — | — | CV SR UNSEC NT | 70338PAB6 |
| — | ENCORE CAPITAL GROUP INC | 18,196,000 | $20.95M | 0.3% | $1.15 | — | — | CV SR UNSEC NT | 292554AF9 |
| — | KB HOME | 19,675,000 | $20.8M | 0.3% | $1.06 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | REDWOOD TRUST INC | 19,811,000 | $20.59M | 0.3% | $1.04 | — | — | CV SR UNSEC NT | 749772AB5 |
| — | HURON CONSULTING GROUP INC | 21,973,000 | $20.55M | 0.3% | $0.94 | — | — | CV SR UNSEC NT | 447462AB8 |
| — | DOMINION ENERGY INC | 404,000 | $20.5M | 0.3% | $50.75 | — | — | 6.75% CV PFD | 25746U836 |
| — | BIOMARIN PHARMACEUTICAL INC | 17,801,000 | $19.91M | 0.3% | $1.12 | — | — | CV SR SUB NT | 09061GAE1 |
| — | WAYFAIR INC | 20,000,000 | $19.37M | 0.3% | $0.97 | — | — | CV SR UNSEC NT 144A PNC | 94419LAA9 |
| — | ENVESTNET INC | 18,227,000 | $19.21M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | 29404KAA4 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 16,000,000 | $19.18M | 0.3% | $1.20 | — | — | CV SR UNSEC NT | 049164BH8 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 17,408,000 | $18.88M | 0.3% | $1.08 | — | — | CV SR UNSEC NT REIT | 03762UAA3 |
| — | OCEAN RIG UDW INC | 794,183 | $18.88M | 0.3% | $23.77 | — | — | COMMON STOCK | G66964118 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 25,296 | $18.66M | 0.3% | $737.82 | — | — | 5.50% MAND CV PFD SER A | G0177J116 |
| — | 51JOB INC | 12,435,000 | $18.45M | 0.3% | $1.48 | — | — | CV SR NT | 316827AC8 |
| — | CHART INDUSTRIES INC | 18,354,000 | $18.34M | 0.3% | $1.00 | — | — | CV SR SUB NT | 16115QAC4 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 17,970,000 | $18.25M | 0.3% | $1.02 | — | — | CV SR UNSEC NT | 03762UAB1 |
| — | BROOKDALE SENIOR LIVING INC | 17,950,000 | $17.9M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | BONANZA CREEK ENERGY INC | 526,173 | $17.36M | 0.3% | $32.99 | — | — | COMMON STOCK | 097793400 |
| — | LIBERTY VENTURES | 300,000 | $17.27M | 0.3% | $57.55 | — | — | COMMON STOCK | 53071M856 |
| — | CALAMP CORP | 16,000,000 | $17.2M | 0.3% | $1.07 | — | — | CV SR UNSEC NT | 128126AB5 |
| GGB | GERDAU SA -SPON ADR | 5,005,057 | $17.17M | 0.3% | $3.43 | — | — | ADR | 373737105 |
| — | VEREIT INC | 17,000,000 | $17.11M | 0.3% | $1.01 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 16,035,000 | $16.79M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | G81075AF3 |
| — | STARWOOD PROPERTY TRUST INC | 16,500,000 | $16.73M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 85571BAH8 |
| — | EZCORP INC | 16,840,000 | $16.61M | 0.2% | $0.99 | — | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| VSH | VISHAY INTERTECHNOLOGY INC | 880,000 | $16.54M | 0.2% | $18.80 | — | — | COMMON STOCK | 928298108 |
| — | NEW YORK MORTGAGE TRUST INC | 16,445,000 | $16.42M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 649604AD7 |
| — | PROOFPOINT INC | 13,000,000 | $16.34M | 0.2% | $1.26 | — | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | LIBERTY MEDIA CORP | 13,513,000 | $16.3M | 0.2% | $1.21 | — | — | CV SR UNSEC NT (BASKET: LMCA/FWONA...) | 531229AB8 |
| — | COMSTOCK RESOURCES INC | 19,947,031 | $16.27M | 0.2% | $0.82 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AM6 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 15,710,000 | $16.22M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 41068XAB6 |
| — | IMPAX LABORATORIES INC | 17,860,000 | $16.18M | 0.2% | $0.91 | — | — | CV SR UNSEC NT | 45256BAE1 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $15.95M | 0.2% | $10.00 | — | — | COMMON STOCK | 892231101 |
| — | ENCORE CAPITAL GROUP INC | 15,931,000 | $15.92M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 292554AH5 |
| MTG | MGIC INVESTMENT CORP | 1,265,000 | $15.85M | 0.2% | $12.53 | — | — | COMMON STOCK | 552848103 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 15,095,000 | $15.85M | 0.2% | $1.05 | — | — | CV SR UNSEC NT 144A | 57164YAA5 |
| — | QUIDEL CORP | 10,182,000 | $15.51M | 0.2% | $1.52 | — | — | CV SR UNSEC NT | 74838JAA9 |
| — | TUTOR PERINI CORP | 13,090,000 | $15.34M | 0.2% | $1.17 | — | — | CV SR UNSEC NT PNC | 901109AD0 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15.22M | 0.2% | $10.15 | — | — | COMMON STOCK | 57682V205 |
| — | CTRIP.COM INTERNATIONAL-ADR | 285,066 | $15.03M | 0.2% | $52.74 | — | — | ADR | 22943F100 |
| — | SUNPOWER CORP | 18,077,000 | $15.03M | 0.2% | $0.83 | — | — | CV SR UNSEC NT | 867652AL3 |
| — | VERSO CORP | 2,921,971 | $14.87M | 0.2% | $5.09 | — | — | COMMON STOCK | 92531L207 |
| — | VECTOR GROUP LTD | 12,515,000 | $14.34M | 0.2% | $1.15 | — | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 13,540,000 | $14.19M | 0.2% | $1.05 | — | — | CV SR UNSEC NT | 092533AC2 |
| — | ACORDA THERAPEUTICS INC | 15,690,000 | $14.18M | 0.2% | $0.90 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 13,835,000 | $13.73M | 0.2% | $0.99 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 14,120,000 | $13.7M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 60786LAB3 |
| — | AMAG PHARMACEUTICALS INC | 14,000,000 | $13.66M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 00163UAD8 |
| — | PRA GROUP INC | 14,746,000 | $13.52M | 0.2% | $0.92 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | WRIGHT MEDICAL GROUP INC | 12,450,000 | $13.51M | 0.2% | $1.09 | — | — | CV SR UNSEC NT | 98235TAE7 |
| — | WPX ENERGY INC | 250,000 | $13.34M | 0.2% | $53.36 | — | — | 6.25% MAND CV PFD | 98212B202 |
| — | DYNEGY INC | 195,500 | $13.17M | 0.2% | $67.37 | — | — | 7% CV PFD | 26817R405 |
| — | TICC CAPITAL CORP | 13,000,000 | $13.12M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87244TAB5 |
| — | COLONY NORTHSTAR INC | 12,742,000 | $13.11M | 0.2% | $1.03 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | TWO HARBORS INVESTMENT CORP | 12,130,000 | $12.96M | 0.2% | $1.07 | — | — | CV SR UNSEC NT | 90187BAA9 |
| — | KINDER MORGAN INC/DE | 300,000 | $12.77M | 0.2% | $42.55 | — | — | 9.75& CV MAND PFD | 49456B200 |
| — | SMART GLOBAL HOLDINGS INC | 468,185 | $12.54M | 0.2% | $26.78 | — | — | COMMON STOCK | G8232Y101 |
| — | CITRIX SYSTEMS INC | 10,662,000 | $12.41M | 0.2% | $1.16 | — | — | CV SR UNSEC NT | 177376AD2 |
| — | CHENIERE ENERGY INC | 17,814,000 | $12.36M | 0.2% | $0.69 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | TITAN MACHINERY INC | 12,307,000 | $12.15M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,000,000 | $12.14M | 0.2% | $1.21 | — | — | CV SR SUB NT | 09061GAF8 |
| — | TPG SPECIALTY LENDING INC | 11,583,000 | $12.09M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | STARWOOD PROPERTY TRUST INC | 12,040,000 | $12.08M | 0.2% | $1.00 | — | — | CV SR UNSEC NT REIT | 85571BAC9 |
| — | CANADIAN SOLAR INC | 11,750,000 | $11.43M | 0.2% | $0.97 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | GREEN PLAINS INC | 10,730,000 | $11.1M | 0.2% | $1.03 | — | — | CV SR UNSEC NT PNC | 393222AF1 |
| SPY | SPDR S&P500 ETF TRUST | 43,000 | $10.8M | 0.2% | $251.23 | — | — | Put | 78462F103 |
| — | OASIS PETROLEUM INC | 10,000,000 | $10.74M | 0.2% | $1.07 | — | — | CV SR UNSEC NT PNC | 674215AJ7 |
| — | BELLATRIX EXPLORATION LTD | 3,750,000 | $10.67M | 0.2% | $2.85 | — | — | COMMON STOCK | 078314507 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 10,400,000 | $10.36M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 95790DAA3 |
| — | GOGO INC | 11,320,000 | $10.33M | 0.2% | $0.91 | — | — | CV SR UNSEC NT | 38046CAB5 |
| — | STONEMOR PARTNERS LP | 1,525,000 | $9.943M | 0.1% | $6.52 | — | — | COMMON STOCK | 86183Q100 |
| — | NEW MOUNTAIN FINANCE CORP | 9,500,000 | $9.922M | 0.1% | $1.04 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | COWEN INC | 9,180,000 | $9.668M | 0.1% | $1.05 | — | — | CV SR UNSEC NT | 223622AB7 |
| — | COLONY NORTHSTAR INC | 9,560,000 | $9.65M | 0.1% | $1.01 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | AKAMAI TECHNOLOGIES INC | 9,636,000 | $9.411M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 00971TAG6 |
| — | HCI GROUP INC | 9,000,000 | $8.928M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 40416EAB9 |
| — | NUANCE COMMUNICATIONS INC | 8,615,000 | $8.603M | 0.1% | $1.00 | — | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| — | NAVISTAR INTERNATIONAL CORP | 7,670,000 | $8.433M | 0.1% | $1.10 | — | — | CV SR SUB NT PNC | 63934EAS7 |
| — | PTC THERAPEUTICS INC | 10,355,000 | $8.417M | 0.1% | $0.81 | — | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | JEFFERIES GROUP LLC | 8,279,000 | $8.33M | 0.1% | $1.01 | — | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | YANDEX NV | 7,827,000 | $7.829M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 98474TAB3 |
| — | BANK OF AMERICA CORP | 6,000 | $7.808M | 0.1% | $1301.33 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | TCP CAPITAL CORP | 7,356,000 | $7.793M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | PDL BIOPHARMA INC | 6,665,000 | $7.135M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 69329YAG9 |
| — | VEON LTD | 1,678,900 | $7.018M | 0.1% | $4.18 | — | — | COMMON STOCK ADR | 91822M106 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,884,000 | $6.997M | 0.1% | $1.19 | — | — | CV SR UNSEC NT | 46333XAD0 |
| — | VIAVI SOLUTIONS INC | 6,605,000 | $6.929M | 0.1% | $1.05 | — | — | CV SR UNSEC NT | 46612JAF8 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 6,940,000 | $6.843M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | ULTRA PETROLEUM CORP | 788,166 | $6.834M | 0.1% | $8.67 | — | — | COMMON STOCK | 903914208 |
| — | M/I HOMES INC | 6,641,000 | $6.721M | 0.1% | $1.01 | — | — | CV SR SUB NT PNC | 55292PAB1 |
| — | HORIZON PHARMA INVESTMENT LTD | 7,397,000 | $6.715M | 0.1% | $0.91 | — | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | DHT HOLDINGS INC | 6,660,000 | $6.617M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | ACETO CORP | 7,370,000 | $6.599M | 0.1% | $0.90 | — | — | CV SR UNSEC NT | 004446AD2 |
| — | CONTANGO OIL & GAS CO | 1,296,813 | $6.524M | 0.1% | $5.03 | — | — | COMMON STOCK | 21075N204 |
| — | ECHO GLOBAL LOGISTICS INC | 6,486,000 | $6.246M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 27875TAA9 |
| — | SUCAMPO PHARMACEUTICALS INC | 6,000,000 | $6.219M | 0.1% | $1.04 | — | — | CV SR UNSEC NT 144A | 864909AA4 |
| — | NAVISTAR INTERNATIONAL CORP | 5,650,000 | $5.904M | 0.1% | $1.04 | — | — | CV SR SUB NT PNC | 63934EAQ1 |
| — | SPECTRUM PHARMACEUTICALS INC | 4,269,000 | $5.861M | 0.1% | $1.37 | — | — | CV SR UNSEC NT | 84763AAB4 |
| — | WHITING PETROLEUM CORP | 6,382,000 | $5.717M | 0.1% | $0.90 | — | — | CV SR UNSEC NT | 966387AL6 |
| — | POWERSHARES QQQ TRUST SERIES 1 | 37,000 | $5.382M | 0.1% | $145.46 | — | — | Put | 73935A104 |
| — | FIESTA RESTAURANT GROUP INC | 276,714 | $5.258M | 0.1% | $19.00 | — | — | COMMON STOCK | 31660B101 |
| — | RADIUS HEALTH INC | 5,000,000 | $5.043M | 0.1% | $1.01 | — | — | CV SR UNSEC NT PNC | 750469AA6 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,953,000 | $5.042M | 0.1% | $1.02 | — | — | CV SR SUB NT | 09061GAH4 |
| — | K HOVNANIAN ENTERPRISES INC | 5,000,000 | $4.995M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 442488BN1 |
| — | PDL BIOPHARMA INC | 4,940,000 | $4.94M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 69329YAF1 |
| — | GSV CAPITAL CORP | 4,960,000 | $4.929M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | CIT GROUP INC | 100,000 | $4.905M | 0.1% | $49.05 | — | — | COMMON STOCK | 125581801 |
| — | ENERGY TRANSFER PARTNERS LP | 267,000 | $4.883M | 0.1% | $18.29 | — | — | COMMON STOCK | 29278N103 |
| — | VERINT SYSTEMS INC | 4,900,000 | $4.811M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | REGIS CORP | 321,890 | $4.593M | 0.1% | $14.27 | — | — | COMMON STOCK | 758932107 |
| — | CSG SYSTEMS INTERNATIONAL INC | 4,158,000 | $4.497M | 0.1% | $1.08 | — | — | CV SR UNSEC NT PNC | 126349AF6 |
| — | FORESTAR GROUP INC | 4,400,000 | $4.466M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 4,000,000 | $4.065M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 092533AB4 |
| — | DYCOM INDUSTRIES INC | 3,554,000 | $4.064M | 0.1% | $1.14 | — | — | CV SR UNSEC NT | 267475AB7 |
| — | PROSPECT CAPITAL CORP | 4,000,000 | $4.059M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 74348TAQ5 |
| — | REDWOOD TRUST INC | 4,000,000 | $3.986M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 758075AC9 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $3.558M | 0.1% | $4.53 | — | — | COMMON STOCK | Y2187A143 |
| — | MIDSTATES PETROLEUM CO INC | 204,107 | $3.172M | 0.0% | $15.54 | — | — | COMMON STOCK | 59804T407 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $3.122M | 0.0% | $15.40 | — | — | COMMON STOCK | 30227M105 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $3.116M | 0.0% | $10.44 | — | — | COMMON STOCK ADR | 607409109 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.868M | 0.0% | $3.50 | — | — | COMMON STOCK | Y11082107 |
| — | EXCO RESOURCES INC | 2,051,579 | $2.75M | 0.0% | $1.34 | — | — | COMMON STOCK | 269279501 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $2.712M | 0.0% | $20.09 | — | — | COMMON STOCK | 80007P869 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 246,161 | $2.471M | 0.0% | $10.04 | — | — | ADR | 71654V408 |
| NBIS | YANDEX NV | 65,500 | $2.158M | 0.0% | $32.95 | — | — | COMMON STOCK | N97284108 |
| — | CARDTRONICS INC | 2,335,000 | $2.146M | 0.0% | $0.92 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1.27M | 0.0% | $1.04 | — | — | CV SR SUB NT | 01167PAE1 |
| — | RENEWABLE ENERGY GROUP INC | 1,009,000 | $1.094M | 0.0% | $1.08 | — | — | CV SR UNSEC NT | 75972AAA1 |
| — | DEPOMED INC | 1,255,000 | $932K | 0.0% | $0.74 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | VITAMIN SHOPPE INC | 1,218,000 | $904K | 0.0% | $0.74 | — | — | CV SR UNSEC NT | 92849EAB7 |
| INDA | ISHARES MSCI INDIA ETF | 22,200 | $730K | 0.0% | $32.88 | — | — | ETP | 46429B598 |
| INFY | INFOSYS LTD-SP ADR | 31,701 | $463K | 0.0% | $14.61 | — | — | ADR | 456788108 |