Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value: $6.381B (65.3% shares, 34.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 50,280,227 | $921M | 14.4% | $18.32 | — | — | COMMON STOCK | 92840M102 |
| SBLK | STAR BULK CARRIERS CORP | 32,579,506 | $367M | 5.7% | $11.26 | — | — | COMMON STOCK | Y8162K204 |
| — | TRIBUNE MEDIA CO | 7,184,998 | $305M | 4.8% | $42.47 | — | — | COMMON STOCK | 896047503 |
| ALLY | ALLY FINANCIAL INC | 9,760,000 | $285M | 4.5% | $29.16 | — | — | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMI. | 3,566,356 | $141M | 2.2% | $39.65 | — | — | ADR | 874039100 |
| ITUB | BANCO ITAU | 9,234,691 | $120M | 1.9% | $13.00 | — | — | COMMON STOCK | 465562106 |
| VALE | VALE SA | 9,411,396 | $115M | 1.8% | $12.23 | — | — | COMMON STOCK | 91912E105 |
| — | DYNEGY INC | 8,424,322 | $99.83M | 1.6% | $11.85 | — | — | COMMON STOCK | 26817R108 |
| NMIH | NMI HOLDINGS INC | 5,681,992 | $96.59M | 1.5% | $17.00 | — | — | COMMON STOCK | 629209305 |
| — | GENER8 MARITIME INC | 13,062,118 | $86.47M | 1.4% | $6.62 | — | — | COMMON STOCK | Y26889108 |
| IBN | ICICI BANK LTD. | 8,804,316 | $85.67M | 1.3% | $9.73 | — | — | COMMON STOCK | 45104G104 |
| BABA | ALIBABA.COM | 491,227 | $84.7M | 1.3% | $172.43 | — | — | COMMON STOCK | 01609W102 |
| — | ALTABA INC | 1,061,588 | $74.15M | 1.2% | $69.85 | — | — | COMMON STOCK | 021346101 |
| XHB | SPDR S&P500 ETF TRUST | 250,000 | $66.72M | 1.0% | $266.86 | — | — | Put | 78464A888 |
| STKL | SUNOPTA INC | 8,092,699 | $62.72M | 1.0% | $7.75 | — | — | COMMON STOCK | 8676EP108 |
| — | AKAMAI TECHNOLOGIES INC | 61,389,000 | $61.89M | 1.0% | $1.01 | — | — | CONVERTIBLE BOND | 00971TAG6 |
| — | CITRIX SYSTEMS INC | 46,643,000 | $60.43M | 0.9% | $1.30 | — | — | CONVERTIBLE BOND | 177376AD2 |
| PBR/A | PETROBRAS | 5,880,090 | $57.8M | 0.9% | $9.83 | — | — | ADR | 71654V101 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $56.57M | 0.9% | $31.10 | — | — | COMMON STOCK | 156504300 |
| — | RESOURCE CAPITAL CORP | 58,335,000 | $55.27M | 0.9% | $0.95 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| — | ILLUMINA INC | 49,210,000 | $53.64M | 0.8% | $1.09 | — | — | CONVERTIBLE BOND | 452327AF6 |
| — | VERSO CORP | 2,730,388 | $47.97M | 0.8% | $17.57 | — | — | COMMON STOCK | 92531L207 |
| FBP | FIRST BANCORP/PUERTO RICO | 9,334,725 | $47.61M | 0.7% | $5.10 | — | — | COMMON STOCK | 318672706 |
| — | CROWN CASTLE INTERNATIONAL CORP | 42,009 | $47.58M | 0.7% | $1132.52 | — | — | CONVERTIBLE PREFERRED | 22822V309 |
| — | BECTON DICKINSON AND CO | 819,220 | $47.43M | 0.7% | $57.90 | — | — | CONVERTIBLE PREFERRED | 075887208 |
| INFY | INFOSYS TECHNOLOGIES-SP ADR | 2,866,600 | $46.5M | 0.7% | $16.22 | — | — | COMMON STOCK | 456788108 |
| — | BRF - BRASIL FOODS SA | 3,977,774 | $44.79M | 0.7% | $11.26 | — | — | COMMON STOCK | 10552T107 |
| SPY | SPDR S&P HOMEBUILDERS ETF | 1,000,000 | $44.26M | 0.7% | $44.26 | — | — | Put | 78462F103 |
| — | ALTABA INC | 32,421,000 | $43.79M | 0.7% | $1.35 | — | — | CONVERTIBLE BOND | 984332AF3 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 42,850,000 | $43.63M | 0.7% | $1.02 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | BLACKSTONE MORTGAGE TRUST INC | 42,570,000 | $43.39M | 0.7% | $1.02 | — | — | CONVERTIBLE BOND | 09257WAB6 |
| — | ANTHEM INC | 764,930 | $42.84M | 0.7% | $56.00 | — | — | CONVERTIBLE PREFERRED | 036752202 |
| — | ON SEMICONDUCTOR CORP | 33,025,000 | $42.31M | 0.7% | $1.28 | — | — | CONVERTIBLE BOND | 682189AK1 |
| — | WELLS FARGO & CO | 32,077 | $42.02M | 0.7% | $1309.97 | — | — | CONVERTIBLE PREFERRED | 949746804 |
| — | DYCOM INDUSTRIES INC | 31,221,000 | $40.86M | 0.6% | $1.31 | — | — | CONVERTIBLE BOND | 267475AB7 |
| — | LIVE NATION ENTERTAINMENT INC | 29,251,000 | $37.9M | 0.6% | $1.30 | — | — | CONVERTIBLE BOND | 538034AJ8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 35,233,000 | $37.81M | 0.6% | $1.07 | — | — | CONVERTIBLE BOND | 01988PAD0 |
| — | COMSTOCK RESOURCES INC | 39,279,264 | $36.53M | 0.6% | $0.93 | — | — | CONVERTIBLE BOND | 205768AN4 |
| ABEV | COMPANIA DE BEBIDAS DAS AME (AMBEV) | 5,508,041 | $35.58M | 0.6% | $6.46 | — | — | COMMON STOCK | 02319V103 |
| — | RESOURCE CAPITAL CORP | 34,928,000 | $35.49M | 0.6% | $1.02 | — | — | CONVERTIBLE BOND | 76120WAA2 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,909,645 | $35.33M | 0.6% | $18.50 | — | — | COMMON STOCK | 63861C109 |
| — | CYPRESS SEMICONDUCTOR CORP | 26,316,000 | $34.6M | 0.5% | $1.31 | — | — | CONVERTIBLE BOND | 232806AM1 |
| — | ANGLOGOLD ASHANTI LTD | 3,370,322 | $34.34M | 0.5% | $10.19 | — | — | ADR | 035128206 |
| — | SEACOR HOLDINGS INC | 33,867,000 | $32.15M | 0.5% | $0.95 | — | — | CONVERTIBLE BOND | 81170YAB5 |
| — | IONIS PHARMACEUTICALS INC | 30,365,000 | $32.13M | 0.5% | $1.06 | — | — | CONVERTIBLE BOND | 464337AJ3 |
| — | KB HOME | 25,945,000 | $31.88M | 0.5% | $1.23 | — | — | CONVERTIBLE BOND | 48666KAS8 |
| RYAM | RAYONIER ADVANCED MATERIALS INC | 1,557,493 | $31.85M | 0.5% | $20.45 | — | — | COMMON STOCK | 75508B104 |
| — | CNOOC LIMITED | 220,967 | $31.72M | 0.5% | $143.56 | — | — | ADR | 126132109 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 27,725,000 | $31M | 0.5% | $1.12 | — | — | CONVERTIBLE BOND | 458118AC0 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,915,000 | $30.82M | 0.5% | $1.19 | — | — | CONVERTIBLE BOND | 09061GAF8 |
| — | NEXTERA ENERGY INC | 543,715 | $30.56M | 0.5% | $56.20 | — | — | CONVERTIBLE PREFERRED | 65339F820 |
| — | HERBALIFE LTD | 30,185,000 | $30.41M | 0.5% | $1.01 | — | — | CONVERTIBLE BOND | 42703MAB9 |
| CX | CEMEX SA-SPONSORED ADR | 3,990,115 | $29.93M | 0.5% | $7.50 | — | — | COMMON STOCK | 151290889 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,000,000 | $29.85M | 0.5% | $9.95 | — | — | COMMON STOCK | 55933J203 |
| — | CTRIP.COM INTERNATIONAL LTD | 653,202 | $28.81M | 0.5% | $44.10 | — | — | COMMON STOCK | 22943F100 |
| TV | TELEVISA | 1,529,453 | $28.55M | 0.4% | $18.67 | — | — | ADR | 40049J206 |
| — | PENNYMAC CORP | 28,732,000 | $28.43M | 0.4% | $0.99 | — | — | CONVERTIBLE BOND | 70932AAB9 |
| — | AZUL SA | 1,168,341 | $27.84M | 0.4% | $23.83 | — | — | COMMON STOCK | 05501U106 |
| — | STANLEY BLACK & DECKER INC | 225,715 | $27.71M | 0.4% | $122.75 | — | — | CONVERTIBLE PREFERRED | 854502887 |
| — | PALO ALTO NETWORKS INC | 19,535,000 | $26.8M | 0.4% | $1.37 | — | — | CONVERTIBLE BOND | 697435AB1 |
| — | WEATHERFORD INTERNATIONAL LTD | 24,500,000 | $26.61M | 0.4% | $1.09 | — | — | CONVERTIBLE BOND | 947075AH0 |
| — | HURON CONSULTING GROUP INC | 28,161,000 | $26.35M | 0.4% | $0.94 | — | — | CONVERTIBLE BOND | 447462AB8 |
| — | SSR MINING INC | 26,482,000 | $25.95M | 0.4% | $0.98 | — | — | CONVERTIBLE BOND | 82823LAC0 |
| — | TWITTER INC | 27,030,000 | $25.88M | 0.4% | $0.96 | — | — | CONVERTIBLE BOND | 90184LAB8 |
| — | VEREIT INC | 25,360,000 | $25.39M | 0.4% | $1.00 | — | — | CONVERTIBLE BOND | 02917TAA2 |
| — | NATIONAL CINEMEDIA INC | 3,625,000 | $24.87M | 0.4% | $6.86 | — | — | COMMON STOCK | 635309107 |
| — | AMERICAN TOWER CORP | 197,196 | $24.8M | 0.4% | $125.75 | — | — | CONVERTIBLE PREFERRED | 03027X407 |
| — | STONEMOR PARTNERS LP | 3,750,000 | $24.6M | 0.4% | $6.56 | — | — | COMMON STOCK | 86183Q100 |
| — | HORIZON PHARMA INVESTMENT LTD | 26,127,000 | $24.4M | 0.4% | $0.93 | — | — | CONVERTIBLE BOND | 44052TAB7 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 21,620,000 | $24.25M | 0.4% | $1.12 | — | — | CONVERTIBLE BOND | 57164YAA5 |
| — | NUVASIVE INC | 20,500,000 | $24.14M | 0.4% | $1.18 | — | — | CONVERTIBLE BOND | 670704AG0 |
| — | PATTERN ENERGY GROUP INC | 23,665,000 | $24.12M | 0.4% | $1.02 | — | — | CONVERTIBLE BOND | 70338PAB6 |
| — | RTI INTERNATIONAL METALS INC | 20,830,000 | $23.88M | 0.4% | $1.15 | — | — | CONVERTIBLE BOND | 74973WAB3 |
| — | PRA GROUP INC | 23,776,000 | $22.82M | 0.4% | $0.96 | — | — | CONVERTIBLE BOND | 73640QAB1 |
| — | INTERCEPT PHARMACEUTICALS INC | 28,415,000 | $22.73M | 0.4% | $0.80 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $22.45M | 0.4% | $5.74 | — | — | COMMON STOCK | 29276K101 |
| — | INNOVIVA INC | 21,950,000 | $21.81M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 88338TAB0 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 20,295,000 | $21.77M | 0.3% | $1.07 | — | — | CONVERTIBLE BOND | G81075AF3 |
| — | OCEAN RIG UDW INC | 794,183 | $21.28M | 0.3% | $26.80 | — | — | COMMON STOCK | G66964118 |
| — | CTRIP.COM INTERNATIONAL LTD | 20,670,000 | $21.16M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 22943FAM2 |
| — | MICRON TECHNOLOGY INC | 14,381,000 | $20.81M | 0.3% | $1.45 | — | — | CONVERTIBLE BOND | 595112AY9 |
| — | BROOKDALE SENIOR LIVING INC | 20,722,000 | $20.73M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 112463AA2 |
| — | INSULET CORP | 15,800,000 | $20.68M | 0.3% | $1.31 | — | — | CONVERTIBLE BOND | 45784PAF8 |
| — | REDWOOD TRUST INC | 20,189,000 | $20.44M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 749772AB5 |
| — | DOMINION ENERGY INC | 381,800 | $19.72M | 0.3% | $51.66 | — | — | CONVERTIBLE PREFERRED | 25746U836 |
| — | NAVISTAR INTERNATIONAL CORP | 17,980,000 | $19.53M | 0.3% | $1.09 | — | — | CONVERTIBLE BOND | 63934EAS7 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 197,000 | $19.27M | 0.3% | $97.81 | — | — | Put | 92189F676 |
| — | DYNEGY INC | 242,400 | $19.2M | 0.3% | $79.22 | — | — | CONVERTIBLE PREFERRED | 26817R405 |
| — | COMSTOCK RESOURCES INC | 20,719,978 | $19.16M | 0.3% | $0.92 | — | — | CONVERTIBLE BOND | 205768AM6 |
| — | EZCORP INC | 17,705,000 | $18.3M | 0.3% | $1.03 | — | — | CONVERTIBLE BOND | 302301AB2 |
| — | GRANITE POINT MORTGAGE TRUST INC | 18,100,000 | $18.05M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 38741LAB3 |
| — | FIESTA RESTAURANT GROUP INC | 950,000 | $18.05M | 0.3% | $19.00 | — | — | COMMON STOCK | 31660B101 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 17,245,000 | $17.78M | 0.3% | $1.03 | — | — | CONVERTIBLE BOND | 41068XAB6 |
| — | ENVESTNET INC | 17,032,000 | $17.71M | 0.3% | $1.04 | — | — | CONVERTIBLE BOND | 29404KAA4 |
| — | TWO HARBORS INVESTMENT CORP | 16,520,000 | $17.54M | 0.3% | $1.06 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | OASIS PETROLEUM INC | 16,105,000 | $17.35M | 0.3% | $1.08 | — | — | CONVERTIBLE BOND | 674215AJ7 |
| — | GENERAL CABLE CORP | 16,285,000 | $17.25M | 0.3% | $1.06 | — | — | CONVERTIBLE BOND | 369300AL2 |
| — | NEW YORK MORTGAGE TRUST INC | 16,780,000 | $17.18M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 649604AD7 |
| — | CEMEX SAB DE CV | 16,500,000 | $17.12M | 0.3% | $1.04 | — | — | CONVERTIBLE BOND | 151290BR3 |
| — | COLONY NORTHSTAR INC | 16,638,000 | $16.62M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 19624RAB2 |
| — | CALAMP CORP | 15,230,000 | $16.18M | 0.3% | $1.06 | — | — | CONVERTIBLE BOND | 128126AB5 |
| — | ENCORE CAPITAL GROUP INC | 14,396,000 | $16.02M | 0.3% | $1.11 | — | — | CONVERTIBLE BOND | 292554AF9 |
| — | CSG SYSTEMS INTERNATIONAL INC | 14,501,000 | $15.84M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 126349AF6 |
| — | IMPAX LABORATORIES INC | 15,750,000 | $15.36M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 45256BAE1 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15.12M | 0.2% | $10.08 | — | — | COMMON STOCK | 57682V205 |
| — | LIBERTY MEDIA CORP | 12,874,000 | $14.88M | 0.2% | $1.16 | — | — | CONVERTIBLE BOND | 531229AB8 |
| — | VERINT SYSTEMS INC | 15,190,000 | $14.83M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 92343XAA8 |
| — | WPX ENERGY INC | 238,100 | $14.73M | 0.2% | $61.85 | — | — | CONVERTIBLE PREFERRED | 98212B202 |
| — | ANI PHARMACEUTICALS INC | 12,719,000 | $14.67M | 0.2% | $1.15 | — | — | CONVERTIBLE BOND | 00182CAA1 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 14,095,000 | $14.13M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 42330PAG2 |
| — | YANDEX NV | 14,138,000 | $14M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 98474TAB3 |
| — | VECTOR GROUP LTD | 11,945,000 | $13.82M | 0.2% | $1.16 | — | — | CONVERTIBLE BOND | 92240MBC1 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 613,717 | $13.64M | 0.2% | $22.22 | — | — | COMMON STOCK | 531229888 |
| — | BANK OF AMERICA CORP | 10,300 | $13.59M | 0.2% | $1318.93 | — | — | CONVERTIBLE PREFERRED | 060505682 |
| — | COWEN INC | 13,020,000 | $13.3M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 223622AB7 |
| — | TITAN MACHINERY INC | 13,337,000 | $13.28M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 88830RAB7 |
| — | ZILLOW GROUP INC | 12,120,000 | $13.27M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 98954MAB7 |
| — | QUIDEL CORP | 8,593,000 | $13M | 0.2% | $1.51 | — | — | CONVERTIBLE BOND | 74838JAA9 |
| — | SOLARCITY CORP | 13,650,000 | $12.7M | 0.2% | $0.93 | — | — | CONVERTIBLE BOND | 83416TAC4 |
| — | NEXTERA ENERGY INC | 181,500 | $12.63M | 0.2% | $69.58 | — | — | CONVERTIBLE PREFERRED | 65339F846 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 14,305,000 | $12.62M | 0.2% | $0.88 | — | — | CONVERTIBLE BOND | 88163VAE9 |
| — | ECHO GLOBAL LOGISTICS INC | 12,135,000 | $12.59M | 0.2% | $1.04 | — | — | CONVERTIBLE BOND | 27875TAA9 |
| — | SUNPOWER CORP | 14,697,000 | $12.57M | 0.2% | $0.86 | — | — | CONVERTIBLE BOND | 867652AL3 |
| — | TPG SPECIALTY LENDING INC | 12,163,000 | $12.56M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 87265KAB8 |
| — | PRICELINE GROUP INC/THE | 10,671,000 | $12.51M | 0.2% | $1.17 | — | — | CONVERTIBLE BOND | 741503AX4 |
| — | CANADIAN SOLAR INC | 12,705,000 | $12.44M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 136635AE9 |
| — | WHITING PETROLEUM CORP | 13,432,000 | $12.42M | 0.2% | $0.92 | — | — | CONVERTIBLE BOND | 966387AL6 |
| — | CHENIERE ENERGY INC | 17,219,000 | $12.3M | 0.2% | $0.71 | — | — | CONVERTIBLE BOND | 16411RAG4 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $12.25M | 0.2% | $7.68 | — | — | COMMON STOCK | 892231101 |
| — | TUTOR PERINI CORP | 10,625,000 | $11.77M | 0.2% | $1.11 | — | — | CONVERTIBLE BOND | 901109AD0 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 11,873,000 | $11.75M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 95790DAA3 |
| — | ACORDA THERAPEUTICS INC | 13,785,000 | $11.74M | 0.2% | $0.85 | — | — | CONVERTIBLE BOND | 00484MAA4 |
| — | PROOFPOINT INC | 9,332,000 | $11.72M | 0.2% | $1.26 | — | — | CONVERTIBLE BOND | 743424AD5 |
| — | ARBOR REALTY TRUST INC | 11,480,000 | $11.67M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 038923AB4 |
| — | NEW MOUNTAIN FINANCE CORP | 11,005,000 | $11.33M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 647551AB6 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 10,825,000 | $10.81M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | SPIRIT REALTY CAPITAL INC | 10,238,000 | $10.28M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 84860WAA0 |
| — | FORESTAR GROUP INC | 10,018,000 | $10.19M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 346232AB7 |
| — | ENCORE CAPITAL GROUP INC | 10,141,000 | $9.938M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 292554AH5 |
| — | IRONWOOD PHARMACEUTICALS INC | 8,310,000 | $9.66M | 0.2% | $1.16 | — | — | CONVERTIBLE BOND | 46333XAD0 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,786,000 | $9.549M | 0.1% | $1.09 | — | — | CONVERTIBLE BOND | 09061GAE1 |
| VSH | VISHAY INTERTECHNOLOGY INC | 455,000 | $9.441M | 0.1% | $20.75 | — | — | COMMON STOCK | 928298108 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 9,015,000 | $9.386M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 092533AC2 |
| — | TERADYNE INC | 6,538,000 | $9.345M | 0.1% | $1.43 | — | — | CONVERTIBLE BOND | 880770AG7 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 9,020,000 | $9.008M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 60786LAB3 |
| — | ARRAY BIOPHARMA INC | 8,000,000 | $9.005M | 0.1% | $1.13 | — | — | CONVERTIBLE BOND | 04269XAB1 |
| — | ARES CAPITAL CORP | 8,476,000 | $8.687M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 04010LAM5 |
| — | AMAG PHARMACEUTICALS INC | 10,030,000 | $8.632M | 0.1% | $0.86 | — | — | CONVERTIBLE BOND | 00163UAD8 |
| — | NAVISTAR INTERNATIONAL CORP | 7,915,000 | $8.196M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 63934EAQ1 |
| — | LIBERTY VENTURES | 150,000 | $8.136M | 0.1% | $54.24 | — | — | COMMON STOCK | 53071M856 |
| — | TCP CAPITAL CORP | 7,356,000 | $7.705M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 87238QAB9 |
| — | HCI GROUP INC | 7,750,000 | $7.633M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 40416EAB9 |
| — | PTC THERAPEUTICS INC | 9,510,000 | $7.417M | 0.1% | $0.78 | — | — | CONVERTIBLE BOND | 69366JAB7 |
| — | SUCAMPO PHARMACEUTICALS INC | 6,045,000 | $7.356M | 0.1% | $1.22 | — | — | CONVERTIBLE BOND | 864909AB2 |
| — | WAYFAIR INC | 7,000,000 | $7.323M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 94419LAA9 |
| — | PDL BIOPHARMA INC | 7,287,000 | $7.296M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 69329YAF1 |
| — | ULTRA PETROLEUM CORP | 788,166 | $7.14M | 0.1% | $9.06 | — | — | COMMON STOCK | 903914208 |
| MTG | MGIC INVESTMENT CORP | 500,000 | $7.055M | 0.1% | $14.11 | — | — | COMMON STOCK | 552848103 |
| — | PDC ENERGY INC | 7,140,000 | $6.983M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 69327RAD3 |
| — | AEROJET ROCKETDYNE HOLDINGS INC | 4,895,000 | $6.764M | 0.1% | $1.38 | — | — | CONVERTIBLE BOND | 007800AB1 |
| — | VEON LTD | 1,678,900 | $6.446M | 0.1% | $3.84 | — | — | COMMON STOCK | 91822M106 |
| — | BELLATRIX EXPLORATION LTD | 3,750,000 | $6.434M | 0.1% | $1.72 | — | — | COMMON STOCK | 078314507 |
| — | VIAVI SOLUTIONS INC | 6,155,000 | $6.355M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 46612JAF8 |
| — | PROSPECT CAPITAL CORP | 6,299,000 | $6.346M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 74348TAQ5 |
| — | STARWOOD PROPERTY TRUST INC | 5,905,000 | $6.03M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| — | INPHI CORP | 6,000,000 | $5.973M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 45772FAC1 |
| — | BLACKHAWK NETWORK HOLDINGS INC | 5,750,000 | $5.868M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 09238EAB0 |
| — | JAZZ INVESTMENTS I LTD | 5,775,000 | $5.807M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 472145AB7 |
| — | DHT HOLDINGS INC | 5,901,000 | $5.779M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 23335SAB2 |
| — | NUANCE COMMUNICATIONS INC | 5,500,000 | $5.692M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 67020YAG5 |
| — | ELECTRONICS FOR IMAGING INC | 5,661,000 | $5.473M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 286082AC6 |
| — | ENSCO JERSEY FINANCE LTD | 6,045,000 | $5.395M | 0.1% | $0.89 | — | — | CONVERTIBLE BOND | 29359WAB1 |
| — | GSV CAPITAL CORP | 4,960,000 | $5.003M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 36191JAB7 |
| — | BRISTOW GROUP INC | 4,500,000 | $4.975M | 0.1% | $1.11 | — | — | CONVERTIBLE BOND | 110394AF0 |
| — | REGIS CORP | 321,890 | $4.944M | 0.1% | $15.36 | — | — | COMMON STOCK | 758932107 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 4,275,000 | $4.924M | 0.1% | $1.15 | — | — | CONVERTIBLE BOND | 049164BH8 |
| — | PDL BIOPHARMA INC | 5,000,000 | $4.834M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 69329YAG9 |
| — | GREEN PLAINS INC | 5,100,000 | $4.822M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 393222AF1 |
| — | GOLDMAN SACHS BDC INC | 4,635,000 | $4.811M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | ENERGY TRANSFER PARTNERS LP | 267,000 | $4.784M | 0.1% | $17.92 | — | — | COMMON STOCK | 29278N103 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 250,000 | $4.625M | 0.1% | $18.50 | — | — | Call | 63861C109 |
| — | DEPOMED INC | 5,255,000 | $4.456M | 0.1% | $0.85 | — | — | CONVERTIBLE BOND | 249908AA2 |
| — | SM ENERGY CO | 4,208,000 | $4.136M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 78454LAM2 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 4,000,000 | $4.049M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 092533AB4 |
| — | FIREEYE INC | 4,295,000 | $4.031M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 31816QAB7 |
| — | INTERDIGITAL INC/PA | 3,000,000 | $3.585M | 0.1% | $1.20 | — | — | CONVERTIBLE BOND | 458660AD9 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $3.518M | 0.1% | $4.48 | — | — | COMMON STOCK | Y2187A143 |
| — | MIDSTATES PETROLEUM CO INC | 204,107 | $3.384M | 0.1% | $16.58 | — | — | COMMON STOCK | 59804T407 |
| — | SHUTTERFLY INC | 3,095,000 | $3.095M | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 82568PAB2 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $3.041M | 0.0% | $10.19 | — | — | COMMON STOCK | 607409109 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 2,500,000 | $2.956M | 0.0% | $1.18 | — | — | CONVERTIBLE BOND | 049164BJ4 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $2.901M | 0.0% | $14.31 | — | — | COMMON STOCK | 30227M105 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $2.844M | 0.0% | $21.07 | — | — | COMMON STOCK | 80007P869 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.752M | 0.0% | $3.36 | — | — | COMMON STOCK | Y11082107 |
| PBR | PETROBRAS | 246,161 | $2.532M | 0.0% | $10.29 | — | — | ADR | 71654V408 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.35M | 0.0% | $4.89 | — | — | COMMON STOCK | 67401P108 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1.254M | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 01167PAE1 |
| — | RENEWABLE ENERGY GROUP INC | 1,009,000 | $1.051M | 0.0% | $1.04 | — | — | CONVERTIBLE BOND | 75972AAA1 |
| INDA | ISHARES MSCI INDIA ETF | 25,500 | $920K | 0.0% | $36.08 | — | — | COMMON STOCK | 46429B598 |
| — | SPECTRUM PHARMACEUTICALS INC | 400,000 | $744K | 0.0% | $1.86 | — | — | CONVERTIBLE BOND | 84763AAB4 |
| — | CHART INDUSTRIES INC | 565,000 | $566K | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 16115QAC4 |
| — | OAKTREE STRATEGIC INCOME CORP | 57,600 | $484K | 0.0% | $8.40 | — | — | COMMON STOCK | 67402D104 |
| — | SEACOR HOLDINGS INC | 385,000 | $392K | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 811904AM3 |