Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value: $6.305B (65.5% shares, 34.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 48,438,812 | $1.009B | 16.0% | $20.83 | — | — | COMMON STOCK | 92840M102 |
| SBLK | STAR BULK CARRIERS CORP | 32,579,506 | $379M | 6.0% | $11.63 | — | — | COMMON STOCK | Y8162K204 |
| — | ALTABA INC | 3,987,215 | $295M | 4.7% | $74.04 | — | — | COMMON STOCK | 021346101 |
| — | TRIBUNE MEDIA CO | 6,985,341 | $283M | 4.5% | $40.51 | — | — | COMMON STOCK | 896047503 |
| ALLY | ALLY FINANCIAL INC | 8,712,400 | $237M | 3.8% | $27.15 | — | — | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2,905,441 | $127M | 2.0% | $43.76 | — | — | ADR | 874039100 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 8,021,072 | $125M | 2.0% | $15.60 | — | — | ADR | 465562106 |
| VICI | VICI PROPERTIES INC | 6,781,234 | $124M | 2.0% | $18.32 | — | — | COMMON STOCK REIT | 925652109 |
| NMIH | NMI HOLDINGS INC | 5,681,992 | $94.04M | 1.5% | $16.55 | — | — | COMMON STOCK | 629209305 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 506,330 | $92.93M | 1.5% | $183.54 | — | — | ADR | 01609W102 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 6,889,922 | $89.5M | 1.4% | $12.99 | — | — | ADR | 71654V101 |
| IBN | ICICI BANK LTD-SPON ADR | 8,966,000 | $79.35M | 1.3% | $8.85 | — | — | ADR | 45104G104 |
| — | GENER8 MARITIME INC | 13,062,118 | $73.8M | 1.2% | $5.65 | — | — | COMMON STOCK | Y26889108 |
| — | DYNEGY INC | 4,741,904 | $64.11M | 1.0% | $13.52 | — | — | COMMON STOCK | 26817R108 |
| INFY | INFOSYS LTD-SP ADR | 3,546,753 | $63.31M | 1.0% | $17.85 | — | — | ADR | 456788108 |
| SPY | SPDR S&P500 ETF TRUST | 237,500 | $62.5M | 1.0% | $263.15 | — | — | Put | 78462F103 |
| STKL | SUNOPTA INC | 8,092,699 | $57.46M | 0.9% | $7.10 | — | — | COMMON STOCK | 8676EP108 |
| — | AKAMAI TECHNOLOGIES INC | 54,532,000 | $56.03M | 0.9% | $1.03 | — | — | CV SR UNSEC NT | 00971TAG6 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $54.48M | 0.9% | $29.95 | — | — | COMMON STOCK | 156504300 |
| — | GOLAR LNG LTD | 48,033,000 | $49.2M | 0.8% | $1.02 | — | — | CV SR UNSEC NT | 38046YAB7 |
| — | RESOURCE CAPITAL CORP | 47,995,000 | $46.55M | 0.7% | $0.97 | — | — | CV SR UNSEC NT | 76120WAC8 |
| — | VERSO CORP | 2,730,388 | $45.98M | 0.7% | $16.84 | — | — | COMMON STOCK | 92531L207 |
| VALE | VALE SA | 3,432,680 | $43.66M | 0.7% | $12.72 | — | — | COMMON STOCK | 91912E105 |
| — | ILLUMINA INC | 37,720,000 | $41.92M | 0.7% | $1.11 | — | — | CV SR UNSEC NT | 452327AF6 |
| — | CITRIX SYSTEMS INC | 31,643,000 | $41.73M | 0.7% | $1.32 | — | — | CV SR UNSEC NT | 177376AD2 |
| ABEV | AMBEV SA-ADR | 5,643,716 | $41.03M | 0.7% | $7.27 | — | — | ADR | 02319V103 |
| — | CTRIP.COM INTERNATIONAL LTD | 37,350,000 | $40.3M | 0.6% | $1.08 | — | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| — | RESOURCE CAPITAL CORP | 36,558,000 | $37.17M | 0.6% | $1.02 | — | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | AZUL SA-ADR | 1,069,674 | $37.17M | 0.6% | $34.75 | — | — | ADR | 05501U106 |
| — | COMSTOCK RESOURCES INC | 39,279,264 | $36.89M | 0.6% | $0.94 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AN4 |
| — | BOOKING HOLDINGS INC | 29,174,000 | $36.48M | 0.6% | $1.25 | — | — | CV SR UNSEC NT | 741503AX4 |
| — | WEATHERFORD INTERNATIONAL LTD | 39,500,000 | $35.51M | 0.6% | $0.90 | — | — | CV SR UNSEC NT | 947075AH0 |
| — | HORIZON PHARMA INVESTMENT LTD | 37,487,000 | $34.52M | 0.5% | $0.92 | — | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | BECTON DICKINSON AND CO | 586,720 | $34.28M | 0.5% | $58.43 | — | — | 6.125% CV PFD | 075887208 |
| — | MICROCHIP TECHNOLOGY INC | 28,725,000 | $34.1M | 0.5% | $1.19 | — | — | CV SR SUB NT | 595017AF1 |
| — | CNOOC LTD-SPON ADR | 226,924 | $33.55M | 0.5% | $147.87 | — | — | ADR | 126132109 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,809,291 | $32.49M | 0.5% | $17.96 | — | — | COMMON STOCK | 63861C109 |
| — | PANDORA MEDIA INC | 35,292,000 | $32.31M | 0.5% | $0.92 | — | — | CV SR UNSEC NT PNC | 698354AB3 |
| — | HERBALIFE LTD | 26,468,000 | $32.13M | 0.5% | $1.21 | — | — | CV SR UNSEC NT | 42703MAB9 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 3,384,965 | $32.12M | 0.5% | $9.49 | — | — | ADR | 035128206 |
| — | CROWN CASTLE INTERNATIONAL CORP | 28,509 | $31.87M | 0.5% | $1117.93 | — | — | 6.875% CV PFD | 22822V309 |
| — | CTRIP.COM INTERNATIONAL-ADR | 680,393 | $31.72M | 0.5% | $46.62 | — | — | ADR | 22943F100 |
| — | SILICON LABORATORIES INC | 27,294,000 | $31.66M | 0.5% | $1.16 | — | — | CV SR UNSEC NT PNC | 826919AB8 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 29,492,000 | $29.52M | 0.5% | $1.00 | — | — | CV SR UNSEC NT | 03762UAB1 |
| — | INTERCEPT PHARMACEUTICALS INC | 36,560,000 | $29.48M | 0.5% | $0.81 | — | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | SEACOR HOLDINGS INC | 29,906,000 | $29.05M | 0.5% | $0.97 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,000,000 | $28.8M | 0.5% | $9.60 | — | — | COMMON STOCK | 55933J203 |
| — | ON SEMICONDUCTOR CORP | 19,825,000 | $28.39M | 0.5% | $1.43 | — | — | CV SR UNSEC NT | 682189AK1 |
| — | OCEAN RIG UDW INC | 1,100,000 | $27.75M | 0.4% | $25.23 | — | — | COMMON STOCK | G66964118 |
| — | WELLS FARGO & CO | 21,177 | $27.32M | 0.4% | $1290.03 | — | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| — | ALTABA INC | 19,421,000 | $27.19M | 0.4% | $1.40 | — | — | CV SR UNSEC NT | 984332AF3 |
| — | STARWOOD PROPERTY TRUST INC | 25,000,000 | $27.03M | 0.4% | $1.08 | — | — | CV SR UNSEC NT REIT | 85571BAB1 |
| — | STONEMOR PARTNERS LP | 4,344,634 | $26.98M | 0.4% | $6.21 | — | — | COMMON STOCK | 86183Q100 |
| — | INVITATION HOMES (IH MERGER SUB LLC) | 24,006,000 | $26.88M | 0.4% | $1.12 | — | — | CV SR UNSEC NT | 19625XAB8 |
| — | NEVRO CORP | 22,830,000 | $26.37M | 0.4% | $1.15 | — | — | CV SR UNSEC NT | 64157FAA1 |
| — | CORNERSTONE ONDEMAND INC | 26,350,000 | $26.36M | 0.4% | $1.00 | — | — | CV SR UNSEC NT | 21925YAB9 |
| — | ZILLOW GROUP INC | 21,390,000 | $25.96M | 0.4% | $1.21 | — | — | CV SR UNSEC NT PNC | 98954MAB7 |
| — | PRA GROUP INC | 26,277,000 | $25.39M | 0.4% | $0.97 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | WHITING PETROLEUM CORP | 26,735,000 | $25.3M | 0.4% | $0.95 | — | — | CV SR UNSEC NT | 966387AL6 |
| — | SSR MINING INC | 25,252,000 | $25.11M | 0.4% | $0.99 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | BRF SA-ADR | 3,597,257 | $24.89M | 0.4% | $6.92 | — | — | ADR | 10552T107 |
| — | PENNYMAC CORP | 24,699,000 | $24.79M | 0.4% | $1.00 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | TWITTER INC | 25,645,000 | $24.72M | 0.4% | $0.96 | — | — | CV SR UNSEC NT | 90184LAB8 |
| — | VEREIT INC | 24,663,000 | $24.69M | 0.4% | $1.00 | — | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | HURON CONSULTING GROUP INC | 26,112,000 | $24.68M | 0.4% | $0.95 | — | — | CV SR UNSEC NT | 447462AB8 |
| — | REDWOOD TRUST INC | 24,382,000 | $24.63M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 749772AB5 |
| — | GREENBRIER COS INC/THE | 21,407,000 | $24.56M | 0.4% | $1.15 | — | — | CV SR UNSEC NT | 393657AK7 |
| — | FIESTA RESTAURANT GROUP INC | 1,325,000 | $24.51M | 0.4% | $18.50 | — | — | COMMON STOCK | 31660B101 |
| — | ENVESTNET INC | 22,113,000 | $24.34M | 0.4% | $1.10 | — | — | CV SR UNSEC NT | 29404KAA4 |
| — | NICE SYSTEMS INC | 19,518,000 | $24.26M | 0.4% | $1.24 | — | — | CV SR UNSEC NT | 65366HAB9 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 21,125,000 | $23.85M | 0.4% | $1.13 | — | — | CV SR UNSEC NT | 458118AC0 |
| — | INNOVIVA INC | 21,717,000 | $23.36M | 0.4% | $1.08 | — | — | CV SUB NT | 88338TAB0 |
| — | BLACKSTONE MORTGAGE TRUST INC | 23,410,000 | $23.11M | 0.4% | $0.99 | — | — | CV SR UNSEC NT | 09257WAB6 |
| — | PDC ENERGY INC | 23,575,000 | $23.01M | 0.4% | $0.98 | — | — | CV SR UNSEC NT | 69327RAD3 |
| — | NUANCE COMMUNICATIONS INC | 22,395,000 | $22.94M | 0.4% | $1.02 | — | — | CV SR UNSEC NT CPDI | 67020YAG5 |
| RYAM | RAYONIER ADVANCED MATERIALS INC | 1,050,000 | $22.54M | 0.4% | $21.47 | — | — | COMMON STOCK | 75508B104 |
| — | CSG SYSTEMS INTERNATIONAL INC | 20,406,000 | $22.53M | 0.4% | $1.10 | — | — | CV SR UNSEC NT PNC | 126349AF6 |
| — | BROOKDALE SENIOR LIVING INC | 22,184,000 | $22.21M | 0.4% | $1.00 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | GUIDEWIRE SOFTWARE INC | 22,500,000 | $22.11M | 0.4% | $0.98 | — | — | CV SR UNSEC NT PNC | 40171VAA8 |
| — | GREEN PLAINS INC | 22,086,000 | $21.07M | 0.3% | $0.95 | — | — | CV SR UNSEC NT PNC | 393222AF1 |
| — | FIREEYE INC | 21,946,000 | $20.92M | 0.3% | $0.95 | — | — | CV SR UNSEC NT | 31816QAB7 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 200,000 | $20.86M | 0.3% | $104.28 | — | — | Put | 92189F676 |
| — | ENCORE CAPITAL GROUP INC | 17,864,000 | $20.49M | 0.3% | $1.15 | — | — | CV SR UNSEC NT | 292554AF9 |
| — | SPIRIT REALTY CAPITAL INC | 20,192,000 | $20.13M | 0.3% | $1.00 | — | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | NEXTERA ENERGY INC | 340,415 | $19.63M | 0.3% | $57.66 | — | — | 6.123% CV PFD | 65339F820 |
| — | COMSTOCK RESOURCES INC | 20,719,978 | $19.35M | 0.3% | $0.93 | — | — | CV SEC 2ND LIEN PIK NT PNC | 205768AM6 |
| — | DYNEGY INC | 216,950 | $18.81M | 0.3% | $86.71 | — | — | 7% CV PFD | 26817R405 |
| — | DYCOM INDUSTRIES INC | 13,721,000 | $17.44M | 0.3% | $1.27 | — | — | CV SR UNSEC NT | 267475AB7 |
| — | MICRON TECHNOLOGY INC | 9,552,000 | $17.14M | 0.3% | $1.79 | — | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | CALAMP CORP | 15,865,000 | $17M | 0.3% | $1.07 | — | — | CV SR UNSEC NT | 128126AB5 |
| — | YANDEX NV | 16,277,000 | $16.56M | 0.3% | $1.02 | — | — | CV SR UNSEC NT | 98474TAB3 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 16,195,000 | $16.35M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | G81075AF3 |
| — | JAZZ INVESTMENTS I LTD | 15,534,000 | $16.29M | 0.3% | $1.05 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 16,033,000 | $16.14M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 01988PAD0 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15.42M | 0.2% | $10.28 | — | — | COMMON STOCK | 57682V205 |
| — | EZCORP INC | 14,515,000 | $15.33M | 0.2% | $1.06 | — | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | MEDICINES CO/THE | 15,635,000 | $15.09M | 0.2% | $0.97 | — | — | CV SR UNSEC NT PNC | 584688AG0 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $15.02M | 0.2% | $3.84 | — | — | COMMON STOCK | 29276K101 |
| — | KB HOME | 13,100,000 | $14.89M | 0.2% | $1.14 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | NATIONAL CINEMEDIA INC | 2,820,255 | $14.64M | 0.2% | $5.19 | — | — | COMMON STOCK | 635309107 |
| — | PALO ALTO NETWORKS INC | 8,835,000 | $14.62M | 0.2% | $1.66 | — | — | CV SR UNSEC NT | 697435AB1 |
| — | CARDTRONICS INC | 15,163,000 | $14.16M | 0.2% | $0.93 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | AEGEAN MARINE PETROLEUM NETWORK INC | 22,621,000 | $14.03M | 0.2% | $0.62 | — | — | CV SR UNSEC NT PNC | 00773VAB2 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 15,820,000 | $13.94M | 0.2% | $0.88 | — | — | CV SR UNSEC NT | 88163VAE9 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 14,625,000 | $13.88M | 0.2% | $0.95 | — | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | WPX ENERGY INC | 207,700 | $13.04M | 0.2% | $62.79 | — | — | 6.25% MAND CV PFD | 98212B202 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 570,102 | $13.01M | 0.2% | $22.82 | — | — | COMMON STOCK | 531229888 |
| — | ANI PHARMACEUTICALS INC | 11,857,000 | $12.99M | 0.2% | $1.10 | — | — | CV SR UNSEC NT | 00182CAA1 |
| — | COWEN INC | 13,020,000 | $12.92M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 223622AB7 |
| — | TITAN MACHINERY INC | 12,937,000 | $12.86M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | ENCORE CAPITAL GROUP INC | 12,751,000 | $12.79M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 292554AH5 |
| — | VECTOR GROUP LTD | 11,570,000 | $12.75M | 0.2% | $1.10 | — | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $12.65M | 0.2% | $7.93 | — | — | COMMON STOCK | 892231101 |
| — | CANADIAN SOLAR INC | 12,705,000 | $12.58M | 0.2% | $0.99 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | FINISAR CORP | 12,660,000 | $12.47M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 31787AAM3 |
| — | TPG SPECIALTY LENDING INC | 12,163,000 | $12.47M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | PROOFPOINT INC | 8,109,000 | $11.88M | 0.2% | $1.46 | — | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | ACORDA THERAPEUTICS INC | 12,985,000 | $11.87M | 0.2% | $0.91 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | FORESTAR GROUP INC | 11,688,000 | $11.69M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | STANLEY BLACK & DECKER INC | 100,417 | $11.57M | 0.2% | $115.22 | — | — | 5.375% CV PFD | 854502887 |
| — | NAVISTAR INTERNATIONAL CORP | 11,330,000 | $11.5M | 0.2% | $1.02 | — | — | CV SR SUB NT PNC | 63934EAQ1 |
| — | VIAVI SOLUTIONS INC | 11,000,000 | $11.29M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 46612JAF8 |
| — | IMPAX LABORATORIES INC | 11,200,000 | $11.15M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 45256BAE1 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 10,993,000 | $10.92M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 95790DAA3 |
| — | ANTHEM INC | 200,000 | $10.74M | 0.2% | $53.70 | — | — | 5.25% CV MAND PFD | 036752202 |
| — | HESS CORP | 177,800 | $10.59M | 0.2% | $59.56 | — | — | 8% MAND CV PFD | 42809H404 |
| — | VIPSHOP HOLDINGS LTD | 9,810,000 | $10.58M | 0.2% | $1.08 | — | — | CV SR UNSEC NT | 92763WAA1 |
| — | ARBOR REALTY TRUST INC | 10,125,000 | $10.3M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 038923AB4 |
| — | ECHO GLOBAL LOGISTICS INC | 9,955,000 | $10.15M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 27875TAA9 |
| — | KEYW HOLDING CORP/THE | 10,143,000 | $9.914M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 493723AA8 |
| — | PATTERN ENERGY GROUP INC | 9,910,000 | $9.824M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 70338PAB6 |
| — | J2 GLOBAL INC | 7,500,000 | $9.576M | 0.2% | $1.28 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | NOVAVAX INC | 13,370,000 | $9.52M | 0.2% | $0.71 | — | — | CV SR UNSEC NT | 670002AB0 |
| — | NAVISTAR INTERNATIONAL CORP | 9,220,000 | $9.509M | 0.2% | $1.03 | — | — | CV SR SUB NT PNC | 63934EAS7 |
| — | NEW MOUNTAIN FINANCE CORP | 9,220,000 | $9.505M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | HERCULES CAPITAL INC | 9,290,000 | $9.423M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 427096AF9 |
| — | CHENIERE ENERGY INC | 11,871,000 | $9.273M | 0.1% | $0.78 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | ARRAY BIOPHARMA INC | 6,860,000 | $9.149M | 0.1% | $1.33 | — | — | CV SR UNSEC NT 144A PNC | 04269XAB1 |
| — | NEW YORK MORTGAGE TRUST INC | 8,936,000 | $9.086M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 649604AD7 |
| — | TWO HARBORS INVESTMENT CORP | 8,650,000 | $9.056M | 0.1% | $1.05 | — | — | CV SR UNSEC NT | 90187BAA9 |
| — | PTC THERAPEUTICS INC | 9,400,000 | $8.757M | 0.1% | $0.93 | — | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | VEECO INSTRUMENTS INC | 9,475,000 | $8.649M | 0.1% | $0.91 | — | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | NEXTERA ENERGY INC | 118,500 | $8.641M | 0.1% | $72.92 | — | — | 6.371% CV PFD | 65339F846 |
| VSH | VISHAY INTERTECHNOLOGY INC | 455,000 | $8.463M | 0.1% | $18.60 | — | — | COMMON STOCK | 928298108 |
| — | DHT HOLDINGS INC | 8,686,000 | $8.419M | 0.1% | $0.97 | — | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | DEPOMED INC | 10,260,000 | $8.357M | 0.1% | $0.81 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | HCI GROUP INC | 8,050,000 | $8.071M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 40416EAB9 |
| — | GCI LIBERTY INC | 150,000 | $7.929M | 0.1% | $52.86 | — | — | COMMON STOCK | 36164V305 |
| — | TCP CAPITAL CORP | 7,000,000 | $7.237M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | GRANITE POINT MORTGAGE TRUST INC | 6,955,000 | $6.846M | 0.1% | $0.98 | — | — | CV SR UNSEC NT 144A | 38741LAB3 |
| — | BONANZA CREEK ENERGY INC | 239,724 | $6.642M | 0.1% | $27.71 | — | — | COMMON STOCK | 097793400 |
| — | SOLARCITY CORP | 7,174,000 | $6.563M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | LUMENTUM HOLDINGS INC | 5,000,000 | $6.35M | 0.1% | $1.27 | — | — | CV SR UNSEC NT | 55024UAB5 |
| — | PDL BIOPHARMA INC | 5,870,000 | $6.008M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 69329YAG9 |
| — | INTERDIGITAL INC/PA | 5,120,000 | $5.949M | 0.1% | $1.16 | — | — | CV SR UNSEC NT | 458660AD9 |
| — | ARES CAPITAL CORP | 5,839,000 | $5.933M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 04010LAM5 |
| — | BANK OF AMERICA CORP | 4,600 | $5.932M | 0.1% | $1289.57 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | BRISTOW GROUP INC | 5,144,000 | $5.696M | 0.1% | $1.11 | — | — | CV SR UNSEC NT | 110394AF0 |
| — | SEMPRA ENERGY | 55,000 | $5.63M | 0.1% | $102.36 | — | — | 6% CV PFD | 816851406 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,955,000 | $5.526M | 0.1% | $1.40 | — | — | CV SR UNSEC NT | 232806AM1 |
| — | AMAG PHARMACEUTICALS INC | 5,335,000 | $5.509M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 00163UAD8 |
| — | QUIDEL CORP | 3,083,000 | $5.349M | 0.1% | $1.73 | — | — | CV SR UNSEC NT | 74838JAA9 |
| — | LIBERTY MEDIA CORP | 5,000,000 | $5.228M | 0.1% | $1.05 | — | — | CV SR UNSEC NT (EXCH TWX) | 531229AE2 |
| — | RADIUS HEALTH INC | 5,115,000 | $5.166M | 0.1% | $1.01 | — | — | CV SR UNSEC NT PNC | 750469AA6 |
| — | PROSPECT CAPITAL CORP | 5,145,000 | $5.165M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 74348TAQ5 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,945,000 | $5.069M | 0.1% | $1.03 | — | — | CV SR SUB NT | 09061GAE1 |
| — | REGIS CORP | 321,890 | $4.87M | 0.1% | $15.13 | — | — | COMMON STOCK | 758932107 |
| — | CLEVELAND-CLIFFS INC | 4,320,000 | $4.673M | 0.1% | $1.08 | — | — | CV SR UNSEC NT PNC | 185899AA9 |
| — | WEB.COM GROUP INC | 4,574,000 | $4.551M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 4,800,000 | $4.548M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 87157BAA1 |
| — | TWITTER INC | 4,815,000 | $4.515M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 90184LAD4 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 250,000 | $4.49M | 0.1% | $17.96 | — | — | Call | 63861C109 |
| — | TERADYNE INC | 2,922,000 | $4.463M | 0.1% | $1.53 | — | — | CV SR UNSEC NT | 880770AG7 |
| — | VEON LTD | 1,678,900 | $4.432M | 0.1% | $2.64 | — | — | COMMON STOCK ADR | 91822M106 |
| — | SUNPOWER CORP | 5,521,000 | $4.419M | 0.1% | $0.80 | — | — | CV SR UNSEC NT | 867652AL3 |
| — | IONIS PHARMACEUTICALS INC | 4,335,000 | $4.294M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | ENSCO JERSEY FINANCE LTD | 5,336,000 | $4.289M | 0.1% | $0.80 | — | — | CV SR UNSEC NT | 29359WAB1 |
| — | CHART INDUSTRIES INC | 4,139,000 | $4.223M | 0.1% | $1.02 | — | — | CV SR SUB NT | 16115QAC4 |
| — | GOLDMAN SACHS BDC INC | 4,135,000 | $4.197M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 38147UAB3 |
| — | GSV CAPITAL CORP | 4,040,000 | $4.105M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 36191JAB7 |
| — | BELLATRIX EXPLORATION LTD | 3,750,000 | $4.072M | 0.1% | $1.09 | — | — | COMMON STOCK | 078314507 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $3.887M | 0.1% | $4.95 | — | — | COMMON STOCK | Y2187A143 |
| — | STEEL CONNECT INC | 3,700,000 | $3.594M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 60786LAB3 |
| — | MACQUARIE INFRASTRUCTURE CORP | 3,495,000 | $3.474M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 55608BAA3 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $3.4M | 0.1% | $11.39 | — | — | COMMON STOCK ADR | 607409109 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 233,980 | $3.308M | 0.1% | $14.14 | — | — | ADR | 71654V408 |
| — | EXACT SCIENCES CORP | 3,600,000 | $3.216M | 0.1% | $0.89 | — | — | CV SR UNSEC NT | 30063PAA3 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.093M | 0.0% | $7.89 | — | — | COMMON STOCK | 67402D104 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 3,000,000 | $3.039M | 0.0% | $1.01 | — | — | CV SR UNSEC NT PNC | 42330PAJ6 |
| — | ULTRA PETROLEUM CORP | 708,459 | $2.954M | 0.0% | $4.17 | — | — | COMMON STOCK | 903914208 |
| LEA | LEAR CORP | 15,312 | $2.841M | 0.0% | $185.54 | — | — | COMMON STOCK | 521865204 |
| MTG | MGIC INVESTMENT CORP | 200,000 | $2.6M | 0.0% | $13.00 | — | — | COMMON STOCK | 552848103 |
| — | FLUIDIGM CORP | 3,045,000 | $2.599M | 0.0% | $0.85 | — | — | CV SR UNSEC NT PNC | 34385PAA6 |
| — | INSULET CORP | 1,671,000 | $2.595M | 0.0% | $1.55 | — | — | CV SR UNSEC NT PNC | 45784PAF8 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.556M | 0.0% | $3.12 | — | — | COMMON STOCK | Y11082107 |
| — | MIDSTATES PETROLEUM CO INC | 190,316 | $2.537M | 0.0% | $13.33 | — | — | COMMON STOCK | 59804T407 |
| — | QIAGEN NV | 2,000,000 | $2.36M | 0.0% | $1.18 | — | — | CV SR UNSEC NT REG S | 104647723 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $2.324M | 0.0% | $11.46 | — | — | COMMON STOCK | 30227M105 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 2,160,000 | $2.228M | 0.0% | $1.03 | — | — | CV SR UNSEC NT | 092533AC2 |
| BELFB | BEL FUSE INC | 112,327 | $2.123M | 0.0% | $18.90 | — | — | COMMON STOCK | 077347300 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $1.959M | 0.0% | $14.51 | — | — | COMMON STOCK | 80007P869 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 1,635,000 | $1.871M | 0.0% | $1.14 | — | — | CV SR UNSEC NT | 049164BH8 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1.253M | 0.0% | $1.02 | — | — | CV SR SUB NT | 01167PAE1 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.162M | 0.0% | $4.21 | — | — | COMMON STOCK | 67401P108 |
| INDA | ISHARES MSCI INDIA ETF | 27,500 | $938K | 0.0% | $34.11 | — | — | ETP | 46429B598 |