Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value: $7.152B (68.8% shares, 31.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 44,553,037 | $1.054B | 14.7% | $13.44 | +46.3% | COMMON STOCK | 92840M102 |
| SPY | SPDR S&P500 ETF TRUST | 2,306,500 | $626M | 8.7% | $271.28 | — | ETF | 78462F103 |
| SBLK | STAR BULK CARRIERS CORP | 30,557,767 | $393M | 5.5% | $4.58 | +178.4% | COMMON STOCK | Y8162K204 |
| — | TORM PLC | 47,600,172 | $375M | 5.2% | $7.88 | — | COMMON STOCK | 00BZ3CNK8 |
| — | TRIBUNE MEDIA CO | 7,593,441 | $291M | 4.1% | $58.05 | — | COMMON STOCK | 896047503 |
| — | ALTABA INC | 3,599,988 | $264M | 3.7% | $70.89 | — | COMMON STOCK | 021346101 |
| ALLY | ALLY FINANCIAL INC | 8,712,400 | $229M | 3.2% | $17.66 | +19.5% | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,200,886 | $117M | 1.6% | $23.99 | — | TAIWAN SEMICONDUCTOR-SP ADR | 874039100 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 9,129,853 | $94.77M | 1.3% | $11.21 | — | ITAU UNIBANCO H-SPON PRF ADR | 465562106 |
| NMIH | NMI HOLDINGS INC | 5,681,992 | $92.62M | 1.3% | $8.34 | +94.1% | COMMON STOCK | 629209305 |
| CMBT | EURONAV NV | 9,498,769 | $87.39M | 1.2% | $4.22 | 0.0% | COMMON STOCK | B38564108 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 9,121,028 | $80.63M | 1.1% | $8.50 | — | PETROLEO BRASIL-SP PREF ADR | 71654V101 |
| VICI | VICI PROPERTIES INC | 3,879,862 | $80.08M | 1.1% | $13.09 | -2.7% | COMMON STOCK REIT | 925652109 |
| IBN | ICICI BANK LTD-SPON ADR | 9,741,512 | $78.22M | 1.1% | $11.04 | — | ICICI BANK LTD-SPON ADR | 45104G104 |
| INFY | INFOSYS LTD-SP ADR | 3,872,844 | $75.25M | 1.1% | $16.77 | — | INFOSYS LTD-SP ADR | 456788108 |
| — | WEATHERFORD INTERNATIONAL LTD | 74,145,000 | $73.15M | 1.0% | $1.00 | — | CV SR UNSEC NT | 947075AH0 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 700,000 | $71.87M | 1.0% | $102.67 | — | ETF | 92189F676 |
| STKL | SUNOPTA INC | 8,092,699 | $67.98M | 1.0% | $7.91 | -4.4% | COMMON STOCK | 8676EP108 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $57.39M | 0.8% | $18.11 | +58.8% | COMMON STOCK | 156504300 |
| — | VERSO CORP | 2,365,914 | $51.48M | 0.7% | $6.45 | — | COMMON STOCK | 92531L207 |
| — | GOLAR LNG LTD | 44,083,000 | $48.31M | 0.7% | $1.02 | — | CV SR UNSEC NT | 38046YAB7 |
| — | EXANTAS CAPITAL CORP | 47,995,000 | $48.06M | 0.7% | $1.04 | — | CV SR UNSEC NT | 76120WAC8 |
| — | BECTON DICKINSON AND CO | 766,720 | $47.42M | 0.7% | $56.46 | — | 6.125% CV PFD | 075887208 |
| — | CNOOC LTD-SPON ADR | 263,239 | $45.08M | 0.6% | $127.60 | — | CNOOC LTD-SPON ADR | 126132109 |
| — | ENSCO JERSEY FINANCE LTD | 47,849,000 | $44.55M | 0.6% | $0.93 | — | CV SR UNSEC NT | 29359WAB1 |
| — | HORIZON PHARMA INVESTMENT LTD | 46,262,000 | $44.45M | 0.6% | $0.93 | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | CTRIP.COM INTERNATIONAL LTD | 38,610,000 | $40.71M | 0.6% | $1.08 | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| — | EXANTAS CAPITAL CORP | 38,093,000 | $38.88M | 0.5% | $1.01 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | COMSTOCK RESOURCES INC | 39,145,029 | $38.83M | 0.5% | $0.85 | — | CV SEC 2ND LIEN PIK NT PNC | 205768AN4 |
| — | TESLA INC | 31,000,000 | $35.01M | 0.5% | $1.13 | — | CV SR UNSEC NT | 88160RAC5 |
| — | BOOKING HOLDINGS INC | 28,974,000 | $34.69M | 0.5% | $1.18 | — | CV SR UNSEC NT | 741503AX4 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $34.57M | 0.5% | $29.97 | — | COMMON STOCK | 29276K101 |
| — | ILLUMINA INC | 29,145,000 | $34.46M | 0.5% | $1.07 | — | CV SR UNSEC NT | 452327AF6 |
| — | BLACKSTONE MORTGAGE TRUST INC | 33,879,000 | $33.38M | 0.5% | $1.01 | — | CV SR UNSEC NT | 09257WAB6 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,250,000 | $33.31M | 0.5% | $9.58 | +8.0% | COMMON STOCK | 55933J203 |
| — | OCEAN RIG UDW INC | 1,100,000 | $32.43M | 0.5% | $24.18 | — | COMMON STOCK | G66964118 |
| VALE | VALE SA-SP ADR | 2,481,959 | $31.82M | 0.4% | $9.45 | — | VALE SA-SP ADR | 91912E105 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,810,000 | $31.73M | 0.4% | $16.63 | — | COMMON STOCK | 63861C109 |
| — | BIOMARIN PHARMACEUTICAL INC | 30,500,000 | $30.89M | 0.4% | $1.01 | — | CV SR SUB NT | 09061GAH4 |
| — | CITRIX SYSTEMS INC | 21,143,000 | $30.75M | 0.4% | $1.24 | — | CV SR UNSEC NT | 177376AD2 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 30,952,000 | $30.72M | 0.4% | $1.02 | — | CV SR UNSEC NT | 03762UAB1 |
| — | INTERCEPT PHARMACEUTICALS INC | 34,470,000 | $30.35M | 0.4% | $0.80 | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 3,673,300 | $30.16M | 0.4% | $11.57 | — | ANGLOGOLD ASHANTI-SPON ADR | 035128206 |
| — | AZUL SA-ADR | 1,754,774 | $28.71M | 0.4% | $19.81 | — | AZUL SA-ADR | 05501U106 |
| — | PANDORA MEDIA INC | 28,878,000 | $27.78M | 0.4% | $0.92 | — | CV SR UNSEC NT PNC | 698354AB3 |
| — | DISH NETWORK CORP | 28,000,000 | $27.19M | 0.4% | $0.97 | — | CV SR UNSEC NT | 25470MAB5 |
| — | TWITTER INC | 27,867,000 | $27.09M | 0.4% | $0.95 | — | CV SR UNSEC NT | 90184LAB8 |
| — | STONEMOR PARTNERS LP | 4,477,857 | $27M | 0.4% | $7.15 | — | COMMON STOCK | 86183Q100 |
| — | SPIRIT REALTY CAPITAL INC | 27,038,000 | $26.94M | 0.4% | $1.00 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | TRANSOCEAN INC | 18,500,000 | $26.39M | 0.4% | — | — | Put | 893830BJ7 |
| — | WHITING PETROLEUM CORP | 27,010,000 | $25.85M | 0.4% | $0.92 | — | CV SR UNSEC NT | 966387AL6 |
| — | CTRIP.COM INTERNATIONAL-ADR | 534,800 | $25.47M | 0.4% | $47.82 | — | CTRIP.COM INTERNATIONAL-ADR | 22943F100 |
| — | SILICON LABORATORIES INC | 20,794,000 | $25.46M | 0.4% | $1.16 | — | Call | 826919AB8 |
| — | MICROCHIP TECHNOLOGY INC | 21,725,000 | $25.36M | 0.4% | $1.19 | — | CV SR SUB NT | 595017AF1 |
| — | PENNYMAC CORP | 25,209,000 | $25.33M | 0.4% | $0.98 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | VEREIT INC | 24,943,000 | $24.98M | 0.3% | $1.00 | — | CV SR UNSEC NT REIT | 02917TAA2 |
| — | SSR MINING INC | 25,057,000 | $24.79M | 0.3% | $0.95 | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | PRA GROUP INC | 25,654,000 | $24.73M | 0.3% | $0.98 | — | CV SR UNSEC NT | 73640QAB1 |
| — | ARES CAPITAL CORP | 23,841,000 | $24.04M | 0.3% | $1.01 | — | CV SR UNSEC NT | 04010LAM5 |
| — | INTERDIGITAL INC/PA | 19,500,000 | $23.96M | 0.3% | $1.22 | — | CV SR UNSEC NT | 458660AD9 |
| — | REDWOOD TRUST INC | 23,289,000 | $23.65M | 0.3% | $1.01 | — | CV SR UNSEC NT | 749772AB5 |
| — | PATTERN ENERGY GROUP INC | 23,475,000 | $23.48M | 0.3% | $1.01 | — | CV SR UNSEC NT | 70338PAB6 |
| — | GUIDEWIRE SOFTWARE INC | 23,000,000 | $23.47M | 0.3% | $0.98 | — | CV SR UNSEC NT PNC | 40171VAA8 |
| — | SEACOR HOLDINGS INC | 23,755,000 | $23.32M | 0.3% | $0.84 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | SEMPRA ENERGY | 225,000 | $23.22M | 0.3% | $103.00 | — | 6% CV PFD | 816851406 |
| — | J2 GLOBAL INC | 17,000,000 | $23.06M | 0.3% | $1.32 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | GREEN PLAINS INC | 22,763,000 | $22.64M | 0.3% | $0.97 | — | CV SR UNSEC NT PNC | 393222AF1 |
| — | EXACT SCIENCES CORP | 21,330,000 | $22.49M | 0.3% | $1.03 | — | CV SR UNSEC NT | 30063PAA3 |
| — | NEXTERA ENERGY INC | 390,415 | $22.29M | 0.3% | $54.49 | — | 6.123% CV PFD | 65339F820 |
| — | ON SEMICONDUCTOR CORP | 16,825,000 | $22.18M | 0.3% | $1.08 | — | CV SR UNSEC NT | 682189AK1 |
| — | HURON CONSULTING GROUP INC | 23,284,000 | $21.97M | 0.3% | $0.95 | — | CV SR UNSEC NT | 447462AB8 |
| — | CHESAPEAKE ENERGY CORP | 21,000,000 | $21.39M | 0.3% | $1.02 | — | CV SR UNSEC NT PNC | 165167CY1 |
| PCG | PG&E CORP | 500,000 | $21.28M | 0.3% | $42.86 | 0.0% | COMMON STOCK | 69331C108 |
| — | ZILLOW GROUP INC | 16,390,000 | $20.84M | 0.3% | $1.15 | — | CV SR UNSEC NT PNC | 98954MAB7 |
| — | OASIS PETROLEUM INC | 16,000,000 | $20.8M | 0.3% | $1.30 | — | CV SR UNSEC NT PNC | 674215AJ7 |
| — | CARDTRONICS INC | 22,092,000 | $20.59M | 0.3% | $0.93 | — | CV SR UNSEC NT | 14161HAG3 |
| — | VISTRA ENERGY CORP | 216,950 | $20.54M | 0.3% | $94.65 | — | 7% CV PFD | 92840M300 |
| — | ALTABA INC | 14,921,000 | $20.39M | 0.3% | $1.21 | — | CV SR UNSEC NT | 984332AF3 |
| — | BRF SA-ADR | 4,335,648 | $20.29M | 0.3% | $10.79 | — | BRF SA-ADR | 10552T107 |
| — | PRA GROUP INC | 18,970,000 | $20.22M | 0.3% | $1.07 | — | CV SR UNSEC NT PNC | 69354NAB2 |
| — | MACQUARIE INFRASTRUCTURE CORP | 20,300,000 | $20.2M | 0.3% | $0.99 | — | CV SR UNSEC NT | 55608BAA3 |
| — | COLONY CAPITAL INC | 20,855,000 | $19.92M | 0.3% | $0.95 | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | COMSTOCK RESOURCES INC | 19,522,878 | $19.24M | 0.3% | $0.86 | — | CV SEC 2ND LIEN PIK NT PNC | 205768AM6 |
| — | CHENIERE ENERGY INC | 23,871,000 | $19.02M | 0.3% | $0.76 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | WAYFAIR INC | 14,500,000 | $18.71M | 0.3% | $1.29 | — | CV SR UNSEC NT 144A PNC | 94419LAA9 |
| — | NUVASIVE INC | 17,000,000 | $18.46M | 0.3% | $1.09 | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | NORTHERN OIL AND GAS INC | 5,839,667 | $18.39M | 0.3% | $3.15 | — | COMMON STOCK | 665531109 |
| — | WEB.COM GROUP INC | 18,181,000 | $18.18M | 0.3% | $1.00 | — | CV SR UNSEC NT PNC | 94733AAA2 |
| MTG | MGIC INVESTMENT CORP | 1,640,000 | $17.58M | 0.2% | $10.20 | +6.7% | COMMON STOCK | 552848103 |
| — | HESS CORP | 232,800 | $17.54M | 0.2% | $63.29 | — | 8% MAND CV PFD | 42809H404 |
| — | WRIGHT MEDICAL GROUP NV | 13,000,000 | $17.37M | 0.2% | $1.34 | — | CV SR UNSEC NT | 98236JAB4 |
| RYAM | RAYONIER ADVANCED MATERIALS INC | 1,000,000 | $17.09M | 0.2% | $16.80 | +14.5% | COMMON STOCK | 75508B104 |
| — | NEUROCRINE BIOSCIENCES INC | 11,805,000 | $17.07M | 0.2% | $1.45 | — | CV SR UNSEC NT PNC | 64125CAD1 |
| — | GOLDMAN SACHS BDC INC | 16,415,000 | $16.82M | 0.2% | $1.03 | — | CV SR UNSEC NT | 38147UAB3 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 17,577,000 | $16.38M | 0.2% | $0.89 | — | CV SR UNSEC NT | 88163VAE9 |
| — | HERCULES CAPITAL INC | 16,278,000 | $16.25M | 0.2% | $1.01 | — | CV SR UNSEC NT | 427096AF9 |
| — | FORESTAR GROUP INC | 15,869,000 | $15.87M | 0.2% | $0.99 | — | CV SR UNSEC NT | 346232AB7 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15.75M | 0.2% | $10.02 | — | COMMON STOCK | 57682V205 |
| — | STARWOOD PROPERTY TRUST INC | 14,000,000 | $15.65M | 0.2% | $1.08 | — | CV SR UNSEC NT REIT | 85571BAB1 |
| — | DEPOMED INC | 19,020,000 | $15.61M | 0.2% | $0.82 | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | NICE SYSTEMS INC | 11,264,000 | $14.98M | 0.2% | $1.24 | — | CV SR UNSEC NT | 65366HAB9 |
| — | ACORDA THERAPEUTICS INC | 15,230,000 | $14.8M | 0.2% | $0.89 | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 570,102 | $14.74M | 0.2% | $14.66 | — | COMMON STOCK | 531229888 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 12,500,000 | $14.65M | 0.2% | $1.17 | — | CV SR UNSEC NT (LMCK/FWONK) | 531229AF9 |
| — | PALO ALTO NETWORKS INC | 7,835,000 | $14.59M | 0.2% | $1.34 | — | CV SR UNSEC NT | 697435AB1 |
| — | KAMAN CORP | 12,000,000 | $14.53M | 0.2% | $1.21 | — | CV SR UNSEC NT | 483548AF0 |
| — | NAVISTAR INTERNATIONAL CORP | 14,337,000 | $14.44M | 0.2% | $1.00 | — | CV SR SUB NT PNC | 63934EAQ1 |
| — | NEXTERA ENERGY INC | 193,500 | $14.43M | 0.2% | $71.51 | — | 6.371% CV PFD | 65339F846 |
| — | CIMAREX ENERGY CO | 141,130 | $14.36M | 0.2% | $101.74 | — | COMMON STOCK | 171798101 |
| CX | CEMEX SAB-SPONS ADR PART CER | 2,169,140 | $14.23M | 0.2% | $6.56 | — | CEMEX SAB-SPONS ADR PART CER | 151290889 |
| — | NEW MOUNTAIN FINANCE CORP | 13,739,000 | $14M | 0.2% | $1.02 | — | CV SR UNSEC NT | 647551AB6 |
| — | ILLUMINA INC | 10,500,000 | $13.88M | 0.2% | $1.32 | — | CV SR UNSEC NT | 452327AH2 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 13,420,000 | $13.84M | 0.2% | $1.02 | — | CV SR UNSEC NT | G81075AF3 |
| — | BONANZA CREEK ENERGY INC | 358,456 | $13.57M | 0.2% | $31.07 | — | COMMON STOCK | 097793400 |
| — | PDC ENERGY INC | 12,835,000 | $13.47M | 0.2% | $0.98 | — | CV SR UNSEC NT | 69327RAD3 |
| — | IRONWOOD PHARMACEUTICALS INC | 10,000,000 | $13.31M | 0.2% | $1.33 | — | CV SR UNSEC NT | 46333XAD0 |
| — | REALPAGE INC | 9,310,000 | $13.24M | 0.2% | $1.42 | — | CV SR UNSEC NT | 75606NAB5 |
| — | JAZZ INVESTMENTS I LTD | 12,034,000 | $13.13M | 0.2% | $1.06 | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 11,125,000 | $12.71M | 0.2% | $1.03 | — | CV SR UNSEC NT | 458118AC0 |
| — | SOLARCITY CORP | 13,424,000 | $12.52M | 0.2% | $0.85 | — | Put | 83416TAC4 |
| — | TPG SPECIALTY LENDING INC | 12,163,000 | $12.3M | 0.2% | $1.02 | — | CV SR UNSEC NT | 87265KAB8 |
| — | HUBSPOT INC | 8,533,000 | $12.21M | 0.2% | $1.43 | — | CV SR UNSEC NT | 443573AB6 |
| — | YANDEX NV | 12,190,000 | $12.1M | 0.2% | $0.94 | — | CV SR UNSEC NT | 98474TAB3 |
| — | EZCORP INC | 11,785,000 | $11.97M | 0.2% | $0.95 | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | NABORS INDUSTRIES INC | 15,145,000 | $11.95M | 0.2% | $0.79 | — | CV SR UNSEC NT | 62957HAB1 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 11,658,000 | $11.79M | 0.2% | $1.00 | — | CV SR UNSEC NT | 95790DAA3 |
| — | NEW YORK MORTGAGE TRUST INC | 11,617,000 | $11.55M | 0.2% | $0.99 | — | CV SR UNSEC NT | 649604AD7 |
| — | HCI GROUP INC | 11,038,000 | $11.01M | 0.2% | $0.98 | — | CV SR UNSEC NT | 40416EAB9 |
| — | NATIONAL CINEMEDIA INC | 1,300,000 | $10.92M | 0.2% | $6.98 | — | COMMON STOCK | 635309107 |
| — | BANK OF AMERICA CORP | 8,600 | $10.75M | 0.2% | $1257.17 | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | ENVESTNET INC | 10,113,000 | $10.67M | 0.1% | $1.03 | — | CV SR UNSEC NT | 29404KAA4 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 8,635,000 | $10.64M | 0.1% | $1.23 | — | CV SR UNSEC NT | 049164BH8 |
| — | ENCORE CAPITAL GROUP INC | 11,251,000 | $10.43M | 0.1% | $0.91 | — | CV SR UNSEC NT | 292554AH5 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $10.32M | 0.1% | $11.25 | -37.3% | COMMON STOCK | 892231101 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,650,000 | $10.25M | 0.1% | $1.11 | — | CV SR SUB NT | 09061GAE1 |
| — | OSI SYSTEMS INC | 10,500,000 | $10.21M | 0.1% | $0.97 | — | CV SR UNSEC NT PNC | 671044AD7 |
| — | TCP CAPITAL CORP | 9,768,000 | $9.926M | 0.1% | $1.01 | — | CV SR UNSEC NT | 87238QAB9 |
| — | REDWOOD TRUST INC | 10,000,000 | $9.917M | 0.1% | $0.99 | — | CV SR UNSEC NT | 758075AD7 |
| — | SEACOR HOLDINGS INC | 9,664,000 | $9.896M | 0.1% | $1.02 | — | CV SR UNSEC NT PNC | 811904AN1 |
| — | NEVRO CORP | 9,000,000 | $9.818M | 0.1% | $1.15 | — | CV SR UNSEC NT | 64157FAA1 |
| — | FINISAR CORP | 9,705,000 | $9.618M | 0.1% | $0.98 | — | CV SR UNSEC NT | 31787AAM3 |
| — | CYPRESS SEMICONDUCTOR CORP | 6,955,000 | $9.238M | 0.1% | $1.32 | — | CV SR UNSEC NT | 232806AM1 |
| — | TWO HARBORS INVESTMENT CORP | 8,650,000 | $9.083M | 0.1% | $1.04 | — | CV SR UNSEC NT | 90187BAA9 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $9.016M | 0.1% | $0.90 | — | CV SR UNSEC NT SER-G PNC | 595112AY9 |
| — | QIAGEN NV | 7,000,000 | $8.995M | 0.1% | $1.25 | — | CV SR UNSEC NT REG S | 104647723 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 8,467,000 | $8.86M | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | DHT HOLDINGS INC | 8,221,000 | $8.413M | 0.1% | $0.95 | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | WELLS FARGO & CO | 6,677 | $8.405M | 0.1% | $1311.20 | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| — | FLEXION THERAPEUTICS INC | 6,845,000 | $8.377M | 0.1% | $1.22 | — | CV SR UNSEC NT PNC | 33938JAB2 |
| — | ALDER BIOPHARMACEUTICALS INC | 8,000,000 | $8.331M | 0.1% | $1.04 | — | CV SR UNSEC NT PNC | 014339AA3 |
| — | GRANITE POINT MORTGAGE TRUST INC | 8,025,000 | $8.18M | 0.1% | $1.00 | — | CV SR UNSEC NT 144A | 38741LAB3 |
| — | ANI PHARMACEUTICALS INC | 6,857,000 | $7.767M | 0.1% | $1.15 | — | CV SR UNSEC NT | 00182CAA1 |
| — | TITAN MACHINERY INC | 7,791,000 | $7.728M | 0.1% | $0.83 | — | CV SR UNSEC NT | 88830RAB7 |
| — | PROOFPOINT INC | 5,109,000 | $7.519M | 0.1% | $1.18 | — | CV SR UNSEC NT PNC | 743424AD5 |
| — | CANADIAN SOLAR INC | 7,315,000 | $7.111M | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | GCI LIBERTY INC | 150,000 | $6.762M | 0.1% | $52.86 | — | COMMON STOCK | 36164V305 |
| — | INVITATION HOMES (IH MERGER SUB LLC) | 6,031,000 | $6.747M | 0.1% | $1.12 | — | CV SR UNSEC NT | 19625XAB8 |
| — | QUIDEL CORP | 3,083,000 | $6.593M | 0.1% | $1.20 | — | CV SR UNSEC NT | 74838JAA9 |
| — | BRISTOW GROUP INC | 5,644,000 | $6.466M | 0.1% | $1.11 | — | CV SR UNSEC NT | 110394AF0 |
| — | SYNAPTICS INC | 6,030,000 | $5.987M | 0.1% | $0.99 | — | CV SR UNSEC NT PNC | 87157DAD1 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,000,000 | $5.947M | 0.1% | $1.19 | — | CV SR SUB NT | 09061GAF8 |
| — | VERINT SYSTEMS INC | 6,000,000 | $5.92M | 0.1% | $0.99 | — | CV SR UNSEC NT | 92343XAA8 |
| — | DYCOM INDUSTRIES INC | 4,956,000 | $5.764M | 0.1% | $1.29 | — | CV SR UNSEC NT | 267475AB7 |
| — | CTRIP.COM INTERNATIONAL LTD | 5,000,000 | $5.728M | 0.1% | $1.15 | — | CV SR UNSEC NT | 22943FAH3 |
| — | HCI GROUP INC | 5,585,000 | $5.486M | 0.1% | $0.98 | — | CV SR UNSEC NT | 40416EAD5 |
| — | CLEVELAND-CLIFFS INC | 4,320,000 | $5.317M | 0.1% | $1.08 | — | CV SR UNSEC NT PNC | 185899AA9 |
| — | AEGEAN MARINE PETROLEUM NETWORK INC | 15,121,000 | $5.292M | 0.1% | $0.62 | — | CV SR UNSEC NT PNC | 00773VAB2 |
| — | NAVISTAR INTERNATIONAL CORP | 5,065,000 | $5.233M | 0.1% | $1.03 | — | CV SR SUB NT PNC | 63934EAS7 |
| — | INNOVIVA INC | 5,217,000 | $5.081M | 0.1% | $0.96 | — | CV SUB NT | 88338TAB0 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 110,000 | $5.072M | 0.1% | $46.11 | — | 6% CV PFD | G6359F129 |
| — | NOVAVAX INC | 8,155,000 | $4.889M | 0.1% | $0.71 | — | CV SR UNSEC NT | 670002AB0 |
| — | PDL BIOPHARMA INC | 5,060,000 | $4.67M | 0.1% | $0.92 | — | CV SR UNSEC NT | 69329YAG9 |
| — | WPX ENERGY INC | 60,000 | $4.528M | 0.1% | $53.36 | — | 6.25% MAND CV PFD | 98212B202 |
| — | ECHO GLOBAL LOGISTICS INC | 4,330,000 | $4.499M | 0.1% | $1.00 | — | CV SR UNSEC NT | 27875TAA9 |
| — | CARBONITE INC | 2,985,000 | $4.442M | 0.1% | $1.49 | — | CV SR UNSEC NT PNC | 141337AB1 |
| — | FINISAR CORP | 4,821,000 | $4.387M | 0.1% | $0.91 | — | CV SR UNSEC NT | 31787AAP6 |
| TEO | TELECOM ARGENTINA SA | 241,000 | $4.275M | 0.1% | $17.74 | — | COMMON STOCK ADR | 879273209 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $4.272M | 0.1% | $7.07 | — | COMMON STOCK | Y2187A143 |
| — | SUNPOWER CORP | 5,003,000 | $4.162M | 0.1% | $0.82 | — | CV SR UNSEC NT | 867652AL3 |
| — | GSV CAPITAL CORP | 4,040,000 | $4.105M | 0.1% | $0.92 | — | CV SR UNSEC NT | 36191JAB7 |
| — | SCORPIO TANKERS INC | 4,000,000 | $4.073M | 0.1% | $1.02 | — | CV SR UNSEC NT | 80918TAB5 |
| — | VEON LTD | 1,678,900 | $3.996M | 0.1% | $4.08 | — | COMMON STOCK ADR | 91822M106 |
| — | BELLATRIX EXPLORATION LTD | 3,750,000 | $3.763M | 0.1% | $2.85 | — | COMMON STOCK | 078314507 |
| — | STEEL CONNECT INC | 3,700,000 | $3.66M | 0.1% | $0.96 | — | CV SR UNSEC NT | 60786LAB3 |
| BELFB | BEL FUSE INC | 175,060 | $3.658M | 0.1% | $18.46 | -0.6% | COMMON STOCK | 077347300 |
| — | PTC THERAPEUTICS INC | 3,445,000 | $3.429M | 0.0% | $0.75 | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.332M | 0.0% | $7.97 | — | COMMON STOCK | 67402D104 |
| — | VEECO INSTRUMENTS INC | 3,460,000 | $3.062M | 0.0% | $0.91 | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | ELECTRONICS FOR IMAGING INC | 2,725,000 | $2.699M | 0.0% | $0.99 | — | CV SR UNSEC NT | 286082AC6 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.636M | 0.0% | $10.13 | — | COMMON STOCK ADR | 607409109 |
| — | MIDSTATES PETROLEUM CO INC | 190,307 | $2.59M | 0.0% | $14.83 | — | COMMON STOCK | 59804T407 |
| — | EXTRACTION OIL & GAS INC | 172,787 | $2.538M | 0.0% | $20.04 | — | COMMON STOCK | 30227M105 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.506M | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $2.395M | 0.0% | $23.46 | -36.1% | COMMON STOCK | 80007P869 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 2,160,000 | $2.208M | 0.0% | $1.03 | — | CV SR UNSEC NT | 092533AC2 |
| — | PROSPECT CAPITAL CORP | 2,110,000 | $2.112M | 0.0% | $0.97 | — | CV SR UNSEC NT | 74348TAQ5 |
| — | ULTRA PETROLEUM CORP | 708,459 | $1.637M | 0.0% | $10.85 | — | COMMON STOCK | 903914208 |
| — | ARBOR REALTY TRUST INC | 1,327,000 | $1.475M | 0.0% | $1.02 | — | CV SR UNSEC NT | 038923AB4 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.319M | 0.0% | $4.89 | — | COMMON STOCK | 67401P108 |
| BMA | BANCO MACRO SA-ADR | 22,306 | $1.311M | 0.0% | $58.77 | — | BANCO MACRO SA-ADR | 05961W105 |
| INDA | ISHARES MSCI INDIA ETF | 32,600 | $1.085M | 0.0% | $28.96 | — | ISHARES MSCI INDIA ETF | 46429B598 |
| SIGA | SIGA TECHNOLOGIES INC | 75,000 | $446K | 0.0% | $4.75 | 0.0% | COMMON STOCK | 826917106 |
| BELFA | BEL FUSE INC | 20,862 | $436K | 0.0% | $17.13 | 0.0% | COMMON STOCK | 077347201 |