Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $7.43B (72.4% shares, 27.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P500 ETF TRUST | 3,600,000 | $1.047B | 14.1% | $271.28 | — | Call | 78462F103 |
| VST | VISTRA ENERGY CORP | 35,715,343 | $889M | 12.0% | $13.44 | +46.4% | COMMON STOCK | 92840M102 |
| SBLK | STAR BULK CARRIERS CORP | 30,557,767 | $442M | 5.9% | $4.58 | +182.9% | COMMON STOCK | Y8162K204 |
| TRMD | TORM PLC | 47,600,172 | $286M | 3.8% | $3.41 | 0.0% | COMMON STOCK | G89479102 |
| ALLY | ALLY FINANCIAL INC | 8,712,400 | $230M | 3.1% | $17.66 | +22.1% | COMMON STOCK | 02005N100 |
| — | TRIBUNE MEDIA CO | 5,442,870 | $209M | 2.8% | $58.05 | — | COMMON STOCK | 896047503 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,625,809 | $160M | 2.2% | $26.35 | — | ADR | 874039100 |
| SPY | SPDR S&P500 ETF TRUST | 500,000 | $145M | 2.0% | $271.28 | — | Put | 78462F103 |
| NMIH | NMI HOLDINGS INC | 5,681,992 | $129M | 1.7% | $8.34 | +150.2% | COMMON STOCK | 629209305 |
| IBN | ICICI BANK LTD-SPON ADR | 10,534,345 | $89.44M | 1.2% | $10.85 | — | ADR | 45104G104 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 8,135,360 | $85.1M | 1.1% | $8.50 | — | ADR | 71654V101 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 7,536,959 | $82.76M | 1.1% | $11.21 | — | ADR | 465562106 |
| CMBT | EURONAV NV | 9,182,915 | $79.89M | 1.1% | $4.22 | -2.8% | COMMON STOCK | B38564108 |
| VICI | VICI PROPERTIES INC | 3,576,319 | $77.32M | 1.0% | $13.09 | +6.1% | COMMON STOCK REIT | 925652109 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 700,000 | $74.52M | 1.0% | $102.67 | — | Put | 92189F676 |
| — | DISH NETWORK CORP | 68,875,000 | $65.86M | 0.9% | $0.96 | — | CV SR UNSEC NT | 25470MAB5 |
| STKL | SUNOPTA INC | 8,092,699 | $59.48M | 0.8% | $7.91 | +0.8% | COMMON STOCK | 8676EP108 |
| MU | MICRON TECHNOLOGY INC | 1,300,000 | $58.8M | 0.8% | — | — | Put | 595112103 |
| — | WEATHERFORD INTERNATIONAL LTD | 61,872,000 | $58.42M | 0.8% | $1.00 | — | CV SR UNSEC NT | 947075AH0 |
| PCG | PG&E CORP | 1,215,000 | $55.9M | 0.8% | $43.54 | +1.1% | COMMON STOCK | 69331C108 |
| — | CNOOC LTD-SPON ADR | 275,740 | $54.47M | 0.7% | $130.78 | — | ADR | 126132109 |
| — | GOLAR LNG LTD | 47,838,000 | $50.15M | 0.7% | $1.03 | — | CV SR UNSEC NT | 38046YAB7 |
| VALE | VALE SA-SP ADR | 3,302,681 | $49.01M | 0.7% | $10.79 | — | ADR | 91912E105 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $47.75M | 0.6% | $18.11 | +54.9% | COMMON STOCK | 156504300 |
| — | EXANTAS CAPITAL CORP | 47,415,000 | $47.35M | 0.6% | $1.04 | — | CV SR UNSEC NT | 76120WAC8 |
| INFY | INFOSYS LTD-SP ADR | 4,655,979 | $47.35M | 0.6% | $15.66 | — | ADR | 456788108 |
| — | INTERCEPT PHARMACEUTICALS INC | 43,316,000 | $43.99M | 0.6% | $0.85 | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | ENSCO JERSEY FINANCE LTD | 43,185,000 | $43.11M | 0.6% | $0.93 | — | CV SR UNSEC NT | 29359WAB1 |
| — | BLACKSTONE MORTGAGE TRUST INC | 42,910,000 | $43.02M | 0.6% | $1.01 | — | CV SR UNSEC NT | 09257WAB6 |
| — | BECTON DICKINSON AND CO | 655,020 | $42.81M | 0.6% | $56.46 | — | 6.125% CV PFD | 075887208 |
| — | HORIZON PHARMA INVESTMENT LTD | 41,281,000 | $41.68M | 0.6% | $0.93 | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | EXANTAS CAPITAL CORP | 38,093,000 | $38.42M | 0.5% | $1.01 | — | CV SR UNSEC NT REIT | 76120WAA2 |
| — | BOOKING HOLDINGS INC | 30,884,000 | $36.72M | 0.5% | $1.18 | — | CV SR UNSEC NT | 741503AX4 |
| — | CROWN CASTLE INTERNATIONAL CORP | 32,000 | $34.75M | 0.5% | $1086.00 | — | 6.875% CV PFD | 22822V309 |
| — | COOPER TIRE & RUBBER CO | 1,200,000 | $33.96M | 0.5% | — | — | Put | 216831107 |
| CX | CEMEX SAB-SPONS ADR PART CER | 4,808,700 | $33.85M | 0.5% | $6.82 | — | ADR | 151290889 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 3,907,565 | $33.53M | 0.5% | $11.39 | — | ADR | 035128206 |
| — | AZUL SA-ADR | 1,873,216 | $33.33M | 0.4% | $19.68 | — | ADR | 05501U106 |
| — | FORTIVE CORP | 30,577 | $32.99M | 0.4% | $1078.78 | — | 5% CV PFD | 34959J207 |
| — | ALTABA INC | 483,866 | $32.96M | 0.4% | $70.89 | — | COMMON STOCK | 021346101 |
| — | EXACT SCIENCES CORP | 26,463,000 | $32.77M | 0.4% | $1.07 | — | CV SR UNSEC NT | 30063PAA3 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $32.69M | 0.4% | $29.97 | — | COMMON STOCK | 29276K101 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 32,406,000 | $32.61M | 0.4% | $1.02 | — | CV SR UNSEC NT | 03762UAB1 |
| — | VERSO CORP | 961,319 | $32.37M | 0.4% | $6.45 | — | COMMON STOCK | 92531L207 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,250,000 | $32.17M | 0.4% | $9.58 | +14.5% | COMMON STOCK | 55933J203 |
| — | WMIH CORP | 23,130,531 | $32.15M | 0.4% | $1.39 | — | COMMON STOCK | 92936P100 |
| — | SUPER MICRO COMPUTER INC | 1,500,000 | $30.91M | 0.4% | $20.61 | — | COMMON STOCK | 86800U104 |
| — | CTRIP.COM INTERNATIONAL LTD | 30,380,000 | $29.8M | 0.4% | $1.08 | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| WB | WEIBO CORP-SPON ADR | 406,600 | $29.73M | 0.4% | $73.13 | — | ADR | 948596101 |
| — | BRF SA-ADR | 5,117,302 | $28.04M | 0.4% | $9.98 | — | ADR | 10552T107 |
| BBD | BANCO BRADESCO-ADR | 3,936,583 | $27.87M | 0.4% | $7.08 | — | ADR | 059460303 |
| — | WHITING PETROLEUM CORP | 28,097,000 | $27.02M | 0.4% | $0.92 | — | CV SR UNSEC NT | 966387AL6 |
| — | COLONY CAPITAL INC | 28,505,000 | $26.98M | 0.4% | $0.95 | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | HESS CORP | 336,700 | $26.76M | 0.4% | $68.29 | — | 8% MAND CV PFD | 42809H404 |
| — | NEXTERA ENERGY INC | 468,855 | $26.7M | 0.4% | $54.90 | — | 6.123% CV PFD | 65339F820 |
| — | NUVASIVE INC | 20,805,000 | $26.41M | 0.4% | $1.12 | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | HURON CONSULTING GROUP INC | 26,753,000 | $26.11M | 0.4% | $0.95 | — | CV SR UNSEC NT | 447462AB8 |
| — | PENNYMAC CORP | 25,642,000 | $25.61M | 0.3% | $0.98 | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | PATTERN ENERGY GROUP INC | 25,097,000 | $25.16M | 0.3% | $1.01 | — | CV SR UNSEC NT | 70338PAB6 |
| — | PRA GROUP INC | 25,708,000 | $24.86M | 0.3% | $0.98 | — | CV SR UNSEC NT | 73640QAB1 |
| — | PANDORA MEDIA INC | 25,245,000 | $24.76M | 0.3% | $0.92 | — | CV SR UNSEC NT PNC | 698354AB3 |
| — | NUANCE COMMUNICATIONS INC | 23,850,000 | $24.67M | 0.3% | $1.03 | — | CV SR UNSEC NT | 67020YAN0 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 20,625,000 | $24.15M | 0.3% | $1.17 | — | CV SR UNSEC NT (LMCK/FWONK) | 531229AF9 |
| — | CARDTRONICS INC | 24,789,000 | $23.99M | 0.3% | $0.94 | — | CV SR UNSEC NT | 14161HAG3 |
| — | VIAVI SOLUTIONS INC | 22,000,000 | $23.81M | 0.3% | $1.08 | — | CV SR UNSEC NT | 925550AB1 |
| — | TWITTER INC | 24,301,000 | $23.59M | 0.3% | $0.95 | — | CV SR UNSEC NT | 90184LAB8 |
| — | MACQUARIE INFRASTRUCTURE CORP | 23,597,000 | $23.45M | 0.3% | $0.99 | — | CV SR UNSEC NT | 55608BAA3 |
| — | ILLUMINA INC | 16,000,000 | $23.29M | 0.3% | $1.07 | — | CV SR UNSEC NT | 452327AF6 |
| — | SEACOR HOLDINGS INC | 23,824,000 | $23.22M | 0.3% | $0.84 | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | SSR MINING INC | 23,403,000 | $23.04M | 0.3% | $0.95 | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | STONEMOR PARTNERS LP | 4,477,857 | $22.97M | 0.3% | $7.15 | — | COMMON STOCK | 86183Q100 |
| — | VERINT SYSTEMS INC | 21,911,000 | $22.68M | 0.3% | $1.02 | — | CV SR UNSEC NT | 92343XAA8 |
| — | GUIDEWIRE SOFTWARE INC | 20,655,000 | $22.17M | 0.3% | $0.98 | — | CV SR UNSEC NT PNC | 40171VAA8 |
| — | CTRIP.COM INTERNATIONAL-ADR | 593,153 | $22.05M | 0.3% | $46.77 | — | ADR | 22943F100 |
| — | CITRIX SYSTEMS INC | 14,237,000 | $21.9M | 0.3% | $1.24 | — | CV SR UNSEC NT | 177376AD2 |
| MTG | MGIC INVESTMENT CORP | 1,640,000 | $21.83M | 0.3% | $10.20 | +21.5% | COMMON STOCK | 552848103 |
| — | SERVICENOW INC | 14,585,000 | $21.82M | 0.3% | $1.50 | — | CV SR UNSEC NT | 81762PAC6 |
| YUMC | YUM CHINA HOLDINGS INC | 614,500 | $21.57M | 0.3% | $35.63 | 0.0% | COMMON STOCK | 98850P109 |
| — | ARES CAPITAL CORP | 21,319,000 | $21.4M | 0.3% | $1.01 | — | CV SR UNSEC NT | 04010LAM5 |
| — | II-VI INC | 17,865,000 | $21.04M | 0.3% | $1.18 | — | CV SR UNSEC NT | 902104AB4 |
| — | REDWOOD TRUST INC | 20,452,000 | $20.74M | 0.3% | $1.01 | — | CV SR UNSEC NT | 749772AB5 |
| — | HERCULES CAPITAL INC | 21,177,000 | $20.57M | 0.3% | $1.00 | — | CV SR UNSEC NT | 427096AF9 |
| — | INVITATION HOMES (IH MERGER SUB LLC) | 18,561,000 | $20.49M | 0.3% | $1.11 | — | CV SR UNSEC NT | 19625XAB8 |
| — | TRANSOCEAN INC | 13,615,000 | $20.22M | 0.3% | $1.48 | — | CV SR UNSEC NT | 893830BJ7 |
| — | BIOMARIN PHARMACEUTICAL INC | 18,865,000 | $20.15M | 0.3% | $1.01 | — | CV SR SUB NT | 09061GAH4 |
| — | J2 GLOBAL INC | 15,360,000 | $19.98M | 0.3% | $1.32 | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | LUMENTUM HOLDINGS INC | 16,000,000 | $19.23M | 0.3% | $1.20 | — | CV SR UNSEC NT | 55024UAB5 |
| — | FINISAR CORP | 20,316,000 | $18.66M | 0.3% | $0.92 | — | CV SR UNSEC NT | 31787AAP6 |
| — | INPHI CORP | 15,500,000 | $17.94M | 0.2% | $1.16 | — | CV SR UNSEC NT | 45772FAB3 |
| — | OSI SYSTEMS INC | 18,380,000 | $17.61M | 0.2% | $0.97 | — | CV SR UNSEC NT PNC | 671044AD7 |
| — | NORTHERN OIL AND GAS INC | 4,389,667 | $17.56M | 0.2% | $3.15 | — | COMMON STOCK | 665531109 |
| — | GOLDMAN SACHS BDC INC | 17,259,000 | $17.48M | 0.2% | $1.03 | — | CV SR UNSEC NT | 38147UAB3 |
| — | WRIGHT MEDICAL GROUP NV | 11,990,000 | $17.35M | 0.2% | $1.34 | — | CV SR UNSEC NT | 98236JAB4 |
| — | SPIRIT REALTY CAPITAL INC | 17,155,000 | $17.16M | 0.2% | $1.00 | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | BONANZA CREEK ENERGY INC | 571,208 | $17.01M | 0.2% | $30.59 | — | COMMON STOCK | 097793400 |
| — | FORESTAR GROUP INC | 16,928,000 | $16.93M | 0.2% | $0.99 | — | CV SR UNSEC NT | 346232AB7 |
| — | REDWOOD TRUST INC | 17,070,000 | $16.89M | 0.2% | $0.99 | — | CV SR UNSEC NT | 758075AD7 |
| — | SEMPRA ENERGY | 166,700 | $16.88M | 0.2% | $101.24 | — | 6.75% CV PFD | 816851505 |
| — | SOUTH JERSEY INDUSTRIES INC | 300,000 | $16.8M | 0.2% | $56.00 | — | 7.25% CV PFD | 838518116 |
| — | BIOMARIN PHARMACEUTICAL INC | 13,720,000 | $16.53M | 0.2% | $1.20 | — | CV SR SUB NT | 09061GAF8 |
| — | NEW MOUNTAIN FINANCE CORP | 16,292,000 | $16.47M | 0.2% | $1.02 | — | CV SR UNSEC NT | 647551AB6 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $16.14M | 0.2% | $10.02 | — | COMMON STOCK | 57682V205 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 15,000,000 | $15.82M | 0.2% | $1.05 | — | CV SR UNSEC NT | 01988PAD0 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 16,755,000 | $15.76M | 0.2% | $0.89 | — | CV SR UNSEC NT | 88163VAE9 |
| — | QTS REALTY TRUST INC | 148,000 | $15.63M | 0.2% | $105.61 | — | 6.500000% CV PFD PERPETUAL PNC | 74736A301 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 570,102 | $15.54M | 0.2% | $14.66 | — | COMMON STOCK | 531229888 |
| — | JAZZ INVESTMENTS I LTD | 14,357,000 | $15.41M | 0.2% | $1.06 | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | SEMPRA ENERGY | 152,340 | $15.36M | 0.2% | $103.00 | — | 6% CV PFD | 816851406 |
| — | NEUROCRINE BIOSCIENCES INC | 8,895,000 | $15.18M | 0.2% | $1.45 | — | CV SR UNSEC NT PNC | 64125CAD1 |
| — | CHESAPEAKE ENERGY CORP | 14,795,000 | $14.65M | 0.2% | $1.02 | — | CV SR UNSEC NT PNC | 165167CY1 |
| — | EZCORP INC | 14,351,000 | $14.26M | 0.2% | $0.96 | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| NXPI | NXP SEMICONDUCTORS NV | 166,000 | $14.19M | 0.2% | $85.25 | 0.0% | COMMON STOCK | N6596X109 |
| — | NABORS INDUSTRIES INC | 17,610,000 | $13.78M | 0.2% | $0.79 | — | CV SR UNSEC NT | 62957HAB1 |
| — | INTERNATIONAL FLAVORS & FRAGRANCES INC | 250,000 | $13.6M | 0.2% | $54.40 | — | 6.000000 CV PFD PNC | 459506309 |
| — | REALPAGE INC | 8,080,000 | $13.24M | 0.2% | $1.42 | — | CV SR UNSEC NT | 75606NAB5 |
| — | STANLEY BLACK & DECKER INC | 120,000 | $13.15M | 0.2% | $109.61 | — | 5.375% CV PFD | 854502887 |
| — | CIMAREX ENERGY CO | 141,130 | $13.12M | 0.2% | $101.74 | — | COMMON STOCK | 171798101 |
| — | NAVISTAR INTERNATIONAL CORP | 12,755,000 | $12.76M | 0.2% | $1.00 | — | CV SR SUB NT PNC | 63934EAQ1 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $12.49M | 0.2% | $11.25 | -30.2% | COMMON STOCK | 892231101 |
| — | JAZZ INVESTMENTS I LTD | 12,200,000 | $12.44M | 0.2% | $1.02 | — | CV SR UNSEC NT PNC | 472145AD3 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 12,273,000 | $12.42M | 0.2% | $1.00 | — | CV SR UNSEC NT | 95790DAA3 |
| TEO | TELECOM ARGENTINA SA | 712,500 | $12.41M | 0.2% | $17.53 | — | COMMON STOCK ADR | 879273209 |
| — | RETROPHIN INC | 12,000,000 | $12.35M | 0.2% | $1.03 | — | CV SR UNSEC NT PNC | 761299AB2 |
| — | INTERDIGITAL INC/PA | 10,230,000 | $12.02M | 0.2% | $1.22 | — | CV SR UNSEC NT | 458660AD9 |
| — | YANDEX NV | 11,534,000 | $11.47M | 0.2% | $0.94 | — | CV SR UNSEC NT | 98474TAB3 |
| — | CHENIERE ENERGY INC | 14,163,000 | $11.43M | 0.2% | $0.76 | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | ECHO GLOBAL LOGISTICS INC | 10,900,000 | $11.38M | 0.2% | $1.03 | — | CV SR UNSEC NT | 27875TAA9 |
| — | NEW YORK MORTGAGE TRUST INC | 11,175,000 | $11.18M | 0.2% | $0.99 | — | CV SR UNSEC NT | 649604AD7 |
| — | OASIS PETROLEUM INC | 8,265,000 | $11.12M | 0.1% | $1.30 | — | CV SR UNSEC NT PNC | 674215AJ7 |
| — | BLACKROCK TCP CAPITAL CORP | 10,891,000 | $11.03M | 0.1% | $1.01 | — | CV SR UNSEC NT | 87238QAB9 |
| — | CEMEX SAB DE CV | 10,845,000 | $10.95M | 0.1% | $1.01 | — | CV SUB NT | 151290BR3 |
| — | ENCORE CAPITAL GROUP INC | 11,536,000 | $10.79M | 0.1% | $0.91 | — | CV SR UNSEC NT | 292554AH5 |
| — | VIPSHOP HOLDINGS LTD | 10,961,000 | $10.78M | 0.1% | $0.98 | — | CV SR UNSEC NT | 92763WAA1 |
| — | IRONWOOD PHARMACEUTICALS INC | 8,215,000 | $10.71M | 0.1% | $1.33 | — | CV SR UNSEC NT | 46333XAD0 |
| — | GREEN PLAINS INC | 11,058,000 | $10.61M | 0.1% | $0.97 | — | CV SR UNSEC NT PNC | 393222AF1 |
| — | SM ENERGY CO | 9,500,000 | $10.45M | 0.1% | $1.10 | — | CV SR UNSEC NT | 78454LAM2 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 10,265,000 | $10.3M | 0.1% | $1.02 | — | CV SR UNSEC NT | G81075AF3 |
| — | HCI GROUP INC | 10,110,000 | $10.08M | 0.1% | $0.98 | — | CV SR UNSEC NT | 40416EAB9 |
| — | VITAMIN SHOPPE INC | 11,495,000 | $9.986M | 0.1% | $0.87 | — | CV SR UNSEC NT | 92849EAB7 |
| — | BANK OF AMERICA CORP | 7,600 | $9.836M | 0.1% | $1257.17 | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | TPG SPECIALTY LENDING INC | 9,655,000 | $9.725M | 0.1% | $1.02 | — | CV SR UNSEC NT | 87265KAB8 |
| — | PRA GROUP INC | 9,365,000 | $9.611M | 0.1% | $1.07 | — | CV SR UNSEC NT PNC | 69354NAB2 |
| — | PTC THERAPEUTICS INC | 8,200,000 | $9.454M | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | ALDER BIOPHARMACEUTICALS INC | 8,525,000 | $9.143M | 0.1% | $1.04 | — | CV SR UNSEC NT PNC | 014339AA3 |
| — | INNOVIVA INC | 8,805,000 | $8.942M | 0.1% | $0.98 | — | CV SUB NT | 88338TAB0 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 7,155,000 | $8.286M | 0.1% | $1.23 | — | CV SR UNSEC NT | 049164BH8 |
| — | WELLS FARGO & CO | 6,293 | $8.124M | 0.1% | $1311.20 | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| — | WAYFAIR INC | 5,365,000 | $8.114M | 0.1% | $1.51 | — | CV SR UNSEC NT PNC | 94419LAB7 |
| — | HUBSPOT INC | 4,860,000 | $8M | 0.1% | $1.43 | — | CV SR UNSEC NT | 443573AB6 |
| — | PACIRA PHARMACEUTICALS INC/DE | 7,500,000 | $7.949M | 0.1% | $1.06 | — | CV SR UNSEC NT PNC | 695127AD2 |
| — | ROVI CORP | 8,255,000 | $7.876M | 0.1% | $0.95 | — | CV SR UNSEC NT (ACQUIRED BY: TIVO) | 779376AD4 |
| — | TELADOC HEALTH INC | 3,825,000 | $7.826M | 0.1% | $2.05 | — | CV SR UNSEC NT PNC | 87918AAB1 |
| — | TITAN MACHINERY INC | 7,871,000 | $7.815M | 0.1% | $0.83 | — | CV SR UNSEC NT | 88830RAB7 |
| — | GCI LIBERTY INC | 150,000 | $7.65M | 0.1% | $52.86 | — | COMMON STOCK | 36164V305 |
| — | SYNAPTICS INC | 7,930,000 | $7.605M | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 87157DAD1 |
| — | DHT HOLDINGS INC | 7,256,000 | $7.458M | 0.1% | $0.95 | — | CV SR UNSEC NT PNC | 23335SAB2 |
| PAM | PAMPA ENERGIA SA | 240,000 | $7.452M | 0.1% | $31.05 | — | COMMON STOCK ADR | 697660207 |
| — | CEMEX SAB DE CV | 7,370,000 | $7.447M | 0.1% | $1.01 | — | CV SUB NT | 151290BT9 |
| — | DEXCOM INC | 4,790,000 | $7.37M | 0.1% | $1.54 | — | CV SR UNSEC NT PNC | 252131AF4 |
| — | NUANCE COMMUNICATIONS INC | 7,700,000 | $7.285M | 0.1% | $0.95 | — | CV SR UNSEC NT CPDI | 67020YAK6 |
| — | PROSPECT CAPITAL CORP | 7,135,000 | $7.205M | 0.1% | $1.00 | — | CV SR UNSEC NT | 74348TAQ5 |
| — | GRANITE POINT MORTGAGE TRUST INC | 6,895,000 | $7.148M | 0.1% | $1.00 | — | CV SR UNSEC NT 144A | 38741LAB3 |
| — | KAMAN CORP | 5,880,000 | $6.919M | 0.1% | $1.21 | — | CV SR UNSEC NT | 483548AF0 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 6,416,000 | $6.899M | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | FINISAR CORP | 6,625,000 | $6.596M | 0.1% | $0.98 | — | CV SR UNSEC NT | 31787AAM3 |
| — | FIREEYE INC | 6,773,000 | $6.484M | 0.1% | $0.96 | — | CV SR UNSEC NT | 31816QAB7 |
| — | STARWOOD PROPERTY TRUST INC | 5,750,000 | $6.383M | 0.1% | $1.08 | — | CV SR UNSEC NT REIT | 85571BAB1 |
| — | NXP SEMICONDUCTORS NV | 6,000,000 | $6.263M | 0.1% | $1.04 | — | CV SR UNSEC NT | 62952QAB6 |
| — | TWO HARBORS INVESTMENT CORP | 6,056,000 | $6.249M | 0.1% | $1.04 | — | CV SR UNSEC NT | 90187BAA9 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 5,950,000 | $6.074M | 0.1% | $1.03 | — | CV SR UNSEC NT | 092533AC2 |
| — | VISTRA ENERGY CORP | 61,700 | $5.986M | 0.1% | $94.65 | — | 7% CV PFD | 92840M300 |
| — | CTRIP.COM INTERNATIONAL LTD | 5,915,000 | $5.8M | 0.1% | $0.98 | — | CV SR UNSEC NT | 22943FAM2 |
| — | HALCON RESOURCES CORP | 1,270,000 | $5.677M | 0.1% | $4.47 | — | COMMON STOCK | 40537Q605 |
| — | ELECTRONICS FOR IMAGING INC | 5,730,000 | $5.662M | 0.1% | $0.99 | — | CV SR UNSEC NT | 286082AC6 |
| — | ENVESTNET INC | 5,113,000 | $5.626M | 0.1% | $1.03 | — | CV SR UNSEC NT | 29404KAA4 |
| — | OI SA | 2,054,854 | $5.61M | 0.1% | $2.73 | — | COMMON STOCK ADR | 670851500 |
| — | ACORDA THERAPEUTICS INC | 6,000,000 | $5.094M | 0.1% | $0.89 | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | VEON LTD | 1,678,900 | $4.869M | 0.1% | $4.08 | — | COMMON STOCK ADR | 91822M106 |
| — | PDL BIOPHARMA INC | 4,695,000 | $4.657M | 0.1% | $0.92 | — | CV SR UNSEC NT | 69329YAG9 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 320,000 | $4.647M | 0.1% | $14.52 | — | COMMON STOCK ADR | 893870204 |
| BELFB | BEL FUSE INC | 175,060 | $4.639M | 0.1% | $18.46 | +23.1% | COMMON STOCK | 077347300 |
| — | NOVAVAX INC | 7,495,000 | $4.627M | 0.1% | $0.71 | — | CV SR UNSEC NT | 670002AB0 |
| — | DOMINION ENERGY INC | 97,000 | $4.59M | 0.1% | $47.32 | — | 6.75% CV PFD | 25746U836 |
| — | NAVISTAR INTERNATIONAL CORP | 4,470,000 | $4.541M | 0.1% | $1.03 | — | CV SR SUB NT PNC | 63934EAS7 |
| — | GNC HOLDINGS INC | 5,802,000 | $4.496M | 0.1% | $0.77 | — | CV SR UNSEC NT | 36191GAB3 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $4.414M | 0.1% | $7.07 | — | COMMON STOCK | Y2187A143 |
| — | MACQUARIE INFRASTRUCTURE CORP | 4,636,000 | $4.178M | 0.1% | $0.90 | — | CV SR UNSEC NT | 55608BAB1 |
| SIGA | SIGA TECHNOLOGIES INC | 602,886 | $4.155M | 0.1% | $5.29 | +1.5% | COMMON STOCK | 826917106 |
| — | HCI GROUP INC | 3,810,000 | $3.801M | 0.1% | $0.98 | — | CV SR UNSEC NT | 40416EAD5 |
| — | STEEL CONNECT INC | 3,700,000 | $3.66M | 0.0% | $0.96 | — | CV SR UNSEC NT | 60786LAB3 |
| — | BELLATRIX EXPLORATION LTD | 3,350,000 | $3.499M | 0.0% | $2.85 | — | COMMON STOCK | 078314507 |
| — | CANADIAN SOLAR INC | 3,475,000 | $3.443M | 0.0% | $0.98 | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | CLEVELAND-CLIFFS INC | 2,075,000 | $3.41M | 0.0% | $1.08 | — | CV SR UNSEC NT PNC | 185899AA9 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.391M | 0.0% | $7.97 | — | COMMON STOCK | 67402D104 |
| — | SUNPOWER CORP | 3,749,000 | $3.155M | 0.0% | $0.82 | — | CV SR UNSEC NT | 867652AL3 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 2,200,000 | $2.897M | 0.0% | $1.32 | — | CV SR UNSEC NT REG S | N72482AA5 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 3,375,000 | $2.582M | 0.0% | $0.77 | — | CV SR UNSEC NT PNC | 37951DAB8 |
| — | VECTOR GROUP LTD | 2,445,000 | $2.555M | 0.0% | $1.04 | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.547M | 0.0% | $10.13 | — | COMMON STOCK ADR | 607409109 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 2,339,000 | $2.283M | 0.0% | $0.98 | — | CV SR UNSEC NT | 41068XAB6 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2.278M | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| FPI | FARMLAND PARTNERS INC | 322,142 | $2.158M | 0.0% | $6.70 | — | COMMON STOCK REIT | 31154R109 |
| — | EXTRACTION OIL & GAS INC | 172,787 | $1.95M | 0.0% | $20.04 | — | COMMON STOCK | 30227M105 |
| — | PRETIUM RESOURCES INC | 1,990,000 | $1.753M | 0.0% | $0.88 | — | CV SR SUB NT PNC | 74139CAB8 |
| — | MIDSTATES PETROLEUM CO INC | 190,307 | $1.696M | 0.0% | $14.83 | — | COMMON STOCK | 59804T407 |
| BELFA | BEL FUSE INC | 71,613 | $1.586M | 0.0% | $19.66 | +5.3% | COMMON STOCK | 077347201 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $1.467M | 0.0% | $23.46 | -34.8% | COMMON STOCK | 80007P869 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.369M | 0.0% | $4.89 | — | COMMON STOCK | 67401P108 |
| — | BLACKROCK TCP CAPITAL CORP | 1,290,000 | $1.292M | 0.0% | $1.00 | — | CV SR UNSEC NT | 87238QAD5 |
| INDA | ISHARES MSCI INDIA ETF | 31,700 | $1.03M | 0.0% | $28.96 | — | ETP | 46429B598 |
| — | ULTRA PETROLEUM CORP | 683,632 | $766K | 0.0% | $10.85 | — | COMMON STOCK | 903914208 |
| — | SOLARCITY CORP | 844,000 | $739K | 0.0% | $0.88 | — | CV SR UNSEC NT | 83416TAC4 |
| CMLS | CUMULUS MEDIA INC | 42,075 | $716K | 0.0% | $18.20 | 0.0% | COMMON STOCK | 231082801 |