Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 19, 2019
Total Value: $5.499B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 30,157,877 | $690M | 12.6% | $22.89 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 47,600,172 | $320M | 5.8% | $6.72 | — | — | COMMON STOCK | G89479102 |
| SBLK | STAR BULK CARRIERS CORP | 34,161,751 | $312M | 5.7% | $9.14 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 11,723,541 | $266M | 4.8% | $22.66 | — | — | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 3,848,577 | $142M | 2.6% | $36.91 | — | — | ADR | 874039100 |
| — | EAGLE BULK SHIPPING INC | 26,109,536 | $120M | 2.2% | $4.61 | — | — | COMMON STOCK | Y2187A143 |
| NMIH | NMI HOLDINGS INC | 5,681,992 | $101M | 1.8% | $17.85 | — | — | COMMON STOCK | 629209305 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 11,002,800 | $101M | 1.8% | $9.14 | — | — | ADR | 465562106 |
| IBN | ICICI BANK LTD-SPON ADR | 9,406,242 | $96.79M | 1.8% | $10.29 | — | — | ADR | 45104G104 |
| — | INFINERA CORP | 20,975,384 | $83.69M | 1.5% | $3.99 | — | — | COMMON STOCK | 45667G103 |
| HYG | ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF | 1,000,000 | $81.04M | 1.5% | $81.04 | — | — | PUT | 464288513 |
| SPY | SPDR S&P 500 ETF TRUST | 300,000 | $74.33M | 1.4% | $247.75 | — | — | PUT | 78462F103 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 850,000 | $73.82M | 1.3% | $86.85 | — | — | PUT | 92189F676 |
| — | AKAMAI TECHNOLOGIES INC | 68,905,000 | $68.65M | 1.2% | $1.00 | — | — | CV SR UNSEC NT | 00971TAG6 |
| — | CAESARS ENTERTAINMENT CORP | 10,000,000 | $67.9M | 1.2% | $6.79 | — | — | COMMON STOCK | 127686103 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 5,552,116 | $64.35M | 1.2% | $11.59 | — | — | ADR | 71654V101 |
| CMBT | EURONAV NV | 9,191,069 | $63.69M | 1.2% | $6.93 | — | — | COMMON STOCK | B38564108 |
| VICI | VICI PROPERTIES INC | 2,861,319 | $53.74M | 1.0% | $18.78 | — | — | COMMON STOCK REIT | 925652109 |
| — | ROYAL GOLD INC | 48,549,000 | $48.91M | 0.9% | $1.01 | — | — | CV SR UNSEC NT PNC | 780287AA6 |
| — | MACQUARIE INFRASTRUCTURE CORP | 48,753,000 | $48.57M | 0.9% | $1.00 | — | — | CV SR UNSEC NT | 55608BAA3 |
| — | CNOOC LTD-SPON ADR | 315,837 | $48.15M | 0.9% | $152.45 | — | — | ADR | 126132109 |
| — | EXANTAS CAPITAL CORP | 46,064,000 | $44.57M | 0.8% | $0.97 | — | — | CV SR UNSEC NT | 76120WAC8 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 318,380 | $43.64M | 0.8% | $137.07 | — | — | ADR | 01609W102 |
| — | SPIRIT REALTY CAPITAL INC | 41,617,000 | $41.61M | 0.8% | $1.00 | — | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | AZUL SA-ADR | 1,442,364 | $39.94M | 0.7% | $27.69 | — | — | ADR | 05501U106 |
| VALE | VALE SA-SP ADR | 3,016,925 | $39.79M | 0.7% | $13.19 | — | — | ADR | 91912E105 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 43,393,000 | $39.38M | 0.7% | $0.91 | — | — | CV SR UNSEC NT | 88163VAE9 |
| — | PATTERN ENERGY GROUP INC | 39,622,000 | $39.15M | 0.7% | $0.99 | — | — | CV SR UNSEC NT | 70338PAB6 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 3,076,238 | $38.61M | 0.7% | $12.55 | — | — | ADR | 035128206 |
| AVGO | BROADCOM LTD | 150,000 | $38.04M | 0.7% | $253.59 | — | — | PUT | 11135F101 |
| — | ELECTRONICS FOR IMAGING INC | 37,045,000 | $36.16M | 0.7% | $0.98 | — | — | CV SR UNSEC NT | 286082AC6 |
| — | BLACKSTONE MORTGAGE TRUST INC | 36,346,000 | $35.55M | 0.6% | $0.98 | — | — | CV SR UNSEC NT | 09257WAB6 |
| — | BONANZA CREEK ENERGY INC | 1,700,156 | $35.14M | 0.6% | $20.67 | — | — | COMMON STOCK | 097793400 |
| — | NAVISTAR INTERNATIONAL CORP | 35,087,000 | $35.09M | 0.6% | $1.00 | — | — | CV SR SUB NT PNC | 63934EAS7 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 36,338,000 | $34.12M | 0.6% | $0.94 | — | — | CV SR UNSEC NT | 03762UAB1 |
| — | SSR MINING INC | 33,981,000 | $33.9M | 0.6% | $1.00 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | WEATHERFORD INTERNATIONAL LTD | 52,462,000 | $33.41M | 0.6% | $0.64 | — | — | CV SR UNSEC NT | 947075AH0 |
| — | TESLA INC | 29,105,000 | $32.77M | 0.6% | $1.13 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | KB HOME | 32,619,000 | $32.54M | 0.6% | $1.00 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | HURON CONSULTING GROUP INC | 32,260,000 | $31.77M | 0.6% | $0.98 | — | — | CV SR UNSEC NT | 447462AB8 |
| INFY | INFOSYS LTD-SP ADR | 3,308,499 | $31.5M | 0.6% | $9.52 | — | — | ADR | 456788108 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $31.4M | 0.6% | $17.26 | — | — | COMMON STOCK | 156504300 |
| STKL | SUNOPTA INC | 8,092,699 | $31.32M | 0.6% | $3.87 | — | — | COMMON STOCK | 8676EP108 |
| — | IONIS PHARMACEUTICALS INC | 29,050,000 | $31.23M | 0.6% | $1.08 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | BRF SA-ADR | 5,430,905 | $30.85M | 0.6% | $5.68 | — | — | ADR | 10552T107 |
| — | CARDTRONICS INC | 32,947,000 | $30.64M | 0.6% | $0.93 | — | — | CV SR UNSEC NT | 14161HAG3 |
| YUMC | YUM CHINA HOLDINGS INC | 900,168 | $30.18M | 0.5% | $33.53 | — | — | Common Stock | 98850P109 |
| — | INTERCEPT PHARMACEUTICALS INC | 32,226,000 | $29.85M | 0.5% | $0.93 | — | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | GOLAR LNG LTD | 32,131,000 | $29.68M | 0.5% | $0.92 | — | — | CV SR UNSEC NT | 38046YAB7 |
| PCG | PG&E CORP | 1,215,000 | $28.86M | 0.5% | $23.75 | — | — | COMMON STOCK | 69331C108 |
| — | ALTABA INC | 483,866 | $28.04M | 0.5% | $57.94 | — | — | COMMON STOCK | 021346101 |
| CX | CEMEX SAB-SPONS ADR PART CER | 5,759,215 | $27.76M | 0.5% | $4.82 | — | — | ADR | 151290889 |
| — | NEXTERA ENERGY INC | 481,390 | $27.75M | 0.5% | $57.64 | — | — | 6.123% CV PFD | 65339F820 |
| — | SUPER MICRO COMPUTER INC | 2,000,000 | $27.6M | 0.5% | $13.80 | — | — | COMMON STOCK | 86800U104 |
| — | TWITTER INC | 27,996,000 | $27.23M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 90184LAB8 |
| — | ARES CAPITAL CORP | 25,749,000 | $25.79M | 0.5% | $1.00 | — | — | CV SR UNSEC NT | 04010LAM5 |
| — | DOMINION ENERGY INC | 535,500 | $25.63M | 0.5% | $47.87 | — | — | 6.75% CV PFD | 25746U836 |
| WB | WEIBO CORP-SPON ADR | 431,600 | $25.22M | 0.5% | $58.43 | — | — | ADR | 948596101 |
| — | CROWN CASTLE INTERNATIONAL CORP | 23,187 | $24.4M | 0.4% | $1052.27 | — | — | 6.875% CV PFD | 22822V309 |
| — | SEACOR HOLDINGS INC | 25,859,000 | $23.98M | 0.4% | $0.93 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | NXP SEMICONDUCTORS NV | 23,889,000 | $23.96M | 0.4% | $1.00 | — | — | CV SR UNSEC NT | 62952QAB6 |
| — | COLONY CAPITAL INC | 25,578,000 | $23.76M | 0.4% | $0.93 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | PENNYMAC CORP | 23,874,000 | $23.73M | 0.4% | $0.99 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | HORIZON PHARMA INVESTMENT LTD | 23,704,000 | $23.69M | 0.4% | $1.00 | — | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | CONTURA ENERGY INC | 355,590 | $23.38M | 0.4% | $65.74 | — | — | COMMON STOCK | 21241B100 |
| MTG | MGIC INVESTMENT CORP | 2,220,000 | $23.22M | 0.4% | $10.46 | — | — | COMMON STOCK | 552848103 |
| — | BOOKING HOLDINGS INC | 20,564,000 | $22.74M | 0.4% | $1.11 | — | — | CV SR UNSEC NT | 741503AX4 |
| — | MR COOPER GROUP INC | 1,927,544 | $22.5M | 0.4% | $11.67 | — | — | COMMON STOCK | 62482R107 |
| — | OSI SYSTEMS INC | 23,790,000 | $22.17M | 0.4% | $0.93 | — | — | CV SR UNSEC NT PNC | 671044AD7 |
| — | REDWOOD TRUST INC | 21,993,000 | $22.14M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 749772AB5 |
| — | INNOVIVA INC | 20,400,000 | $22.09M | 0.4% | $1.08 | — | — | CV SUB NT | 88338TAB0 |
| — | PANDORA MEDIA INC | 22,887,000 | $21.71M | 0.4% | $0.95 | — | — | CV SR UNSEC NT PNC | 698354AB3 |
| — | WHITING PETROLEUM CORP | 22,720,000 | $21.54M | 0.4% | $0.95 | — | — | CV SR UNSEC NT | 966387AL6 |
| — | VERSO CORP | 961,319 | $21.53M | 0.4% | $22.40 | — | — | COMMON STOCK | 92531L207 |
| — | VERINT SYSTEMS INC | 22,061,000 | $21.45M | 0.4% | $0.97 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | ILLUMINA INC | 17,466,000 | $21.39M | 0.4% | $1.22 | — | — | CV SR UNSEC NT | 452327AF6 |
| — | CIMAREX ENERGY CO | 341,630 | $21.06M | 0.4% | $61.65 | — | — | COMMON STOCK | 171798101 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,250,000 | $20.18M | 0.4% | $6.21 | — | — | COMMON STOCK | 55933J203 |
| — | NEW MOUNTAIN FINANCE CORP | 19,781,000 | $19.88M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | SEMPRA ENERGY | 203,010 | $19.58M | 0.4% | $96.44 | — | — | 6.75% CV PFD | 816851505 |
| — | HALCON RESOURCES CORP | 11,500,000 | $19.55M | 0.4% | $1.70 | — | — | COMMON STOCK | 40537Q605 |
| — | ASSERTIO THERAPEUTICS INC | 27,855,000 | $18.85M | 0.3% | $0.68 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | PRA GROUP INC | 20,300,000 | $18.71M | 0.3% | $0.92 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | DISH NETWORK CORP | 22,625,000 | $18.33M | 0.3% | $0.81 | — | — | CV SR UNSEC NT | 25470MAB5 |
| — | ON SEMICONDUCTOR CORP | 16,500,000 | $18.23M | 0.3% | $1.10 | — | — | CV SR UNSEC NT | 682189AK1 |
| — | C&J ENERGY SERVICES INC | 1,325,000 | $17.89M | 0.3% | $13.50 | — | — | COMMON STOCK | 12674R100 |
| — | NUANCE COMMUNICATIONS INC | 20,225,000 | $17.62M | 0.3% | $0.87 | — | — | CV SR UNSEC NT CPDI | 67020YAK6 |
| — | INPHI CORP | 15,975,000 | $16.84M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | 45772FAB3 |
| — | GREEN PLAINS INC | 18,598,000 | $16.44M | 0.3% | $0.88 | — | — | CV SR UNSEC NT PNC | 393222AF1 |
| NBIS | YANDEX NV-A | 600,903 | $16.43M | 0.3% | $27.35 | — | — | Common Stock | N97284108 |
| — | EZCORP INC | 16,347,000 | $15.99M | 0.3% | $0.98 | — | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | EXACT SCIENCES CORP | 14,278,000 | $15.71M | 0.3% | $1.10 | — | — | CV SR UNSEC NT | 30063PAA3 |
| — | WORKDAY INC | 12,658,000 | $15.53M | 0.3% | $1.23 | — | — | CV SR UNSEC NT | 98138HAF8 |
| — | CTRIP.COM INTERNATIONAL LTD | 15,595,000 | $15.12M | 0.3% | $0.97 | — | — | CV SR UNSEC NT | 22943FAM2 |
| TEO | TELECOM ARGENTINA SA | 939,000 | $14.61M | 0.3% | $15.56 | — | — | COMMON STOCK ADR | 879273209 |
| — | FORESTAR GROUP INC | 14,790,000 | $14.46M | 0.3% | $0.98 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | QTS REALTY TRUST INC | 153,340 | $14.46M | 0.3% | $94.28 | — | — | 6.500000% CV PFD PERPETUAL PNC | 74736A301 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 570,102 | $14.19M | 0.3% | $24.89 | — | — | COMMON STOCK | 531229888 |
| — | REDWOOD TRUST INC | 14,860,000 | $13.98M | 0.3% | $0.94 | — | — | CV SR UNSEC NT | 758075AD7 |
| — | FINISAR CORP | 13,639,000 | $12.98M | 0.2% | $0.95 | — | — | CV SR UNSEC NT | 31787AAP6 |
| — | BECTON DICKINSON AND CO | 224,820 | $12.97M | 0.2% | $57.67 | — | — | 6.125% CV PFD | 075887208 |
| — | BLACKROCK TCP CAPITAL CORP | 12,878,000 | $12.93M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 87238QAB9 |
| NXPI | NXP SEMICONDUCTORS NV | 176,300 | $12.92M | 0.2% | $73.28 | — | — | Common Stock | N6596X109 |
| — | SOLARCITY CORP | 13,439,000 | $12.61M | 0.2% | $0.94 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 12,985,000 | $12.55M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 01988PAD0 |
| — | CITRIX SYSTEMS INC | 8,529,000 | $12.13M | 0.2% | $1.42 | — | — | CV SR UNSEC NT | 177376AD2 |
| — | ROWAN COS PLC | 1,394,146 | $11.7M | 0.2% | $8.39 | — | — | COMMON STOCK | G7665A101 |
| — | GOLDMAN SACHS BDC INC | 11,631,000 | $11.31M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 38147UAB3 |
| — | DTE ENERGY CO | 215,000 | $11.11M | 0.2% | $51.66 | — | — | 6.5% CV PFD | 233331883 |
| — | HCI GROUP INC | 11,054,000 | $11.05M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 40416EAB9 |
| PAM | PAMPA ENERGIA SA | 338,500 | $10.77M | 0.2% | $31.81 | — | — | COMMON STOCK ADR | 697660207 |
| — | INVITATION HOMES (IH MERGER SUB LLC) | 10,328,000 | $10.63M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 19625XAB8 |
| — | FIREEYE INC | 10,266,000 | $9.867M | 0.2% | $0.96 | — | — | CV SR UNSEC NT | 31816QAB7 |
| — | TPG SPECIALTY LENDING INC | 9,637,000 | $9.711M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | PACIRA PHARMACEUTICALS INC/DE | 9,695,000 | $9.64M | 0.2% | $0.99 | — | — | CV SR UNSEC NT PNC | 695127AD2 |
| — | VECTOR GROUP LTD | 9,575,000 | $9.639M | 0.2% | $1.01 | — | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | INTERNATIONAL FLAVORS & FRAGRANCES INC | 189,500 | $9.608M | 0.2% | $50.70 | — | — | 6.000000 CV PFD PNC | 459506309 |
| — | ECHO GLOBAL LOGISTICS INC | 9,776,000 | $9.514M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 27875TAA9 |
| YETI | YETI HOLDINGS INC | 633,938 | $9.408M | 0.2% | $14.84 | — | — | COMMON STOCK | 98585X104 |
| — | STONEMOR PARTNERS LP | 4,477,857 | $9.403M | 0.2% | $2.10 | — | — | COMMON STOCK | 86183Q100 |
| — | VISTRA ENERGY CORP | 100,400 | $9.157M | 0.2% | $91.21 | — | — | 7% CV PFD | 92840M300 |
| — | TITAN MACHINERY INC | 9,197,000 | $9.111M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | NEW YORK MORTGAGE TRUST INC | 8,917,000 | $8.8M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 649604AD7 |
| — | ARCONIC INC | 8,507,000 | $8.487M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | HERCULES CAPITAL INC | 8,893,000 | $8.438M | 0.2% | $0.95 | — | — | CV SR UNSEC NT | 427096AF9 |
| — | ENCORE CAPITAL GROUP INC | 9,864,000 | $8.236M | 0.1% | $0.83 | — | — | CV SR UNSEC NT | 292554AH5 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 8,769,000 | $7.988M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 41068XAB6 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 503,000 | $7.545M | 0.1% | $15.00 | — | — | COMMON STOCK ADR | 893870204 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 7,635,000 | $7.492M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 092533AC2 |
| — | CEMEX SAB DE CV | 7,603,000 | $7.437M | 0.1% | $0.98 | — | — | CV SUB NT | 151290BT9 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,400,000 | $7.377M | 0.1% | $1.00 | — | — | CV SR SUB NT | 09061GAH4 |
| — | WELLS FARGO & CO | 5,819 | $7.343M | 0.1% | $1261.90 | — | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,560,000 | $7.314M | 0.1% | $1.11 | — | — | CV SR SUB NT | 09061GAF8 |
| — | VITAMIN SHOPPE INC | 7,660,000 | $7.296M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 92849EAB7 |
| — | GRANITE POINT MORTGAGE TRUST INC | 7,205,000 | $7.188M | 0.1% | $1.00 | — | — | CV SR UNSEC NT 144A | 38741LAB3 |
| — | MICROCHIP TECHNOLOGY INC | 7,000,000 | $6.86M | 0.1% | $0.98 | — | — | CV SR SUB NT | 595017AF1 |
| — | PRA GROUP INC | 7,965,000 | $6.74M | 0.1% | $0.85 | — | — | CV SR UNSEC NT PNC | 69354NAB2 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $6.508M | 0.1% | $4.08 | — | — | COMMON STOCK | 892231101 |
| QGEN 1 11/13/24 | QIAGEN NV | 6,400,000 | $6.401M | 0.1% | $1.00 | — | — | CV SR UNSEC NT REG S | N72482AT4 |
| — | CANADIAN SOLAR INC | 6,270,000 | $6.228M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 136635AE9 |
| — | GCI LIBERTY INC | 150,000 | $6.174M | 0.1% | $41.16 | — | — | COMMON STOCK | 36164V305 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 6,291,000 | $5.946M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 95790DAA3 |
| — | BANK OF AMERICA CORP | 4,700 | $5.886M | 0.1% | $1252.34 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | COWEN INC | 5,670,000 | $5.641M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 223622AB7 |
| — | DHT HOLDINGS INC | 5,514,000 | $5.412M | 0.1% | $0.98 | — | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | ACORDA THERAPEUTICS INC | 6,500,000 | $5.41M | 0.1% | $0.83 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 5,370,000 | $5.012M | 0.1% | $0.93 | — | — | CV SR UNSEC NT | G81075AF3 |
| HYG | ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF | 61,500 | $4.989M | 0.1% | $81.12 | — | — | ETF | 464288513 |
| — | TWO HARBORS INVESTMENT CORP | 5,056,000 | $4.949M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 90187BAA9 |
| — | NOVAVAX INC | 7,495,000 | $4.591M | 0.1% | $0.61 | — | — | CV SR UNSEC NT | 670002AB0 |
| — | NUVASIVE INC | 4,260,000 | $4.495M | 0.1% | $1.06 | — | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 4,806,000 | $4.458M | 0.1% | $0.93 | — | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | SOUTH JERSEY INDUSTRIES INC | 93,000 | $4.366M | 0.1% | $46.95 | — | — | 7.25% CV PFD | 838518116 |
| — | CHESAPEAKE ENERGY CORP | 5,380,000 | $4.343M | 0.1% | $0.81 | — | — | CV SR UNSEC NT PNC | 165167CY1 |
| — | PDL BIOPHARMA INC | 4,140,000 | $4.213M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 69329YAG9 |
| — | GNC HOLDINGS INC | 5,666,000 | $4.079M | 0.1% | $0.72 | — | — | CV SR UNSEC NT | 36191GAB3 |
| — | NORTHERN OIL AND GAS INC | 1,789,667 | $4.045M | 0.1% | $2.26 | — | — | COMMON STOCK | 665531109 |
| — | CALAMP CORP | 4,165,000 | $3.967M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 128126AB5 |
| — | VEON LTD | 1,678,900 | $3.929M | 0.1% | $2.34 | — | — | COMMON STOCK ADR | 91822M106 |
| — | MACQUARIE INFRASTRUCTURE CORP | 4,440,000 | $3.853M | 0.1% | $0.87 | — | — | CV SR UNSEC NT | 55608BAB1 |
| — | ARRAY BIOPHARMA INC | 3,000,000 | $3.631M | 0.1% | $1.21 | — | — | CV SR UNSEC NT 144A PNC | 04269XAB1 |
| — | OI SA | 2,201,646 | $3.523M | 0.1% | $1.60 | — | — | COMMON STOCK ADR | 670851500 |
| BELFB | BEL FUSE INC | 175,060 | $3.225M | 0.1% | $18.42 | — | — | COMMON STOCK | 077347300 |
| MU | MICRON TECHNOLOGY INC | 100,000 | $3.157M | 0.1% | $31.57 | — | — | PUT | 595112103 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.038M | 0.1% | $7.75 | — | — | COMMON STOCK | 67402D104 |
| — | JAZZ INVESTMENTS I LTD | 2,944,000 | $2.862M | 0.1% | $0.97 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | CLOVIS ONCOLOGY INC | 3,355,000 | $2.819M | 0.1% | $0.84 | — | — | CV SR UNSEC NT PNC | 189464AB6 |
| — | CHENIERE ENERGY INC | 4,020,000 | $2.816M | 0.1% | $0.70 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | VIAVI SOLUTIONS INC | 2,700,000 | $2.671M | 0.0% | $0.99 | — | — | CV SR UNSEC NT | 925550AB1 |
| — | PROSPECT CAPITAL CORP | 2,686,000 | $2.663M | 0.0% | $0.99 | — | — | CV SR UNSEC NT | 74348TAQ5 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 2,200,000 | $2.626M | 0.0% | $1.19 | — | — | CV SR UNSEC NT REG S | N72482AA5 |
| — | CEMEX SAB DE CV | 2,620,000 | $2.562M | 0.0% | $0.98 | — | — | CV SUB NT | 151290BR3 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 3,285,000 | $2.438M | 0.0% | $0.74 | — | — | CV SR UNSEC NT PNC | 37951DAB8 |
| — | VEECO INSTRUMENTS INC | 3,164,000 | $2.402M | 0.0% | $0.76 | — | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.089M | 0.0% | $7.00 | — | — | COMMON STOCK ADR | 607409109 |
| — | SUNPOWER CORP | 2,374,000 | $1.917M | 0.0% | $0.81 | — | — | CV SR UNSEC NT | 867652AL3 |
| — | TRIBUNE MEDIA CO | 39,551 | $1.795M | 0.0% | $45.38 | — | — | COMMON STOCK | 896047503 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $1.713M | 0.0% | $2.09 | — | — | COMMON STOCK | Y11082107 |
| — | PRETIUM RESOURCES INC | 1,870,000 | $1.697M | 0.0% | $0.91 | — | — | CV SR SUB NT PNC | 74139CAB8 |
| FPI | FARMLAND PARTNERS INC | 350,000 | $1.589M | 0.0% | $4.54 | — | — | COMMON STOCK REIT | 31154R109 |
| — | BELLATRIX EXPLORATION LTD | 3,350,000 | $1.545M | 0.0% | $0.46 | — | — | COMMON STOCK | 078314507 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,525,000 | $1.474M | 0.0% | $0.97 | — | — | CV SR UNSEC NT | 87157BAA1 |
| — | MIDSTATES PETROLEUM CO INC | 190,307 | $1.429M | 0.0% | $7.51 | — | — | COMMON STOCK | 59804T407 |
| — | HCI GROUP INC | 1,405,000 | $1.425M | 0.0% | $1.01 | — | — | CV SR UNSEC NT | 40416EAD5 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.167M | 0.0% | $4.23 | — | — | COMMON STOCK | 67401P108 |
| INDA | ISHARES MSCI INDIA ETF | 33,300 | $1.11M | 0.0% | $33.33 | — | — | ETP | 46429B598 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $1.027M | 0.0% | $7.61 | — | — | COMMON STOCK | 80007P869 |
| BELFA | BEL FUSE INC | 71,613 | $985K | 0.0% | $13.75 | — | — | COMMON STOCK | 077347201 |
| — | US WELL SERVICES INC | 1,500,000 | $900K | 0.0% | $0.60 | — | — | WARRANT STRIKE 5.75 EXP 11/09/2023 | 91274U119 |
| — | ENSCO JERSEY FINANCE LTD | 1,252,000 | $833K | 0.0% | $0.67 | — | — | CV SR UNSEC NT | 29359WAB1 |
| — | EXTRACTION OIL & GAS INC | 172,787 | $741K | 0.0% | $4.29 | — | — | COMMON STOCK | 30227M105 |
| — | ULTRA PETROLEUM CORP | 636,225 | $486K | 0.0% | $0.76 | — | — | COMMON STOCK | 903914208 |