Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 14, 2019
Total Value: $5.265B (73.5% shares, 26.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 24,051,399 | $626M | 11.9% | $26.03 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 47,600,172 | $358M | 6.8% | $7.52 | — | — | COMMON STOCK | G89479102 |
| ALLY | ALLY FINANCIAL INC | 11,143,541 | $306M | 5.8% | $27.49 | — | — | COMMON STOCK | 02005N100 |
| SBLK | STAR BULK CARRIERS CORP | 35,384,197 | $233M | 4.4% | $6.58 | — | — | COMMON STOCK | Y8162K204 |
| NMIH | NMI HOLDINGS INC | 5,681,992 | $147M | 2.8% | $25.87 | — | — | COMMON STOCK | 629209305 |
| SPY | SPDR S&P 500 ETF TRUST | 500,000 | $141M | 2.7% | $282.48 | — | — | Put | 78462F103 |
| — | CAESARS ENTERTAINMENT CORP | 15,250,000 | $133M | 2.5% | $8.69 | — | — | COMMON STOCK | 127686103 |
| — | EAGLE BULK SHIPPING INC | 26,267,467 | $122M | 2.3% | $4.65 | — | — | COMMON STOCK | Y2187A143 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2,900,352 | $119M | 2.3% | $40.96 | — | — | ADR | 874039100 |
| IBN | ICICI BANK LTD-SPON ADR | 10,313,083 | $118M | 2.2% | $11.46 | — | — | ADR | 45104G104 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 12,064,930 | $106M | 2.0% | $8.81 | — | — | ADR | 465562106 |
| MU | MICRON TECHNOLOGY INC | 2,250,000 | $92.99M | 1.8% | $41.33 | — | — | Put | 595112103 |
| — | INFINERA CORP | 20,975,384 | $91.03M | 1.7% | $4.34 | — | — | COMMON STOCK | 45667G103 |
| — | BERRY PETROLEUM CORP | 7,806,717 | $90.09M | 1.7% | $11.54 | — | — | COMMON STOCK | 08579X101 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 5,545,468 | $79.3M | 1.5% | $14.30 | — | — | ADR | 71654V101 |
| CMBT | EURONAV NV | 8,107,246 | $66.07M | 1.3% | $8.15 | — | — | COMMON STOCK | B38564108 |
| — | CNOOC LTD-SPON ADR | 344,381 | $63.97M | 1.2% | $185.76 | — | — | ADR | 126132109 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 349,648 | $63.79M | 1.2% | $182.45 | — | — | ADR | 01609W102 |
| — | EXANTAS CAPITAL CORP | 54,185,000 | $53.31M | 1.0% | $0.98 | — | — | CV SR UNSEC NT | 76120WAC8 |
| — | WEATHERFORD INTERNATIONAL LTD | 59,790,000 | $48.58M | 0.9% | $0.81 | — | — | CV SR UNSEC NT | 947075AH0 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $43.6M | 0.8% | $23.97 | — | — | COMMON STOCK | 156504300 |
| — | AZUL SA-ADR | 1,479,868 | $43.23M | 0.8% | $29.21 | — | — | ADR | 05501U106 |
| — | SUPER MICRO COMPUTER INC | 2,000,000 | $42.26M | 0.8% | $21.13 | — | — | COMMON STOCK | 86800U104 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 3,170,233 | $41.53M | 0.8% | $13.10 | — | — | ADR | 035128206 |
| INFY | INFOSYS LTD-SP ADR | 3,640,465 | $39.79M | 0.8% | $10.93 | — | — | ADR | 456788108 |
| — | BONANZA CREEK ENERGY INC | 1,700,156 | $38.58M | 0.7% | $22.69 | — | — | COMMON STOCK | 097793400 |
| — | ALTABA INC | 483,866 | $35.86M | 0.7% | $74.12 | — | — | COMMON STOCK | 021346101 |
| — | BRF SA-ADR | 5,971,024 | $34.75M | 0.7% | $5.82 | — | — | ADR | 10552T107 |
| — | PENNYMAC CORP | 33,921,000 | $34.08M | 0.6% | $1.00 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| YUMC | YUM CHINA HOLDINGS INC | 744,536 | $33.44M | 0.6% | $44.91 | — | — | Common Stock | 98850P109 |
| VICI | VICI PROPERTIES INC | 1,500,000 | $32.82M | 0.6% | $21.88 | — | — | COMMON STOCK REIT | 925652109 |
| WB | WEIBO CORP-SPON ADR | 528,618 | $32.77M | 0.6% | $61.99 | — | — | ADR | 948596101 |
| CX | CEMEX SAB-SPONS ADR PART CER | 6,331,930 | $29.38M | 0.6% | $4.64 | — | — | ADR | 151290889 |
| MTG | MGIC INVESTMENT CORP | 2,220,000 | $29.28M | 0.6% | $13.19 | — | — | COMMON STOCK | 552848103 |
| — | CIMAREX ENERGY CO | 415,735 | $29.06M | 0.6% | $69.90 | — | — | COMMON STOCK | 171798101 |
| — | HURON CONSULTING GROUP INC | 29,132,000 | $28.76M | 0.5% | $0.99 | — | — | CV SR UNSEC NT | 447462AB8 |
| STKL | SUNOPTA INC | 8,092,699 | $28M | 0.5% | $3.46 | — | — | COMMON STOCK | 8676EP108 |
| — | DISH NETWORK CORP | 32,291,000 | $27.51M | 0.5% | $0.85 | — | — | CV SR UNSEC NT | 25470MAB5 |
| — | WHITING PETROLEUM CORP | 28,150,000 | $27.28M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 966387AL6 |
| — | PRA GROUP INC | 27,068,000 | $26.2M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | CARDTRONICS INC | 26,161,000 | $25.98M | 0.5% | $0.99 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | COLONY CAPITAL INC | 27,018,000 | $25.84M | 0.5% | $0.96 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,250,000 | $24.05M | 0.5% | $7.40 | — | — | COMMON STOCK | 55933J203 |
| NBIS | YANDEX NV-A | 660,649 | $22.69M | 0.4% | $34.34 | — | — | Common Stock | N97284108 |
| — | ZILLOW GROUP INC | 21,554,000 | $22.1M | 0.4% | $1.03 | — | — | CV SR UNSEC NT PNC | 98954MAB7 |
| PCG | PG&E CORP | 1,215,000 | $21.63M | 0.4% | $17.80 | — | — | COMMON STOCK | 69331C108 |
| — | PATTERN ENERGY GROUP INC | 21,410,000 | $21.56M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 70338PAB6 |
| — | REDWOOD TRUST INC | 20,972,000 | $21.16M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 749772AB5 |
| — | TWITTER INC | 21,381,000 | $21.08M | 0.4% | $0.99 | — | — | CV SR UNSEC NT | 90184LAB8 |
| — | VERSO CORP | 961,319 | $20.59M | 0.4% | $21.42 | — | — | COMMON STOCK | 92531L207 |
| — | ASSERTIO THERAPEUTICS INC | 26,583,000 | $20.48M | 0.4% | $0.77 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | ZILLOW GROUP INC | 22,227,000 | $20.36M | 0.4% | $0.92 | — | — | CV SR UNSEC NT PNC | 98954MAC5 |
| — | GREEN PLAINS INC | 21,116,000 | $20.26M | 0.4% | $0.96 | — | — | CV SR UNSEC NT PNC | 393222AF1 |
| — | SEACOR HOLDINGS INC | 20,169,000 | $19.76M | 0.4% | $0.98 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| YETI | YETI HOLDINGS INC | 633,938 | $19.18M | 0.4% | $30.25 | — | — | COMMON STOCK | 98585X104 |
| — | MACQUARIE INFRASTRUCTURE CORP | 21,660,000 | $19.14M | 0.4% | $0.88 | — | — | CV SR UNSEC NT | 55608BAB1 |
| — | ENCORE CAPITAL GROUP INC | 20,474,000 | $18.92M | 0.4% | $0.92 | — | — | CV SR UNSEC NT | 292554AH5 |
| — | HERCULES CAPITAL INC | 19,041,000 | $18.64M | 0.4% | $0.98 | — | — | CV SR UNSEC NT | 427096AF9 |
| — | MR COOPER GROUP INC | 1,927,544 | $18.49M | 0.4% | $9.59 | — | — | COMMON STOCK | 62482R107 |
| — | NEW YORK MORTGAGE TRUST INC | 18,247,000 | $18.28M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 649604AD7 |
| — | LAM RESEARCH CORP | 100,000 | $17.9M | 0.3% | $179.01 | — | — | Put | 512807108 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 18,143,000 | $17.74M | 0.3% | $0.98 | — | — | CV SR UNSEC NT | 03762UAB1 |
| — | PATRICK INDUSTRIES INC | 19,754,000 | $17.73M | 0.3% | $0.90 | — | — | CV SR UNSEC NT | 703343AB9 |
| — | SOLARCITY CORP | 18,289,000 | $17.7M | 0.3% | $0.97 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | ILLUMINA INC | 12,500,000 | $16.96M | 0.3% | $1.36 | — | — | CV SR UNSEC NT | 452327AH2 |
| — | STONEMOR PARTNERS LP | 4,477,857 | $16.88M | 0.3% | $3.77 | — | — | COMMON STOCK | 86183Q100 |
| — | FORESTAR GROUP INC | 16,600,000 | $16.58M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | ENSCO JERSEY FINANCE LTD | 21,007,000 | $16.25M | 0.3% | $0.77 | — | — | CV SR UNSEC NT | 29359WAB1 |
| — | CTRIP.COM INTERNATIONAL LTD | 15,776,000 | $16.05M | 0.3% | $1.02 | — | — | CV SR UNSEC NT | 22943FAM2 |
| — | HALCON RESOURCES CORP | 11,500,000 | $15.53M | 0.3% | $1.35 | — | — | COMMON STOCK | 40537Q605 |
| — | VEECO INSTRUMENTS INC | 18,031,000 | $15.47M | 0.3% | $0.86 | — | — | CV SR UNSEC NT PNC | 922417AD2 |
| TEO | TELECOM ARGENTINA SA | 1,044,000 | $15.24M | 0.3% | $14.60 | — | — | COMMON STOCK ADR | 879273209 |
| — | MICROCHIP TECHNOLOGY INC | 13,500,000 | $14.85M | 0.3% | $1.10 | — | — | CV SR SUB NT | 595017AF1 |
| — | ACORDA THERAPEUTICS INC | 16,632,000 | $14.76M | 0.3% | $0.89 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | SSR MINING INC | 14,141,000 | $14.21M | 0.3% | $1.01 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | BLACKSTONE MORTGAGE TRUST INC | 13,981,000 | $14.16M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 09257WAB6 |
| — | ECHO GLOBAL LOGISTICS INC | 13,810,000 | $13.76M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 27875TAA9 |
| — | BECTON DICKINSON AND CO | 221,210 | $13.67M | 0.3% | $61.81 | — | — | 6.125% CV PFD | 075887208 |
| — | NEW MOUNTAIN FINANCE CORP | 13,513,000 | $13.55M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 647551AB6 |
| — | DISH NETWORK CORP | 15,890,000 | $13.17M | 0.3% | $0.83 | — | — | CV SR UNSEC NT | 25470MAD1 |
| QGEN 1 11/13/24 | QIAGEN NV | 12,000,000 | $13.11M | 0.2% | $1.09 | — | — | CV SR UNSEC NT REG S | N72482AT4 |
| — | ON SEMICONDUCTOR CORP | 10,500,000 | $13M | 0.2% | $1.24 | — | — | CV SR UNSEC NT | 682189AK1 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 13,878,000 | $12.86M | 0.2% | $0.93 | — | — | CV SR UNSEC NT | 88163VAE9 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 12,913,000 | $12.83M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | G81075AF3 |
| — | HERBALIFE NUTRITION LTD | 12,020,000 | $12.73M | 0.2% | $1.06 | — | — | CV SR UNSEC NT PNC | 42703MAD5 |
| — | INTERCEPT PHARMACEUTICALS INC | 12,689,000 | $12.62M | 0.2% | $0.99 | — | — | CV SR UNSEC NT PNC | 45845PAA6 |
| PAM | PAMPA ENERGIA SA | 441,500 | $12.17M | 0.2% | $27.57 | — | — | COMMON STOCK ADR | 697660207 |
| — | VIAVI SOLUTIONS INC | 10,660,000 | $12.04M | 0.2% | $1.13 | — | — | CV SR UNSEC NT | 925550AB1 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 11,935,000 | $11.92M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 092533AC2 |
| — | CONTURA ENERGY INC | 199,560 | $11.56M | 0.2% | $57.92 | — | — | COMMON STOCK | 21241B100 |
| — | GUIDEWIRE SOFTWARE INC | 10,500,000 | $11.46M | 0.2% | $1.09 | — | — | CV SR UNSEC NT PNC | 40171VAA8 |
| — | CROWN CASTLE INTERNATIONAL CORP | 9,506 | $11.26M | 0.2% | $1184.73 | — | — | 6.875% CV PFD | 22822V309 |
| — | RADIUS HEALTH INC | 13,450,000 | $11.2M | 0.2% | $0.83 | — | — | CV SR UNSEC NT PNC | 750469AA6 |
| — | INSMED INC | 11,000,000 | $11.15M | 0.2% | $1.01 | — | — | CV SR UNSEC NT PNC | 457669AA7 |
| — | CHESAPEAKE ENERGY CORP | 11,790,000 | $10.95M | 0.2% | $0.93 | — | — | CV SR UNSEC NT PNC | 165167CY1 |
| — | NEXTERA ENERGY INC | 176,390 | $10.91M | 0.2% | $61.86 | — | — | 6.123% CV PFD | 65339F820 |
| — | INVITATION HOMES (IH MERGER SUB LLC) | 9,461,000 | $10.84M | 0.2% | $1.15 | — | — | CV SR UNSEC NT | 19625XAB8 |
| — | J2 GLOBAL INC | 8,000,000 | $10.71M | 0.2% | $1.34 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | LUMENTUM HOLDINGS INC | 9,000,000 | $10.64M | 0.2% | $1.18 | — | — | CV SR UNSEC NT | 55024UAB5 |
| — | OSI SYSTEMS INC | 10,390,000 | $10.56M | 0.2% | $1.02 | — | — | CV SR UNSEC NT PNC | 671044AD7 |
| — | GOLDMAN SACHS BDC INC | 10,650,000 | $10.52M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 38147UAB3 |
| — | IONIS PHARMACEUTICALS INC | 7,640,000 | $10.35M | 0.2% | $1.35 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | WORKDAY INC | 7,158,000 | $10.14M | 0.2% | $1.42 | — | — | CV SR UNSEC NT | 98138HAF8 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 10,304,000 | $10.1M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 95790DAA3 |
| — | PRA GROUP INC | 11,030,000 | $9.904M | 0.2% | $0.90 | — | — | CV SR UNSEC NT PNC | 69354NAB2 |
| — | INPHI CORP | 7,975,000 | $9.811M | 0.2% | $1.23 | — | — | CV SR UNSEC NT | 45772FAB3 |
| — | TITAN MACHINERY INC | 9,725,000 | $9.713M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | NEVRO CORP | 9,284,000 | $9.376M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 64157FAA1 |
| — | SEMPRA ENERGY | 88,190 | $9.362M | 0.2% | $106.16 | — | — | 6.75% CV PFD | 816851505 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $9.124M | 0.2% | $5.72 | — | — | COMMON STOCK | 892231101 |
| — | EXACT SCIENCES CORP | 8,905,000 | $9.108M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 30063PAB1 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 689,000 | $9.066M | 0.2% | $13.16 | — | — | COMMON STOCK ADR | 893870204 |
| — | CLOVIS ONCOLOGY INC | 9,680,000 | $9.041M | 0.2% | $0.93 | — | — | CV SR UNSEC NT PNC | 189464AB6 |
| — | VERINT SYSTEMS INC | 8,061,000 | $8.921M | 0.2% | $1.11 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | BLACKROCK TCP CAPITAL CORP | 8,733,000 | $8.829M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | NEUROCRINE BIOSCIENCES INC | 6,500,000 | $8.8M | 0.2% | $1.35 | — | — | CV SR UNSEC NT PNC | 64125CAD1 |
| — | NUANCE COMMUNICATIONS INC | 9,375,000 | $8.792M | 0.2% | $0.94 | — | — | CV SR UNSEC NT CPDI | 67020YAK6 |
| — | TPG SPECIALTY LENDING INC | 8,707,000 | $8.755M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | NXP SEMICONDUCTORS NV | 8,389,000 | $8.609M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 62952QAB6 |
| — | VITAMIN SHOPPE INC | 9,525,000 | $8.536M | 0.2% | $0.90 | — | — | CV SR UNSEC NT | 92849EAB7 |
| — | RETROPHIN INC | 9,000,000 | $8.413M | 0.2% | $0.93 | — | — | CV SR UNSEC NT PNC | 761299AB2 |
| — | GCI LIBERTY INC | 150,000 | $8.341M | 0.2% | $55.61 | — | — | COMMON STOCK | 36164V305 |
| — | VECTOR GROUP LTD | 8,085,000 | $8.227M | 0.2% | $1.02 | — | — | CV SR UNSEC NT VARIABLE | 92240MBC1 |
| — | EZCORP INC | 7,952,000 | $7.969M | 0.2% | $1.00 | — | — | CV SR UNSEC MULTI CPN NT | 302301AB2 |
| — | FINISAR CORP | 8,096,000 | $7.961M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 31787AAP6 |
| — | SYNAPTICS INC | 8,415,000 | $7.787M | 0.1% | $0.93 | — | — | CV SR UNSEC NT PNC | 87157DAD1 |
| — | GOLAR LNG LTD | 8,000,000 | $7.654M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 38046YAB7 |
| — | SPIRIT REALTY CAPITAL INC | 7,613,000 | $7.611M | 0.1% | $1.00 | — | — | CV SR UNSEC NT REIT | 84860WAA0 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 266,900 | $7.412M | 0.1% | $27.77 | — | — | COMMON STOCK | 531229888 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 7,275,000 | $7.381M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 41068XAB6 |
| — | DANAHER CORP | 7,000 | $7.372M | 0.1% | $1053.14 | — | — | 4.75% CV PFD | 235851300 |
| — | HORIZON PHARMA INVESTMENT LTD | 6,385,000 | $7.284M | 0.1% | $1.14 | — | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | FIREEYE INC | 7,479,000 | $7.278M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 31816QAB7 |
| — | CYPRESS SEMICONDUCTOR CORP | 5,685,000 | $7.277M | 0.1% | $1.28 | — | — | CV SR UNSEC NT | 232806AM1 |
| — | CEMEX SAB DE CV | 7,165,000 | $7.133M | 0.1% | $1.00 | — | — | CV SUB NT | 151290BT9 |
| — | JAZZ INVESTMENTS I LTD | 7,000,000 | $7.112M | 0.1% | $1.02 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | QTS REALTY TRUST INC | 61,340 | $6.662M | 0.1% | $108.61 | — | — | 6.500000% CV PFD PERPETUAL PNC | 74736A301 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 6,455,000 | $6.399M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | CEMEX SAB DE CV | 6,385,000 | $6.371M | 0.1% | $1.00 | — | — | CV SUB NT | 151290BR3 |
| — | ROYAL GOLD INC | 6,034,000 | $6.053M | 0.1% | $1.00 | — | — | CV SR UNSEC NT PNC | 780287AA6 |
| — | DOMINION ENERGY INC | 120,650 | $6.023M | 0.1% | $49.92 | — | — | 6.75% CV PFD | 25746U836 |
| — | NUVASIVE INC | 5,260,000 | $5.87M | 0.1% | $1.12 | — | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | FORTIVE CORP | 5,500 | $5.769M | 0.1% | $1048.91 | — | — | 5% CV PFD | 34959J207 |
| — | HUAZHU GROUP LTD | 5,000,000 | $5.758M | 0.1% | $1.15 | — | — | CV SR UNSEC NT | 16949NAC3 |
| — | DHT HOLDINGS INC | 5,714,000 | $5.714M | 0.1% | $1.00 | — | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | REDFIN CORP | 5,925,000 | $5.701M | 0.1% | $0.96 | — | — | CV SR UNSEC NT PNC | 75737FAA6 |
| — | GNC HOLDINGS INC | 6,884,000 | $5.636M | 0.1% | $0.82 | — | — | CV SR UNSEC NT | 36191GAB3 |
| — | ZENDESK INC | 3,835,000 | $5.604M | 0.1% | $1.46 | — | — | CV SR UNSEC NT | 98936JAB7 |
| — | TRANSOCEAN INC | 5,000,000 | $5.601M | 0.1% | $1.12 | — | — | CV SR UNSEC NT | 893830BJ7 |
| — | TUTOR PERINI CORP | 5,806,000 | $5.565M | 0.1% | $0.96 | — | — | CV SR UNSEC NT PNC | 901109AD0 |
| — | AIR TRANSPORT SERVICES GROUP INC | 5,500,000 | $5.513M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 00922RAB1 |
| — | RH | 5,000,000 | $5.484M | 0.1% | $1.10 | — | — | CV SR UNSEC NT | 761283AC4 |
| — | NUANCE COMMUNICATIONS INC | 5,500,000 | $5.47M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 67020YAN0 |
| — | TESLA INC | 5,000,000 | $5.469M | 0.1% | $1.09 | — | — | CV SR UNSEC NT | 88160RAD3 |
| — | DTE ENERGY CO | 96,000 | $5.313M | 0.1% | $55.34 | — | — | 6.5% CV PFD | 233331883 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,750,000 | $5.247M | 0.1% | $1.10 | — | — | CV SR UNSEC NT | 46333XAD0 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 4,500,000 | $5.052M | 0.1% | $1.12 | — | — | CV SR UNSEC NT (LMCK/FWONK) | 531229AF9 |
| — | CAESARS ENTERTAINMENT CORP | 3,500,000 | $4.983M | 0.1% | $1.42 | — | — | CV SR UNSEC NT PNC | 127686AA1 |
| — | JAZZ INVESTMENTS I LTD | 5,000,000 | $4.912M | 0.1% | $0.98 | — | — | CV SR UNSEC NT PNC | 472145AD3 |
| — | AMAG PHARMACEUTICALS INC | 5,365,000 | $4.681M | 0.1% | $0.87 | — | — | CV SR UNSEC NT | 00163UAD8 |
| — | FLEXION THERAPEUTICS INC | 5,064,000 | $4.443M | 0.1% | $0.88 | — | — | CV SR UNSEC NT PNC | 33938JAB2 |
| BELFB | BEL FUSE INC | 175,060 | $4.426M | 0.1% | $25.28 | — | — | COMMON STOCK | 077347300 |
| — | DERMIRA INC | 4,740,000 | $4.207M | 0.1% | $0.89 | — | — | CV SR UNSEC NT | 24983LAB0 |
| — | OI SA | 2,201,646 | $4.139M | 0.1% | $1.88 | — | — | COMMON STOCK ADR | 670851500 |
| — | MEDICINES CO/THE | 4,840,000 | $4.096M | 0.1% | $0.85 | — | — | CV SR UNSEC NT PNC | 584688AG0 |
| — | VISTRA ENERGY CORP | 41,300 | $4.071M | 0.1% | $98.57 | — | — | 7% CV PFD | 92840M300 |
| — | HCI GROUP INC | 3,923,000 | $3.918M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 40416EAD5 |
| — | LIVE NATION ENTERTAINMENT INC | 3,340,000 | $3.86M | 0.1% | $1.16 | — | — | CV SR UNSEC NT | 538034AQ2 |
| — | CALAMP CORP | 3,844,000 | $3.743M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 128126AB5 |
| — | WELLS FARGO & CO | 2,875 | $3.716M | 0.1% | $1292.52 | — | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| — | TESLA INC | 3,605,000 | $3.71M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | STANLEY BLACK & DECKER INC | 37,500 | $3.657M | 0.1% | $97.52 | — | — | 5.375% CV PFD | 854502887 |
| — | AMERICAN ELECTRIC POWER CO INC | 70,000 | $3.601M | 0.1% | $51.44 | — | — | 6.125% CV PFD | 025537127 |
| — | VEON LTD | 1,678,900 | $3.508M | 0.1% | $2.09 | — | — | COMMON STOCK ADR | 91822M106 |
| — | ARES CAPITAL CORP | 3,200,000 | $3.193M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 04010LAW3 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.175M | 0.1% | $8.10 | — | — | COMMON STOCK | 67402D104 |
| — | INVACARE CORP | 3,415,000 | $3.123M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 461203AF8 |
| — | RINGCENTRAL INC | 1,952,000 | $2.791M | 0.1% | $1.43 | — | — | CV SR UNSEC NT PNC | 76680RAD9 |
| — | Q2 HOLDINGS INC | 2,000,000 | $2.625M | 0.0% | $1.31 | — | — | CV SR UNSEC NT | 74736LAB5 |
| — | BANK OF AMERICA CORP | 1,960 | $2.551M | 0.0% | $1301.53 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | SAREPTA THERAPEUTICS INC | 1,260,000 | $2.282M | 0.0% | $1.81 | — | — | CV SR UNSEC NT | 803607AB6 |
| — | NEW YORK COMMUNITY CAPITAL TRUST V | 47,149 | $2.275M | 0.0% | $48.25 | — | — | 6.000000 CV PFD PNC | 64944P307 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.256M | 0.0% | $7.56 | — | — | COMMON STOCK ADR | 607409109 |
| FPI | FARMLAND PARTNERS INC | 350,000 | $2.24M | 0.0% | $6.40 | — | — | COMMON STOCK REIT | 31154R109 |
| — | INFINERA CORP | 2,780,000 | $2.202M | 0.0% | $0.79 | — | — | CV SR UNSEC NT PNC | 45667GAC7 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,100,000 | $2.154M | 0.0% | $1.03 | — | — | CV SR SUB NT | 09061GAH4 |
| — | II-VI INC | 1,945,000 | $2.039M | 0.0% | $1.05 | — | — | CV SR UNSEC NT | 902104AB4 |
| — | CTRIP.COM INTERNATIONAL LTD | 2,000,000 | $2.039M | 0.0% | $1.02 | — | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| — | SUNPOWER CORP | 2,374,000 | $1.963M | 0.0% | $0.83 | — | — | CV SR UNSEC NT | 867652AL3 |
| — | GOPRO INC | 1,940,000 | $1.913M | 0.0% | $0.99 | — | — | CV SR UNSEC NT | 38268TAB9 |
| — | CHENIERE ENERGY INC | 2,312,000 | $1.819M | 0.0% | $0.79 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | LENDINGTREE INC | 1,000,000 | $1.759M | 0.0% | $1.76 | — | — | CV SR UNSEC NT | 52603BAA5 |
| — | GLOBAL EAGLE ENTERTAINMENT INC | 3,285,000 | $1.708M | 0.0% | $0.52 | — | — | CV SR UNSEC NT PNC | 37951DAB8 |
| INDA | ISHARES MSCI INDIA ETF | 47,000 | $1.657M | 0.0% | $35.26 | — | — | ETP | 46429B598 |
| BELFA | BEL FUSE INC | 71,613 | $1.534M | 0.0% | $21.42 | — | — | COMMON STOCK | 077347201 |
| — | US WELL SERVICES INC | 1,500,000 | $1.515M | 0.0% | $1.01 | — | — | WARRANT STRIKE 5.75 EXP 11/09/2023 | 91274U119 |
| — | MERITOR INC | 1,500,000 | $1.447M | 0.0% | $0.96 | — | — | CV SR UNSEC NT | 59001KAF7 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.43M | 0.0% | $5.18 | — | — | COMMON STOCK | 67401P108 |
| — | MIDSTATES PETROLEUM CO INC | 139,473 | $1.362M | 0.0% | $9.77 | — | — | COMMON STOCK | 59804T407 |
| — | PRETIUM RESOURCES INC | 1,395,000 | $1.313M | 0.0% | $0.94 | — | — | CV SR SUB NT PNC | 74139CAB8 |
| — | CAPITAL PRODUCT PARTNERS LP | 117,032 | $1.227M | 0.0% | $10.48 | — | — | COMMON STOCK | Y11082206 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $1.083M | 0.0% | $8.02 | — | — | COMMON STOCK | 80007P869 |
| — | BELLATRIX EXPLORATION LTD | 3,350,000 | $1.078M | 0.0% | $0.32 | — | — | COMMON STOCK | 078314507 |
| — | PDL BIOPHARMA INC | 914,000 | $1.047M | 0.0% | $1.15 | — | — | CV SR UNSEC NT | 69329YAG9 |
| SIGA | SIGA TECHNOLOGIES INC | 159,782 | $959K | 0.0% | $6.00 | — | — | COMMON STOCK | 826917106 |
| DSSI | DIAMOND S SHIPPING INC | 80,382 | $836K | 0.0% | $10.40 | — | — | COMMON STOCK | Y20676105 |
| — | EXTRACTION OIL & GAS INC | 172,787 | $731K | 0.0% | $4.23 | — | — | COMMON STOCK | 30227M105 |
| — | INVACARE CORP | 810,000 | $698K | 0.0% | $0.86 | — | — | CV SR UNSEC NT | 461203AH4 |
| — | ULTRA PETROLEUM CORP | 590,799 | $361K | 0.0% | $0.61 | — | — | COMMON STOCK | 903914208 |
| — | PDC ENERGY INC | 335,000 | $314K | 0.0% | $0.94 | — | — | CV SR UNSEC NT | 69327RAD3 |