Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $5.334B (78.4% shares, 21.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 28,151,399 | $637M | 11.9% | $22.64 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 47,600,172 | $414M | 7.8% | $8.70 | — | — | COMMON STOCK | G89479102 |
| SBLK | STAR BULK CARRIERS CORP | 37,413,697 | $361M | 6.8% | $9.65 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 10,943,541 | $339M | 6.4% | $30.99 | — | — | COMMON STOCK | 02005N100 |
| SPY | SPDR S&P 500 ETF TRUST | 810,000 | $237M | 4.4% | $293.00 | — | — | Put | 78462F103 |
| — | CAESARS ENTERTAINMENT CORP | 15,250,000 | $180M | 3.4% | $11.82 | — | — | COMMON STOCK | 127686103 |
| — | EAGLE BULK SHIPPING INC | 27,034,083 | $142M | 2.7% | $5.24 | — | — | COMMON STOCK | Y2187A143 |
| NMIH | NMI HOLDINGS INC | 4,975,911 | $141M | 2.6% | $28.39 | — | — | COMMON STOCK | 629209305 |
| — | BERRY PETROLEUM CORP | 12,891,717 | $137M | 2.6% | $10.60 | — | — | COMMON STOCK | 08579X101 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2,919,573 | $114M | 2.1% | $39.17 | — | — | ADR | 874039100 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 11,923,666 | $112M | 2.1% | $9.42 | — | — | ADR | 465562106 |
| IBN | ICICI BANK LTD-SPON ADR | 8,635,910 | $109M | 2.0% | $12.59 | — | — | ADR | 45104G104 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 750,000 | $82.64M | 1.5% | $110.18 | — | — | Put | 92189F676 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 5,587,814 | $79.35M | 1.5% | $14.20 | — | — | ADR | 71654V101 |
| CMBT | EURONAV NV | 8,107,246 | $76.53M | 1.4% | $9.44 | — | — | COMMON STOCK | B38564108 |
| — | EXANTAS CAPITAL CORP | 71,093,000 | $72.81M | 1.4% | $1.02 | — | — | CV SR UNSEC NT | 76120WAC8 |
| — | INFINERA CORP | 20,975,384 | $61.04M | 1.1% | $2.91 | — | — | COMMON STOCK | 45667G103 |
| — | CNOOC LTD-SPON ADR | 346,997 | $59.11M | 1.1% | $170.35 | — | — | ADR | 126132109 |
| MU | MICRON TECHNOLOGY INC | 1,500,000 | $57.88M | 1.1% | $38.59 | — | — | Put | 595112103 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,998,204 | $53.4M | 1.0% | $17.81 | — | — | ADR | 035128206 |
| — | AZUL SA-ADR | 1,516,668 | $50.72M | 1.0% | $33.44 | — | — | ADR | 05501U106 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $48.35M | 0.9% | $26.58 | — | — | COMMON STOCK | 156504300 |
| — | SUPER MICRO COMPUTER INC | 2,400,000 | $46.44M | 0.9% | $19.35 | — | — | COMMON STOCK | 86800U104 |
| — | BRF SA-ADR | 5,597,803 | $42.54M | 0.8% | $7.60 | — | — | ADR | 10552T107 |
| INFY | INFOSYS LTD-SP ADR | 3,672,938 | $39.3M | 0.7% | $10.70 | — | — | ADR | 456788108 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 2,200,848 | $34.27M | 0.6% | $15.57 | — | — | ADR | 71654V408 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,250,000 | $33.64M | 0.6% | $10.35 | — | — | COMMON STOCK | 55933J203 |
| — | BONANZA CREEK ENERGY INC | 1,586,383 | $33.13M | 0.6% | $20.88 | — | — | COMMON STOCK | 097793400 |
| — | DISH NETWORK CORP | 33,584,000 | $32.73M | 0.6% | $0.97 | — | — | CV SR UNSEC NT | 25470MAB5 |
| CX | CEMEX SAB DE CV | 7,183,331 | $30.46M | 0.6% | $4.24 | — | — | COMMON STOCK ADR | 151290889 |
| MTG | MGIC INVESTMENT CORP | 2,220,000 | $29.17M | 0.5% | $13.14 | — | — | COMMON STOCK | 552848103 |
| PCG | PG&E CORP | 1,215,000 | $27.85M | 0.5% | $22.92 | — | — | COMMON STOCK | 69331C108 |
| — | COLONY CAPITAL INC | 28,328,000 | $27.69M | 0.5% | $0.98 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | WHITING PETROLEUM CORP | 27,975,000 | $27.14M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 966387AL6 |
| STKL | SUNOPTA INC | 8,092,699 | $26.63M | 0.5% | $3.29 | — | — | COMMON STOCK | 8676EP108 |
| — | PENNYMAC CORP | 26,125,000 | $26.5M | 0.5% | $1.01 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | SOLARCITY CORP | 27,039,000 | $26.14M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | PRA GROUP INC | 26,192,000 | $26.07M | 0.5% | $1.00 | — | — | CV SR UNSEC NT | 73640QAB1 |
| — | DISH NETWORK CORP | 28,081,000 | $26.05M | 0.5% | $0.93 | — | — | CV SR UNSEC NT | 25470MAD1 |
| — | VERSO CORP | 1,331,319 | $25.36M | 0.5% | $19.05 | — | — | COMMON STOCK | 92531L207 |
| — | CIMAREX ENERGY CO | 415,735 | $24.66M | 0.5% | $59.33 | — | — | COMMON STOCK | 171798101 |
| — | CARDTRONICS INC | 25,174,000 | $24.5M | 0.5% | $0.97 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | HURON CONSULTING GROUP INC | 23,784,000 | $23.67M | 0.4% | $1.00 | — | — | CV SR UNSEC NT | 447462AB8 |
| WB | WEIBO CORP-SPON ADR | 531,918 | $23.16M | 0.4% | $43.55 | — | — | ADR | 948596101 |
| — | MACQUARIE INFRASTRUCTURE CORP | 25,711,000 | $22.72M | 0.4% | $0.88 | — | — | CV SR UNSEC NT | 55608BAB1 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 21,993,000 | $22.3M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | G81075AF3 |
| NBIS | YANDEX NV-A | 583,020 | $22.16M | 0.4% | $38.00 | — | — | Common Stock | N97284108 |
| — | PATTERN ENERGY GROUP INC | 21,567,000 | $21.84M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 70338PAB6 |
| TEO | TELECOM ARGENTINA SA | 1,198,000 | $21.17M | 0.4% | $17.67 | — | — | COMMON STOCK ADR | 879273209 |
| — | HOPE BANCORP INC | 23,000,000 | $21.06M | 0.4% | $0.92 | — | — | CV SR UNSEC NT | 43940TAB5 |
| — | TWITTER INC | 21,000,000 | $20.15M | 0.4% | $0.96 | — | — | CV SR UNSEC NT | 90184LAD4 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 19,385,000 | $20.14M | 0.4% | $1.04 | — | — | CV SR UNSEC NT | 48251KAB6 |
| — | ENCORE CAPITAL GROUP INC | 20,353,000 | $19.35M | 0.4% | $0.95 | — | — | CV SR UNSEC NT | 292554AH5 |
| — | ASSERTIO THERAPEUTICS INC | 26,583,000 | $19.13M | 0.4% | $0.72 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | TWO HARBORS INVESTMENT CORP | 18,646,000 | $18.84M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 90187BAA9 |
| — | LAM RESEARCH CORP | 100,000 | $18.78M | 0.4% | $187.84 | — | — | Put | 512807108 |
| — | REDWOOD TRUST INC | 18,577,000 | $18.73M | 0.4% | $1.01 | — | — | CV SR UNSEC NT | 749772AB5 |
| PAM | PAMPA ENERGIA SA | 528,000 | $18.31M | 0.3% | $34.67 | — | — | COMMON STOCK ADR | 697660207 |
| — | ZILLOW GROUP INC | 18,289,000 | $18.05M | 0.3% | $0.99 | — | — | CV SR UNSEC NT PNC | 98954MAC5 |
| — | TUTOR PERINI CORP | 18,135,000 | $17.23M | 0.3% | $0.95 | — | — | CV SR UNSEC NT PNC | 901109AD0 |
| — | DYCOM INDUSTRIES INC | 17,576,000 | $17.23M | 0.3% | $0.98 | — | — | CV SR UNSEC NT | 267475AB7 |
| — | FORESTAR GROUP INC | 17,060,000 | $17.08M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 346232AB7 |
| — | LIGAND PHARMACEUTICALS INC | 19,648,000 | $17.01M | 0.3% | $0.87 | — | — | CV SR UNSEC NT | 53220KAF5 |
| — | ALTABA INC | 241,933 | $16.78M | 0.3% | $69.37 | — | — | COMMON STOCK | 021346101 |
| — | ECHO GLOBAL LOGISTICS INC | 16,810,000 | $16.71M | 0.3% | $0.99 | — | — | CV SR UNSEC NT | 27875TAA9 |
| — | NEW YORK MORTGAGE TRUST INC | 16,504,000 | $16.61M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 649604AD7 |
| YETI | YETI HOLDINGS INC | 537,629 | $15.56M | 0.3% | $28.95 | — | — | COMMON STOCK | 98585X104 |
| — | MR COOPER GROUP INC | 1,927,544 | $15.44M | 0.3% | $8.01 | — | — | COMMON STOCK | 62482R107 |
| — | SYNAPTICS INC | 17,170,000 | $15.38M | 0.3% | $0.90 | — | — | CV SR UNSEC NT PNC | 87157DAD1 |
| — | CTRIP.COM INTERNATIONAL LTD | 15,416,000 | $15.35M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 22943FAM2 |
| — | SEACOR HOLDINGS INC | 15,468,000 | $15.32M | 0.3% | $0.99 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | GREEN PLAINS INC | 17,636,000 | $15.25M | 0.3% | $0.86 | — | — | CV SR UNSEC NT PNC | 393222AF1 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,043,000 | $15.08M | 0.3% | $14.46 | — | — | COMMON STOCK ADR | 893870204 |
| — | VEECO INSTRUMENTS INC | 16,560,000 | $14.78M | 0.3% | $0.89 | — | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | PATRICK INDUSTRIES INC | 15,547,000 | $14.17M | 0.3% | $0.91 | — | — | CV SR UNSEC NT | 703343AB9 |
| — | SSR MINING INC | 13,744,000 | $13.76M | 0.3% | $1.00 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | GOLAR LNG LTD | 14,555,000 | $13.48M | 0.3% | $0.93 | — | — | CV SR UNSEC NT | 38046YAB7 |
| HUYA | HUYA INC-ADR | 540,100 | $13.35M | 0.3% | $24.71 | — | — | ADR | 44852D108 |
| QGEN 1 11/13/24 | QIAGEN NV | 11,800,000 | $13.12M | 0.2% | $1.11 | — | — | CV SR UNSEC NT REG S | N72482AT4 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 11,630,000 | $11.67M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 092533AC2 |
| — | GOLDMAN SACHS BDC INC | 11,520,000 | $11.6M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 38147UAB3 |
| — | HERCULES CAPITAL INC | 11,507,000 | $11.54M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 427096AF9 |
| — | MICROCHIP TECHNOLOGY INC | 9,567,000 | $11.29M | 0.2% | $1.18 | — | — | CV SR SUB NT | 595017AF1 |
| — | TPG SPECIALTY LENDING INC | 10,686,000 | $10.77M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | RADIUS HEALTH INC | 11,460,000 | $10.4M | 0.2% | $0.91 | — | — | CV SR UNSEC NT PNC | 750469AA6 |
| — | STONEMOR PARTNERS LP | 4,477,857 | $9.851M | 0.2% | $2.20 | — | — | COMMON STOCK | 86183Q100 |
| — | ZILLOW GROUP INC | 8,554,000 | $9.703M | 0.2% | $1.13 | — | — | CV SR UNSEC NT PNC | 98954MAB7 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,340,000 | $9.42M | 0.2% | $1.01 | — | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | GCI LIBERTY INC | 150,000 | $9.219M | 0.2% | $61.46 | — | — | COMMON STOCK | 36164V305 |
| — | BLACKROCK TCP CAPITAL CORP | 8,733,000 | $8.829M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | NEVRO CORP | 8,429,000 | $8.721M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 64157FAA1 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $8.583M | 0.2% | $5.38 | — | — | COMMON STOCK | 892231101 |
| — | VITAMIN SHOPPE INC | 9,525,000 | $8.487M | 0.2% | $0.89 | — | — | CV SR UNSEC NT | 92849EAB7 |
| — | SM ENERGY CO | 9,047,000 | $8.369M | 0.2% | $0.93 | — | — | CV SR UNSEC NT | 78454LAM2 |
| — | CEMEX SAB DE CV | 8,335,000 | $8.338M | 0.2% | $1.00 | — | — | CV SUB NT | 151290BR3 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 1,681,898 | $7.938M | 0.1% | $4.72 | — | — | COMMON STOCK | 18453H106 |
| — | TESLA INC | 8,000,000 | $7.901M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 88160RAD3 |
| — | PENN VIRGINIA CORP | 248,979 | $7.639M | 0.1% | $30.68 | — | — | COMMON STOCK | 70788V102 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 7,452,000 | $7.376M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 95790DAA3 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 7,511,000 | $6.907M | 0.1% | $0.92 | — | — | CV SR UNSEC NT | 88163VAE9 |
| — | CEMEX SAB DE CV | 6,805,000 | $6.805M | 0.1% | $1.00 | — | — | CV SUB NT | 151290BT9 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 6,669,000 | $6.687M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 03762UAB1 |
| — | TWITTER INC | 6,680,000 | $6.659M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 90184LAB8 |
| — | ACORDA THERAPEUTICS INC | 7,114,000 | $6.088M | 0.1% | $0.86 | — | — | CV SR UNSEC NT PNC | 00484MAA4 |
| — | NUANCE COMMUNICATIONS INC | 6,318,000 | $6.019M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 67020YAF7 |
| — | PDC ENERGY INC | 6,086,000 | $5.73M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 69327RAD3 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 5,750,000 | $5.709M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 049164BH8 |
| — | CLOVIS ONCOLOGY INC | 6,315,000 | $5.634M | 0.1% | $0.89 | — | — | CV SR UNSEC NT PNC | 189464AB6 |
| — | ILLUMINA INC | 3,600,000 | $5.571M | 0.1% | $1.55 | — | — | CV SR UNSEC NT | 452327AH2 |
| — | DERMIRA INC | 6,380,000 | $5.521M | 0.1% | $0.87 | — | — | CV SR UNSEC NT | 24983LAB0 |
| — | AKAMAI TECHNOLOGIES INC | 5,125,000 | $5.501M | 0.1% | $1.07 | — | — | CV SR UNSEC NT | 00971TAJ0 |
| — | REDFIN CORP | 5,901,000 | $5.488M | 0.1% | $0.93 | — | — | CV SR UNSEC NT PNC | 75737FAA6 |
| — | TWITTER INC | 5,514,000 | $5.397M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 90184LAF9 |
| — | INTERCEPT PHARMACEUTICALS INC | 5,959,000 | $5.342M | 0.1% | $0.90 | — | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | CONTURA ENERGY INC | 100,000 | $5.191M | 0.1% | $51.91 | — | — | COMMON STOCK | 21241B100 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 182,800 | $5.113M | 0.1% | $27.97 | — | — | COMMON STOCK | 531229888 |
| — | EXACT SCIENCES CORP | 3,992,000 | $5.056M | 0.1% | $1.27 | — | — | CV SR UNSEC NT | 30063PAB1 |
| — | SQUARE INC | 4,000,000 | $4.793M | 0.1% | $1.20 | — | — | CV SR UNSEC NT | 852234AD5 |
| — | VEON LTD | 1,678,900 | $4.7M | 0.1% | $2.80 | — | — | COMMON STOCK ADR | 91822M106 |
| — | WEIBO CORP | 4,950,000 | $4.698M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 948596AC5 |
| — | NEW MOUNTAIN FINANCE CORP | 4,545,000 | $4.698M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 647551AC4 |
| — | OI SA | 2,201,646 | $4.425M | 0.1% | $2.01 | — | — | COMMON STOCK ADR | 670851500 |
| — | FIREEYE INC | 4,314,000 | $4.206M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 31816QAB7 |
| — | J2 GLOBAL INC | 2,910,000 | $4.063M | 0.1% | $1.40 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | BOOKING HOLDINGS INC | 3,500,000 | $4.012M | 0.1% | $1.15 | — | — | CV SR UNSEC NT | 741503AX4 |
| — | AK STEEL CORP | 3,950,000 | $3.967M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 001546AP5 |
| — | NEUROCRINE BIOSCIENCES INC | 3,000,000 | $3.952M | 0.1% | $1.32 | — | — | CV SR UNSEC NT PNC | 64125CAD1 |
| — | VIAVI SOLUTIONS INC | 3,315,000 | $3.904M | 0.1% | $1.18 | — | — | CV SR UNSEC NT | 925550AB1 |
| — | HCI GROUP INC | 3,862,000 | $3.806M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 40416EAD5 |
| — | INSMED INC | 3,875,000 | $3.778M | 0.1% | $0.97 | — | — | CV SR UNSEC NT PNC | 457669AA7 |
| — | CALAMP CORP | 3,844,000 | $3.752M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 128126AB5 |
| — | NXP SEMICONDUCTORS NV | 3,424,000 | $3.616M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 62952QAB6 |
| — | ARES CAPITAL CORP | 3,499,000 | $3.612M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 04010LAW3 |
| — | MEDICINES CO/THE | 3,530,000 | $3.549M | 0.1% | $1.01 | — | — | CV SR UNSEC NT PNC | 584688AG0 |
| — | ON SEMICONDUCTOR CORP | 2,870,000 | $3.532M | 0.1% | $1.23 | — | — | CV SR UNSEC NT | 682189AK1 |
| — | AIR TRANSPORT SERVICES GROUP INC | 3,385,000 | $3.465M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 00922RAB1 |
| — | OSI SYSTEMS INC | 2,855,000 | $3.391M | 0.1% | $1.19 | — | — | CV SR UNSEC NT PNC | 671044AD7 |
| — | GUIDEWIRE SOFTWARE INC | 3,000,000 | $3.381M | 0.1% | $1.13 | — | — | CV SR UNSEC NT PNC | 40171VAA8 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.328M | 0.1% | $8.49 | — | — | COMMON STOCK | 67402D104 |
| ONC | BEIGENE LTD-ADR | 26,700 | $3.31M | 0.1% | $123.97 | — | — | ADR | 07725L102 |
| TV | GRUPO TELEVISA SAB | 385,000 | $3.25M | 0.1% | $8.44 | — | — | COMMON STOCK ADR | 40049J206 |
| — | DANAHER CORP | 2,930 | $3.237M | 0.1% | $1104.78 | — | — | 4.75% CV PFD | 235851300 |
| — | BECTON DICKINSON AND CO | 51,050 | $3.161M | 0.1% | $61.92 | — | — | 6.125% CV PFD | 075887208 |
| — | GNC HOLDINGS INC | 3,694,000 | $3.15M | 0.1% | $0.85 | — | — | CV SR UNSEC NT | 36191GAB3 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 2,845,000 | $3.132M | 0.1% | $1.10 | — | — | CV SR UNSEC NT | 41068XAB6 |
| — | FLEXION THERAPEUTICS INC | 3,449,000 | $3.012M | 0.1% | $0.87 | — | — | CV SR UNSEC NT PNC | 33938JAB2 |
| BELFB | BEL FUSE INC | 175,060 | $3.006M | 0.1% | $17.17 | — | — | COMMON STOCK | 077347300 |
| — | SCORPIO TANKERS INC | 2,875,000 | $3.001M | 0.1% | $1.04 | — | — | CV SR UNSEC NT | 80918TAB5 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 2,522,000 | $2.976M | 0.1% | $1.18 | — | — | CV SR UNSEC NT (LMCK/FWONK) | 531229AF9 |
| — | CROWN CASTLE INTERNATIONAL CORP | 2,402 | $2.887M | 0.1% | $1201.92 | — | — | 6.875% CV PFD | 22822V309 |
| — | STANLEY BLACK & DECKER INC | 28,300 | $2.862M | 0.1% | $101.13 | — | — | 5.375% CV PFD | 854502887 |
| — | IONIS PHARMACEUTICALS INC | 2,386,000 | $2.828M | 0.1% | $1.19 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | INPHI CORP | 2,100,000 | $2.825M | 0.1% | $1.35 | — | — | CV SR UNSEC NT | 45772FAB3 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.779M | 0.1% | $9.31 | — | — | COMMON STOCK ADR | 607409109 |
| — | INVITATION HOMES (IH MERGER SUB LLC) | 2,236,000 | $2.732M | 0.1% | $1.22 | — | — | CV SR UNSEC NT | 19625XAB8 |
| — | MERITOR INC | 2,595,000 | $2.712M | 0.1% | $1.05 | — | — | CV SR UNSEC NT | 59001KAF7 |
| — | ENVESTNET INC | 2,265,000 | $2.706M | 0.1% | $1.19 | — | — | CV SR UNSEC NT PNC | 29404KAB2 |
| — | BANK OF AMERICA CORP | 1,960 | $2.688M | 0.1% | $1371.43 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | VERINT SYSTEMS INC | 2,428,000 | $2.614M | 0.0% | $1.08 | — | — | CV SR UNSEC NT | 92343XAA8 |
| — | HORIZON PHARMA INVESTMENT LTD | 2,325,000 | $2.584M | 0.0% | $1.11 | — | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | WORKDAY INC | 1,675,000 | $2.516M | 0.0% | $1.50 | — | — | CV SR UNSEC NT | 98138HAF8 |
| — | SILICON LABORATORIES INC | 1,965,000 | $2.449M | 0.0% | $1.25 | — | — | CV SR UNSEC NT PNC | 826919AB8 |
| — | NUVASIVE INC | 2,085,000 | $2.373M | 0.0% | $1.14 | — | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | JAZZ INVESTMENTS I LTD | 2,190,000 | $2.236M | 0.0% | $1.02 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | CSG SYSTEMS INTERNATIONAL INC | 2,000,000 | $2.223M | 0.0% | $1.11 | — | — | CV SR UNSEC NT PNC | 126349AF6 |
| — | PTC THERAPEUTICS INC | 2,000,000 | $2.219M | 0.0% | $1.11 | — | — | CV SR UNSEC NT PNC | 69366JAB7 |
| — | SUNPOWER CORP | 2,374,000 | $2.115M | 0.0% | $0.89 | — | — | CV SR UNSEC NT | 867652AL3 |
| INDA | ISHARES MSCI INDIA ETF | 59,800 | $2.114M | 0.0% | $35.35 | — | — | ETP | 46429B598 |
| — | DHT HOLDINGS INC | 1,973,000 | $2.068M | 0.0% | $1.05 | — | — | CV SR UNSEC NT PNC | 23335SAB2 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,905,000 | $1.995M | 0.0% | $1.05 | — | — | CV SR UNSEC NT | 09257WAB6 |
| — | LUMENTUM HOLDINGS INC | 1,596,000 | $1.882M | 0.0% | $1.18 | — | — | CV SR UNSEC NT | 55024UAB5 |
| — | QTS REALTY TRUST INC | 16,790 | $1.86M | 0.0% | $110.78 | — | — | 6.500000% CV PFD PERPETUAL PNC | 74736A301 |
| — | INSULET CORP | 1,128,000 | $1.607M | 0.0% | $1.42 | — | — | CV SR UNSEC NT PNC | 45784PAH4 |
| — | SEMPRA ENERGY | 14,350 | $1.593M | 0.0% | $111.01 | — | — | 6.75% CV PFD | 816851505 |
| — | NEXTERA ENERGY INC | 23,980 | $1.557M | 0.0% | $64.93 | — | — | 6.123% CV PFD | 65339F820 |
| — | DTE ENERGY CO | 27,300 | $1.534M | 0.0% | $56.19 | — | — | 6.5% CV PFD | 233331883 |
| — | NRG ENERGY INC | 1,430,000 | $1.531M | 0.0% | $1.07 | — | — | CV SR UNSEC NT | 629377CG5 |
| — | GOPRO INC | 1,535,000 | $1.523M | 0.0% | $0.99 | — | — | CV SR UNSEC NT | 38268TAB9 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.496M | 0.0% | $5.42 | — | — | COMMON STOCK | 67401P108 |
| — | INVACARE CORP | 1,745,000 | $1.426M | 0.0% | $0.82 | — | — | CV SR UNSEC NT | 461203AF8 |
| FPI | FARMLAND PARTNERS INC | 200,000 | $1.41M | 0.0% | $7.05 | — | — | COMMON STOCK REIT | 31154R109 |
| — | PRETIUM RESOURCES INC | 1,395,000 | $1.366M | 0.0% | $0.98 | — | — | CV SR SUB NT PNC | 74139CAB8 |
| — | LIVE NATION ENTERTAINMENT INC | 1,125,000 | $1.335M | 0.0% | $1.19 | — | — | CV SR UNSEC NT | 538034AQ2 |
| — | AMAG PHARMACEUTICALS INC | 1,575,000 | $1.263M | 0.0% | $0.80 | — | — | CV SR UNSEC NT | 00163UAD8 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 107,000 | $1.252M | 0.0% | $11.70 | — | — | COMMON STOCK ADR | 54150E104 |
| — | CTRIP.COM INTERNATIONAL LTD | 1,150,000 | $1.137M | 0.0% | $0.99 | — | — | CV SR UNSEC NT (SERIES: C) | 22943FAF7 |
| BELFA | BEL FUSE INC | 71,613 | $1.092M | 0.0% | $15.25 | — | — | COMMON STOCK | 077347201 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,000,000 | $1.071M | 0.0% | $1.07 | — | — | CV SR UNSEC NT | 46333XAD0 |
| — | WELLS FARGO & CO | 721 | $984K | 0.0% | $1364.77 | — | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| — | PDL BIOPHARMA INC | 914,000 | $964K | 0.0% | $1.05 | — | — | CV SR UNSEC NT | 69329YAG9 |
| — | US WELL SERVICES INC | 1,500,000 | $950K | 0.0% | $0.63 | — | — | WARRANT STRIKE 5.75 EXP 11/09/2023 | 91274U119 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $934K | 0.0% | $6.92 | — | — | COMMON STOCK | 80007P869 |
| SIGA | SIGA TECHNOLOGIES INC | 159,782 | $908K | 0.0% | $5.68 | — | — | COMMON STOCK | 826917106 |
| — | TESLA INC | 920,000 | $875K | 0.0% | $0.95 | — | — | CV SR UNSEC NT | 88160RAC5 |
| — | TWILIO INC | 410,000 | $824K | 0.0% | $2.01 | — | — | CV SR UNSEC NT PNC | 90138FAB8 |
| — | MIDSTATES PETROLEUM CO INC | 139,473 | $821K | 0.0% | $5.89 | — | — | COMMON STOCK | 59804T407 |
| — | EXTRACTION OIL & GAS INC | 172,787 | $749K | 0.0% | $4.33 | — | — | COMMON STOCK | 30227M105 |
| — | SAREPTA THERAPEUTICS INC | 310,000 | $691K | 0.0% | $2.23 | — | — | CV SR UNSEC NT | 803607AB6 |
| — | CHENIERE ENERGY INC | 845,000 | $666K | 0.0% | $0.79 | — | — | CV SR UNSEC NT PNC | 16411RAG4 |
| — | AMERICAN ELECTRIC POWER CO INC | 9,550 | $511K | 0.0% | $53.51 | — | — | 6.125% CV PFD | 025537127 |
| — | CYPRESS SEMICONDUCTOR CORP | 252,000 | $424K | 0.0% | $1.68 | — | — | CV SR UNSEC NT | 232806AM1 |
| — | CAPITAL PRODUCT PARTNERS LP | 32,142 | $338K | 0.0% | $10.52 | — | — | COMMON STOCK | Y11082206 |
| DSSI | DIAMOND S SHIPPING INC | 22,076 | $282K | 0.0% | $12.77 | — | — | COMMON STOCK | Y20676105 |
| — | ULTRA PETROLEUM CORP | 590,799 | $109K | 0.0% | $0.18 | — | — | COMMON STOCK | 903914208 |
| — | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | 18,926 | $39,000 | 0.0% | $2.06 | — | — | COMMON STOCK | 45686J104 |