SPIRIT RLTY CAP INC NEW - NOTE 2.875% 5/1

Q1 2016 13F Holders as of 3/31/2016

Type / Class: Debt / NOTE 2.875% 5/1
Number of holders: 42
Total Principal: 366M
Shares change: -8.19M
Total reported value, excl. options: $374M
Value change: -$18.9M
Put/Call ratio: 0
Number of buys: 23
Number of sells: -19
Price: $1.00

Investor	Weight %	Change %	Value $	* Price $	Principal	Share Change	Activity	Report Period
LINDEN ADVISORS LP	2.83%	+0.84%	$44M	1.00	44M	+13.1M	+42.5%	3/31/2016
CNH PARTNERS LLC	0.38%	+0.03%	$32.8M	1.00	32.7M	+3M	+10.1%	3/31/2016
OAKTREE CAPITAL MANAGEMENT LP	0.62%	+0.46%	$32.7M	1.00	32.7M	+24.4M	+295%	3/31/2016
Myriad Asset Management Ltd.	2.41%	+2.41%	$25M	1.00	25M	+25M	NEW	3/31/2016
STEELHEAD PARTNERS LLC	2.17%	+0.2%	$22.2M	1.00	22.2M	+2M	+9.9%	3/31/2016
RWC Asset Management LLP	1.45%		$20.1M	1.00	20M			3/31/2016
SHENKMAN CAPITAL MANAGEMENT INC	1.51%	+1.51%	$16.3M	1.00	16.3M	+16.3M	NEW	3/31/2016
GLG Partners LP	0.56%	-0.19%	$15M	1.00	15M	-5M	-25%	3/31/2016
FRANKLIN RESOURCES INC	0.01%	-0.02%	$15M	1.00	15M	-30M	-66.7%	3/31/2016
Jefferies Group LLC	0.47%	+0.16%	$14.2M	1.00	14.2M	+4.8M	+50.9%	3/31/2016
ADVENT CAPITAL MANAGEMENT /DE/	0.22%	-0.03%	$14.2M	1.00	14.2M	-2.07M	-12.7%	3/31/2016
BASSO CAPITAL MANAGEMENT, L.P.	2.39%	+0.18%	$13.6M	1.00	13.6M	+1.05M	+8.35%	3/31/2016
KILLEN GROUP INC	1.52%	+0.02%	$13.2M	1.00	13.2M	+132K	+1.01%	3/31/2016
Ferox Capital Management LP	3.09%	-0.99%	$12.5M	1.00	12.5M	-4M	-24.2%	3/31/2016
DEUTSCHE BANK AG\	0.01%	+0%	$10.7M	1.00	10.7M	+1.26M	+13.3%	3/31/2016
CALAMOS ADVISORS LLC	0.07%	-0.01%	$10.6M	1.00	10.5M	-781K	-6.9%	3/31/2016
CREDIT SUISSE AG/	0.01%	+0.01%	$8.36M	1.00	8.37M	+6.84M	+448.5%	3/31/2016
JPMORGAN CHASE & CO	0%	0%	$7.63M	1.00	7.63M	-823K	-9.73%	3/31/2016
CITADEL ADVISORS LLC	0.02%	-0.01%	$7.5M	1.00	7.5M	-4.5M	-37.5%	3/31/2016
Invesco Ltd.	0%		$5M	1.00	5M			3/31/2016
CITIGROUP INC	0.01%	+0%	$4.32M	1.00	4.33M	+164K	+3.94%	3/31/2016
Cutler Capital Management, LLC	5.5%	-10.3%	$11.2M	2.82	3.98M	-7.43M	-65.1%	3/31/2016
SSI INVESTMENT MANAGEMENT INC	0.39%	+0.39%	$3.7M	1.00	3.7M	+3.7M	NEW	3/31/2016
Mitsubishi UFJ Securities Holdings Co., Ltd.	4.52%	+4.52%	$3.44M	1.00	3.44M	+3.44M	NEW	3/31/2016
NOMURA HOLDINGS INC	0.06%	+0.06%	$2.9M	1.00	2.9M	+2.9M	NEW	3/31/2016
ZAZOVE ASSOCIATES LLC	0.09%		$1.94M	1.00	1.94M			3/31/2016
CREDIT AGRICOLE S A	0.01%	+0%	$1.66M	1.00	1.66M	+363K	+27.9%	3/31/2016
GOLDMAN SACHS GROUP INC	0%	+0%	$1.46M	1.00	1.46M	+1.35M	+1192.9%	3/31/2016
Bank of New York Mellon Corp	0%		$999K	1.00	1M			3/31/2016
CAMDEN ASSET MANAGEMENT L P /CA	0.03%		$800K	1.00	800K			3/31/2016
Compagnie Odier SCA	0.01%		$182K	1.01	180K			3/31/2016
SUNTRUST BANKS INC	0%	0%	$173K	0.99	174K	-32K	-15.5%	3/31/2016
BlackRock Fund Advisors		+0%	$150K	1.00	150K	+25K	+20%	3/31/2016
MORGAN STANLEY		+0%	$104K	1.00	104K	+76K	+271.4%	3/31/2016
CALAMOS WEALTH MANAGEMENT LLC	0.01%	-0.01%	$64K	1.00	64K	-64K	-50%	3/31/2016
BARCLAYS PLC	0%	+0%	$38K	1.00	38K	+38K	NEW	3/31/2016
FIRST REPUBLIC INVESTMENT MANAGEMENT, INC.	0%	+0%	$35K	1.00	35K	+20K	+133.3%	3/31/2016
M&T BANK CORP	0%	+0%	$23K	1.00	23K	+23K	NEW	3/31/2016
WELLS FARGO & COMPANY/MN			$21K	1.00	21K			3/31/2016
BANK OF AMERICA CORP /DE/		0%	$20K	1.00	20K	-349K	-94.6%	3/31/2016
STIFEL FINANCIAL CORP	0%	+0%	$15K	1.00	15K	+15K	NEW	3/31/2016
ROYAL BANK OF CANADA		0%	$2K	1.00	2K	-4.62M	-100%	3/31/2016
LAZARD ASSET MANAGEMENT LLC		-0.01%	$0		0	-3.45M	-100%	3/31/2016
Private Advisor Group, LLC		0%	$0		0	-10K	-100%	3/31/2016
GAM Holding AG		-0.12%	$0		0	-8M	-100%	3/31/2016
ARISTEIA CAPITAL LLC		-1.35%	$0		0	-18.5M	-100%	3/31/2016
ANGELO GORDON & CO., L.P.		-0.36%	$0		0	-5M	-100%	3/31/2016
SILVERBACK ASSET MANAGEMENT LLC		-1.86%	$0		0	-7.4M	-100%	3/31/2016
BlueMountain Capital Management, LLC		-0.37%	$0		0	-17M	-100%	3/31/2016

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* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.