STARWOOD WAYPOINT RESIDENTL - NOTE 3.000% 7/0

Q2 2016 13F Holders as of 6/30/2016

Type / Class: Debt / NOTE 3.000% 7/0
Number of holders: 26
Total Principal: 219M
Shares change: -4.54M
Total reported value, excl. options: $269M
Value change: -$51.9M
Number of buys: 15
Number of sells: -14
Price: $1.10

Investor	Weight %	Change %	Value $	* Price $	Principal	Share Change	Activity	Report Period
Linden Advisors LP	3.11%	+0.37%	$59.8M	1.11	54.1M	+6.5M	+13.7%	6/30/2016
CALAMOS ADVISORS LLC	0.3%	+0%	$42M	1.10	38.2M	+221K	+0.58%	6/30/2016
STEELHEAD PARTNERS LLC	3.18%	+2.67%	$30.9M	1.10	28M	+23.5M	+521.1%	6/30/2016
ADVENT CAPITAL MANAGEMENT /DE/	0.45%	+0.05%	$29.1M	1.10	26.4M	+2.92M	+12.4%	6/30/2016
LAZARD ASSET MANAGEMENT LLC	0.04%	+0%	$19.4M	1.11	17.5M	+1.49M	+9.25%	6/30/2016
SHENKMAN CAPITAL MANAGEMENT INC	0.9%	+0.16%	$10.5M	1.11	9.48M	+1.64M	+20.9%	6/30/2016
OAKTREE CAPITAL MANAGEMENT LP	0.18%	-0.07%	$9.89M	1.09	9.07M	-3.5M	-27.8%	6/30/2016
SSI INVESTMENT MANAGEMENT INC	0.97%	+0.31%	$9.68M	1.10	8.78M	+2.78M	+46.3%	6/30/2016
Castle Creek Arbitrage, LLC	0.57%	-0.5%	$6.29M	1.10	5.69M	-5M	-46.8%	6/30/2016
CITADEL ADVISORS LLC	0.01%	+0.01%	$5.52M	1.10	5M	+5M	NEW	6/30/2016
DEUTSCHE BANK AG\	0%	+0%	$4.25M	1.10	3.85M	+2.1M	+119.4%	6/30/2016
AMERIPRISE FINANCIAL INC	0%	0%	$4.01M	1.10	3.64M	-5.8M	-61.4%	6/30/2016
NOMURA HOLDINGS INC	0.04%	+0.04%	$2.62M	1.02	2.57M	+2.57M	NEW	6/30/2016
CREDIT AGRICOLE S A	0.01%	+0%	$2.39M	1.10	2.17M	+324K	+17.6%	6/30/2016
BESSEMER GROUP INC	0.01%	-0.01%	$2.12M	1.06	2M	-1M	-33.3%	6/30/2016
PALISADE CAPITAL MANAGEMENT LLC/NJ	0.04%		$1.14M	1.10	1.03M			6/30/2016
JPMORGAN CHASE & CO	0%	+0%	$721K	1.10	656K	+656K	NEW	6/30/2016
Bank of New York Mellon Corp	0%		$550K	1.10	500K			6/30/2016
GOLDMAN SACHS GROUP INC	0%		$187K	1.10	170K			6/30/2016
Calamos Wealth Management LLC	0.03%	0%	$157K	1.10	143K	-13K	-8.33%	6/30/2016
M&T BANK CORP	0%	+0%	$19K	1.12	17K	+5K	+41.7%	6/30/2016
Private Advisor Group, LLC	0%	+0%	$11K	1.10	10K	+10K	NEW	6/30/2016
SOCIETE GENERALE	0.01%		$926K	110.77	8.36K			6/30/2016
Pine River Capital Management L.P.		-0.26%	$0		0	-12.6M	-100%	6/30/2016
BANK OF AMERICA CORP /DE/		0%	$0		0	-5K	-100%	6/30/2016
CAPSTONE INVESTMENT ADVISORS, LLC		-0.4%	$0		0	-7.5M	-100%	6/30/2016
CANYON CAPITAL ADVISORS LLC		-0.4%	$0		0	-10M	-100%	6/30/2016
ONTARIO TEACHERS PENSION PLAN BOARD		-0.01%	$0		0	-1M	-100%	6/30/2016
BARCLAYS PLC		0%	$0		0	-294K	-100%	6/30/2016
CI Global Investments Inc.		-0.15%	$0		0	-6M	-100%	6/30/2016
FIRST REPUBLIC INVESTMENT MANAGEMENT, INC.		0%	$0		0	-14K	-100%	6/30/2016
NORTHERN TRUST CORP			$24.7M	110.25^*	224K			6/30/2016
CREDIT SUISSE AG/			$1.39M	36.04^*	38.5K			6/30/2016
SG Americas Securities, LLC			$926K	110.77^*	8.36K			6/30/2016
METROPOLITAN LIFE INSURANCE CO/NY			$425K	115.30^*	3.69K			6/30/2016

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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.