CIK: 0000949509 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value ($000): $6,380,998 (65.3% shares, 34.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 50,280,227 | $921,133 | 14.4% | $13.44 | +19.2% | COMMON STOCK | 92840M102 |
| SBLK | STAR BULK CARRIERS CORP | 32,579,506 | $366,845 | 5.7% | $4.58 | +126.5% | COMMON STOCK | Y8162K204 |
| — | TRIBUNE MEDIA CO | 7,184,998 | $305,146 | 4.8% | $59.77 | — | COMMON STOCK | 896047503 |
| ALLY | ALLY FINANCIAL INC | 9,760,000 | $284,601 | 4.5% | $17.66 | +17.7% | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMI. | 3,566,356 | $141,407 | 2.2% | $22.71 | — | ADR | 874039100 |
| ITUB | BANCO ITAU | 9,234,691 | $120,052 | 1.9% | $11.33 | — | COMMON STOCK | 465562106 |
| VALE | VALE SA | 9,411,396 | $115,102 | 1.8% | $9.45 | — | COMMON STOCK | 91912E105 |
| — | DYNEGY INC | 8,424,322 | $99,828 | 1.6% | $23.07 | — | COMMON STOCK | 26817R108 |
| NMIH | NMI HOLDINGS INC | 5,681,992 | $96,593 | 1.5% | $8.34 | +87.1% | COMMON STOCK | 629209305 |
| — | GENER8 MARITIME INC | 13,062,118 | $86,471 | 1.4% | $13.63 | — | COMMON STOCK | Y26889108 |
| IBN | ICICI BANK LTD. | 8,804,316 | $85,666 | 1.3% | $11.35 | — | COMMON STOCK | 45104G104 |
| BABA | ALIBABA.COM | 491,227 | $84,702 | 1.3% | $107.70 | — | COMMON STOCK | 01609W102 |
| — | ALTABA INC | 1,061,588 | $74,151 | 1.2% | $62.23 | — | COMMON STOCK | 021346101 |
| XHB | SPDR S&P500 ETF TRUST | 250,000 | $66,715 | 1.0% | — | — | Put | 78464A888 |
| STKL | SUNOPTA INC | 8,092,699 | $62,718 | 1.0% | $7.91 | +5.4% | COMMON STOCK | 8676EP108 |
| — | AKAMAI TECHNOLOGIES INC | 61,389,000 | $61,888 | 1.0% | $1.00 | — | CONVERTIBLE BOND | 00971TAG6 |
| — | CITRIX SYSTEMS INC | 46,643,000 | $60,431 | 0.9% | $1.24 | — | CONVERTIBLE BOND | 177376AD2 |
| PBR/A | PETROBRAS | 5,880,090 | $57,801 | 0.9% | $7.60 | — | ADR | 71654V101 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $56,570 | 0.9% | $18.11 | +47.7% | COMMON STOCK | 156504300 |
| — | RESOURCE CAPITAL CORP | 58,335,000 | $55,272 | 0.9% | $1.04 | — | CONVERTIBLE BOND | 76120WAC8 |
| — | ILLUMINA INC | 49,210,000 | $53,638 | 0.8% | $1.07 | — | CONVERTIBLE BOND | 452327AF6 |
| — | VERSO CORP | 2,730,388 | $47,972 | 0.8% | $6.45 | — | COMMON STOCK | 92531L207 |
| FBP | FIRST BANCORP/PUERTO RICO | 9,334,725 | $47,607 | 0.7% | $4.40 | -7.5% | COMMON STOCK | 318672706 |
| — | CROWN CASTLE INTERNATIONAL CORP | 42,009 | $47,576 | 0.7% | $1086.47 | — | CONVERTIBLE PREFERRED | 22822V309 |
| — | BECTON DICKINSON AND CO | 819,220 | $47,432 | 0.7% | $54.80 | — | CONVERTIBLE PREFERRED | 075887208 |
| INFY | INFOSYS TECHNOLOGIES-SP ADR | 2,866,600 | $46,496 | 0.7% | $16.21 | — | COMMON STOCK | 456788108 |
| — | BRF - BRASIL FOODS SA | 3,977,774 | $44,790 | 0.7% | $12.04 | — | COMMON STOCK | 10552T107 |
| SPY | SPDR S&P HOMEBUILDERS ETF | 1,000,000 | $44,260 | 0.7% | — | — | Put | 78462F103 |
| — | ALTABA INC | 32,421,000 | $43,788 | 0.7% | $1.21 | — | CONVERTIBLE BOND | 984332AF3 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 42,850,000 | $43,626 | 0.7% | $1.02 | — | CONVERTIBLE BOND | 03762UAB1 |
| — | BLACKSTONE MORTGAGE TRUST INC | 42,570,000 | $43,394 | 0.7% | $1.02 | — | CONVERTIBLE BOND | 09257WAB6 |
| — | ANTHEM INC | 764,930 | $42,836 | 0.7% | $52.10 | — | CONVERTIBLE PREFERRED | 036752202 |
| — | ON SEMICONDUCTOR CORP | 33,025,000 | $42,313 | 0.7% | $1.08 | — | CONVERTIBLE BOND | 682189AK1 |
| — | WELLS FARGO & CO | 32,077 | $42,020 | 0.7% | $1311.20 | — | CONVERTIBLE PREFERRED | 949746804 |
| — | DYCOM INDUSTRIES INC | 31,221,000 | $40,860 | 0.6% | $1.29 | — | CONVERTIBLE BOND | 267475AB7 |
| — | LIVE NATION ENTERTAINMENT INC | 29,251,000 | $37,898 | 0.6% | $1.06 | — | CONVERTIBLE BOND | 538034AJ8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 35,233,000 | $37,809 | 0.6% | $1.07 | — | CONVERTIBLE BOND | 01988PAD0 |
| — | COMSTOCK RESOURCES INC | 39,279,264 | $36,529 | 0.6% | $0.85 | — | CONVERTIBLE BOND | 205768AN4 |
| ABEV | COMPANIA DE BEBIDAS DAS AME (AMBEV) | 5,508,041 | $35,582 | 0.6% | $5.27 | — | COMMON STOCK | 02319V103 |
| — | RESOURCE CAPITAL CORP | 34,928,000 | $35,495 | 0.6% | $1.01 | — | CONVERTIBLE BOND | 76120WAA2 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 1,909,645 | $35,328 | 0.6% | $16.63 | — | COMMON STOCK | 63861C109 |
| — | CYPRESS SEMICONDUCTOR CORP | 26,316,000 | $34,605 | 0.5% | $1.31 | — | CONVERTIBLE BOND | 232806AM1 |
| — | ANGLOGOLD ASHANTI LTD | 3,370,322 | $34,343 | 0.5% | $11.86 | — | ADR | 035128206 |
| — | SEACOR HOLDINGS INC | 33,867,000 | $32,152 | 0.5% | $0.84 | — | CONVERTIBLE BOND | 81170YAB5 |
| — | IONIS PHARMACEUTICALS INC | 30,365,000 | $32,129 | 0.5% | $1.01 | — | CONVERTIBLE BOND | 464337AJ3 |
| — | KB HOME | 25,945,000 | $31,879 | 0.5% | $1.07 | — | CONVERTIBLE BOND | 48666KAS8 |
| RYAM | RAYONIER ADVANCED MATERIALS INC | 1,557,493 | $31,850 | 0.5% | $16.80 | 0.0% | COMMON STOCK | 75508B104 |
| — | CNOOC LIMITED | 220,967 | $31,722 | 0.5% | $119.89 | — | ADR | 126132109 |
| — | INTEGRATED DEVICE TECHNOLOGY INC | 27,725,000 | $31,000 | 0.5% | $1.03 | — | CONVERTIBLE BOND | 458118AC0 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,915,000 | $30,822 | 0.5% | $1.19 | — | CONVERTIBLE BOND | 09061GAF8 |
| — | NEXTERA ENERGY INC | 543,715 | $30,556 | 0.5% | $54.10 | — | CONVERTIBLE PREFERRED | 65339F820 |
| — | HERBALIFE LTD | 30,185,000 | $30,411 | 0.5% | $1.05 | — | CONVERTIBLE BOND | 42703MAB9 |
| CX | CEMEX SA-SPONSORED ADR | 3,990,115 | $29,926 | 0.5% | $10.51 | — | COMMON STOCK | 151290889 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,000,000 | $29,850 | 0.5% | $9.52 | +18.4% | COMMON STOCK | 55933J203 |
| — | CTRIP.COM INTERNATIONAL LTD | 653,202 | $28,806 | 0.5% | $47.87 | — | COMMON STOCK | 22943F100 |
| TV | TELEVISA | 1,529,453 | $28,555 | 0.4% | $18.67 | — | ADR | 40049J206 |
| — | PENNYMAC CORP | 28,732,000 | $28,426 | 0.4% | $0.98 | — | CONVERTIBLE BOND | 70932AAB9 |
| — | AZUL SA | 1,168,341 | $27,841 | 0.4% | $22.02 | — | COMMON STOCK | 05501U106 |
| — | STANLEY BLACK & DECKER INC | 225,715 | $27,706 | 0.4% | $111.75 | — | CONVERTIBLE PREFERRED | 854502887 |
| — | PALO ALTO NETWORKS INC | 19,535,000 | $26,799 | 0.4% | $1.34 | — | CONVERTIBLE BOND | 697435AB1 |
| — | WEATHERFORD INTERNATIONAL LTD | 24,500,000 | $26,613 | 0.4% | $1.09 | — | CONVERTIBLE BOND | 947075AH0 |
| — | HURON CONSULTING GROUP INC | 28,161,000 | $26,348 | 0.4% | $0.95 | — | CONVERTIBLE BOND | 447462AB8 |
| — | SSR MINING INC | 26,482,000 | $25,952 | 0.4% | $0.95 | — | CONVERTIBLE BOND | 82823LAC0 |
| — | TWITTER INC | 27,030,000 | $25,881 | 0.4% | $0.95 | — | CONVERTIBLE BOND | 90184LAB8 |
| — | VEREIT INC | 25,360,000 | $25,391 | 0.4% | $1.00 | — | CONVERTIBLE BOND | 02917TAA2 |
| — | NATIONAL CINEMEDIA INC | 3,625,000 | $24,867 | 0.4% | $6.98 | — | COMMON STOCK | 635309107 |
| — | AMERICAN TOWER CORP | 197,196 | $24,797 | 0.4% | $121.23 | — | CONVERTIBLE PREFERRED | 03027X407 |
| — | STONEMOR PARTNERS LP | 3,750,000 | $24,600 | 0.4% | $7.34 | — | COMMON STOCK | 86183Q100 |
| — | HORIZON PHARMA INVESTMENT LTD | 26,127,000 | $24,396 | 0.4% | $0.93 | — | CONVERTIBLE BOND | 44052TAB7 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 21,620,000 | $24,254 | 0.4% | $1.07 | — | CONVERTIBLE BOND | 57164YAA5 |
| — | NUVASIVE INC | 20,500,000 | $24,138 | 0.4% | $1.18 | — | CONVERTIBLE BOND | 670704AG0 |
| — | PATTERN ENERGY GROUP INC | 23,665,000 | $24,123 | 0.4% | $1.03 | — | CONVERTIBLE BOND | 70338PAB6 |
| — | RTI INTERNATIONAL METALS INC | 20,830,000 | $23,876 | 0.4% | $1.13 | — | CONVERTIBLE BOND | 74973WAB3 |
| — | PRA GROUP INC | 23,776,000 | $22,824 | 0.4% | $0.98 | — | CONVERTIBLE BOND | 73640QAB1 |
| — | INTERCEPT PHARMACEUTICALS INC | 28,415,000 | $22,732 | 0.4% | $0.80 | — | CONVERTIBLE BOND | 45845PAA6 |
| — | ENERGY XXI GULF COAST INC | 3,910,545 | $22,446 | 0.4% | $29.97 | — | COMMON STOCK | 29276K101 |
| — | INNOVIVA INC | 21,950,000 | $21,812 | 0.3% | $0.96 | — | CONVERTIBLE BOND | 88338TAB0 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 20,295,000 | $21,765 | 0.3% | $1.02 | — | CONVERTIBLE BOND | G81075AF3 |
| — | OCEAN RIG UDW INC | 794,183 | $21,284 | 0.3% | $23.77 | — | COMMON STOCK | G66964118 |
| — | CTRIP.COM INTERNATIONAL LTD | 20,670,000 | $21,160 | 0.3% | $1.08 | — | CONVERTIBLE BOND | 22943FAM2 |
| — | MICRON TECHNOLOGY INC | 14,381,000 | $20,807 | 0.3% | $0.90 | — | CONVERTIBLE BOND | 595112AY9 |
| — | BROOKDALE SENIOR LIVING INC | 20,722,000 | $20,734 | 0.3% | $0.99 | — | CONVERTIBLE BOND | 112463AA2 |
| — | INSULET CORP | 15,800,000 | $20,678 | 0.3% | $1.31 | — | CONVERTIBLE BOND | 45784PAF8 |
| — | REDWOOD TRUST INC | 20,189,000 | $20,441 | 0.3% | $1.01 | — | CONVERTIBLE BOND | 749772AB5 |
| — | DOMINION ENERGY INC | 381,800 | $19,723 | 0.3% | $50.32 | — | CONVERTIBLE PREFERRED | 25746U836 |
| — | NAVISTAR INTERNATIONAL CORP | 17,980,000 | $19,530 | 0.3% | $1.03 | — | CONVERTIBLE BOND | 63934EAS7 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 197,000 | $19,269 | 0.3% | — | — | Put | 92189F676 |
| — | DYNEGY INC | 242,400 | $19,202 | 0.3% | $67.11 | — | CONVERTIBLE PREFERRED | 26817R405 |
| — | COMSTOCK RESOURCES INC | 20,719,978 | $19,165 | 0.3% | $0.86 | — | CONVERTIBLE BOND | 205768AM6 |
| — | EZCORP INC | 17,705,000 | $18,302 | 0.3% | $0.95 | — | CONVERTIBLE BOND | 302301AB2 |
| — | GRANITE POINT MORTGAGE TRUST INC | 18,100,000 | $18,054 | 0.3% | $1.00 | — | CONVERTIBLE BOND | 38741LAB3 |
| — | FIESTA RESTAURANT GROUP INC | 950,000 | $18,050 | 0.3% | $19.00 | — | COMMON STOCK | 31660B101 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 17,245,000 | $17,783 | 0.3% | $1.03 | — | CONVERTIBLE BOND | 41068XAB6 |
| — | ENVESTNET INC | 17,032,000 | $17,713 | 0.3% | $1.02 | — | CONVERTIBLE BOND | 29404KAA4 |
| — | TWO HARBORS INVESTMENT CORP | 16,520,000 | $17,542 | 0.3% | $1.04 | — | CONVERTIBLE BOND | 90187BAA9 |
| — | OASIS PETROLEUM INC | 16,105,000 | $17,353 | 0.3% | $1.08 | — | CONVERTIBLE BOND | 674215AJ7 |
| — | GENERAL CABLE CORP | 16,285,000 | $17,251 | 0.3% | $0.85 | — | CONVERTIBLE BOND | 369300AL2 |
| — | NEW YORK MORTGAGE TRUST INC | 16,780,000 | $17,178 | 0.3% | $0.99 | — | CONVERTIBLE BOND | 649604AD7 |
| — | CEMEX SAB DE CV | 16,500,000 | $17,118 | 0.3% | $0.83 | — | CONVERTIBLE BOND | 151290BR3 |
| — | COLONY NORTHSTAR INC | 16,638,000 | $16,617 | 0.3% | $0.99 | — | CONVERTIBLE BOND | 19624RAB2 |
| — | CALAMP CORP | 15,230,000 | $16,181 | 0.3% | $1.07 | — | CONVERTIBLE BOND | 128126AB5 |
| — | ENCORE CAPITAL GROUP INC | 14,396,000 | $16,015 | 0.3% | $1.04 | — | CONVERTIBLE BOND | 292554AF9 |
| — | CSG SYSTEMS INTERNATIONAL INC | 14,501,000 | $15,842 | 0.2% | $1.08 | — | CONVERTIBLE BOND | 126349AF6 |
| — | IMPAX LABORATORIES INC | 15,750,000 | $15,356 | 0.2% | $0.91 | — | CONVERTIBLE BOND | 45256BAE1 |
| — | MATLIN AND PARTNERS ACQUISITION CORP | 1,500,000 | $15,120 | 0.2% | $10.02 | — | COMMON STOCK | 57682V205 |
| — | LIBERTY MEDIA CORP | 12,874,000 | $14,878 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 531229AB8 |
| — | VERINT SYSTEMS INC | 15,190,000 | $14,829 | 0.2% | $0.98 | — | CONVERTIBLE BOND | 92343XAA8 |
| — | WPX ENERGY INC | 238,100 | $14,726 | 0.2% | $53.36 | — | CONVERTIBLE PREFERRED | 98212B202 |
| — | ANI PHARMACEUTICALS INC | 12,719,000 | $14,666 | 0.2% | $1.15 | — | CONVERTIBLE BOND | 00182CAA1 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 14,095,000 | $14,130 | 0.2% | $0.85 | — | CONVERTIBLE BOND | 42330PAG2 |
| — | YANDEX NV | 14,138,000 | $13,996 | 0.2% | $0.93 | — | CONVERTIBLE BOND | 98474TAB3 |
| — | VECTOR GROUP LTD | 11,945,000 | $13,818 | 0.2% | $1.10 | — | CONVERTIBLE BOND | 92240MBC1 |
| — | LIBERTY MEDIA CORP-LIBERTY BRAVES | 613,717 | $13,636 | 0.2% | $14.66 | — | COMMON STOCK | 531229888 |
| — | BANK OF AMERICA CORP | 10,300 | $13,585 | 0.2% | $1263.11 | — | CONVERTIBLE PREFERRED | 060505682 |
| — | COWEN INC | 13,020,000 | $13,296 | 0.2% | $1.04 | — | CONVERTIBLE BOND | 223622AB7 |
| — | TITAN MACHINERY INC | 13,337,000 | $13,278 | 0.2% | $0.83 | — | CONVERTIBLE BOND | 88830RAB7 |
| — | ZILLOW GROUP INC | 12,120,000 | $13,271 | 0.2% | $1.09 | — | CONVERTIBLE BOND | 98954MAB7 |
| — | QUIDEL CORP | 8,593,000 | $13,002 | 0.2% | $1.20 | — | CONVERTIBLE BOND | 74838JAA9 |
| — | SOLARCITY CORP | 13,650,000 | $12,703 | 0.2% | $0.85 | — | CONVERTIBLE BOND | 83416TAC4 |
| — | NEXTERA ENERGY INC | 181,500 | $12,628 | 0.2% | $69.58 | — | CONVERTIBLE PREFERRED | 65339F846 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 14,305,000 | $12,624 | 0.2% | $0.88 | — | CONVERTIBLE BOND | 88163VAE9 |
| — | ECHO GLOBAL LOGISTICS INC | 12,135,000 | $12,590 | 0.2% | $1.00 | — | CONVERTIBLE BOND | 27875TAA9 |
| — | SUNPOWER CORP | 14,697,000 | $12,575 | 0.2% | $0.82 | — | CONVERTIBLE BOND | 867652AL3 |
| — | TPG SPECIALTY LENDING INC | 12,163,000 | $12,565 | 0.2% | $1.02 | — | CONVERTIBLE BOND | 87265KAB8 |
| — | PRICELINE GROUP INC/THE | 10,671,000 | $12,505 | 0.2% | $1.04 | — | CONVERTIBLE BOND | 741503AX4 |
| — | CANADIAN SOLAR INC | 12,705,000 | $12,442 | 0.2% | $0.98 | — | CONVERTIBLE BOND | 136635AE9 |
| — | WHITING PETROLEUM CORP | 13,432,000 | $12,424 | 0.2% | $0.89 | — | CONVERTIBLE BOND | 966387AL6 |
| — | CHENIERE ENERGY INC | 17,219,000 | $12,300 | 0.2% | $0.73 | — | CONVERTIBLE BOND | 16411RAG4 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $12,251 | 0.2% | $11.25 | -22.1% | COMMON STOCK | 892231101 |
| — | TUTOR PERINI CORP | 10,625,000 | $11,767 | 0.2% | $1.17 | — | CONVERTIBLE BOND | 901109AD0 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 11,873,000 | $11,754 | 0.2% | $1.00 | — | CONVERTIBLE BOND | 95790DAA3 |
| — | ACORDA THERAPEUTICS INC | 13,785,000 | $11,743 | 0.2% | $0.88 | — | CONVERTIBLE BOND | 00484MAA4 |
| — | PROOFPOINT INC | 9,332,000 | $11,723 | 0.2% | $1.18 | — | CONVERTIBLE BOND | 743424AD5 |
| — | ARBOR REALTY TRUST INC | 11,480,000 | $11,673 | 0.2% | $1.02 | — | CONVERTIBLE BOND | 038923AB4 |
| — | NEW MOUNTAIN FINANCE CORP | 11,005,000 | $11,328 | 0.2% | $1.02 | — | CONVERTIBLE BOND | 647551AB6 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 10,825,000 | $10,811 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 42330PAH0 |
| — | SPIRIT REALTY CAPITAL INC | 10,238,000 | $10,276 | 0.2% | $1.00 | — | CONVERTIBLE BOND | 84860WAA0 |
| — | FORESTAR GROUP INC | 10,018,000 | $10,187 | 0.2% | $0.98 | — | CONVERTIBLE BOND | 346232AB7 |
| — | ENCORE CAPITAL GROUP INC | 10,141,000 | $9,938 | 0.2% | $0.88 | — | CONVERTIBLE BOND | 292554AH5 |
| — | IRONWOOD PHARMACEUTICALS INC | 8,310,000 | $9,660 | 0.2% | $1.07 | — | CONVERTIBLE BOND | 46333XAD0 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,786,000 | $9,549 | 0.1% | $1.16 | — | CONVERTIBLE BOND | 09061GAE1 |
| VSH | VISHAY INTERTECHNOLOGY INC | 455,000 | $9,441 | 0.1% | $12.16 | +49.7% | COMMON STOCK | 928298108 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 9,015,000 | $9,386 | 0.1% | $1.03 | — | CONVERTIBLE BOND | 092533AC2 |
| — | TERADYNE INC | 6,538,000 | $9,345 | 0.1% | $1.43 | — | CONVERTIBLE BOND | 880770AG7 |
| — | MODUSLINK GLOBAL SOLUTIONS INC | 9,020,000 | $9,008 | 0.1% | $0.96 | — | CONVERTIBLE BOND | 60786LAB3 |
| — | ARRAY BIOPHARMA INC | 8,000,000 | $9,005 | 0.1% | $1.13 | — | CONVERTIBLE BOND | 04269XAB1 |
| — | ARES CAPITAL CORP | 8,476,000 | $8,687 | 0.1% | $1.02 | — | CONVERTIBLE BOND | 04010LAM5 |
| — | AMAG PHARMACEUTICALS INC | 10,030,000 | $8,632 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 00163UAD8 |
| — | NAVISTAR INTERNATIONAL CORP | 7,915,000 | $8,196 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 63934EAQ1 |
| — | LIBERTY VENTURES | 150,000 | $8,136 | 0.1% | $36.87 | — | COMMON STOCK | 53071M856 |
| — | TCP CAPITAL CORP | 7,356,000 | $7,705 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 87238QAB9 |
| — | HCI GROUP INC | 7,750,000 | $7,633 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 40416EAB9 |
| — | PTC THERAPEUTICS INC | 9,510,000 | $7,417 | 0.1% | $0.75 | — | CONVERTIBLE BOND | 69366JAB7 |
| — | SUCAMPO PHARMACEUTICALS INC | 6,045,000 | $7,356 | 0.1% | $1.22 | — | CONVERTIBLE BOND | 864909AB2 |
| — | WAYFAIR INC | 7,000,000 | $7,323 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 94419LAA9 |
| — | PDL BIOPHARMA INC | 7,287,000 | $7,296 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 69329YAF1 |
| — | ULTRA PETROLEUM CORP | 788,166 | $7,140 | 0.1% | $10.85 | — | COMMON STOCK | 903914208 |
| MTG | MGIC INVESTMENT CORP | 500,000 | $7,055 | 0.1% | $5.25 | +167.6% | COMMON STOCK | 552848103 |
| — | PDC ENERGY INC | 7,140,000 | $6,983 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 69327RAD3 |
| — | AEROJET ROCKETDYNE HOLDINGS INC | 4,895,000 | $6,764 | 0.1% | $1.38 | — | CONVERTIBLE BOND | 007800AB1 |
| — | VEON LTD | 1,678,900 | $6,446 | 0.1% | $4.08 | — | COMMON STOCK | 91822M106 |
| — | BELLATRIX EXPLORATION LTD | 3,750,000 | $6,434 | 0.1% | $2.85 | — | COMMON STOCK | 078314507 |
| — | VIAVI SOLUTIONS INC | 6,155,000 | $6,355 | 0.1% | $1.12 | — | CONVERTIBLE BOND | 46612JAF8 |
| — | PROSPECT CAPITAL CORP | 6,299,000 | $6,346 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 74348TAQ5 |
| — | STARWOOD PROPERTY TRUST INC | 5,905,000 | $6,030 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 85571BAH8 |
| — | INPHI CORP | 6,000,000 | $5,973 | 0.1% | $1.00 | — | CONVERTIBLE BOND | 45772FAC1 |
| — | BLACKHAWK NETWORK HOLDINGS INC | 5,750,000 | $5,868 | 0.1% | $1.12 | — | CONVERTIBLE BOND | 09238EAB0 |
| — | JAZZ INVESTMENTS I LTD | 5,775,000 | $5,807 | 0.1% | $1.07 | — | CONVERTIBLE BOND | 472145AB7 |
| — | DHT HOLDINGS INC | 5,901,000 | $5,779 | 0.1% | $0.94 | — | CONVERTIBLE BOND | 23335SAB2 |
| — | NUANCE COMMUNICATIONS INC | 5,500,000 | $5,692 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 67020YAG5 |
| — | ELECTRONICS FOR IMAGING INC | 5,661,000 | $5,473 | 0.1% | $1.04 | — | CONVERTIBLE BOND | 286082AC6 |
| — | ENSCO JERSEY FINANCE LTD | 6,045,000 | $5,395 | 0.1% | $0.89 | — | CONVERTIBLE BOND | 29359WAB1 |
| — | GSV CAPITAL CORP | 4,960,000 | $5,003 | 0.1% | $0.92 | — | CONVERTIBLE BOND | 36191JAB7 |
| — | BRISTOW GROUP INC | 4,500,000 | $4,975 | 0.1% | $1.11 | — | CONVERTIBLE BOND | 110394AF0 |
| — | REGIS CORP | 321,890 | $4,944 | 0.1% | $14.27 | — | COMMON STOCK | 758932107 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 4,275,000 | $4,924 | 0.1% | $1.20 | — | CONVERTIBLE BOND | 049164BH8 |
| — | PDL BIOPHARMA INC | 5,000,000 | $4,834 | 0.1% | $0.91 | — | CONVERTIBLE BOND | 69329YAG9 |
| — | GREEN PLAINS INC | 5,100,000 | $4,822 | 0.1% | $1.03 | — | CONVERTIBLE BOND | 393222AF1 |
| — | GOLDMAN SACHS BDC INC | 4,635,000 | $4,811 | 0.1% | $1.04 | — | CONVERTIBLE BOND | 38147UAB3 |
| — | ENERGY TRANSFER PARTNERS LP | 267,000 | $4,784 | 0.1% | $20.39 | — | COMMON STOCK | 29278N103 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 250,000 | $4,625 | 0.1% | $16.63 | — | Call | 63861C109 |
| — | DEPOMED INC | 5,255,000 | $4,456 | 0.1% | $0.82 | — | CONVERTIBLE BOND | 249908AA2 |
| — | SM ENERGY CO | 4,208,000 | $4,136 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 78454LAM2 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 4,000,000 | $4,049 | 0.1% | $1.03 | — | CONVERTIBLE BOND | 092533AB4 |
| — | FIREEYE INC | 4,295,000 | $4,031 | 0.1% | $0.94 | — | CONVERTIBLE BOND | 31816QAB7 |
| — | INTERDIGITAL INC/PA | 3,000,000 | $3,585 | 0.1% | $1.20 | — | CONVERTIBLE BOND | 458660AD9 |
| — | EAGLE BULK SHIPPING INC | 785,363 | $3,518 | 0.1% | $7.07 | — | COMMON STOCK | Y2187A143 |
| — | MIDSTATES PETROLEUM CO INC | 204,107 | $3,384 | 0.1% | $14.83 | — | COMMON STOCK | 59804T407 |
| — | SHUTTERFLY INC | 3,095,000 | $3,095 | 0.0% | $1.00 | — | CONVERTIBLE BOND | 82568PAB2 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $3,041 | 0.0% | $10.13 | — | COMMON STOCK | 607409109 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 2,500,000 | $2,956 | 0.0% | $1.18 | — | CONVERTIBLE BOND | 049164BJ4 |
| — | EXTRACTION OIL & GAS INC | 202,787 | $2,901 | 0.0% | $20.04 | — | COMMON STOCK | 30227M105 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $2,844 | 0.0% | $23.46 | -20.6% | COMMON STOCK | 80007P869 |
| — | CAPITAL PRODUCT PARTNERS LP | 819,228 | $2,752 | 0.0% | $6.81 | — | COMMON STOCK | Y11082107 |
| PBR | PETROBRAS | 246,161 | $2,532 | 0.0% | $7.99 | — | ADR | 71654V408 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1,350 | 0.0% | $4.89 | — | COMMON STOCK | 67401P108 |
| — | ALASKA COMMUNICATIONS SYSTEMS GROUP INC | 1,227,000 | $1,254 | 0.0% | $0.99 | — | CONVERTIBLE BOND | 01167PAE1 |
| — | RENEWABLE ENERGY GROUP INC | 1,009,000 | $1,051 | 0.0% | $0.96 | — | CONVERTIBLE BOND | 75972AAA1 |
| INDA | ISHARES MSCI INDIA ETF | 25,500 | $920 | 0.0% | $27.69 | — | COMMON STOCK | 46429B598 |
| — | SPECTRUM PHARMACEUTICALS INC | 400,000 | $744 | 0.0% | $0.92 | — | CONVERTIBLE BOND | 84763AAB4 |
| — | CHART INDUSTRIES INC | 565,000 | $566 | 0.0% | $0.95 | — | CONVERTIBLE BOND | 16115QAC4 |
| — | OAKTREE STRATEGIC INCOME CORP | 57,600 | $484 | 0.0% | $8.40 | — | COMMON STOCK | 67402D104 |
| — | SEACOR HOLDINGS INC | 385,000 | $392 | 0.0% | $1.02 | — | CONVERTIBLE BOND | 811904AM3 |