Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Mar 4, 2021
Total Value: $5.806B (80.7% shares, 19.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA CORP | 30,278,055 | $595M | 10.3% | $19.66 | — | — | COMMON STOCK | 92840M102 |
| ALLY | ALLY FINANCIAL INC | 14,026,541 | $500M | 8.6% | $35.66 | — | — | COMMON STOCK | 02005N100 |
| COLD | AMERICOLD REALTY TRUST | 11,771,646 | $439M | 7.6% | $37.33 | — | — | COMMON STOCK | 03064D108 |
| TRMD | TORM PLC | 53,812,988 | $398M | 6.9% | $7.40 | — | — | COMMON STOCK | G89479102 |
| SBLK | STAR BULK CARRIERS CORP | 39,006,017 | $344M | 5.9% | $8.83 | — | — | COMMON STOCK | Y8162K204 |
| PCG | PG&E CORP | 22,500,000 | $280M | 4.8% | $12.46 | — | — | COMMON STOCK | 69331C108 |
| — | INFINERA CORP | 25,175,384 | $264M | 4.5% | $10.48 | — | — | COMMON STOCK | 45667G103 |
| ITUB | ITAU UNIBANCO HOLDING SA | 25,728,310 | $157M | 2.7% | $6.09 | — | — | COMMON STOCK | 465562106 |
| CX | CEMEX SAB DE CV | 24,487,334 | $127M | 2.2% | $5.17 | — | — | COMMON STOCK | 151290889 |
| VALE | VALE SA | 6,756,996 | $113M | 2.0% | $16.76 | — | — | COMMON STOCK | 91912E105 |
| NMIH | NMI HOLDINGS INC | 4,964,000 | $112M | 1.9% | $22.65 | — | — | COMMON STOCK | 629209305 |
| — | SUPER MICRO COMPUTER INC | 3,319,176 | $105M | 1.8% | $31.66 | — | — | COMMON STOCK | 86800U104 |
| STKL | SUNOPTA INC | 8,092,699 | $94.44M | 1.6% | $11.67 | — | — | COMMON STOCK | 8676EP108 |
| IBN | ICICI BANK LTD | 6,154,053 | $91.45M | 1.6% | $14.86 | — | — | COMMON STOCK | 45104G104 |
| — | EAGLE BULK SHIPPING INC | 4,220,591 | $80.19M | 1.4% | $19.00 | — | — | COMMON STOCK | Y2187A150 |
| BBD | BANCO BRADESCO SA | 14,261,189 | $75.01M | 1.3% | $5.26 | — | — | COMMON STOCK | 059460303 |
| PBR | PETROLEO BRASILEIRO SA | 6,311,209 | $70.87M | 1.2% | $11.23 | — | — | COMMON STOCK | 71654V408 |
| — | ANGLOGOLD ASHANTI LTD | 3,101,986 | $70.17M | 1.2% | $22.62 | — | — | COMMON STOCK | 035128206 |
| — | EXANTAS CAPITAL CORP | 72,675,000 | $67.32M | 1.2% | $0.93 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| — | AZUL SA | 2,262,454 | $51.63M | 0.9% | $22.82 | — | — | COMMON STOCK | 05501U106 |
| — | Liberty Global PLC | 2,020,000 | $47.77M | 0.8% | $23.65 | — | — | COMMON STOCK | G5480U120 |
| — | BERRY PETROLEUM CO LLC | 12,913,313 | $47.52M | 0.8% | $3.68 | — | — | COMMON STOCK | 08579X101 |
| — | MR COOPER GROUP INC | 1,507,286 | $46.77M | 0.8% | $31.03 | — | — | COMMON STOCK | 62482R107 |
| AFYA | AFYA LTD | 1,780,040 | $45.03M | 0.8% | $25.30 | — | — | COMMON STOCK | G01125106 |
| TSM | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | 398,949 | $43.5M | 0.7% | $109.04 | — | — | COMMON STOCK | 874039100 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,214,537 | $43.46M | 0.7% | $13.52 | — | — | COMMON STOCK | 55933J203 |
| — | EAGLE BULK SHIPPING INC | 49,480,000 | $40.57M | 0.7% | $0.82 | — | — | CONVERTIBLE BOND | 269442AB5 |
| — | AMERICA MOVIL SAB DE CV | 2,778,470 | $40.4M | 0.7% | $14.54 | — | — | COMMON STOCK | 02364W105 |
| — | UNITI GROUP INC | 3,397,592 | $39.85M | 0.7% | $11.73 | — | — | COMMON STOCK | 91325V108 |
| MTG | MGIC INVESTMENT CORP | 3,093,000 | $38.82M | 0.7% | $12.55 | — | — | COMMON STOCK | 552848103 |
| — | LUFAX HOLDING LTD | 2,645,651 | $37.57M | 0.6% | $14.20 | — | — | COMMON STOCK | 54975P102 |
| — | DISH NETWORK CORP | 32,604,000 | $31.16M | 0.5% | $0.96 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| — | ARBOR REALTY TRUST INC | 28,489,999 | $28.66M | 0.5% | $1.01 | — | — | CONVERTIBLE BOND | 038923AP3 |
| EQR | EQUITY RESIDENTIAL | 477,000 | $28.28M | 0.5% | $59.28 | — | — | COMMON STOCK | 29476L107 |
| BATL | BATTALION OIL CORP | 3,009,912 | $24.98M | 0.4% | $8.30 | — | — | COMMON STOCK | 07134L107 |
| TV | GRUPO TELEVISA SAB | 2,700,150 | $22.25M | 0.4% | $8.24 | — | — | COMMON STOCK | 40049J206 |
| KC | KINGSOFT CORP LTD | 505,676 | $22.02M | 0.4% | $43.55 | — | — | COMMON STOCK | 49639K101 |
| MELI | MERCADOLIBRE INC | 12,894 | $21.6M | 0.4% | $1675.20 | — | — | COMMON STOCK | 58733R102 |
| — | FORTIVE CORP | 19,270,000 | $19.92M | 0.3% | $1.03 | — | — | CONVERTIBLE BOND | 34959JAK4 |
| — | GREENBRIER COS INC/THE | 19,288,000 | $19.59M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 393657AK7 |
| — | STARWOOD PROPERTY TRUST INC | 18,189,000 | $18.11M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| — | HOPE BANCORP INC | 18,568,000 | $17.41M | 0.3% | $0.94 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| — | WESTERN DIGITAL CORP | 17,290,000 | $17.27M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 958102AP0 |
| — | VERINT SYSTEMS INC | 15,094,000 | $16.63M | 0.3% | $1.10 | — | — | CONVERTIBLE BOND | 92343XAA8 |
| — | ARES CAPITAL CORP | 15,544,000 | $16.44M | 0.3% | $1.06 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| — | SUPERNUS PHARMACEUTICALS INC | 16,738,000 | $15.96M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 868459AD0 |
| — | LIGAND PHARMACEUTICALS INC | 16,797,000 | $15.93M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 15,959,000 | $15.76M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 70932AAD5 |
| — | OAKTREE ACQUISITION CORP | 4,016,667 | $15.66M | 0.3% | $3.90 | — | — | WARRANT | G67145113 |
| — | DISH NETWORK CORP | 16,739,000 | $15.66M | 0.3% | $0.94 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | CIMAREX ENERGY CO | 415,735 | $15.59M | 0.3% | $37.51 | — | — | COMMON STOCK | 171798101 |
| — | PLURALSIGHT INC | 15,689,999 | $15.59M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 72941BAB2 |
| — | VISHAY INTERTECHNOLOGY INC | 14,893,000 | $15.55M | 0.3% | $1.04 | — | — | CONVERTIBLE BOND | 928298AP3 |
| — | HERBALIFE NUTRITION LTD | 14,562,000 | $15.55M | 0.3% | $1.07 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | TWO HARBORS INVESTMENT CORP | 15,184,000 | $15.22M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | INTERCEPT PHARMACEUTICALS INC | 19,435,000 | $15.08M | 0.3% | $0.78 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| TEO | TELECOM ARGENTINA SA | 2,260,500 | $14.83M | 0.3% | $6.56 | — | — | COMMON STOCK | 879273209 |
| — | NUTANIX INC | 14,646,000 | $14.82M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 67059NAB4 |
| — | ENCORE CAPITAL GROUP INC | 14,608,000 | $14.69M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 292554AH5 |
| — | TWITTER INC | 14,352,000 | $14.65M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 90184LAD4 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 14,237,000 | $14.4M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 14,987,000 | $14.35M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | VONAGE HOLDINGS CORP | 12,963,000 | $14.13M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 92886TAJ1 |
| — | MACQUARIE INFRASTRUCTURE CORP | 13,950,000 | $13.91M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 12,190,000 | $13.86M | 0.2% | $1.14 | — | — | CONVERTIBLE BOND | 57164YAB3 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $13.78M | 0.2% | $158.37 | — | — | COMMON STOCK | 530307305 |
| — | NEW MOUNTAIN FINANCE CORP | 13,138,000 | $13.55M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | FIREEYE INC | 13,418,000 | $13.23M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| — | JAZZ PHARMACEUTICALS PLC | 12,479,000 | $12.81M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 472145AB7 |
| — | DYCOM INDUSTRIES INC | 12,155,000 | $12.57M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 267475AB7 |
| — | TRAVERE THERAPEUTICS INC | 11,925,000 | $12.15M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 761299AB2 |
| — | MFA FINANCIAL INC | 12,067,000 | $12.13M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 55272XAA0 |
| — | HERCULES CAPITAL INC | 11,756,000 | $12.1M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 427096AF9 |
| — | REDWOOD TRUST INC | 12,680,000 | $12.09M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | 749772AD1 |
| — | CYBERARK SOFTWARE LTD | 9,631,000 | $11.73M | 0.2% | $1.22 | — | — | CONVERTIBLE BOND | 23248VAB1 |
| PAM | PAMPA ENERGIA SA | 849,000 | $11.7M | 0.2% | $13.78 | — | — | COMMON STOCK | 697660207 |
| — | GOLDMAN SACHS BDC INC | 11,204,000 | $11.55M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | PATRICK INDUSTRIES INC | 10,252,000 | $10.93M | 0.2% | $1.07 | — | — | CONVERTIBLE BOND | 703343AB9 |
| — | NUVASIVE INC | 10,577,000 | $10.76M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 670704AG0 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $10.62M | 0.2% | $6.66 | — | — | COMMON STOCK | 892231101 |
| CHRD | OASIS PETROLEUM INC | 285,918 | $10.6M | 0.2% | $37.06 | — | — | COMMON STOCK | 674215207 |
| — | BLACKSTONE MORTGAGE TRUST INC | 10,530,000 | $10.56M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 09257WAB6 |
| — | COLONY CAPITAL INC | 10,683,000 | $10.53M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 19624RAA4 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,994,729 | $10.37M | 0.2% | $5.20 | — | — | COMMON STOCK | 893870204 |
| QGEN 1 11/13/24 | Qiagen NV | 8,600,000 | $10.28M | 0.2% | $1.20 | — | — | CONVERTIBLE BOND | N72482AT4 |
| — | PINDUODUO INC | 8,250,000 | $10.21M | 0.2% | $1.24 | — | — | CONVERTIBLE BOND | 722304AC6 |
| — | TEVA PHARMACEUTICAL INDUSTRIES LTD | 9,964,000 | $10.01M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 88163VAE9 |
| — | SUNPOWER CORP | 7,670,000 | $9.992M | 0.2% | $1.30 | — | — | CONVERTIBLE BOND | 867652AL3 |
| — | NEW RELIC INC | 9,979,000 | $9.801M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 64829BAB6 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,855,000 | $9.507M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | OAKTREE ACQUISITION CORP II | 4,666,667 | $8.913M | 0.2% | $1.91 | — | — | WARRANT | G6715X111 |
| — | AVAYA HOLDINGS CORP | 8,483,000 | $8.878M | 0.2% | $1.05 | — | — | CONVERTIBLE BOND | 05351XAB7 |
| — | PRETIUM RESOURCES INC | 8,010,000 | $8.61M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 74139CAB8 |
| — | SSR MINING INC | 6,108,000 | $8.493M | 0.1% | $1.39 | — | — | CONVERTIBLE BOND | 784730AB9 |
| — | EVOLENT HEALTH INC | 8,126,000 | $8.21M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 30050BAB7 |
| — | EXACT SCIENCES CORP | 5,850,000 | $8.124M | 0.1% | $1.39 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,133,000 | $8.02M | 0.1% | $2.56 | — | — | COMMON STOCK | 92837L109 |
| — | GUESS INC | 7,179,000 | $8.018M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 401617AD7 |
| — | TWITTER INC | 6,465,000 | $7.829M | 0.1% | $1.21 | — | — | CONVERTIBLE BOND | 90184LAF9 |
| — | EZCORP INC | 9,565,000 | $7.77M | 0.1% | $0.81 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | LIBERTY LATIN AMERICA LTD | 7,971,000 | $7.614M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 53069QAB5 |
| — | AKAMAI TECHNOLOGIES INC | 6,794,999 | $7.605M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 00971TAL5 |
| — | AURORA CANNABIS INC | 9,804,000 | $7.426M | 0.1% | $0.76 | — | — | CONVERTIBLE BOND | 05156XAG3 |
| — | BENEFITFOCUS INC | 8,369,000 | $7.406M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 08180DAB2 |
| — | QUOTIENT TECHNOLOGY INC | 7,174,000 | $7.199M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 749119AB9 |
| — | INNOVIVA INC | 7,175,000 | $7.163M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 88338TAB0 |
| — | VEECO INSTRUMENTS INC | 7,199,000 | $7.014M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 922417AD2 |
| BELFB | BEL FUSE INC | 462,679 | $6.954M | 0.1% | $15.03 | — | — | COMMON STOCK | 077347300 |
| — | TURNING POINT BRANDS INC | 6,018,000 | $6.826M | 0.1% | $1.13 | — | — | CONVERTIBLE BOND | 90041LAE5 |
| — | PURE STORAGE INC | 6,162,000 | $6.806M | 0.1% | $1.10 | — | — | CONVERTIBLE BOND | 74624MAB8 |
| — | WEIBO CORP | 6,974,000 | $6.799M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | BOOKING HOLDINGS INC | 5,733,000 | $6.659M | 0.1% | $1.16 | — | — | CONVERTIBLE BOND | 741503AX4 |
| — | GREEN PLAINS INC | 6,775,000 | $6.524M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 393222AF1 |
| — | RADIUS HEALTH INC | 7,173,000 | $6.447M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 750469AA6 |
| — | SEACOR HOLDINGS INC | 6,404,000 | $6.339M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 811904AM3 |
| — | LUMENTUM HOLDINGS INC | 5,149,000 | $6.304M | 0.1% | $1.22 | — | — | CONVERTIBLE BOND | 55024UAD1 |
| — | EURONET WORLDWIDE INC | 5,500,000 | $6.244M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 298736AL3 |
| — | GOLAR LNG LTD | 6,595,000 | $6.094M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | SHOPIFY INC | 5,000,000 | $5.912M | 0.1% | $1.18 | — | — | CONVERTIBLE BOND | 82509LAA5 |
| — | TILRAY INC | 6,776,000 | $5.759M | 0.1% | $0.85 | — | — | CONVERTIBLE BOND | 88688TAB6 |
| — | ILLUMINA INC | 5,000,000 | $5.685M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 452327AK5 |
| — | JAZZ PHARMACEUTICALS PLC | 5,317,000 | $5.671M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 472145AD3 |
| — | INVACARE CORP | 5,780,000 | $5.537M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| — | INSMED INC | 4,717,000 | $5.317M | 0.1% | $1.13 | — | — | CONVERTIBLE BOND | 457669AA7 |
| ASC | ARDMORE SHIPPING CORP | 1,600,000 | $5.232M | 0.1% | $3.27 | — | — | COMMON STOCK | Y0207T100 |
| — | PROOFPOINT INC | 4,500,000 | $5.06M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 743424AF0 |
| — | CONMED CORP | 3,500,000 | $4.91M | 0.1% | $1.40 | — | — | CONVERTIBLE BOND | 207410AF8 |
| — | MOMO INC | 5,819,000 | $4.826M | 0.1% | $0.83 | — | — | CONVERTIBLE BOND | 60879BAB3 |
| BAK | BRASKEM SA | 519,550 | $4.681M | 0.1% | $9.01 | — | — | COMMON STOCK | 105532105 |
| — | Q2 HOLDINGS INC | 2,950,000 | $4.533M | 0.1% | $1.54 | — | — | CONVERTIBLE BOND | 74736LAD1 |
| — | INSULET CORP | 3,415,000 | $4.518M | 0.1% | $1.32 | — | — | CONVERTIBLE BOND | 45784PAK7 |
| — | OI SA | 2,201,646 | $4.469M | 0.1% | $2.03 | — | — | COMMON STOCK | 670851500 |
| — | CALAMP CORP | 4,782,000 | $4.258M | 0.1% | $0.89 | — | — | CONVERTIBLE BOND | 128126AD1 |
| — | HIGHLAND INCOME FUND | 400,000 | $4.112M | 0.1% | $10.28 | — | — | COMMON STOCK | 43010E404 |
| CRC | CALIFORNIA RESOURCES CORP | 172,465 | $4.068M | 0.1% | $23.59 | — | — | COMMON STOCK | 13057Q305 |
| — | HCI GROUP INC | 3,889,000 | $4.062M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 40416EAD5 |
| — | WORKIVA INC | 2,900,000 | $3.905M | 0.1% | $1.35 | — | — | CONVERTIBLE BOND | 98139AAB1 |
| — | INVITATION HOMES INC | 2,850,000 | $3.819M | 0.1% | $1.34 | — | — | CONVERTIBLE BOND | 19625XAB8 |
| — | AMERICAN AIRLINES GROUP INC | 3,000,000 | $3.775M | 0.1% | $1.26 | — | — | CONVERTIBLE BOND | 02376RAF9 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 2,951,000 | $3.773M | 0.1% | $1.28 | — | — | CONVERTIBLE BOND | 531229AF9 |
| — | TEAM INC | 3,769,000 | $3.73M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 878155AE0 |
| — | SYNAPTICS INC | 2,699,999 | $3.729M | 0.1% | $1.38 | — | — | CONVERTIBLE BOND | 87157DAD1 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 3,575,000 | $3.538M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | G81075AF3 |
| — | ON SEMICONDUCTOR CORP | 2,100,000 | $3.523M | 0.1% | $1.68 | — | — | CONVERTIBLE BOND | 682189AP0 |
| — | SPIRIT REALTY CAPITAL INC | 3,397,000 | $3.45M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 84860WAB8 |
| — | II-VI INC | 2,045,000 | $3.419M | 0.1% | $1.67 | — | — | CONVERTIBLE BOND | 902104AB4 |
| — | WORKDAY INC | 2,000,000 | $3.351M | 0.1% | $1.68 | — | — | CONVERTIBLE BOND | 98138HAF8 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 3,190,000 | $3.342M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 049164BH8 |
| INDA | ISHARES MSCI INDIA ETF | 80,800 | $3.249M | 0.1% | $40.21 | — | — | ETF | 46429B598 |
| — | PEBBLEBROOK HOTEL TRUST | 3,000,000 | $3.204M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 70509VAA8 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.038M | 0.1% | $7.75 | — | — | COMMON STOCK | 67402D104 |
| — | CHEFS WAREHOUSE INC/THE | 3,134,000 | $3.033M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 163086AB7 |
| — | VEON LTD | 1,878,900 | $2.837M | 0.0% | $1.51 | — | — | COMMON STOCK | 91822M106 |
| — | BLACKLINE INC | 1,499,999 | $2.823M | 0.0% | $1.88 | — | — | CONVERTIBLE BOND | 09239BAB5 |
| — | CREE INC | 1,550,000 | $2.819M | 0.0% | $1.82 | — | — | CONVERTIBLE BOND | 225447AB7 |
| — | PARATEK PHARMACEUTICALS INC | 3,189,000 | $2.776M | 0.0% | $0.87 | — | — | CONVERTIBLE BOND | 699374AB0 |
| — | SOUTHWEST AIRLINES CO | 1,812,000 | $2.64M | 0.0% | $1.46 | — | — | CONVERTIBLE BOND | 844741BG2 |
| — | BOINGO WIRELESS INC | 2,785,000 | $2.576M | 0.0% | $0.92 | — | — | CONVERTIBLE BOND | 09739CAB8 |
| — | FLEXION THERAPEUTICS INC | 2,794,000 | $2.493M | 0.0% | $0.89 | — | — | CONVERTIBLE BOND | 33938JAB2 |
| — | LIVE NATION ENTERTAINMENT INC | 1,900,000 | $2.462M | 0.0% | $1.30 | — | — | CONVERTIBLE BOND | 538034AQ2 |
| — | PRECIGEN INC | 2,790,000 | $2.385M | 0.0% | $0.85 | — | — | CONVERTIBLE BOND | 46122TAA0 |
| — | NEWPARK RESOURCES INC | 2,617,000 | $2.382M | 0.0% | $0.91 | — | — | CONVERTIBLE BOND | 651718AE8 |
| — | NEW YORK MORTGAGE TRUST INC | 2,391,000 | $2.379M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 649604AD7 |
| LEA | LEAR CORP | 14,587 | $2.319M | 0.0% | $158.98 | — | — | COMMON STOCK | 521865204 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 342,000 | $2.103M | 0.0% | $6.15 | — | — | COMMON STOCK | 54150E104 |
| — | CLEVELAND-CLIFFS INC | 1,000,000 | $1.946M | 0.0% | $1.95 | — | — | CONVERTIBLE BOND | 185899AA9 |
| — | SCORPIO TANKERS INC | 1,977,000 | $1.901M | 0.0% | $0.96 | — | — | CONVERTIBLE BOND | 80918TAB5 |
| — | PRA GROUP INC | 1,650,000 | $1.798M | 0.0% | $1.09 | — | — | CONVERTIBLE BOND | 69354NAB2 |
| — | AIR TRANSPORT SERVICES GROUP INC | 1,465,000 | $1.753M | 0.0% | $1.20 | — | — | CONVERTIBLE BOND | 00922RAB1 |
| — | IQIYI INC | 1,900,000 | $1.683M | 0.0% | $0.89 | — | — | CONVERTIBLE BOND | 46267XAD0 |
| — | NEOGENOMICS INC | 1,000,000 | $1.636M | 0.0% | $1.64 | — | — | CONVERTIBLE BOND | 64049MAA8 |
| — | INVITAE CORP | 1,000,000 | $1.597M | 0.0% | $1.60 | — | — | CONVERTIBLE BOND | 46185LAB9 |
| — | FIREEYE INC | 1,278,000 | $1.558M | 0.0% | $1.22 | — | — | CONVERTIBLE BOND | 31816QAF8 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.537M | 0.0% | $5.57 | — | — | COMMON STOCK | 67401P108 |
| — | ALLEGHENY TECHNOLOGIES INC | 1,036,000 | $1.417M | 0.0% | $1.37 | — | — | CONVERTIBLE BOND | 01741RAG7 |
| — | SUNPOWER CORP | 1,345,000 | $1.383M | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 867652AJ8 |
| — | TESLA INC | 113,000 | $1.216M | 0.0% | $10.76 | — | — | CONVERTIBLE BOND | 88160RAD3 |
| — | HUAZHU GROUP LTD | 1,000,000 | $1.144M | 0.0% | $1.14 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| BELFA | BEL FUSE INC | 71,613 | $951K | 0.0% | $13.28 | — | — | COMMON STOCK | 077347201 |
| — | PINDUODUO INC | 209,000 | $871K | 0.0% | $4.17 | — | — | CONVERTIBLE BOND | 722304AB8 |
| — | VIAVI SOLUTIONS INC | 664,000 | $853K | 0.0% | $1.28 | — | — | CONVERTIBLE BOND | 925550AB1 |
| — | INFRASTRUCTURE & ENERGY ALTERNATIVES LLC | 46,904 | $777K | 0.0% | $16.57 | — | — | COMMON STOCK | 45686J104 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $537K | 0.0% | $1.31 | — | — | COMMON STOCK | 03212B103 |
| — | JOYY INC | 500,000 | $509K | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 98426TAD8 |
| — | COLONY CAPITAL INC | 326,000 | $328K | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 19624RAB2 |