Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Mar 4, 2021
Total Value: $4.599B (80.3% shares, 19.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 30,278,055 | $571M | 12.4% | $18.86 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 53,346,436 | $361M | 7.9% | $6.77 | — | — | COMMON STOCK | G89479102 |
| ALLY | ALLY FINANCIAL INC | 14,318,541 | $359M | 7.8% | $25.07 | — | — | COMMON STOCK | 02005N100 |
| SBLK | STAR BULK CARRIERS CORP | 39,006,017 | $269M | 5.8% | $6.89 | — | — | COMMON STOCK | Y8162K204 |
| PCG | PG&E CORP | 22,500,000 | $211M | 4.6% | $9.39 | — | — | COMMON STOCK | 69331C108 |
| TSM | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | 2,538,033 | $206M | 4.5% | $81.07 | — | — | COMMON STOCK | 874039100 |
| — | INFINERA CORP | 25,175,384 | $155M | 3.4% | $6.16 | — | — | COMMON STOCK | 45667G103 |
| MEG | MONTROSE ENVIRONMENTAL GROUP INC | 4,322,644 | $103M | 2.2% | $23.82 | — | — | COMMON STOCK | 615111101 |
| CX | CEMEX SAB DE CV | 23,937,114 | $90.96M | 2.0% | $3.80 | — | — | COMMON STOCK | 151290889 |
| — | SUPER MICRO COMPUTER INC | 3,284,636 | $86.71M | 1.9% | $26.40 | — | — | COMMON STOCK | 86800U104 |
| NMIH | NMI HOLDINGS INC | 4,865,000 | $86.6M | 1.9% | $17.80 | — | — | COMMON STOCK | 629209305 |
| ITUB | ITAU UNIBANCO HOLDING SA | 19,820,607 | $78.89M | 1.7% | $3.98 | — | — | COMMON STOCK | 465562106 |
| — | ANGLOGOLD ASHANTI LTD | 2,871,986 | $75.76M | 1.6% | $26.38 | — | — | COMMON STOCK | 035128206 |
| — | EAGLE BULK SHIPPING INC | 4,220,591 | $69.09M | 1.5% | $16.37 | — | — | COMMON STOCK | Y2187A150 |
| — | EXANTAS CAPITAL CORP | 72,675,000 | $65.86M | 1.4% | $0.91 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| STKL | SUNOPTA INC | 8,092,699 | $60.05M | 1.3% | $7.42 | — | — | COMMON STOCK | 8676EP108 |
| IBN | ICICI BANK LTD | 6,050,513 | $59.48M | 1.3% | $9.83 | — | — | COMMON STOCK | 45104G104 |
| BIDU | BAIDU INC | 419,297 | $53.08M | 1.2% | $126.59 | — | — | COMMON STOCK | 056752108 |
| AFYA | AFYA LTD | 1,751,540 | $47.71M | 1.0% | $27.24 | — | — | COMMON STOCK | G01125106 |
| — | UNITI GROUP INC | 4,474,624 | $47.14M | 1.0% | $10.53 | — | — | COMMON STOCK | 91325V108 |
| VALE | VALE SA | 4,353,472 | $46.06M | 1.0% | $10.58 | — | — | COMMON STOCK | 91912E105 |
| — | Liberty Global PLC | 2,000,000 | $41.07M | 0.9% | $20.54 | — | — | COMMON STOCK | G5480U120 |
| — | BERRY PETROLEUM CORP | 12,913,313 | $40.94M | 0.9% | $3.17 | — | — | COMMON STOCK | 08579X101 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,939,537 | $40.27M | 0.9% | $13.70 | — | — | COMMON STOCK | 55933J203 |
| — | MR COOPER GROUP INC | 1,734,789 | $38.72M | 0.8% | $22.32 | — | — | COMMON STOCK | 62482R107 |
| — | DISH NETWORK CORP | 38,904,000 | $35.81M | 0.8% | $0.92 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| — | AMERICA MOVIL SAB DE CV | 2,731,037 | $34.11M | 0.7% | $12.49 | — | — | COMMON STOCK | 02364W105 |
| — | EAGLE BULK SHIPPING INC | 45,480,000 | $33.43M | 0.7% | $0.73 | — | — | CONVERTIBLE BOND | 269442AB5 |
| — | CNOOC LTD | 321,925 | $30.92M | 0.7% | $96.05 | — | — | COMMON STOCK | 126132109 |
| PBR | PETROLEO BRASILEIRO SA | 4,057,859 | $28.89M | 0.6% | $7.12 | — | — | COMMON STOCK | 71654V408 |
| MELI | MERCADOLIBRE INC | 26,200 | $28.36M | 0.6% | $1082.44 | — | — | COMMON STOCK | 58733R102 |
| MTG | MGIC INVESTMENT CORP | 3,020,000 | $26.76M | 0.6% | $8.86 | — | — | COMMON STOCK | 552848103 |
| BBD | BANCO BRADESCO SA | 7,342,002 | $25.18M | 0.5% | $3.43 | — | — | COMMON STOCK | 059460303 |
| BATL | BATTALION OIL CORP | 3,009,912 | $23.78M | 0.5% | $7.90 | — | — | COMMON STOCK | 07134L107 |
| — | FORTIVE CORP | 22,621,000 | $22.78M | 0.5% | $1.01 | — | — | CONVERTIBLE BOND | 34959JAK4 |
| — | AZUL SA | 1,672,154 | $22M | 0.5% | $13.16 | — | — | COMMON STOCK | 05501U106 |
| — | INTERCEPT PHARMACEUTICALS INC | 27,113,000 | $21.93M | 0.5% | $0.81 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| KC | KINGSOFT CORP LTD | 737,476 | $21.78M | 0.5% | $29.53 | — | — | COMMON STOCK | 49639K101 |
| — | GREENBRIER COS INC/THE | 22,022,000 | $20.23M | 0.4% | $0.92 | — | — | CONVERTIBLE BOND | 393657AK7 |
| SQM | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | 596,273 | $19.33M | 0.4% | $32.42 | — | — | COMMON STOCK | 833635105 |
| — | LIGAND PHARMACEUTICALS INC | 18,629,000 | $16.94M | 0.4% | $0.91 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 2,798,386 | $16.54M | 0.4% | $5.91 | — | — | COMMON STOCK | 67073D102 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 16,300,000 | $16.1M | 0.4% | $0.99 | — | — | CONVERTIBLE BOND | 57164YAB3 |
| — | HERBALIFE NUTRITION LTD | 15,307,000 | $15.34M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | WESTERN DIGITAL CORP | 15,506,000 | $14.8M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 958102AP0 |
| — | TWITTER INC | 14,851,000 | $14.8M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 90184LAD4 |
| TEO | TELECOM ARGENTINA SA | 2,260,500 | $14.78M | 0.3% | $6.54 | — | — | COMMON STOCK | 879273209 |
| — | CARDTRONICS PLC | 14,717,000 | $14.72M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 14161HAG3 |
| EQR | EQUITY RESIDENTIAL | 285,000 | $14.63M | 0.3% | $51.33 | — | — | COMMON STOCK | 29476L107 |
| — | DYCOM INDUSTRIES INC | 14,438,000 | $14.13M | 0.3% | $0.98 | — | — | CONVERTIBLE BOND | 267475AB7 |
| CCS | CENTURY COMMUNITIES INC | 330,000 | $13.97M | 0.3% | $42.33 | — | — | COMMON STOCK | 156504300 |
| — | BIOMARIN PHARMACEUTICAL INC | 13,428,000 | $13.44M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 09061GAF8 |
| TV | GRUPO TELEVISA SAB | 2,168,000 | $13.4M | 0.3% | $6.18 | — | — | COMMON STOCK | 40049J206 |
| — | JAZZ PHARMACEUTICALS PLC | 12,848,000 | $13.04M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 472145AB7 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 13,255,000 | $13.03M | 0.3% | $0.98 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| — | NABORS INDUSTRIES LTD | 46,598,000 | $12.93M | 0.3% | $0.28 | — | — | CONVERTIBLE BOND | 62957HAB1 |
| — | ENCORE CAPITAL GROUP INC | 12,733,000 | $12.8M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 292554AH5 |
| — | STARWOOD PROPERTY TRUST INC | 12,912,000 | $12.44M | 0.3% | $0.96 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| GTX | GARRETT MOTION INC | 3,593,111 | $12.4M | 0.3% | $3.45 | — | — | COMMON STOCK | 366505105 |
| — | DISH NETWORK CORP | 13,627,000 | $12.31M | 0.3% | $0.90 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | GCI LIBERTY INC | 150,000 | $12.29M | 0.3% | $81.96 | — | — | COMMON STOCK | 36164V305 |
| — | OAKTREE ACQUISITION CORP | 4,016,667 | $11.76M | 0.3% | $2.93 | — | — | WARRANT | G67145113 |
| — | NEW MOUNTAIN FINANCE CORP | 11,610,000 | $11.67M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | VERINT SYSTEMS INC | 11,250,000 | $11.42M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 92343XAA8 |
| — | SSR MINING INC | 8,449,000 | $11.32M | 0.2% | $1.34 | — | — | CONVERTIBLE BOND | 784730AB9 |
| — | FIREEYE INC | 11,611,000 | $11.27M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| — | HERCULES CAPITAL INC | 10,921,000 | $10.99M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 427096AF9 |
| — | TEVA PHARMACEUTICAL INDUSTRIES LTD | 11,160,000 | $10.94M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 88163VAE9 |
| — | VONAGE HOLDINGS CORP | 11,163,000 | $10.81M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 92886TAJ1 |
| — | HOPE BANCORP INC | 12,725,000 | $10.47M | 0.2% | $0.82 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| — | SOUTHWEST AIRLINES CO | 7,812,000 | $10.23M | 0.2% | $1.31 | — | — | CONVERTIBLE BOND | 844741BG2 |
| — | AKAMAI TECHNOLOGIES INC | 8,795,000 | $10.22M | 0.2% | $1.16 | — | — | CONVERTIBLE BOND | 00971TAL5 |
| — | BLACKSTONE MORTGAGE TRUST INC | 10,569,000 | $10.21M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 09257WAB6 |
| — | INSMED INC | 9,325,000 | $10.17M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 457669AA7 |
| — | CIMAREX ENERGY CO | 415,735 | $10.11M | 0.2% | $24.33 | — | — | COMMON STOCK | 171798101 |
| QGEN 1 11/13/24 | Qiagen NV | 8,000,000 | $9.85M | 0.2% | $1.23 | — | — | CONVERTIBLE BOND | N72482AT4 |
| — | COLONY CAPITAL INC | 9,945,000 | $9.685M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 19624RAA4 |
| — | RETROPHIN INC | 11,060,000 | $9.455M | 0.2% | $0.85 | — | — | CONVERTIBLE BOND | 761299AB2 |
| — | MACQUARIE INFRASTRUCTURE CORP | 10,300,000 | $9.36M | 0.2% | $0.91 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| — | PLURALSIGHT INC | 10,399,000 | $9.234M | 0.2% | $0.89 | — | — | CONVERTIBLE BOND | 72941BAB2 |
| — | ARES CAPITAL CORP | 8,858,000 | $9.229M | 0.2% | $1.04 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 9,266,000 | $9.152M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | G81075AF3 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,634,000 | $9.137M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | GREEN PLAINS INC | 9,384,000 | $9.133M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 393222AF1 |
| — | NUTANIX INC | 9,524,000 | $8.952M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 67059NAB4 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 8,090,000 | $8.909M | 0.2% | $1.10 | — | — | CONVERTIBLE BOND | 049164BH8 |
| — | PATRICK INDUSTRIES INC | 8,839,000 | $8.783M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 703343AB9 |
| PAM | PAMPA ENERGIA SA | 849,000 | $8.77M | 0.2% | $10.33 | — | — | COMMON STOCK | 697660207 |
| — | TURNING POINT BRANDS INC | 9,785,000 | $8.733M | 0.2% | $0.89 | — | — | CONVERTIBLE BOND | 90041LAE5 |
| — | EZCORP INC | 10,899,000 | $8.603M | 0.2% | $0.79 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | NEW RELIC INC | 8,834,000 | $8.463M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 64829BAB6 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,994,729 | $8.298M | 0.2% | $4.16 | — | — | COMMON STOCK | 893870204 |
| — | VEREIT INC | 8,140,000 | $8.154M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 02917TAB0 |
| — | EVOLENT HEALTH INC | 8,126,000 | $8.039M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 30050BAB7 |
| — | TWITTER INC | 7,165,000 | $8.011M | 0.2% | $1.12 | — | — | CONVERTIBLE BOND | 90184LAF9 |
| — | GENETRON HOLDINGS LTD | 646,012 | $7.713M | 0.2% | $11.94 | — | — | COMMON STOCK | 37186H100 |
| — | SUPERNUS PHARMACEUTICALS INC | 8,324,000 | $7.708M | 0.2% | $0.93 | — | — | CONVERTIBLE BOND | 868459AD0 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $7.433M | 0.2% | $4.66 | — | — | COMMON STOCK | 892231101 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 7,653,000 | $7.253M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | QUOTIENT TECHNOLOGY INC | 7,489,000 | $7.191M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 749119AB9 |
| — | AVAYA HOLDINGS CORP | 7,491,000 | $7.108M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | 05351XAB7 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,133,000 | $7.049M | 0.2% | $2.25 | — | — | COMMON STOCK | 92837L109 |
| — | BANK OF AMERICA CORP | 4,709 | $7.006M | 0.2% | $1487.79 | — | — | CONVERTIBLE PRFD | 060505682 |
| — | SUNPOWER CORP | 7,150,000 | $6.853M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 867652AL3 |
| — | TWO HARBORS INVESTMENT CORP | 6,555,000 | $6.571M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | VEECO INSTRUMENTS INC | 6,342,000 | $5.936M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 922417AD2 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | 508,353 | $5.846M | 0.1% | $11.50 | — | — | COMMON STOCK | 09255X100 |
| — | SCORPIO TANKERS INC | 6,238,000 | $5.802M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 80918TAB5 |
| ASC | ARDMORE SHIPPING CORP | 1,600,000 | $5.696M | 0.1% | $3.56 | — | — | COMMON STOCK | Y0207T100 |
| — | BENEFITFOCUS INC | 6,743,000 | $5.512M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 08180DAB2 |
| — | GUESS INC | 6,740,000 | $5.46M | 0.1% | $0.81 | — | — | CONVERTIBLE BOND | 401617AD7 |
| XPEV | XPENG INC | 271,170 | $5.442M | 0.1% | $20.07 | — | — | COMMON STOCK | 98422D105 |
| — | WEIBO CORP | 5,550,000 | $5.303M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | SYNAPTICS INC | 4,199,999 | $5.204M | 0.1% | $1.24 | — | — | CONVERTIBLE BOND | 87157DAD1 |
| — | AIR TRANSPORT SERVICES GROUP INC | 4,766,000 | $5.069M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 00922RAB1 |
| — | GOLAR LNG LTD | 6,506,000 | $4.984M | 0.1% | $0.77 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | INVITAE CORP | 3,000,000 | $4.948M | 0.1% | $1.65 | — | — | CONVERTIBLE BOND | 46185LAB9 |
| BELFB | BEL FUSE INC | 462,679 | $4.941M | 0.1% | $10.68 | — | — | COMMON STOCK | 077347300 |
| — | AMAG PHARMACEUTICALS INC | 5,350,000 | $4.843M | 0.1% | $0.91 | — | — | CONVERTIBLE BOND | 00163UAD8 |
| — | INVACARE CORP | 5,618,000 | $4.841M | 0.1% | $0.86 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| — | EXACT SCIENCES CORP | 4,100,000 | $4.819M | 0.1% | $1.18 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| — | LIVE NATION ENTERTAINMENT INC | 4,200,000 | $4.699M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 538034AQ2 |
| — | ON SEMICONDUCTOR CORP | 3,500,000 | $4.63M | 0.1% | $1.32 | — | — | CONVERTIBLE BOND | 682189AP0 |
| — | GOLDMAN SACHS BDC INC | 4,487,000 | $4.543M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | VISHAY INTERTECHNOLOGY INC | 4,314,000 | $4.185M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 928298AP3 |
| — | BLACKLINE INC | 3,000,000 | $4.141M | 0.1% | $1.38 | — | — | CONVERTIBLE BOND | 09239BAB5 |
| API | AGORA INC | 96,010 | $4.126M | 0.1% | $42.97 | — | — | COMMON STOCK | 00851L103 |
| INDA | ISHARES MSCI INDIA ETF | 121,400 | $4.11M | 0.1% | $33.86 | — | — | ETF | 46429B598 |
| — | HCI GROUP INC | 4,042,000 | $4.084M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 40416EAD5 |
| — | HIGHLAND INCOME FUND | 470,000 | $4.037M | 0.1% | $8.59 | — | — | COMMON STOCK | 43010E404 |
| BAK | BRASKEM SA | 519,550 | $3.881M | 0.1% | $7.47 | — | — | COMMON STOCK | 105532105 |
| — | WORKDAY INC | 2,500,000 | $3.852M | 0.1% | $1.54 | — | — | CONVERTIBLE BOND | 98138HAF8 |
| — | NUVEEN FLOATING RATE INCOME FUND | 459,633 | $3.819M | 0.1% | $8.31 | — | — | COMMON STOCK | 67072T108 |
| — | GUIDEWIRE SOFTWARE INC | 3,258,000 | $3.753M | 0.1% | $1.15 | — | — | CONVERTIBLE BOND | 40171VAA8 |
| — | INVITATION HOMES INC | 2,850,000 | $3.694M | 0.1% | $1.30 | — | — | CONVERTIBLE BOND | 19625XAB8 |
| — | INVESCO SENIOR INCOME TRUST | 1,000,000 | $3.66M | 0.1% | $3.66 | — | — | COMMON STOCK | 46131H107 |
| — | LIBERTY LATIN AMERICA LTD | 4,359,000 | $3.585M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 53069QAB5 |
| — | REPLIGEN CORP | 2,506,000 | $3.577M | 0.1% | $1.43 | — | — | CONVERTIBLE BOND | 759916AB5 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 2,951,000 | $3.515M | 0.1% | $1.19 | — | — | CONVERTIBLE BOND | 531229AF9 |
| — | WORKIVA INC | 3,400,000 | $3.403M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 98139AAB1 |
| — | CONMED CORP | 3,000,000 | $3.373M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 207410AF8 |
| — | BOINGO WIRELESS INC | 3,746,000 | $3.291M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 09739CAB8 |
| — | OI SA | 2,201,646 | $3.192M | 0.1% | $1.45 | — | — | COMMON STOCK | 670851500 |
| — | JAZZ PHARMACEUTICALS PLC | 3,021,000 | $3.064M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 472145AD3 |
| — | PRA GROUP INC | 2,649,999 | $2.917M | 0.1% | $1.10 | — | — | CONVERTIBLE BOND | 69354NAB2 |
| — | PDC ENERGY INC | 2,995,000 | $2.87M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 69327RAD3 |
| — | CALAMP CORP | 3,369,000 | $2.763M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 128126AD1 |
| — | MOMO INC | 3,299,000 | $2.597M | 0.1% | $0.79 | — | — | CONVERTIBLE BOND | 60879BAB3 |
| — | EATON VANCE SENIOR FLOATING-RATE TRUST | 223,098 | $2.594M | 0.1% | $11.63 | — | — | COMMON STOCK | 27828Q105 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $2.551M | 0.1% | $6.51 | — | — | COMMON STOCK | 67402D104 |
| — | NUANCE COMMUNICATIONS INC | 1,543,000 | $2.543M | 0.1% | $1.65 | — | — | CONVERTIBLE BOND | 67020YAG5 |
| — | NEWPARK RESOURCES INC | 2,843,000 | $2.507M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 651718AE8 |
| — | VEON LTD | 1,878,900 | $2.367M | 0.1% | $1.26 | — | — | COMMON STOCK | 91822M106 |
| — | NUANCE COMMUNICATIONS INC | 1,600,000 | $2.33M | 0.1% | $1.46 | — | — | CONVERTIBLE BOND | 67020YAK6 |
| — | JOYY INC | 2,000,000 | $2.163M | 0.0% | $1.08 | — | — | CONVERTIBLE BOND | 98426TAD8 |
| — | ILLUMINA INC | 1,970,000 | $2.103M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 452327AK5 |
| — | ZYNGA INC | 1,655,000 | $2.102M | 0.0% | $1.27 | — | — | CONVERTIBLE BOND | 98986TAB4 |
| SPHR | MADISON SQUARE GARDEN ENTERTAINMENT CORP | 30,000 | $2.054M | 0.0% | $68.47 | — | — | COMMON STOCK | 55826T102 |
| — | PURE STORAGE INC | 2,064,000 | $2.009M | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 74624MAB8 |
| — | FLEXION THERAPEUTICS INC | 2,457,000 | $1.955M | 0.0% | $0.80 | — | — | CONVERTIBLE BOND | 33938JAB2 |
| — | ALLEGHENY TECHNOLOGIES INC | 1,869,000 | $1.926M | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 01741RAG7 |
| — | TEAM INC | 2,263,000 | $1.902M | 0.0% | $0.84 | — | — | CONVERTIBLE BOND | 878155AE0 |
| — | ZILLOW GROUP INC | 1,312,000 | $1.875M | 0.0% | $1.43 | — | — | CONVERTIBLE BOND | 98954MAC5 |
| — | BOOKING HOLDINGS INC | 1,733,000 | $1.848M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 741503AX4 |
| — | IQIYI INC | 1,900,000 | $1.812M | 0.0% | $0.95 | — | — | CONVERTIBLE BOND | 46267XAD0 |
| — | NEW YORK MORTGAGE TRUST INC | 1,823,000 | $1.772M | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 649604AD7 |
| — | INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND | 187,296 | $1.724M | 0.0% | $9.20 | — | — | COMMON STOCK | 46132R104 |
| — | HUAZHU GROUP LTD | 1,500,000 | $1.692M | 0.0% | $1.13 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | ON SEMICONDUCTOR CORP | 1,376,000 | $1.651M | 0.0% | $1.20 | — | — | CONVERTIBLE BOND | 682189AK1 |
| — | SEACOR HOLDINGS INC | 1,700,000 | $1.522M | 0.0% | $0.90 | — | — | CONVERTIBLE BOND | 811904AM3 |
| — | Q2 HOLDINGS INC | 1,200,000 | $1.475M | 0.0% | $1.23 | — | — | CONVERTIBLE BOND | 74736LAD1 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 342,000 | $1.474M | 0.0% | $4.31 | — | — | COMMON STOCK | 54150E104 |
| LEA | LEAR CORP | 13,498 | $1.472M | 0.0% | $109.05 | — | — | COMMON STOCK | 521865204 |
| — | TESLA INC | 213,000 | $1.393M | 0.0% | $6.54 | — | — | CONVERTIBLE BOND | 88160RAD3 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.335M | 0.0% | $4.84 | — | — | COMMON STOCK | 67401P108 |
| — | NEOGENOMICS INC | 1,000,000 | $1.254M | 0.0% | $1.25 | — | — | CONVERTIBLE BOND | 64049MAA8 |
| SIGA | SIGA TECHNOLOGIES INC | 159,782 | $1.097M | 0.0% | $6.87 | — | — | COMMON STOCK | 826917106 |
| — | CLEVELAND-CLIFFS INC | 1,000,000 | $1.038M | 0.0% | $1.04 | — | — | CONVERTIBLE BOND | 185899AA9 |
| BELFA | BEL FUSE INC | 71,613 | $838K | 0.0% | $11.70 | — | — | COMMON STOCK | 077347201 |
| — | VIAVI SOLUTIONS INC | 664,000 | $750K | 0.0% | $1.13 | — | — | CONVERTIBLE BOND | 925550AB1 |
| — | MICROCHIP TECHNOLOGY INC | 300,000 | $462K | 0.0% | $1.54 | — | — | CONVERTIBLE BOND | 595017AF1 |
| — | PINDUODUO INC | 209,000 | $379K | 0.0% | $1.81 | — | — | CONVERTIBLE BOND | 722304AB8 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $349K | 0.0% | $0.85 | — | — | COMMON STOCK | 03212B103 |
| — | COLONY CAPITAL INC | 326,000 | $328K | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 19624RAB2 |
| — | INFRASTRUCTURE & ENERGY ALTERNATIVES LLC | 46,904 | $279K | 0.0% | $5.95 | — | — | COMMON STOCK | 45686J104 |
| — | FIREEYE INC | 278,000 | $259K | 0.0% | $0.93 | — | — | CONVERTIBLE BOND | 31816QAF8 |
| — | CAPITAL PRODUCT PARTNERS LP | 32,142 | $212K | 0.0% | $6.60 | — | — | COMMON STOCK | Y11082206 |
| — | II-VI INC | 145,000 | $163K | 0.0% | $1.12 | — | — | CONVERTIBLE BOND | 902104AB4 |
| DSSI | DIAMOND S SHIPPING INC | 22,076 | $151K | 0.0% | $6.84 | — | — | COMMON STOCK | Y20676105 |