Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Mar 4, 2021
Total Value: $4.504B (81.6% shares, 18.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 30,278,055 | $564M | 12.5% | $18.62 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 51,804,925 | $356M | 7.9% | $6.86 | — | — | COMMON STOCK | G89479102 |
| ALLY | ALLY FINANCIAL INC | 14,318,541 | $284M | 6.3% | $19.83 | — | — | COMMON STOCK | 02005N100 |
| SBLK | STAR BULK CARRIERS CORP | 39,006,017 | $257M | 5.7% | $6.60 | — | — | COMMON STOCK | Y8162K204 |
| TSM | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | 3,803,479 | $216M | 4.8% | $56.77 | — | — | COMMON STOCK | 874039100 |
| PCG | PG&E CORP | 22,500,000 | $200M | 4.4% | $8.87 | — | — | COMMON STOCK | 69331C108 |
| — | CAESARS ENTERTAINMENT CORP | 15,250,000 | $185M | 4.1% | $12.13 | — | — | COMMON STOCK | 127686103 |
| — | INFINERA CORP | 25,175,384 | $149M | 3.3% | $5.92 | — | — | COMMON STOCK | 45667G103 |
| TMHC | TAYLOR MORRISON HOME CORP | 6,433,140 | $124M | 2.8% | $19.29 | — | — | COMMON STOCK | 87724P106 |
| — | ANGLOGOLD ASHANTI LTD | 3,212,281 | $94.73M | 2.1% | $29.49 | — | — | COMMON STOCK | 035128206 |
| — | SUPER MICRO COMPUTER INC | 3,284,636 | $93.25M | 2.1% | $28.39 | — | — | COMMON STOCK | 86800U104 |
| ITUB | ITAU UNIBANCO HOLDING SA | 19,011,118 | $89.16M | 2.0% | $4.69 | — | — | COMMON STOCK | 465562106 |
| NMIH | NMI HOLDINGS INC | 4,400,000 | $70.75M | 1.6% | $16.08 | — | — | COMMON STOCK | 629209305 |
| CX | CEMEX SAB DE CV | 23,938,116 | $68.94M | 1.5% | $2.88 | — | — | COMMON STOCK | 151290889 |
| — | EAGLE BULK SHIPPING INC | 29,544,139 | $64.7M | 1.4% | $2.19 | — | — | COMMON STOCK | Y2187A143 |
| — | BERRY PETROLEUM CORP | 12,913,313 | $62.37M | 1.4% | $4.83 | — | — | COMMON STOCK | 08579X101 |
| BABA | ALIBABA GROUP HOLDING LTD | 282,547 | $60.95M | 1.4% | $215.70 | — | — | COMMON STOCK | 01609W102 |
| — | EXANTAS CAPITAL CORP | 76,314,000 | $58.57M | 1.3% | $0.77 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| BIDU | BAIDU INC | 423,307 | $50.75M | 1.1% | $119.89 | — | — | COMMON STOCK | 056752108 |
| IBN | ICICI BANK LTD | 5,251,011 | $48.78M | 1.1% | $9.29 | — | — | COMMON STOCK | 45104G104 |
| — | DISH NETWORK CORP | 46,910,000 | $43.21M | 1.0% | $0.92 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| — | Liberty Global PLC | 2,000,000 | $43.02M | 1.0% | $21.51 | — | — | COMMON STOCK | G5480U120 |
| CCS | CENTURY COMMUNITIES INC | 1,365,000 | $41.85M | 0.9% | $30.66 | — | — | COMMON STOCK | 156504300 |
| AFYA | AFYA LTD | 1,758,666 | $41.22M | 0.9% | $23.44 | — | — | COMMON STOCK | G01125106 |
| STKL | SUNOPTA INC | 8,092,699 | $38.03M | 0.8% | $4.70 | — | — | COMMON STOCK | 8676EP108 |
| PBR | PETROLEO BRASILEIRO SA | 4,110,666 | $33.99M | 0.8% | $8.27 | — | — | COMMON STOCK | 71654V408 |
| MELI | MERCADOLIBRE INC | 32,700 | $32.23M | 0.7% | $985.75 | — | — | COMMON STOCK | 58733R102 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,939,537 | $30.28M | 0.7% | $10.30 | — | — | COMMON STOCK | 55933J203 |
| BATL | BATTALION OIL CORP | 3,009,912 | $28.59M | 0.6% | $9.50 | — | — | COMMON STOCK | 07134L107 |
| BBD | BANCO BRADESCO SA | 7,435,056 | $28.33M | 0.6% | $3.81 | — | — | COMMON STOCK | 059460303 |
| MTG | MGIC INVESTMENT CORP | 3,020,000 | $24.73M | 0.5% | $8.19 | — | — | COMMON STOCK | 552848103 |
| — | MR COOPER GROUP INC | 1,927,544 | $23.98M | 0.5% | $12.44 | — | — | COMMON STOCK | 62482R107 |
| TEO | TELECOM ARGENTINA SA | 2,260,500 | $20.23M | 0.4% | $8.95 | — | — | COMMON STOCK | 879273209 |
| — | HERBALIFE NUTRITION LTD | 20,437,000 | $20.18M | 0.4% | $0.99 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | INTERCEPT PHARMACEUTICALS INC | 26,629,000 | $20.17M | 0.4% | $0.76 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| — | FORTIVE CORP | 19,527,000 | $19.28M | 0.4% | $0.99 | — | — | CONVERTIBLE BOND | 34959JAK4 |
| — | AZUL SA | 1,693,938 | $18.94M | 0.4% | $11.18 | — | — | COMMON STOCK | 05501U106 |
| — | ELDORADO RESORTS INC | 450,000 | $18.03M | 0.4% | $40.06 | — | — | COMMON STOCK | 28470R102 |
| KC | KINGSOFT CORP LTD | 568,756 | $17.93M | 0.4% | $31.52 | — | — | COMMON STOCK | 49639K101 |
| — | LIGAND PHARMACEUTICALS INC | 19,826,000 | $17.44M | 0.4% | $0.88 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| — | NABORS INDUSTRIES LTD | 46,598,000 | $17.26M | 0.4% | $0.37 | — | — | CONVERTIBLE BOND | 62957HAB1 |
| SQM | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | 604,020 | $15.75M | 0.3% | $26.07 | — | — | COMMON STOCK | 833635105 |
| — | TWITTER INC | 15,805,000 | $15.51M | 0.3% | $0.98 | — | — | CONVERTIBLE BOND | 90184LAD4 |
| — | TEVA PHARMACEUTICAL INDUSTRIES LTD | 15,366,000 | $15.03M | 0.3% | $0.98 | — | — | CONVERTIBLE BOND | 88163VAE9 |
| — | FIREEYE INC | 15,543,000 | $14.73M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| — | HOPE BANCORP INC | 17,731,000 | $14.7M | 0.3% | $0.83 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| — | SUPERNUS PHARMACEUTICALS INC | 16,511,000 | $14.61M | 0.3% | $0.89 | — | — | CONVERTIBLE BOND | 868459AD0 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 14,953,000 | $13.84M | 0.3% | $0.93 | — | — | CONVERTIBLE BOND | 57164YAB3 |
| — | ENCORE CAPITAL GROUP INC | 13,661,000 | $13.19M | 0.3% | $0.97 | — | — | CONVERTIBLE BOND | 292554AH5 |
| — | MACQUARIE INFRASTRUCTURE CORP | 15,157,000 | $13.15M | 0.3% | $0.87 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| — | SSR MINING INC | 8,849,000 | $12.32M | 0.3% | $1.39 | — | — | CONVERTIBLE BOND | 784730AB9 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 12,778,000 | $12.2M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 049164BH8 |
| — | COLONY CAPITAL INC | 12,626,000 | $12.06M | 0.3% | $0.96 | — | — | CONVERTIBLE BOND | 19624RAB2 |
| — | DYCOM INDUSTRIES INC | 12,708,000 | $12.04M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 267475AB7 |
| — | DISH NETWORK CORP | 13,238,000 | $11.89M | 0.3% | $0.90 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | VONAGE HOLDINGS CORP | 12,673,000 | $11.88M | 0.3% | $0.94 | — | — | CONVERTIBLE BOND | 92886TAJ1 |
| — | GREENBRIER COS INC/THE | 14,369,000 | $11.88M | 0.3% | $0.83 | — | — | CONVERTIBLE BOND | 393657AK7 |
| — | RETROPHIN INC | 14,178,000 | $11.84M | 0.3% | $0.83 | — | — | CONVERTIBLE BOND | 761299AB2 |
| — | VERINT SYSTEMS INC | 11,909,000 | $11.82M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 92343XAA8 |
| — | PRA GROUP INC | 11,654,000 | $11.62M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 73640QAB1 |
| — | NEW RELIC INC | 11,907,000 | $11.53M | 0.3% | $0.97 | — | — | CONVERTIBLE BOND | 64829BAB6 |
| — | CIMAREX ENERGY CO | 415,735 | $11.43M | 0.3% | $27.49 | — | — | COMMON STOCK | 171798101 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,994,729 | $11.23M | 0.2% | $5.63 | — | — | COMMON STOCK | 893870204 |
| TV | GRUPO TELEVISA SAB | 2,138,000 | $11.2M | 0.2% | $5.24 | — | — | COMMON STOCK | 40049J206 |
| — | PATRICK INDUSTRIES INC | 11,010,000 | $11.09M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 703343AB9 |
| — | GCI LIBERTY INC | 150,000 | $10.67M | 0.2% | $71.12 | — | — | COMMON STOCK | 36164V305 |
| — | WESTERN DIGITAL CORP | 11,259,000 | $10.64M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | 958102AP0 |
| — | HERCULES CAPITAL INC | 10,836,000 | $10.58M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 427096AF9 |
| — | INVESCO SENIOR INCOME TRUST | 2,969,177 | $10.27M | 0.2% | $3.46 | — | — | COMMON STOCK | 46131H107 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,133,000 | $9.555M | 0.2% | $3.05 | — | — | COMMON STOCK | 92837L109 |
| PAM | PAMPA ENERGIA SA | 849,000 | $8.906M | 0.2% | $10.49 | — | — | COMMON STOCK | 697660207 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 8,742,000 | $8.335M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | G81075AF3 |
| — | VEECO INSTRUMENTS INC | 9,017,000 | $8.259M | 0.2% | $0.92 | — | — | CONVERTIBLE BOND | 922417AD2 |
| — | GOLDMAN SACHS BDC INC | 8,251,000 | $8.209M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | INSMED INC | 8,325,000 | $8.132M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 457669AA7 |
| — | NUVEEN CREDIT STRATEGIES INCOME FUND | 1,380,972 | $8.064M | 0.2% | $5.84 | — | — | COMMON STOCK | 67073D102 |
| — | PLURALSIGHT INC | 9,006,000 | $7.995M | 0.2% | $0.89 | — | — | CONVERTIBLE BOND | 72941BAB2 |
| — | ZILLOW GROUP INC | 7,673,000 | $7.991M | 0.2% | $1.04 | — | — | CONVERTIBLE BOND | 98954MAC5 |
| — | GENETRON HOLDINGS LTD | 653,441 | $7.887M | 0.2% | $12.07 | — | — | COMMON STOCK | 37186H100 |
| — | AVAYA HOLDINGS CORP | 9,456,000 | $7.825M | 0.2% | $0.83 | — | — | CONVERTIBLE BOND | 05351XAB7 |
| — | CARDTRONICS PLC | 7,880,000 | $7.811M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 14161HAG3 |
| — | BOINGO WIRELESS INC | 8,631,000 | $7.703M | 0.2% | $0.89 | — | — | CONVERTIBLE BOND | 09739CAB8 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 7,882,000 | $7.602M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| — | NUTANIX INC | 8,545,000 | $7.587M | 0.2% | $0.89 | — | — | CONVERTIBLE BOND | 67059NAB4 |
| — | WEIBO CORP | 8,059,000 | $7.534M | 0.2% | $0.93 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | FLEXION THERAPEUTICS INC | 8,987,000 | $7.532M | 0.2% | $0.84 | — | — | CONVERTIBLE BOND | 33938JAB2 |
| — | NEW MOUNTAIN FINANCE CORP | 8,001,000 | $7.53M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | NUVEEN FLOATING RATE INCOME FUND | 934,302 | $7.38M | 0.2% | $7.90 | — | — | COMMON STOCK | 67072T108 |
| — | GUESS INC | 10,877,000 | $7.355M | 0.2% | $0.68 | — | — | CONVERTIBLE BOND | 401617AD7 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $7.13M | 0.2% | $4.47 | — | — | COMMON STOCK | 892231101 |
| — | PURE STORAGE INC | 7,078,000 | $6.976M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 74624MAB8 |
| — | VISHAY INTERTECHNOLOGY INC | 7,452,000 | $6.968M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 928298AP3 |
| — | BLACKSTONE MORTGAGE TRUST INC | 7,380,000 | $6.955M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 09257WAB6 |
| — | WORKDAY INC | 5,000,000 | $6.897M | 0.2% | $1.38 | — | — | CONVERTIBLE BOND | 98138HAF8 |
| — | SPLUNK INC | 4,395,000 | $6.345M | 0.1% | $1.44 | — | — | CONVERTIBLE BOND | 848637AC8 |
| IHRT | IHEARTMEDIA INC | 715,247 | $5.972M | 0.1% | $8.35 | — | — | COMMON STOCK | 45174J509 |
| — | SQUARE INC | 4,000,000 | $5.959M | 0.1% | $1.49 | — | — | CONVERTIBLE BOND | 852234AD5 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | 527,327 | $5.895M | 0.1% | $11.18 | — | — | COMMON STOCK | 09255X100 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 6,815,000 | $5.828M | 0.1% | $0.86 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | EZCORP INC | 7,130,000 | $5.584M | 0.1% | $0.78 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | AIR TRANSPORT SERVICES GROUP INC | 5,753,000 | $5.474M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 00922RAB1 |
| — | BENEFITFOCUS INC | 6,821,000 | $5.4M | 0.1% | $0.79 | — | — | CONVERTIBLE BOND | 08180DAB2 |
| — | MICROCHIP TECHNOLOGY INC | 3,610,000 | $5.333M | 0.1% | $1.48 | — | — | CONVERTIBLE BOND | 595017AF1 |
| — | OAKTREE ACQUISITION CORP | 4,016,667 | $5.302M | 0.1% | $1.32 | — | — | WARRANT | G67145113 |
| — | IQIYI INC | 5,200,000 | $5.182M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 46267XAD0 |
| — | BANK OF AMERICA CORP | 3,808 | $5.111M | 0.1% | $1342.17 | — | — | CONVERTIBLE PRFD | 060505682 |
| — | AMAG PHARMACEUTICALS INC | 6,407,000 | $5.023M | 0.1% | $0.78 | — | — | CONVERTIBLE BOND | 00163UAD8 |
| BELFB | BEL FUSE INC | 462,679 | $4.964M | 0.1% | $10.73 | — | — | COMMON STOCK | 077347300 |
| — | CREE INC | 4,200,000 | $4.949M | 0.1% | $1.18 | — | — | CONVERTIBLE BOND | 225447AB7 |
| — | ILLUMINA INC | 4,470,000 | $4.898M | 0.1% | $1.10 | — | — | CONVERTIBLE BOND | 452327AK5 |
| ASC | ARDMORE SHIPPING CORP | 1,125,709 | $4.885M | 0.1% | $4.34 | — | — | COMMON STOCK | Y0207T100 |
| — | GUIDEWIRE SOFTWARE INC | 4,158,000 | $4.857M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 40171VAA8 |
| — | JAZZ PHARMACEUTICALS PLC | 5,183,000 | $4.758M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 472145AD3 |
| — | ZYNGA INC | 3,655,000 | $4.741M | 0.1% | $1.30 | — | — | CONVERTIBLE BOND | 98986TAB4 |
| — | PALO ALTO NETWORKS INC | 4,397,999 | $4.712M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 697435AD7 |
| — | EXACT SCIENCES CORP | 4,500,000 | $4.684M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| BAK | BRASKEM SA | 519,550 | $4.494M | 0.1% | $8.65 | — | — | COMMON STOCK | 105532105 |
| — | JAZZ PHARMACEUTICALS PLC | 4,557,000 | $4.451M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 472145AB7 |
| — | ARES CAPITAL CORP | 4,458,000 | $4.363M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| API | AGORA INC | 98,645 | $4.357M | 0.1% | $44.17 | — | — | COMMON STOCK | 00851L103 |
| — | ON SEMICONDUCTOR CORP | 3,500,000 | $4.256M | 0.1% | $1.22 | — | — | CONVERTIBLE BOND | 682189AP0 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 4,761,000 | $4.172M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | OIL STATES INTERNATIONAL INC | 8,188,000 | $4.129M | 0.1% | $0.50 | — | — | CONVERTIBLE BOND | 678026AH8 |
| — | RADIUS HEALTH INC | 5,565,000 | $4.099M | 0.1% | $0.74 | — | — | CONVERTIBLE BOND | 750469AA6 |
| — | TWO HARBORS INVESTMENT CORP | 4,029,000 | $4.046M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | HCI GROUP INC | 4,042,000 | $4.015M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 40416EAD5 |
| INDA | ISHARES MSCI INDIA ETF | 138,300 | $4.013M | 0.1% | $29.02 | — | — | ETF | 46429B598 |
| — | ALLEGHENY TECHNOLOGIES INC | 3,740,000 | $3.999M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 01741RAG7 |
| — | TUTOR PERINI CORP | 4,095,000 | $3.898M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 901109AD0 |
| — | HIGHLAND INCOME FUND | 470,000 | $3.783M | 0.1% | $8.05 | — | — | COMMON STOCK | 43010E404 |
| — | SOUTHWEST AIRLINES CO | 3,100,000 | $3.738M | 0.1% | $1.21 | — | — | CONVERTIBLE BOND | 844741BG2 |
| — | BOOKING HOLDINGS INC | 3,431,000 | $3.653M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 741503AX4 |
| — | EVOLENT HEALTH INC | 4,147,000 | $3.631M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 30050BAB7 |
| — | REALPAGE INC | 3,300,000 | $3.564M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 75606NAC3 |
| — | II-VI INC | 3,000,000 | $3.563M | 0.1% | $1.19 | — | — | CONVERTIBLE BOND | 902104AB4 |
| — | PDC ENERGY INC | 3,758,000 | $3.498M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 69327RAD3 |
| — | Q2 HOLDINGS INC | 3,000,000 | $3.421M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 74736LAD1 |
| — | EATON VANCE FLOATING-RATE INCOME TRUST | 297,900 | $3.396M | 0.1% | $11.40 | — | — | COMMON STOCK | 278279104 |
| — | VEON LTD | 1,878,900 | $3.382M | 0.1% | $1.80 | — | — | COMMON STOCK | 91822M106 |
| — | CHEGG INC | 2,354,000 | $3.34M | 0.1% | $1.42 | — | — | CONVERTIBLE BOND | 163092AD1 |
| — | INVACARE CORP | 3,709,000 | $3.16M | 0.1% | $0.85 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| — | NUANCE COMMUNICATIONS INC | 2,343,000 | $3.043M | 0.1% | $1.30 | — | — | CONVERTIBLE BOND | 67020YAG5 |
| — | REPLIGEN CORP | 2,306,000 | $2.901M | 0.1% | $1.26 | — | — | CONVERTIBLE BOND | 759916AB5 |
| — | EATON VANCE SENIOR FLOATING-RATE TRUST | 254,100 | $2.876M | 0.1% | $11.32 | — | — | COMMON STOCK | 27828Q105 |
| QGEN 1 11/13/24 | Qiagen NV | 2,600,000 | $2.818M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | N72482AT4 |
| — | ENVESTNET INC | 2,200,000 | $2.717M | 0.1% | $1.24 | — | — | CONVERTIBLE BOND | 29404KAB2 |
| — | GOLAR LNG LTD | 3,423,000 | $2.537M | 0.1% | $0.74 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $2.485M | 0.1% | $6.34 | — | — | COMMON STOCK | 67402D104 |
| — | OI SA | 2,201,646 | $2.311M | 0.1% | $1.05 | — | — | COMMON STOCK | 670851500 |
| SPHR | MADISON SQUARE GARDEN ENTERTAINMENT CORP | 30,000 | $2.25M | 0.0% | $75.00 | — | — | COMMON STOCK | 55826T102 |
| — | SYNAPTICS INC | 2,100,000 | $2.242M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 87157DAD1 |
| — | SUNPOWER CORP | 2,726,000 | $2.214M | 0.0% | $0.81 | — | — | CONVERTIBLE BOND | 867652AL3 |
| — | TRANSOCEAN LTD | 5,278,000 | $2.202M | 0.0% | $0.42 | — | — | CONVERTIBLE BOND | 893830BJ7 |
| — | JOYY INC | 2,000,000 | $2.197M | 0.0% | $1.10 | — | — | CONVERTIBLE BOND | 98426TAD8 |
| — | PACIRA BIOSCIENCES INC | 2,000,000 | $2.187M | 0.0% | $1.09 | — | — | CONVERTIBLE BOND | 695127AD2 |
| — | INVACARE CORP | 2,272,000 | $2.154M | 0.0% | $0.95 | — | — | CONVERTIBLE BOND | 461203AF8 |
| — | RAMBUS INC | 2,054,000 | $2.148M | 0.0% | $1.05 | — | — | CONVERTIBLE BOND | 750917AG1 |
| — | PRA GROUP INC | 2,000,000 | $2.073M | 0.0% | $1.04 | — | — | CONVERTIBLE BOND | 69354NAB2 |
| — | VEREIT INC | 2,066,000 | $2.064M | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 02917TAB0 |
| — | STARWOOD PROPERTY TRUST INC | 2,006,000 | $1.926M | 0.0% | $0.96 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 1,681,898 | $1.749M | 0.0% | $1.04 | — | — | COMMON STOCK | 18453H106 |
| — | NEW YORK MORTGAGE TRUST INC | 1,823,000 | $1.658M | 0.0% | $0.91 | — | — | CONVERTIBLE BOND | 649604AD7 |
| — | INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND | 185,968 | $1.655M | 0.0% | $8.90 | — | — | COMMON STOCK | 46132R104 |
| — | ON SEMICONDUCTOR CORP | 1,376,000 | $1.606M | 0.0% | $1.17 | — | — | CONVERTIBLE BOND | 682189AK1 |
| — | GREEN PLAINS INC | 1,978,000 | $1.583M | 0.0% | $0.80 | — | — | CONVERTIBLE BOND | 393222AF1 |
| — | SEACOR HOLDINGS INC | 1,563,000 | $1.548M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 81170YAB5 |
| — | SEACOR HOLDINGS INC | 1,700,000 | $1.485M | 0.0% | $0.87 | — | — | CONVERTIBLE BOND | 811904AM3 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 342,000 | $1.456M | 0.0% | $4.26 | — | — | COMMON STOCK | 54150E104 |
| — | TESLA INC | 413,000 | $1.369M | 0.0% | $3.31 | — | — | CONVERTIBLE BOND | 88160RAD3 |
| — | NEWPARK RESOURCES INC | 1,459,000 | $1.308M | 0.0% | $0.90 | — | — | CONVERTIBLE BOND | 651718AE8 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.233M | 0.0% | $4.47 | — | — | COMMON STOCK | 67401P108 |
| — | CALAMP CORP | 1,497,000 | $1.169M | 0.0% | $0.78 | — | — | CONVERTIBLE BOND | 128126AD1 |
| — | NEOGENOMICS INC | 1,000,000 | $1.075M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 64049MAA8 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 1,074,000 | $1.038M | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 049164BJ4 |
| SIGA | SIGA TECHNOLOGIES INC | 159,782 | $944K | 0.0% | $5.91 | — | — | COMMON STOCK | 826917106 |
| BELFA | BEL FUSE INC | 71,613 | $717K | 0.0% | $10.01 | — | — | COMMON STOCK | 077347201 |
| — | TWITTER INC | 695,000 | $656K | 0.0% | $0.94 | — | — | CONVERTIBLE BOND | 90184LAF9 |
| SRNE | SORRENTO THERAPEUTICS INC | 100,500 | $631K | 0.0% | $6.28 | — | — | COMMON STOCK | 83587F202 |
| — | NUANCE COMMUNICATIONS INC | 500,000 | $591K | 0.0% | $1.18 | — | — | CONVERTIBLE BOND | 67020YAK6 |
| — | DANAHER CORP | 461 | $574K | 0.0% | $1245.12 | — | — | CONVERTIBLE PRFD | 235851300 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $504K | 0.0% | $1.23 | — | — | COMMON STOCK | 03212B103 |
| — | HUAZHU GROUP LTD | 500,000 | $502K | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | CROWN CASTLE INTERNATIONAL CORP | 326 | $484K | 0.0% | $1484.66 | — | — | CONVERTIBLE PRFD | 22822V309 |
| — | BONANZA CREEK ENERGY INC | 28,000 | $414K | 0.0% | $14.79 | — | — | COMMON STOCK | 097793400 |
| — | QUOTIENT TECHNOLOGY INC | 412,000 | $373K | 0.0% | $0.91 | — | — | CONVERTIBLE BOND | 749119AB9 |
| — | CAPITAL PRODUCT PARTNERS LP | 32,142 | $259K | 0.0% | $8.06 | — | — | COMMON STOCK | Y11082206 |
| — | DOCUSIGN INC | 99,000 | $241K | 0.0% | $2.43 | — | — | CONVERTIBLE BOND | 256163AB2 |
| — | INFRASTRUCTURE & ENERGY ALTERNATIVES LLC | 46,904 | $187K | 0.0% | $3.99 | — | — | COMMON STOCK | 45686J104 |
| DSSI | DIAMOND S SHIPPING INC | 22,076 | $176K | 0.0% | $7.97 | — | — | COMMON STOCK | Y20676105 |