Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: Mar 4, 2021
Total Value: $3.557B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 30,278,055 | $483M | 13.6% | $15.96 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 48,900,506 | $416M | 11.7% | $8.50 | — | — | COMMON STOCK | G89479102 |
| SBLK | STAR BULK CARRIERS CORP | 39,006,017 | $220M | 6.2% | $5.64 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 14,318,541 | $207M | 5.8% | $14.43 | — | — | COMMON STOCK | 02005N100 |
| TSM | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | 3,457,927 | $165M | 4.6% | $47.79 | — | — | COMMON STOCK | 874039100 |
| — | INFINERA CORP | 25,175,384 | $133M | 3.8% | $5.30 | — | — | COMMON STOCK | 45667G103 |
| — | CAESARS ENTERTAINMENT CORP | 15,250,000 | $103M | 2.9% | $6.76 | — | — | COMMON STOCK | 127686103 |
| IWM | iShares ETFs/USA | 727,700 | $83.29M | 2.3% | $114.46 | — | — | PUT | 464287655 |
| BABA | ALIBABA GROUP HOLDING LTD | 390,681 | $75.97M | 2.1% | $194.47 | — | — | COMMON STOCK | 01609W102 |
| — | SUPER MICRO COMPUTER INC | 3,469,505 | $73.83M | 2.1% | $21.28 | — | — | COMMON STOCK | 86800U104 |
| ITUB | ITAU UNIBANCO HOLDING SA | 13,059,310 | $58.63M | 1.6% | $4.49 | — | — | COMMON STOCK | 465562106 |
| — | EAGLE BULK SHIPPING INC | 29,544,139 | $54.66M | 1.5% | $1.85 | — | — | COMMON STOCK | Y2187A143 |
| TMHC | TAYLOR MORRISON HOME CORP | 4,825,000 | $53.08M | 1.5% | $11.00 | — | — | COMMON STOCK | 87724P106 |
| NMIH | NMI HOLDINGS INC | 4,400,000 | $51.08M | 1.4% | $11.61 | — | — | COMMON STOCK | 629209305 |
| — | EXANTAS CAPITAL CORP | 80,137,000 | $48.56M | 1.4% | $0.61 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| — | ANGLOGOLD ASHANTI LTD | 2,525,181 | $41.99M | 1.2% | $16.63 | — | — | COMMON STOCK | 035128206 |
| IBN | ICICI BANK LTD | 4,769,444 | $40.54M | 1.1% | $8.50 | — | — | COMMON STOCK | 45104G104 |
| BIDU | BAIDU INC | 332,415 | $33.5M | 0.9% | $100.78 | — | — | COMMON STOCK | 056752108 |
| PBR/A | PETROLEO BRASILEIRO SA | 6,117,097 | $32.97M | 0.9% | $5.39 | — | — | COMMON STOCK | 71654V101 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,939,537 | $32.48M | 0.9% | $11.05 | — | — | COMMON STOCK | 55933J203 |
| CX | CEMEX SAB DE CV | 15,194,909 | $32.21M | 0.9% | $2.12 | — | — | COMMON STOCK | 151290889 |
| — | Liberty Global PLC | 2,000,000 | $31.42M | 0.9% | $15.71 | — | — | COMMON STOCK | G5480U120 |
| — | BERRY PETROLEUM CORP | 12,913,313 | $31.12M | 0.9% | $2.41 | — | — | COMMON STOCK | 08579X101 |
| — | CNOOC LTD | 293,304 | $30.35M | 0.9% | $103.46 | — | — | COMMON STOCK | 126132109 |
| — | DISH NETWORK CORP | 35,556,000 | $28.95M | 0.8% | $0.81 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| AFYA | AFYA LTD | 1,439,762 | $27.44M | 0.8% | $19.06 | — | — | COMMON STOCK | G01125106 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $26.39M | 0.7% | $14.51 | — | — | COMMON STOCK | 156504300 |
| BBD | BANCO BRADESCO SA | 6,133,753 | $24.9M | 0.7% | $4.06 | — | — | COMMON STOCK | 059460303 |
| — | TWITTER INC | 25,823,000 | $24.47M | 0.7% | $0.95 | — | — | CONVERTIBLE BOND | 90184LAD4 |
| — | PRA GROUP INC | 21,901,000 | $21.34M | 0.6% | $0.97 | — | — | CONVERTIBLE BOND | 73640QAB1 |
| PBR | PETROLEO BRASILEIRO SA | 3,728,093 | $20.5M | 0.6% | $5.50 | — | — | COMMON STOCK | 71654V408 |
| MTG | MGIC INVESTMENT CORP | 3,020,000 | $19.18M | 0.5% | $6.35 | — | — | COMMON STOCK | 552848103 |
| — | JAZZ PHARMACEUTICALS PLC | 19,038,000 | $18.11M | 0.5% | $0.95 | — | — | CONVERTIBLE BOND | 472145AB7 |
| TEO | TELECOM ARGENTINA SA | 1,960,500 | $18.07M | 0.5% | $9.22 | — | — | COMMON STOCK | 879273209 |
| — | SPRAGUE RESOURCES LP | 1,350,000 | $17.66M | 0.5% | $13.08 | — | — | COMMON STOCK | 849343108 |
| — | FIREEYE INC | 18,939,000 | $17.19M | 0.5% | $0.91 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| — | COLONY CAPITAL INC | 20,337,000 | $16.32M | 0.5% | $0.80 | — | — | CONVERTIBLE BOND | 19624RAB2 |
| — | FORTIVE CORP | 17,409,999 | $16.22M | 0.5% | $0.93 | — | — | CONVERTIBLE BOND | 34959JAK4 |
| — | LIGAND PHARMACEUTICALS INC | 18,865,000 | $15.62M | 0.4% | $0.83 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| — | ELDORADO RESORTS INC | 1,000,000 | $14.4M | 0.4% | $14.40 | — | — | COMMON STOCK | 28470R102 |
| — | CARDTRONICS PLC | 15,001,000 | $14.33M | 0.4% | $0.96 | — | — | CONVERTIBLE BOND | 14161HAG3 |
| WMB | WILLIAMS COS INC/THE | 1,000,000 | $14.15M | 0.4% | $14.15 | — | — | COMMON STOCK | 969457100 |
| — | MR COOPER GROUP INC | 1,927,544 | $14.13M | 0.4% | $7.33 | — | — | COMMON STOCK | 62482R107 |
| BATL | BATTALION OIL CORP | 3,009,912 | $14.07M | 0.4% | $4.67 | — | — | COMMON STOCK | 07134L107 |
| STKL | SUNOPTA INC | 8,092,699 | $13.92M | 0.4% | $1.72 | — | — | COMMON STOCK | 8676EP108 |
| — | AZUL SA | 1,331,638 | $13.57M | 0.4% | $10.19 | — | — | COMMON STOCK | 05501U106 |
| — | HERCULES CAPITAL INC | 14,682,000 | $13.51M | 0.4% | $0.92 | — | — | CONVERTIBLE BOND | 427096AF9 |
| — | GOLDMAN SACHS BDC INC | 14,715,000 | $13.46M | 0.4% | $0.91 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | DISH NETWORK CORP | 16,903,000 | $13.46M | 0.4% | $0.80 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | HOPE BANCORP INC | 15,489,000 | $12.96M | 0.4% | $0.84 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| — | CTRIP.COM INTERNATIONAL LTD | 12,975,000 | $12.68M | 0.4% | $0.98 | — | — | CONVERTIBLE BOND | 22943FAF7 |
| MELI | MERCADOLIBRE INC | 25,400 | $12.41M | 0.3% | $488.54 | — | — | COMMON STOCK | 58733R102 |
| MU | MICRON TECHNOLOGY INC | 295,000 | $12.41M | 0.3% | $42.06 | — | — | PUT | 595112103 |
| — | MACQUARIE INFRASTRUCTURE CORP | 15,329,000 | $12.3M | 0.3% | $0.80 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| — | NABORS INDUSTRIES LTD | 61,622,000 | $12.02M | 0.3% | $0.20 | — | — | CONVERTIBLE BOND | 62957HAB1 |
| — | TEVA PHARMACEUTICAL INDUSTRIES LTD | 12,771,000 | $11.88M | 0.3% | $0.93 | — | — | CONVERTIBLE BOND | 88163VAE9 |
| — | GREENBRIER COS INC/THE | 14,411,000 | $11.78M | 0.3% | $0.82 | — | — | CONVERTIBLE BOND | 393657AK7 |
| — | PDC ENERGY INC | 14,273,000 | $11.71M | 0.3% | $0.82 | — | — | CONVERTIBLE BOND | 69327RAD3 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 13,616,000 | $11.51M | 0.3% | $0.84 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| — | WESTERN DIGITAL CORP | 12,652,000 | $11.07M | 0.3% | $0.87 | — | — | CONVERTIBLE BOND | 958102AP0 |
| — | ENCORE CAPITAL GROUP INC | 12,286,000 | $11.06M | 0.3% | $0.90 | — | — | CONVERTIBLE BOND | 292554AH5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 11,268,000 | $10.85M | 0.3% | $0.96 | — | — | CONVERTIBLE BOND | 01988PAD0 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 12,058,000 | $10.71M | 0.3% | $0.89 | — | — | CONVERTIBLE BOND | G81075AF3 |
| SQM | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | 473,720 | $10.68M | 0.3% | $22.55 | — | — | COMMON STOCK | 833635105 |
| TV | GRUPO TELEVISA SAB | 1,828,000 | $10.6M | 0.3% | $5.80 | — | — | COMMON STOCK | 40049J206 |
| — | WEIBO CORP | 11,888,000 | $10.1M | 0.3% | $0.85 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | VEECO INSTRUMENTS INC | 12,049,000 | $9.938M | 0.3% | $0.82 | — | — | CONVERTIBLE BOND | 922417AD2 |
| — | TWO HARBORS INVESTMENT CORP | 11,722,000 | $9.905M | 0.3% | $0.84 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | BOINGO WIRELESS INC | 11,005,000 | $9.833M | 0.3% | $0.89 | — | — | CONVERTIBLE BOND | 09739CAB8 |
| PAM | PAMPA ENERGIA SA | 849,000 | $9.593M | 0.3% | $11.30 | — | — | COMMON STOCK | 697660207 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,974,729 | $9.083M | 0.3% | $4.60 | — | — | COMMON STOCK | 893870204 |
| — | GCI LIBERTY INC | 150,000 | $8.545M | 0.2% | $56.97 | — | — | COMMON STOCK | 36164V305 |
| — | CALAMP CORP | 8,568,000 | $8.488M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 128126AB5 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 8,733,000 | $8.438M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 70932AAB9 |
| — | BONANZA CREEK ENERGY INC | 741,726 | $8.344M | 0.2% | $11.25 | — | — | COMMON STOCK | 097793400 |
| — | INVESCO SENIOR INCOME TRUST | 2,433,800 | $7.836M | 0.2% | $3.22 | — | — | COMMON STOCK | 46131H107 |
| — | NEW MOUNTAIN FINANCE CORP | 9,433,000 | $7.736M | 0.2% | $0.82 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | MOMO INC | 9,463,000 | $7.599M | 0.2% | $0.80 | — | — | CONVERTIBLE BOND | 60879BAB3 |
| — | ECHO GLOBAL LOGISTICS INC | 7,512,000 | $7.515M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 27875TAA9 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $7.353M | 0.2% | $4.61 | — | — | COMMON STOCK | 892231101 |
| — | WAYFAIR INC | 9,500,000 | $7.291M | 0.2% | $0.77 | — | — | CONVERTIBLE BOND | 94419LAB7 |
| — | CIMAREX ENERGY CO | 415,735 | $6.996M | 0.2% | $16.83 | — | — | COMMON STOCK | 171798101 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 15,593,000 | $6.647M | 0.2% | $0.43 | — | — | CONVERTIBLE BOND | 95790DAA3 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,133,000 | $6.266M | 0.2% | $2.00 | — | — | COMMON STOCK | 92837L109 |
| — | AVAYA HOLDINGS CORP | 7,512,000 | $6.029M | 0.2% | $0.80 | — | — | CONVERTIBLE BOND | 05351XAB7 |
| — | EATON VANCE FLOATING-RATE INCOME TRUST | 570,000 | $5.842M | 0.2% | $10.25 | — | — | COMMON STOCK | 278279104 |
| — | BLACKROCK TCP CAPITAL CORP | 6,000,000 | $5.385M | 0.2% | $0.90 | — | — | CONVERTIBLE BOND | 87238QAD5 |
| — | PATRICK INDUSTRIES INC | 6,768,000 | $5.351M | 0.2% | $0.79 | — | — | CONVERTIBLE BOND | 703343AB9 |
| — | INTERCEPT PHARMACEUTICALS INC | 6,386,000 | $5.268M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| IHRT | IHEARTMEDIA INC | 715,247 | $5.228M | 0.1% | $7.31 | — | — | COMMON STOCK | 45174J509 |
| — | INVESCO VALUE MUNICIPAL INCOME TRUST | 365,000 | $5.161M | 0.1% | $14.14 | — | — | COMMON STOCK | 46132P108 |
| — | SPLUNK INC | 4,745,000 | $5.115M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 848637AC8 |
| — | INVESCO MUNICIPAL OPPORTUNITY TRUST | 446,000 | $5.106M | 0.1% | $11.45 | — | — | COMMON STOCK | 46132C107 |
| QGEN 1 11/13/24 | QIAGEN NV | 5,000,000 | $4.953M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | N72482AT4 |
| — | SQUARE INC | 4,500,000 | $4.662M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 852234AD5 |
| — | ZILLOW GROUP INC | 5,376,999 | $4.558M | 0.1% | $0.85 | — | — | CONVERTIBLE BOND | 98954MAC5 |
| BELFB | BEL FUSE INC | 462,679 | $4.506M | 0.1% | $9.74 | — | — | COMMON STOCK | 077347300 |
| — | PALO ALTO NETWORKS INC | 4,597,999 | $4.449M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 697435AD7 |
| — | NUVEEN FLOATING RATE INCOME FUND | 580,000 | $4.379M | 0.1% | $7.55 | — | — | COMMON STOCK | 67072T108 |
| — | NEW YORK MORTGAGE TRUST INC | 7,311,000 | $4.226M | 0.1% | $0.58 | — | — | CONVERTIBLE BOND | 649604AD7 |
| — | OAKTREE ACQUISITION CORP | 4,016,667 | $4.177M | 0.1% | $1.04 | — | — | WARRANT | G67145113 |
| — | BRF SA | 1,423,969 | $4.129M | 0.1% | $2.90 | — | — | COMMON STOCK | 10552T107 |
| — | NUANCE COMMUNICATIONS INC | 4,272,000 | $4.093M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 67020YAK6 |
| — | HCI GROUP INC | 4,023,000 | $4.078M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 40416EAD5 |
| — | HIGHLAND INCOME FUND | 470,000 | $4.009M | 0.1% | $8.53 | — | — | COMMON STOCK | 43010E404 |
| — | SM ENERGY CO | 10,740,000 | $3.985M | 0.1% | $0.37 | — | — | CONVERTIBLE BOND | 78454LAM2 |
| — | HUAZHU GROUP LTD | 4,000,000 | $3.847M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | INSMED INC | 4,504,000 | $3.783M | 0.1% | $0.84 | — | — | CONVERTIBLE BOND | 457669AA7 |
| — | FIREEYE INC | 3,845,000 | $3.77M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 31816QAB7 |
| — | OIL STATES INTERNATIONAL INC | 8,789,000 | $3.757M | 0.1% | $0.43 | — | — | CONVERTIBLE BOND | 678026AH8 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,500,000 | $3.718M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 09061GAF8 |
| — | ARES CAPITAL CORP | 3,989,000 | $3.472M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| — | INVACARE CORP | 3,709,000 | $3.345M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| — | REPLIGEN CORP | 3,056,000 | $3.234M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 759916AB5 |
| — | TIMKENSTEEL CORP | 3,756,000 | $3.065M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 887399AA1 |
| — | STARWOOD PROPERTY TRUST INC | 3,450,000 | $2.994M | 0.1% | $0.87 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| — | DOCUSIGN INC | 2,026,000 | $2.855M | 0.1% | $1.41 | — | — | CONVERTIBLE BOND | 256163AB2 |
| — | VEON LTD | 1,878,900 | $2.837M | 0.1% | $1.51 | — | — | COMMON STOCK | 91822M106 |
| — | TUTOR PERINI CORP | 3,004,000 | $2.776M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 901109AD0 |
| ASC | ARDMORE SHIPPING CORP | 526,694 | $2.765M | 0.1% | $5.25 | — | — | COMMON STOCK | Y0207T100 |
| — | GNC HOLDINGS INC | 4,557,000 | $2.734M | 0.1% | $0.60 | — | — | CONVERTIBLE BOND | 36191GAB3 |
| — | SYNAPTICS INC | 2,600,000 | $2.709M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 87157DAD1 |
| INDA | ISHARES MSCI INDIA ETF | 109,500 | $2.634M | 0.1% | $24.05 | — | — | ETF | 46429B598 |
| — | GOLAR LNG LTD | 4,104,000 | $2.629M | 0.1% | $0.64 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | 260,000 | $2.602M | 0.1% | $10.01 | — | — | COMMON STOCK | 09255X100 |
| — | NEWPARK RESOURCES INC | 3,381,000 | $2.519M | 0.1% | $0.75 | — | — | CONVERTIBLE BOND | 651718AE8 |
| — | NUANCE COMMUNICATIONS INC | 2,343,000 | $2.48M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 67020YAG5 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 3,510,000 | $2.441M | 0.1% | $0.70 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 2,930,000 | $2.21M | 0.1% | $0.75 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | EZCORP INC | 2,933,000 | $2.2M | 0.1% | $0.75 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | INVACARE CORP | 2,272,000 | $2.182M | 0.1% | $0.96 | — | — | CONVERTIBLE BOND | 461203AF8 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $2.171M | 0.1% | $5.54 | — | — | COMMON STOCK | 67402D104 |
| — | TWITTER INC | 2,295,000 | $2.063M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 90184LAF9 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 2,254,000 | $2.004M | 0.1% | $0.89 | — | — | CONVERTIBLE BOND | 049164BH8 |
| — | VISHAY INTERTECHNOLOGY INC | 2,218,000 | $1.975M | 0.1% | $0.89 | — | — | CONVERTIBLE BOND | 928298AP3 |
| — | PACIRA BIOSCIENCES INC | 2,000,000 | $1.932M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 695127AD2 |
| — | FTI CONSULTING INC | 1,438,000 | $1.882M | 0.1% | $1.31 | — | — | CONVERTIBLE BOND | 302941AP4 |
| — | ON SEMICONDUCTOR CORP | 1,876,000 | $1.868M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 682189AK1 |
| BAK | BRASKEM SA | 279,550 | $1.856M | 0.1% | $6.64 | — | — | COMMON STOCK | 105532105 |
| — | SUNPOWER CORP | 2,157,000 | $1.696M | 0.0% | $0.79 | — | — | CONVERTIBLE BOND | 867652AL3 |
| — | EATON VANCE SENIOR FLOATING-RATE TRUST | 170,000 | $1.679M | 0.0% | $9.88 | — | — | COMMON STOCK | 27828Q105 |
| — | SEACOR HOLDINGS INC | 1,563,000 | $1.547M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 81170YAB5 |
| — | VOCERA COMMUNICATIONS INC | 1,500,000 | $1.489M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 92857FAB3 |
| — | WIX.COM LTD | 1,500,000 | $1.487M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 92940WAB5 |
| — | WAYFAIR INC | 2,000,000 | $1.372M | 0.0% | $0.69 | — | — | CONVERTIBLE BOND | 94419LAD3 |
| — | GREEN PLAINS INC | 1,978,000 | $1.333M | 0.0% | $0.67 | — | — | CONVERTIBLE BOND | 393222AF1 |
| — | HERBALIFE NUTRITION LTD | 1,593,000 | $1.282M | 0.0% | $0.80 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | NUVASIVE INC | 1,186,000 | $1.246M | 0.0% | $1.05 | — | — | CONVERTIBLE BOND | 670704AG0 |
| — | ENVESTNET INC | 1,200,000 | $1.232M | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 29404KAB2 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 342,000 | $1.214M | 0.0% | $3.55 | — | — | COMMON STOCK | 54150E104 |
| — | INPHI CORP | 765,000 | $1.117M | 0.0% | $1.46 | — | — | CONVERTIBLE BOND | 45772FAC1 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 1,681,898 | $1.076M | 0.0% | $0.64 | — | — | COMMON STOCK | 18453H106 |
| — | RADIUS HEALTH INC | 1,464,000 | $1.041M | 0.0% | $0.71 | — | — | CONVERTIBLE BOND | 750469AA6 |
| — | CROWN CASTLE INTERNATIONAL CORP | 826 | $1.032M | 0.0% | $1249.39 | — | — | CONVERTIBLE PRFD | 22822V309 |
| — | IONIS PHARMACEUTICALS INC | 1,000,000 | $1.014M | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 464337AJ3 |
| — | ASSERTIO THERAPEUTICS INC | 1,492,455 | $970K | 0.0% | $0.65 | — | — | COMMON STOCK | 04545L107 |
| — | OI SA | 2,201,646 | $966K | 0.0% | $0.44 | — | — | COMMON STOCK | 670851500 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 975,000 | $922K | 0.0% | $0.95 | — | — | CONVERTIBLE BOND | 531229AF9 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $894K | 0.0% | $3.24 | — | — | COMMON STOCK | 67401P108 |
| — | GUIDEWIRE SOFTWARE INC | 858,000 | $830K | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 40171VAA8 |
| — | EATON VANCE SENIOR INCOME TRUST | 170,000 | $783K | 0.0% | $4.61 | — | — | COMMON STOCK | 27826S103 |
| — | EURONET WORLDWIDE INC | 839,000 | $766K | 0.0% | $0.91 | — | — | CONVERTIBLE BOND | 298736AL3 |
| SIGA | SIGA TECHNOLOGIES INC | 159,782 | $763K | 0.0% | $4.78 | — | — | COMMON STOCK | 826917106 |
| — | BOOKING HOLDINGS INC | 760,000 | $759K | 0.0% | $1.00 | — | — | CONVERTIBLE BOND | 741503AX4 |
| — | TESLA INC | 413,000 | $707K | 0.0% | $1.71 | — | — | CONVERTIBLE BOND | 88160RAD3 |
| — | FLEXION THERAPEUTICS INC | 752,000 | $584K | 0.0% | $0.78 | — | — | CONVERTIBLE BOND | 33938JAB2 |
| — | WORKDAY INC | 500,000 | $556K | 0.0% | $1.11 | — | — | CONVERTIBLE BOND | 98138HAF8 |
| BELFA | BEL FUSE INC | 71,613 | $542K | 0.0% | $7.57 | — | — | COMMON STOCK | 077347201 |
| — | QTS REALTY TRUST INC | 4,140 | $532K | 0.0% | $128.50 | — | — | CONVERTIBLE PRFD | 74736A301 |
| OBDC | OWL ROCK CAPITAL CORP | 43,000 | $496K | 0.0% | $11.53 | — | — | COMMON STOCK | 69121K104 |
| — | BIOMARIN PHARMACEUTICAL INC | 470,000 | $493K | 0.0% | $1.05 | — | — | CONVERTIBLE BOND | 09061GAH4 |
| — | DANAHER CORP | 461 | $476K | 0.0% | $1032.54 | — | — | CONVERTIBLE PRFD | 235851300 |
| — | PENN VIRGINIA CORP | 124,000 | $383K | 0.0% | $3.09 | — | — | COMMON STOCK | 70788V102 |
| — | NEXTERA ENERGY INC | 5,766 | $272K | 0.0% | $47.17 | — | — | CONVERTIBLE PRFD | 65339F796 |
| DSSI | DIAMOND S SHIPPING INC | 22,076 | $260K | 0.0% | $11.78 | — | — | COMMON STOCK | Y20676105 |
| — | CAPITAL PRODUCT PARTNERS LP | 32,142 | $235K | 0.0% | $7.31 | — | — | COMMON STOCK | Y11082206 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $232K | 0.0% | $0.57 | — | — | COMMON STOCK | 03212B103 |
| — | FIREEYE INC | 155,000 | $130K | 0.0% | $0.84 | — | — | CONVERTIBLE BOND | 31816QAF8 |
| — | INFRASTRUCTURE & ENERGY ALTERNATIVES LLC | 18,926 | $38,000 | 0.0% | $2.01 | — | — | COMMON STOCK | 45686J104 |
| — | US WELL SERVICES INC | 1,500,000 | $27,000 | 0.0% | $0.02 | — | — | WARRANT | 91274U119 |
| — | MCDERMOTT INTERNATIONAL INC | 49,653 | $2,000 | 0.0% | $0.04 | — | — | COMMON STOCK | 580037703 |