Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Mar 4, 2021
Total Value: $5.308B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 27,278,055 | $627M | 11.8% | $22.99 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 48,263,921 | $540M | 10.2% | $11.19 | — | — | COMMON STOCK | G89479102 |
| SBLK | STAR BULK CARRIERS CORP | 38,063,697 | $450M | 8.5% | $11.81 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 10,943,541 | $334M | 6.3% | $30.56 | — | — | COMMON STOCK | 02005N100 |
| — | CAESARS ENTERTAINMENT CORP | 15,250,000 | $207M | 3.9% | $13.60 | — | — | COMMON STOCK | 127686103 |
| TSM | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | 3,006,193 | $175M | 3.3% | $58.10 | — | — | COMMON STOCK | 874039100 |
| — | INFINERA CORP | 20,975,384 | $167M | 3.1% | $7.94 | — | — | COMMON STOCK | 45667G103 |
| MU | MICRON TECHNOLOGY INC | 2,795,000 | $150M | 2.8% | $53.78 | — | — | PUT | 595112103 |
| NMIH | NMI HOLDINGS INC | 4,400,000 | $146M | 2.8% | $33.18 | — | — | COMMON STOCK | 629209305 |
| — | EAGLE BULK SHIPPING INC | 29,544,139 | $136M | 2.6% | $4.60 | — | — | COMMON STOCK | Y2187A143 |
| — | BERRY PETROLEUM CORP | 12,913,313 | $122M | 2.3% | $9.43 | — | — | COMMON STOCK | 08579X101 |
| ITUB | ITAU UNIBANCO HOLDING SA | 12,319,157 | $113M | 2.1% | $9.15 | — | — | COMMON STOCK | 465562106 |
| IBN | ICICI BANK LTD | 5,808,890 | $87.66M | 1.7% | $15.09 | — | — | COMMON STOCK | 45104G104 |
| PBR/A | PETROLEO BRASILEIRO SA | 5,758,517 | $85.92M | 1.6% | $14.92 | — | — | COMMON STOCK | 71654V101 |
| — | EXANTAS CAPITAL CORP | 73,367,000 | $76.54M | 1.4% | $1.04 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| — | CNOOC LTD | 356,638 | $59.44M | 1.1% | $166.67 | — | — | COMMON STOCK | 126132109 |
| — | SUPER MICRO COMPUTER INC | 2,400,000 | $57.65M | 1.1% | $24.02 | — | — | COMMON STOCK | 86800U104 |
| — | ANGLOGOLD ASHANTI LTD | 2,374,581 | $53.05M | 1.0% | $22.34 | — | — | COMMON STOCK | 035128206 |
| BBD | BANCO BRADESCO SA | 5,767,107 | $51.62M | 1.0% | $8.95 | — | — | COMMON STOCK | 059460303 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $49.75M | 0.9% | $27.35 | — | — | COMMON STOCK | 156504300 |
| — | BRF SA | 5,653,531 | $49.19M | 0.9% | $8.70 | — | — | COMMON STOCK | 10552T107 |
| — | AZUL SA | 1,093,638 | $46.81M | 0.9% | $42.80 | — | — | COMMON STOCK | 05501U106 |
| — | DISH NETWORK CORP | 42,056,000 | $40.56M | 0.8% | $0.96 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,170,729 | $36.81M | 0.7% | $11.61 | — | — | COMMON STOCK | 55933J203 |
| — | NABORS INDUSTRIES LTD | 48,853,000 | $36.63M | 0.7% | $0.75 | — | — | CONVERTIBLE BOND | 62957HAB1 |
| BABA | ALIBABA GROUP HOLDING LTD | 161,982 | $34.36M | 0.6% | $212.10 | — | — | COMMON STOCK | 01609W102 |
| CX | CEMEX SAB DE CV | 8,657,927 | $32.73M | 0.6% | $3.78 | — | — | COMMON STOCK | 151290889 |
| MTG | MGIC INVESTMENT CORP | 2,220,000 | $31.46M | 0.6% | $14.17 | — | — | COMMON STOCK | 552848103 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 27,969,000 | $28.5M | 0.5% | $1.02 | — | — | CONVERTIBLE BOND | 95790DAA3 |
| — | MR COOPER GROUP INC | 1,927,544 | $24.11M | 0.5% | $12.51 | — | — | COMMON STOCK | 62482R107 |
| — | BONANZA CREEK ENERGY INC | 1,006,726 | $23.5M | 0.4% | $23.34 | — | — | COMMON STOCK | 097793400 |
| — | TWO HARBORS INVESTMENT CORP | 22,312,000 | $23.21M | 0.4% | $1.04 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | GREENBRIER COS INC/THE | 23,298,000 | $22.66M | 0.4% | $0.97 | — | — | CONVERTIBLE BOND | 393657AK7 |
| — | DISH NETWORK CORP | 24,354,000 | $22.33M | 0.4% | $0.92 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | CIMAREX ENERGY CO | 415,735 | $21.82M | 0.4% | $52.49 | — | — | COMMON STOCK | 171798101 |
| — | COLONY CAPITAL INC | 21,307,000 | $21.04M | 0.4% | $0.99 | — | — | CONVERTIBLE BOND | 19624RAB2 |
| — | ZILLOW GROUP INC | 21,833,000 | $21.01M | 0.4% | $0.96 | — | — | CONVERTIBLE BOND | 98954MAC5 |
| TEO | TELECOM ARGENTINA SA | 1,830,500 | $20.78M | 0.4% | $11.35 | — | — | COMMON STOCK | 879273209 |
| — | LIGAND PHARMACEUTICALS INC | 23,903,000 | $20.69M | 0.4% | $0.87 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 19,017,000 | $20.31M | 0.4% | $1.07 | — | — | CONVERTIBLE BOND | G81075AF3 |
| STKL | SUNOPTA INC | 8,092,699 | $20.23M | 0.4% | $2.50 | — | — | COMMON STOCK | 8676EP108 |
| — | HOPE BANCORP INC | 21,389,000 | $20.17M | 0.4% | $0.94 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| AFYA | AFYA LTD | 732,913 | $19.88M | 0.4% | $27.12 | — | — | COMMON STOCK | G01125106 |
| VIST | VISTA OIL & GAS SAB DE CV | 2,528,000 | $19.84M | 0.4% | $7.85 | — | — | COMMON STOCK | 92837L109 |
| — | DYCOM INDUSTRIES INC | 20,282,000 | $19.76M | 0.4% | $0.97 | — | — | CONVERTIBLE BOND | 267475AB7 |
| — | PRA GROUP INC | 19,249,000 | $19.27M | 0.4% | $1.00 | — | — | CONVERTIBLE BOND | 73640QAB1 |
| — | MACQUARIE INFRASTRUCTURE CORP | 19,770,000 | $18.95M | 0.4% | $0.96 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| — | TWITTER INC | 19,176,000 | $18.7M | 0.4% | $0.97 | — | — | CONVERTIBLE BOND | 90184LAD4 |
| — | SYNAPTICS INC | 16,318,000 | $18.13M | 0.3% | $1.11 | — | — | CONVERTIBLE BOND | 87157DAD1 |
| — | VEECO INSTRUMENTS INC | 19,151,000 | $18.1M | 0.3% | $0.95 | — | — | CONVERTIBLE BOND | 922417AD2 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 16,555,000 | $17.38M | 0.3% | $1.05 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 16,727,000 | $16.91M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 70932AAB9 |
| — | CARDTRONICS PLC | 15,334,000 | $16.38M | 0.3% | $1.07 | — | — | CONVERTIBLE BOND | 14161HAG3 |
| — | HERCULES CAPITAL INC | 15,893,000 | $16.27M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 427096AF9 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $15.9M | 0.3% | $9.97 | — | — | COMMON STOCK | 892231101 |
| — | OIL STATES INTERNATIONAL INC | 17,620,000 | $15.9M | 0.3% | $0.90 | — | — | CONVERTIBLE BOND | 678026AH8 |
| YPF | YPF SA | 1,356,600 | $15.71M | 0.3% | $11.58 | — | — | COMMON STOCK | 984245100 |
| — | ENCORE CAPITAL GROUP INC | 15,584,000 | $15.38M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 292554AH5 |
| — | NEW YORK MORTGAGE TRUST INC | 14,840,000 | $15.19M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 649604AD7 |
| YETI | YETI HOLDINGS INC | 417,866 | $14.53M | 0.3% | $34.78 | — | — | COMMON STOCK | 98585X104 |
| — | GOLDMAN SACHS BDC INC | 14,038,000 | $14.51M | 0.3% | $1.03 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | TESLA INC | 10,000,000 | $14.17M | 0.3% | $1.42 | — | — | CONVERTIBLE BOND | 88160RAD3 |
| — | FIREEYE INC | 14,156,000 | $13.73M | 0.3% | $0.97 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| HUYA | HUYA INC | 751,125 | $13.48M | 0.3% | $17.95 | — | — | COMMON STOCK | 44852D108 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,874,729 | $13.44M | 0.3% | $7.17 | — | — | COMMON STOCK | 893870204 |
| — | CTRIP.COM INTERNATIONAL LTD | 13,526,000 | $13.34M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 22943FAF7 |
| — | GREEN PLAINS INC | 13,303,000 | $12.47M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 393222AF1 |
| — | TEVA PHARMACEUTICAL INDUSTRIES LTD | 13,001,000 | $12.39M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | 88163VAE9 |
| PAM | PAMPA ENERGIA SA | 754,000 | $12.39M | 0.2% | $16.43 | — | — | COMMON STOCK | 697660207 |
| — | VERSO CORP | 675,000 | $12.17M | 0.2% | $18.03 | — | — | COMMON STOCK | 92531L207 |
| IHRT | IHEARTMEDIA INC | 715,247 | $12.09M | 0.2% | $16.90 | — | — | COMMON STOCK | 45174J509 |
| — | SSR MINING INC | 11,886,000 | $12.08M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 82823LAC0 |
| — | PATRICK INDUSTRIES INC | 12,261,000 | $11.84M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 703343AB9 |
| — | NUANCE COMMUNICATIONS INC | 11,494,000 | $11.29M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 67020YAF7 |
| — | GOLAR LNG LTD | 12,021,000 | $10.78M | 0.2% | $0.90 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | FORESTAR GROUP INC | 10,676,000 | $10.76M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 346232AB7 |
| — | VISHAY INTERTECHNOLOGY INC | 10,708,000 | $10.75M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 928298AP3 |
| — | GCI LIBERTY INC | 150,000 | $10.63M | 0.2% | $70.85 | — | — | COMMON STOCK | 36164V305 |
| — | PDC ENERGY INC | 11,081,000 | $10.46M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 69327RAD3 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,761,000 | $10.46M | 0.2% | $1.07 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | TRANSOCEAN LTD | 10,125,000 | $10.14M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 893830BJ7 |
| — | TUTOR PERINI CORP | 10,526,000 | $10.05M | 0.2% | $0.95 | — | — | CONVERTIBLE BOND | 901109AD0 |
| — | SEACOR HOLDINGS INC | 10,198,000 | $10.04M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 81170YAB5 |
| — | BOINGO WIRELESS INC | 11,005,000 | $9.777M | 0.2% | $0.89 | — | — | CONVERTIBLE BOND | 09739CAB8 |
| — | SPLUNK INC | 7,905,000 | $9.535M | 0.2% | $1.21 | — | — | CONVERTIBLE BOND | 848637AC8 |
| BELFB | BEL FUSE INC | 462,679 | $9.484M | 0.2% | $20.50 | — | — | COMMON STOCK | 077347300 |
| TV | GRUPO TELEVISA SAB | 801,000 | $9.395M | 0.2% | $11.73 | — | — | COMMON STOCK | 40049J206 |
| — | WESTERN DIGITAL CORP | 9,016,000 | $8.875M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 958102AP0 |
| — | DERMIRA INC | 9,241,000 | $8.544M | 0.2% | $0.92 | — | — | CONVERTIBLE BOND | 24983LAB0 |
| — | MICROCHIP TECHNOLOGY INC | 5,967,000 | $8.517M | 0.2% | $1.43 | — | — | CONVERTIBLE BOND | 595017AF1 |
| — | ON SEMICONDUCTOR CORP | 6,170,000 | $8.4M | 0.2% | $1.36 | — | — | CONVERTIBLE BOND | 682189AK1 |
| — | INSMED INC | 8,626,000 | $8.331M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 457669AA7 |
| — | SM ENERGY CO | 8,601,000 | $8.228M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 78454LAM2 |
| — | CALAMP CORP | 7,996,000 | $7.918M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 128126AB5 |
| — | PATTERN ENERGY GROUP INC | 7,819,000 | $7.877M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 70338PAB6 |
| — | ECHO GLOBAL LOGISTICS INC | 7,700,000 | $7.711M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 27875TAA9 |
| — | FIREEYE INC | 7,353,000 | $7.331M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 31816QAB7 |
| — | FLEXION THERAPEUTICS INC | 6,381,000 | $6.839M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 33938JAB2 |
| — | EZCORP INC | 8,264,000 | $6.766M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | NEW MOUNTAIN FINANCE CORP | 6,353,000 | $6.686M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 6,642,000 | $6.685M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | NUVASIVE INC | 4,835,000 | $6.453M | 0.1% | $1.33 | — | — | CONVERTIBLE BOND | 670704AG0 |
| — | WHITING PETROLEUM CORP | 6,069,000 | $5.954M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 966387AL6 |
| — | BROADCOM INC | 5,000 | $5.889M | 0.1% | $1177.80 | — | — | CONVERTIBLE PRFD | 11135F200 |
| — | DOCUSIGN INC | 4,694,000 | $5.851M | 0.1% | $1.25 | — | — | CONVERTIBLE BOND | 256163AB2 |
| — | BOOKING HOLDINGS INC | 5,051,000 | $5.833M | 0.1% | $1.15 | — | — | CONVERTIBLE BOND | 741503AX4 |
| — | HORIZON PHARMA PLC | 4,175,000 | $5.534M | 0.1% | $1.33 | — | — | CONVERTIBLE BOND | 44052TAB7 |
| — | PALO ALTO NETWORKS INC | 5,000,000 | $5.527M | 0.1% | $1.11 | — | — | CONVERTIBLE BOND | 697435AD7 |
| — | NUANCE COMMUNICATIONS INC | 5,208,000 | $5.256M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 67020YAK6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | 5,259,000 | $5.219M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 01988PAD0 |
| — | GNC HOLDINGS INC | 5,239,000 | $5.065M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 36191GAB3 |
| — | NRG ENERGY INC | 4,430,000 | $5.033M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 629377CG5 |
| — | HUAZHU GROUP LTD | 4,400,000 | $4.933M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | TESLA INC | 3,818,000 | $4.876M | 0.1% | $1.28 | — | — | CONVERTIBLE BOND | 88160RAC5 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 1,681,898 | $4.81M | 0.1% | $2.86 | — | — | COMMON STOCK | 18453H106 |
| — | WEIBO CORP | 4,762,000 | $4.479M | 0.1% | $0.94 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | REPLIGEN CORP | 4,000,000 | $4.334M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 759916AB5 |
| — | VITAMIN SHOPPE INC | 4,261,000 | $4.295M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 92849EAB7 |
| — | INPHI CORP | 3,000,000 | $4.247M | 0.1% | $1.42 | — | — | CONVERTIBLE BOND | 45772FAC1 |
| — | JAZZ PHARMACEUTICALS PLC | 4,115,000 | $4.247M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 472145AB7 |
| — | VEON LTD | 1,678,900 | $4.247M | 0.1% | $2.53 | — | — | COMMON STOCK | 91822M106 |
| — | HERBALIFE NUTRITION LTD | 4,000,000 | $4.159M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | ILLUMINA INC | 2,875,000 | $4.011M | 0.1% | $1.40 | — | — | CONVERTIBLE BOND | 452327AH2 |
| — | EXACT SCIENCES CORP | 3,492,000 | $3.965M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| — | INTERCEPT PHARMACEUTICALS INC | 3,861,000 | $3.902M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| — | HCI GROUP INC | 3,766,000 | $3.874M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 40416EAD5 |
| — | OAKTREE ACQUISITION CORP | 4,016,667 | $3.816M | 0.1% | $0.95 | — | — | WARRANT | G67145113 |
| — | INTERDIGITAL INC | 3,782,000 | $3.784M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 458660AD9 |
| — | PENN VIRGINIA CORP | 124,000 | $3.763M | 0.1% | $30.35 | — | — | COMMON STOCK | 70788V102 |
| — | BIOMARIN PHARMACEUTICAL INC | 3,500,000 | $3.706M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 09061GAH4 |
| — | REDFIN CORP | 3,681,000 | $3.647M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 75737FAA6 |
| — | ENVESTNET INC | 3,000,000 | $3.604M | 0.1% | $1.20 | — | — | CONVERTIBLE BOND | 29404KAB2 |
| QGEN 0.875 03/19/21 | QIAGEN NV | 3,000,000 | $3.529M | 0.1% | $1.18 | — | — | CONVERTIBLE BOND | N72482AB3 |
| — | NEUROCRINE BIOSCIENCES INC | 2,250,000 | $3.456M | 0.1% | $1.54 | — | — | CONVERTIBLE BOND | 64125CAD1 |
| — | MOMO INC | 3,500,000 | $3.261M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 60879BAB3 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 3,000,000 | $3.214M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 57164YAB3 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.21M | 0.1% | $8.19 | — | — | COMMON STOCK | 67402D104 |
| — | GUIDEWIRE SOFTWARE INC | 2,700,000 | $3.186M | 0.1% | $1.18 | — | — | CONVERTIBLE BOND | 40171VAA8 |
| — | NUANCE COMMUNICATIONS INC | 3,000,000 | $3.176M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 67020YAG5 |
| — | FTI CONSULTING INC | 2,497,000 | $3.136M | 0.1% | $1.26 | — | — | CONVERTIBLE BOND | 302941AP4 |
| — | CROWN CASTLE INTERNATIONAL CORP | 2,402 | $3.078M | 0.1% | $1281.43 | — | — | CONVERTIBLE PRFD | 22822V309 |
| INDA | ISHARES MSCI INDIA ETF | 86,100 | $3.024M | 0.1% | $35.12 | — | — | ETF | 46429B598 |
| — | CALAMP CORP | 3,535,000 | $2.944M | 0.1% | $0.83 | — | — | CONVERTIBLE BOND | 128126AD1 |
| — | SILICON LABORATORIES INC | 2,165,000 | $2.882M | 0.1% | $1.33 | — | — | CONVERTIBLE BOND | 826919AB8 |
| — | ARES CAPITAL CORP | 2,630,000 | $2.802M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| — | SCORPIO TANKERS INC | 2,272,000 | $2.797M | 0.1% | $1.23 | — | — | CONVERTIBLE BOND | 80918TAB5 |
| — | STANLEY BLACK & DECKER INC | 25,000 | $2.724M | 0.1% | $108.96 | — | — | CONVERTIBLE PRFD | 854502846 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $2.71M | 0.1% | $6.61 | — | — | COMMON STOCK | 03212B103 |
| — | STARWOOD PROPERTY TRUST INC | 2,500,000 | $2.607M | 0.0% | $1.04 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| — | RH | 2,000,000 | $2.542M | 0.0% | $1.27 | — | — | CONVERTIBLE BOND | 74967XAA1 |
| — | FORTIVE CORP | 2,500 | $2.431M | 0.0% | $972.40 | — | — | CONVERTIBLE PRFD | 34959J207 |
| — | SEMPRA ENERGY | 20,350 | $2.423M | 0.0% | $119.07 | — | — | CONVERTIBLE PRFD | 816851505 |
| — | ENCORE CAPITAL GROUP INC | 2,250,000 | $2.408M | 0.0% | $1.07 | — | — | CONVERTIBLE BOND | 29260UAA5 |
| — | TIMKENSTEEL CORP | 2,317,000 | $2.4M | 0.0% | $1.04 | — | — | CONVERTIBLE BOND | 887399AA1 |
| — | CLEVELAND-CLIFFS INC | 2,000,000 | $2.395M | 0.0% | $1.20 | — | — | CONVERTIBLE BOND | 185899AA9 |
| — | QTS REALTY TRUST INC | 17,990 | $2.323M | 0.0% | $129.13 | — | — | CONVERTIBLE PRFD | 74736A301 |
| — | NEXTERA ENERGY INC | 45,000 | $2.307M | 0.0% | $51.27 | — | — | CONVERTIBLE PRFD | 65339F796 |
| — | DANAHER CORP | 1,930 | $2.275M | 0.0% | $1178.76 | — | — | CONVERTIBLE PRFD | 235851300 |
| — | DEXCOM INC | 1,465,000 | $2.173M | 0.0% | $1.48 | — | — | CONVERTIBLE BOND | 252131AH0 |
| — | BANK OF AMERICA CORP | 1,461 | $2.116M | 0.0% | $1448.32 | — | — | CONVERTIBLE PRFD | 060505682 |
| — | PRA GROUP INC | 2,000,000 | $2.093M | 0.0% | $1.05 | — | — | CONVERTIBLE BOND | 69354NAB2 |
| QGEN 1 11/13/24 | QIAGEN NV | 2,200,000 | $2.065M | 0.0% | $0.94 | — | — | CONVERTIBLE BOND | N72482AT4 |
| — | OI SA | 2,201,646 | $2.051M | 0.0% | $0.93 | — | — | COMMON STOCK | 670851500 |
| — | OSI SYSTEMS INC | 1,855,000 | $2.032M | 0.0% | $1.10 | — | — | CONVERTIBLE BOND | 671044AD7 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 1,522,000 | $2.028M | 0.0% | $1.33 | — | — | CONVERTIBLE BOND | 531229AF9 |
| — | TILRAY INC | 3,745,000 | $2.003M | 0.0% | $0.53 | — | — | CONVERTIBLE BOND | 88688TAB6 |
| — | NEWPARK RESOURCES INC | 1,930,000 | $1.989M | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 651718AE8 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 252,000 | $1.97M | 0.0% | $7.82 | — | — | COMMON STOCK | 54150E104 |
| — | LUMENTUM HOLDINGS INC | 1,346,000 | $1.968M | 0.0% | $1.46 | — | — | CONVERTIBLE BOND | 55024UAB5 |
| — | RADIUS HEALTH INC | 2,316,000 | $1.967M | 0.0% | $0.85 | — | — | CONVERTIBLE BOND | 750469AA6 |
| — | ASSERTIO THERAPEUTICS INC | 2,530,000 | $1.888M | 0.0% | $0.75 | — | — | CONVERTIBLE BOND | 249908AA2 |
| — | ASSERTIO THERAPEUTICS INC | 1,492,455 | $1.865M | 0.0% | $1.25 | — | — | COMMON STOCK | 04545L107 |
| — | SUNPOWER CORP | 2,253,000 | $1.851M | 0.0% | $0.82 | — | — | CONVERTIBLE BOND | 867652AL3 |
| — | MERITOR INC | 1,595,000 | $1.739M | 0.0% | $1.09 | — | — | CONVERTIBLE BOND | 59001KAF7 |
| — | IONIS PHARMACEUTICALS INC | 1,500,000 | $1.719M | 0.0% | $1.15 | — | — | CONVERTIBLE BOND | 464337AJ3 |
| — | VIAVI SOLUTIONS INC | 1,315,000 | $1.699M | 0.0% | $1.29 | — | — | CONVERTIBLE BOND | 925550AB1 |
| — | SQUARE INC | 1,500,000 | $1.679M | 0.0% | $1.12 | — | — | CONVERTIBLE BOND | 852234AD5 |
| — | SOUTHERN CO/THE | 30,000 | $1.617M | 0.0% | $53.90 | — | — | CONVERTIBLE PRFD | 842587602 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.506M | 0.0% | $5.46 | — | — | COMMON STOCK | 67401P108 |
| — | INVACARE CORP | 1,524,000 | $1.498M | 0.0% | $0.98 | — | — | CONVERTIBLE BOND | 461203AF8 |
| — | BECTON DICKINSON AND CO | 21,050 | $1.377M | 0.0% | $65.42 | — | — | CONVERTIBLE PRFD | 075887208 |
| BELFA | BEL FUSE INC | 71,613 | $1.16M | 0.0% | $16.20 | — | — | COMMON STOCK | 077347201 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 940,000 | $1.136M | 0.0% | $1.21 | — | — | CONVERTIBLE BOND | 41068XAB6 |
| — | DOMINION ENERGY INC | 10,000 | $1.069M | 0.0% | $106.90 | — | — | CONVERTIBLE PRFD | 25746U133 |
| — | WELLS FARGO & CO | 721 | $1.045M | 0.0% | $1449.38 | — | — | CONVERTIBLE PRFD | 949746804 |
| FPI | FARMLAND PARTNERS INC | 130,000 | $881K | 0.0% | $6.78 | — | — | COMMON STOCK | 31154R109 |
| — | AQUA AMERICA INC | 13,000 | $810K | 0.0% | $62.31 | — | — | CONVERTIBLE PRFD | 03836W202 |
| SIGA | SIGA TECHNOLOGIES INC | 159,782 | $762K | 0.0% | $4.77 | — | — | COMMON STOCK | 826917106 |
| — | CAPITAL PRODUCT PARTNERS LP | 32,142 | $431K | 0.0% | $13.41 | — | — | COMMON STOCK | Y11082206 |
| DSSI | DIAMOND S SHIPPING INC | 22,076 | $369K | 0.0% | $16.71 | — | — | COMMON STOCK | Y20676105 |
| — | EXTRACTION OIL & GAS INC | 172,787 | $366K | 0.0% | $2.12 | — | — | COMMON STOCK | 30227M105 |
| — | US WELL SERVICES INC | 1,500,000 | $195K | 0.0% | $0.13 | — | — | WARRANT | 91274U119 |
| — | INFRASTRUCTURE & ENERGY ALTERNATIVES LLC | 18,926 | $60,000 | 0.0% | $3.17 | — | — | COMMON STOCK | 45686J104 |