Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Mar 4, 2021
Total Value: $5.101B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VST | VISTRA ENERGY CORP | 27,278,055 | $729M | 14.3% | $26.73 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 48,263,921 | $409M | 8.0% | $8.47 | — | — | COMMON STOCK | G89479102 |
| SBLK | STAR BULK CARRIERS CORP | 38,063,697 | $383M | 7.5% | $10.07 | — | — | COMMON STOCK | Y8162K204 |
| ALLY | ALLY FINANCIAL INC | 10,943,541 | $363M | 7.1% | $33.16 | — | — | COMMON STOCK | 02005N100 |
| — | CAESARS ENTERTAINMENT CORP | 15,250,000 | $178M | 3.5% | $11.66 | — | — | COMMON STOCK | 127686103 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 2,848,572 | $132M | 2.6% | $46.48 | — | — | ADR | 874039100 |
| NMIH | NMI HOLDINGS INC | 4,975,911 | $131M | 2.6% | $26.26 | — | — | COMMON STOCK | 629209305 |
| — | EAGLE BULK SHIPPING INC | 29,544,139 | $129M | 2.5% | $4.37 | — | — | COMMON STOCK | Y2187A143 |
| — | BERRY PETROLEUM CORP | 12,891,717 | $121M | 2.4% | $9.36 | — | — | COMMON STOCK | 08579X101 |
| — | INFINERA CORP | 20,975,384 | $114M | 2.2% | $5.45 | — | — | COMMON STOCK | 45667G103 |
| IBN | ICICI BANK LTD-SPON ADR | 8,365,394 | $102M | 2.0% | $12.18 | — | — | ADR | 45104G104 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 11,664,043 | $98.1M | 1.9% | $8.41 | — | — | ADR | 465562106 |
| SMH | VANECK VECTORS SEMICONDUCTOR ETF | 750,000 | $89.35M | 1.8% | $119.13 | — | — | PUT | 92189F676 |
| MU | MICRON TECHNOLOGY INC | 1,960,000 | $83.99M | 1.6% | $42.85 | — | — | PUT | 595112103 |
| — | EXANTAS CAPITAL CORP | 72,863,000 | $75.64M | 1.5% | $1.04 | — | — | CV SR UNSEC NT | 76120WAC8 |
| PBR/A | PETROLEO BRASIL-SP PREF ADR | 5,455,930 | $71.69M | 1.4% | $13.14 | — | — | ADR | 71654V101 |
| CMBT | EURONAV NV | 7,601,881 | $69.94M | 1.4% | $9.20 | — | — | COMMON STOCK | B38564108 |
| CCS | CENTURY COMMUNITIES INC | 1,819,003 | $55.72M | 1.1% | $30.63 | — | — | COMMON STOCK | 156504300 |
| — | CNOOC LTD-SPON ADR | 338,074 | $51.47M | 1.0% | $152.25 | — | — | ADR | 126132109 |
| — | BRF SA-ADR | 5,444,574 | $49.87M | 1.0% | $9.16 | — | — | ADR | 10552T107 |
| — | SUPER MICRO COMPUTER INC | 2,400,000 | $46.08M | 0.9% | $19.20 | — | — | COMMON STOCK | 86800U104 |
| — | ANGLOGOLD ASHANTI-SPON ADR | 2,400,512 | $43.86M | 0.9% | $18.27 | — | — | ADR | 035128206 |
| INFY | INFOSYS LTD-SP ADR | 3,587,835 | $40.8M | 0.8% | $11.37 | — | — | ADR | 456788108 |
| — | AZUL SA-ADR | 1,036,438 | $37.13M | 0.7% | $35.82 | — | — | ADR | 05501U106 |
| — | DISH NETWORK CORP | 37,584,000 | $34.53M | 0.7% | $0.92 | — | — | CV SR UNSEC NT | 25470MAB5 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,250,000 | $32.95M | 0.6% | $10.14 | — | — | COMMON STOCK | 55933J203 |
| PBR | PETROLEO BRASILEIRO-SPON ADR | 2,144,121 | $31.03M | 0.6% | $14.47 | — | — | ADR | 71654V408 |
| CX | CEMEX SAB DE CV | 7,611,460 | $29.84M | 0.6% | $3.92 | — | — | COMMON STOCK ADR | 151290889 |
| — | LAM RESEARCH CORP | 125,000 | $28.89M | 0.6% | $231.11 | — | — | PUT | 512807108 |
| — | BONANZA CREEK ENERGY INC | 1,283,452 | $28.73M | 0.6% | $22.39 | — | — | COMMON STOCK | 097793400 |
| — | TWO HARBORS INVESTMENT CORP | 27,471,000 | $28.32M | 0.6% | $1.03 | — | — | CV SR UNSEC NT | 90187BAA9 |
| MTG | MGIC INVESTMENT CORP | 2,220,000 | $27.93M | 0.5% | $12.58 | — | — | COMMON STOCK | 552848103 |
| — | SOLARCITY CORP | 27,039,000 | $26.79M | 0.5% | $0.99 | — | — | CV SR UNSEC NT | 83416TAC4 |
| — | COLONY CAPITAL INC | 26,997,000 | $26.73M | 0.5% | $0.99 | — | — | CV SR UNSEC NT REIT PNC | 19624RAB2 |
| — | TWITTER INC | 26,000,000 | $25.66M | 0.5% | $0.99 | — | — | CV SR UNSEC NT | 90184LAD4 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 24,174,000 | $24.61M | 0.5% | $1.02 | — | — | CV SR UNSEC NT | 03762UAB1 |
| — | PRA GROUP INC | 24,225,000 | $24.12M | 0.5% | $1.00 | — | — | CV SR UNSEC NT | 73640QAB1 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 22,855,000 | $23.93M | 0.5% | $1.05 | — | — | CV SR UNSEC NT | G81075AF3 |
| — | CARDTRONICS INC | 23,382,000 | $22.88M | 0.4% | $0.98 | — | — | CV SR UNSEC NT | 14161HAG3 |
| — | DISH NETWORK CORP | 25,767,000 | $22.74M | 0.4% | $0.88 | — | — | CV SR UNSEC NT | 25470MAD1 |
| — | VERSO CORP | 1,826,319 | $22.61M | 0.4% | $12.38 | — | — | COMMON STOCK | 92531L207 |
| — | SYNAPTICS INC | 23,314,000 | $21.77M | 0.4% | $0.93 | — | — | CV SR UNSEC NT PNC | 87157DAD1 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 20,175,000 | $21.11M | 0.4% | $1.05 | — | — | CV SR UNSEC NT | 48251KAB6 |
| — | MACQUARIE INFRASTRUCTURE CORP | 22,929,000 | $20.98M | 0.4% | $0.91 | — | — | CV SR UNSEC NT | 55608BAB1 |
| — | DYCOM INDUSTRIES INC | 21,734,000 | $20.96M | 0.4% | $0.96 | — | — | CV SR UNSEC NT | 267475AB7 |
| — | PENNYMAC CORP | 20,450,000 | $20.68M | 0.4% | $1.01 | — | — | CV SR UNSEC NT REIT | 70932AAB9 |
| — | WESTERN DIGITAL CORP | 21,315,000 | $20.51M | 0.4% | $0.96 | — | — | CV SR UNSEC NT PNC | 958102AP0 |
| — | MR COOPER GROUP INC | 1,927,544 | $20.47M | 0.4% | $10.62 | — | — | COMMON STOCK | 62482R107 |
| — | PATTERN ENERGY GROUP INC | 19,353,000 | $20.38M | 0.4% | $1.05 | — | — | CV SR UNSEC NT | 70338PAB6 |
| — | CIMAREX ENERGY CO | 415,735 | $19.93M | 0.4% | $47.94 | — | — | COMMON STOCK | 171798101 |
| — | HOPE BANCORP INC | 21,372,000 | $19.8M | 0.4% | $0.93 | — | — | CV SR UNSEC NT | 43940TAB5 |
| — | REDWOOD TRUST INC | 17,851,000 | $17.92M | 0.4% | $1.00 | — | — | CV SR UNSEC NT | 749772AB5 |
| AFYA | AFYA LTD-CLASS A | 697,554 | $17.89M | 0.4% | $25.64 | — | — | Common Stock | G01125106 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP | 17,217,000 | $17.39M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 95790DAA3 |
| NBIS | YANDEX NV-A | 488,857 | $17.11M | 0.3% | $35.01 | — | — | Common Stock | N97284108 |
| — | ENCORE CAPITAL GROUP INC | 17,216,000 | $16.93M | 0.3% | $0.98 | — | — | CV SR UNSEC NT | 292554AH5 |
| HUYA | HUYA INC-ADR | 712,025 | $16.83M | 0.3% | $23.64 | — | — | ADR | 44852D108 |
| — | NEW YORK MORTGAGE TRUST INC | 15,826,000 | $16.14M | 0.3% | $1.02 | — | — | CV SR UNSEC NT | 649604AD7 |
| YETI | YETI HOLDINGS INC | 537,629 | $15.05M | 0.3% | $28.00 | — | — | COMMON STOCK | 98585X104 |
| STKL | SUNOPTA INC | 8,092,699 | $14.57M | 0.3% | $1.80 | — | — | COMMON STOCK | 8676EP108 |
| — | SEACOR HOLDINGS INC | 14,448,000 | $14.33M | 0.3% | $0.99 | — | — | CV SR UNSEC NT CPDI | 81170YAB5 |
| — | FORESTAR GROUP INC | 13,665,000 | $13.76M | 0.3% | $1.01 | — | — | CV SR UNSEC NT | 346232AB7 |
| YPF | YPF S.A.-SPONSORED ADR | 1,442,103 | $13.34M | 0.3% | $9.25 | — | — | ADR | 984245100 |
| TEO | TELECOM ARGENTINA SA | 1,310,500 | $13.11M | 0.3% | $10.00 | — | — | COMMON STOCK ADR | 879273209 |
| — | LIGAND PHARMACEUTICALS INC | 15,368,000 | $12.85M | 0.3% | $0.84 | — | — | CV SR UNSEC NT | 53220KAF5 |
| — | GREENBRIER COS INC/THE | 13,292,000 | $12.71M | 0.2% | $0.96 | — | — | CV SR UNSEC NT | 393657AK7 |
| — | AK STEEL CORP | 12,610,000 | $12.67M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 001546AP5 |
| — | TPG SPECIALTY LENDING INC | 12,516,000 | $12.65M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87265KAB8 |
| — | MICROCHIP TECHNOLOGY INC | 9,767,000 | $12.6M | 0.2% | $1.29 | — | — | CV SR SUB NT | 595017AF1 |
| QGEN 1 11/13/24 | QIAGEN NV | 11,600,000 | $12.04M | 0.2% | $1.04 | — | — | CV SR UNSEC NT REG S | N72482AT4 |
| — | HERCULES CAPITAL INC | 11,060,000 | $11.35M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 427096AF9 |
| TSQ | TOWNSQUARE MEDIA INC | 1,595,224 | $11.21M | 0.2% | $7.03 | — | — | COMMON STOCK | 892231101 |
| — | SSR MINING INC | 10,769,000 | $11.03M | 0.2% | $1.02 | — | — | CV SR UNSEC NT PNC | 82823LAC0 |
| — | NUANCE COMMUNICATIONS INC | 11,238,000 | $10.99M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 67020YAF7 |
| IHRT | IHEARTMEDIA INC | 715,247 | $10.73M | 0.2% | $15.00 | — | — | COMMON STOCK CLASS A | 45174J509 |
| — | PATRICK INDUSTRIES INC | 11,604,000 | $10.53M | 0.2% | $0.91 | — | — | CV SR UNSEC NT | 703343AB9 |
| PAM | PAMPA ENERGIA SA | 593,000 | $10.3M | 0.2% | $17.36 | — | — | COMMON STOCK ADR | 697660207 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,208,000 | $10.26M | 0.2% | $8.49 | — | — | COMMON STOCK ADR | 893870204 |
| — | GOLDMAN SACHS BDC INC | 9,895,000 | $10.18M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 38147UAB3 |
| — | TESLA INC | 10,000,000 | $10.17M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 88160RAD3 |
| — | PDC ENERGY INC | 10,844,000 | $10.05M | 0.2% | $0.93 | — | — | CV SR UNSEC NT | 69327RAD3 |
| — | TUTOR PERINI CORP | 10,405,000 | $9.93M | 0.2% | $0.95 | — | — | CV SR UNSEC NT PNC | 901109AD0 |
| — | ECHO GLOBAL LOGISTICS INC | 9,850,000 | $9.85M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 27875TAA9 |
| VIST | VISTA OIL & GAS SAB DE CV | 1,880,000 | $9.72M | 0.2% | $5.17 | — | — | COMMON STOCK ADR | 92837L109 |
| — | ARBOR REALTY TRUST INC | 8,942,000 | $9.577M | 0.2% | $1.07 | — | — | CV SR UNSEC NT | 038923AH1 |
| — | VEECO INSTRUMENTS INC | 10,516,000 | $9.414M | 0.2% | $0.90 | — | — | CV SR UNSEC NT PNC | 922417AD2 |
| — | GCI LIBERTY INC | 150,000 | $9.311M | 0.2% | $62.07 | — | — | COMMON STOCK | 36164V305 |
| — | BLACKROCK TCP CAPITAL CORP | 8,773,000 | $8.851M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 87238QAB9 |
| — | TESLA INC | 8,365,000 | $8.181M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 88160RAC5 |
| PCG | PG&E CORP | 815,000 | $8.15M | 0.2% | $10.00 | — | — | COMMON STOCK | 69331C108 |
| — | SM ENERGY CO | 8,144,000 | $7.385M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 78454LAM2 |
| — | PENN VIRGINIA CORP | 248,979 | $7.238M | 0.1% | $29.07 | — | — | COMMON STOCK | 70788V102 |
| BELFB | BEL FUSE INC | 462,679 | $6.954M | 0.1% | $15.03 | — | — | COMMON STOCK | 077347300 |
| — | GOLAR LNG LTD | 7,859,000 | $6.87M | 0.1% | $0.87 | — | — | CV SR UNSEC NT | 38046YAB7 |
| — | NEVRO CORP | 5,653,000 | $6.498M | 0.1% | $1.15 | — | — | CV SR UNSEC NT | 64157FAA1 |
| — | NEW MOUNTAIN FINANCE CORP | 6,162,000 | $6.471M | 0.1% | $1.05 | — | — | CV SR UNSEC NT | 647551AC4 |
| — | NABORS INDUSTRIES INC | 9,555,000 | $6.134M | 0.1% | $0.64 | — | — | CV SR UNSEC NT | 62957HAB1 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 6,030,000 | $6.103M | 0.1% | $1.01 | — | — | CV SR UNSEC NT PNC | 42330PAH0 |
| — | VISHAY INTERTECHNOLOGY INC | 6,410,000 | $6.009M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 928298AP3 |
| — | CALAMP CORP | 6,059,000 | $5.938M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 128126AB5 |
| — | BOOKING HOLDINGS INC | 5,000,000 | $5.81M | 0.1% | $1.16 | — | — | CV SR UNSEC NT | 741503AX4 |
| — | RADIUS HEALTH INC | 6,315,000 | $5.757M | 0.1% | $0.91 | — | — | CV SR UNSEC NT PNC | 750469AA6 |
| — | ZILLOW GROUP INC | 6,314,000 | $5.576M | 0.1% | $0.88 | — | — | CV SR UNSEC NT PNC | 98954MAC5 |
| TV | GRUPO TELEVISA SAB | 566,000 | $5.536M | 0.1% | $9.78 | — | — | COMMON STOCK ADR | 40049J206 |
| — | CALAMP CORP | 6,600,000 | $5.402M | 0.1% | $0.82 | — | — | CV SR UNSEC NT PNC | 128126AD1 |
| — | DERMIRA INC | 6,380,000 | $5.388M | 0.1% | $0.84 | — | — | CV SR UNSEC NT | 24983LAB0 |
| — | TWITTER INC | 5,014,000 | $5.319M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 90184LAF9 |
| — | VIAVI SOLUTIONS INC | 4,315,000 | $5.315M | 0.1% | $1.23 | — | — | CV SR UNSEC NT | 925550AB1 |
| — | PALO ALTO NETWORKS INC | 5,000,000 | $5.283M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 697435AD7 |
| — | GNC HOLDINGS INC | 5,639,000 | $5.247M | 0.1% | $0.93 | — | — | CV SR UNSEC NT | 36191GAB3 |
| — | FLEXION THERAPEUTICS INC | 5,609,000 | $5.05M | 0.1% | $0.90 | — | — | CV SR UNSEC NT PNC | 33938JAB2 |
| — | INTERCEPT PHARMACEUTICALS INC | 5,828,000 | $5.041M | 0.1% | $0.86 | — | — | CV SR UNSEC NT PNC | 45845PAA6 |
| — | NRG ENERGY INC | 4,430,000 | $4.989M | 0.1% | $1.13 | — | — | CV SR UNSEC NT | 629377CG5 |
| — | STONEMOR PARTNERS LP | 4,477,857 | $4.97M | 0.1% | $1.11 | — | — | COMMON STOCK | 86183Q100 |
| — | VITAMIN SHOPPE INC | 4,895,000 | $4.895M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 92849EAB7 |
| — | ALTABA INC | 241,933 | $4.713M | 0.1% | $19.48 | — | — | COMMON STOCK | 021346101 |
| — | HUAZHU GROUP LTD | 4,400,000 | $4.579M | 0.1% | $1.04 | — | — | CV SR UNSEC NT | 16949NAC3 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 3,522,000 | $4.42M | 0.1% | $1.25 | — | — | CV SR UNSEC NT (LMCK/FWONK) | 531229AF9 |
| — | FIREEYE INC | 4,314,000 | $4.271M | 0.1% | $0.99 | — | — | CV SR UNSEC NT | 31816QAB7 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 1,681,898 | $4.239M | 0.1% | $2.52 | — | — | COMMON STOCK | 18453H106 |
| — | SPLUNK INC | 3,905,000 | $4.216M | 0.1% | $1.08 | — | — | CV SR UNSEC NT PNC | 848637AC8 |
| — | LUMENTUM HOLDINGS INC | 3,596,000 | $4.179M | 0.1% | $1.16 | — | — | CV SR UNSEC NT | 55024UAB5 |
| — | ARES CAPITAL CORP | 3,946,000 | $4.17M | 0.1% | $1.06 | — | — | CV SR UNSEC NT | 04010LAW3 |
| — | VEON LTD | 1,678,900 | $4.03M | 0.1% | $2.40 | — | — | COMMON STOCK ADR | 91822M106 |
| — | GUIDEWIRE SOFTWARE INC | 3,500,000 | $4.025M | 0.1% | $1.15 | — | — | CV SR UNSEC NT PNC | 40171VAA8 |
| — | REDFIN CORP | 3,952,000 | $3.636M | 0.1% | $0.92 | — | — | CV SR UNSEC NT PNC | 75737FAA6 |
| — | GREEN PLAINS INC | 4,364,000 | $3.583M | 0.1% | $0.82 | — | — | CV SR UNSEC NT PNC | 393222AF1 |
| — | NEUROCRINE BIOSCIENCES INC | 2,500,000 | $3.431M | 0.1% | $1.37 | — | — | CV SR UNSEC NT PNC | 64125CAD1 |
| — | J2 GLOBAL INC | 2,410,000 | $3.423M | 0.1% | $1.42 | — | — | CV SR UNSEC NT CPDI | 48123VAC6 |
| — | OAKTREE ACQUISITION CORP | 4,016,667 | $3.413M | 0.1% | $0.85 | — | — | WARRANT | G67145113 |
| — | ON SEMICONDUCTOR CORP | 2,870,000 | $3.357M | 0.1% | $1.17 | — | — | CV SR UNSEC NT | 682189AK1 |
| — | INSMED INC | 3,935,000 | $3.299M | 0.1% | $0.84 | — | — | CV SR UNSEC NT PNC | 457669AA7 |
| — | BLACKROCK CAPITAL INVESTMENT CORP | 3,270,000 | $3.254M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 092533AC2 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.234M | 0.1% | $8.25 | — | — | COMMON STOCK | 67402D104 |
| — | TEVA PHARMACEUTICAL FINANCE CO LLC | 3,480,000 | $3.169M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 88163VAE9 |
| — | BECTON DICKINSON AND CO | 51,050 | $3.161M | 0.1% | $61.92 | — | — | 6.125% CV PFD | 075887208 |
| — | II-VI INC | 3,000,000 | $3.105M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 902104AB4 |
| — | NUVASIVE INC | 2,585,000 | $3.063M | 0.1% | $1.18 | — | — | CV SR UNSEC NT PNC | 670704AG0 |
| — | CROWN CASTLE INTERNATIONAL CORP | 2,402 | $3.031M | 0.1% | $1261.87 | — | — | 6.875% CV PFD | 22822V309 |
| — | MARRIOTT VACATIONS WORLDWIDE CORP | 3,000,000 | $3.022M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 57164YAB3 |
| — | NUANCE COMMUNICATIONS INC | 3,000,000 | $3.014M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 67020YAG5 |
| — | NEXTERA ENERGY INC | 60,000 | $3.009M | 0.1% | $50.15 | — | — | 4.872% CV PFD | 65339F796 |
| — | INVITATION HOMES (IH MERGER SUB LLC) | 2,236,000 | $2.981M | 0.1% | $1.33 | — | — | CV SR UNSEC NT | 19625XAB8 |
| — | BANK OF AMERICA CORP | 1,960 | $2.938M | 0.1% | $1498.98 | — | — | 7.250000% CV PFD PERPETUAL PNC | 060505682 |
| — | HCI GROUP INC | 2,897,000 | $2.892M | 0.1% | $1.00 | — | — | CV SR UNSEC NT | 40416EAD5 |
| — | SEMPRA ENERGY | 24,350 | $2.865M | 0.1% | $117.66 | — | — | 6.75% CV PFD | 816851505 |
| — | HORIZON PHARMA INVESTMENT LTD | 2,425,000 | $2.832M | 0.1% | $1.17 | — | — | CV SR UNSEC NT PNC | 44052TAB7 |
| — | SILICON LABORATORIES INC | 2,165,000 | $2.825M | 0.1% | $1.30 | — | — | CV SR UNSEC NT PNC | 826919AB8 |
| — | MEDICINES CO/THE | 2,285,000 | $2.765M | 0.1% | $1.21 | — | — | CV SR UNSEC NT PNC | 584688AG0 |
| — | MOMO INC | 3,000,000 | $2.716M | 0.1% | $0.91 | — | — | CV SR UNSEC NT | 60879BAB3 |
| — | OIL STATES INTERNATIONAL INC | 3,137,000 | $2.637M | 0.1% | $0.84 | — | — | CV SR UNSEC NT PNC | 678026AH8 |
| — | STARWOOD PROPERTY TRUST INC | 2,500,000 | $2.594M | 0.1% | $1.04 | — | — | CV SR UNSEC NT | 85571BAH8 |
| AMPY | AMPLIFY ENERGY CORP | 410,750 | $2.534M | 0.0% | $6.17 | — | — | COMMON STOCK | 03212B103 |
| — | INPHI CORP | 2,000,000 | $2.487M | 0.0% | $1.24 | — | — | CV SR UNSEC NT | 45772FAC1 |
| — | FTI CONSULTING INC | 1,997,000 | $2.441M | 0.0% | $1.22 | — | — | CV SR UNSEC NT | 302941AP4 |
| — | OI SA | 2,201,646 | $2.421M | 0.0% | $1.10 | — | — | COMMON STOCK ADR | 670851500 |
| — | MOBILE TELESYSTEMS PJSC | 298,500 | $2.418M | 0.0% | $8.10 | — | — | COMMON STOCK ADR | 607409109 |
| — | ENCORE CAPITAL EUROPE FINANCE LTD | 2,250,000 | $2.326M | 0.0% | $1.03 | — | — | CV SR UNSEC NT | 29260UAA5 |
| — | CSG SYSTEMS INTERNATIONAL INC | 2,000,000 | $2.271M | 0.0% | $1.14 | — | — | CV SR UNSEC NT PNC | 126349AF6 |
| — | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 1,970,000 | $2.205M | 0.0% | $1.12 | — | — | CV SR UNSEC NT | 41068XAB6 |
| — | DANAHER CORP | 1,930 | $2.201M | 0.0% | $1140.41 | — | — | 4.75% CV PFD | 235851300 |
| — | JAZZ INVESTMENTS I LTD | 2,190,000 | $2.2M | 0.0% | $1.00 | — | — | CV SR UNSEC NT PNC | 472145AB7 |
| — | QTS REALTY TRUST INC | 17,990 | $2.186M | 0.0% | $121.51 | — | — | 6.500000% CV PFD PERPETUAL PNC | 74736A301 |
| — | RH | 2,000,000 | $2.169M | 0.0% | $1.08 | — | — | CV SR UNSEC NT | 74967XAA1 |
| — | SUNPOWER CORP | 2,374,000 | $2.16M | 0.0% | $0.91 | — | — | CV SR UNSEC NT | 867652AL3 |
| INDA | ISHARES MSCI INDIA ETF | 64,000 | $2.151M | 0.0% | $33.61 | — | — | ETP | 46429B598 |
| — | SOUTHERN CO/THE | 40,000 | $2.14M | 0.0% | $53.50 | — | — | 6.75% CV PFD | 842587602 |
| — | OSI SYSTEMS INC | 1,855,000 | $2.084M | 0.0% | $1.12 | — | — | CV SR UNSEC NT PNC | 671044AD7 |
| — | ASSERTIO THERAPEUTICS INC | 2,780,000 | $2.077M | 0.0% | $0.75 | — | — | CV SR UNSEC NT PNC | 249908AA2 |
| — | PRA GROUP INC | 2,000,000 | $2.037M | 0.0% | $1.02 | — | — | CV SR UNSEC NT PNC | 69354NAB2 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,905,000 | $1.993M | 0.0% | $1.05 | — | — | CV SR UNSEC NT | 09257WAB6 |
| — | REPLIGEN CORP | 2,000,000 | $1.988M | 0.0% | $0.99 | — | — | CV SR UNSEC NT | 759916AB5 |
| — | ASSERTIO THERAPEUTICS INC | 1,492,455 | $1.91M | 0.0% | $1.28 | — | — | COMMON STOCK | 04545L107 |
| — | WHITING PETROLEUM CORP | 1,685,000 | $1.651M | 0.0% | $0.98 | — | — | CV SR UNSEC NT | 966387AL6 |
| — | INVACARE CORP | 1,745,000 | $1.648M | 0.0% | $0.94 | — | — | CV SR UNSEC NT | 461203AF8 |
| — | EXACT SCIENCES CORP | 1,492,000 | $1.617M | 0.0% | $1.08 | — | — | CV SR UNSEC NT | 30063PAB1 |
| — | DOMINION ENERGY INC | 15,000 | $1.586M | 0.0% | $105.73 | — | — | 7.25% CV PFD | 25746U133 |
| — | IONIS PHARMACEUTICALS INC | 1,386,000 | $1.583M | 0.0% | $1.14 | — | — | CV SR UNSEC NT | 464337AJ3 |
| — | AKAMAI TECHNOLOGIES INC | 1,375,000 | $1.581M | 0.0% | $1.15 | — | — | CV SR UNSEC NT | 00971TAJ0 |
| — | SCORPIO TANKERS INC | 1,485,000 | $1.579M | 0.0% | $1.06 | — | — | CV SR UNSEC NT | 80918TAB5 |
| — | MERITOR INC | 1,595,000 | $1.565M | 0.0% | $0.98 | — | — | CV SR UNSEC NT | 59001KAF7 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.43M | 0.0% | $5.18 | — | — | COMMON STOCK | 67401P108 |
| — | AMERICAN ELECTRIC POWER CO INC | 24,550 | $1.352M | 0.0% | $55.07 | — | — | 6.125% CV PFD | 025537127 |
| FPI | FARMLAND PARTNERS INC | 200,000 | $1.336M | 0.0% | $6.68 | — | — | COMMON STOCK REIT | 31154R109 |
| — | LIVE NATION ENTERTAINMENT INC | 1,125,000 | $1.322M | 0.0% | $1.18 | — | — | CV SR UNSEC NT | 538034AQ2 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 212,000 | $1.219M | 0.0% | $5.75 | — | — | COMMON STOCK ADR | 54150E104 |
| — | SQUARE INC | 1,000,000 | $1.115M | 0.0% | $1.11 | — | — | CV SR UNSEC NT | 852234AD5 |
| — | WIX.COM LTD | 990,000 | $1.102M | 0.0% | $1.11 | — | — | CV SR UNSEC NT | 92940WAB5 |
| — | WELLS FARGO & CO | 721 | $1.098M | 0.0% | $1522.88 | — | — | 7.500000% CV PFD PERPETUAL PNC | 949746804 |
| — | WEIBO CORP | 1,160,000 | $1.09M | 0.0% | $0.94 | — | — | CV SR UNSEC NT | 948596AC5 |
| BELFA | BEL FUSE INC | 71,613 | $987K | 0.0% | $13.78 | — | — | COMMON STOCK | 077347201 |
| SIGA | SIGA TECHNOLOGIES INC | 159,782 | $817K | 0.0% | $5.11 | — | — | COMMON STOCK | 826917106 |
| — | ILLUMINA INC | 600,000 | $797K | 0.0% | $1.33 | — | — | CV SR UNSEC NT | 452327AH2 |
| — | AQUA AMERICA INC | 13,000 | $787K | 0.0% | $60.54 | — | — | 6.00 CV PFD PNC | 03836W202 |
| — | CINCINNATI BELL INC | 132,500 | $671K | 0.0% | $5.06 | — | — | COMMON STOCK | 171871502 |
| SD | SANDRIDGE ENERGY INC | 135,000 | $634K | 0.0% | $4.70 | — | — | COMMON STOCK | 80007P869 |
| — | EXTRACTION OIL & GAS INC | 172,787 | $509K | 0.0% | $2.95 | — | — | COMMON STOCK | 30227M105 |
| — | US WELL SERVICES INC | 1,500,000 | $450K | 0.0% | $0.30 | — | — | WARRANT STRIKE 5.75 EXP 11/09/2023 | 91274U119 |
| — | CAPITAL PRODUCT PARTNERS LP | 32,142 | $343K | 0.0% | $10.67 | — | — | COMMON STOCK | Y11082206 |
| DSSI | DIAMOND S SHIPPING INC | 22,076 | $243K | 0.0% | $11.01 | — | — | COMMON STOCK | Y20676105 |
| — | ULTRA PETROLEUM CORP | 590,799 | $133K | 0.0% | $0.23 | — | — | COMMON STOCK | 903914208 |
| — | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | 18,926 | $88,000 | 0.0% | $4.65 | — | — | COMMON STOCK | 45686J104 |