Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: Jun 4, 2021
Total Value: $7.184B (83.9% shares, 16.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SBLK | STAR BULK CARRIERS CORP | 39,006,017 | $573M | 8.0% | $14.68 | — | — | COMMON STOCK | Y8162K204 |
| VST | VISTRA CORP | 29,936,602 | $529M | 7.4% | $17.68 | — | — | COMMON STOCK | 92840M102 |
| EXE | CHESAPEAKE ENERGY CORP | 11,939,117 | $518M | 7.2% | $43.39 | — | — | COMMON STOCK | 165167735 |
| ALLY | ALLY FINANCIAL INC | 11,174,687 | $505M | 7.0% | $45.21 | — | — | COMMON STOCK | 02005N100 |
| TRMD | TORM PLC | 53,812,988 | $492M | 6.8% | $9.13 | — | — | COMMON STOCK | G89479102 |
| COLD | AMERICOLD REALTY TRUST | 11,771,646 | $453M | 6.3% | $38.47 | — | — | COMMON STOCK | 03064D108 |
| STKL | SUNOPTA INC | 20,726,126 | $306M | 4.3% | $14.77 | — | — | COMMON STOCK | 8676EP108 |
| PCG | PG&E CORP | 22,500,000 | $263M | 3.7% | $11.71 | — | — | COMMON STOCK | 69331C108 |
| — | INFINERA CORP | 25,175,384 | $242M | 3.4% | $9.63 | — | — | COMMON STOCK | 45667G103 |
| SHLS | SHOALS TECHNOLOGIES GROUP INC | 4,977,751 | $173M | 2.4% | $34.78 | — | — | COMMON STOCK | 82489W107 |
| CX | CEMEX SAB DE CV | 23,951,583 | $167M | 2.3% | $6.97 | — | — | COMMON STOCK | 151290889 |
| — | EAGLE BULK SHIPPING INC | 3,887,224 | $140M | 2.0% | $36.12 | — | — | COMMON STOCK | Y2187A150 |
| ITUB | ITAU UNIBANCO HOLDING SA | 25,086,742 | $124M | 1.7% | $4.96 | — | — | COMMON STOCK | 465562106 |
| NMIH | NMI HOLDINGS INC | 4,865,000 | $115M | 1.6% | $23.64 | — | — | COMMON STOCK | 629209305 |
| — | SUPER MICRO COMPUTER INC | 2,850,000 | $111M | 1.5% | $39.06 | — | — | COMMON STOCK | 86800U104 |
| VALE | VALE SA | 6,368,157 | $111M | 1.5% | $17.38 | — | — | COMMON STOCK | 91912E105 |
| IBN | ICICI BANK LTD | 5,167,262 | $82.83M | 1.2% | $16.03 | — | — | COMMON STOCK | 45104G104 |
| PBR | PETROLEO BRASILEIRO SA | 9,548,807 | $80.97M | 1.1% | $8.48 | — | — | COMMON STOCK | 71654V408 |
| BBD | BANCO BRADESCO SA | 15,815,882 | $74.33M | 1.0% | $4.70 | — | — | COMMON STOCK | 059460303 |
| — | ANGLOGOLD ASHANTI LTD | 3,370,107 | $74.04M | 1.0% | $21.97 | — | — | COMMON STOCK | 035128206 |
| — | BERRY CORP | 12,913,313 | $71.15M | 1.0% | $5.51 | — | — | COMMON STOCK | 08579X101 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,831,537 | $70.5M | 1.0% | $24.90 | — | — | COMMON STOCK | 55933J203 |
| EQR | EQUITY RESIDENTIAL | 927,000 | $66.4M | 0.9% | $71.63 | — | — | COMMON STOCK | 29476L107 |
| KRC | KILROY REALTY CORP | 910,011 | $59.72M | 0.8% | $65.63 | — | — | COMMON STOCK | 49427F108 |
| — | EAGLE BULK SHIPPING INC | 49,130,000 | $54.59M | 0.8% | $1.11 | — | — | CONVERTIBLE BOND | 269442AB5 |
| — | MR COOPER GROUP INC | 1,507,286 | $52.39M | 0.7% | $34.76 | — | — | COMMON STOCK | 62482R107 |
| — | Liberty Global PLC | 2,000,000 | $51.08M | 0.7% | $25.54 | — | — | COMMON STOCK | G5480U120 |
| — | ACRES COMMERCIAL REALTY CORP | 53,691,000 | $51.01M | 0.7% | $0.95 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| HIMS | HIMS & HERS HEALTH INC | 3,773,437 | $49.92M | 0.7% | $13.23 | — | — | COMMON STOCK | 433000106 |
| — | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | 1,643,110 | $46.32M | 0.6% | $28.19 | — | — | COMMON STOCK | 34960P101 |
| — | AZUL SA | 2,133,957 | $43.09M | 0.6% | $20.19 | — | — | COMMON STOCK | 05501U106 |
| MTG | MGIC INVESTMENT CORP | 3,020,000 | $41.83M | 0.6% | $13.85 | — | — | COMMON STOCK | 552848103 |
| — | EXTRACTION OIL & GAS INC | 1,113,995 | $40.04M | 0.6% | $35.94 | — | — | COMMON STOCK | 30227M303 |
| — | UNITI GROUP INC | 3,397,592 | $37.48M | 0.5% | $11.03 | — | — | COMMON STOCK | 91325V108 |
| BATL | BATTALION OIL CORP | 3,009,912 | $32.75M | 0.5% | $10.88 | — | — | COMMON STOCK | 07134L107 |
| — | DISH NETWORK CORP | 33,604,000 | $32.39M | 0.5% | $0.96 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| AFYA | AFYA LTD | 1,661,906 | $30.89M | 0.4% | $18.59 | — | — | COMMON STOCK | G01125106 |
| — | ARBOR REALTY TRUST INC | 26,063,000 | $27.27M | 0.4% | $1.05 | — | — | CONVERTIBLE BOND | 038923AP3 |
| — | FIREEYE INC | 27,378,000 | $27.25M | 0.4% | $1.00 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| — | CIMAREX ENERGY CO | 415,735 | $24.69M | 0.3% | $59.39 | — | — | COMMON STOCK | 171798101 |
| TV | GRUPO TELEVISA SAB | 2,596,801 | $23.01M | 0.3% | $8.86 | — | — | COMMON STOCK | 40049J206 |
| — | FORTIVE CORP | 22,298,000 | $22.71M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 34959JAK4 |
| — | SUPERNUS PHARMACEUTICALS INC | 22,802,000 | $22.09M | 0.3% | $0.97 | — | — | CONVERTIBLE BOND | 868459AD0 |
| — | BLACKSTONE MORTGAGE TRUST INC | 20,279,000 | $20.82M | 0.3% | $1.03 | — | — | CONVERTIBLE BOND | 09257WAB6 |
| — | STARWOOD PROPERTY TRUST INC | 18,487,000 | $19.35M | 0.3% | $1.05 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| — | HOPE BANCORP INC | 19,342,000 | $19.07M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 17,987,000 | $18.1M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| — | DISH NETWORK CORP | 18,334,000 | $17.69M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | WESTERN DIGITAL CORP | 17,230,000 | $17.68M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 958102AP0 |
| MELI | MERCADOLIBRE INC | 11,998 | $17.66M | 0.2% | $1472.16 | — | — | COMMON STOCK | 58733R102 |
| — | INTERCEPT PHARMACEUTICALS INC | 21,435,000 | $17.55M | 0.2% | $0.82 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| — | GREENBRIER COS INC/THE | 16,047,000 | $17.53M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 393657AK7 |
| — | MFA FINANCIAL INC | 17,395,000 | $17.39M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 55272XAA0 |
| — | NUTANIX INC | 16,341,000 | $16.02M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 67059NAB4 |
| — | LIGAND PHARMACEUTICALS INC | 15,259,000 | $15.91M | 0.2% | $1.04 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 15,647,000 | $15.83M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 70932AAD5 |
| EXEEL | CHESAPEAKE ENERGY CORP | 916,741 | $15.58M | 0.2% | $17.00 | — | — | Call | 165167180 |
| — | GOLDMAN SACHS BDC INC | 14,993,000 | $15.5M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | PLURALSIGHT INC | 15,689,999 | $15.49M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 72941BAB2 |
| — | COLONY CAPITAL INC | 14,915,000 | $15.06M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 19624RAA4 |
| — | HERCULES CAPITAL INC | 14,548,000 | $14.91M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 427096AF9 |
| — | ARES CAPITAL CORP | 13,431,000 | $14.66M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 14,221,000 | $14.65M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| — | NEW MOUNTAIN FINANCE CORP | 13,536,000 | $14.18M | 0.2% | $1.05 | — | — | CONVERTIBLE BOND | 647551AC4 |
| — | MACQUARIE INFRASTRUCTURE CORP | 14,373,000 | $14.12M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| — | INNOVIVA INC | 13,630,000 | $13.69M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 88338TAB0 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $13.06M | 0.2% | $150.14 | — | — | COMMON STOCK | 530307305 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 12,859,000 | $12.92M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | G81075AF3 |
| — | JAZZ PHARMACEUTICALS PLC | 12,479,000 | $12.8M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 472145AB7 |
| — | REDWOOD TRUST INC | 12,680,000 | $12.7M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 749772AD1 |
| — | SPIRIT REALTY CAPITAL INC | 12,385,000 | $12.62M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 84860WAB8 |
| PAM | PAMPA ENERGIA SA | 849,000 | $12.6M | 0.2% | $14.84 | — | — | COMMON STOCK | 697660207 |
| TEO | TELECOM ARGENTINA SA | 2,260,500 | $12.48M | 0.2% | $5.52 | — | — | COMMON STOCK | 879273209 |
| — | NEW RELIC INC | 11,765,000 | $11.5M | 0.2% | $0.98 | — | — | CONVERTIBLE BOND | 64829BAB6 |
| — | ALTERYX INC | 11,956,000 | $11.29M | 0.2% | $0.94 | — | — | CONVERTIBLE BOND | 02156BAD5 |
| — | NUVASIVE INC | 10,928,000 | $11.19M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 670704AJ4 |
| — | PRECIGEN INC | 12,950,000 | $11.11M | 0.2% | $0.86 | — | — | CONVERTIBLE BOND | 46122TAA0 |
| — | ARES CAPITAL CORP | 10,336,000 | $10.66M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 04010LAT0 |
| — | VISHAY INTERTECHNOLOGY INC | 9,520,999 | $10.38M | 0.1% | $1.09 | — | — | CONVERTIBLE BOND | 928298AP3 |
| — | LIBERTY LATIN AMERICA LTD | 10,479,000 | $10.37M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 53069QAB5 |
| — | NEW YORK MORTGAGE TRUST INC | 9,829,000 | $10.08M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 649604AD7 |
| — | TILRAY INC | 10,761,000 | $9.987M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 88688TAB6 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,994,729 | $9.634M | 0.1% | $4.83 | — | — | COMMON STOCK | 893870204 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,855,000 | $9.627M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | SEACOR HOLDINGS INC | 9,593,000 | $9.461M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 811904AM3 |
| QGEN 1 11/13/24 | Qiagen NV | 7,800,000 | $9.383M | 0.1% | $1.20 | — | — | CONVERTIBLE BOND | N72482AT4 |
| — | BLACKROCK TCP CAPITAL CORP | 9,113,000 | $9.375M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 87238QAD5 |
| — | TRAVERE THERAPEUTICS INC | 8,986,000 | $9.289M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 761299AB2 |
| BELFB | BEL FUSE INC | 462,679 | $9.202M | 0.1% | $19.89 | — | — | COMMON STOCK | 077347300 |
| — | EZCORP INC | 11,161,000 | $9.145M | 0.1% | $0.82 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | BOOKING HOLDINGS INC | 7,733,000 | $9.082M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 741503AX4 |
| — | WEIBO CORP | 9,292,000 | $8.978M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | AKAMAI TECHNOLOGIES INC | 7,995,000 | $8.709M | 0.1% | $1.09 | — | — | CONVERTIBLE BOND | 00971TAL5 |
| — | GOLAR LNG LTD | 8,493,000 | $8.271M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | PRETIUM RESOURCES INC | 8,010,000 | $8.26M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 74139CAB8 |
| — | BENEFITFOCUS INC | 8,769,000 | $8.063M | 0.1% | $0.92 | — | — | CONVERTIBLE BOND | 08180DAB2 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,133,000 | $8.02M | 0.1% | $2.56 | — | — | COMMON STOCK | 92837L109 |
| — | EURONET WORLDWIDE INC | 7,000,000 | $8.01M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 298736AL3 |
| — | JAZZ PHARMACEUTICALS PLC | 7,193,000 | $7.799M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 472145AD3 |
| — | TWITTER INC | 7,374,000 | $7.664M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 90184LAD4 |
| — | VEECO INSTRUMENTS INC | 7,806,000 | $7.654M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 922417AD2 |
| — | PEBBLEBROOK HOTEL TRUST | 6,500,000 | $7.637M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 70509VAA8 |
| — | AURORA CANNABIS INC | 8,608,000 | $7.618M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 05156XAG3 |
| BAK | BRASKEM SA | 519,550 | $7.388M | 0.1% | $14.22 | — | — | COMMON STOCK | 105532105 |
| — | PATRICK INDUSTRIES INC | 6,270,000 | $7.375M | 0.1% | $1.18 | — | — | CONVERTIBLE BOND | 703343AB9 |
| ASC | ARDMORE SHIPPING CORP | 1,600,000 | $7.264M | 0.1% | $4.54 | — | — | COMMON STOCK | Y0207T100 |
| — | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | 431,184 | $7.028M | 0.1% | $16.30 | — | — | COMMON STOCK | 45686J104 |
| — | PDC ENERGY INC | 6,767,000 | $6.775M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 69327RAD3 |
| — | RADIUS HEALTH INC | 7,173,000 | $6.697M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 750469AA6 |
| — | THERAVANCE BIOPHARMA INC | 6,543,000 | $6.657M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 88339KAA0 |
| — | PROOFPOINT INC | 6,000,000 | $6.431M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 743424AF0 |
| — | SCORPIO TANKERS INC | 6,361,000 | $6.329M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 80918TAB5 |
| — | DYCOM INDUSTRIES INC | 5,780,000 | $6.318M | 0.1% | $1.09 | — | — | CONVERTIBLE BOND | 267475AB7 |
| — | MOMO INC | 7,173,000 | $6.307M | 0.1% | $0.88 | — | — | CONVERTIBLE BOND | 60879BAB3 |
| — | SSR MINING INC | 5,357,999 | $6.295M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 784730AB9 |
| — | INTEGRA LIFESCIENCES HOLDINGS CORP | 5,400,000 | $6.031M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 457985AM1 |
| — | EVOLENT HEALTH INC | 5,526,000 | $5.967M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 30050BAB7 |
| — | TEAM INC | 5,926,000 | $5.874M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 878155AE0 |
| — | SFL CORP LTD | 5,990,000 | $5.855M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 824689AG8 |
| — | OAKTREE ACQUISITION CORP II | 4,666,667 | $5.833M | 0.1% | $1.25 | — | — | WARRANT | G6715X111 |
| — | GREENLIGHT CAPITAL RE LTD | 6,221,000 | $5.766M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 395366AB3 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 5,780,000 | $5.586M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 42330PAJ6 |
| — | HERBALIFE NUTRITION LTD | 5,341,000 | $5.578M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| — | IQIYI INC | 5,900,000 | $5.475M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 46267XAD0 |
| — | CYBERARK SOFTWARE LTD | 5,000,000 | $5.415M | 0.1% | $1.08 | — | — | CONVERTIBLE BOND | 23248VAB1 |
| — | CALAMP CORP | 5,878,000 | $5.333M | 0.1% | $0.91 | — | — | CONVERTIBLE BOND | 128126AD1 |
| — | NRG ENERGY INC | 4,500,000 | $5.264M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 629377CG5 |
| — | PARATEK PHARMACEUTICALS INC | 5,780,000 | $5.227M | 0.1% | $0.90 | — | — | CONVERTIBLE BOND | 699374AB0 |
| — | SOUTHWEST AIRLINES CO | 3,012,000 | $5.186M | 0.1% | $1.72 | — | — | CONVERTIBLE BOND | 844741BG2 |
| — | CONMED CORP | 3,300,000 | $5.174M | 0.1% | $1.57 | — | — | CONVERTIBLE BOND | 207410AF8 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 4,783,000 | $5.081M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 049164BH8 |
| — | QUOTIENT TECHNOLOGY INC | 4,383,000 | $5.052M | 0.1% | $1.15 | — | — | CONVERTIBLE BOND | 749119AB9 |
| — | PINDUODUO INC | 4,750,000 | $5.051M | 0.1% | $1.06 | — | — | CONVERTIBLE BOND | 722304AC6 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 3,951,000 | $5.027M | 0.1% | $1.27 | — | — | CONVERTIBLE BOND | 531229AF9 |
| — | TRIP.COM GROUP LTD | 4,978,000 | $4.878M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 22943FAM2 |
| — | CLOVIS ONCOLOGY INC | 6,349,000 | $4.86M | 0.1% | $0.77 | — | — | CONVERTIBLE BOND | 189464AC4 |
| — | INVACARE CORP | 4,981,000 | $4.842M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| — | NEWPARK RESOURCES INC | 4,823,000 | $4.798M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 651718AE8 |
| — | MERITOR INC | 4,067,000 | $4.776M | 0.1% | $1.17 | — | — | CONVERTIBLE BOND | 59001KAF7 |
| — | MICROCHIP TECHNOLOGY INC | 4,000,000 | $4.747M | 0.1% | $1.19 | — | — | CONVERTIBLE BOND | 595017AU8 |
| — | AVAYA HOLDINGS CORP | 3,713,000 | $4.6M | 0.1% | $1.24 | — | — | CONVERTIBLE BOND | 05351XAB7 |
| — | SHOPIFY INC | 4,000,000 | $4.58M | 0.1% | $1.15 | — | — | CONVERTIBLE BOND | 82509LAA5 |
| — | NEW YORK COMMUNITY BANCORP INC | 89,250 | $4.462M | 0.1% | $49.99 | — | — | CONVERTIBLE PRFD | 64944P307 |
| — | AERIE PHARMACEUTICALS INC | 4,000,000 | $4.151M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 00771VAB4 |
| — | AIR TRANSPORT SERVICES GROUP INC | 3,564,000 | $4M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 00922RAB1 |
| — | TABULA RASA HEALTHCARE INC | 3,922,000 | $3.98M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 873379AA9 |
| — | PURE STORAGE INC | 3,429,000 | $3.8M | 0.1% | $1.11 | — | — | CONVERTIBLE BOND | 74624MAB8 |
| INDA | ISHARES MSCI INDIA ETF | 86,900 | $3.665M | 0.1% | $42.17 | — | — | ETF | 46429B598 |
| — | OI SA | 2,201,646 | $3.654M | 0.1% | $1.66 | — | — | COMMON STOCK | 670851500 |
| — | JOYY INC | 3,000,000 | $3.592M | 0.0% | $1.20 | — | — | CONVERTIBLE BOND | 98426TAD8 |
| — | GREEN PLAINS INC | 2,989,000 | $3.581M | 0.0% | $1.20 | — | — | CONVERTIBLE BOND | 393222AF1 |
| — | BOINGO WIRELESS INC | 3,587,000 | $3.551M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 09739CAB8 |
| — | GREEN PLAINS INC | 3,000,000 | $3.371M | 0.0% | $1.12 | — | — | CONVERTIBLE BOND | 393222AK0 |
| — | NEOGENOMICS INC | 3,300,000 | $3.336M | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 64049MAB6 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3.332M | 0.0% | $8.50 | — | — | COMMON STOCK | 67402D104 |
| — | VONAGE HOLDINGS CORP | 3,083,000 | $3.248M | 0.0% | $1.05 | — | — | CONVERTIBLE BOND | 92886TAJ1 |
| — | HERITAGE INSURANCE HOLDINGS INC | 3,111,000 | $3.232M | 0.0% | $1.04 | — | — | CONVERTIBLE BOND | 42727JAB8 |
| — | IQIYI INC | 3,000,000 | $3.114M | 0.0% | $1.04 | — | — | CONVERTIBLE BOND | 46267XAE8 |
| — | EXACT SCIENCES CORP | 2,250,000 | $3.088M | 0.0% | $1.37 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| — | VEON LTD | 1,677,722 | $2.969M | 0.0% | $1.77 | — | — | COMMON STOCK | 91822M106 |
| — | INSULET CORP | 2,115,000 | $2.821M | 0.0% | $1.33 | — | — | CONVERTIBLE BOND | 45784PAK7 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 2,723,000 | $2.695M | 0.0% | $0.99 | — | — | CONVERTIBLE BOND | 03762UAC9 |
| SRNE | SORRENTO THERAPEUTICS INC | 320,000 | $2.646M | 0.0% | $8.27 | — | — | COMMON STOCK | 83587F202 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 1,914,000 | $2.286M | 0.0% | $1.19 | — | — | CONVERTIBLE BOND | 049164BJ4 |
| — | FIREEYE INC | 1,978,000 | $2.237M | 0.0% | $1.13 | — | — | CONVERTIBLE BOND | 31816QAF8 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 342,000 | $2.164M | 0.0% | $6.33 | — | — | COMMON STOCK | 54150E104 |
| — | BLACKSTONE MORTGAGE TRUST INC | 2,088,000 | $2.158M | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 09257WAC4 |
| — | TIMKENSTEEL CORP | 1,933,000 | $1.978M | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 887399AA1 |
| — | LUMENTUM HOLDINGS INC | 1,649,000 | $1.926M | 0.0% | $1.17 | — | — | CONVERTIBLE BOND | 55024UAD1 |
| — | AMERICAN AIRLINES GROUP INC | 1,100,000 | $1.894M | 0.0% | $1.72 | — | — | CONVERTIBLE BOND | 02376RAF9 |
| — | INSMED INC | 1,562,999 | $1.747M | 0.0% | $1.12 | — | — | CONVERTIBLE BOND | 457669AA7 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.711M | 0.0% | $6.20 | — | — | COMMON STOCK | 67401P108 |
| BELFA | BEL FUSE INC | 71,613 | $1.334M | 0.0% | $18.63 | — | — | COMMON STOCK | 077347201 |
| — | HUAZHU GROUP LTD | 1,000,000 | $1.307M | 0.0% | $1.31 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | ILLUMINA INC | 1,000,000 | $1.196M | 0.0% | $1.20 | — | — | CONVERTIBLE BOND | 452327AK5 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $1.139M | 0.0% | $2.78 | — | — | COMMON STOCK | 03212B103 |
| — | RINGCENTRAL INC | 1,000,000 | $1.1M | 0.0% | $1.10 | — | — | CONVERTIBLE BOND | 76680RAF4 |
| — | WORKDAY INC | 600,000 | $1.035M | 0.0% | $1.73 | — | — | CONVERTIBLE BOND | 98138HAF8 |
| — | HCI GROUP INC | 777,000 | $1.001M | 0.0% | $1.29 | — | — | CONVERTIBLE BOND | 40416EAD5 |
| — | TWO HARBORS INVESTMENT CORP | 961,000 | $985K | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| — | VIAVI SOLUTIONS INC | 664,000 | $876K | 0.0% | $1.32 | — | — | CONVERTIBLE BOND | 925550AB1 |
| CRC | CALIFORNIA RESOURCES CORP | 27,162 | $653K | 0.0% | $24.04 | — | — | COMMON STOCK | 13057Q305 |
| TLT | iShares 20 Year Treasury Bond ETF | 4,000 | $542K | 0.0% | $135.50 | — | — | Put | 464287432 |
| — | CORENERGY INFRASTRUCTURE TRUST INC | 581,000 | $538K | 0.0% | $0.93 | — | — | CONVERTIBLE BOND | 21870UAC0 |
| — | US WELL SERVICES INC | 1,500,000 | $270K | 0.0% | $0.18 | — | — | Call | 91274U119 |