CIK: 0000949509 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: Jun 4, 2021
Total Value ($000): $7,184,406 (83.9% shares, 16.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SBLK | STAR BULK CARRIERS CORP | 39,006,017 | $572,608 | 8.0% | $5.64 | +128.9% | COMMON STOCK | Y8162K204 |
| VST | VISTRA CORP | 29,936,602 | $529,279 | 7.4% | $14.94 | +19.8% | COMMON STOCK | 92840M102 |
| EXE | CHESAPEAKE ENERGY CORP | 11,939,117 | $518,038 | 7.2% | $35.05 | 0.0% | COMMON STOCK | 165167735 |
| ALLY | ALLY FINANCIAL INC | 11,174,687 | $505,207 | 7.0% | $19.05 | +86.7% | COMMON STOCK | 02005N100 |
| TRMD | TORM PLC | 53,812,988 | $491,532 | 6.8% | $3.46 | +31.4% | COMMON STOCK | G89479102 |
| COLD | AMERICOLD REALTY TRUST | 11,771,646 | $452,855 | 6.3% | $37.33 | — | COMMON STOCK | 03064D108 |
| STKL | SUNOPTA INC | 20,726,126 | $306,125 | 4.3% | $11.82 | +21.2% | COMMON STOCK | 8676EP108 |
| PCG | PG&E CORP | 22,500,000 | $263,475 | 3.7% | $10.77 | +6.6% | COMMON STOCK | 69331C108 |
| — | INFINERA CORP | 25,175,384 | $242,438 | 3.4% | $4.21 | — | COMMON STOCK | 45667G103 |
| SHLS | SHOALS TECHNOLOGIES GROUP INC | 4,977,751 | $173,126 | 2.4% | $35.53 | 0.0% | COMMON STOCK | 82489W107 |
| CX | CEMEX SAB DE CV | 23,951,583 | $166,943 | 2.3% | $3.72 | — | COMMON STOCK | 151290889 |
| — | EAGLE BULK SHIPPING INC | 3,887,224 | $140,406 | 2.0% | $16.37 | — | COMMON STOCK | Y2187A150 |
| ITUB | ITAU UNIBANCO HOLDING SA | 25,086,742 | $124,430 | 1.7% | $7.69 | — | COMMON STOCK | 465562106 |
| NMIH | NMI HOLDINGS INC | 4,865,000 | $115,008 | 1.6% | $9.38 | +148.3% | COMMON STOCK | 629209305 |
| — | SUPER MICRO COMPUTER INC | 2,850,000 | $111,321 | 1.5% | $19.81 | — | COMMON STOCK | 86800U104 |
| VALE | VALE SA | 6,368,157 | $110,679 | 1.5% | $12.78 | — | COMMON STOCK | 91912E105 |
| IBN | ICICI BANK LTD | 5,167,262 | $82,831 | 1.2% | $10.70 | — | COMMON STOCK | 45104G104 |
| PBR | PETROLEO BRASILEIRO SA | 9,548,807 | $80,974 | 1.1% | $7.97 | — | COMMON STOCK | 71654V408 |
| BBD | BANCO BRADESCO SA | 15,815,882 | $74,335 | 1.0% | $6.39 | — | COMMON STOCK | 059460303 |
| — | ANGLOGOLD ASHANTI LTD | 3,370,107 | $74,041 | 1.0% | $16.54 | — | COMMON STOCK | 035128206 |
| — | BERRY CORP | 12,913,313 | $71,152 | 1.0% | $11.17 | — | COMMON STOCK | 08579X101 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,831,537 | $70,505 | 1.0% | $9.94 | +97.3% | COMMON STOCK | 55933J203 |
| EQR | EQUITY RESIDENTIAL | 927,000 | $66,401 | 0.9% | $49.94 | +9.7% | COMMON STOCK | 29476L107 |
| KRC | KILROY REALTY CORP | 910,011 | $59,724 | 0.8% | $65.63 | — | COMMON STOCK | 49427F108 |
| — | EAGLE BULK SHIPPING INC | 49,130,000 | $54,591 | 0.8% | $0.74 | — | CONVERTIBLE BOND | 269442AB5 |
| — | MR COOPER GROUP INC | 1,507,286 | $52,393 | 0.7% | $11.67 | — | COMMON STOCK | 62482R107 |
| — | Liberty Global PLC | 2,000,000 | $51,080 | 0.7% | $15.79 | — | COMMON STOCK | G5480U120 |
| — | ACRES COMMERCIAL REALTY CORP | 53,691,000 | $51,006 | 0.7% | $0.99 | — | CONVERTIBLE BOND | 76120WAC8 |
| HIMS | HIMS & HERS HEALTH INC | 3,773,437 | $49,923 | 0.7% | $16.76 | 0.0% | COMMON STOCK | 433000106 |
| — | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | 1,643,110 | $46,319 | 0.6% | $28.19 | — | COMMON STOCK | 34960P101 |
| — | AZUL SA | 2,133,957 | $43,085 | 0.6% | $19.01 | — | COMMON STOCK | 05501U106 |
| MTG | MGIC INVESTMENT CORP | 3,020,000 | $41,827 | 0.6% | $10.99 | +15.9% | COMMON STOCK | 552848103 |
| — | EXTRACTION OIL & GAS INC | 1,113,995 | $40,036 | 0.6% | $35.94 | — | COMMON STOCK | 30227M303 |
| — | UNITI GROUP INC | 3,397,592 | $37,475 | 0.5% | $10.53 | — | COMMON STOCK | 91325V108 |
| BATL | BATTALION OIL CORP | 3,009,912 | $32,747 | 0.5% | $9.80 | +3.6% | COMMON STOCK | 07134L107 |
| — | DISH NETWORK CORP | 33,604,000 | $32,387 | 0.5% | $0.93 | — | CONVERTIBLE BOND | 25470MAB5 |
| AFYA | AFYA LTD | 1,661,906 | $30,895 | 0.4% | $24.18 | -7.8% | COMMON STOCK | G01125106 |
| — | ARBOR REALTY TRUST INC | 26,063,000 | $27,268 | 0.4% | $1.01 | — | CONVERTIBLE BOND | 038923AP3 |
| — | FIREEYE INC | 27,378,000 | $27,255 | 0.4% | $0.98 | — | CONVERTIBLE BOND | 31816QAD3 |
| — | CIMAREX ENERGY CO | 415,735 | $24,690 | 0.3% | $76.73 | — | COMMON STOCK | 171798101 |
| TV | GRUPO TELEVISA SAB | 2,596,801 | $23,007 | 0.3% | $7.38 | — | COMMON STOCK | 40049J206 |
| — | FORTIVE CORP | 22,298,000 | $22,715 | 0.3% | $0.96 | — | CONVERTIBLE BOND | 34959JAK4 |
| — | SUPERNUS PHARMACEUTICALS INC | 22,802,000 | $22,095 | 0.3% | $0.93 | — | CONVERTIBLE BOND | 868459AD0 |
| — | BLACKSTONE MORTGAGE TRUST INC | 20,279,000 | $20,824 | 0.3% | $0.99 | — | CONVERTIBLE BOND | 09257WAB6 |
| — | STARWOOD PROPERTY TRUST INC | 18,487,000 | $19,354 | 0.3% | $0.98 | — | CONVERTIBLE BOND | 85571BAH8 |
| — | HOPE BANCORP INC | 19,342,000 | $19,067 | 0.3% | $0.92 | — | CONVERTIBLE BOND | 43940TAB5 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 17,987,000 | $18,100 | 0.3% | $0.97 | — | CONVERTIBLE BOND | 03762UAB1 |
| — | DISH NETWORK CORP | 18,334,000 | $17,692 | 0.2% | $0.89 | — | CONVERTIBLE BOND | 25470MAD1 |
| — | WESTERN DIGITAL CORP | 17,230,000 | $17,684 | 0.2% | $0.95 | — | CONVERTIBLE BOND | 958102AP0 |
| MELI | MERCADOLIBRE INC | 11,998 | $17,663 | 0.2% | $646.41 | +162.5% | COMMON STOCK | 58733R102 |
| — | INTERCEPT PHARMACEUTICALS INC | 21,435,000 | $17,550 | 0.2% | $0.78 | — | CONVERTIBLE BOND | 45845PAA6 |
| — | GREENBRIER COS INC/THE | 16,047,000 | $17,531 | 0.2% | $0.95 | — | CONVERTIBLE BOND | 393657AK7 |
| — | MFA FINANCIAL INC | 17,395,000 | $17,395 | 0.2% | $1.00 | — | CONVERTIBLE BOND | 55272XAA0 |
| — | NUTANIX INC | 16,341,000 | $16,024 | 0.2% | $0.94 | — | CONVERTIBLE BOND | 67059NAB4 |
| — | LIGAND PHARMACEUTICALS INC | 15,259,000 | $15,908 | 0.2% | $0.87 | — | CONVERTIBLE BOND | 53220KAF5 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 15,647,000 | $15,832 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 70932AAD5 |
| EXEEL | CHESAPEAKE ENERGY CORP | 916,741 | $15,581 | 0.2% | — | — | Call | 165167180 |
| — | GOLDMAN SACHS BDC INC | 14,993,000 | $15,499 | 0.2% | $1.03 | — | CONVERTIBLE BOND | 38147UAB3 |
| — | PLURALSIGHT INC | 15,689,999 | $15,493 | 0.2% | $0.92 | — | CONVERTIBLE BOND | 72941BAB2 |
| — | COLONY CAPITAL INC | 14,915,000 | $15,062 | 0.2% | $0.98 | — | CONVERTIBLE BOND | 19624RAA4 |
| — | HERCULES CAPITAL INC | 14,548,000 | $14,911 | 0.2% | $1.01 | — | CONVERTIBLE BOND | 427096AF9 |
| — | ARES CAPITAL CORP | 13,431,000 | $14,665 | 0.2% | $1.03 | — | CONVERTIBLE BOND | 04010LAW3 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 14,221,000 | $14,647 | 0.2% | $1.02 | — | CONVERTIBLE BOND | 48251KAB6 |
| — | NEW MOUNTAIN FINANCE CORP | 13,536,000 | $14,179 | 0.2% | $0.99 | — | CONVERTIBLE BOND | 647551AC4 |
| — | MACQUARIE INFRASTRUCTURE CORP | 14,373,000 | $14,121 | 0.2% | $0.92 | — | CONVERTIBLE BOND | 55608BAB1 |
| — | INNOVIVA INC | 13,630,000 | $13,689 | 0.2% | $1.00 | — | CONVERTIBLE BOND | 88338TAB0 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $13,062 | 0.2% | $142.46 | -0.5% | COMMON STOCK | 530307305 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 12,859,000 | $12,923 | 0.2% | $1.01 | — | CONVERTIBLE BOND | G81075AF3 |
| — | JAZZ PHARMACEUTICALS PLC | 12,479,000 | $12,798 | 0.2% | $1.00 | — | CONVERTIBLE BOND | 472145AB7 |
| — | REDWOOD TRUST INC | 12,680,000 | $12,696 | 0.2% | $0.95 | — | CONVERTIBLE BOND | 749772AD1 |
| — | SPIRIT REALTY CAPITAL INC | 12,385,000 | $12,624 | 0.2% | $1.02 | — | CONVERTIBLE BOND | 84860WAB8 |
| PAM | PAMPA ENERGIA SA | 849,000 | $12,599 | 0.2% | $25.05 | — | COMMON STOCK | 697660207 |
| TEO | TELECOM ARGENTINA SA | 2,260,500 | $12,477 | 0.2% | $13.79 | — | COMMON STOCK | 879273209 |
| — | NEW RELIC INC | 11,765,000 | $11,500 | 0.2% | $0.97 | — | CONVERTIBLE BOND | 64829BAB6 |
| — | ALTERYX INC | 11,956,000 | $11,290 | 0.2% | $0.94 | — | CONVERTIBLE BOND | 02156BAD5 |
| — | NUVASIVE INC | 10,928,000 | $11,187 | 0.2% | $1.02 | — | CONVERTIBLE BOND | 670704AJ4 |
| — | PRECIGEN INC | 12,950,000 | $11,114 | 0.2% | $0.86 | — | CONVERTIBLE BOND | 46122TAA0 |
| — | ARES CAPITAL CORP | 10,336,000 | $10,659 | 0.1% | $1.03 | — | CONVERTIBLE BOND | 04010LAT0 |
| — | VISHAY INTERTECHNOLOGY INC | 9,520,999 | $10,377 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 928298AP3 |
| — | LIBERTY LATIN AMERICA LTD | 10,479,000 | $10,369 | 0.1% | $0.91 | — | CONVERTIBLE BOND | 53069QAB5 |
| — | NEW YORK MORTGAGE TRUST INC | 9,829,000 | $10,080 | 0.1% | $1.02 | — | CONVERTIBLE BOND | 649604AD7 |
| — | TILRAY INC | 10,761,000 | $9,987 | 0.1% | $0.88 | — | CONVERTIBLE BOND | 88688TAB6 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,994,729 | $9,634 | 0.1% | $10.88 | — | COMMON STOCK | 893870204 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,855,000 | $9,627 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 42330PAH0 |
| — | SEACOR HOLDINGS INC | 9,593,000 | $9,461 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 811904AM3 |
| QGEN 1 11/13/24 | Qiagen NV | 7,800,000 | $9,383 | 0.1% | $1.16 | — | CONVERTIBLE BOND | N72482AT4 |
| — | BLACKROCK TCP CAPITAL CORP | 9,113,000 | $9,375 | 0.1% | $1.03 | — | CONVERTIBLE BOND | 87238QAD5 |
| — | TRAVERE THERAPEUTICS INC | 8,986,000 | $9,289 | 0.1% | $0.85 | — | CONVERTIBLE BOND | 761299AB2 |
| BELFB | BEL FUSE INC | 462,679 | $9,202 | 0.1% | $14.93 | +13.0% | COMMON STOCK | 077347300 |
| — | EZCORP INC | 11,161,000 | $9,145 | 0.1% | $0.80 | — | CONVERTIBLE BOND | 302301AE6 |
| — | BOOKING HOLDINGS INC | 7,733,000 | $9,082 | 0.1% | $1.15 | — | CONVERTIBLE BOND | 741503AX4 |
| — | WEIBO CORP | 9,292,000 | $8,978 | 0.1% | $0.92 | — | CONVERTIBLE BOND | 948596AC5 |
| — | AKAMAI TECHNOLOGIES INC | 7,995,000 | $8,709 | 0.1% | $1.15 | — | CONVERTIBLE BOND | 00971TAL5 |
| — | GOLAR LNG LTD | 8,493,000 | $8,271 | 0.1% | $0.89 | — | CONVERTIBLE BOND | 38046YAB7 |
| — | PRETIUM RESOURCES INC | 8,010,000 | $8,260 | 0.1% | $1.07 | — | CONVERTIBLE BOND | 74139CAB8 |
| — | BENEFITFOCUS INC | 8,769,000 | $8,063 | 0.1% | $0.81 | — | CONVERTIBLE BOND | 08180DAB2 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,133,000 | $8,020 | 0.1% | $5.11 | — | COMMON STOCK | 92837L109 |
| — | EURONET WORLDWIDE INC | 7,000,000 | $8,010 | 0.1% | $1.14 | — | CONVERTIBLE BOND | 298736AL3 |
| — | JAZZ PHARMACEUTICALS PLC | 7,193,000 | $7,799 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 472145AD3 |
| — | TWITTER INC | 7,374,000 | $7,664 | 0.1% | $0.96 | — | CONVERTIBLE BOND | 90184LAD4 |
| — | VEECO INSTRUMENTS INC | 7,806,000 | $7,654 | 0.1% | $0.90 | — | CONVERTIBLE BOND | 922417AD2 |
| — | PEBBLEBROOK HOTEL TRUST | 6,500,000 | $7,637 | 0.1% | $1.13 | — | CONVERTIBLE BOND | 70509VAA8 |
| — | AURORA CANNABIS INC | 8,608,000 | $7,618 | 0.1% | $0.76 | — | CONVERTIBLE BOND | 05156XAG3 |
| BAK | BRASKEM SA | 519,550 | $7,388 | 0.1% | $7.57 | — | COMMON STOCK | 105532105 |
| — | PATRICK INDUSTRIES INC | 6,270,000 | $7,375 | 0.1% | $0.96 | — | CONVERTIBLE BOND | 703343AB9 |
| ASC | ARDMORE SHIPPING CORP | 1,600,000 | $7,264 | 0.1% | $4.37 | -21.1% | COMMON STOCK | Y0207T100 |
| — | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | 431,184 | $7,028 | 0.1% | $14.88 | — | COMMON STOCK | 45686J104 |
| — | PDC ENERGY INC | 6,767,000 | $6,775 | 0.1% | $1.00 | — | CONVERTIBLE BOND | 69327RAD3 |
| — | RADIUS HEALTH INC | 7,173,000 | $6,697 | 0.1% | $0.90 | — | CONVERTIBLE BOND | 750469AA6 |
| — | THERAVANCE BIOPHARMA INC | 6,543,000 | $6,657 | 0.1% | $1.02 | — | CONVERTIBLE BOND | 88339KAA0 |
| — | PROOFPOINT INC | 6,000,000 | $6,431 | 0.1% | $1.11 | — | CONVERTIBLE BOND | 743424AF0 |
| — | SCORPIO TANKERS INC | 6,361,000 | $6,329 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 80918TAB5 |
| — | DYCOM INDUSTRIES INC | 5,780,000 | $6,318 | 0.1% | $0.95 | — | CONVERTIBLE BOND | 267475AB7 |
| — | MOMO INC | 7,173,000 | $6,307 | 0.1% | $0.82 | — | CONVERTIBLE BOND | 60879BAB3 |
| — | SSR MINING INC | 5,357,999 | $6,295 | 0.1% | $1.39 | — | CONVERTIBLE BOND | 784730AB9 |
| — | INTEGRA LIFESCIENCES HOLDINGS CORP | 5,400,000 | $6,031 | 0.1% | $1.12 | — | CONVERTIBLE BOND | 457985AM1 |
| — | EVOLENT HEALTH INC | 5,526,000 | $5,967 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 30050BAB7 |
| — | TEAM INC | 5,926,000 | $5,874 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 878155AE0 |
| — | SFL CORP LTD | 5,990,000 | $5,855 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 824689AG8 |
| — | OAKTREE ACQUISITION CORP II | 4,666,667 | $5,833 | 0.1% | $1.91 | — | WARRANT | G6715X111 |
| — | GREENLIGHT CAPITAL RE LTD | 6,221,000 | $5,766 | 0.1% | $0.93 | — | CONVERTIBLE BOND | 395366AB3 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 5,780,000 | $5,586 | 0.1% | $0.97 | — | CONVERTIBLE BOND | 42330PAJ6 |
| — | HERBALIFE NUTRITION LTD | 5,341,000 | $5,578 | 0.1% | $0.99 | — | CONVERTIBLE BOND | 42703MAD5 |
| — | IQIYI INC | 5,900,000 | $5,475 | 0.1% | $0.95 | — | CONVERTIBLE BOND | 46267XAD0 |
| — | CYBERARK SOFTWARE LTD | 5,000,000 | $5,415 | 0.1% | $1.22 | — | CONVERTIBLE BOND | 23248VAB1 |
| — | CALAMP CORP | 5,878,000 | $5,333 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 128126AD1 |
| — | NRG ENERGY INC | 4,500,000 | $5,264 | 0.1% | $1.17 | — | CONVERTIBLE BOND | 629377CG5 |
| — | PARATEK PHARMACEUTICALS INC | 5,780,000 | $5,227 | 0.1% | $0.89 | — | CONVERTIBLE BOND | 699374AB0 |
| — | SOUTHWEST AIRLINES CO | 3,012,000 | $5,186 | 0.1% | $1.45 | — | CONVERTIBLE BOND | 844741BG2 |
| — | CONMED CORP | 3,300,000 | $5,174 | 0.1% | $1.16 | — | CONVERTIBLE BOND | 207410AF8 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 4,783,000 | $5,081 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 049164BH8 |
| — | QUOTIENT TECHNOLOGY INC | 4,383,000 | $5,052 | 0.1% | $0.96 | — | CONVERTIBLE BOND | 749119AB9 |
| — | PINDUODUO INC | 4,750,000 | $5,051 | 0.1% | $1.24 | — | CONVERTIBLE BOND | 722304AC6 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 3,951,000 | $5,027 | 0.1% | $1.21 | — | CONVERTIBLE BOND | 531229AF9 |
| — | TRIP.COM GROUP LTD | 4,978,000 | $4,878 | 0.1% | $0.98 | — | CONVERTIBLE BOND | 22943FAM2 |
| — | CLOVIS ONCOLOGY INC | 6,349,000 | $4,860 | 0.1% | $0.77 | — | CONVERTIBLE BOND | 189464AC4 |
| — | INVACARE CORP | 4,981,000 | $4,842 | 0.1% | $0.89 | — | CONVERTIBLE BOND | 461203AJ0 |
| — | NEWPARK RESOURCES INC | 4,823,000 | $4,798 | 0.1% | $0.94 | — | CONVERTIBLE BOND | 651718AE8 |
| — | MERITOR INC | 4,067,000 | $4,776 | 0.1% | $1.17 | — | CONVERTIBLE BOND | 59001KAF7 |
| — | MICROCHIP TECHNOLOGY INC | 4,000,000 | $4,747 | 0.1% | $1.19 | — | CONVERTIBLE BOND | 595017AU8 |
| — | AVAYA HOLDINGS CORP | 3,713,000 | $4,600 | 0.1% | $0.84 | — | CONVERTIBLE BOND | 05351XAB7 |
| — | SHOPIFY INC | 4,000,000 | $4,580 | 0.1% | $1.18 | — | CONVERTIBLE BOND | 82509LAA5 |
| — | NEW YORK COMMUNITY BANCORP INC | 89,250 | $4,462 | 0.1% | $49.99 | — | CONVERTIBLE PRFD | 64944P307 |
| — | AERIE PHARMACEUTICALS INC | 4,000,000 | $4,151 | 0.1% | $1.04 | — | CONVERTIBLE BOND | 00771VAB4 |
| — | AIR TRANSPORT SERVICES GROUP INC | 3,564,000 | $4,000 | 0.1% | $1.05 | — | CONVERTIBLE BOND | 00922RAB1 |
| — | TABULA RASA HEALTHCARE INC | 3,922,000 | $3,980 | 0.1% | $1.01 | — | CONVERTIBLE BOND | 873379AA9 |
| — | PURE STORAGE INC | 3,429,000 | $3,800 | 0.1% | $1.06 | — | CONVERTIBLE BOND | 74624MAB8 |
| INDA | ISHARES MSCI INDIA ETF | 86,900 | $3,665 | 0.1% | $31.35 | — | ETF | 46429B598 |
| — | OI SA | 2,201,646 | $3,654 | 0.1% | $2.65 | — | COMMON STOCK | 670851500 |
| — | JOYY INC | 3,000,000 | $3,592 | 0.0% | $1.18 | — | CONVERTIBLE BOND | 98426TAD8 |
| — | GREEN PLAINS INC | 2,989,000 | $3,581 | 0.0% | $0.97 | — | CONVERTIBLE BOND | 393222AF1 |
| — | BOINGO WIRELESS INC | 3,587,000 | $3,551 | 0.0% | $0.91 | — | CONVERTIBLE BOND | 09739CAB8 |
| — | GREEN PLAINS INC | 3,000,000 | $3,371 | 0.0% | $1.12 | — | CONVERTIBLE BOND | 393222AK0 |
| — | NEOGENOMICS INC | 3,300,000 | $3,336 | 0.0% | $1.01 | — | CONVERTIBLE BOND | 64049MAB6 |
| — | OAKTREE STRATEGIC INCOME CORP | 392,000 | $3,332 | 0.0% | $7.97 | — | COMMON STOCK | 67402D104 |
| — | VONAGE HOLDINGS CORP | 3,083,000 | $3,248 | 0.0% | $0.96 | — | CONVERTIBLE BOND | 92886TAJ1 |
| — | HERITAGE INSURANCE HOLDINGS INC | 3,111,000 | $3,232 | 0.0% | $1.04 | — | CONVERTIBLE BOND | 42727JAB8 |
| — | IQIYI INC | 3,000,000 | $3,114 | 0.0% | $1.04 | — | CONVERTIBLE BOND | 46267XAE8 |
| — | EXACT SCIENCES CORP | 2,250,000 | $3,088 | 0.0% | $1.14 | — | CONVERTIBLE BOND | 30063PAB1 |
| — | VEON LTD | 1,677,722 | $2,969 | 0.0% | $3.81 | — | COMMON STOCK | 91822M106 |
| — | INSULET CORP | 2,115,000 | $2,821 | 0.0% | $1.32 | — | CONVERTIBLE BOND | 45784PAK7 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 2,723,000 | $2,695 | 0.0% | $0.99 | — | CONVERTIBLE BOND | 03762UAC9 |
| SRNE | SORRENTO THERAPEUTICS INC | 320,000 | $2,646 | 0.0% | $10.56 | 0.0% | COMMON STOCK | 83587F202 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 1,914,000 | $2,286 | 0.0% | $1.19 | — | CONVERTIBLE BOND | 049164BJ4 |
| — | FIREEYE INC | 1,978,000 | $2,237 | 0.0% | $1.15 | — | CONVERTIBLE BOND | 31816QAF8 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 342,000 | $2,164 | 0.0% | $7.27 | — | COMMON STOCK | 54150E104 |
| — | BLACKSTONE MORTGAGE TRUST INC | 2,088,000 | $2,158 | 0.0% | $1.03 | — | CONVERTIBLE BOND | 09257WAC4 |
| — | TIMKENSTEEL CORP | 1,933,000 | $1,978 | 0.0% | $1.02 | — | CONVERTIBLE BOND | 887399AA1 |
| — | LUMENTUM HOLDINGS INC | 1,649,000 | $1,926 | 0.0% | $1.22 | — | CONVERTIBLE BOND | 55024UAD1 |
| — | AMERICAN AIRLINES GROUP INC | 1,100,000 | $1,894 | 0.0% | $1.26 | — | CONVERTIBLE BOND | 02376RAF9 |
| — | INSMED INC | 1,562,999 | $1,747 | 0.0% | $0.99 | — | CONVERTIBLE BOND | 457669AA7 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1,711 | 0.0% | $4.89 | — | COMMON STOCK | 67401P108 |
| BELFA | BEL FUSE INC | 71,613 | $1,334 | 0.0% | $19.66 | -18.5% | COMMON STOCK | 077347201 |
| — | HUAZHU GROUP LTD | 1,000,000 | $1,307 | 0.0% | $1.10 | — | CONVERTIBLE BOND | 16949NAC3 |
| — | ILLUMINA INC | 1,000,000 | $1,196 | 0.0% | $1.12 | — | CONVERTIBLE BOND | 452327AK5 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $1,139 | 0.0% | $4.74 | -43.9% | COMMON STOCK | 03212B103 |
| — | RINGCENTRAL INC | 1,000,000 | $1,100 | 0.0% | $1.10 | — | CONVERTIBLE BOND | 76680RAF4 |
| — | WORKDAY INC | 600,000 | $1,035 | 0.0% | $1.35 | — | CONVERTIBLE BOND | 98138HAF8 |
| — | HCI GROUP INC | 777,000 | $1,001 | 0.0% | $1.00 | — | CONVERTIBLE BOND | 40416EAD5 |
| — | TWO HARBORS INVESTMENT CORP | 961,000 | $985 | 0.0% | $1.01 | — | CONVERTIBLE BOND | 90187BAA9 |
| — | VIAVI SOLUTIONS INC | 664,000 | $876 | 0.0% | $1.13 | — | CONVERTIBLE BOND | 925550AB1 |
| CRC | CALIFORNIA RESOURCES CORP | 27,162 | $653 | 0.0% | $16.48 | +35.1% | COMMON STOCK | 13057Q305 |
| TLT | iShares 20 Year Treasury Bond ETF | 4,000 | $542 | 0.0% | — | — | Put | 464287432 |
| — | CORENERGY INFRASTRUCTURE TRUST INC | 581,000 | $538 | 0.0% | $0.93 | — | CONVERTIBLE BOND | 21870UAC0 |
| — | US WELL SERVICES INC | 1,500,000 | $270 | 0.0% | — | — | Call | 91274U119 |