Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 25, 2021
Total Value: $7.447B
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| EXE | CHESAPEAKE ENERGY CORP | 11,939,117 | $620M | 8.3% | $51.92 | — | — | COMMON STOCK | 165167735 |
| SBLK | STAR BULK CARRIERS CORP | 25,993,242 | $597M | 8.0% | $22.95 | — | — | COMMON STOCK | Y8162K204 |
| VST | VISTRA CORP | 29,936,602 | $555M | 7.5% | $18.55 | — | — | COMMON STOCK | 92840M102 |
| TRMD | TORM PLC | 53,812,988 | $476M | 6.4% | $8.85 | — | — | COMMON STOCK | G89479102 |
| COLD | AMERICOLD REALTY TRUST | 11,771,646 | $446M | 6.0% | $37.85 | — | — | COMMON STOCK | 03064D108 |
| ALLY | ALLY FINANCIAL INC | 6,874,687 | $343M | 4.6% | $49.84 | — | — | COMMON STOCK | 02005N100 |
| PCG | PG&E CORP | 30,000,000 | $305M | 4.1% | $10.17 | — | — | COMMON STOCK | 69331C108 |
| — | INFINERA CORP | 25,175,384 | $257M | 3.4% | $10.20 | — | — | COMMON STOCK | 45667G103 |
| STKL | SUNOPTA INC | 20,726,126 | $219M | 2.9% | $10.56 | — | — | COMMON STOCK | 8676EP108 |
| CX | CEMEX SAB DE CV | 23,873,758 | $201M | 2.7% | $8.40 | — | — | COMMON STOCK | 151290889 |
| — | EAGLE BULK SHIPPING INC | 3,781,561 | $179M | 2.4% | $47.32 | — | — | COMMON STOCK | Y2187A150 |
| SHLS | SHOALS TECHNOLOGIES GROUP INC | 4,977,751 | $177M | 2.4% | $35.50 | — | — | COMMON STOCK | 82489W107 |
| VALE | VALE SA | 6,245,576 | $142M | 1.9% | $22.81 | — | — | COMMON STOCK | 91912E105 |
| ITUB | ITAU UNIBANCO HOLDING SA | 20,803,792 | $125M | 1.7% | $6.01 | — | — | COMMON STOCK | 465562106 |
| NMIH | NMI HOLDINGS INC | 4,865,000 | $109M | 1.5% | $22.48 | — | — | COMMON STOCK | 629209305 |
| — | FRONTIER COMMUNICATIONS PARENT INC | 3,982,849 | $105M | 1.4% | $26.40 | — | — | COMMON STOCK | 35909D109 |
| PBR | PETROLEO BRASILEIRO SA | 8,474,167 | $104M | 1.4% | $12.23 | — | — | COMMON STOCK | 71654V408 |
| BBD | BANCO BRADESCO SA | 17,064,064 | $87.54M | 1.2% | $5.13 | — | — | COMMON STOCK | 059460303 |
| — | BERRY CORP | 12,913,313 | $86.78M | 1.2% | $6.72 | — | — | COMMON STOCK | 08579X101 |
| IBN | ICICI BANK LTD | 5,070,309 | $86.7M | 1.2% | $17.10 | — | — | COMMON STOCK | 45104G104 |
| — | SUPER MICRO COMPUTER INC | 2,263,610 | $79.63M | 1.1% | $35.18 | — | — | COMMON STOCK | 86800U104 |
| KRC | KILROY REALTY CORP | 910,011 | $63.37M | 0.9% | $69.64 | — | — | COMMON STOCK | 49427F108 |
| — | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | 1,843,110 | $61.84M | 0.8% | $33.55 | — | — | COMMON STOCK | 34960P101 |
| — | ANGLOGOLD ASHANTI LTD | 3,306,807 | $61.44M | 0.8% | $18.58 | — | — | COMMON STOCK | 035128206 |
| — | EXTRACTION OIL & GAS INC | 1,113,995 | $61.17M | 0.8% | $54.91 | — | — | COMMON STOCK | 30227M303 |
| — | ACRES COMMERCIAL REALTY CORP | 53,691,000 | $53.27M | 0.7% | $0.99 | — | — | CONVERTIBLE BOND | 76120WAC8 |
| — | EAGLE BULK SHIPPING INC | 40,495,000 | $52.91M | 0.7% | $1.31 | — | — | CONVERTIBLE BOND | 269442AB5 |
| — | Liberty Global PLC | 1,875,000 | $50.7M | 0.7% | $27.04 | — | — | COMMON STOCK | G5480U120 |
| — | MR COOPER GROUP INC | 1,507,286 | $49.83M | 0.7% | $33.06 | — | — | COMMON STOCK | 62482R107 |
| — | AZUL SA | 1,857,339 | $49.03M | 0.7% | $26.40 | — | — | COMMON STOCK | 05501U106 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 2,006,537 | $47.88M | 0.6% | $23.86 | — | — | COMMON STOCK | 55933J203 |
| — | DISH NETWORK CORP | 42,604,000 | $43.58M | 0.6% | $1.02 | — | — | CONVERTIBLE BOND | 25470MAB5 |
| AFYA | AFYA LTD | 1,632,680 | $42.09M | 0.6% | $25.78 | — | — | COMMON STOCK | G01125106 |
| HIMS | HIMS & HERS HEALTH INC | 3,773,437 | $41.09M | 0.6% | $10.89 | — | — | COMMON STOCK | 433000106 |
| MTG | MGIC INVESTMENT CORP | 3,020,000 | $41.07M | 0.6% | $13.60 | — | — | COMMON STOCK | 552848103 |
| BATL | BATTALION OIL CORP | 3,009,912 | $40.33M | 0.5% | $13.40 | — | — | COMMON STOCK | 07134L107 |
| TV | GRUPO TELEVISA SAB | 2,651,801 | $37.87M | 0.5% | $14.28 | — | — | COMMON STOCK | 40049J206 |
| — | UNITI GROUP INC | 3,397,592 | $35.98M | 0.5% | $10.59 | — | — | COMMON STOCK | 91325V108 |
| VAL | VALARIS LTD | 1,080,184 | $31.2M | 0.4% | $28.88 | — | — | COMMON STOCK | G9460G101 |
| GTX | GARRETT MOTION INC | 3,593,111 | $28.67M | 0.4% | $7.98 | — | — | COMMON STOCK | 366505105 |
| — | FORTIVE CORP | 23,710,000 | $23.89M | 0.3% | $1.01 | — | — | CONVERTIBLE BOND | 34959JAK4 |
| — | PRECIGEN INC | 26,631,000 | $23.2M | 0.3% | $0.87 | — | — | CONVERTIBLE BOND | 46122TAA0 |
| — | COLUMBIA PROPERTY TRUST INC | 1,320,000 | $22.95M | 0.3% | $17.39 | — | — | COMMON STOCK | 198287203 |
| — | CIMAREX ENERGY CO | 312,000 | $22.6M | 0.3% | $72.45 | — | — | COMMON STOCK | 171798101 |
| — | FIREEYE INC | 22,598,000 | $22.5M | 0.3% | $1.00 | — | — | CONVERTIBLE BOND | 31816QAD3 |
| — | SUPERNUS PHARMACEUTICALS INC | 22,488,000 | $22.22M | 0.3% | $0.99 | — | — | CONVERTIBLE BOND | 868459AD0 |
| PARR | PAR PACIFIC HOLDINGS INC | 1,300,000 | $21.87M | 0.3% | $16.82 | — | — | COMMON STOCK | 69888T207 |
| — | HOPE BANCORP INC | 22,107,000 | $21.74M | 0.3% | $0.98 | — | — | CONVERTIBLE BOND | 43940TAB5 |
| ARKW | ARK Next Generation Internet ETF | 133,500 | $20.57M | 0.3% | $154.07 | — | — | PUT | 00214Q401 |
| — | MFA FINANCIAL INC | 19,704,000 | $20.15M | 0.3% | $1.02 | — | — | CONVERTIBLE BOND | 55272XAA0 |
| ONIT | OCWEN FINANCIAL CORP | 596,870 | $18.49M | 0.2% | $30.98 | — | — | COMMON STOCK | 675746606 |
| — | LIGAND PHARMACEUTICALS INC | 18,449,999 | $18.37M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 53220KAF5 |
| — | DISH NETWORK CORP | 18,334,000 | $17.84M | 0.2% | $0.97 | — | — | CONVERTIBLE BOND | 25470MAD1 |
| — | PENNYMAC MORTGAGE INVESTMENT TRUST | 17,138,000 | $17.57M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 70932AAD5 |
| — | WESTERN DIGITAL CORP | 16,122,000 | $17.3M | 0.2% | $1.07 | — | — | CONVERTIBLE BOND | 958102AP0 |
| — | REDWOOD TRUST INC | 16,674,000 | $16.9M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 749772AD1 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 16,599,000 | $16.75M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 03762UAB1 |
| ARKK | ARK Innovation ETF | 127,000 | $16.61M | 0.2% | $130.78 | — | — | PUT | 00214Q104 |
| — | NUTANIX INC | 15,589,999 | $16.5M | 0.2% | $1.06 | — | — | CONVERTIBLE BOND | 67059NAB4 |
| — | ARES CAPITAL CORP | 14,990,000 | $16.39M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 04010LAW3 |
| — | INNOVIVA INC | 16,028,000 | $16.35M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 88338TAB0 |
| — | DIGITALBRIDGE GROUP INC | 15,683,000 | $16.23M | 0.2% | $1.04 | — | — | CONVERTIBLE BOND | 19624RAA4 |
| — | STARWOOD PROPERTY TRUST INC | 14,888,000 | $16.02M | 0.2% | $1.08 | — | — | CONVERTIBLE BOND | 85571BAH8 |
| — | GOLDMAN SACHS BDC INC | 15,455,000 | $15.9M | 0.2% | $1.03 | — | — | CONVERTIBLE BOND | 38147UAB3 |
| — | BLACKSTONE MORTGAGE TRUST INC | 15,472,000 | $15.76M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 09257WAB6 |
| — | NEW MOUNTAIN FINANCE CORP | 14,168,000 | $15.16M | 0.2% | $1.07 | — | — | CONVERTIBLE BOND | 647551AC4 |
| LBRDK | LIBERTY BROADBAND CORP | 86,999 | $15.11M | 0.2% | $173.66 | — | — | COMMON STOCK | 530307305 |
| — | ALTERYX INC | 15,593,000 | $14.93M | 0.2% | $0.96 | — | — | CONVERTIBLE BOND | 02156BAD5 |
| — | INTERCEPT PHARMACEUTICALS INC | 16,435,000 | $14.82M | 0.2% | $0.90 | — | — | CONVERTIBLE BOND | 45845PAA6 |
| — | DYCOM INDUSTRIES INC | 14,549,000 | $14.51M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 267475AB7 |
| EXEEL | CHESAPEAKE ENERGY CORP | 690,931 | $14.42M | 0.2% | $20.87 | — | — | WARRANT | 165167180 |
| — | TILRAY INC | 14,200,000 | $13.99M | 0.2% | $0.99 | — | — | CONVERTIBLE BOND | 88688TAB6 |
| — | LIBERTY LATIN AMERICA LTD | 12,940,000 | $13.24M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 53069QAB5 |
| — | PALO ALTO NETWORKS INC | 9,500,000 | $12.97M | 0.2% | $1.36 | — | — | CONVERTIBLE BOND | 697435AF2 |
| — | IONIS PHARMACEUTICALS INC | 13,759,000 | $12.86M | 0.2% | $0.93 | — | — | CONVERTIBLE BOND | 462222AB6 |
| VIST | VISTA OIL & GAS SAB DE CV | 3,133,000 | $12.85M | 0.2% | $4.10 | — | — | COMMON STOCK | 92837L109 |
| — | MACQUARIE INFRASTRUCTURE CORP | 12,725,000 | $12.69M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 55608BAB1 |
| PAM | PAMPA ENERGIA SA | 829,000 | $12.57M | 0.2% | $15.17 | — | — | COMMON STOCK | 697660207 |
| BAK | BRASKEM SA | 519,550 | $12.39M | 0.2% | $23.84 | — | — | COMMON STOCK | 105532105 |
| — | SFL CORP LTD | 12,347,000 | $12.33M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 824689AG8 |
| — | IONIS PHARMACEUTICALS INC | 12,116,000 | $12.2M | 0.2% | $1.01 | — | — | CONVERTIBLE BOND | 464337AJ3 |
| — | HERBALIFE NUTRITION LTD | 11,047,000 | $12.05M | 0.2% | $1.09 | — | — | CONVERTIBLE BOND | 42703MAD5 |
| TEO | TELECOM ARGENTINA SA | 2,260,500 | $12.03M | 0.2% | $5.32 | — | — | COMMON STOCK | 879273209 |
| — | JAZZ PHARMACEUTICALS PLC | 11,520,000 | $11.58M | 0.2% | $1.00 | — | — | CONVERTIBLE BOND | 472145AB7 |
| — | TWITTER INC | 10,999,000 | $11.23M | 0.2% | $1.02 | — | — | CONVERTIBLE BOND | 90184LAD4 |
| — | NEW YORK MORTGAGE TRUST INC | 10,829,000 | $11.13M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 649604AD7 |
| — | NEW RELIC INC | 10,843,000 | $10.73M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 64829BAB6 |
| — | KKR REAL ESTATE FINANCE TRUST INC | 9,976,000 | $10.71M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 48251KAB6 |
| — | BLACKROCK TCP CAPITAL CORP | 10,330,000 | $10.57M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 87238QAD5 |
| — | ARBOR REALTY TRUST INC | 9,225,000 | $10.1M | 0.1% | $1.09 | — | — | CONVERTIBLE BOND | 038923AP3 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 9,855,000 | $9.671M | 0.1% | $0.98 | — | — | CONVERTIBLE BOND | 42330PAH0 |
| — | WEIBO CORP | 9,792,000 | $9.517M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 948596AC5 |
| — | PINDUODUO INC | 9,100,000 | $9.391M | 0.1% | $1.03 | — | — | CONVERTIBLE BOND | 722304AC6 |
| — | MOMO INC | 10,411,000 | $9.311M | 0.1% | $0.89 | — | — | CONVERTIBLE BOND | 60879BAB3 |
| — | DEXCOM INC | 8,800,000 | $9.234M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 252131AK3 |
| TGS | TRANSPORTADORA DE GAS DEL SUR SA | 1,963,575 | $9.091M | 0.1% | $4.63 | — | — | COMMON STOCK | 893870204 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,500,000 | $8.829M | 0.1% | $1.04 | — | — | CONVERTIBLE BOND | 09061GAH4 |
| — | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | 8,638,000 | $8.778M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 03762UAC9 |
| — | VEECO INSTRUMENTS INC | 8,482,000 | $8.533M | 0.1% | $1.01 | — | — | CONVERTIBLE BOND | 922417AD2 |
| QGEN 1 11/13/24 | Qiagen NV | 7,000,000 | $8.517M | 0.1% | $1.22 | — | — | CONVERTIBLE BOND | N72482AT4 |
| — | AKAMAI TECHNOLOGIES INC | 7,295,000 | $8.476M | 0.1% | $1.16 | — | — | CONVERTIBLE BOND | 00971TAL5 |
| — | PDC ENERGY INC | 8,267,000 | $8.277M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 69327RAD3 |
| — | AURORA CANNABIS INC | 9,659,000 | $8.258M | 0.1% | $0.85 | — | — | CONVERTIBLE BOND | 05156XAG3 |
| — | EZCORP INC | 9,161,000 | $8.165M | 0.1% | $0.89 | — | — | CONVERTIBLE BOND | 302301AE6 |
| — | PRETIUM RESOURCES INC | 8,010,000 | $8.16M | 0.1% | $1.02 | — | — | CONVERTIBLE BOND | 74139CAB8 |
| — | GREENBRIER COS INC/THE | 7,468,000 | $8.019M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 393657AK7 |
| — | BENEFITFOCUS INC | 8,331,000 | $7.903M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 08180DAB2 |
| — | NUVASIVE INC | 7,868,000 | $7.794M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 670704AJ4 |
| — | PEBBLEBROOK HOTEL TRUST | 6,800,000 | $7.745M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 70509VAA8 |
| — | RADIUS HEALTH INC | 7,498,000 | $6.96M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 750469AA6 |
| — | PROOFPOINT INC | 5,500,000 | $6.924M | 0.1% | $1.26 | — | — | CONVERTIBLE BOND | 743424AF0 |
| ASC | ARDMORE SHIPPING CORP | 1,600,000 | $6.752M | 0.1% | $4.22 | — | — | COMMON STOCK | Y0207T100 |
| — | SPLUNK INC | 5,500,000 | $6.723M | 0.1% | $1.22 | — | — | CONVERTIBLE BOND | 848637AD6 |
| — | EURONET WORLDWIDE INC | 5,855,000 | $6.696M | 0.1% | $1.14 | — | — | CONVERTIBLE BOND | 298736AL3 |
| BELFB | BEL FUSE INC | 462,679 | $6.662M | 0.1% | $14.40 | — | — | COMMON STOCK | 077347300 |
| — | LUMINEX CORP | 6,603,000 | $6.636M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 55027EAA0 |
| — | ILLUMINA INC | 5,000,000 | $6.318M | 0.1% | $1.26 | — | — | CONVERTIBLE BOND | 452327AK5 |
| — | REDWOOD TRUST INC | 6,274,000 | $6.305M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 758075AC9 |
| — | INSULET CORP | 4,615,000 | $6.296M | 0.1% | $1.36 | — | — | CONVERTIBLE BOND | 45784PAK7 |
| — | RINGCENTRAL INC | 5,500,000 | $6.101M | 0.1% | $1.11 | — | — | CONVERTIBLE BOND | 76680RAF4 |
| — | THERAVANCE BIOPHARMA INC | 6,246,000 | $5.949M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 88339KAA0 |
| — | GREENLIGHT CAPITAL RE LTD | 6,221,000 | $5.918M | 0.1% | $0.95 | — | — | CONVERTIBLE BOND | 395366AB3 |
| — | EVOLENT HEALTH INC | 5,526,000 | $5.899M | 0.1% | $1.07 | — | — | CONVERTIBLE BOND | 30050BAB7 |
| — | HELIX ENERGY SOLUTIONS GROUP INC | 5,761,000 | $5.779M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 42330PAJ6 |
| — | OAKTREE ACQUISITION CORP II | 4,666,667 | $5.74M | 0.1% | $1.23 | — | — | WARRANT | G6715X111 |
| — | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 4,151,000 | $5.661M | 0.1% | $1.36 | — | — | CONVERTIBLE BOND | 531229AF9 |
| — | CALAMP CORP | 5,878,000 | $5.469M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 128126AD1 |
| — | INVITAE CORP | 4,000,000 | $5.415M | 0.1% | $1.35 | — | — | CONVERTIBLE BOND | 46185LAB9 |
| RERE | AIHUISHOU INTERNATIONAL CO LTD | 357,722 | $5.347M | 0.1% | $14.95 | — | — | COMMON STOCK | 00138L108 |
| — | EXACT SCIENCES CORP | 4,000,000 | $5.312M | 0.1% | $1.33 | — | — | CONVERTIBLE BOND | 30063PAB1 |
| — | INTEGRA LIFESCIENCES HOLDINGS CORP | 4,700,000 | $5.211M | 0.1% | $1.11 | — | — | CONVERTIBLE BOND | 457985AM1 |
| — | SHOPIFY INC | 3,950,000 | $5.162M | 0.1% | $1.31 | — | — | CONVERTIBLE BOND | 82509LAA5 |
| — | PARATEK PHARMACEUTICALS INC | 5,414,000 | $5.06M | 0.1% | $0.93 | — | — | CONVERTIBLE BOND | 699374AB0 |
| — | VISHAY INTERTECHNOLOGY INC | 4,753,000 | $5.008M | 0.1% | $1.05 | — | — | CONVERTIBLE BOND | 928298AP3 |
| — | JAZZ PHARMACEUTICALS PLC | 4,484,000 | $4.938M | 0.1% | $1.10 | — | — | CONVERTIBLE BOND | 472145AD3 |
| — | SSR MINING INC | 4,029,000 | $4.9M | 0.1% | $1.22 | — | — | CONVERTIBLE BOND | 784730AB9 |
| — | TRIP.COM GROUP LTD | 4,978,000 | $4.853M | 0.1% | $0.97 | — | — | CONVERTIBLE BOND | 22943FAM2 |
| — | NEWPARK RESOURCES INC | 4,823,000 | $4.798M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 651718AE8 |
| — | NEW YORK COMMUNITY BANCORP INC | 89,250 | $4.637M | 0.1% | $51.96 | — | — | CONVERTIBLE PRFD | 64944P307 |
| — | OKTA INC | 3,694,000 | $4.621M | 0.1% | $1.25 | — | — | CONVERTIBLE BOND | 679295AF2 |
| — | VONAGE HOLDINGS CORP | 4,083,000 | $4.571M | 0.1% | $1.12 | — | — | CONVERTIBLE BOND | 92886TAJ1 |
| — | GOLAR LNG LTD | 4,580,000 | $4.562M | 0.1% | $1.00 | — | — | CONVERTIBLE BOND | 38046YAB7 |
| — | AERIE PHARMACEUTICALS INC | 4,500,000 | $4.477M | 0.1% | $0.99 | — | — | CONVERTIBLE BOND | 00771VAB4 |
| — | TWITTER INC | 3,000,000 | $4.123M | 0.1% | $1.37 | — | — | CONVERTIBLE BOND | 90184LAF9 |
| — | BURLINGTON STORES INC | 2,500,000 | $3.984M | 0.1% | $1.59 | — | — | CONVERTIBLE BOND | 122017AB2 |
| — | SAREPTA THERAPEUTICS INC | 3,000,000 | $3.961M | 0.1% | $1.32 | — | — | CONVERTIBLE BOND | 803607AB6 |
| — | CLOVIS ONCOLOGY INC | 5,165,000 | $3.839M | 0.1% | $0.74 | — | — | CONVERTIBLE BOND | 189464AC4 |
| — | BLACKSTONE MORTGAGE TRUST INC | 3,566,000 | $3.668M | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 09257WAC4 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 150,000 | $3.666M | 0.0% | $24.44 | — | — | WARRANT | 165167172 |
| — | CYBERARK SOFTWARE LTD | 3,362,000 | $3.652M | 0.0% | $1.09 | — | — | CONVERTIBLE BOND | 23248VAB1 |
| — | JAZZ PHARMACEUTICALS PLC | 2,575,000 | $3.437M | 0.0% | $1.33 | — | — | CONVERTIBLE BOND | 472145AF8 |
| — | QUOTIENT TECHNOLOGY INC | 3,331,000 | $3.362M | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 749119AB9 |
| — | INVACARE CORP | 3,394,000 | $3.309M | 0.0% | $0.97 | — | — | CONVERTIBLE BOND | 461203AJ0 |
| — | OI SA | 2,201,646 | $3.28M | 0.0% | $1.49 | — | — | COMMON STOCK | 670851500 |
| — | CONMED CORP | 2,000,000 | $3.232M | 0.0% | $1.62 | — | — | CONVERTIBLE BOND | 207410AF8 |
| — | NANOSTRING TECHNOLOGIES INC | 2,000,000 | $3.163M | 0.0% | $1.58 | — | — | CONVERTIBLE BOND | 63009RAD1 |
| — | VEON LTD | 1,677,722 | $3.07M | 0.0% | $1.83 | — | — | COMMON STOCK | 91822M106 |
| — | FLEXION THERAPEUTICS INC | 3,372,000 | $3.06M | 0.0% | $0.91 | — | — | CONVERTIBLE BOND | 33938JAB2 |
| — | HERITAGE INSURANCE HOLDINGS INC | 3,111,000 | $2.986M | 0.0% | $0.96 | — | — | CONVERTIBLE BOND | 42727JAB8 |
| — | TABULA RASA HEALTHCARE INC | 2,875,000 | $2.95M | 0.0% | $1.03 | — | — | CONVERTIBLE BOND | 873379AA9 |
| — | GREEN PLAINS INC | 2,250,000 | $2.905M | 0.0% | $1.29 | — | — | CONVERTIBLE BOND | 393222AK0 |
| — | IQIYI INC | 2,900,000 | $2.716M | 0.0% | $0.94 | — | — | CONVERTIBLE BOND | 46267XAD0 |
| — | NEUROCRINE BIOSCIENCES INC | 2,000,000 | $2.693M | 0.0% | $1.35 | — | — | CONVERTIBLE BOND | 64125CAD1 |
| — | HORIZON GLOBAL CORP | 2,500,000 | $2.443M | 0.0% | $0.98 | — | — | CONVERTIBLE BOND | 44052WAA2 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,000,000 | $2.371M | 0.0% | $1.19 | — | — | CONVERTIBLE BOND | 46333XAF5 |
| LOMA | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | 342,000 | $2.329M | 0.0% | $6.81 | — | — | COMMON STOCK | 54150E104 |
| EXEEW | CHESAPEAKE ENERGY CORP | 75,810 | $2.038M | 0.0% | $26.88 | — | — | WARRANT | 165167164 |
| — | AVAYA HOLDINGS CORP | 1,713,000 | $2.008M | 0.0% | $1.17 | — | — | CONVERTIBLE BOND | 05351XAB7 |
| — | ELLIOTT OPPORTUNITY II CORP | 200,000 | $2.002M | 0.0% | $10.01 | — | — | COMMON STOCK | G30092129 |
| — | COLOMBIER ACQUISITION CORP | 200,000 | $1.984M | 0.0% | $9.92 | — | — | COMMON STOCK | 19533H207 |
| — | COLISEUM ACQUISITION CORP | 200,000 | $1.976M | 0.0% | $9.88 | — | — | COMMON STOCK | G2263T115 |
| — | OAKTREE SPECIALTY LENDING CORP | 276,000 | $1.846M | 0.0% | $6.69 | — | — | COMMON STOCK | 67401P108 |
| — | TRAVERE THERAPEUTICS INC | 2,082,000 | $1.771M | 0.0% | $0.85 | — | — | CONVERTIBLE BOND | 761299AB2 |
| — | FIREEYE INC | 1,478,000 | $1.676M | 0.0% | $1.13 | — | — | CONVERTIBLE BOND | 31816QAF8 |
| AMPY | AMPLIFY ENERGY CORP | 410,041 | $1.66M | 0.0% | $4.05 | — | — | COMMON STOCK | 03212B103 |
| — | SHELTER ACQUISITION CORP I | 150,000 | $1.498M | 0.0% | $9.99 | — | — | COMMON STOCK | 822821203 |
| — | THUNDER BRIDGE CAPITAL PARTNERS IV INC | 150,000 | $1.489M | 0.0% | $9.93 | — | — | COMMON STOCK | 88605L206 |
| — | PATRICK INDUSTRIES INC | 1,249,000 | $1.359M | 0.0% | $1.09 | — | — | CONVERTIBLE BOND | 703343AB9 |
| SRNE | SORRENTO THERAPEUTICS INC | 134,000 | $1.297M | 0.0% | $9.68 | — | — | COMMON STOCK | 83587F202 |
| — | HUAZHU GROUP LTD | 1,000,000 | $1.256M | 0.0% | $1.26 | — | — | CONVERTIBLE BOND | 16949NAC3 |
| — | MICROCHIP TECHNOLOGY INC | 1,000,000 | $1.13M | 0.0% | $1.13 | — | — | CONVERTIBLE BOND | 595017AU8 |
| — | TWO HARBORS INVESTMENT CORP | 1,061,000 | $1.082M | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | 90187BAA9 |
| SFL 5.75 10/15/21 | SFL CORP LTD | 1,060,000 | $1.079M | 0.0% | $1.02 | — | — | CONVERTIBLE BOND | G81075AF3 |
| BELFA | BEL FUSE INC | 71,613 | $1.016M | 0.0% | $14.19 | — | — | COMMON STOCK | 077347201 |
| — | FINTECH ACQUISITION CORP VI | 100,000 | $1.009M | 0.0% | $10.09 | — | — | COMMON STOCK | 31811H205 |
| — | VIAVI SOLUTIONS INC | 664,000 | $938K | 0.0% | $1.41 | — | — | CONVERTIBLE BOND | 925550AB1 |
| — | INTERDIGITAL INC | 623,000 | $693K | 0.0% | $1.11 | — | — | CONVERTIBLE BOND | 45867GAB7 |
| — | SCORPIO TANKERS INC | 544,000 | $547K | 0.0% | $1.01 | — | — | CONVERTIBLE BOND | 80918TAB5 |
| NE1USD | NOBLE CORP | 19,979 | $494K | 0.0% | $24.73 | — | — | COMMON STOCK | G6610J209 |
| — | US WELL SERVICES INC | 1,500,000 | $272K | 0.0% | $0.18 | — | — | WARRANT | 91274U119 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC | 176,000 | $225K | 0.0% | $1.28 | — | — | CONVERTIBLE BOND | 049164BJ4 |
| — | BOOKING HOLDINGS INC | 132,000 | $143K | 0.0% | $1.08 | — | — | CONVERTIBLE BOND | 741503AX4 |