Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHK | Sell | CHESAPEAKE ENERGY CORP | $603,615,784 | -1.9% | 7,000,067 | -4.8% | 8.76% | +8.2% |
| SBLK | Sell | STAR BULK CARRIERS CORP | $309,781,072 | -32.9% | 16,067,483 | -38.4% | 4.50% | -26.0% |
| VST | Sell | VISTRA CORP | $298,620,000 | -33.1% | 9,000,000 | -47.1% | 4.33% | -26.2% |
| XOP | Buy | SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETFput | $176,752,450 | +45.2% | 1,195,000 | +26.5% | 2.56% | +60.0% |
| VALE | Buy | VALE SA | $116,504,517 | +11.5% | 8,694,367 | +11.7% | 1.69% | +22.9% |
| CAT | New | CATERPILLAR INCput | $109,200,000 | – | 400,000 | – | 1.58% | – |
| FCX | Buy | FREEPORT-MCMORAN INC | $100,918,113 | -4.0% | 2,706,305 | +3.0% | 1.46% | +5.8% |
| PBR | Sell | PETROLEO BRASILEIRO SA | $93,100,536 | -14.4% | 6,210,843 | -21.0% | 1.35% | -5.7% |
| CX | Sell | CEMEX SAB DE CV | $90,928,708 | -11.4% | 13,989,032 | -3.5% | 1.32% | -2.3% |
| BBD | Buy | BANCO BRADESCO SA | $90,465,061 | -15.2% | 31,742,126 | +3.0% | 1.31% | -6.5% |
| New | ANGLOGOLD ASHANTI PLC | $85,775,340 | – | 5,428,819 | – | 1.24% | – | |
| INFY | Buy | INFOSYS LTD | $65,173,478 | +9.6% | 3,809,087 | +2.9% | 0.95% | +20.8% |
| IBN | Sell | ICICI BANK LTD | $64,561,628 | -29.8% | 2,792,458 | -29.9% | 0.94% | -22.6% |
| Sell | FTAI AVIATION LTD | $64,399,998 | +0.0% | 1,811,533 | -10.9% | 0.93% | +10.3% | |
| New | EAGLE BULK SHIPPING INCconvertible bond | $57,527,196 | – | 40,495,000 | – | 0.84% | – | |
| JD | Buy | JD.COM INC | $49,722,288 | +44.0% | 1,706,910 | +68.7% | 0.72% | +58.5% |
| Sell | ALVOTECH SA | $45,996,765 | -12.1% | 5,043,505 | -25.4% | 0.67% | -3.2% | |
| ITUB | Buy | ITAU UNIBANCO HOLDING SA | $45,178,014 | -6.5% | 8,413,038 | +2.8% | 0.66% | +3.0% |
| FYBR | Sell | FRONTIER COMMUNICATIONS PARENT INC | $43,833,239 | -41.0% | 2,800,846 | -29.7% | 0.64% | -34.9% |
| DQ | Buy | DAQO NEW ENERGY CORP | $40,876,910 | +0.0% | 1,350,410 | +31.2% | 0.59% | +10.2% |
| BAP | Buy | CREDICORP LTD | $37,088,905 | -10.8% | 289,825 | +2.9% | 0.54% | -1.6% |
| SQM | Buy | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | $37,092,662 | +1.1% | 621,630 | +23.1% | 0.54% | +11.4% |
| TX | Sell | TERNIUM SA | $35,596,984 | -10.2% | 892,155 | -10.8% | 0.52% | -1.1% |
| BRY | Sell | BERRY CORP | $30,315,400 | -34.2% | 3,697,000 | -44.8% | 0.44% | -27.5% |
| SPY | Buy | STATE STREET CORPput | $30,132,000 | -68.4% | 450,000 | +109.3% | 0.44% | -65.2% |
| Sell | ALARM.COM HOLDINGS INCconvertible bond | $22,851,224 | -0.0% | 26,296,000 | -1.4% | 0.33% | +10.3% | |
| Sell | SPOTIFY TECHNOLOGY SAconvertible bond | $21,810,972 | -32.0% | 25,551,000 | -32.0% | 0.32% | -25.1% | |
| Sell | CABLE ONE INCconvertible bond | $21,633,378 | -5.5% | 26,286,000 | -5.5% | 0.31% | +4.3% | |
| Sell | WESTERN DIGITAL CORPconvertible bond | $21,322,027 | -2.4% | 21,581,000 | -3.7% | 0.31% | +7.3% | |
| Sell | JETBLUE AIRWAYS CORPconvertible bond | $20,987,691 | -38.6% | 26,973,000 | -34.8% | 0.30% | -32.2% | |
| Buy | REDWOOD TRUST INCconvertible bond | $20,399,076 | +17.5% | 21,926,000 | +10.5% | 0.30% | +29.3% | |
| Sell | NUVASIVE INCconvertible bond | $18,408,125 | -24.6% | 19,933,000 | -26.1% | 0.27% | -16.8% | |
| Sell | COINBASE GLOBAL INCconvertible bond | $18,075,463 | -22.0% | 23,922,000 | -21.9% | 0.26% | -14.1% | |
| Sell | PERFICIENT INCconvertible bond | $17,642,650 | -6.7% | 21,881,000 | -4.6% | 0.26% | +2.8% | |
| PAM | Sell | PAMPA ENERGIA SA | $17,028,090 | -38.5% | 455,784 | -28.7% | 0.25% | -32.3% |
| Buy | TRIPADVISOR INCconvertible bond | $16,722,900 | +50.7% | 19,674,000 | +49.2% | 0.24% | +66.4% | |
| Buy | MFA FINANCIAL INCconvertible bond | $16,672,519 | +23.2% | 16,631,000 | +22.4% | 0.24% | +36.0% | |
| TGS | Sell | TRANSPORTADORA DE GAS DEL SUR SA | $16,606,002 | -28.5% | 1,631,238 | -3.3% | 0.24% | -21.2% |
| Sell | HAEMONETICS CORPconvertible bond | $16,514,680 | -26.2% | 18,928,000 | -27.6% | 0.24% | -18.6% | |
| New | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $15,893,938 | – | 17,771,000 | – | 0.23% | – | |
| Buy | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $15,026,748 | +14.5% | 15,353,000 | +10.4% | 0.22% | +26.0% | |
| Buy | KAMAN CORPconvertible bond | $15,048,221 | +15.2% | 15,423,000 | +14.3% | 0.22% | +26.7% | |
| New | DOCUSIGN INCconvertible bond | $14,373,155 | – | 14,592,000 | – | 0.21% | – | |
| Sell | SEA LTDconvertible bond | $14,286,104 | -26.8% | 17,802,000 | -26.3% | 0.21% | -19.5% | |
| AZUL | Sell | AZUL SA | $13,579,501 | -76.6% | 1,580,850 | -62.7% | 0.20% | -74.2% |
| New | FIRST MAJESTIC SILVER CORPconvertible bond | $13,578,393 | – | 18,030,000 | – | 0.20% | – | |
| Sell | AFFIRM HOLDINGS INCconvertible bond | $13,096,661 | -10.2% | 17,432,000 | -11.2% | 0.19% | -1.0% | |
| Sell | CHEGG INCconvertible bond | $12,051,900 | -5.5% | 15,304,000 | -9.5% | 0.18% | +4.2% | |
| TEO | Buy | TELECOM ARGENTINA SA | $11,707,507 | -5.5% | 2,444,156 | +20.2% | 0.17% | +4.3% |
| Sell | OCWEN FINANCIAL CORP | $11,672,630 | -33.0% | 451,029 | -22.4% | 0.17% | -26.2% | |
| Buy | TECHTARGET INCconvertible bond | $11,419,853 | +24.3% | 14,184,000 | +21.2% | 0.17% | +37.2% | |
| New | DIEBOLD NIXDORF INC | $11,189,259 | – | 590,774 | – | 0.16% | – | |
| BHC | New | BAUSCH HEALTH COS INC | $10,686,000 | – | 1,300,000 | – | 0.16% | – |
| Buy | LIBERTY LATIN AMERICA LTDconvertible bond | $10,389,330 | +49.8% | 10,994,000 | +50.9% | 0.15% | +65.9% | |
| Sell | DIGITALOCEAN HOLDINGS INCconvertible bond | $10,363,818 | -19.7% | 13,470,000 | -18.0% | 0.15% | -11.8% | |
| JFR | New | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | $9,791,993 | – | 1,192,691 | – | 0.14% | – |
| Buy | LYFT INCconvertible bond | $9,743,580 | +279.0% | 10,545,000 | +269.4% | 0.14% | +314.7% | |
| Buy | ACCOLADE INCconvertible bond | $9,466,395 | +33.0% | 11,337,000 | +33.1% | 0.14% | +45.7% | |
| Sell | BLACKLINE INCconvertible bond | $9,384,952 | -5.1% | 10,834,000 | -6.7% | 0.14% | +4.6% | |
| Buy | TURNING POINT BRANDS INCconvertible bond | $9,376,562 | +25.8% | 9,755,000 | +26.0% | 0.14% | +38.8% | |
| Buy | SEA LTDconvertible bond | $9,286,143 | +16.7% | 9,663,000 | +24.2% | 0.14% | +28.6% | |
| Sell | FIVERR INTERNATIONAL LTDconvertible bond | $9,188,082 | -5.9% | 10,538,000 | -8.6% | 0.13% | +3.1% | |
| Buy | INNOVIVA INCconvertible bond | $8,465,538 | +123.9% | 10,259,000 | +123.5% | 0.12% | +146.0% | |
| Buy | CERIDIAN HCM HOLDING INCconvertible bond | $8,448,673 | +2.1% | 9,553,000 | +2.1% | 0.12% | +12.8% | |
| Sell | FORD MOTOR COconvertible bond | $8,442,137 | -20.1% | 8,549,000 | -10.9% | 0.12% | -12.2% | |
| Sell | SNAP INCconvertible bond | $8,269,010 | -44.3% | 11,915,000 | -42.7% | 0.12% | -38.5% | |
| New | EURONET WORLDWIDE INCconvertible bond | $8,146,066 | – | 8,771,000 | – | 0.12% | – | |
| Buy | JOYY INCconvertible bond | $8,090,096 | +6.5% | 8,498,000 | +4.8% | 0.12% | +17.0% | |
| Buy | PDD HOLDINGS INCconvertible bond | $7,875,792 | +14.2% | 7,965,000 | +12.4% | 0.11% | +25.3% | |
| Buy | MESA LABORATORIES INCconvertible bond | $7,711,862 | +84.6% | 8,545,000 | +83.6% | 0.11% | +103.6% | |
| Sell | LUMENTUM HOLDINGS INCconvertible bond | $7,493,631 | -20.4% | 10,247,000 | -13.9% | 0.11% | -12.1% | |
| New | WAYFAIR INCconvertible bond | $7,338,427 | – | 8,471,000 | – | 0.11% | – | |
| Sell | INTERCEPT PHARMACEUTICALS INCconvertible bond | $7,195,058 | -24.3% | 7,295,000 | -38.3% | 0.10% | -16.8% | |
| Sell | TELADOC HEALTH INCconvertible bond | $7,068,328 | -43.7% | 7,693,000 | -44.3% | 0.10% | -37.6% | |
| Buy | UNITY SOFTWARE INCconvertible bond | $7,017,165 | +1.3% | 8,810,000 | +2.2% | 0.10% | +12.1% | |
| New | BILIBILI INCconvertible bond | $7,032,910 | – | 7,858,000 | – | 0.10% | – | |
| Sell | EZCORP INCconvertible bond | $6,787,885 | -27.5% | 7,202,000 | -28.8% | 0.10% | -20.3% | |
| Buy | HERBALIFE LTDconvertible bond | $6,544,208 | +455.6% | 6,688,000 | +451.4% | 0.10% | +493.8% | |
| Sell | SPLUNK INCconvertible bond | $6,488,924 | -8.3% | 6,025,000 | -14.7% | 0.09% | +1.1% | |
| Sell | ALTERYX INCconvertible bond | $6,224,640 | -31.8% | 6,484,000 | -32.8% | 0.09% | -25.0% | |
| New | PEBBLEBROOK HOTEL TRUSTconvertible bond | $6,204,598 | – | 7,436,000 | – | 0.09% | – | |
| Buy | NRG ENERGY INCconvertible bond | $6,164,336 | +33.3% | 5,799,000 | +33.0% | 0.09% | +45.9% | |
| M | New | MACYS INC | $6,161,136 | – | 530,675 | – | 0.09% | – |
| New | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEconvertible bond | $5,693,916 | – | 5,822,000 | – | 0.08% | – | |
| Sell | MICROSTRATEGY INCconvertible bond | $5,728,799 | -47.0% | 8,111,000 | -49.6% | 0.08% | -41.5% | |
| New | TELADOC HEALTH INCconvertible bond | $5,533,110 | – | 6,900,000 | – | 0.08% | – | |
| Buy | JAZZ PHARMACEUTICALS PLCconvertible bond | $5,496,881 | +18.6% | 5,683,000 | +17.0% | 0.08% | +31.1% | |
| Sell | CLOUDFLARE INCconvertible bond | $5,518,169 | -16.1% | 6,454,000 | -16.2% | 0.08% | -8.0% | |
| Buy | REDFIN CORPconvertible bond | $5,437,575 | +2.0% | 9,295,000 | +20.2% | 0.08% | +12.9% | |
| Buy | NUTANIX INCconvertible bond | $5,293,455 | +29.7% | 5,898,000 | +22.9% | 0.08% | +42.6% | |
| Sell | SHAKE SHACK INCconvertible bond | $5,239,968 | -35.8% | 6,975,000 | -29.9% | 0.08% | -29.0% | |
| New | TILRAY BRANDS INCconvertible bond | $5,020,649 | – | 4,971,000 | – | 0.07% | – | |
| AFT | Sell | APOLLO SENIOR FLOATING RATE FUND INC | $4,943,514 | +2.7% | 367,821 | -1.3% | 0.07% | +14.3% |
| Sell | ITRON INCconvertible bond | $4,908,010 | -69.8% | 5,674,000 | -68.8% | 0.07% | -66.8% | |
| Sell | BRIDGEBIO PHARMA INCconvertible bond | $4,863,750 | +7.8% | 6,485,000 | -11.0% | 0.07% | +20.3% | |
| Buy | GREENBRIER COS INC/THEconvertible bond | $4,890,525 | +7.1% | 4,965,000 | +6.9% | 0.07% | +18.3% | |
| New | ATLANTICA SUSTAINABLE INFRASTRUCTURE JERSEY LTDconvertible bond | $4,559,195 | – | 4,983,000 | – | 0.07% | – | |
| Sell | AIR TRANSPORT SERVICES GROUP INCconvertible bond | $4,452,973 | -52.1% | 4,655,000 | -52.5% | 0.06% | -46.7% | |
| Sell | NEOGENOMICS INCconvertible bond | $4,389,152 | -51.8% | 6,080,000 | -50.5% | 0.06% | -46.7% | |
| Sell | UPSTART HOLDINGS INCconvertible bond | $4,315,912 | -32.9% | 6,484,000 | -30.7% | 0.06% | -25.9% | |
| Sell | HCI GROUP INCconvertible bond | $4,262,895 | -18.5% | 4,511,000 | -14.8% | 0.06% | -10.1% | |
| New | ETSY INCconvertible bond | $4,273,800 | – | 4,190,000 | – | 0.06% | – | |
| EFT | Sell | EATON VANCE FLOATING-RATE INCOME TRUST | $4,301,446 | -12.1% | 349,427 | -16.6% | 0.06% | -3.1% |
| JQC | Sell | NUVEEN CREDIT STRATEGIES INCOME FUND | $4,104,712 | -75.6% | 811,208 | -75.7% | 0.06% | -73.0% |
| Buy | WOLFSPEED INCconvertible bond | $3,989,803 | +61.7% | 5,876,000 | +83.6% | 0.06% | +81.2% | |
| Sell | VIAVI SOLUTIONS INCconvertible bond | $3,977,006 | -41.8% | 4,053,000 | -40.9% | 0.06% | -35.6% | |
| New | BLOCK INCconvertible bond | $3,786,114 | – | 4,058,000 | – | 0.06% | – | |
| Sell | ETSY INCconvertible bond | $3,775,323 | -52.6% | 4,948,000 | -51.7% | 0.06% | -47.6% | |
| New | CRACKER BARREL OLD COUNTRY STORE INCconvertible bond | $3,707,910 | – | 4,464,000 | – | 0.05% | – | |
| Buy | BANDWIDTH INCconvertible bond | $3,619,850 | +40.4% | 5,569,000 | +40.2% | 0.05% | +55.9% | |
| Sell | FEUTUNE LIGHT ACQUISITION CORP | $3,574,450 | -53.7% | 335,000 | -54.4% | 0.05% | -49.0% | |
| Sell | MAGNITE INCconvertible bond | $3,529,250 | -53.4% | 4,054,000 | -54.5% | 0.05% | -49.0% | |
| New | CHEESECAKE FACTORY INC/THEconvertible bond | $3,370,718 | – | 4,055,000 | – | 0.05% | – | |
| Sell | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $3,208,927 | -74.1% | 3,217,000 | -74.0% | 0.05% | -71.2% | |
| Sell | EXPEDIA GROUP INCconvertible bond | $3,188,496 | -35.0% | 3,649,000 | -34.6% | 0.05% | -29.2% | |
| New | 3D SYSTEMS CORPconvertible bond | $2,948,712 | – | 4,056,000 | – | 0.04% | – | |
| Buy | NIO INCconvertible bond | $2,982,622 | +28.1% | 3,399,000 | +21.9% | 0.04% | +38.7% | |
| EFR | Sell | EATON VANCE SENIOR FLOATING-RATE TRUST | $2,979,011 | -15.8% | 245,996 | -18.3% | 0.04% | -8.5% |
| Buy | SHIFT4 PAYMENTS INCconvertible bond | $2,917,550 | +16.3% | 2,950,000 | +28.3% | 0.04% | +27.3% | |
| Buy | SHIFT4 PAYMENTS INCconvertible bond | $2,846,332 | +62.5% | 3,312,000 | +67.7% | 0.04% | +78.3% | |
| Sell | BANDWIDTH INCconvertible bond | $2,691,345 | -51.3% | 3,335,000 | -52.2% | 0.04% | -46.6% | |
| Sell | ZILLOW GROUP INCconvertible bond | $2,703,375 | -22.4% | 2,250,000 | -18.2% | 0.04% | -15.2% | |
| Sell | ENPHASE ENERGY INCconvertible bond | $2,714,782 | -62.8% | 3,261,000 | -57.8% | 0.04% | -59.4% | |
| Buy | CHEGG INCconvertible bond | $2,596,288 | +80.0% | 2,872,000 | +76.4% | 0.04% | +100.0% | |
| New | BILIBILI INCconvertible bond | $2,472,317 | – | 2,491,000 | – | 0.04% | – | |
| New | BLOCK INCconvertible bond | $2,384,760 | – | 2,839,000 | – | 0.04% | – | |
| New | ALNYLAM PHARMACEUTICALS INCconvertible bond | $2,318,750 | – | 2,500,000 | – | 0.03% | – | |
| New | SAREPTA THERAPEUTICS INCconvertible bond | $2,243,800 | – | 2,000,000 | – | 0.03% | – | |
| Sell | SOUTHWEST AIRLINES COconvertible bond | $2,291,375 | -33.6% | 2,300,000 | -23.3% | 0.03% | -26.7% | |
| New | HALOZYME THERAPEUTICS INCconvertible bond | $2,112,187 | – | 2,250,000 | – | 0.03% | – | |
| New | BOX INCconvertible bond | $2,058,650 | – | 1,900,000 | – | 0.03% | – | |
| Buy | NORWEGIAN CRUISE LINE HOLDINGS LTDconvertible bond | $2,081,250 | +58.7% | 2,500,000 | +76.7% | 0.03% | +76.5% | |
| New | I3 VERTICALS INCconvertible bond | $1,885,701 | – | 2,029,000 | – | 0.03% | – | |
| New | FARFETCH LTDconvertible bond | $1,869,005 | – | 3,485,000 | – | 0.03% | – | |
| Sell | SNAP INCconvertible bond | $1,759,500 | -52.5% | 2,000,000 | -50.0% | 0.03% | -46.9% | |
| New | H WORLD GROUP LTDconvertible bond | $1,609,300 | – | 1,400,000 | – | 0.02% | – | |
| Sell | LUMENTUM HOLDINGS INCconvertible bond | $1,488,750 | -12.4% | 1,500,000 | -6.2% | 0.02% | 0.0% | |
| New | ARRAY TECHNOLOGIES INCconvertible bond | $1,542,166 | – | 1,351,000 | – | 0.02% | – | |
| New | ANYWHERE REAL ESTATE INCconvertible bond | $1,536,120 | – | 2,008,000 | – | 0.02% | – | |
| New | INSULET CORPconvertible bond | $1,474,500 | – | 1,500,000 | – | 0.02% | – | |
| Sell | WIX.COM LTDconvertible bond | $1,374,950 | -64.7% | 1,544,000 | -65.3% | 0.02% | -60.8% | |
| Sell | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCconvertible bond | $1,141,000 | -25.1% | 1,000,000 | -33.3% | 0.02% | -15.0% | |
| New | GOLDEN STAR ACQUISITION CORP | $1,036,500 | – | 100,000 | – | 0.02% | – | |
| New | REALREAL INC/THEconvertible bond | $958,702 | – | 2,029,000 | – | 0.01% | – | |
| Sell | SHOPIFY INCconvertible bond | $727,958 | -94.7% | 812,000 | -94.7% | 0.01% | -94.0% | |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -28,937 | – | -0.00% | – |
| Exit | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | $0 | – | -50,000 | – | -0.01% | – | |
| EVF | Exit | EATON VANCE SENIOR INCOME TRUST | $0 | – | -103,278 | – | -0.01% | – |
| Exit | VAHANNA TECH EDGE ACQUISITION I CORP | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | LIV CAPITAL ACQUISITION CORP II | $0 | – | -60,000 | – | -0.01% | – | |
| Exit | NEOGENOMICS INCconvertible bond | $0 | – | -1,014,000 | – | -0.01% | – | |
| Exit | ILLUMINA INCconvertible bond | $0 | – | -1,000,000 | – | -0.01% | – | |
| Exit | INTEGRATED WELLNESS ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | HEARTLAND MEDIA ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | BIOPLUS ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | ANDRETTI ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | GOLDEN STAR ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $0 | – | -1,169,000 | – | -0.02% | – | |
| Exit | DRAFTKINGS HOLDINGS INCconvertible bond | $0 | – | -1,619,000 | – | -0.02% | – | |
| Exit | SUNRUN INCconvertible bond | $0 | – | -2,037,000 | – | -0.02% | – | |
| Exit | NOVOCURE LTDconvertible bond | $0 | – | -1,621,000 | – | -0.02% | – | |
| Exit | OMNICELL INCconvertible bond | $0 | – | -1,500,000 | – | -0.02% | – | |
| Exit | GREENBRIER COS INC/THEconvertible bond | $0 | – | -1,620,000 | – | -0.02% | – | |
| Exit | KNIGHTSWAN ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | BELLEVUE LIFE SCIENCES ACQUISITION CORP | $0 | – | -175,000 | – | -0.02% | – | |
| Exit | ARISZ ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | EVEREST CONSOLIDATOR ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | SOLAREDGE TECHNOLOGIES INCconvertible bond | $0 | – | -1,955,000 | – | -0.03% | – | |
| Exit | DENALI CAPITAL ACQUISITION CORP | $0 | – | -225,000 | – | -0.03% | – | |
| Exit | HUDSON ACQUISITION I CORP | $0 | – | -240,000 | – | -0.03% | – | |
| Exit | MOBIV ACQUISITION CORP | $0 | – | -245,000 | – | -0.03% | – | |
| Exit | EMBRACE CHANGE ACQUISITION CORP | $0 | – | -245,000 | – | -0.03% | – | |
| Exit | HORIZON SPACE ACQUISITION I CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | PAPAYA GROWTH OPPORTUNITY CORP I | $0 | – | -250,000 | – | -0.04% | – | |
| Exit | UBER TECHNOLOGIES INCconvertible bond | $0 | – | -2,968,000 | – | -0.04% | – | |
| Exit | REDWOOD TRUST INCconvertible bond | $0 | – | -2,814,000 | – | -0.04% | – | |
| Exit | SPLUNK INCconvertible bond | $0 | – | -2,833,000 | – | -0.04% | – | |
| Exit | NABORS INDUSTRIES LTDconvertible bond | $0 | – | -2,974,000 | – | -0.04% | – | |
| Exit | KEYARCH ACQUISITION CORP | $0 | – | -290,000 | – | -0.04% | – | |
| Exit | A SPAC I ACQUISITION CORP | $0 | – | -290,000 | – | -0.04% | – | |
| Exit | AROGO CAPITAL ACQUISITION CORP | $0 | – | -300,000 | – | -0.04% | – | |
| Exit | RIGEL RESOURCE ACQUISITION CORP | $0 | – | -350,000 | – | -0.05% | – | |
| Exit | GOLDENSTONE ACQUISITION LTD | $0 | – | -350,000 | – | -0.05% | – | |
| Exit | WISDOMTREE INCconvertible bond | $0 | – | -3,967,000 | – | -0.05% | – | |
| Exit | CONSILIUM ACQUISITION CORP I LTD | $0 | – | -400,000 | – | -0.06% | – | |
| Exit | YOTTA ACQUISITION CORP | $0 | – | -398,000 | – | -0.06% | – | |
| Exit | SPLUNK INCconvertible bond | $0 | – | -4,819,000 | – | -0.06% | – | |
| Exit | HAINAN MANASLU ACQUISITION CORP | $0 | – | -400,000 | – | -0.06% | – | |
| Exit | ALPHA STAR ACQUISITION CORP | $0 | – | -400,000 | – | -0.06% | – | |
| Exit | FUTURETECH II ACQUISITION CORP | $0 | – | -410,000 | – | -0.06% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCconvertible bond | $0 | – | -4,448,000 | – | -0.06% | – | |
| Exit | DISH NETWORK CORPconvertible bond | $0 | – | -5,250,000 | – | -0.06% | – | |
| Exit | HELLO GROUP INCconvertible bond | $0 | – | -4,832,000 | – | -0.06% | – | |
| Exit | WELSBACH TECHNOLOGY METALS ACQUISITION CORP | $0 | – | -450,000 | – | -0.06% | – | |
| Exit | EVERGREEN CORP | $0 | – | -450,000 | – | -0.06% | – | |
| Exit | BILL HOLDINGS INCconvertible bond | $0 | – | -4,892,000 | – | -0.07% | – | |
| Exit | DUET ACQUISITION CORP | $0 | – | -500,000 | – | -0.07% | – | |
| Exit | METAL SKY STAR ACQUISITION CORP | $0 | – | -496,000 | – | -0.07% | – | |
| Exit | HEALTH CATALYST INCconvertible bond | $0 | – | -5,836,000 | – | -0.07% | – | |
| Exit | BLUE WORLD ACQUISITION CORP | $0 | – | -550,000 | – | -0.08% | – | |
| Exit | RINGCENTRAL INCconvertible bond | $0 | – | -6,333,000 | – | -0.08% | – | |
| JRO | Exit | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | $0 | – | -793,641 | – | -0.08% | – |
| Exit | INTEGRA LIFESCIENCES HOLDINGS CORPconvertible bond | $0 | – | -7,236,000 | – | -0.09% | – | |
| Exit | A SPAC II ACQUISITION CORP | $0 | – | -675,000 | – | -0.09% | – | |
| Exit | IONIS PHARMACEUTICALS INCconvertible bond | $0 | – | -7,702,000 | – | -0.10% | – | |
| Exit | OKTA INCconvertible bond | $0 | – | -8,595,000 | – | -0.10% | – | |
| NSL | Exit | NUVEEN SENIOR INCOME FUND | $0 | – | -1,669,270 | – | -0.10% | – |
| Exit | GREENLIGHT CAPITAL RE LTDconvertible bond | $0 | – | -8,363,000 | – | -0.11% | – | |
| Exit | MONTEREY CAPITAL ACQUISITION CORP | $0 | – | -792,000 | – | -0.11% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INCconvertible bond | $0 | – | -9,506,000 | – | -0.13% | – | |
| Exit | AIRBNB INCconvertible bond | $0 | – | -11,153,000 | – | -0.13% | – | |
| YPF | Exit | YPF SA | $0 | – | -764,952 | – | -0.15% | – |
| Exit | NEW MOUNTAIN FINANCE CORPconvertible bond | $0 | – | -11,951,000 | – | -0.16% | – | |
| VVR | Exit | INVESCO SENIOR INCOME TRUST | $0 | – | -6,300,000 | – | -0.32% | – |
| Exit | WAYFAIR INCconvertible bond | $0 | – | -30,350,000 | – | -0.33% | – | |
| Exit | EAGLE BULK SHIPPING INCconvertible bond | $0 | – | -40,495,000 | – | -0.82% | – | |
| AU | Exit | ANGLOGOLD ASHANTI LTD | $0 | – | -4,728,622 | – | -1.31% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -4,600,000 | – | -1.64% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TRMD | New | TORM PLC | $1,294,694,041 | – | 53,812,988 | – | 17.04% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $615,048,006 | – | 7,350,000 | – | 8.10% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $461,394,449 | – | 26,067,483 | – | 6.07% | – |
| VST | New | VISTRA CORP | $446,249,999 | – | 17,000,000 | – | 5.88% | – |
| New | STR SUB INC | $339,805,602 | – | 12,935,120 | – | 4.47% | – | |
| GTX | New | GARRETT MOTION INC | $333,706,917 | – | 44,082,816 | – | 4.39% | – |
| New | RUNWAY GROWTH FINANCE CORP | $260,025,141 | – | 21,054,667 | – | 3.42% | – | |
| STKL | New | SUNOPTA INC | $138,657,783 | – | 20,726,126 | – | 1.82% | – |
| NMIH | New | NMI HOLDINGS INC | $126,518,000 | – | 4,900,000 | – | 1.67% | – |
| ALLY | New | ALLY FINANCIAL INC | $124,246,000 | – | 4,600,000 | – | 1.64% | – |
| XOP | New | SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETFput | $121,744,350 | – | 945,000 | – | 1.60% | – |
| INFN | New | INFINERA CORP | $121,597,104 | – | 25,175,384 | – | 1.60% | – |
| PBR | New | PETROLEO BRASILEIRO SA | $108,792,339 | – | 7,866,402 | – | 1.43% | – |
| BBD | New | BANCO BRADESCO SA | $106,621,007 | – | 30,815,319 | – | 1.40% | – |
| FCX | New | FREEPORT-MCMORAN INC | $105,112,200 | – | 2,627,805 | – | 1.38% | – |
| VALE | New | VALE SA | $104,447,618 | – | 7,782,982 | – | 1.38% | – |
| CX | New | CEMEX SAB DE CV | $102,582,346 | – | 14,489,032 | – | 1.35% | – |
| AU | New | ANGLOGOLD ASHANTI LTD | $99,726,638 | – | 4,728,622 | – | 1.31% | – |
| SPY | New | STATE STREET CORPput | $95,305,200 | – | 215,000 | – | 1.26% | – |
| IBN | New | ICICI BANK LTD | $91,904,306 | – | 3,981,989 | – | 1.21% | – |
| New | CBL & ASSOCIATES PROPERTIES INC | $87,806,632 | – | 3,983,966 | – | 1.16% | – | |
| FYBR | New | FRONTIER COMMUNICATIONS PARENT INC | $74,240,305 | – | 3,982,849 | – | 0.98% | – |
| VIST | New | VISTA ENERGY SAB DE CV | $69,578,336 | – | 2,884,674 | – | 0.92% | – |
| New | FTAI AVIATION LTD | $64,368,262 | – | 2,033,110 | – | 0.85% | – | |
| New | EAGLE BULK SHIPPING INCconvertible bond | $61,989,450 | – | 40,495,000 | – | 0.82% | – | |
| INFY | New | INFOSYS LTD | $59,480,823 | – | 3,701,358 | – | 0.78% | – |
| AZUL | New | AZUL SA | $58,071,925 | – | 4,241,923 | – | 0.76% | – |
| KRC | New | KILROY REALTY CORP | $55,666,830 | – | 1,850,011 | – | 0.73% | – |
| New | ALVOTECH SA | $52,315,898 | – | 6,759,160 | – | 0.69% | – | |
| ITUB | New | ITAU UNIBANCO HOLDING SA | $48,295,270 | – | 8,185,639 | – | 0.64% | – |
| BRY | New | BERRY CORP | $46,075,360 | – | 6,697,000 | – | 0.61% | – |
| BAP | New | CREDICORP LTD | $41,580,148 | – | 281,632 | – | 0.55% | – |
| DQ | New | DAQO NEW ENERGY CORP | $40,875,953 | – | 1,029,621 | – | 0.54% | – |
| TX | New | TERNIUM SA | $39,646,946 | – | 999,923 | – | 0.52% | – |
| SQM | New | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | $36,682,903 | – | 505,135 | – | 0.48% | – |
| New | OAKTREE SPECIALTY LENDING CORP | $35,993,220 | – | 1,852,456 | – | 0.47% | – | |
| JD | New | JD.COM INC | $34,530,344 | – | 1,011,730 | – | 0.46% | – |
| New | JETBLUE AIRWAYS CORPconvertible bond | $34,177,181 | – | 41,364,000 | – | 0.45% | – | |
| LBTYA | New | LIBERTY GLOBAL PLC | $32,809,560 | – | 1,946,000 | – | 0.43% | – |
| New | SPOTIFY TECHNOLOGY SAconvertible bond | $32,085,620 | – | 37,549,000 | – | 0.42% | – | |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $31,861,412 | – | 2,849,858 | – | 0.42% | – |
| New | SMARTRENT INC | $28,745,279 | – | 7,505,294 | – | 0.38% | – | |
| PAM | New | PAMPA ENERGIA SA | $27,699,717 | – | 639,421 | – | 0.36% | – |
| New | WAYFAIR INCconvertible bond | $25,116,557 | – | 30,350,000 | – | 0.33% | – | |
| New | NUVASIVE INCconvertible bond | $24,399,705 | – | 26,961,000 | – | 0.32% | – | |
| VVR | New | INVESCO SENIOR INCOME TRUST | $24,255,000 | – | 6,300,000 | – | 0.32% | – |
| TGS | New | TRANSPORTADORA DE GAS DEL SUR SA | $23,236,359 | – | 1,686,238 | – | 0.31% | – |
| New | COINBASE GLOBAL INCconvertible bond | $23,173,858 | – | 30,636,000 | – | 0.30% | – | |
| New | CABLE ONE INCconvertible bond | $22,887,707 | – | 27,827,000 | – | 0.30% | – | |
| New | ALARM.COM HOLDINGS INCconvertible bond | $22,857,298 | – | 26,674,000 | – | 0.30% | – | |
| New | HAEMONETICS CORPconvertible bond | $22,377,439 | – | 26,145,000 | – | 0.30% | – | |
| New | WESTERN DIGITAL CORPconvertible bond | $21,841,468 | – | 22,413,000 | – | 0.29% | – | |
| New | SEA LTDconvertible bond | $19,514,852 | – | 24,167,000 | – | 0.26% | – | |
| MTG | New | MGIC INVESTMENT CORP | $18,948,000 | – | 1,200,000 | – | 0.25% | – |
| New | PERFICIENT INCconvertible bond | $18,916,785 | – | 22,927,000 | – | 0.25% | – | |
| HTZZ | New | HERTZ GLOBAL HOLDINGS INC | $18,390,000 | – | 1,000,000 | – | 0.24% | – |
| New | REDWOOD TRUST INCconvertible bond | $17,366,471 | – | 19,848,000 | – | 0.23% | – | |
| New | OCWEN FINANCIAL CORP | $17,412,749 | – | 581,006 | – | 0.23% | – | |
| BATL | New | BATTALION OIL CORP | $17,186,597 | – | 3,009,912 | – | 0.23% | – |
| JQC | New | NUVEEN CREDIT STRATEGIES INCOME FUND | $16,836,442 | – | 3,333,949 | – | 0.22% | – |
| New | ITRON INCconvertible bond | $16,239,260 | – | 18,208,000 | – | 0.21% | – | |
| UNIT | New | UNITI GROUP INC | $15,696,875 | – | 3,397,592 | – | 0.21% | – |
| New | SNAP INCconvertible bond | $14,842,227 | – | 20,802,000 | – | 0.20% | – | |
| New | STAR HOLDINGS | $14,670,000 | – | 1,000,000 | – | 0.19% | – | |
| New | AFFIRM HOLDINGS INCconvertible bond | $14,584,080 | – | 19,626,000 | – | 0.19% | – | |
| New | SHOPIFY INCconvertible bond | $13,859,043 | – | 15,213,000 | – | 0.18% | – | |
| New | MFA FINANCIAL INCconvertible bond | $13,537,068 | – | 13,588,000 | – | 0.18% | – | |
| New | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $13,128,506 | – | 13,911,000 | – | 0.17% | – | |
| New | KAMAN CORPconvertible bond | $13,065,096 | – | 13,497,000 | – | 0.17% | – | |
| New | DIGITALOCEAN HOLDINGS INCconvertible bond | $12,909,122 | – | 16,422,000 | – | 0.17% | – | |
| New | CHEGG INCconvertible bond | $12,756,172 | – | 16,918,000 | – | 0.17% | – | |
| New | TELADOC HEALTH INCconvertible bond | $12,545,353 | – | 13,807,000 | – | 0.16% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $12,388,738 | – | 12,381,000 | – | 0.16% | – | |
| TEO | New | TELECOM ARGENTINA SA | $12,385,482 | – | 2,033,741 | – | 0.16% | – |
| New | NEW MOUNTAIN FINANCE CORPconvertible bond | $11,921,720 | – | 11,951,000 | – | 0.16% | – | |
| YPF | New | YPF SA | $11,390,135 | – | 764,952 | – | 0.15% | – |
| New | TRIPADVISOR INCconvertible bond | $11,096,019 | – | 13,186,000 | – | 0.15% | – | |
| New | MICROSTRATEGY INCconvertible bond | $10,803,641 | – | 16,099,000 | – | 0.14% | – | |
| New | EVENTBRITE INCconvertible bond | $10,767,075 | – | 13,051,000 | – | 0.14% | – | |
| New | FORD MOTOR COconvertible bond | $10,563,699 | – | 9,599,000 | – | 0.14% | – | |
| New | DISH NETWORK CORPconvertible bond | $10,139,531 | – | 18,995,000 | – | 0.13% | – | |
| New | BLACKLINE INCconvertible bond | $9,885,566 | – | 11,613,000 | – | 0.13% | – | |
| HIMS | New | HIMS & HERS HEALTH INC | $9,900,211 | – | 1,053,214 | – | 0.13% | – |
| New | FIVERR INTERNATIONAL LTDconvertible bond | $9,765,603 | – | 11,531,000 | – | 0.13% | – | |
| New | AIRBNB INCconvertible bond | $9,753,298 | – | 11,153,000 | – | 0.13% | – | |
| New | INTERCEPT PHARMACEUTICALS INCconvertible bond | $9,600,523 | – | 9,506,000 | – | 0.13% | – | |
| New | INTERCEPT PHARMACEUTICALS INCconvertible bond | $9,508,858 | – | 11,824,000 | – | 0.12% | – | |
| New | LUMENTUM HOLDINGS INCconvertible bond | $9,413,953 | – | 11,896,000 | – | 0.12% | – | |
| New | EZCORP INCconvertible bond | $9,356,892 | – | 10,119,000 | – | 0.12% | – | |
| New | AIR TRANSPORT SERVICES GROUP INCconvertible bond | $9,304,180 | – | 9,798,000 | – | 0.12% | – | |
| New | TECHTARGET INCconvertible bond | $9,187,126 | – | 11,707,000 | – | 0.12% | – | |
| New | ALTERYX INCconvertible bond | $9,122,085 | – | 9,653,000 | – | 0.12% | – | |
| New | NEOGENOMICS INCconvertible bond | $9,099,585 | – | 12,276,000 | – | 0.12% | – | |
| New | 8X8 INCconvertible bond | $8,705,229 | – | 9,116,000 | – | 0.12% | – | |
| New | CERIDIAN HCM HOLDING INCconvertible bond | $8,275,542 | – | 9,353,000 | – | 0.11% | – | |
| New | MONTEREY CAPITAL ACQUISITION CORP | $8,288,280 | – | 792,000 | – | 0.11% | – | |
| New | GREENLIGHT CAPITAL RE LTDconvertible bond | $8,200,967 | – | 8,363,000 | – | 0.11% | – | |
| New | SHAKE SHACK INCconvertible bond | $8,163,464 | – | 9,953,000 | – | 0.11% | – | |
| New | ETSY INCconvertible bond | $7,967,042 | – | 10,247,000 | – | 0.10% | – | |
| New | ZSCALER INCconvertible bond | $7,989,833 | – | 6,826,000 | – | 0.10% | – | |
| New | SEA LTDconvertible bond | $7,955,049 | – | 7,780,000 | – | 0.10% | – | |
| New | FEUTUNE LIGHT ACQUISITION CORP | $7,724,850 | – | 735,000 | – | 0.10% | – | |
| NSL | New | NUVEEN SENIOR INCOME FUND | $7,645,256 | – | 1,669,270 | – | 0.10% | – |
| New | MAGNITE INCconvertible bond | $7,576,453 | – | 8,903,000 | – | 0.10% | – | |
| New | JOYY INCconvertible bond | $7,593,089 | – | 8,109,000 | – | 0.10% | – | |
| New | TURNING POINT BRANDS INCconvertible bond | $7,451,560 | – | 7,742,000 | – | 0.10% | – | |
| New | OKTA INCconvertible bond | $7,378,807 | – | 8,595,000 | – | 0.10% | – | |
| New | ENPHASE ENERGY INCconvertible bond | $7,301,668 | – | 7,726,000 | – | 0.10% | – | |
| TPIC | New | TPI COMPOSITES INC | $7,266,663 | – | 700,739 | – | 0.10% | – |
| New | IONIS PHARMACEUTICALS INCconvertible bond | $7,201,370 | – | 7,702,000 | – | 0.10% | – | |
| New | ACCOLADE INCconvertible bond | $7,115,465 | – | 8,520,000 | – | 0.09% | – | |
| New | A SPAC II ACQUISITION CORP | $7,124,625 | – | 675,000 | – | 0.09% | – | |
| New | SPLUNK INCconvertible bond | $7,077,650 | – | 7,060,000 | – | 0.09% | – | |
| LBRDK | New | LIBERTY BROADBAND CORP | $6,969,489 | – | 86,999 | – | 0.09% | – |
| New | UNITY SOFTWARE INCconvertible bond | $6,923,759 | – | 8,617,000 | – | 0.09% | – | |
| New | LIBERTY LATIN AMERICA LTDconvertible bond | $6,937,224 | – | 7,287,000 | – | 0.09% | – | |
| New | PDD HOLDINGS INCconvertible bond | $6,896,886 | – | 7,085,000 | – | 0.09% | – | |
| New | VIAVI SOLUTIONS INCconvertible bond | $6,832,150 | – | 6,862,000 | – | 0.09% | – | |
| New | Q2 HOLDINGS INCconvertible bond | $6,691,462 | – | 7,688,000 | – | 0.09% | – | |
| New | CLOUDFLARE INCconvertible bond | $6,575,363 | – | 7,704,000 | – | 0.09% | – | |
| New | INTEGRA LIFESCIENCES HOLDINGS CORPconvertible bond | $6,642,648 | – | 7,236,000 | – | 0.09% | – | |
| New | UPSTART HOLDINGS INCconvertible bond | $6,430,187 | – | 9,353,000 | – | 0.08% | – | |
| New | COHERUS BIOSCIENCES INCconvertible bond | $6,415,485 | – | 10,306,000 | – | 0.08% | – | |
| JRO | New | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | $6,190,399 | – | 793,641 | – | 0.08% | – |
| New | IQIYI INCconvertible bond | $6,105,096 | – | 6,477,000 | – | 0.08% | – | |
| New | BLUE WORLD ACQUISITION CORP | $5,835,500 | – | 550,000 | – | 0.08% | – | |
| New | RINGCENTRAL INCconvertible bond | $5,854,858 | – | 6,333,000 | – | 0.08% | – | |
| New | ALVOTECH SAwarrant | $5,786,667 | – | 4,666,667 | – | 0.08% | – | |
| New | HEALTH CATALYST INCconvertible bond | $5,640,812 | – | 5,836,000 | – | 0.07% | – | |
| New | METAL SKY STAR ACQUISITION CORP | $5,619,680 | – | 496,000 | – | 0.07% | – | |
| New | BANDWIDTH INCconvertible bond | $5,520,898 | – | 6,976,000 | – | 0.07% | – | |
| New | REDFIN CORPconvertible bond | $5,331,079 | – | 7,734,000 | – | 0.07% | – | |
| New | DUET ACQUISITION CORP | $5,267,500 | – | 500,000 | – | 0.07% | – | |
| New | HCI GROUP INCconvertible bond | $5,232,130 | – | 5,293,000 | – | 0.07% | – | |
| New | BILL HOLDINGS INCconvertible bond | $5,139,045 | – | 4,892,000 | – | 0.07% | – | |
| New | EXPEDIA GROUP INCconvertible bond | $4,903,704 | – | 5,580,000 | – | 0.06% | – | |
| EFT | New | EATON VANCE FLOATING-RATE INCOME TRUST | $4,894,515 | – | 419,051 | – | 0.06% | – |
| New | EVERGREEN CORP | $4,878,000 | – | 450,000 | – | 0.06% | – | |
| New | EXACT SCIENCES CORPconvertible bond | $4,849,631 | – | 4,493,000 | – | 0.06% | – | |
| New | HELLO GROUP INCconvertible bond | $4,781,592 | – | 4,832,000 | – | 0.06% | – | |
| New | FINTECH ECOSYSTEM DEVELOPMENT CORP | $4,752,000 | – | 450,000 | – | 0.06% | – | |
| New | WELSBACH TECHNOLOGY METALS ACQUISITION CORP | $4,781,250 | – | 450,000 | – | 0.06% | – | |
| AFT | New | APOLLO SENIOR FLOATING RATE FUND INC | $4,813,157 | – | 372,824 | – | 0.06% | – |
| New | DISH NETWORK CORPconvertible bond | $4,672,500 | – | 5,250,000 | – | 0.06% | – | |
| New | DATADOG INCconvertible bond | $4,727,323 | – | 3,794,000 | – | 0.06% | – | |
| New | NRG ENERGY INCconvertible bond | $4,623,779 | – | 4,360,000 | – | 0.06% | – | |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $4,636,663 | – | 4,857,000 | – | 0.06% | – | |
| New | GREENBRIER COS INC/THEconvertible bond | $4,564,695 | – | 4,646,000 | – | 0.06% | – | |
| New | AKAMAI TECHNOLOGIES INCconvertible bond | $4,590,630 | – | 4,729,000 | – | 0.06% | – | |
| New | BRIDGEBIO PHARMA INCconvertible bond | $4,509,757 | – | 7,287,000 | – | 0.06% | – | |
| New | HNR ACQUISITION CORP | $4,513,500 | – | 425,000 | – | 0.06% | – | |
| New | FUTURETECH II ACQUISITION CORP | $4,382,900 | – | 410,000 | – | 0.06% | – | |
| New | BIOMARIN PHARMACEUTICAL INCconvertible bond | $4,380,248 | – | 4,448,000 | – | 0.06% | – | |
| New | ALPHA STAR ACQUISITION CORP | $4,292,000 | – | 400,000 | – | 0.06% | – | |
| New | HAINAN MANASLU ACQUISITION CORP | $4,242,000 | – | 400,000 | – | 0.06% | – | |
| New | YOTTA ACQUISITION CORP | $4,171,040 | – | 398,000 | – | 0.06% | – | |
| New | CONSILIUM ACQUISITION CORP I LTD | $4,196,000 | – | 400,000 | – | 0.06% | – | |
| New | SPLUNK INCconvertible bond | $4,180,482 | – | 4,819,000 | – | 0.06% | – | |
| New | MESA LABORATORIES INCconvertible bond | $4,177,395 | – | 4,655,000 | – | 0.06% | – | |
| New | NUTANIX INCconvertible bond | $4,081,298 | – | 4,798,000 | – | 0.05% | – | |
| New | WISDOMTREE INCconvertible bond | $3,887,660 | – | 3,967,000 | – | 0.05% | – | |
| New | WIX.COM LTDconvertible bond | $3,892,875 | – | 4,449,000 | – | 0.05% | – | |
| New | INNOVIVA INCconvertible bond | $3,781,634 | – | 4,590,000 | – | 0.05% | – | |
| New | RIGEL RESOURCE ACQUISITION CORP | $3,752,000 | – | 350,000 | – | 0.05% | – | |
| New | SNAP INCconvertible bond | $3,705,000 | – | 4,000,000 | – | 0.05% | – | |
| New | GOLDENSTONE ACQUISITION LTD | $3,710,000 | – | 350,000 | – | 0.05% | – | |
| EFR | New | EATON VANCE SENIOR FLOATING-RATE TRUST | $3,536,021 | – | 300,938 | – | 0.05% | – |
| New | RESERVOIR MEDIA INC | $3,470,638 | – | 576,518 | – | 0.05% | – | |
| New | ZILLOW GROUP INCconvertible bond | $3,485,625 | – | 2,750,000 | – | 0.05% | – | |
| New | SOUTHWEST AIRLINES COconvertible bond | $3,450,750 | – | 3,000,000 | – | 0.04% | – | |
| New | PONO CAPITAL THREE INC | $3,274,425 | – | 315,000 | – | 0.04% | – | |
| New | AROGO CAPITAL ACQUISITION CORP | $3,156,000 | – | 300,000 | – | 0.04% | – | |
| New | AMERICAN AIRLINES GROUP INCconvertible bond | $3,086,400 | – | 2,400,000 | – | 0.04% | – | |
| New | KEYARCH ACQUISITION CORP | $3,033,400 | – | 290,000 | – | 0.04% | – | |
| New | FASTLY INCconvertible bond | $3,020,209 | – | 3,641,000 | – | 0.04% | – | |
| New | A SPAC I ACQUISITION CORP | $3,065,300 | – | 290,000 | – | 0.04% | – | |
| New | GLOBAL STAR ACQUISITION INC | $2,931,600 | – | 280,000 | – | 0.04% | – | |
| New | NABORS INDUSTRIES LTDconvertible bond | $2,895,189 | – | 2,974,000 | – | 0.04% | – | |
| New | SPLUNK INCconvertible bond | $2,814,585 | – | 2,833,000 | – | 0.04% | – | |
| New | UBER TECHNOLOGIES INCconvertible bond | $2,721,734 | – | 2,968,000 | – | 0.04% | – | |
| New | REDWOOD TRUST INCconvertible bond | $2,698,037 | – | 2,814,000 | – | 0.04% | – | |
| New | PAPAYA GROWTH OPPORTUNITY CORP I | $2,650,000 | – | 250,000 | – | 0.04% | – | |
| New | MOBIV ACQUISITION CORP | $2,590,875 | – | 245,000 | – | 0.03% | – | |
| New | PONO CAPITAL TWO INC | $2,572,500 | – | 250,000 | – | 0.03% | – | |
| New | HORIZON SPACE ACQUISITION I CORP | $2,611,250 | – | 250,000 | – | 0.03% | – | |
| New | EMBRACE CHANGE ACQUISITION CORP | $2,592,100 | – | 245,000 | – | 0.03% | – | |
| New | ALPHATIME ACQUISITION CORP | $2,597,500 | – | 250,000 | – | 0.03% | – | |
| New | BANDWIDTH INCconvertible bond | $2,578,214 | – | 3,973,000 | – | 0.03% | – | |
| New | LYFT INCconvertible bond | $2,570,927 | – | 2,855,000 | – | 0.03% | – | |
| New | SHIFT4 PAYMENTS INCconvertible bond | $2,509,300 | – | 2,300,000 | – | 0.03% | – | |
| New | HUDSON ACQUISITION I CORP | $2,488,800 | – | 240,000 | – | 0.03% | – | |
| New | WOLFSPEED INCconvertible bond | $2,467,200 | – | 3,200,000 | – | 0.03% | – | |
| New | DENALI CAPITAL ACQUISITION CORP | $2,409,750 | – | 225,000 | – | 0.03% | – | |
| New | AQUARON ACQUISITION CORP | $2,346,750 | – | 225,000 | – | 0.03% | – | |
| New | NIO INCconvertible bond | $2,328,815 | – | 2,789,000 | – | 0.03% | – | |
| New | SOLAREDGE TECHNOLOGIES INCconvertible bond | $2,328,405 | – | 1,955,000 | – | 0.03% | – | |
| New | NIO INCconvertible bond | $2,323,338 | – | 2,429,000 | – | 0.03% | – | |
| New | TYLER TECHNOLOGIES INCconvertible bond | $2,173,500 | – | 2,100,000 | – | 0.03% | – | |
| New | EVEREST CONSOLIDATOR ACQUISITION CORP | $2,130,000 | – | 200,000 | – | 0.03% | – | |
| New | ARISZ ACQUISITION CORP | $2,118,000 | – | 200,000 | – | 0.03% | – | |
| New | CONMED CORPconvertible bond | $2,017,800 | – | 1,800,000 | – | 0.03% | – | |
| New | BENTLEY SYSTEMS INCconvertible bond | $2,020,300 | – | 2,225,000 | – | 0.03% | – | |
| New | BELLEVUE LIFE SCIENCES ACQUISITION CORP | $1,795,517 | – | 175,000 | – | 0.02% | – | |
| New | SHIFT4 PAYMENTS INCconvertible bond | $1,751,825 | – | 1,975,000 | – | 0.02% | – | |
| New | CETUS CAPITAL ACQUISITION CORP | $1,749,300 | – | 170,000 | – | 0.02% | – | |
| New | LUMENTUM HOLDINGS INCconvertible bond | $1,699,200 | – | 1,600,000 | – | 0.02% | – | |
| LOMA | New | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $1,600,740 | – | 235,403 | – | 0.02% | – |
| New | KNIGHTSWAN ACQUISITION CORP | $1,585,500 | – | 150,000 | – | 0.02% | – | |
| New | GREENBRIER COS INC/THEconvertible bond | $1,602,990 | – | 1,620,000 | – | 0.02% | – | |
| New | ALPHAVEST ACQUISITION CORP | $1,572,000 | – | 150,000 | – | 0.02% | – | |
| New | MARS ACQUISITION CORP | $1,560,000 | – | 150,000 | – | 0.02% | – | |
| New | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCconvertible bond | $1,522,500 | – | 1,500,000 | – | 0.02% | – | |
| New | OMNICELL INCconvertible bond | $1,524,750 | – | 1,500,000 | – | 0.02% | – | |
| New | NOVOCURE LTDconvertible bond | $1,410,314 | – | 1,621,000 | – | 0.02% | – | |
| New | TENX KEANE ACQUISITION | $1,421,550 | – | 135,000 | – | 0.02% | – | |
| New | CHEGG INCconvertible bond | $1,442,408 | – | 1,628,000 | – | 0.02% | – | |
| New | SUNRUN INCconvertible bond | $1,472,751 | – | 2,037,000 | – | 0.02% | – | |
| New | NORWEGIAN CRUISE LINE HOLDINGS LTDconvertible bond | $1,311,082 | – | 1,415,000 | – | 0.02% | – | |
| New | DISTOKEN ACQUISITION CORP | $1,291,875 | – | 125,000 | – | 0.02% | – | |
| New | DRAFTKINGS HOLDINGS INCconvertible bond | $1,223,964 | – | 1,619,000 | – | 0.02% | – | |
| New | HERBALIFE LTDconvertible bond | $1,177,823 | – | 1,213,000 | – | 0.02% | – | |
| New | PLUTONIAN ACQUISITION CORP | $1,194,275 | – | 115,000 | – | 0.02% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $1,162,174 | – | 1,169,000 | – | 0.02% | – | |
| New | INTEGRATED WELLNESS ACQUISITION CORP | $1,071,000 | – | 100,000 | – | 0.01% | – | |
| New | ANDRETTI ACQUISITION CORP | $1,064,000 | – | 100,000 | – | 0.01% | – | |
| New | GOLDEN STAR ACQUISITION CORP | $1,041,010 | – | 100,000 | – | 0.01% | – | |
| New | BIOPLUS ACQUISITION CORP | $1,065,000 | – | 100,000 | – | 0.01% | – | |
| New | HEARTLAND MEDIA ACQUISITION CORP | $1,054,000 | – | 100,000 | – | 0.01% | – | |
| New | NEOGENOMICS INCconvertible bond | $952,526 | – | 1,014,000 | – | 0.01% | – | |
| New | ILLUMINA INCconvertible bond | $997,989 | – | 1,000,000 | – | 0.01% | – | |
| New | OAK WOODS ACQUISITION CORP | $924,750 | – | 90,000 | – | 0.01% | – | |
| New | TMT ACQUISITION CORP | $769,500 | – | 75,000 | – | 0.01% | – | |
| New | MITEK SYSTEMS INCconvertible bond | $710,680 | – | 810,000 | – | 0.01% | – | |
| New | LIV CAPITAL ACQUISITION CORP II | $636,000 | – | 60,000 | – | 0.01% | – | |
| EVF | New | EATON VANCE SENIOR INCOME TRUST | $563,897 | – | 103,278 | – | 0.01% | – |
| New | VAHANNA TECH EDGE ACQUISITION I CORP | $532,500 | – | 50,000 | – | 0.01% | – | |
| New | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | $537,000 | – | 50,000 | – | 0.01% | – | |
| CMLS | New | CUMULUS MEDIA INC | $118,641 | – | 28,937 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | FEUTUNE LIGHT ACQUISITION CORPwarrant | $0 | – | -735,000 | – | 0.00% | – | |
| Exit | FEUTUNE LIGHT ACQUISITION CORPright | $0 | – | -735,000 | – | 0.00% | – | |
| EVF | Exit | EATON VANCE SENIOR INCOME TRUST | $0 | – | -20,584 | – | -0.00% | – |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -28,937 | – | -0.00% | – |
| SRNE | Exit | SORRENTO THERAPEUTICS INC | $0 | – | -134,000 | – | -0.00% | – |
| Exit | CONCORD ACQUISITION CORP III | $0 | – | -25,000 | – | -0.00% | – | |
| SHLS | Exit | SHOALS TECHNOLOGIES GROUP INC | $0 | – | -11,980 | – | -0.00% | – |
| Exit | SIZZLE ACQUISITION CORP | $0 | – | -25,000 | – | -0.00% | – | |
| Exit | TKB CRITICAL TECHNOLOGIES 1 | $0 | – | -25,000 | – | -0.00% | – | |
| CLBR | Exit | COLOMBIER ACQUISITION CORP | $0 | – | -50,000 | – | -0.01% | – |
| Exit | SHELTER ACQUISITION CORP I | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | SEAPORT GLOBAL ACQUISITION II CORP | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | GREENBRIER COS INC/THEconvertible bond | $0 | – | -494,000 | – | -0.01% | – | |
| Exit | GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | LAMF GLOBAL VENTURES CORP I | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | LF CAPITAL ACQUISITION CORP II | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | ARENA FORTIFY ACQUISITION CORP | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | VAHANNA TECH EDGE ACQUISITION I CORP | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | $0 | – | -50,000 | – | -0.01% | – | |
| Exit | NOBLE CORP PLC | $0 | – | -19,979 | – | -0.01% | – | |
| Exit | LIV CAPITAL ACQUISITION CORP II | $0 | – | -60,000 | – | -0.01% | – | |
| Exit | PROOF ACQUISITION CORP I | $0 | – | -75,000 | – | -0.01% | – | |
| Exit | PARSEC CAPITAL ACQUISITIONS CORP | $0 | – | -75,000 | – | -0.01% | – | |
| Exit | MOUNTAIN CREST ACQUISITION CORP V | $0 | – | -75,000 | – | -0.01% | – | |
| Exit | ESGEN ACQUISITION CORP | $0 | – | -75,000 | – | -0.01% | – | |
| Exit | SNAP INCconvertible bond | $0 | – | -1,000,000 | – | -0.01% | – | |
| Exit | GOSSAMER BIO INCconvertible bond | $0 | – | -828,000 | – | -0.01% | – | |
| BSL | Exit | BLACKSTONE SENIOR FLOATING RATE TERM FUND | $0 | – | -62,206 | – | -0.01% | – |
| Exit | SUNRUN INCconvertible bond | $0 | – | -1,263,000 | – | -0.01% | – | |
| Exit | PURE STORAGE INCconvertible bond | $0 | – | -800,000 | – | -0.01% | – | |
| Exit | HEARTLAND MEDIA ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | GOOD WORKS II ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | INTELLIGENT MEDICINE ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | THRIVE ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | MARBLEGATE ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | BIOPLUS ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | POWERUP ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | COUNTER PRESS ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | MOTIVE CAPITAL CORP II | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | ANDRETTI ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | TRINE II ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | BLOCKCHAIN COINVESTORS ACQUISITION CORP I | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | 8I ACQUISITION 2 CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | ALTERYX INCconvertible bond | $0 | – | -1,258,000 | – | -0.01% | – | |
| Exit | INTEGRATED WELLNESS ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | INNOVATIVE INTERNATIONAL ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | ARGUS CAPITAL CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | ATHENA CONSUMER ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | HEALTHWELL ACQUISITION CORP I | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | GRAF ACQUISITION CORP IV | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | TLGY ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | NEOGENOMICS INCconvertible bond | $0 | – | -1,475,000 | – | -0.01% | – | |
| Exit | BLOCK INCconvertible bond | $0 | – | -1,400,000 | – | -0.01% | – | |
| Exit | SHIFT4 PAYMENTS INCconvertible bond | $0 | – | -1,659,000 | – | -0.01% | – | |
| Exit | OMNILIT ACQUISITION CORP | $0 | – | -140,000 | – | -0.02% | – | |
| Exit | CLIMATEROCK | $0 | – | -140,000 | – | -0.02% | – | |
| Exit | PELOTON INTERACTIVE INCconvertible bond | $0 | – | -2,050,000 | – | -0.02% | – | |
| Exit | BURLINGTON STORES INCconvertible bond | $0 | – | -1,500,000 | – | -0.02% | – | |
| Exit | IONIS PHARMACEUTICALS INCconvertible bond | $0 | – | -1,496,000 | – | -0.02% | – | |
| Exit | CASCADIA ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCconvertible bond | $0 | – | -1,500,000 | – | -0.02% | – | |
| Exit | TYLER TECHNOLOGIES INCconvertible bond | $0 | – | -1,500,000 | – | -0.02% | – | |
| OSI | Exit | OSIRIS ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – |
| TMKR | Exit | TASTEMAKER ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – |
| Exit | KNIGHTSWAN ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| LOMA | Exit | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $0 | – | -235,403 | – | -0.02% | – |
| Exit | INSIGHT ACQUISITION CORP/DE | $0 | – | -150,000 | – | -0.02% | – | |
| FTEV | Exit | FINTECH EVOLUTION ACQUISITION GROUP | $0 | – | -150,000 | – | -0.02% | – |
| Exit | CABLE ONE INCconvertible bond | $0 | – | -2,000,000 | – | -0.02% | – | |
| Exit | PERCEPTION CAPITAL CORP II | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | KAIROUS ACQUISITION CORP LTD | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | VISION SENSING ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | WILLIAMS ROWLAND ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | DTRT HEALTH ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | MOUNT RAINIER ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | OMNICELL INCconvertible bond | $0 | – | -1,500,000 | – | -0.02% | – | |
| BELFA | Exit | BEL FUSE INC | $0 | – | -60,000 | – | -0.02% | – |
| Exit | MONTEREY BIO ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | NRG ENERGY INCconvertible bond | $0 | – | -1,630,000 | – | -0.02% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCconvertible bond | $0 | – | -1,700,000 | – | -0.02% | – | |
| Exit | SHOULDERUP TECHNOLOGY ACQUISITION CORP | $0 | – | -175,000 | – | -0.02% | – | |
| Exit | TWITTER INCconvertible bond | $0 | – | -1,680,000 | – | -0.02% | – | |
| Exit | LAKESHORE ACQUISITION II CORP | $0 | – | -175,000 | – | -0.02% | – | |
| Exit | INTEGRA LIFESCIENCES HOLDINGS CORPconvertible bond | $0 | – | -2,053,000 | – | -0.02% | – | |
| Exit | TRAVERE THERAPEUTICS INCconvertible bond | $0 | – | -1,798,000 | – | -0.02% | – | |
| Exit | HALOZYME THERAPEUTICS INCconvertible bond | $0 | – | -2,111,000 | – | -0.02% | – | |
| Exit | ALPHA HEALTHCARE ACQUISITION CORP III | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | ACHARI VENTURES HOLDINGS CORP I | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | ACCRETION ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | ARISZ ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | BLACK MOUNTAIN ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | BANYAN ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | EVEREST CONSOLIDATOR ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | GLOBAL TECHNOLOGY ACQUISITION CORP I | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | GENESIS GROWTH TECH ACQUISITION CORP | $0 | – | -201,400 | – | -0.02% | – | |
| Exit | ROTH CH ACQUISITION IV CO | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | PARABELLUM ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | AETHERIUM ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | BELONG ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | AIB ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | NABORS ENERGY TRANSITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | MERCURY ECOMMERCE ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | LARKSPUR HEALTH ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | CRYPTO 1 ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | HCM ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | INDUSTRIAL TECH ACQUISITIONS II INC | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | BULLPEN PARLAY ACQUISITION CO | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | CLOVER LEAF CAPITAL CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | FAT PROJECTS ACQUISITION CORP | $0 | – | -210,000 | – | -0.02% | – | |
| Exit | FINNOVATE ACQUISITION CORP | $0 | – | -220,000 | – | -0.02% | – | |
| Exit | PEBBLEBROOK HOTEL TRUSTconvertible bond | $0 | – | -2,620,000 | – | -0.02% | – | |
| Exit | DENALI CAPITAL ACQUISITION CORP | $0 | – | -225,000 | – | -0.02% | – | |
| Exit | PACIFICO ACQUISITION CORP | $0 | – | -225,000 | – | -0.02% | – | |
| Exit | PROGRESS SOFTWARE CORPconvertible bond | $0 | – | -2,380,000 | – | -0.02% | – | |
| XP | Exit | XP INC | $0 | – | -120,289 | – | -0.02% | – |
| Exit | JAZZ PHARMACEUTICALS PLCconvertible bond | $0 | – | -2,200,000 | – | -0.03% | – | |
| Exit | JETBLUE AIRWAYS CORPconvertible bond | $0 | – | -3,366,000 | – | -0.03% | – | |
| FPAC | Exit | FAR PEAK ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – |
| Exit | MOBIV ACQUISITION CORP | $0 | – | -245,000 | – | -0.03% | – | |
| Exit | VERINT SYSTEMS INCconvertible bond | $0 | – | -3,000,000 | – | -0.03% | – | |
| Exit | FUTURE HEALTH ESG CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | ARMADA ACQUISITION CORP I | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | SPRINGWATER SPECIAL SITUATIONS CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | SIERRA LAKE ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | JUNIPER II CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | EMBRACE CHANGE ACQUISITION CORP | $0 | – | -245,000 | – | -0.03% | – | |
| Exit | AERIE PHARMACEUTICALS INCconvertible bond | $0 | – | -2,532,000 | – | -0.03% | – | |
| Exit | NUBIA BRAND INTERNATIONAL CORP | $0 | – | -255,000 | – | -0.03% | – | |
| Exit | PONO CAPITAL TWO INC | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | ATLANTIC COASTAL ACQUISITION CORP II | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | SOAR TECHNOLOGY ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | LIONHEART III CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | GLADSTONE ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | PONO CAPITAL CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | MERCATO PARTNERS ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | PAPAYA GROWTH OPPORTUNITY CORP I | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | LENDINGTREE INCconvertible bond | $0 | – | -3,620,000 | – | -0.03% | – | |
| BGT | Exit | BLACKROCK FLOATING RATE INCOME TRUST | $0 | – | -240,282 | – | -0.03% | – |
| Exit | VAIL RESORTS INCconvertible bond | $0 | – | -3,065,000 | – | -0.03% | – | |
| Exit | ZILLOW GROUP INCconvertible bond | $0 | – | -2,750,000 | – | -0.03% | – | |
| Exit | RAPID7 INCconvertible bond | $0 | – | -3,500,000 | – | -0.03% | – | |
| Exit | ENPHASE ENERGY INCconvertible bond | $0 | – | -2,278,000 | – | -0.03% | – | |
| Exit | SEA LTDconvertible bond | $0 | – | -2,791,000 | – | -0.03% | – | |
| Exit | BLOCKCHAIN MOON ACQUISITION CORP | $0 | – | -275,000 | – | -0.03% | – | |
| Exit | DRAFTKINGS INC/NEVADAconvertible bond | $0 | – | -4,209,000 | – | -0.03% | – | |
| EFR | Exit | EATON VANCE SENIOR FLOATING-RATE TRUST | $0 | – | -246,409 | – | -0.03% | – |
| Exit | MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | $0 | – | -275,000 | – | -0.03% | – | |
| Exit | GLOBAL STAR ACQUISITION INC | $0 | – | -280,000 | – | -0.03% | – | |
| Exit | CLOUDFLARE INCconvertible bond | $0 | – | -3,617,000 | – | -0.03% | – | |
| Exit | FORTUNE RISE ACQUISITION CORP | $0 | – | -275,000 | – | -0.03% | – | |
| Exit | QUOTIENT TECHNOLOGY INCconvertible bond | $0 | – | -2,950,000 | – | -0.03% | – | |
| Exit | A SPAC I ACQUISITION CORP | $0 | – | -290,000 | – | -0.03% | – | |
| UWMC | Exit | UWM HOLDINGS CORP | $0 | – | -1,000,000 | – | -0.03% | – |
| Exit | SHIFT4 PAYMENTS INCconvertible bond | $0 | – | -3,263,000 | – | -0.03% | – | |
| Exit | KEYARCH ACQUISITION CORP | $0 | – | -290,000 | – | -0.03% | – | |
| Exit | SPLUNK INCconvertible bond | $0 | – | -3,288,000 | – | -0.03% | – | |
| Exit | VNET GROUP INCconvertible bond | $0 | – | -3,374,000 | – | -0.03% | – | |
| Exit | MAXPRO CAPITAL ACQUISITION CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | ASCENDANT DIGITAL ACQUISITION CORP III | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | KIMBELL TIGER ACQUISITION CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | GOGREEN INVESTMENTS CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | CLEAN EARTH ACQUISITIONS CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | ONYX ACQUISITION CO I | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | NEOGENOMICS INCconvertible bond | $0 | – | -3,399,000 | – | -0.03% | – | |
| Exit | BEARD ENERGY TRANSITION ACQUISITION CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCconvertible bond | $0 | – | -3,180,000 | – | -0.03% | – | |
| Exit | WINVEST ACQUISITION CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | AROGO CAPITAL ACQUISITION CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | MOUNTAIN & CO I ACQUISITION CORP | $0 | – | -300,000 | – | -0.03% | – | |
| Exit | REDWOOD TRUST INCconvertible bond | $0 | – | -3,194,000 | – | -0.04% | – | |
| Exit | GENESIS UNICORN CAPITAL CORP | $0 | – | -320,000 | – | -0.04% | – | |
| Exit | LIBERTY RESOURCES ACQUISITION CORP | $0 | – | -325,000 | – | -0.04% | – | |
| Exit | ALVOTECH SAwarrant | $0 | – | -4,666,667 | – | -0.04% | – | |
| Exit | INVACARE CORPconvertible bond | $0 | – | -3,893,000 | – | -0.04% | – | |
| Exit | ARBOR REALTY TRUST INCconvertible bond | $0 | – | -3,413,000 | – | -0.04% | – | |
| AFT | Exit | APOLLO SENIOR FLOATING RATE FUND INC | $0 | – | -276,091 | – | -0.04% | – |
| Exit | GLOBALINK INVESTMENT INC | $0 | – | -350,000 | – | -0.04% | – | |
| Exit | GOLDENSTONE ACQUISITION LTD | $0 | – | -350,000 | – | -0.04% | – | |
| Exit | SPREE ACQUISITION CORP 1 LTD | $0 | – | -350,000 | – | -0.04% | – | |
| Exit | DIRECT SELLING ACQUISITION CORP | $0 | – | -350,000 | – | -0.04% | – | |
| Exit | SANABY HEALTH ACQUISITION CORP I | $0 | – | -350,000 | – | -0.04% | – | |
| Exit | ALPINE ACQUISITION CORP | $0 | – | -350,000 | – | -0.04% | – | |
| Exit | RIGEL RESOURCE ACQUISITION CORP | $0 | – | -350,000 | – | -0.04% | – | |
| Exit | BLACKLINE INCconvertible bond | $0 | – | -4,533,000 | – | -0.04% | – | |
| Exit | NUVASIVE INCconvertible bond | $0 | – | -4,133,000 | – | -0.04% | – | |
| Exit | ENVESTNET INCconvertible bond | $0 | – | -4,404,000 | – | -0.04% | – | |
| Exit | AVALON ACQUISITION INC | $0 | – | -375,000 | – | -0.04% | – | |
| Exit | SPLUNK INCconvertible bond | $0 | – | -3,876,000 | – | -0.04% | – | |
| Exit | WISDOMTREE INVESTMENTS INCconvertible bond | $0 | – | -4,147,000 | – | -0.04% | – | |
| Exit | RF ACQUISITION CORP | $0 | – | -400,000 | – | -0.04% | – | |
| EFT | Exit | EATON VANCE FLOATING-RATE INCOME TRUST | $0 | – | -348,674 | – | -0.04% | – |
| Exit | YOTTA ACQUISITION CORP | $0 | – | -398,000 | – | -0.04% | – | |
| Exit | GARDINER HEALTHCARE ACQUISITIONS CORP | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | ALPHA STAR ACQUISITION CORP | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | HAINAN MANASLU ACQUISITION CORP | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | FINANCIAL STRATEGIES ACQUISITION CORP | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | INCEPTION GROWTH ACQUISITION LTD | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | RESERVOIR MEDIA INC | $0 | – | -830,415 | – | -0.04% | – | |
| Exit | BENTLEY SYSTEMS INCconvertible bond | $0 | – | -5,273,000 | – | -0.04% | – | |
| Exit | CONSILIUM ACQUISITION CORP I LTD | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | ROC ENERGY ACQUISITION CORP | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | LYFT INCconvertible bond | $0 | – | -4,644,000 | – | -0.04% | – | |
| BGB | Exit | BLACKSTONE STRATEGIC CREDIT FUND | $0 | – | -389,043 | – | -0.04% | – |
| Exit | ENERGEM CORP | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | ICONIC SPORTS ACQUISITION CORP | $0 | – | -400,000 | – | -0.04% | – | |
| Exit | FUTURETECH II ACQUISITION CORP | $0 | – | -410,000 | – | -0.04% | – | |
| Exit | WIX.COM LTDconvertible bond | $0 | – | -5,008,000 | – | -0.05% | – | |
| Exit | HNR ACQUISITION CORP | $0 | – | -425,000 | – | -0.05% | – | |
| Exit | DEEP MEDICINE ACQUISITION CORP | $0 | – | -425,000 | – | -0.05% | – | |
| Exit | OKTA INCconvertible bond | $0 | – | -5,486,000 | – | -0.05% | – | |
| Exit | CERIDIAN LLCconvertible bond | $0 | – | -5,438,000 | – | -0.05% | – | |
| Exit | REDWOODS ACQUISITION CORP | $0 | – | -450,000 | – | -0.05% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INCconvertible bond | $0 | – | -5,937,000 | – | -0.05% | – | |
| Exit | WELSBACH TECHNOLOGY METALS ACQUISITION CORP | $0 | – | -450,000 | – | -0.05% | – | |
| Exit | TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | $0 | – | -450,000 | – | -0.05% | – | |
| Exit | AIRBNB INCconvertible bond | $0 | – | -5,478,000 | – | -0.05% | – | |
| Exit | EVERGREEN CORP | $0 | – | -450,000 | – | -0.05% | – | |
| Exit | FINTECH ECOSYSTEM DEVELOPMENT CORP | $0 | – | -450,000 | – | -0.05% | – | |
| Exit | SAGALIAM ACQUISITION CORP | $0 | – | -475,000 | – | -0.05% | – | |
| Exit | BANDWIDTH INCconvertible bond | $0 | – | -7,367,000 | – | -0.05% | – | |
| Exit | NIO INCconvertible bond | $0 | – | -6,410,000 | – | -0.05% | – | |
| Exit | METAL SKY STAR ACQUISITION CORP | $0 | – | -496,000 | – | -0.05% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $0 | – | -5,031,000 | – | -0.06% | – | |
| Exit | JUPITER WELLNESS ACQUISITION CORP | $0 | – | -500,000 | – | -0.06% | – | |
| Exit | DUET ACQUISITION CORP | $0 | – | -500,000 | – | -0.06% | – | |
| Exit | TELADOC HEALTH INCconvertible bond | $0 | – | -5,993,000 | – | -0.06% | – | |
| Exit | WESTERN ACQUISITION VENTURES CORP | $0 | – | -500,000 | – | -0.06% | – | |
| Exit | DIGITAL HEALTH ACQUISITION CORP | $0 | – | -500,000 | – | -0.06% | – | |
| Exit | INDUSTRIAL HUMAN CAPITAL INC | $0 | – | -500,000 | – | -0.06% | – | |
| Exit | TELADOC HEALTH INCconvertible bond | $0 | – | -7,000,000 | – | -0.06% | – | |
| Exit | SHAKE SHACK INCconvertible bond | $0 | – | -7,718,000 | – | -0.06% | – | |
| Exit | ETSY INCconvertible bond | $0 | – | -6,914,000 | – | -0.06% | – | |
| Exit | AKAMAI TECHNOLOGIES INCconvertible bond | $0 | – | -5,729,000 | – | -0.06% | – | |
| Exit | SPLUNK INCconvertible bond | $0 | – | -6,772,000 | – | -0.06% | – | |
| Exit | BROAD CAPITAL ACQUISITION CORP | $0 | – | -550,000 | – | -0.06% | – | |
| Exit | CENAQ ENERGY CORP | $0 | – | -550,000 | – | -0.06% | – | |
| Exit | BLUE WORLD ACQUISITION CORP | $0 | – | -550,000 | – | -0.06% | – | |
| Exit | H WORLD GROUP LTDconvertible bond | $0 | – | -5,756,000 | – | -0.06% | – | |
| Exit | FORD MOTOR COconvertible bond | $0 | – | -6,227,000 | – | -0.06% | – | |
| FRA | Exit | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | $0 | – | -519,542 | – | -0.06% | – |
| Exit | DROPBOX INCconvertible bond | $0 | – | -6,667,000 | – | -0.06% | – | |
| Exit | GREENLIGHT CAPITAL RE LTDconvertible bond | $0 | – | -6,030,000 | – | -0.06% | – | |
| JSD | Exit | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | $0 | – | -509,049 | – | -0.07% | – |
| Exit | MURPHY CANYON ACQUISITION CORP | $0 | – | -600,000 | – | -0.07% | – | |
| Exit | BURTECH ACQUISITION CORP | $0 | – | -600,000 | – | -0.07% | – | |
| CHKEW | Exit | CHESAPEAKE ENERGY CORPwarrant | $0 | – | -75,810 | – | -0.07% | – |
| Exit | AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | $0 | – | -600,000 | – | -0.07% | – | |
| JRO | Exit | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | $0 | – | -767,730 | – | -0.07% | – |
| Exit | NICE LTDconvertible bond | $0 | – | -6,900,000 | – | -0.07% | – | |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -86,999 | – | -0.07% | – |
| Exit | RELATIVITY ACQUISITION CORP | $0 | – | -645,000 | – | -0.07% | – | |
| Exit | HELLO GROUP INCconvertible bond | $0 | – | -6,943,000 | – | -0.07% | – | |
| Exit | SNAP INCconvertible bond | $0 | – | -9,524,000 | – | -0.07% | – | |
| Exit | A SPAC II ACQUISITION CORP | $0 | – | -675,000 | – | -0.07% | – | |
| Exit | GLOBAL CONSUMER ACQUISITION CORP | $0 | – | -700,000 | – | -0.08% | – | |
| Exit | ALARM.COM HOLDINGS INCconvertible bond | $0 | – | -8,613,000 | – | -0.08% | – | |
| Exit | JOYY INCconvertible bond | $0 | – | -7,699,000 | – | -0.08% | – | |
| Exit | ALSET CAPITAL ACQUISITION CORP | $0 | – | -735,000 | – | -0.08% | – | |
| Exit | FEUTUNE LIGHT ACQUISITION CORP | $0 | – | -735,000 | – | -0.08% | – | |
| Exit | WEIBO CORPconvertible bond | $0 | – | -7,570,000 | – | -0.08% | – | |
| Exit | NORTHVIEW ACQUISITION CORP | $0 | – | -750,000 | – | -0.08% | – | |
| NSL | Exit | NUVEEN SENIOR INCOME FUND | $0 | – | -1,623,448 | – | -0.08% | – |
| Exit | VEECO INSTRUMENTS INCconvertible bond | $0 | – | -7,595,000 | – | -0.08% | – | |
| MHO | Exit | M/I HOMES INC | $0 | – | -210,000 | – | -0.08% | – |
| Exit | MONTEREY CAPITAL ACQUISITION CORP | $0 | – | -792,000 | – | -0.09% | – | |
| TPIC | Exit | TPI COMPOSITES INC | $0 | – | -700,739 | – | -0.09% | – |
| FCT | Exit | FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | $0 | – | -809,115 | – | -0.09% | – |
| Exit | MFA FINANCIAL INCconvertible bond | $0 | – | -9,246,000 | – | -0.09% | – | |
| Exit | UPSTART HOLDINGS INCconvertible bond | $0 | – | -14,500,000 | – | -0.09% | – | |
| TEO | Exit | TELECOM ARGENTINA SA | $0 | – | -2,033,741 | – | -0.09% | – |
| Exit | PINDUODUO INCconvertible bond | $0 | – | -9,091,000 | – | -0.09% | – | |
| JFR | Exit | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | $0 | – | -1,036,236 | – | -0.09% | – |
| Exit | SMARTRENT INC | $0 | – | -3,693,140 | – | -0.09% | – | |
| Exit | COINBASE GLOBAL INCconvertible bond | $0 | – | -13,047,000 | – | -0.10% | – | |
| Exit | WIX.COM LTDconvertible bond | $0 | – | -9,036,000 | – | -0.10% | – | |
| Exit | INFINT ACQUISITION CORP | $0 | – | -900,000 | – | -0.10% | – | |
| Exit | TRIPADVISOR INCconvertible bond | $0 | – | -11,839,000 | – | -0.10% | – | |
| Exit | SHOPIFY INCconvertible bond | $0 | – | -11,600,000 | – | -0.10% | – | |
| Exit | AURORA TECHNOLOGY ACQUISITION CORP | $0 | – | -950,000 | – | -0.10% | – | |
| Exit | NUVASIVE INCconvertible bond | $0 | – | -9,910,000 | – | -0.11% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INCconvertible bond | $0 | – | -9,964,000 | – | -0.11% | – | |
| Exit | SFL CORP LTDconvertible bond | $0 | – | -9,807,000 | – | -0.11% | – | |
| Exit | RINGCENTRAL INCconvertible bond | $0 | – | -11,785,000 | – | -0.11% | – | |
| Exit | EF HUTTON ACQUISITION CORP I | $0 | – | -990,000 | – | -0.11% | – | |
| Exit | NABORS INDUSTRIES LTDconvertible bond | $0 | – | -11,194,000 | – | -0.11% | – | |
| Exit | CANNA-GLOBAL ACQUISITION CORP | $0 | – | -1,100,000 | – | -0.12% | – | |
| Exit | EZCORP INCconvertible bond | $0 | – | -13,049,000 | – | -0.12% | – | |
| Exit | HERBALIFE NUTRITION LTDconvertible bond | $0 | – | -12,635,000 | – | -0.13% | – | |
| CHKEZ | Exit | CHESAPEAKE ENERGY CORPwarrant | $0 | – | -150,000 | – | -0.13% | – |
| Exit | NOVAVAX INCconvertible bond | $0 | – | -11,818,000 | – | -0.13% | – | |
| Exit | REDWOOD TRUST INCconvertible bond | $0 | – | -13,677,000 | – | -0.13% | – | |
| TX | Exit | TERNIUM SA | $0 | – | -445,949 | – | -0.13% | – |
| Exit | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $0 | – | -12,309,000 | – | -0.13% | – | |
| TV | Exit | GRUPO TELEVISA SAB | $0 | – | -2,364,174 | – | -0.14% | – |
| Exit | STARWOOD PROPERTY TRUST INCconvertible bond | $0 | – | -13,280,000 | – | -0.14% | – | |
| Exit | CHEGG INCconvertible bond | $0 | – | -17,057,000 | – | -0.14% | – | |
| TGS | Exit | TRANSPORTADORA DE GAS DEL SUR SA | $0 | – | -1,784,412 | – | -0.14% | – |
| Exit | COUPA SOFTWARE INCconvertible bond | $0 | – | -17,441,000 | – | -0.15% | – | |
| Exit | KAMAN CORPconvertible bond | $0 | – | -14,382,000 | – | -0.15% | – | |
| Exit | INNOVIVA INCconvertible bond | $0 | – | -14,002,000 | – | -0.15% | – | |
| Exit | PATRICK INDUSTRIES INCconvertible bond | $0 | – | -14,621,000 | – | -0.16% | – | |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -1,200,000 | – | -0.17% | – |
| Exit | ALTERYX INCconvertible bond | $0 | – | -17,056,000 | – | -0.17% | – | |
| Exit | NEW MOUNTAIN FINANCE CORPconvertible bond | $0 | – | -15,528,000 | – | -0.17% | – | |
| KBH | Exit | KB HOME | $0 | – | -605,000 | – | -0.17% | – |
| Exit | OCWEN FINANCIAL CORP | $0 | – | -693,976 | – | -0.18% | – | |
| Exit | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $0 | – | -17,347,000 | – | -0.18% | – | |
| PAM | Exit | PAMPA ENERGIA SA | $0 | – | -718,421 | – | -0.18% | – |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $0 | – | -17,099,000 | – | -0.18% | – | |
| JQC | Exit | NUVEEN CREDIT STRATEGIES INCOME FUND | $0 | – | -3,295,962 | – | -0.18% | – |
| Exit | IONIS PHARMACEUTICALS INCconvertible bond | $0 | – | -19,100,000 | – | -0.19% | – | |
| Exit | DIGITALBRIDGE GROUP INCconvertible bond | $0 | – | -17,775,000 | – | -0.19% | – | |
| Exit | DOCUSIGN INCconvertible bond | $0 | – | -18,930,000 | – | -0.20% | – | |
| VAL | Exit | VALARIS LTD | $0 | – | -370,355 | – | -0.20% | – |
| HIMS | Exit | HIMS & HERS HEALTH INC | $0 | – | -3,271,279 | – | -0.20% | – |
| SMH | Exit | VANECK VECTORS SEMICONDUCTOR ETFput | $0 | – | -100,000 | – | -0.20% | – |
| Exit | LIGAND PHARMACEUTICALS INCconvertible bond | $0 | – | -19,361,000 | – | -0.21% | – | |
| Exit | NEW RELIC INCconvertible bond | $0 | – | -19,359,000 | – | -0.21% | – | |
| AFYA | Exit | AFYA LTD | $0 | – | -1,439,270 | – | -0.21% | – |
| PAGS | Exit | PAGSEGURO DIGITAL LTD | $0 | – | -1,507,880 | – | -0.22% | – |
| Exit | HAEMONETICS CORPconvertible bond | $0 | – | -24,998,000 | – | -0.22% | – | |
| Exit | SEA LTDconvertible bond | $0 | – | -29,182,000 | – | -0.22% | – | |
| GTX | Exit | GARRETT MOTION INC | $0 | – | -3,593,111 | – | -0.22% | – |
| Exit | HOPE BANCORP INCconvertible bond | $0 | – | -21,433,000 | – | -0.22% | – | |
| Exit | CVENT HOLDING CORP | $0 | – | -4,000,000 | – | -0.23% | – | |
| Exit | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $0 | – | -22,367,000 | – | -0.24% | – | |
| Exit | FASTLY INCconvertible bond | $0 | – | -31,454,000 | – | -0.25% | – | |
| PHM | Exit | PULTEGROUP INC | $0 | – | -619,000 | – | -0.26% | – |
| Exit | NUTANIX INCconvertible bond | $0 | – | -23,890,000 | – | -0.26% | – | |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -575,000 | – | -0.26% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -2,300,000 | – | -0.26% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -3,397,592 | – | -0.26% | – |
| Exit | ILLUMINA INCconvertible bond | $0 | – | -25,030,000 | – | -0.26% | – | |
| Exit | SUPERNUS PHARMACEUTICALS INCconvertible bond | $0 | – | -25,143,000 | – | -0.27% | – | |
| VVR | Exit | INVESCO SENIOR INCOME TRUST | $0 | – | -6,602,596 | – | -0.27% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -597,000 | – | -0.28% | – |
| Exit | SPOTIFY TECHNOLOGY SAconvertible bond | $0 | – | -33,063,000 | – | -0.29% | – | |
| VIST | Exit | VISTA ENERGY SAB DE CV | $0 | – | -2,884,674 | – | -0.30% | – |
| Exit | WESTERN DIGITAL CORPconvertible bond | $0 | – | -29,989,000 | – | -0.31% | – | |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CORP | $0 | – | -5,014,511 | – | -0.33% | – |
| FTAI | Exit | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | $0 | – | -2,033,110 | – | -0.34% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -1,875,000 | – | -0.34% | – |
| AZUL | Exit | AZUL SA | $0 | – | -4,377,824 | – | -0.39% | – |
| BATL | Exit | BATTALION OIL CORP | $0 | – | -3,009,912 | – | -0.39% | – |
| PARR | Exit | PAR PACIFIC HOLDINGS INC | $0 | – | -2,210,000 | – | -0.40% | – |
| Exit | ALVOTECH SA | $0 | – | -6,338,660 | – | -0.47% | – | |
| BBD | Exit | BANCO BRADESCO SA | $0 | – | -11,637,489 | – | -0.47% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -386,898 | – | -0.52% | – |
| CX | Exit | CEMEX SAB DE CV | $0 | – | -14,676,326 | – | -0.55% | – |
| Exit | EAGLE BULK SHIPPING INCconvertible bond | $0 | – | -40,495,000 | – | -0.64% | – | |
| CHKEL | Exit | CHESAPEAKE ENERGY CORPwarrant | $0 | – | -808,001 | – | -0.65% | – |
| Exit | CIVITAS RESOURCES INC | $0 | – | -1,150,000 | – | -0.72% | – | |
| FCX | Exit | FREEPORT-MCMORAN INC | $0 | – | -2,452,960 | – | -0.74% | – |
| KRC | Exit | KILROY REALTY CORP | $0 | – | -1,615,011 | – | -0.75% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTD | $0 | – | -5,083,521 | – | -0.77% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA | $0 | – | -6,777,577 | – | -0.92% | – |
| IBN | Exit | ICICI BANK LTD | $0 | – | -4,061,664 | – | -0.94% | – |
| BRY | Exit | BERRY CORP | $0 | – | -11,622,000 | – | -0.96% | – |
| FYBR | Exit | FRONTIER COMMUNICATIONS PARENT INC | $0 | – | -3,982,849 | – | -1.02% | – |
| Exit | CBL & ASSOCIATES PROPERTIES INC | $0 | – | -3,983,966 | – | -1.12% | – | |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -5,320,000 | – | -1.19% | – |
| VALE | Exit | VALE SA | $0 | – | -8,742,419 | – | -1.28% | – |
| INFN | Exit | INFINERA CORP | $0 | – | -25,175,384 | – | -1.34% | – |
| ITUB | Exit | ITAU UNIBANCO HOLDING SA | $0 | – | -26,277,557 | – | -1.49% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -3,781,561 | – | -1.79% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -6,124,687 | – | -1.87% | – |
| HTZZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -10,468,579 | – | -1.87% | – |
| WFRD | Exit | WEATHERFORD INTERNATIONAL PLC | $0 | – | -5,758,916 | – | -2.04% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -20,726,126 | – | -2.07% | – |
| Exit | RUNWAY GROWTH FINANCE CORP | $0 | – | -21,054,667 | – | -2.63% | – | |
| SPY | Exit | STATE STREET CORPput | $0 | – | -725,000 | – | -2.84% | – |
| Exit | SITIO ROYALTIES CORP | $0 | – | -12,935,120 | – | -3.14% | – | |
| PCG | Exit | PG&E CORP | $0 | – | -24,750,000 | – | -3.40% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -26,021,457 | – | -4.99% | – |
| GTXAP | Exit | GARRETT MOTION INCconvertible prfd | $0 | – | -68,834,814 | – | -5.37% | – |
| VST | Exit | VISTRA CORP | $0 | – | -25,399,812 | – | -5.86% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -9,800,000 | – | -10.14% | – |
| TRMD | Exit | TORM PLC | $0 | – | -53,812,988 | – | -12.12% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHK | Sell | CHESAPEAKE ENERGY CORP | $923,258,000 | +8.4% | 9,800,000 | -6.7% | 10.14% | +2.5% |
| PCG | Sell | PG&E CORP | $309,375,000 | +6.9% | 24,750,000 | -14.7% | 3.40% | +1.0% |
| New | SITIO ROYALTIES CORP | $285,995,000 | – | 12,935,120 | – | 3.14% | – | |
| SPY | Buy | STATE STREET CORPput | $258,956,000 | +1309.7% | 725,000 | +45.0% | 2.84% | +1234.7% |
| WFRD | Sell | WEATHERFORD INTERNATIONAL PLC | $185,955,000 | +50.7% | 5,758,916 | -1.2% | 2.04% | +42.5% |
| HTZZ | Sell | HERTZ GLOBAL HOLDINGS INC | $170,428,000 | -7.2% | 10,468,579 | -9.7% | 1.87% | -12.3% |
| ITUB | Sell | ITAU UNIBANCO HOLDING SA | $135,854,000 | +19.1% | 26,277,557 | -1.4% | 1.49% | +12.5% |
| VALE | Buy | VALE SA | $116,449,000 | +2.8% | 8,742,419 | +12.9% | 1.28% | -2.9% |
| IBN | Sell | ICICI BANK LTD | $85,173,000 | -6.2% | 4,061,664 | -20.6% | 0.94% | -11.3% |
| PBR | Sell | PETROLEO BRASILEIRO SA | $83,635,000 | -35.5% | 6,777,577 | -38.9% | 0.92% | -39.0% |
| AU | Sell | ANGLOGOLD ASHANTI LTD | $70,254,000 | -9.2% | 5,083,521 | -2.8% | 0.77% | -14.2% |
| FCX | Buy | FREEPORT-MCMORAN INC | $67,039,000 | -5.0% | 2,452,960 | +1.7% | 0.74% | -10.2% |
| Sell | CIVITAS RESOURCES INC | $65,998,000 | +6.2% | 1,150,000 | -3.2% | 0.72% | +0.4% | |
| CX | Sell | CEMEX SAB DE CV | $50,339,000 | -16.7% | 14,676,326 | -4.8% | 0.55% | -21.2% |
| BAP | Sell | CREDICORP LTD | $47,511,000 | -0.7% | 386,898 | -3.0% | 0.52% | -6.1% |
| BBD | Sell | BANCO BRADESCO SA | $42,825,000 | +9.7% | 11,637,489 | -2.8% | 0.47% | +3.5% |
| AZUL | Sell | AZUL SA | $35,635,000 | +12.9% | 4,377,824 | -1.5% | 0.39% | +6.5% |
| Buy | WESTERN DIGITAL CORPconvertible bond | $28,549,000 | +18.8% | 29,989,000 | +19.2% | 0.31% | +12.2% | |
| VIST | Sell | VISTA ENERGY SAB DE CV | $27,173,000 | +9.0% | 2,884,674 | -14.5% | 0.30% | +2.8% |
| Buy | SPOTIFY TECHNOLOGY SAconvertible bond | $26,119,000 | +83.0% | 33,063,000 | +84.0% | 0.29% | +72.9% | |
| VVR | Buy | INVESCO SENIOR INCOME TRUST | $24,561,000 | +77.8% | 6,602,596 | +85.9% | 0.27% | +68.8% |
| Buy | SUPERNUS PHARMACEUTICALS INCconvertible bond | $24,514,000 | +2.8% | 25,143,000 | +2.8% | 0.27% | -2.9% | |
| Buy | ILLUMINA INCconvertible bond | $24,029,000 | +119.9% | 25,030,000 | +118.9% | 0.26% | +107.9% | |
| COOP | Sell | MR COOPER GROUP INC | $23,287,000 | -33.8% | 575,000 | -39.9% | 0.26% | -37.4% |
| Buy | NUTANIX INCconvertible bond | $23,252,000 | +44.0% | 23,890,000 | +45.1% | 0.26% | +35.6% | |
| Buy | FASTLY INCconvertible bond | $22,898,000 | +116.1% | 31,454,000 | +117.1% | 0.25% | +104.1% | |
| Buy | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $22,283,000 | +4.8% | 22,367,000 | +5.3% | 0.24% | -0.8% | |
| Sell | CVENT HOLDING CORP | $21,000,000 | -9.1% | 4,000,000 | -20.0% | 0.23% | -13.8% | |
| Buy | HOPE BANCORP INCconvertible bond | $20,534,000 | +7.0% | 21,433,000 | +9.2% | 0.22% | +0.9% | |
| Buy | SEA LTDconvertible bond | $20,354,000 | +35.6% | 29,182,000 | +42.9% | 0.22% | +28.2% | |
| Buy | HAEMONETICS CORPconvertible bond | $19,997,000 | +54.0% | 24,998,000 | +51.6% | 0.22% | +45.7% | |
| PAGS | New | PAGSEGURO DIGITAL LTD | $19,949,000 | – | 1,507,880 | – | 0.22% | – |
| AFYA | Sell | AFYA LTD | $19,516,000 | +29.4% | 1,439,270 | -5.0% | 0.21% | +22.3% |
| Buy | NEW RELIC INCconvertible bond | $18,913,000 | +12.1% | 19,359,000 | +11.2% | 0.21% | +6.1% | |
| Sell | LIGAND PHARMACEUTICALS INCconvertible bond | $18,828,000 | -4.4% | 19,361,000 | -5.4% | 0.21% | -9.6% | |
| SMH | New | VANECK VECTORS SEMICONDUCTOR ETFput | $18,512,000 | – | 100,000 | – | 0.20% | – |
| VAL | Buy | VALARIS LTD | $18,125,000 | +758.2% | 370,355 | +640.7% | 0.20% | +696.0% |
| Buy | DOCUSIGN INCconvertible bond | $17,756,000 | +42.2% | 18,930,000 | +40.3% | 0.20% | +34.5% | |
| Sell | DIGITALBRIDGE GROUP INCconvertible bond | $17,588,000 | -15.5% | 17,775,000 | -15.7% | 0.19% | -20.2% | |
| Sell | IONIS PHARMACEUTICALS INCconvertible bond | $17,368,000 | -19.1% | 19,100,000 | -21.4% | 0.19% | -23.6% | |
| JQC | Buy | NUVEEN CREDIT STRATEGIES INCOME FUND | $16,842,000 | +14.4% | 3,295,962 | +16.4% | 0.18% | +8.2% |
| Sell | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $16,810,000 | -5.5% | 17,099,000 | -6.1% | 0.18% | -10.6% | |
| PAM | Sell | PAMPA ENERGIA SA | $16,358,000 | -3.6% | 718,421 | -13.3% | 0.18% | -8.6% |
| Sell | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $16,295,000 | -6.4% | 17,347,000 | -3.2% | 0.18% | -11.4% | |
| Sell | OCWEN FINANCIAL CORP | $16,148,000 | -22.1% | 693,976 | -8.3% | 0.18% | -26.6% | |
| Buy | ALTERYX INCconvertible bond | $15,350,000 | +159.7% | 17,056,000 | +154.6% | 0.17% | +144.9% | |
| Sell | NEW MOUNTAIN FINANCE CORPconvertible bond | $15,372,000 | -2.5% | 15,528,000 | -1.4% | 0.17% | -7.7% | |
| Buy | PATRICK INDUSTRIES INCconvertible bond | $14,446,000 | +57.6% | 14,621,000 | +57.8% | 0.16% | +50.0% | |
| New | INNOVIVA INCconvertible bond | $13,808,000 | – | 14,002,000 | – | 0.15% | – | |
| Sell | KAMAN CORPconvertible bond | $13,569,000 | -2.2% | 14,382,000 | -2.5% | 0.15% | -7.5% | |
| Buy | COUPA SOFTWARE INCconvertible bond | $13,490,000 | +84.8% | 17,441,000 | +80.4% | 0.15% | +74.1% | |
| TGS | Sell | TRANSPORTADORA DE GAS DEL SUR SA | $13,168,000 | +30.5% | 1,784,412 | -9.1% | 0.14% | +23.9% |
| Buy | CHEGG INCconvertible bond | $13,031,000 | +123.2% | 17,057,000 | +118.7% | 0.14% | +110.3% | |
| Sell | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $12,216,000 | -13.3% | 12,309,000 | -13.3% | 0.13% | -18.3% | |
| TX | Sell | TERNIUM SA | $12,214,000 | -26.5% | 445,949 | -3.1% | 0.13% | -30.6% |
| Sell | NOVAVAX INCconvertible bond | $11,611,000 | -12.6% | 11,818,000 | -10.8% | 0.13% | -17.5% | |
| Buy | HERBALIFE NUTRITION LTDconvertible bond | $11,459,000 | +45.4% | 12,635,000 | +42.6% | 0.13% | +37.0% | |
| Buy | EZCORP INCconvertible bond | $11,215,000 | +0.5% | 13,049,000 | +4.1% | 0.12% | -5.4% | |
| Buy | NABORS INDUSTRIES LTDconvertible bond | $10,298,000 | +9.5% | 11,194,000 | +9.5% | 0.11% | +3.7% | |
| Buy | RINGCENTRAL INCconvertible bond | $9,973,000 | +103.1% | 11,785,000 | +97.3% | 0.11% | +91.2% | |
| New | EF HUTTON ACQUISITION CORP I | $9,900,000 | – | 990,000 | – | 0.11% | – | |
| Sell | SFL CORP LTDconvertible bond | $9,794,000 | -13.1% | 9,807,000 | -12.6% | 0.11% | -17.6% | |
| Buy | INTERCEPT PHARMACEUTICALS INCconvertible bond | $9,690,000 | +43.3% | 9,964,000 | +43.0% | 0.11% | +34.2% | |
| Sell | SHOPIFY INCconvertible bond | $9,541,000 | -3.0% | 11,600,000 | -1.3% | 0.10% | -7.9% | |
| New | TRIPADVISOR INCconvertible bond | $9,518,000 | – | 11,839,000 | – | 0.10% | – | |
| Buy | WIX.COM LTDconvertible bond | $8,736,000 | +76.7% | 9,036,000 | +75.4% | 0.10% | +68.4% | |
| New | COINBASE GLOBAL INCconvertible bond | $8,682,000 | – | 13,047,000 | – | 0.10% | – | |
| Buy | SMARTRENT INC | $8,383,000 | -38.3% | 3,693,140 | +22.8% | 0.09% | -41.8% | |
| JFR | Buy | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | $8,403,000 | +39.0% | 1,036,236 | +42.9% | 0.09% | +31.4% |
| TEO | Sell | TELECOM ARGENTINA SA | $8,155,000 | -19.3% | 2,033,741 | -8.4% | 0.09% | -23.1% |
| FCT | Buy | FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | $8,083,000 | +265.9% | 809,115 | +265.8% | 0.09% | +242.3% |
| New | UPSTART HOLDINGS INCconvertible bond | $8,074,000 | – | 14,500,000 | – | 0.09% | – | |
| Sell | MFA FINANCIAL INCconvertible bond | $8,066,000 | -41.4% | 9,246,000 | -38.9% | 0.09% | -44.4% | |
| TPIC | New | TPI COMPOSITES INC | $7,904,000 | – | 700,739 | – | 0.09% | – |
| New | MONTEREY CAPITAL ACQUISITION CORP | $7,836,000 | – | 792,000 | – | 0.09% | – | |
| NSL | Buy | NUVEEN SENIOR INCOME FUND | $7,581,000 | +55.2% | 1,623,448 | +59.2% | 0.08% | +45.6% |
| Sell | WEIBO CORPconvertible bond | $7,513,000 | -11.2% | 7,570,000 | -11.7% | 0.08% | -16.3% | |
| New | FEUTUNE LIGHT ACQUISITION CORP | $7,324,000 | – | 735,000 | – | 0.08% | – | |
| Buy | ALARM.COM HOLDINGS INCconvertible bond | $7,084,000 | +9.3% | 8,613,000 | +9.2% | 0.08% | +4.0% | |
| New | SNAP INCconvertible bond | $6,614,000 | – | 9,524,000 | – | 0.07% | – | |
| Sell | HELLO GROUP INCconvertible bond | $6,517,000 | -20.4% | 6,943,000 | -21.5% | 0.07% | -24.2% | |
| Sell | NICE LTDconvertible bond | $6,392,000 | -7.5% | 6,900,000 | -1.4% | 0.07% | -12.5% | |
| JRO | Buy | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | $6,187,000 | +18.3% | 767,730 | +19.9% | 0.07% | +11.5% |
| JSD | Buy | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | $6,022,000 | +4.2% | 509,049 | +6.0% | 0.07% | -1.5% |
| Buy | DROPBOX INCconvertible bond | $5,830,000 | +3.0% | 6,667,000 | +6.6% | 0.06% | -3.0% | |
| Buy | GREENLIGHT CAPITAL RE LTDconvertible bond | $5,818,000 | +96.8% | 6,030,000 | +87.9% | 0.06% | +88.2% | |
| Sell | FORD MOTOR COconvertible bond | $5,725,000 | -5.1% | 6,227,000 | -5.3% | 0.06% | -10.0% | |
| FRA | Buy | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | $5,720,000 | +3.0% | 519,542 | +6.6% | 0.06% | -1.6% |
| Sell | H WORLD GROUP LTDconvertible bond | $5,657,000 | -29.4% | 5,756,000 | -26.8% | 0.06% | -33.3% | |
| Buy | ETSY INCconvertible bond | $5,382,000 | +70.0% | 6,914,000 | +61.0% | 0.06% | +59.5% | |
| Buy | SPLUNK INCconvertible bond | $5,361,000 | +13.3% | 6,772,000 | +18.7% | 0.06% | +7.3% | |
| New | TELADOC HEALTH INCconvertible bond | $5,154,000 | – | 7,000,000 | – | 0.06% | – | |
| Buy | SHAKE SHACK INCconvertible bond | $5,195,000 | +119.1% | 7,718,000 | +123.1% | 0.06% | +103.6% | |
| Buy | TELADOC HEALTH INCconvertible bond | $5,028,000 | +28.2% | 5,993,000 | +29.3% | 0.06% | +19.6% | |
| Buy | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $4,980,000 | +84.7% | 5,031,000 | +76.9% | 0.06% | +77.4% | |
| New | NIO INCconvertible bond | $4,842,000 | – | 6,410,000 | – | 0.05% | – | |
| Buy | AIRBNB INCconvertible bond | $4,563,000 | +37.4% | 5,478,000 | +37.8% | 0.05% | +28.2% | |
| New | INTERCEPT PHARMACEUTICALS INCconvertible bond | $4,484,000 | – | 5,937,000 | – | 0.05% | – | |
| New | CERIDIAN LLCconvertible bond | $4,412,000 | – | 5,438,000 | – | 0.05% | – | |
| Buy | OKTA INCconvertible bond | $4,287,000 | +8.9% | 5,486,000 | +16.6% | 0.05% | +2.2% | |
| New | WIX.COM LTDconvertible bond | $4,214,000 | – | 5,008,000 | – | 0.05% | – | |
| BGB | Buy | BLACKSTONE STRATEGIC CREDIT FUND | $4,135,000 | +5.8% | 389,043 | +11.2% | 0.04% | 0.0% |
| New | LYFT INCconvertible bond | $3,982,000 | – | 4,644,000 | – | 0.04% | – | |
| New | HAINAN MANASLU ACQUISITION CORP | $4,026,000 | – | 400,000 | – | 0.04% | – | |
| Sell | RESERVOIR MEDIA INC | $4,052,000 | -33.3% | 830,415 | -10.9% | 0.04% | -38.0% | |
| New | BENTLEY SYSTEMS INCconvertible bond | $3,999,000 | – | 5,273,000 | – | 0.04% | – | |
| EFT | Buy | EATON VANCE FLOATING-RATE INCOME TRUST | $3,960,000 | +32.4% | 348,674 | +37.3% | 0.04% | +22.9% |
| New | YOTTA ACQUISITION CORP | $3,940,000 | – | 398,000 | – | 0.04% | – | |
| New | SPLUNK INCconvertible bond | $3,703,000 | – | 3,876,000 | – | 0.04% | – | |
| Buy | ENVESTNET INCconvertible bond | $3,704,000 | +57.1% | 4,404,000 | +60.3% | 0.04% | +51.9% | |
| Sell | WISDOMTREE INVESTMENTS INCconvertible bond | $3,717,000 | -58.3% | 4,147,000 | -57.5% | 0.04% | -60.2% | |
| New | BLACKLINE INCconvertible bond | $3,689,000 | – | 4,533,000 | – | 0.04% | – | |
| Buy | NUVASIVE INCconvertible bond | $3,613,000 | +62.1% | 4,133,000 | +65.3% | 0.04% | +53.8% | |
| AFT | Buy | APOLLO SENIOR FLOATING RATE FUND INC | $3,453,000 | +52.5% | 276,091 | +56.3% | 0.04% | +46.2% |
| Buy | ARBOR REALTY TRUST INCconvertible bond | $3,376,000 | +142.5% | 3,413,000 | +142.6% | 0.04% | +131.2% | |
| Sell | REDWOOD TRUST INCconvertible bond | $3,154,000 | -57.6% | 3,194,000 | -57.9% | 0.04% | -59.3% | |
| Buy | VISHAY INTERTECHNOLOGY INCconvertible bond | $2,963,000 | +8.3% | 3,180,000 | +10.3% | 0.03% | +3.1% | |
| New | NEOGENOMICS INCconvertible bond | $2,970,000 | – | 3,399,000 | – | 0.03% | – | |
| Sell | QUOTIENT TECHNOLOGY INCconvertible bond | $2,913,000 | -49.0% | 2,950,000 | -52.0% | 0.03% | -51.5% | |
| New | VNET GROUP INCconvertible bond | $2,910,000 | – | 3,374,000 | – | 0.03% | – | |
| New | GLOBAL STAR ACQUISITION INC | $2,800,000 | – | 280,000 | – | 0.03% | – | |
| New | CLOUDFLARE INCconvertible bond | $2,828,000 | – | 3,617,000 | – | 0.03% | – | |
| New | DRAFTKINGS INC/NEVADAconvertible bond | $2,758,000 | – | 4,209,000 | – | 0.03% | – | |
| Sell | ENPHASE ENERGY INCconvertible bond | $2,715,000 | -23.9% | 2,278,000 | -36.3% | 0.03% | -26.8% | |
| New | SEA LTDconvertible bond | $2,767,000 | – | 2,791,000 | – | 0.03% | – | |
| EFR | Buy | EATON VANCE SENIOR FLOATING-RATE TRUST | $2,737,000 | -0.6% | 246,409 | +9.8% | 0.03% | -6.2% |
| New | ZILLOW GROUP INCconvertible bond | $2,685,000 | – | 2,750,000 | – | 0.03% | – | |
| Sell | VAIL RESORTS INCconvertible bond | $2,683,000 | -32.9% | 3,065,000 | -32.9% | 0.03% | -37.0% | |
| Sell | LENDINGTREE INCconvertible bond | $2,598,000 | -49.6% | 3,620,000 | -52.3% | 0.03% | -51.7% | |
| New | RAPID7 INCconvertible bond | $2,672,000 | – | 3,500,000 | – | 0.03% | – | |
| BGT | Buy | BLACKROCK FLOATING RATE INCOME TRUST | $2,609,000 | +0.7% | 240,282 | +2.2% | 0.03% | -3.3% |
| New | PONO CAPITAL TWO INC | $2,532,000 | – | 250,000 | – | 0.03% | – | |
| New | MOBIV ACQUISITION CORP | $2,479,000 | – | 245,000 | – | 0.03% | – | |
| FPAC | New | FAR PEAK ACQUISITION CORP | $2,472,000 | – | 250,000 | – | 0.03% | – |
| New | EMBRACE CHANGE ACQUISITION CORP | $2,479,000 | – | 245,000 | – | 0.03% | – | |
| New | AERIE PHARMACEUTICALS INCconvertible bond | $2,491,000 | – | 2,532,000 | – | 0.03% | – | |
| Buy | VERINT SYSTEMS INCconvertible bond | $2,503,000 | +26.9% | 3,000,000 | +39.5% | 0.03% | +17.4% | |
| Buy | JETBLUE AIRWAYS CORPconvertible bond | $2,406,000 | +9.4% | 3,366,000 | +13.3% | 0.03% | 0.0% | |
| XP | Sell | XP INC | $2,286,000 | -2.2% | 120,289 | -7.6% | 0.02% | -7.4% |
| Sell | PROGRESS SOFTWARE CORPconvertible bond | $2,244,000 | -28.4% | 2,380,000 | -26.3% | 0.02% | -30.6% | |
| Sell | HALOZYME THERAPEUTICS INCconvertible bond | $1,796,000 | -38.6% | 2,111,000 | -36.0% | 0.02% | -41.2% | |
| Sell | TRAVERE THERAPEUTICS INCconvertible bond | $1,819,000 | -34.7% | 1,798,000 | -36.1% | 0.02% | -37.5% | |
| Sell | TWITTER INCconvertible bond | $1,708,000 | -45.4% | 1,680,000 | -47.2% | 0.02% | -47.2% | |
| BELFA | Sell | BEL FUSE INC | $1,677,000 | +9.0% | 60,000 | -16.2% | 0.02% | 0.0% |
| New | OMNICELL INCconvertible bond | $1,599,000 | – | 1,500,000 | – | 0.02% | – | |
| Sell | CABLE ONE INCconvertible bond | $1,529,000 | -47.3% | 2,000,000 | -42.9% | 0.02% | -50.0% | |
| LOMA | Sell | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $1,466,000 | +15.1% | 235,403 | -6.2% | 0.02% | +6.7% |
| New | BURLINGTON STORES INCconvertible bond | $1,432,000 | – | 1,500,000 | – | 0.02% | – | |
| Sell | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCconvertible bond | $1,415,000 | -18.3% | 1,500,000 | -24.2% | 0.02% | -20.0% | |
| New | TYLER TECHNOLOGIES INCconvertible bond | $1,425,000 | – | 1,500,000 | – | 0.02% | – | |
| Sell | PELOTON INTERACTIVE INCconvertible bond | $1,394,000 | -68.9% | 2,050,000 | -70.9% | 0.02% | -71.2% | |
| New | SHIFT4 PAYMENTS INCconvertible bond | $1,274,000 | – | 1,659,000 | – | 0.01% | – | |
| New | NEOGENOMICS INCconvertible bond | $959,000 | – | 1,475,000 | – | 0.01% | – | |
| New | ALTERYX INCconvertible bond | $1,025,000 | – | 1,258,000 | – | 0.01% | – | |
| New | SUNRUN INCconvertible bond | $902,000 | – | 1,263,000 | – | 0.01% | – | |
| New | PURE STORAGE INCconvertible bond | $905,000 | – | 800,000 | – | 0.01% | – | |
| BSL | Buy | BLACKSTONE SENIOR FLOATING RATE TERM FUND | $781,000 | +61.0% | 62,206 | +70.6% | 0.01% | +50.0% |
| New | SNAP INCconvertible bond | $863,000 | – | 1,000,000 | – | 0.01% | – | |
| New | NOBLE CORP PLC | $590,000 | – | 19,979 | – | 0.01% | – | |
| New | GREENBRIER COS INC/THEconvertible bond | $446,000 | – | 494,000 | – | 0.01% | – | |
| EVF | New | EATON VANCE SENIOR INCOME TRUST | $108,000 | – | 20,584 | – | 0.00% | – |
| Exit | A SPAC I ACQUISITION CORPright | $0 | – | -145,000 | – | 0.00% | – | |
| Exit | METAL SKY STAR ACQUISITION CORPwarrant | $0 | – | -496,000 | – | 0.00% | – | |
| Exit | FUTURETECH II ACQUISITION CORPwarrant | $0 | – | -410,000 | – | 0.00% | – | |
| Exit | GOLDENSTONE ACQUISITION LTDwarrant | $0 | – | -350,000 | – | 0.00% | – | |
| Exit | ALSET CAPITAL ACQUISITION CORPright | $0 | – | -367,500 | – | 0.00% | – | |
| Exit | ALPHA STAR ACQUISITION CORPright | $0 | – | -400,000 | – | 0.00% | – | |
| Exit | LAKESHORE ACQUISITION II CORPright | $0 | – | -175,000 | – | 0.00% | – | |
| Exit | ALPHA STAR ACQUISITION CORPwarrant | $0 | – | -400,000 | – | 0.00% | – | |
| Exit | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORPwarrant | $0 | – | -25,000 | – | 0.00% | – | |
| Exit | CLIMATEROCKright | $0 | – | -140,000 | – | 0.00% | – | |
| Exit | AURORA TECHNOLOGY ACQUISITION CORPwarrant | $0 | – | -950,000 | – | 0.00% | – | |
| New | FEUTUNE LIGHT ACQUISITION CORPwarrant | $32,000 | – | 735,000 | – | 0.00% | – | |
| New | FEUTUNE LIGHT ACQUISITION CORPright | $44,000 | – | 735,000 | – | 0.00% | – | |
| Exit | NUBIA BRAND INTERNATIONAL CORPwarrant | $0 | – | -127,500 | – | 0.00% | – | |
| Exit | EVERGREEN CORPwarrant | $0 | – | -450,000 | – | 0.00% | – | |
| Exit | WESTERN ACQUISITION VENTURES CORPwarrant | $0 | – | -500,000 | – | -0.00% | – | |
| Exit | BLUE WORLD ACQUISITION CORPright | $0 | – | -550,000 | – | -0.00% | – | |
| Exit | REDWOODS ACQUISITION CORPright | $0 | – | -450,000 | – | -0.00% | – | |
| Exit | METAL SKY STAR ACQUISITION CORPright | $0 | – | -496,000 | – | -0.00% | – | |
| Exit | A SPAC II ACQUISITION CORPright | $0 | – | -675,000 | – | -0.00% | – | |
| Exit | SAGALIAM ACQUISITION CORPright | $0 | – | -698,577 | – | -0.00% | – | |
| Exit | HNR ACQUISITION CORPwarrant | $0 | – | -425,000 | – | -0.00% | – | |
| Exit | NORTHVIEW ACQUISITION CORPright | $0 | – | -750,000 | – | -0.00% | – | |
| Exit | RF ACQUISITION CORPright | $0 | – | -400,000 | – | -0.00% | – | |
| NE | Exit | NOBLE CORP | $0 | – | -19,979 | – | -0.01% | – |
| Exit | CHAVANT CAPITAL ACQUISITION CORP | $0 | – | -75,000 | – | -0.01% | – | |
| Exit | ZENDESK INCconvertible bond | $0 | – | -1,000,000 | – | -0.01% | – | |
| Exit | GUARDANT HEALTH INCconvertible bond | $0 | – | -1,700,000 | – | -0.01% | – | |
| Exit | NORTHERN LIGHTS ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | BOX INCconvertible bond | $0 | – | -1,500,000 | – | -0.02% | – | |
| Exit | INTERDIGITAL INCconvertible bond | $0 | – | -2,000,000 | – | -0.02% | – | |
| PSTH | Exit | PERSHING SQUARE TONTINE HOLDINGS LTD | $0 | – | -100,000 | – | -0.02% | – |
| Exit | AGRICO ACQUISITION CORP | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | JAZZ PHARMACEUTICALS PLCconvertible bond | $0 | – | -2,071,000 | – | -0.02% | – | |
| Exit | CHARDAN NEXTECH ACQUISITION 2 CORP | $0 | – | -225,000 | – | -0.03% | – | |
| Exit | LIVEPERSON INCconvertible bond | $0 | – | -3,361,000 | – | -0.03% | – | |
| Exit | OXBRIDGE ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | FIRST LIGHT ACQUISITION GROUP INC | $0 | – | -300,000 | – | -0.04% | – | |
| Exit | RADIUS HEALTH INCconvertible bond | $0 | – | -3,799,000 | – | -0.04% | – | |
| Exit | YOTTA ACQUISITION CORP | $0 | – | -398,000 | – | -0.05% | – | |
| Exit | TRIP.COM GROUP LTDconvertible bond | $0 | – | -4,427,000 | – | -0.05% | – | |
| Exit | THERAVANCE BIOPHARMA INCconvertible bond | $0 | – | -6,206,000 | – | -0.07% | – | |
| BELFB | Exit | BEL FUSE INC | $0 | – | -462,679 | – | -0.08% | – |
| Exit | FEUTUNE LIGHT ACQUISITION CORP | $0 | – | -735,000 | – | -0.08% | – | |
| Exit | MONTEREY CAPITAL ACQUISITION CORP | $0 | – | -792,000 | – | -0.09% | – | |
| Exit | DISH NETWORK CORPconvertible bond | $0 | – | -18,260,000 | – | -0.14% | – | |
| Exit | TRANSOCEAN LTDconvertible bond | $0 | – | -13,208,000 | – | -0.15% | – | |
| Exit | PTC THERAPEUTICS INCconvertible bond | $0 | – | -12,663,000 | – | -0.15% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $0 | – | -17,081,000 | – | -0.20% | – | |
| Exit | OSI SYSTEMS INCconvertible bond | $0 | – | -18,923,000 | – | -0.22% | – | |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -650,000 | – | -0.30% | – |
| Exit | PRECIGEN INCconvertible bond | $0 | – | -34,429,000 | – | -0.32% | – | |
| Exit | ACRES COMMERCIAL REALTY CORPconvertible bond | $0 | – | -29,021,000 | – | -0.34% | – | |
| COOP | Exit | MR COOPER GROUP INCcall | $0 | – | -520,000 | – | -2.28% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHK | New | CHESAPEAKE ENERGY CORP | $851,643,000 | – | 10,501,153 | – | 9.89% | – |
| TRMD | New | TORM PLC | $727,003,000 | – | 53,812,988 | – | 8.44% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $650,276,000 | – | 26,021,457 | – | 7.55% | – |
| VST | New | VISTRA CORP | $580,385,000 | – | 25,399,812 | – | 6.74% | – |
| GTXAP | New | GARRETT MOTION INCconvertible prfd | $565,822,000 | – | 68,834,814 | – | 6.57% | – |
| PCG | New | PG&E CORP | $289,419,000 | – | 29,000,000 | – | 3.36% | – |
| New | RUNWAY GROWTH FINANCE CORP | $238,128,000 | – | 21,054,667 | – | 2.77% | – | |
| ALLY | New | ALLY FINANCIAL INC | $205,238,000 | – | 6,124,687 | – | 2.38% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $196,187,000 | – | 3,781,561 | – | 2.28% | – |
| COOP | New | MR COOPER GROUP INCcall | $196,170,000 | – | 520,000 | – | 2.28% | – |
| HTZZ | New | HERTZ GLOBAL HOLDINGS INC | $183,716,000 | – | 11,598,279 | – | 2.13% | – |
| STKL | New | SUNOPTA INC | $161,249,000 | – | 20,726,126 | – | 1.87% | – |
| INFN | New | INFINERA CORP | $134,940,000 | – | 25,175,384 | – | 1.57% | – |
| PBR | New | PETROLEO BRASILEIRO SA | $129,613,000 | – | 11,097,068 | – | 1.51% | – |
| WFRD | New | WEATHERFORD INTERNATIONAL PLC | $123,393,000 | – | 5,828,716 | – | 1.43% | – |
| ITUB | New | ITAU UNIBANCO HOLDING SA | $114,059,000 | – | 26,649,428 | – | 1.32% | – |
| VALE | New | VALE SA | $113,291,000 | – | 7,743,766 | – | 1.32% | – |
| FYBR | New | FRONTIER COMMUNICATIONS PARENT INC | $93,756,000 | – | 3,982,849 | – | 1.09% | – |
| New | CBL & ASSOCIATES PROPERTIES INC | $93,583,000 | – | 3,983,966 | – | 1.09% | – | |
| IBN | New | ICICI BANK LTD | $90,761,000 | – | 5,116,196 | – | 1.05% | – |
| NMIH | New | NMI HOLDINGS INC | $88,578,000 | – | 5,320,000 | – | 1.03% | – |
| BRY | New | BERRY CORP | $88,559,000 | – | 11,622,000 | – | 1.03% | – |
| KRC | New | KILROY REALTY CORP | $84,513,000 | – | 1,615,011 | – | 0.98% | – |
| AU | New | ANGLOGOLD ASHANTI LTD | $77,363,000 | – | 5,230,821 | – | 0.90% | – |
| FCX | New | FREEPORT-MCMORAN INC | $70,550,000 | – | 2,411,158 | – | 0.82% | – |
| New | EAGLE BULK SHIPPING INCconvertible bond | $66,134,000 | – | 40,495,000 | – | 0.77% | – | |
| New | CIVITAS RESOURCES INC | $62,120,000 | – | 1,188,000 | – | 0.72% | – | |
| CX | New | CEMEX SAB DE CV | $60,453,000 | – | 15,421,776 | – | 0.70% | – |
| New | ALVOTECH SA | $52,039,000 | – | 6,338,660 | – | 0.60% | – | |
| BAP | New | CREDICORP LTD | $47,842,000 | – | 398,985 | – | 0.56% | – |
| CHKEL | New | CHESAPEAKE ENERGY CORPwarrant | $42,395,000 | – | 808,001 | – | 0.49% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $41,418,000 | – | 1,875,000 | – | 0.48% | – |
| FTAI | New | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | $39,320,000 | – | 2,033,110 | – | 0.46% | – |
| BBD | New | BANCO BRADESCO SA | $39,045,000 | – | 11,977,104 | – | 0.45% | – |
| COOP | New | MR COOPER GROUP INC | $35,170,000 | – | 957,286 | – | 0.41% | – |
| PARR | New | PAR PACIFIC HOLDINGS INC | $34,453,000 | – | 2,210,000 | – | 0.40% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $33,419,000 | – | 2,300,000 | – | 0.39% | – |
| OCSL | New | OAKTREE SPECIALTY LENDING CORP | $32,845,000 | – | 5,014,511 | – | 0.38% | – |
| UNIT | New | UNITI GROUP INC | $32,005,000 | – | 3,397,592 | – | 0.37% | – |
| AZUL | New | AZUL SA | $31,558,000 | – | 4,444,924 | – | 0.37% | – |
| New | ACRES COMMERCIAL REALTY CORPconvertible bond | $29,018,000 | – | 29,021,000 | – | 0.34% | – | |
| GTX | New | GARRETT MOTION INC | $27,774,000 | – | 3,593,111 | – | 0.32% | – |
| New | PRECIGEN INCconvertible bond | $27,440,000 | – | 34,429,000 | – | 0.32% | – | |
| TOL | New | TOLL BROTHERS INC | $26,626,000 | – | 597,000 | – | 0.31% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $26,227,000 | – | 650,000 | – | 0.30% | – |
| BATL | New | BATTALION OIL CORP | $25,674,000 | – | 3,009,912 | – | 0.30% | – |
| VIST | New | VISTA ENERGY SAB DE CV | $24,939,000 | – | 3,374,806 | – | 0.29% | – |
| PHM | New | PULTEGROUP INC | $24,530,000 | – | 619,000 | – | 0.28% | – |
| New | WESTERN DIGITAL CORPconvertible bond | $24,023,000 | – | 25,155,000 | – | 0.28% | – | |
| New | SUPERNUS PHARMACEUTICALS INCconvertible bond | $23,851,000 | – | 24,447,000 | – | 0.28% | – | |
| New | CVENT HOLDING CORP | $23,100,000 | – | 5,000,000 | – | 0.27% | – | |
| New | IONIS PHARMACEUTICALS INCconvertible bond | $21,480,000 | – | 24,313,000 | – | 0.25% | – | |
| New | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $21,266,000 | – | 21,239,000 | – | 0.25% | – | |
| New | DIGITALBRIDGE GROUP INCconvertible bond | $20,806,000 | – | 21,096,000 | – | 0.24% | – | |
| New | OCWEN FINANCIAL CORP | $20,738,000 | – | 756,870 | – | 0.24% | – | |
| New | LIGAND PHARMACEUTICALS INCconvertible bond | $19,704,000 | – | 20,472,000 | – | 0.23% | – | |
| TV | New | GRUPO TELEVISA SAB | $19,338,000 | – | 2,364,174 | – | 0.22% | – |
| New | HOPE BANCORP INCconvertible bond | $19,192,000 | – | 19,622,000 | – | 0.22% | – | |
| New | OSI SYSTEMS INCconvertible bond | $18,989,000 | – | 18,923,000 | – | 0.22% | – | |
| SPY | New | STATE STREET CORPput | $18,370,000 | – | 500,000 | – | 0.21% | – |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $17,796,000 | – | 18,218,000 | – | 0.21% | – | |
| New | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $17,403,000 | – | 17,919,000 | – | 0.20% | – | |
| KBH | New | KB HOME | $17,218,000 | – | 605,000 | – | 0.20% | – |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $17,081,000 | – | 17,081,000 | – | 0.20% | – | |
| PAM | New | PAMPA ENERGIA SA | $16,977,000 | – | 829,000 | – | 0.20% | – |
| New | NEW RELIC INCconvertible bond | $16,869,000 | – | 17,409,000 | – | 0.20% | – | |
| TX | New | TERNIUM SA | $16,610,000 | – | 460,249 | – | 0.19% | – |
| New | NUTANIX INCconvertible bond | $16,148,000 | – | 16,468,000 | – | 0.19% | – | |
| New | NEW MOUNTAIN FINANCE CORPconvertible bond | $15,766,000 | – | 15,751,000 | – | 0.18% | – | |
| MTG | New | MGIC INVESTMENT CORP | $15,120,000 | – | 1,200,000 | – | 0.18% | – |
| AFYA | New | AFYA LTD | $15,080,000 | – | 1,515,590 | – | 0.18% | – |
| New | SEA LTDconvertible bond | $15,005,000 | – | 20,415,000 | – | 0.17% | – | |
| HIMS | New | HIMS & HERS HEALTH INC | $14,818,000 | – | 3,271,279 | – | 0.17% | – |
| JQC | New | NUVEEN CREDIT STRATEGIES INCOME FUND | $14,717,000 | – | 2,830,381 | – | 0.17% | – |
| New | SPOTIFY TECHNOLOGY SAconvertible bond | $14,270,000 | – | 17,973,000 | – | 0.17% | – | |
| New | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $14,098,000 | – | 14,196,000 | – | 0.16% | – | |
| New | KAMAN CORPconvertible bond | $13,869,000 | – | 14,755,000 | – | 0.16% | – | |
| New | MFA FINANCIAL INCconvertible bond | $13,770,000 | – | 15,138,000 | – | 0.16% | – | |
| VVR | New | INVESCO SENIOR INCOME TRUST | $13,815,000 | – | 3,551,598 | – | 0.16% | – |
| New | SMARTRENT INC | $13,590,000 | – | 3,006,807 | – | 0.16% | – | |
| New | NOVAVAX INCconvertible bond | $13,291,000 | – | 13,242,000 | – | 0.15% | – | |
| New | STARWOOD PROPERTY TRUST INCconvertible bond | $13,180,000 | – | 13,280,000 | – | 0.15% | – | |
| New | HAEMONETICS CORPconvertible bond | $12,986,000 | – | 16,490,000 | – | 0.15% | – | |
| New | PTC THERAPEUTICS INCconvertible bond | $12,829,000 | – | 12,663,000 | – | 0.15% | – | |
| New | TRANSOCEAN LTDconvertible bond | $12,720,000 | – | 13,208,000 | – | 0.15% | – | |
| New | DOCUSIGN INCconvertible bond | $12,490,000 | – | 13,489,000 | – | 0.14% | – | |
| New | DISH NETWORK CORPconvertible bond | $12,380,000 | – | 18,260,000 | – | 0.14% | – | |
| New | REDWOOD TRUST INCconvertible bond | $12,232,000 | – | 13,677,000 | – | 0.14% | – | |
| New | SFL CORP LTDconvertible bond | $11,265,000 | – | 11,223,000 | – | 0.13% | – | |
| New | EZCORP INCconvertible bond | $11,161,000 | – | 12,534,000 | – | 0.13% | – | |
| New | CANNA-GLOBAL ACQUISITION CORP | $11,044,000 | – | 1,100,000 | – | 0.13% | – | |
| New | ILLUMINA INCconvertible bond | $10,928,000 | – | 11,437,000 | – | 0.13% | – | |
| New | FASTLY INCconvertible bond | $10,595,000 | – | 14,485,000 | – | 0.12% | – | |
| TGS | New | TRANSPORTADORA DE GAS DEL SUR SA | $10,092,000 | – | 1,963,576 | – | 0.12% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $10,060,000 | – | 86,999 | – | 0.12% | – |
| TEO | New | TELECOM ARGENTINA SA | $10,103,000 | – | 2,220,500 | – | 0.12% | – |
| New | SHOPIFY INCconvertible bond | $9,838,000 | – | 11,748,000 | – | 0.11% | – | |
| New | NUVASIVE INCconvertible bond | $9,600,000 | – | 9,910,000 | – | 0.11% | – | |
| New | AURORA TECHNOLOGY ACQUISITION CORP | $9,419,000 | – | 950,000 | – | 0.11% | – | |
| New | NABORS INDUSTRIES LTDconvertible bond | $9,404,000 | – | 10,222,000 | – | 0.11% | – | |
| New | PATRICK INDUSTRIES INCconvertible bond | $9,165,000 | – | 9,267,000 | – | 0.11% | – | |
| New | INFINT ACQUISITION CORP | $9,027,000 | – | 900,000 | – | 0.10% | – | |
| New | WISDOMTREE INVESTMENTS INCconvertible bond | $8,906,000 | – | 9,766,000 | – | 0.10% | – | |
| CHKEZ | New | CHESAPEAKE ENERGY CORPwarrant | $8,493,000 | – | 150,000 | – | 0.10% | – |
| New | WEIBO CORPconvertible bond | $8,457,000 | – | 8,575,000 | – | 0.10% | – | |
| MHO | New | M/I HOMES INC | $8,328,000 | – | 210,000 | – | 0.10% | – |
| New | HELLO GROUP INCconvertible bond | $8,184,000 | – | 8,848,000 | – | 0.10% | – | |
| New | PINDUODUO INCconvertible bond | $8,031,000 | – | 9,091,000 | – | 0.09% | – | |
| New | HUAZHU GROUP LTDconvertible bond | $8,014,000 | – | 7,864,000 | – | 0.09% | – | |
| New | HERBALIFE NUTRITION LTDconvertible bond | $7,881,000 | – | 8,861,000 | – | 0.09% | – | |
| New | MONTEREY CAPITAL ACQUISITION CORP | $7,888,000 | – | 792,000 | – | 0.09% | – | |
| New | VEECO INSTRUMENTS INCconvertible bond | $7,547,000 | – | 7,595,000 | – | 0.09% | – | |
| New | NORTHVIEW ACQUISITION CORP | $7,402,000 | – | 750,000 | – | 0.09% | – | |
| New | REDWOOD TRUST INCconvertible bond | $7,443,000 | – | 7,587,000 | – | 0.09% | – | |
| New | FEUTUNE LIGHT ACQUISITION CORP | $7,320,000 | – | 735,000 | – | 0.08% | – | |
| New | COUPA SOFTWARE INCconvertible bond | $7,298,000 | – | 9,667,000 | – | 0.08% | – | |
| BELFB | New | BEL FUSE INC | $7,199,000 | – | 462,679 | – | 0.08% | – |
| New | ALSET CAPITAL ACQUISITION CORP | $7,261,000 | – | 735,000 | – | 0.08% | – | |
| New | GLOBAL CONSUMER ACQUISITION CORP | $7,063,000 | – | 700,000 | – | 0.08% | – | |
| New | NICE LTDconvertible bond | $6,912,000 | – | 7,000,000 | – | 0.08% | – | |
| New | JOYY INCconvertible bond | $6,909,000 | – | 7,699,000 | – | 0.08% | – | |
| New | INTERCEPT PHARMACEUTICALS INCconvertible bond | $6,760,000 | – | 6,970,000 | – | 0.08% | – | |
| New | A SPAC II ACQUISITION CORP | $6,642,000 | – | 675,000 | – | 0.08% | – | |
| New | ALARM.COM HOLDINGS INCconvertible bond | $6,480,000 | – | 7,889,000 | – | 0.08% | – | |
| New | RELATIVITY ACQUISITION CORP | $6,495,000 | – | 645,000 | – | 0.08% | – | |
| New | RESERVOIR MEDIA INC | $6,075,000 | – | 931,889 | – | 0.07% | – | |
| New | FORD MOTOR COconvertible bond | $6,031,000 | – | 6,577,000 | – | 0.07% | – | |
| New | AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | $5,988,000 | – | 600,000 | – | 0.07% | – | |
| New | MURPHY CANYON ACQUISITION CORP | $6,018,000 | – | 600,000 | – | 0.07% | – | |
| JFR | New | NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | $6,047,000 | – | 725,061 | – | 0.07% | – |
| New | BURTECH ACQUISITION CORP | $5,946,000 | – | 600,000 | – | 0.07% | – | |
| New | ALTERYX INCconvertible bond | $5,911,000 | – | 6,699,000 | – | 0.07% | – | |
| New | CHEGG INCconvertible bond | $5,838,000 | – | 7,800,000 | – | 0.07% | – | |
| JSD | New | NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | $5,779,000 | – | 480,438 | – | 0.07% | – |
| New | THERAVANCE BIOPHARMA INCconvertible bond | $5,715,000 | – | 6,206,000 | – | 0.07% | – | |
| New | DROPBOX INCconvertible bond | $5,662,000 | – | 6,253,000 | – | 0.07% | – | |
| New | QUOTIENT TECHNOLOGY INCconvertible bond | $5,715,000 | – | 6,146,000 | – | 0.07% | – | |
| New | AKAMAI TECHNOLOGIES INCconvertible bond | $5,720,000 | – | 5,729,000 | – | 0.07% | – | |
| FRA | New | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | $5,552,000 | – | 487,470 | – | 0.06% | – |
| New | CENAQ ENERGY CORP | $5,530,000 | – | 550,000 | – | 0.06% | – | |
| New | BLUE WORLD ACQUISITION CORP | $5,453,000 | – | 550,000 | – | 0.06% | – | |
| New | BROAD CAPITAL ACQUISITION CORP | $5,445,000 | – | 550,000 | – | 0.06% | – | |
| JRO | New | NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | $5,232,000 | – | 640,508 | – | 0.06% | – |
| New | LENDINGTREE INCconvertible bond | $5,157,000 | – | 7,595,000 | – | 0.06% | – | |
| New | BANDWIDTH INCconvertible bond | $5,105,000 | – | 7,367,000 | – | 0.06% | – | |
| New | JUPITER WELLNESS ACQUISITION CORP | $4,980,000 | – | 500,000 | – | 0.06% | – | |
| New | DIGITAL HEALTH ACQUISITION CORP | $5,015,000 | – | 500,000 | – | 0.06% | – | |
| New | WESTERN ACQUISITION VENTURES CORP | $4,970,000 | – | 500,000 | – | 0.06% | – | |
| New | INDUSTRIAL HUMAN CAPITAL INC | $5,015,000 | – | 500,000 | – | 0.06% | – | |
| New | WIX.COM LTDconvertible bond | $4,943,000 | – | 5,153,000 | – | 0.06% | – | |
| New | DUET ACQUISITION CORP | $4,942,000 | – | 500,000 | – | 0.06% | – | |
| NSL | New | NUVEEN SENIOR INCOME FUND | $4,884,000 | – | 1,019,697 | – | 0.06% | – |
| New | METAL SKY STAR ACQUISITION CORP | $4,883,000 | – | 496,000 | – | 0.06% | – | |
| New | RINGCENTRAL INCconvertible bond | $4,911,000 | – | 5,972,000 | – | 0.06% | – | |
| New | SAGALIAM ACQUISITION CORP | $4,709,000 | – | 475,000 | – | 0.06% | – | |
| New | SPLUNK INCconvertible bond | $4,733,000 | – | 5,703,000 | – | 0.06% | – | |
| CHKEW | New | CHESAPEAKE ENERGY CORPwarrant | $4,620,000 | – | 75,810 | – | 0.05% | – |
| New | WELSBACH TECHNOLOGY METALS ACQUISITION CORP | $4,457,000 | – | 450,000 | – | 0.05% | – | |
| New | REDWOODS ACQUISITION CORP | $4,446,000 | – | 450,000 | – | 0.05% | – | |
| New | TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | $4,500,000 | – | 450,000 | – | 0.05% | – | |
| New | PELOTON INTERACTIVE INCconvertible bond | $4,476,000 | – | 7,050,000 | – | 0.05% | – | |
| New | FINTECH ECOSYSTEM DEVELOPMENT CORP | $4,509,000 | – | 450,000 | – | 0.05% | – | |
| New | EVERGREEN CORP | $4,491,000 | – | 450,000 | – | 0.05% | – | |
| New | TRIP.COM GROUP LTDconvertible bond | $4,393,000 | – | 4,427,000 | – | 0.05% | – | |
| New | HNR ACQUISITION CORP | $4,233,000 | – | 425,000 | – | 0.05% | – | |
| New | DEEP MEDICINE ACQUISITION CORP | $4,241,000 | – | 425,000 | – | 0.05% | – | |
| New | FUTURETECH II ACQUISITION CORP | $4,102,000 | – | 410,000 | – | 0.05% | – | |
| New | ENERGEM CORP | $4,016,000 | – | 400,000 | – | 0.05% | – | |
| New | VAIL RESORTS INCconvertible bond | $3,996,000 | – | 4,568,000 | – | 0.05% | – | |
| New | YOTTA ACQUISITION CORP | $3,966,000 | – | 398,000 | – | 0.05% | – | |
| New | TELADOC HEALTH INCconvertible bond | $3,921,000 | – | 4,635,000 | – | 0.05% | – | |
| New | ICONIC SPORTS ACQUISITION CORP | $4,000,000 | – | 400,000 | – | 0.05% | – | |
| New | ROC ENERGY ACQUISITION CORP | $3,984,000 | – | 400,000 | – | 0.05% | – | |
| New | GARDINER HEALTHCARE ACQUISITIONS CORP | $3,978,000 | – | 400,000 | – | 0.05% | – | |
| New | ALPHA STAR ACQUISITION CORP | $3,972,000 | – | 400,000 | – | 0.05% | – | |
| New | OKTA INCconvertible bond | $3,936,000 | – | 4,703,000 | – | 0.05% | – | |
| New | RF ACQUISITION CORP | $3,944,000 | – | 400,000 | – | 0.05% | – | |
| New | ALVOTECH SAwarrant | $3,920,000 | – | 4,666,667 | – | 0.05% | – | |
| New | FINANCIAL STRATEGIES ACQUISITION CORP | $3,980,000 | – | 400,000 | – | 0.05% | – | |
| New | INCEPTION GROWTH ACQUISITION LTD | $3,956,000 | – | 400,000 | – | 0.05% | – | |
| New | CONSILIUM ACQUISITION CORP I LTD | $3,912,000 | – | 400,000 | – | 0.04% | – | |
| BGB | New | BLACKSTONE STRATEGIC CREDIT FUND | $3,909,000 | – | 350,000 | – | 0.04% | – |
| New | AVALON ACQUISITION INC | $3,746,000 | – | 375,000 | – | 0.04% | – | |
| New | RADIUS HEALTH INCconvertible bond | $3,730,000 | – | 3,799,000 | – | 0.04% | – | |
| New | ALPINE ACQUISITION CORP | $3,554,000 | – | 350,000 | – | 0.04% | – | |
| New | ENPHASE ENERGY INCconvertible bond | $3,569,000 | – | 3,578,000 | – | 0.04% | – | |
| New | DIRECT SELLING ACQUISITION CORP | $3,507,000 | – | 350,000 | – | 0.04% | – | |
| New | SPREE ACQUISITION CORP 1 LTD | $3,493,000 | – | 350,000 | – | 0.04% | – | |
| New | SANABY HEALTH ACQUISITION CORP I | $3,514,000 | – | 350,000 | – | 0.04% | – | |
| UWMC | New | UWM HOLDINGS CORP | $3,540,000 | – | 1,000,000 | – | 0.04% | – |
| New | RIGEL RESOURCE ACQUISITION CORP | $3,479,000 | – | 350,000 | – | 0.04% | – | |
| New | GOLDENSTONE ACQUISITION LTD | $3,461,000 | – | 350,000 | – | 0.04% | – | |
| New | GLOBALINK INVESTMENT INC | $3,468,000 | – | 350,000 | – | 0.04% | – | |
| New | INVACARE CORPconvertible bond | $3,356,000 | – | 3,893,000 | – | 0.04% | – | |
| New | AIRBNB INCconvertible bond | $3,322,000 | – | 3,974,000 | – | 0.04% | – | |
| New | LIBERTY RESOURCES ACQUISITION CORP | $3,248,000 | – | 325,000 | – | 0.04% | – | |
| New | ETSY INCconvertible bond | $3,166,000 | – | 4,294,000 | – | 0.04% | – | |
| New | GENESIS UNICORN CAPITAL CORP | $3,184,000 | – | 320,000 | – | 0.04% | – | |
| New | SPLUNK INCconvertible bond | $3,090,000 | – | 3,288,000 | – | 0.04% | – | |
| New | TWITTER INCconvertible bond | $3,127,000 | – | 3,180,000 | – | 0.04% | – | |
| New | PROGRESS SOFTWARE CORPconvertible bond | $3,134,000 | – | 3,230,000 | – | 0.04% | – | |
| New | BEARD ENERGY TRANSITION ACQUISITION CORP | $2,983,000 | – | 300,000 | – | 0.04% | – | |
| New | ONYX ACQUISITION CO I | $3,000,000 | – | 300,000 | – | 0.04% | – | |
| New | GOGREEN INVESTMENTS CORP | $3,006,000 | – | 300,000 | – | 0.04% | – | |
| EFT | New | EATON VANCE FLOATING-RATE INCOME TRUST | $2,991,000 | – | 253,979 | – | 0.04% | – |
| New | MOUNTAIN & CO I ACQUISITION CORP | $3,036,000 | – | 300,000 | – | 0.04% | – | |
| New | KIMBELL TIGER ACQUISITION CORP | $3,006,000 | – | 300,000 | – | 0.04% | – | |
| New | MAXPRO CAPITAL ACQUISITION CORP | $3,019,000 | – | 300,000 | – | 0.04% | – | |
| New | WINVEST ACQUISITION CORP | $2,985,000 | – | 300,000 | – | 0.04% | – | |
| New | AROGO CAPITAL ACQUISITION CORP | $2,991,000 | – | 300,000 | – | 0.04% | – | |
| New | FIRST LIGHT ACQUISITION GROUP INC | $2,982,000 | – | 300,000 | – | 0.04% | – | |
| New | ASCENDANT DIGITAL ACQUISITION CORP III | $3,003,000 | – | 300,000 | – | 0.04% | – | |
| New | GREENLIGHT CAPITAL RE LTDconvertible bond | $2,956,000 | – | 3,209,000 | – | 0.03% | – | |
| New | CABLE ONE INCconvertible bond | $2,901,000 | – | 3,500,000 | – | 0.03% | – | |
| New | CLEAN EARTH ACQUISITIONS CORP | $2,949,000 | – | 300,000 | – | 0.03% | – | |
| New | HALOZYME THERAPEUTICS INCconvertible bond | $2,927,000 | – | 3,300,000 | – | 0.03% | – | |
| New | A SPAC I ACQUISITION CORP | $2,876,000 | – | 290,000 | – | 0.03% | – | |
| New | KEYARCH ACQUISITION CORP | $2,844,000 | – | 290,000 | – | 0.03% | – | |
| New | FORTUNE RISE ACQUISITION CORP | $2,773,000 | – | 275,000 | – | 0.03% | – | |
| New | BLOCKCHAIN MOON ACQUISITION CORP | $2,719,000 | – | 275,000 | – | 0.03% | – | |
| EFR | New | EATON VANCE SENIOR FLOATING-RATE TRUST | $2,754,000 | – | 224,450 | – | 0.03% | – |
| New | MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | $2,773,000 | – | 275,000 | – | 0.03% | – | |
| New | TRAVERE THERAPEUTICS INCconvertible bond | $2,786,000 | – | 2,812,000 | – | 0.03% | – | |
| New | VISHAY INTERTECHNOLOGY INCconvertible bond | $2,735,000 | – | 2,883,000 | – | 0.03% | – | |
| New | SHIFT4 PAYMENTS INCconvertible bond | $2,631,000 | – | 3,263,000 | – | 0.03% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $2,696,000 | – | 2,844,000 | – | 0.03% | – | |
| New | NUBIA BRAND INTERNATIONAL CORP | $2,544,000 | – | 255,000 | – | 0.03% | – | |
| New | SOAR TECHNOLOGY ACQUISITION CORP | $2,542,000 | – | 250,000 | – | 0.03% | – | |
| BGT | New | BLACKROCK FLOATING RATE INCOME TRUST | $2,590,000 | – | 235,032 | – | 0.03% | – |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $2,590,000 | – | 2,200,000 | – | 0.03% | – | |
| New | ARMADA ACQUISITION CORP I | $2,467,000 | – | 250,000 | – | 0.03% | – | |
| New | ATLANTIC COASTAL ACQUISITION CORP II | $2,495,000 | – | 250,000 | – | 0.03% | – | |
| New | JUNIPER II CORP | $2,482,000 | – | 250,000 | – | 0.03% | – | |
| New | SPRINGWATER SPECIAL SITUATIONS CORP | $2,470,000 | – | 250,000 | – | 0.03% | – | |
| New | LIONHEART III CORP | $2,497,000 | – | 250,000 | – | 0.03% | – | |
| New | PAPAYA GROWTH OPPORTUNITY CORP I | $2,497,000 | – | 250,000 | – | 0.03% | – | |
| New | SIERRA LAKE ACQUISITION CORP | $2,480,000 | – | 250,000 | – | 0.03% | – | |
| New | PONO CAPITAL CORP | $2,527,000 | – | 250,000 | – | 0.03% | – | |
| New | MERCATO PARTNERS ACQUISITION CORP | $2,490,000 | – | 250,000 | – | 0.03% | – | |
| New | OXBRIDGE ACQUISITION CORP | $2,505,000 | – | 250,000 | – | 0.03% | – | |
| New | FUTURE HEALTH ESG CORP | $2,472,000 | – | 250,000 | – | 0.03% | – | |
| New | GLADSTONE ACQUISITION CORP | $2,522,000 | – | 250,000 | – | 0.03% | – | |
| New | LIVEPERSON INCconvertible bond | $2,432,000 | – | 3,361,000 | – | 0.03% | – | |
| New | SHAKE SHACK INCconvertible bond | $2,371,000 | – | 3,459,000 | – | 0.03% | – | |
| New | PEBBLEBROOK HOTEL TRUSTconvertible bond | $2,346,000 | – | 2,620,000 | – | 0.03% | – | |
| New | ENVESTNET INCconvertible bond | $2,357,000 | – | 2,748,000 | – | 0.03% | – | |
| XP | New | XP INC | $2,337,000 | – | 130,161 | – | 0.03% | – |
| New | DENALI CAPITAL ACQUISITION CORP | $2,232,000 | – | 225,000 | – | 0.03% | – | |
| AFT | New | APOLLO SENIOR FLOATING RATE FUND INC | $2,265,000 | – | 176,606 | – | 0.03% | – |
| New | JETBLUE AIRWAYS CORPconvertible bond | $2,199,000 | – | 2,970,000 | – | 0.03% | – | |
| New | NUVASIVE INCconvertible bond | $2,229,000 | – | 2,500,000 | – | 0.03% | – | |
| New | CHARDAN NEXTECH ACQUISITION 2 CORP | $2,277,000 | – | 225,000 | – | 0.03% | – | |
| New | PACIFICO ACQUISITION CORP | $2,259,000 | – | 225,000 | – | 0.03% | – | |
| FCT | New | FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | $2,209,000 | – | 221,205 | – | 0.03% | – |
| VAL | New | VALARIS LTD | $2,112,000 | – | 50,000 | – | 0.02% | – |
| New | FINNOVATE ACQUISITION CORP | $2,186,000 | – | 220,000 | – | 0.02% | – | |
| New | FAT PROJECTS ACQUISITION CORP | $2,083,000 | – | 210,000 | – | 0.02% | – | |
| New | CLOVER LEAF CAPITAL CORP | $2,026,000 | – | 200,000 | – | 0.02% | – | |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $2,056,000 | – | 2,071,000 | – | 0.02% | – | |
| New | AGRICO ACQUISITION CORP | $2,042,000 | – | 200,000 | – | 0.02% | – | |
| New | VERINT SYSTEMS INCconvertible bond | $1,972,000 | – | 2,150,000 | – | 0.02% | – | |
| New | ACCRETION ACQUISITION CORP | $1,969,000 | – | 200,000 | – | 0.02% | – | |
| PSTH | New | PERSHING SQUARE TONTINE HOLDINGS LTD | $1,997,000 | – | 100,000 | – | 0.02% | – |
| New | NABORS ENERGY TRANSITION CORP | $2,000,000 | – | 200,000 | – | 0.02% | – | |
| New | AETHERIUM ACQUISITION CORP | $1,982,000 | – | 200,000 | – | 0.02% | – | |
| New | ARISZ ACQUISITION CORP | $1,975,000 | – | 200,000 | – | 0.02% | – | |
| New | ROTH CH ACQUISITION IV CO | $1,995,000 | – | 200,000 | – | 0.02% | – | |
| New | MERCURY ECOMMERCE ACQUISITION CORP | $1,978,000 | – | 200,000 | – | 0.02% | – | |
| New | BANYAN ACQUISITION CORP | $1,992,000 | – | 200,000 | – | 0.02% | – | |
| New | BELONG ACQUISITION CORP | $1,966,000 | – | 200,000 | – | 0.02% | – | |
| New | HCM ACQUISITION CORP | $2,008,000 | – | 200,000 | – | 0.02% | – | |
| New | PARABELLUM ACQUISITION CORP | $1,968,000 | – | 200,000 | – | 0.02% | – | |
| New | GENESIS GROWTH TECH ACQUISITION CORP | $2,020,000 | – | 201,400 | – | 0.02% | – | |
| New | GLOBAL TECHNOLOGY ACQUISITION CORP I | $2,001,000 | – | 200,000 | – | 0.02% | – | |
| New | LARKSPUR HEALTH ACQUISITION CORP | $1,986,000 | – | 200,000 | – | 0.02% | – | |
| New | CRYPTO 1 ACQUISITION CORP | $1,982,000 | – | 200,000 | – | 0.02% | – | |
| New | BLACK MOUNTAIN ACQUISITION CORP | $1,990,000 | – | 200,000 | – | 0.02% | – | |
| New | BULLPEN PARLAY ACQUISITION CO | $1,996,000 | – | 200,000 | – | 0.02% | – | |
| New | INTERDIGITAL INCconvertible bond | $1,966,000 | – | 2,000,000 | – | 0.02% | – | |
| New | AIB ACQUISITION CORP | $1,987,000 | – | 200,000 | – | 0.02% | – | |
| New | INDUSTRIAL TECH ACQUISITIONS II INC | $1,998,000 | – | 200,000 | – | 0.02% | – | |
| New | EVEREST CONSOLIDATOR ACQUISITION CORP | $1,996,000 | – | 200,000 | – | 0.02% | – | |
| New | ACHARI VENTURES HOLDINGS CORP I | $1,998,000 | – | 200,000 | – | 0.02% | – | |
| New | INTEGRA LIFESCIENCES HOLDINGS CORPconvertible bond | $1,932,000 | – | 2,053,000 | – | 0.02% | – | |
| New | ALPHA HEALTHCARE ACQUISITION CORP III | $1,936,000 | – | 200,000 | – | 0.02% | – | |
| New | BOX INCconvertible bond | $1,710,000 | – | 1,500,000 | – | 0.02% | – | |
| New | NRG ENERGY INCconvertible bond | $1,757,000 | – | 1,630,000 | – | 0.02% | – | |
| New | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCconvertible bond | $1,732,000 | – | 1,980,000 | – | 0.02% | – | |
| New | SHOULDERUP TECHNOLOGY ACQUISITION CORP | $1,736,000 | – | 175,000 | – | 0.02% | – | |
| New | BIOMARIN PHARMACEUTICAL INCconvertible bond | $1,687,000 | – | 1,700,000 | – | 0.02% | – | |
| New | LAKESHORE ACQUISITION II CORP | $1,734,000 | – | 175,000 | – | 0.02% | – | |
| BELFA | New | BEL FUSE INC | $1,539,000 | – | 71,613 | – | 0.02% | – |
| New | DTRT HEALTH ACQUISITION CORP | $1,509,000 | – | 150,000 | – | 0.02% | – | |
| New | NORTHERN LIGHTS ACQUISITION CORP | $1,591,000 | – | 150,000 | – | 0.02% | – | |
| New | MOUNT RAINIER ACQUISITION CORP | $1,509,000 | – | 150,000 | – | 0.02% | – | |
| New | PERCEPTION CAPITAL CORP II | $1,507,000 | – | 150,000 | – | 0.02% | – | |
| TMKR | New | TASTEMAKER ACQUISITION CORP | $1,488,000 | – | 150,000 | – | 0.02% | – |
| New | WILLIAMS ROWLAND ACQUISITION CORP | $1,502,000 | – | 150,000 | – | 0.02% | – | |
| New | VISION SENSING ACQUISITION CORP | $1,503,000 | – | 150,000 | – | 0.02% | – | |
| New | CASCADIA ACQUISITION CORP | $1,467,000 | – | 150,000 | – | 0.02% | – | |
| New | MONTEREY BIO ACQUISITION CORP | $1,503,000 | – | 150,000 | – | 0.02% | – | |
| New | KAIROUS ACQUISITION CORP LTD | $1,492,000 | – | 150,000 | – | 0.02% | – | |
| OSI | New | OSIRIS ACQUISITION CORP | $1,464,000 | – | 150,000 | – | 0.02% | – |
| FTEV | New | FINTECH EVOLUTION ACQUISITION GROUP | $1,470,000 | – | 150,000 | – | 0.02% | – |
| New | KNIGHTSWAN ACQUISITION CORP | $1,503,000 | – | 150,000 | – | 0.02% | – | |
| New | INSIGHT ACQUISITION CORP/DE | $1,473,000 | – | 150,000 | – | 0.02% | – | |
| New | ARBOR REALTY TRUST INCconvertible bond | $1,392,000 | – | 1,407,000 | – | 0.02% | – | |
| New | OMNILIT ACQUISITION CORP | $1,398,000 | – | 140,000 | – | 0.02% | – | |
| New | CLIMATEROCK | $1,386,000 | – | 140,000 | – | 0.02% | – | |
| New | IONIS PHARMACEUTICALS INCconvertible bond | $1,367,000 | – | 1,496,000 | – | 0.02% | – | |
| LOMA | New | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $1,274,000 | – | 250,924 | – | 0.02% | – |
| New | BLOCK INCconvertible bond | $1,114,000 | – | 1,400,000 | – | 0.01% | – | |
| New | INTELLIGENT MEDICINE ACQUISITION CORP | $1,002,000 | – | 100,000 | – | 0.01% | – | |
| New | GUARDANT HEALTH INCconvertible bond | $1,058,000 | – | 1,700,000 | – | 0.01% | – | |
| New | HEARTLAND MEDIA ACQUISITION CORP | $995,000 | – | 100,000 | – | 0.01% | – | |
| New | INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | $997,000 | – | 100,000 | – | 0.01% | – | |
| New | BIOPLUS ACQUISITION CORP | $1,001,000 | – | 100,000 | – | 0.01% | – | |
| New | BLOCKCHAIN COINVESTORS ACQUISITION CORP I | $992,000 | – | 100,000 | – | 0.01% | – | |
| New | COUNTER PRESS ACQUISITION CORP | $996,000 | – | 100,000 | – | 0.01% | – | |
| New | ANDRETTI ACQUISITION CORP | $998,000 | – | 100,000 | – | 0.01% | – | |
| New | INNOVATIVE INTERNATIONAL ACQUISITION CORP | $1,002,000 | – | 100,000 | – | 0.01% | – | |
| New | INTEGRATED WELLNESS ACQUISITION CORP | $997,000 | – | 100,000 | – | 0.01% | – | |
| New | ATHENA CONSUMER ACQUISITION CORP | $1,002,000 | – | 100,000 | – | 0.01% | – | |
| New | THRIVE ACQUISITION CORP | $1,003,000 | – | 100,000 | – | 0.01% | – | |
| New | POWERUP ACQUISITION CORP | $998,000 | – | 100,000 | – | 0.01% | – | |
| New | ARGUS CAPITAL CORP | $1,000,000 | – | 100,000 | – | 0.01% | – | |
| New | TLGY ACQUISITION CORP | $998,000 | – | 100,000 | – | 0.01% | – | |
| New | ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | $1,004,000 | – | 100,000 | – | 0.01% | – | |
| New | TRINE II ACQUISITION CORP | $994,000 | – | 100,000 | – | 0.01% | – | |
| New | GOOD WORKS II ACQUISITION CORP | $991,000 | – | 100,000 | – | 0.01% | – | |
| New | GRAF ACQUISITION CORP IV | $971,000 | – | 100,000 | – | 0.01% | – | |
| New | MARBLEGATE ACQUISITION CORP | $988,000 | – | 100,000 | – | 0.01% | – | |
| New | HEALTHWELL ACQUISITION CORP I | $968,000 | – | 100,000 | – | 0.01% | – | |
| New | MOTIVE CAPITAL CORP II | $989,000 | – | 100,000 | – | 0.01% | – | |
| New | ZENDESK INCconvertible bond | $973,000 | – | 1,000,000 | – | 0.01% | – | |
| New | 8I ACQUISITION 2 CORP | $987,000 | – | 100,000 | – | 0.01% | – | |
| New | ESGEN ACQUISITION CORP | $753,000 | – | 75,000 | – | 0.01% | – | |
| New | CHAVANT CAPITAL ACQUISITION CORP | $748,000 | – | 75,000 | – | 0.01% | – | |
| New | PROOF ACQUISITION CORP I | $741,000 | – | 75,000 | – | 0.01% | – | |
| New | PARSEC CAPITAL ACQUISITIONS CORP | $753,000 | – | 75,000 | – | 0.01% | – | |
| New | MOUNTAIN CREST ACQUISITION CORP V | $740,000 | – | 75,000 | – | 0.01% | – | |
| New | LIV CAPITAL ACQUISITION CORP II | $597,000 | – | 60,000 | – | 0.01% | – | |
| New | GOSSAMER BIO INCconvertible bond | $618,000 | – | 828,000 | – | 0.01% | – | |
| CLBR | New | COLOMBIER ACQUISITION CORP | $486,000 | – | 50,000 | – | 0.01% | – |
| New | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | $501,000 | – | 50,000 | – | 0.01% | – | |
| New | ARENA FORTIFY ACQUISITION CORP | $499,000 | – | 50,000 | – | 0.01% | – | |
| New | GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | $503,000 | – | 50,000 | – | 0.01% | – | |
| New | SHELTER ACQUISITION CORP I | $491,000 | – | 50,000 | – | 0.01% | – | |
| New | SEAPORT GLOBAL ACQUISITION II CORP | $497,000 | – | 50,000 | – | 0.01% | – | |
| New | LF CAPITAL ACQUISITION CORP II | $501,000 | – | 50,000 | – | 0.01% | – | |
| New | LAMF GLOBAL VENTURES CORP I | $498,000 | – | 50,000 | – | 0.01% | – | |
| BSL | New | BLACKSTONE SENIOR FLOATING RATE TERM FUND | $485,000 | – | 36,467 | – | 0.01% | – |
| New | VAHANNA TECH EDGE ACQUISITION I CORP | $499,000 | – | 50,000 | – | 0.01% | – | |
| NE | New | NOBLE CORP | $506,000 | – | 19,979 | – | 0.01% | – |
| New | TKB CRITICAL TECHNOLOGIES 1 | $251,000 | – | 25,000 | – | 0.00% | – | |
| CMLS | New | CUMULUS MEDIA INC | $223,000 | – | 28,937 | – | 0.00% | – |
| New | CONCORD ACQUISITION CORP III | $248,000 | – | 25,000 | – | 0.00% | – | |
| New | SIZZLE ACQUISITION CORP | $249,000 | – | 25,000 | – | 0.00% | – | |
| SRNE | New | SORRENTO THERAPEUTICS INC | $269,000 | – | 134,000 | – | 0.00% | – |
| SHLS | New | SHOALS TECHNOLOGIES GROUP INC | $197,000 | – | 11,980 | – | 0.00% | – |
| New | SAGALIAM ACQUISITION CORPright | $94,000 | – | 698,577 | – | 0.00% | – | |
| New | RF ACQUISITION CORPright | $46,000 | – | 400,000 | – | 0.00% | – | |
| New | METAL SKY STAR ACQUISITION CORPright | $59,000 | – | 496,000 | – | 0.00% | – | |
| New | HNR ACQUISITION CORPwarrant | $48,000 | – | 425,000 | – | 0.00% | – | |
| New | REDWOODS ACQUISITION CORPright | $56,000 | – | 450,000 | – | 0.00% | – | |
| New | NORTHVIEW ACQUISITION CORPright | $78,000 | – | 750,000 | – | 0.00% | – | |
| New | BLUE WORLD ACQUISITION CORPright | $71,000 | – | 550,000 | – | 0.00% | – | |
| New | WESTERN ACQUISITION VENTURES CORPwarrant | $50,000 | – | 500,000 | – | 0.00% | – | |
| New | A SPAC II ACQUISITION CORPright | $77,000 | – | 675,000 | – | 0.00% | – | |
| New | ALSET CAPITAL ACQUISITION CORPright | $33,000 | – | 367,500 | – | 0.00% | – | |
| New | AURORA TECHNOLOGY ACQUISITION CORPwarrant | $35,000 | – | 950,000 | – | 0.00% | – | |
| New | METAL SKY STAR ACQUISITION CORPwarrant | $32,000 | – | 496,000 | – | 0.00% | – | |
| New | GOLDENSTONE ACQUISITION LTDwarrant | $28,000 | – | 350,000 | – | 0.00% | – | |
| New | CLIMATEROCKright | $15,000 | – | 140,000 | – | 0.00% | – | |
| New | EVERGREEN CORPwarrant | $35,000 | – | 450,000 | – | 0.00% | – | |
| New | LAKESHORE ACQUISITION II CORPright | $19,000 | – | 175,000 | – | 0.00% | – | |
| New | A SPAC I ACQUISITION CORPright | $18,000 | – | 145,000 | – | 0.00% | – | |
| New | ALPHA STAR ACQUISITION CORPwarrant | $15,000 | – | 400,000 | – | 0.00% | – | |
| New | NUBIA BRAND INTERNATIONAL CORPwarrant | $10,000 | – | 127,500 | – | 0.00% | – | |
| New | FUTURETECH II ACQUISITION CORPwarrant | $33,000 | – | 410,000 | – | 0.00% | – | |
| New | ALPHA STAR ACQUISITION CORPright | $38,000 | – | 400,000 | – | 0.00% | – | |
| New | PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORPwarrant | $3,000 | – | 25,000 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TDGMW | Exit | TIDEWATER INCcall | $0 | – | -14,789 | – | -0.00% | – |
| Exit | CORSAIR PARTNERING CORPcall | $0 | – | -25,000 | – | -0.00% | – | |
| Exit | COLISEUM ACQUISITION CORPcall | $0 | – | -30,853 | – | -0.00% | – | |
| BGSX | Exit | BUILD ACQUISITION CORP | $0 | – | -51,000 | – | -0.01% | – |
| Exit | ALPHA HEALTHCARE ACQUISITION CORP IIIcall | $0 | – | -48,900 | – | -0.01% | – | |
| Exit | METALS ACQUISITION CORPcall | $0 | – | -57,900 | – | -0.01% | – | |
| NE | Exit | NOBLE CORP | $0 | – | -19,979 | – | -0.01% | – |
| Exit | XPAC ACQUISITION CORPcall | $0 | – | -66,666 | – | -0.01% | – | |
| Exit | JATT ACQUISITION CORPcall | $0 | – | -74,700 | – | -0.01% | – | |
| Exit | CIIG CAPITAL PARTNERS II INC | $0 | – | -69,600 | – | -0.01% | – | |
| Exit | CONMED CORPconvertible bond | $0 | – | -500,000 | – | -0.01% | – | |
| Exit | AVISTA PUBLIC ACQUISITION CORP IIcall | $0 | – | -83,333 | – | -0.01% | – | |
| Exit | BELONG ACQUISITION CORPcall | $0 | – | -99,900 | – | -0.01% | – | |
| SRNE | Exit | SORRENTO THERAPEUTICS INC | $0 | – | -134,000 | – | -0.01% | – |
| MACQ | Exit | MCAP ACQUISITION CORP | $0 | – | -100,000 | – | -0.01% | – |
| Exit | AMCI ACQUISITION CORP IIcall | $0 | – | -100,000 | – | -0.01% | – | |
| BELFA | Exit | BEL FUSE INC | $0 | – | -71,613 | – | -0.01% | – |
| Exit | ARGUS CAPITAL CORP | $0 | – | -100,000 | – | -0.01% | – | |
| OCAX | Exit | OCA ACQUISITION CORP | $0 | – | -103,920 | – | -0.01% | – |
| Exit | AGRICO ACQUISITION CORPcall | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | ROTH CH ACQUISITION IV COcall | $0 | – | -100,000 | – | -0.01% | – | |
| Exit | MERCURY ECOMMERCE ACQUISITION CORPcall | $0 | – | -100,000 | – | -0.01% | – | |
| IEA | Exit | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | $0 | – | -94,768 | – | -0.02% | – |
| Exit | SFL CORP LTDconvertible bond | $0 | – | -1,060,000 | – | -0.02% | – | |
| Exit | HUAZHU GROUP LTDconvertible bond | $0 | – | -1,000,000 | – | -0.02% | – | |
| Exit | AURORA CANNABIS INCconvertible bond | $0 | – | -1,334,000 | – | -0.02% | – | |
| Exit | FINTECH ACQUISITION CORP VI | $0 | – | -125,000 | – | -0.02% | – | |
| Exit | MACONDRAY CAPITAL ACQUISITION CORP Icall | $0 | – | -126,109 | – | -0.02% | – | |
| Exit | GLADSTONE ACQUISITION CORPcall | $0 | – | -125,000 | – | -0.02% | – | |
| Exit | SPRINGWATER SPECIAL SITUATIONS CORPcall | $0 | – | -125,000 | – | -0.02% | – | |
| Exit | GRAF ACQUISITION CORP IV | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | SHELTER ACQUISITION CORP I | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | EG ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | TORTOISEECOFIN ACQUISITION CORP III | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | THUNDER BRIDGE CAPITAL PARTNERS IV INC | $0 | – | -150,000 | – | -0.02% | – | |
| ASZ | Exit | AUSTERLITZ ACQUISITION CORP II | $0 | – | -150,000 | – | -0.02% | – |
| Exit | LOGISTICS INNOVATION TECHNOLOGIES CORP | $0 | – | -150,000 | – | -0.02% | – | |
| FTEV | Exit | FINTECH EVOLUTION ACQUISITION GROUP | $0 | – | -150,000 | – | -0.02% | – |
| Exit | PORTAGE FINTECH ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | CASCADIA ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | ROYAL CARIBBEAN CRUISES LTDconvertible bond | $0 | – | -1,075,000 | – | -0.02% | – | |
| Exit | GLOBAL CONSUMER ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | WILLIAMS ROWLAND ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | AFTERNEXT HEALTHTECH ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | INSIGHT ACQUISITION CORP/DE | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | JATT ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | 10X CAPITAL VENTURE ACQUISITION CORP II | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | DTRT HEALTH ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | NORTHERN LIGHTS ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| TMKR | Exit | TASTEMAKER ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – |
| Exit | CORSAIR PARTNERING CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | TPB ACQUISITION CORP I | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | BLUE WHALE ACQUISITION CORP I | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | ENDURANCE ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | CHAVANT CAPITAL ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – | |
| OSI | Exit | OSIRIS ACQUISITION CORP | $0 | – | -150,000 | – | -0.02% | – |
| Exit | I3 VERTICALS INCconvertible bond | $0 | – | -1,667,000 | – | -0.02% | – | |
| Exit | SOFTWARE ACQUISITION GROUP INC IIIcall | $0 | – | -175,000 | – | -0.02% | – | |
| Exit | STRIDE INCconvertible bond | $0 | – | -1,755,000 | – | -0.02% | – | |
| Exit | COLISEUM ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | AMCI ACQUISITION CORP II | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | ALPHA PARTNERS TECHNOLOGY MERGER CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | HERBALIFE NUTRITION LTDconvertible bond | $0 | – | -1,939,000 | – | -0.03% | – | |
| Exit | CHW ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | ELLIOTT OPPORTUNITY II CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | BILANDER ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | BELONG ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | ALPHA HEALTHCARE ACQUISITION CORP III | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | CHW ACQUISITION CORPcall | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | MERCURY ECOMMERCE ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | GOOD WORKS II ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | ROTH CH ACQUISITION IV CO | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEconvertible bond | $0 | – | -1,366,000 | – | -0.03% | – | |
| Exit | XPAC ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| CLBR | Exit | COLOMBIER ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – |
| Exit | ACROPOLIS INFRASTRUCTURE ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | HEALTHWELL ACQUISITION CORP I | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | PARABELLUM ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | WORLD QUANTUM GROWTH ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | AXONPRIME INFRASTRUCTURE ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | AGRICO ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | ARMADA ACQUISITION CORP I | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | CLOVER LEAF CAPITAL CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | BANNER ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| OIBRC | Exit | OI SA | $0 | – | -2,201,646 | – | -0.03% | – |
| PSTH | Exit | PERSHING SQUARE TONTINE HOLDINGS LTD | $0 | – | -100,000 | – | -0.03% | – |
| Exit | METALS ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | WAVERLEY CAPITAL ACQUISITION CORP 1 | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | RIVERVIEW ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | SOFTWARE ACQUISITION GROUP INC III | $0 | – | -200,000 | – | -0.03% | – | |
| Exit | EVOLENT HEALTH INCconvertible bond | $0 | – | -1,626,000 | – | -0.03% | – | |
| Exit | CHARDAN NEXTECH ACQUISITION 2 CORP | $0 | – | -225,000 | – | -0.03% | – | |
| Exit | PACIFICO ACQUISITION CORP | $0 | – | -225,000 | – | -0.03% | – | |
| LOMA | Exit | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $0 | – | -325,924 | – | -0.03% | – |
| Exit | NRG ENERGY INCconvertible bond | $0 | – | -1,977,000 | – | -0.03% | – | |
| Exit | GLADSTONE ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | SPRINGWATER SPECIAL SITUATIONS CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | HORIZON GLOBAL CORPconvertible bond | $0 | – | -2,500,000 | – | -0.03% | – | |
| Exit | MACONDRAY CAPITAL ACQUISITION CORP I | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | JUPITER ACQUISITION CORP | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | AVISTA PUBLIC ACQUISITION CORP II | $0 | – | -250,000 | – | -0.03% | – | |
| Exit | SOAR TECHNOLOGY ACQUISITION CORP | $0 | – | -250,000 | – | -0.04% | – | |
| Exit | TWO HARBORS INVESTMENT CORPconvertible bond | $0 | – | -2,451,000 | – | -0.04% | – | |
| Exit | DECARBONIZATION PLUS ACQUISITION CORP IV | $0 | – | -250,000 | – | -0.04% | – | |
| Exit | SIERRA LAKE ACQUISITION CORP | $0 | – | -250,000 | – | -0.04% | – | |
| Exit | FUTURE HEALTH ESG CORP | $0 | – | -250,000 | – | -0.04% | – | |
| Exit | OXBRIDGE ACQUISITION CORP | $0 | – | -250,000 | – | -0.04% | – | |
| Exit | PONO CAPITAL CORP | $0 | – | -250,000 | – | -0.04% | – | |
| Exit | FIREEYE INCconvertible bond | $0 | – | -2,466,000 | – | -0.04% | – | |
| Exit | CALAMP CORPconvertible bond | $0 | – | -2,916,000 | – | -0.04% | – | |
| Exit | MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | $0 | – | -275,000 | – | -0.04% | – | |
| Exit | RINGCENTRAL INCconvertible bond | $0 | – | -3,000,000 | – | -0.04% | – | |
| CHKEW | Exit | Chesapeake Energy Corpcall | $0 | – | -75,810 | – | -0.04% | – |
| Exit | WAYFAIR INCconvertible bond | $0 | – | -2,824,000 | – | -0.04% | – | |
| Exit | CENAQ ENERGY CORP | $0 | – | -300,000 | – | -0.04% | – | |
| Exit | FIRST LIGHT ACQUISITION GROUP INC | $0 | – | -300,000 | – | -0.04% | – | |
| Exit | LIBERTY LATIN AMERICA LTDconvertible bond | $0 | – | -2,917,000 | – | -0.04% | – | |
| VEON | Exit | VEON LTD | $0 | – | -1,487,722 | – | -0.04% | – |
| Exit | WINVEST ACQUISITION CORP | $0 | – | -300,000 | – | -0.04% | – | |
| Exit | INSMED INCconvertible bond | $0 | – | -3,150,000 | – | -0.05% | – | |
| Exit | PARATEK PHARMACEUTICALS INCconvertible bond | $0 | – | -3,954,000 | – | -0.05% | – | |
| Exit | INTERDIGITAL INCconvertible bond | $0 | – | -3,253,000 | – | -0.05% | – | |
| Exit | DIRECT SELLING ACQUISITION CORP | $0 | – | -350,000 | – | -0.05% | – | |
| Exit | INSULET CORPconvertible bond | $0 | – | -2,500,000 | – | -0.05% | – | |
| Exit | INVACARE CORPconvertible bond | $0 | – | -3,956,000 | – | -0.05% | – | |
| Exit | ALPINE ACQUISITION CORP | $0 | – | -350,000 | – | -0.05% | – | |
| Exit | CYBERARK SOFTWARE LTDconvertible bond | $0 | – | -3,088,000 | – | -0.05% | – | |
| Exit | CHEGG INCconvertible bond | $0 | – | -3,818,000 | – | -0.05% | – | |
| Exit | BENEFITFOCUS INCconvertible bond | $0 | – | -4,163,000 | – | -0.05% | – | |
| Exit | TABULA RASA HEALTHCARE INCconvertible bond | $0 | – | -4,584,000 | – | -0.05% | – | |
| Exit | VONAGE HOLDINGS CORPconvertible bond | $0 | – | -3,292,000 | – | -0.05% | – | |
| Exit | GOLAR LNG LTDconvertible bond | $0 | – | -3,955,000 | – | -0.06% | – | |
| Exit | SHOPIFY INCconvertible bond | $0 | – | -3,211,000 | – | -0.06% | – | |
| Exit | PEGASYSTEMS INCconvertible bond | $0 | – | -3,472,000 | – | -0.06% | – | |
| OACBWS | Exit | OAKTREE ACQUISITION CORP IIwarrant | $0 | – | -4,666,667 | – | -0.06% | – |
| Exit | JAZZ PHARMACEUTICALS PLCconvertible bond | $0 | – | -4,167,000 | – | -0.06% | – | |
| Exit | RESERVOIR MEDIA INC | $0 | – | -468,700 | – | -0.06% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCconvertible bond | $0 | – | -4,198,000 | – | -0.06% | – | |
| Exit | LUMENTUM HOLDINGS INCconvertible bond | $0 | – | -4,000,000 | – | -0.06% | – | |
| Exit | SSR MINING INCconvertible bond | $0 | – | -3,938,000 | – | -0.06% | – | |
| Exit | NUVASIVE INCconvertible bond | $0 | – | -4,471,000 | – | -0.06% | – | |
| Exit | PURE STORAGE INCconvertible bond | $0 | – | -3,976,000 | – | -0.06% | – | |
| Exit | SOLAREDGE TECHNOLOGIES INCconvertible bond | $0 | – | -3,666,000 | – | -0.06% | – | |
| Exit | JAZZ PHARMACEUTICALS PLCconvertible bond | $0 | – | -3,966,000 | – | -0.06% | – | |
| Exit | TRIP.COM GROUP LTDconvertible bond | $0 | – | -4,978,000 | – | -0.07% | – | |
| Exit | MICROCHIP TECHNOLOGY INCconvertible bond | $0 | – | -4,150,000 | – | -0.07% | – | |
| NYCBPRU | Exit | NEW YORK COMMUNITY BANCORP INCconvertible prfd | $0 | – | -89,250 | – | -0.07% | – |
| Exit | OKTA INCconvertible bond | $0 | – | -3,958,000 | – | -0.07% | – | |
| Exit | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $0 | – | -4,807,000 | – | -0.07% | – | |
| Exit | PEBBLEBROOK HOTEL TRUSTconvertible bond | $0 | – | -4,500,000 | – | -0.07% | – | |
| Exit | ILLUMINA INCconvertible bond | $0 | – | -4,379,000 | – | -0.07% | – | |
| Exit | GREENLIGHT CAPITAL RE LTDconvertible bond | $0 | – | -5,384,000 | – | -0.07% | – | |
| Exit | EXACT SCIENCES CORPconvertible bond | $0 | – | -4,810,000 | – | -0.08% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $0 | – | -5,761,000 | – | -0.08% | – | |
| BELFB | Exit | BEL FUSE INC | $0 | – | -462,679 | – | -0.08% | – |
| Exit | NUVASIVE INCconvertible bond | $0 | – | -6,240,000 | – | -0.08% | – | |
| Exit | COUPA SOFTWARE INCconvertible bond | $0 | – | -6,150,000 | – | -0.09% | – | |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -1,600,000 | – | -0.09% | – |
| Exit | INTEGRA LIFESCIENCES HOLDINGS CORPconvertible bond | $0 | – | -6,535,000 | – | -0.10% | – | |
| Exit | QUOTIENT TECHNOLOGY INCconvertible bond | $0 | – | -7,494,000 | – | -0.10% | – | |
| Exit | WIX.COM LTDconvertible bond | $0 | – | -7,800,000 | – | -0.10% | – | |
| Exit | REDWOOD TRUST INCconvertible bond | $0 | – | -7,593,000 | – | -0.11% | – | |
| Exit | STARWOOD PROPERTY TRUST INCconvertible bond | $0 | – | -7,422,000 | – | -0.11% | – | |
| Exit | PRETIUM RESOURCES INCconvertible bond | $0 | – | -8,168,000 | – | -0.11% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $0 | – | -8,304,000 | – | -0.12% | – | |
| Exit | VEECO INSTRUMENTS INCconvertible bond | $0 | – | -8,482,000 | – | -0.12% | – | |
| Exit | WILLIAMS ROWLAND ACQUISITION CORPcall | $0 | – | -1,122,296 | – | -0.12% | – | |
| Exit | WEIBO CORPconvertible bond | $0 | – | -8,898,000 | – | -0.12% | – | |
| Exit | SEA LTDconvertible bond | $0 | – | -8,500,000 | – | -0.12% | – | |
| Exit | EZCORP INCconvertible bond | $0 | – | -9,574,000 | – | -0.12% | – | |
| Exit | SPLUNK INCconvertible bond | $0 | – | -7,562,000 | – | -0.13% | – | |
| Exit | KAMAN CORPconvertible bond | $0 | – | -9,168,000 | – | -0.13% | – | |
| Exit | DEXCOM INCconvertible bond | $0 | – | -8,059,000 | – | -0.13% | – | |
| TGS | Exit | TRANSPORTADORA DE GAS DEL SUR SA | $0 | – | -1,963,575 | – | -0.14% | – |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $0 | – | -9,855,000 | – | -0.14% | – | |
| Exit | AKAMAI TECHNOLOGIES INCconvertible bond | $0 | – | -8,995,000 | – | -0.14% | – | |
| Exit | ARBOR REALTY TRUST INCconvertible bond | $0 | – | -9,225,000 | – | -0.14% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $0 | – | -10,854,000 | – | -0.15% | – | |
| Exit | TRAVERE THERAPEUTICS INCconvertible bond | $0 | – | -10,920,000 | – | -0.15% | – | |
| TEO | Exit | TELECOM ARGENTINA SA | $0 | – | -2,260,500 | – | -0.16% | – |
| BAK | Exit | BRASKEM SA | $0 | – | -519,550 | – | -0.16% | – |
| Exit | INNOVIVA INCconvertible bond | $0 | – | -10,585,000 | – | -0.16% | – | |
| Exit | NICE LTDconvertible bond | $0 | – | -9,750,000 | – | -0.16% | – | |
| Exit | BLACKROCK TCP CAPITAL CORPconvertible bond | $0 | – | -11,267,000 | – | -0.16% | – | |
| Exit | NEW YORK MORTGAGE TRUST INCconvertible bond | $0 | – | -11,583,000 | – | -0.16% | – | |
| Exit | SFL CORP LTDconvertible bond | $0 | – | -11,991,000 | – | -0.17% | – | |
| Exit | LENDINGTREE INCconvertible bond | $0 | – | -15,836,000 | – | -0.19% | – | |
| Exit | NEW RELIC INCconvertible bond | $0 | – | -13,425,000 | – | -0.19% | – | |
| Exit | TILRAY INCconvertible bond | $0 | – | -13,784,000 | – | -0.19% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORPconvertible bond | $0 | – | -13,873,000 | – | -0.19% | – | |
| PAM | Exit | PAMPA ENERGIA SA | $0 | – | -829,000 | – | -0.20% | – |
| Exit | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $0 | – | -13,677,000 | – | -0.20% | – | |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -86,999 | – | -0.21% | – |
| Exit | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $0 | – | -15,185,000 | – | -0.22% | – | |
| Exit | NEW MOUNTAIN FINANCE CORPconvertible bond | $0 | – | -14,915,000 | – | -0.22% | – | |
| Exit | ARES CAPITAL CORPconvertible bond | $0 | – | -14,164,000 | – | -0.22% | – | |
| Exit | IONIS PHARMACEUTICALS INCconvertible bond | $0 | – | -17,501,000 | – | -0.22% | – | |
| Exit | REDWOOD TRUST INCconvertible bond | $0 | – | -15,854,000 | – | -0.23% | – | |
| VIST | Exit | VISTA OIL & GAS SAB DE CV | $0 | – | -3,245,002 | – | -0.23% | – |
| Exit | GOLDMAN SACHS BDC INCconvertible bond | $0 | – | -16,251,000 | – | -0.23% | – | |
| Exit | OCWEN FINANCIAL CORP | $0 | – | -596,870 | – | -0.23% | – | |
| Exit | WESTERN DIGITAL CORPconvertible bond | $0 | – | -17,530,999 | – | -0.25% | – | |
| Exit | DIGITALBRIDGE GROUP INCconvertible bond | $0 | – | -17,621,000 | – | -0.25% | – | |
| Exit | IONIS PHARMACEUTICALS INCconvertible bond | $0 | – | -18,208,000 | – | -0.26% | – | |
| Exit | MFA FINANCIAL INCconvertible bond | $0 | – | -17,974,000 | – | -0.26% | – | |
| Exit | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $0 | – | -18,383,000 | – | -0.26% | – | |
| Exit | DISH NETWORK CORPconvertible bond | $0 | – | -19,675,000 | – | -0.27% | – | |
| Exit | ALTERYX INCconvertible bond | $0 | – | -20,591,000 | – | -0.27% | – | |
| Exit | LIGAND PHARMACEUTICALS INCconvertible bond | $0 | – | -20,037,999 | – | -0.28% | – | |
| Exit | HOPE BANCORP INCconvertible bond | $0 | – | -20,302,000 | – | -0.28% | – | |
| Exit | MANDIANT INCconvertible bond | $0 | – | -20,820,000 | – | -0.29% | – | |
| CFLT | Exit | CONFLUENT INCput | $0 | – | -360,000 | – | -0.30% | – |
| Exit | SUPERNUS PHARMACEUTICALS INCconvertible bond | $0 | – | -22,348,000 | – | -0.31% | – | |
| CXP | Exit | COLUMBIA PROPERTY TRUST INC | $0 | – | -1,320,000 | – | -0.35% | – |
| GTX | Exit | GARRETT MOTION INC | $0 | – | -3,593,111 | – | -0.37% | – |
| Exit | FORTIVE CORPconvertible bond | $0 | – | -27,238,000 | – | -0.38% | – | |
| Exit | RUMBLEON INCcall | $0 | – | -727,270 | – | -0.40% | – | |
| HIMS | Exit | HIMS & HERS HEALTH INC | $0 | – | -3,773,437 | – | -0.40% | – |
| Exit | ACRES COMMERCIAL REALTY CORPconvertible bond | $0 | – | -29,021,000 | – | -0.41% | – | |
| BATL | Exit | BATTALION OIL CORP | $0 | – | -3,009,912 | – | -0.41% | – |
| Exit | PRECIGEN INCconvertible bond | $0 | – | -36,764,000 | – | -0.42% | – | |
| TV | Exit | GRUPO TELEVISA SAB | $0 | – | -2,821,801 | – | -0.43% | – |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CORP | $0 | – | -4,490,368 | – | -0.44% | – |
| AFYA | Exit | AFYA LTD | $0 | – | -1,651,812 | – | -0.46% | – |
| PARR | Exit | PAR PACIFIC HOLDINGS INC | $0 | – | -2,210,000 | – | -0.48% | – |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -2,358,000 | – | -0.49% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -2,006,537 | – | -0.50% | – |
| VAL | Exit | VALARIS LTD | $0 | – | -1,080,184 | – | -0.53% | – |
| COOP | Exit | MR COOPER GROUP INCcall | $0 | – | -1,000,000 | – | -0.58% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -3,397,592 | – | -0.59% | – |
| AZUL | Exit | AZUL SA | $0 | – | -2,099,524 | – | -0.59% | – |
| FTAI | Exit | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | $0 | – | -2,033,110 | – | -0.72% | – |
| Exit | DISH NETWORK CORPconvertible bond | $0 | – | -51,974,000 | – | -0.76% | – | |
| LBTYK | Exit | Liberty Global PLC | $0 | – | -1,875,000 | – | -0.77% | – |
| FCX | Exit | FREEPORT-MCMORAN INC | $0 | – | -1,833,550 | – | -0.83% | – |
| Exit | EAGLE BULK SHIPPING INCconvertible bond | $0 | – | -40,495,000 | – | -0.84% | – | |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -1,507,286 | – | -0.87% | – |
| XOG | Exit | EXTRACTION OIL & GAS INC | $0 | – | -1,113,995 | – | -0.88% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTD | $0 | – | -4,129,408 | – | -0.92% | – |
| CHKEL | Exit | CHESAPEAKE ENERGY CORPcall | $0 | – | -1,607,672 | – | -1.07% | – |
| BBD | Exit | BANCO BRADESCO SA | $0 | – | -20,328,340 | – | -1.09% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -2,135,000 | – | -1.09% | – |
| VALE | Exit | VALE SA | $0 | – | -5,982,790 | – | -1.16% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA | $0 | – | -8,800,432 | – | -1.27% | – |
| BRY | Exit | BERRY CORP | $0 | – | -12,913,313 | – | -1.30% | – |
| IBN | Exit | ICICI BANK LTD | $0 | – | -5,266,217 | – | -1.39% | – |
| KRC | Exit | KILROY REALTY CORP | $0 | – | -1,535,011 | – | -1.42% | – |
| FYBR | Exit | FRONTIER COMMUNICATIONS PARENT INC | $0 | – | -3,982,849 | – | -1.55% | – |
| ITUB | Exit | ITAU UNIBANCO HOLDING SA | $0 | – | -21,299,528 | – | -1.57% | – |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -5,320,000 | – | -1.68% | – |
| WFRD | Exit | Weatherford International PLCconvertible bond | $0 | – | -6,264,319 | – | -1.72% | – |
| SPY | Exit | STATE STREET CORPput | $0 | – | -317,000 | – | -1.90% | – |
| CX | Exit | CEMEX SAB DE CV | $0 | – | -24,468,125 | – | -2.45% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -20,726,126 | – | -2.58% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -3,781,561 | – | -2.66% | – |
| INFN | Exit | INFINERA CORP | $0 | – | -25,175,384 | – | -2.92% | – |
| PCG | Exit | PG&E CORP | $0 | – | -30,000,000 | – | -4.02% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -6,874,687 | – | -4.90% | – |
| TRMD | Exit | TORM PLC | $0 | – | -53,812,988 | – | -5.78% | – |
| VST | Exit | VISTRA CORP | $0 | – | -29,941,385 | – | -7.15% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -25,993,242 | – | -8.73% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -11,939,117 | – | -10.27% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | Buy | VISTRA CORP | $511,997,000 | -7.8% | 29,941,385 | +0.0% | 7.15% | -4.1% |
| CX | Buy | CEMEX SAB DE CV | $175,437,000 | -12.5% | 24,468,125 | +2.5% | 2.45% | -9.0% |
| SPY | New | STATE STREET CORPput | $136,037,000 | – | 317,000 | – | 1.90% | – |
| WFRD | New | Weatherford International PLCconvertible bond | $123,219,000 | – | 6,264,319 | – | 1.72% | – |
| NMIH | Buy | NMI HOLDINGS INC | $120,285,000 | +10.0% | 5,320,000 | +9.4% | 1.68% | +14.4% |
| ITUB | Buy | ITAU UNIBANCO HOLDING SA | $112,248,000 | -10.2% | 21,299,528 | +2.4% | 1.57% | -6.7% |
| KRC | Buy | KILROY REALTY CORP | $101,633,000 | +60.4% | 1,535,011 | +68.7% | 1.42% | +66.7% |
| IBN | Buy | ICICI BANK LTD | $99,373,000 | +14.6% | 5,266,217 | +3.9% | 1.39% | +19.2% |
| PBR | Buy | PETROLEO BRASILEIRO SA | $90,996,000 | -12.2% | 8,800,432 | +3.9% | 1.27% | -8.7% |
| VALE | Sell | VALE SA | $83,460,000 | -41.4% | 5,982,790 | -4.2% | 1.16% | -39.1% |
| SMCI | Sell | SUPER MICRO COMPUTER INC | $78,076,000 | -2.0% | 2,135,000 | -5.7% | 1.09% | +2.0% |
| BBD | Buy | BANCO BRADESCO SA | $77,857,000 | -11.1% | 20,328,340 | +19.1% | 1.09% | -7.6% |
| CHKEL | New | CHESAPEAKE ENERGY CORPcall | $76,665,000 | – | 1,607,672 | – | 1.07% | – |
| AU | Buy | ANGLOGOLD ASHANTI LTD | $66,029,000 | +7.5% | 4,129,408 | +24.9% | 0.92% | +11.8% |
| FCX | New | FREEPORT-MCMORAN INC | $59,645,000 | – | 1,833,550 | – | 0.83% | – |
| Buy | DISH NETWORK CORPconvertible bond | $54,156,000 | +24.3% | 51,974,000 | +22.0% | 0.76% | +29.2% | |
| FTAI | Buy | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | $51,600,000 | -16.6% | 2,033,110 | +10.3% | 0.72% | -13.1% |
| AZUL | Buy | AZUL SA | $42,117,000 | -14.1% | 2,099,524 | +13.0% | 0.59% | -10.6% |
| COOP | New | MR COOPER GROUP INCcall | $41,170,000 | – | 1,000,000 | – | 0.58% | – |
| MTG | Sell | MGIC INVESTMENT CORP | $35,275,000 | -14.1% | 2,358,000 | -21.9% | 0.49% | -10.7% |
| PARR | Buy | PAR PACIFIC HOLDINGS INC | $34,741,000 | +58.9% | 2,210,000 | +70.0% | 0.48% | +65.0% |
| AFYA | Buy | AFYA LTD | $32,607,000 | -22.5% | 1,651,812 | +1.2% | 0.46% | -19.5% |
| OCSL | Buy | OAKTREE SPECIALTY LENDING CORP | $31,701,000 | +1617.3% | 4,490,368 | +1526.9% | 0.44% | +1672.0% |
| TV | Buy | GRUPO TELEVISA SAB | $30,983,000 | -18.2% | 2,821,801 | +6.4% | 0.43% | -14.9% |
| Buy | PRECIGEN INCconvertible bond | $30,400,000 | +31.1% | 36,764,000 | +38.0% | 0.42% | +36.2% | |
| Sell | ACRES COMMERCIAL REALTY CORPconvertible bond | $29,099,000 | -45.4% | 29,021,000 | -45.9% | 0.41% | -43.2% | |
| New | RUMBLEON INCcall | $28,349,000 | – | 727,270 | – | 0.40% | – | |
| Buy | FORTIVE CORPconvertible bond | $27,442,000 | +14.9% | 27,238,000 | +14.9% | 0.38% | +19.3% | |
| Sell | SUPERNUS PHARMACEUTICALS INCconvertible bond | $22,068,000 | -0.7% | 22,348,000 | -0.6% | 0.31% | +3.4% | |
| CFLT | New | CONFLUENT INCput | $21,474,000 | – | 360,000 | – | 0.30% | – |
| Sell | MANDIANT INCconvertible bond | $20,899,000 | -7.1% | 20,820,000 | -7.9% | 0.29% | -3.3% | |
| Sell | HOPE BANCORP INCconvertible bond | $20,262,000 | -6.8% | 20,302,000 | -8.2% | 0.28% | -3.1% | |
| Buy | LIGAND PHARMACEUTICALS INCconvertible bond | $20,172,000 | +9.8% | 20,037,999 | +8.6% | 0.28% | +14.2% | |
| Buy | ALTERYX INCconvertible bond | $19,629,000 | +31.5% | 20,591,000 | +32.1% | 0.27% | +37.0% | |
| Buy | DISH NETWORK CORPconvertible bond | $19,244,000 | +7.9% | 19,675,000 | +7.3% | 0.27% | +12.1% | |
| Buy | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $18,842,000 | +7.3% | 18,383,000 | +7.3% | 0.26% | +11.4% | |
| Sell | MFA FINANCIAL INCconvertible bond | $18,528,000 | -8.0% | 17,974,000 | -8.8% | 0.26% | -4.4% | |
| Buy | IONIS PHARMACEUTICALS INCconvertible bond | $18,309,000 | +50.1% | 18,208,000 | +50.3% | 0.26% | +56.1% | |
| Buy | DIGITALBRIDGE GROUP INCconvertible bond | $18,026,000 | +11.0% | 17,621,000 | +12.4% | 0.25% | +15.6% | |
| Buy | WESTERN DIGITAL CORPconvertible bond | $17,759,000 | +2.7% | 17,530,999 | +8.7% | 0.25% | +6.9% | |
| Buy | GOLDMAN SACHS BDC INCconvertible bond | $16,575,000 | +4.2% | 16,251,000 | +5.2% | 0.23% | +7.9% | |
| VIST | Buy | VISTA OIL & GAS SAB DE CV | $16,322,000 | +27.1% | 3,245,002 | +3.6% | 0.23% | +32.6% |
| Sell | REDWOOD TRUST INCconvertible bond | $16,247,000 | -3.9% | 15,854,000 | -4.9% | 0.23% | 0.0% | |
| Buy | IONIS PHARMACEUTICALS INCconvertible bond | $16,046,000 | +24.8% | 17,501,000 | +27.2% | 0.22% | +29.5% | |
| Buy | NEW MOUNTAIN FINANCE CORPconvertible bond | $15,756,000 | +3.9% | 14,915,000 | +5.3% | 0.22% | +7.8% | |
| Sell | ARES CAPITAL CORPconvertible bond | $15,722,000 | -4.0% | 14,164,000 | -5.5% | 0.22% | 0.0% | |
| Sell | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $15,429,000 | -2.1% | 15,185,000 | -1.9% | 0.22% | +1.4% | |
| Buy | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $14,581,000 | +36.1% | 13,677,000 | +37.1% | 0.20% | +41.7% | |
| Buy | MACQUARIE INFRASTRUCTURE CORPconvertible bond | $13,759,000 | +8.4% | 13,873,000 | +9.0% | 0.19% | +12.9% | |
| Sell | TILRAY INCconvertible bond | $13,603,000 | -2.8% | 13,784,000 | -2.9% | 0.19% | +1.1% | |
| Buy | NEW RELIC INCconvertible bond | $13,634,000 | +27.1% | 13,425,000 | +23.8% | 0.19% | +31.9% | |
| New | LENDINGTREE INCconvertible bond | $13,546,000 | – | 15,836,000 | – | 0.19% | – | |
| Sell | SFL CORP LTDconvertible bond | $12,268,000 | -0.5% | 11,991,000 | -2.9% | 0.17% | +3.0% | |
| Buy | NEW YORK MORTGAGE TRUST INCconvertible bond | $11,704,000 | +5.2% | 11,583,000 | +7.0% | 0.16% | +9.4% | |
| Buy | BLACKROCK TCP CAPITAL CORPconvertible bond | $11,463,000 | +8.4% | 11,267,000 | +9.1% | 0.16% | +12.7% | |
| New | NICE LTDconvertible bond | $11,474,000 | – | 9,750,000 | – | 0.16% | – | |
| Sell | INNOVIVA INCconvertible bond | $11,411,000 | -30.2% | 10,585,000 | -34.0% | 0.16% | -27.7% | |
| Buy | TRAVERE THERAPEUTICS INCconvertible bond | $11,007,000 | +521.5% | 10,920,000 | +424.5% | 0.15% | +541.7% | |
| Buy | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $10,982,000 | +25.1% | 10,854,000 | +25.7% | 0.15% | +29.7% | |
| Buy | AKAMAI TECHNOLOGIES INCconvertible bond | $9,865,000 | +16.4% | 8,995,000 | +23.3% | 0.14% | +21.1% | |
| Sell | DEXCOM INCconvertible bond | $9,590,000 | +3.9% | 8,059,000 | -8.4% | 0.13% | +8.1% | |
| New | KAMAN CORPconvertible bond | $9,344,000 | – | 9,168,000 | – | 0.13% | – | |
| Buy | SPLUNK INCconvertible bond | $9,249,000 | +37.6% | 7,562,000 | +37.5% | 0.13% | +43.3% | |
| Buy | EZCORP INCconvertible bond | $8,808,000 | +7.9% | 9,574,000 | +4.5% | 0.12% | +11.8% | |
| New | SEA LTDconvertible bond | $8,644,000 | – | 8,500,000 | – | 0.12% | – | |
| Sell | WEIBO CORPconvertible bond | $8,697,000 | -8.6% | 8,898,000 | -9.1% | 0.12% | -5.5% | |
| New | WILLIAMS ROWLAND ACQUISITION CORPcall | $8,483,000 | – | 1,122,296 | – | 0.12% | – | |
| Sell | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $8,382,000 | -49.9% | 8,304,000 | -50.0% | 0.12% | -48.0% | |
| Buy | PRETIUM RESOURCES INCconvertible bond | $8,130,000 | -0.4% | 8,168,000 | +2.0% | 0.11% | +3.6% | |
| Buy | REDWOOD TRUST INCconvertible bond | $7,782,000 | +23.4% | 7,593,000 | +21.0% | 0.11% | +28.2% | |
| Sell | STARWOOD PROPERTY TRUST INCconvertible bond | $7,817,000 | -51.2% | 7,422,000 | -50.1% | 0.11% | -49.3% | |
| New | WIX.COM LTDconvertible bond | $7,523,000 | – | 7,800,000 | – | 0.10% | – | |
| Buy | QUOTIENT TECHNOLOGY INCconvertible bond | $7,279,000 | +116.5% | 7,494,000 | +125.0% | 0.10% | +126.7% | |
| Buy | INTEGRA LIFESCIENCES HOLDINGS CORPconvertible bond | $7,211,000 | +38.4% | 6,535,000 | +39.0% | 0.10% | +44.3% | |
| New | COUPA SOFTWARE INCconvertible bond | $6,668,000 | – | 6,150,000 | – | 0.09% | – | |
| Sell | NUVASIVE INCconvertible bond | $6,041,000 | -22.5% | 6,240,000 | -20.7% | 0.08% | -20.0% | |
| Buy | EXACT SCIENCES CORPconvertible bond | $5,471,000 | +3.0% | 4,810,000 | +20.2% | 0.08% | +7.0% | |
| Sell | GREENLIGHT CAPITAL RE LTDconvertible bond | $5,118,000 | -13.5% | 5,384,000 | -13.5% | 0.07% | -10.1% | |
| Sell | ILLUMINA INCconvertible bond | $5,109,000 | -19.1% | 4,379,000 | -12.4% | 0.07% | -16.5% | |
| Sell | PEBBLEBROOK HOTEL TRUSTconvertible bond | $5,046,000 | -34.8% | 4,500,000 | -33.8% | 0.07% | -32.7% | |
| Buy | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $4,935,000 | +34.5% | 4,807,000 | +34.8% | 0.07% | +40.8% | |
| Buy | OKTA INCconvertible bond | $4,852,000 | +5.0% | 3,958,000 | +7.1% | 0.07% | +9.7% | |
| Buy | MICROCHIP TECHNOLOGY INCconvertible bond | $4,712,000 | +317.0% | 4,150,000 | +315.0% | 0.07% | +340.0% | |
| New | SOLAREDGE TECHNOLOGIES INCconvertible bond | $4,556,000 | – | 3,666,000 | – | 0.06% | – | |
| New | NUVASIVE INCconvertible bond | $4,579,000 | – | 4,471,000 | – | 0.06% | – | |
| New | PURE STORAGE INCconvertible bond | $4,608,000 | – | 3,976,000 | – | 0.06% | – | |
| Buy | JAZZ PHARMACEUTICALS PLCconvertible bond | $4,598,000 | +33.8% | 3,966,000 | +54.0% | 0.06% | +39.1% | |
| Sell | SSR MINING INCconvertible bond | $4,521,000 | -7.7% | 3,938,000 | -2.3% | 0.06% | -4.5% | |
| New | LUMENTUM HOLDINGS INCconvertible bond | $4,413,000 | – | 4,000,000 | – | 0.06% | – | |
| Sell | BIOMARIN PHARMACEUTICAL INCconvertible bond | $4,305,000 | -51.2% | 4,198,000 | -50.6% | 0.06% | -49.6% | |
| New | RESERVOIR MEDIA INC | $4,269,000 | – | 468,700 | – | 0.06% | – | |
| Sell | JAZZ PHARMACEUTICALS PLCconvertible bond | $4,229,000 | -14.4% | 4,167,000 | -7.1% | 0.06% | -10.6% | |
| Sell | SHOPIFY INCconvertible bond | $3,946,000 | -23.6% | 3,211,000 | -18.7% | 0.06% | -20.3% | |
| Sell | GOLAR LNG LTDconvertible bond | $3,944,000 | -13.5% | 3,955,000 | -13.6% | 0.06% | -9.8% | |
| New | PEGASYSTEMS INCconvertible bond | $3,919,000 | – | 3,472,000 | – | 0.06% | – | |
| Sell | BENEFITFOCUS INCconvertible bond | $3,902,000 | -50.6% | 4,163,000 | -50.0% | 0.05% | -49.1% | |
| Sell | VONAGE HOLDINGS CORPconvertible bond | $3,847,000 | -15.8% | 3,292,000 | -19.4% | 0.05% | -11.5% | |
| Buy | TABULA RASA HEALTHCARE INCconvertible bond | $3,859,000 | +30.8% | 4,584,000 | +59.4% | 0.05% | +35.0% | |
| New | CHEGG INCconvertible bond | $3,781,000 | – | 3,818,000 | – | 0.05% | – | |
| Sell | CYBERARK SOFTWARE LTDconvertible bond | $3,675,000 | +0.6% | 3,088,000 | -8.1% | 0.05% | +4.1% | |
| New | ALPINE ACQUISITION CORP | $3,550,000 | – | 350,000 | – | 0.05% | – | |
| Buy | INVACARE CORPconvertible bond | $3,528,000 | +6.6% | 3,956,000 | +16.6% | 0.05% | +11.4% | |
| Sell | PARATEK PHARMACEUTICALS INCconvertible bond | $3,503,000 | -30.8% | 3,954,000 | -27.0% | 0.05% | -27.9% | |
| Buy | INTERDIGITAL INCconvertible bond | $3,527,000 | +408.9% | 3,253,000 | +422.2% | 0.05% | +444.4% | |
| Sell | INSULET CORPconvertible bond | $3,489,000 | -44.6% | 2,500,000 | -45.8% | 0.05% | -42.4% | |
| New | DIRECT SELLING ACQUISITION CORP | $3,528,000 | – | 350,000 | – | 0.05% | – | |
| New | INSMED INCconvertible bond | $3,459,000 | – | 3,150,000 | – | 0.05% | – | |
| VEON | Sell | VEON LTD | $3,094,000 | +0.8% | 1,487,722 | -11.3% | 0.04% | +4.9% |
| New | WINVEST ACQUISITION CORP | $3,069,000 | – | 300,000 | – | 0.04% | – | |
| Sell | LIBERTY LATIN AMERICA LTDconvertible bond | $2,975,000 | -77.5% | 2,917,000 | -77.5% | 0.04% | -76.4% | |
| New | FIRST LIGHT ACQUISITION GROUP INC | $2,982,000 | – | 300,000 | – | 0.04% | – | |
| New | CENAQ ENERGY CORP | $3,015,000 | – | 300,000 | – | 0.04% | – | |
| New | WAYFAIR INCconvertible bond | $2,836,000 | – | 2,824,000 | – | 0.04% | – | |
| CHKEW | New | Chesapeake Energy Corpcall | $2,765,000 | – | 75,810 | – | 0.04% | – |
| New | MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | $2,826,000 | – | 275,000 | – | 0.04% | – | |
| New | RINGCENTRAL INCconvertible bond | $2,821,000 | – | 3,000,000 | – | 0.04% | – | |
| Sell | CALAMP CORPconvertible bond | $2,687,000 | -50.9% | 2,916,000 | -50.4% | 0.04% | -47.9% | |
| Buy | FIREEYE INCconvertible bond | $2,633,000 | +57.1% | 2,466,000 | +66.8% | 0.04% | +60.9% | |
| New | OXBRIDGE ACQUISITION CORP | $2,560,000 | – | 250,000 | – | 0.04% | – | |
| New | PONO CAPITAL CORP | $2,552,000 | – | 250,000 | – | 0.04% | – | |
| Buy | TWO HARBORS INVESTMENT CORPconvertible bond | $2,487,000 | +129.9% | 2,451,000 | +131.0% | 0.04% | +133.3% | |
| New | SIERRA LAKE ACQUISITION CORP | $2,490,000 | – | 250,000 | – | 0.04% | – | |
| New | FUTURE HEALTH ESG CORP | $2,500,000 | – | 250,000 | – | 0.04% | – | |
| New | SOAR TECHNOLOGY ACQUISITION CORP | $2,537,000 | – | 250,000 | – | 0.04% | – | |
| New | DECARBONIZATION PLUS ACQUISITION CORP IV | $2,522,000 | – | 250,000 | – | 0.04% | – | |
| New | AVISTA PUBLIC ACQUISITION CORP II | $2,440,000 | – | 250,000 | – | 0.03% | – | |
| New | SPRINGWATER SPECIAL SITUATIONS CORP | $2,442,000 | – | 250,000 | – | 0.03% | – | |
| New | GLADSTONE ACQUISITION CORP | $2,465,000 | – | 250,000 | – | 0.03% | – | |
| New | MACONDRAY CAPITAL ACQUISITION CORP I | $2,460,000 | – | 250,000 | – | 0.03% | – | |
| New | JUPITER ACQUISITION CORP | $2,457,000 | – | 250,000 | – | 0.03% | – | |
| New | NRG ENERGY INCconvertible bond | $2,328,000 | – | 1,977,000 | – | 0.03% | – | |
| LOMA | Sell | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $2,323,000 | -0.3% | 325,924 | -4.7% | 0.03% | +3.2% |
| New | PACIFICO ACQUISITION CORP | $2,283,000 | – | 225,000 | – | 0.03% | – | |
| New | CHARDAN NEXTECH ACQUISITION 2 CORP | $2,235,000 | – | 225,000 | – | 0.03% | – | |
| Sell | EVOLENT HEALTH INCconvertible bond | $2,104,000 | -64.3% | 1,626,000 | -70.6% | 0.03% | -63.3% | |
| New | AGRICO ACQUISITION CORP | $2,002,000 | – | 200,000 | – | 0.03% | – | |
| New | AXONPRIME INFRASTRUCTURE ACQUISITION CORP | $1,980,000 | – | 200,000 | – | 0.03% | – | |
| New | BANNER ACQUISITION CORP | $1,988,000 | – | 200,000 | – | 0.03% | – | |
| New | METALS ACQUISITION CORP | $2,000,000 | – | 200,000 | – | 0.03% | – | |
| New | ARMADA ACQUISITION CORP I | $1,984,000 | – | 200,000 | – | 0.03% | – | |
| New | RIVERVIEW ACQUISITION CORP | $1,984,000 | – | 200,000 | – | 0.03% | – | |
| New | WORLD QUANTUM GROWTH ACQUISITION CORP | $2,010,000 | – | 200,000 | – | 0.03% | – | |
| PSTH | New | PERSHING SQUARE TONTINE HOLDINGS LTD | $1,970,000 | – | 100,000 | – | 0.03% | – |
| New | WAVERLEY CAPITAL ACQUISITION CORP 1 | $1,972,000 | – | 200,000 | – | 0.03% | – | |
| New | PARABELLUM ACQUISITION CORP | $1,994,000 | – | 200,000 | – | 0.03% | – | |
| New | SOFTWARE ACQUISITION GROUP INC III | $1,972,000 | – | 200,000 | – | 0.03% | – | |
| New | CLOVER LEAF CAPITAL CORP | $1,995,000 | – | 200,000 | – | 0.03% | – | |
| New | GOOD WORKS II ACQUISITION CORP | $1,954,000 | – | 200,000 | – | 0.03% | – | |
| New | XPAC ACQUISITION CORP | $1,940,000 | – | 200,000 | – | 0.03% | – | |
| New | MERCURY ECOMMERCE ACQUISITION CORP | $1,961,000 | – | 200,000 | – | 0.03% | – | |
| Sell | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEconvertible bond | $1,944,000 | -65.7% | 1,366,000 | -67.1% | 0.03% | -64.5% | |
| Sell | HERBALIFE NUTRITION LTDconvertible bond | $1,965,000 | -83.7% | 1,939,000 | -82.4% | 0.03% | -83.3% | |
| New | HEALTHWELL ACQUISITION CORP I | $1,926,000 | – | 200,000 | – | 0.03% | – | |
| New | ROTH CH ACQUISITION IV CO | $1,966,000 | – | 200,000 | – | 0.03% | – | |
| CLBR | New | COLOMBIER ACQUISITION CORP | $1,934,000 | – | 200,000 | – | 0.03% | – |
| New | AMCI ACQUISITION CORP II | $1,936,000 | – | 200,000 | – | 0.03% | – | |
| New | ALPHA PARTNERS TECHNOLOGY MERGER CORP | $1,935,000 | – | 200,000 | – | 0.03% | – | |
| New | BILANDER ACQUISITION CORP | $1,936,000 | – | 200,000 | – | 0.03% | – | |
| New | BELONG ACQUISITION CORP | $1,938,000 | – | 200,000 | – | 0.03% | – | |
| New | ALPHA HEALTHCARE ACQUISITION CORP III | $1,936,000 | – | 200,000 | – | 0.03% | – | |
| New | ACROPOLIS INFRASTRUCTURE ACQUISITION CORP | $1,941,000 | – | 200,000 | – | 0.03% | – | |
| New | CHW ACQUISITION CORP | $1,948,000 | – | 200,000 | – | 0.03% | – | |
| New | CHW ACQUISITION CORPcall | $1,948,000 | – | 200,000 | – | 0.03% | – | |
| New | COLISEUM ACQUISITION CORP | $1,934,000 | – | 200,000 | – | 0.03% | – | |
| New | ELLIOTT OPPORTUNITY II CORP | $1,948,000 | – | 200,000 | – | 0.03% | – | |
| New | SOFTWARE ACQUISITION GROUP INC IIIcall | $1,719,000 | – | 175,000 | – | 0.02% | – | |
| New | STRIDE INCconvertible bond | $1,752,000 | – | 1,755,000 | – | 0.02% | – | |
| New | I3 VERTICALS INCconvertible bond | $1,554,000 | – | 1,667,000 | – | 0.02% | – | |
| New | 10X CAPITAL VENTURE ACQUISITION CORP II | $1,496,000 | – | 150,000 | – | 0.02% | – | |
| New | CORSAIR PARTNERING CORP | $1,477,000 | – | 150,000 | – | 0.02% | – | |
| TMKR | New | TASTEMAKER ACQUISITION CORP | $1,479,000 | – | 150,000 | – | 0.02% | – |
| New | ROYAL CARIBBEAN CRUISES LTDconvertible bond | $1,515,000 | – | 1,075,000 | – | 0.02% | – | |
| New | CHAVANT CAPITAL ACQUISITION CORP | $1,477,000 | – | 150,000 | – | 0.02% | – | |
| New | ENDURANCE ACQUISITION CORP | $1,491,000 | – | 150,000 | – | 0.02% | – | |
| New | WILLIAMS ROWLAND ACQUISITION CORP | $1,486,000 | – | 150,000 | – | 0.02% | – | |
| New | INSIGHT ACQUISITION CORP/DE | $1,492,000 | – | 150,000 | – | 0.02% | – | |
| OSI | New | OSIRIS ACQUISITION CORP | $1,473,000 | – | 150,000 | – | 0.02% | – |
| New | AFTERNEXT HEALTHTECH ACQUISITION CORP | $1,494,000 | – | 150,000 | – | 0.02% | – | |
| New | NORTHERN LIGHTS ACQUISITION CORP | $1,501,000 | – | 150,000 | – | 0.02% | – | |
| New | TPB ACQUISITION CORP I | $1,491,000 | – | 150,000 | – | 0.02% | – | |
| New | DTRT HEALTH ACQUISITION CORP | $1,515,000 | – | 150,000 | – | 0.02% | – | |
| New | PORTAGE FINTECH ACQUISITION CORP | $1,494,000 | – | 150,000 | – | 0.02% | – | |
| New | JATT ACQUISITION CORP | $1,473,000 | – | 150,000 | – | 0.02% | – | |
| New | BLUE WHALE ACQUISITION CORP I | $1,501,000 | – | 150,000 | – | 0.02% | – | |
| New | CASCADIA ACQUISITION CORP | $1,476,000 | – | 150,000 | – | 0.02% | – | |
| New | GLOBAL CONSUMER ACQUISITION CORP | $1,482,000 | – | 150,000 | – | 0.02% | – | |
| ASZ | New | AUSTERLITZ ACQUISITION CORP II | $1,462,000 | – | 150,000 | – | 0.02% | – |
| New | LOGISTICS INNOVATION TECHNOLOGIES CORP | $1,458,000 | – | 150,000 | – | 0.02% | – | |
| New | THUNDER BRIDGE CAPITAL PARTNERS IV INC | $1,455,000 | – | 150,000 | – | 0.02% | – | |
| New | GRAF ACQUISITION CORP IV | $1,453,000 | – | 150,000 | – | 0.02% | – | |
| New | TORTOISEECOFIN ACQUISITION CORP III | $1,455,000 | – | 150,000 | – | 0.02% | – | |
| New | EG ACQUISITION CORP | $1,456,000 | – | 150,000 | – | 0.02% | – | |
| New | SHELTER ACQUISITION CORP I | $1,458,000 | – | 150,000 | – | 0.02% | – | |
| FTEV | New | FINTECH EVOLUTION ACQUISITION GROUP | $1,453,000 | – | 150,000 | – | 0.02% | – |
| New | MACONDRAY CAPITAL ACQUISITION CORP Icall | $1,236,000 | – | 126,109 | – | 0.02% | – | |
| New | GLADSTONE ACQUISITION CORPcall | $1,233,000 | – | 125,000 | – | 0.02% | – | |
| New | SPRINGWATER SPECIAL SITUATIONS CORPcall | $1,221,000 | – | 125,000 | – | 0.02% | – | |
| New | FINTECH ACQUISITION CORP VI | $1,220,000 | – | 125,000 | – | 0.02% | – | |
| Sell | AURORA CANNABIS INCconvertible bond | $1,127,000 | -86.4% | 1,334,000 | -86.2% | 0.02% | -85.6% | |
| IEA | New | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | $1,083,000 | – | 94,768 | – | 0.02% | – |
| New | AGRICO ACQUISITION CORPcall | $1,001,000 | – | 100,000 | – | 0.01% | – | |
| New | AMCI ACQUISITION CORP IIcall | $968,000 | – | 100,000 | – | 0.01% | – | |
| New | MERCURY ECOMMERCE ACQUISITION CORPcall | $981,000 | – | 100,000 | – | 0.01% | – | |
| New | ARGUS CAPITAL CORP | $1,010,000 | – | 100,000 | – | 0.01% | – | |
| New | BELONG ACQUISITION CORPcall | $968,000 | – | 99,900 | – | 0.01% | – | |
| New | ROTH CH ACQUISITION IV COcall | $983,000 | – | 100,000 | – | 0.01% | – | |
| OCAX | New | OCA ACQUISITION CORP | $1,028,000 | – | 103,920 | – | 0.01% | – |
| MACQ | New | MCAP ACQUISITION CORP | $987,000 | – | 100,000 | – | 0.01% | – |
| Sell | CONMED CORPconvertible bond | $775,000 | -76.0% | 500,000 | -75.0% | 0.01% | -74.4% | |
| New | AVISTA PUBLIC ACQUISITION CORP IIcall | $813,000 | – | 83,333 | – | 0.01% | – | |
| New | CIIG CAPITAL PARTNERS II INC | $701,000 | – | 69,600 | – | 0.01% | – | |
| New | JATT ACQUISITION CORPcall | $737,000 | – | 74,700 | – | 0.01% | – | |
| New | XPAC ACQUISITION CORPcall | $647,000 | – | 66,666 | – | 0.01% | – | |
| New | METALS ACQUISITION CORPcall | $579,000 | – | 57,900 | – | 0.01% | – | |
| BGSX | New | BUILD ACQUISITION CORP | $494,000 | – | 51,000 | – | 0.01% | – |
| New | ALPHA HEALTHCARE ACQUISITION CORP IIIcall | $473,000 | – | 48,900 | – | 0.01% | – | |
| New | COLISEUM ACQUISITION CORPcall | $300,000 | – | 30,853 | – | 0.00% | – | |
| New | CORSAIR PARTNERING CORPcall | $246,000 | – | 25,000 | – | 0.00% | – | |
| TDGMW | New | TIDEWATER INCcall | $178,000 | – | 14,789 | – | 0.00% | – |
| Exit | BOOKING HOLDINGS INCconvertible bond | $0 | – | -132,000 | – | -0.00% | – | |
| Exit | ATLAS AIR WORLDWIDE HOLDINGS INCconvertible bond | $0 | – | -176,000 | – | -0.00% | – | |
| USWSW | Exit | US WELL SERVICES INCwarrant | $0 | – | -1,500,000 | – | -0.00% | – |
| Exit | SCORPIO TANKERS INCconvertible bond | $0 | – | -544,000 | – | -0.01% | – | |
| Exit | VIAVI SOLUTIONS INCconvertible bond | $0 | – | -664,000 | – | -0.01% | – | |
| FTVIU | Exit | FINTECH ACQUISITION CORP VI | $0 | – | -100,000 | – | -0.01% | – |
| Exit | PATRICK INDUSTRIES INCconvertible bond | $0 | – | -1,249,000 | – | -0.02% | – | |
| SHQAU | Exit | SHELTER ACQUISITION CORP I | $0 | – | -150,000 | – | -0.02% | – |
| THCPU | Exit | THUNDER BRIDGE CAPITAL PARTNERS IV INC | $0 | – | -150,000 | – | -0.02% | – |
| AMPY | Exit | AMPLIFY ENERGY CORP | $0 | – | -410,041 | – | -0.02% | – |
| Exit | AVAYA HOLDINGS CORPconvertible bond | $0 | – | -1,713,000 | – | -0.03% | – | |
| CLBRU | Exit | COLOMBIER ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – |
| MITAU | Exit | COLISEUM ACQUISITION CORP | $0 | – | -200,000 | – | -0.03% | – |
| EOCWU | Exit | ELLIOTT OPPORTUNITY II CORP | $0 | – | -200,000 | – | -0.03% | – |
| CHKEW | Exit | CHESAPEAKE ENERGY CORPwarrant | $0 | – | -75,810 | – | -0.03% | – |
| Exit | IRONWOOD PHARMACEUTICALS INCconvertible bond | $0 | – | -2,000,000 | – | -0.03% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCconvertible bond | $0 | – | -2,000,000 | – | -0.04% | – | |
| Exit | IQIYI INCconvertible bond | $0 | – | -2,900,000 | – | -0.04% | – | |
| Exit | GREEN PLAINS INCconvertible bond | $0 | – | -2,250,000 | – | -0.04% | – | |
| Exit | HERITAGE INSURANCE HOLDINGS INCconvertible bond | $0 | – | -3,111,000 | – | -0.04% | – | |
| Exit | FLEXION THERAPEUTICS INCconvertible bond | $0 | – | -3,372,000 | – | -0.04% | – | |
| Exit | NANOSTRING TECHNOLOGIES INCconvertible bond | $0 | – | -2,000,000 | – | -0.04% | – | |
| CHKEZ | Exit | CHESAPEAKE ENERGY CORPwarrant | $0 | – | -150,000 | – | -0.05% | – |
| Exit | CLOVIS ONCOLOGY INCconvertible bond | $0 | – | -5,165,000 | – | -0.05% | – | |
| Exit | SAREPTA THERAPEUTICS INCconvertible bond | $0 | – | -3,000,000 | – | -0.05% | – | |
| Exit | BURLINGTON STORES INCconvertible bond | $0 | – | -2,500,000 | – | -0.05% | – | |
| Exit | TWITTER INCconvertible bond | $0 | – | -3,000,000 | – | -0.06% | – | |
| Exit | AERIE PHARMACEUTICALS INCconvertible bond | $0 | – | -4,500,000 | – | -0.06% | – | |
| Exit | NEWPARK RESOURCES INCconvertible bond | $0 | – | -4,823,000 | – | -0.06% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCconvertible bond | $0 | – | -4,753,000 | – | -0.07% | – | |
| RERE | Exit | AIHUISHOU INTERNATIONAL CO LTD | $0 | – | -357,722 | – | -0.07% | – |
| Exit | INVITAE CORPconvertible bond | $0 | – | -4,000,000 | – | -0.07% | – | |
| Exit | THERAVANCE BIOPHARMA INCconvertible bond | $0 | – | -6,246,000 | – | -0.08% | – | |
| Exit | RINGCENTRAL INCconvertible bond | $0 | – | -5,500,000 | – | -0.08% | – | |
| Exit | LUMINEX CORPconvertible bond | $0 | – | -6,603,000 | – | -0.09% | – | |
| Exit | EURONET WORLDWIDE INCconvertible bond | $0 | – | -5,855,000 | – | -0.09% | – | |
| Exit | PROOFPOINT INCconvertible bond | $0 | – | -5,500,000 | – | -0.09% | – | |
| Exit | RADIUS HEALTH INCconvertible bond | $0 | – | -7,498,000 | – | -0.09% | – | |
| Exit | GREENBRIER COS INC/THEconvertible bond | $0 | – | -7,468,000 | – | -0.11% | – | |
| Exit | PDC ENERGY INCconvertible bond | $0 | – | -8,267,000 | – | -0.11% | – | |
| Exit | Qiagen NVconvertible bond | $0 | – | -7,000,000 | – | -0.11% | – | |
| Exit | MOMO INCconvertible bond | $0 | – | -10,411,000 | – | -0.12% | – | |
| Exit | PINDUODUO INCconvertible bond | $0 | – | -9,100,000 | – | -0.13% | – | |
| Exit | TWITTER INCconvertible bond | $0 | – | -10,999,000 | – | -0.15% | – | |
| Exit | JAZZ PHARMACEUTICALS PLCconvertible bond | $0 | – | -11,520,000 | – | -0.16% | – | |
| Exit | PALO ALTO NETWORKS INCconvertible bond | $0 | – | -9,500,000 | – | -0.17% | – | |
| CHKEL | Exit | CHESAPEAKE ENERGY CORPwarrant | $0 | – | -690,931 | – | -0.19% | – |
| Exit | DYCOM INDUSTRIES INCconvertible bond | $0 | – | -14,549,000 | – | -0.20% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INCconvertible bond | $0 | – | -16,435,000 | – | -0.20% | – | |
| Exit | NUTANIX INCconvertible bond | $0 | – | -15,589,999 | – | -0.22% | – | |
| ARKK | Exit | ARK Innovation ETFput | $0 | – | -127,000 | – | -0.22% | – |
| ARKW | Exit | ARK Next Generation Internet ETFput | $0 | – | -133,500 | – | -0.28% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -312,000 | – | -0.30% | – |
| SHLS | Exit | SHOALS TECHNOLOGIES GROUP INC | $0 | – | -4,977,751 | – | -2.37% | – |
| COLD | Exit | AMERICOLD REALTY TRUST | $0 | – | -11,771,646 | – | -5.98% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHK | New | CHESAPEAKE ENERGY CORP | $619,878,000 | – | 11,939,117 | – | 8.32% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $596,544,000 | – | 25,993,242 | – | 8.01% | – |
| VST | New | VISTRA CORP | $555,323,000 | – | 29,936,602 | – | 7.46% | – |
| TRMD | New | TORM PLC | $476,293,000 | – | 53,812,988 | – | 6.40% | – |
| COLD | New | AMERICOLD REALTY TRUST | $445,556,000 | – | 11,771,646 | – | 5.98% | – |
| ALLY | New | ALLY FINANCIAL INC | $342,634,000 | – | 6,874,687 | – | 4.60% | – |
| PCG | New | PG&E CORP | $305,100,000 | – | 30,000,000 | – | 4.10% | – |
| INFN | New | INFINERA CORP | $256,788,000 | – | 25,175,384 | – | 3.45% | – |
| STKL | New | SUNOPTA INC | $218,868,000 | – | 20,726,126 | – | 2.94% | – |
| CX | New | CEMEX SAB DE CV | $200,539,000 | – | 23,873,758 | – | 2.69% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $178,943,000 | – | 3,781,561 | – | 2.40% | – |
| SHLS | New | SHOALS TECHNOLOGIES GROUP INC | $176,710,000 | – | 4,977,751 | – | 2.37% | – |
| VALE | New | VALE SA | $142,462,000 | – | 6,245,576 | – | 1.91% | – |
| ITUB | New | ITAU UNIBANCO HOLDING SA | $125,030,000 | – | 20,803,792 | – | 1.68% | – |
| NMIH | New | NMI HOLDINGS INC | $109,365,000 | – | 4,865,000 | – | 1.47% | – |
| FYBR | New | FRONTIER COMMUNICATIONS PARENT INC | $105,147,000 | – | 3,982,849 | – | 1.41% | – |
| PBR | New | PETROLEO BRASILEIRO SA | $103,639,000 | – | 8,474,167 | – | 1.39% | – |
| BBD | New | BANCO BRADESCO SA | $87,538,000 | – | 17,064,064 | – | 1.18% | – |
| BRY | New | BERRY CORP | $86,777,000 | – | 12,913,313 | – | 1.16% | – |
| IBN | New | ICICI BANK LTD | $86,702,000 | – | 5,070,309 | – | 1.16% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $79,633,000 | – | 2,263,610 | – | 1.07% | – |
| KRC | New | KILROY REALTY CORP | $63,373,000 | – | 910,011 | – | 0.85% | – |
| FTAI | New | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | $61,836,000 | – | 1,843,110 | – | 0.83% | – |
| AU | New | ANGLOGOLD ASHANTI LTD | $61,440,000 | – | 3,306,807 | – | 0.82% | – |
| XOG | New | EXTRACTION OIL & GAS INC | $61,169,000 | – | 1,113,995 | – | 0.82% | – |
| New | ACRES COMMERCIAL REALTY CORPconvertible bond | $53,269,000 | – | 53,691,000 | – | 0.72% | – | |
| New | EAGLE BULK SHIPPING INCconvertible bond | $52,910,000 | – | 40,495,000 | – | 0.71% | – | |
| LBTYK | New | Liberty Global PLC | $50,700,000 | – | 1,875,000 | – | 0.68% | – |
| COOP | New | MR COOPER GROUP INC | $49,830,000 | – | 1,507,286 | – | 0.67% | – |
| AZUL | New | AZUL SA | $49,033,000 | – | 1,857,339 | – | 0.66% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $47,875,000 | – | 2,006,537 | – | 0.64% | – |
| New | DISH NETWORK CORPconvertible bond | $43,583,000 | – | 42,604,000 | – | 0.58% | – | |
| AFYA | New | AFYA LTD | $42,090,000 | – | 1,632,680 | – | 0.56% | – |
| HIMS | New | HIMS & HERS HEALTH INC | $41,093,000 | – | 3,773,437 | – | 0.55% | – |
| MTG | New | MGIC INVESTMENT CORP | $41,072,000 | – | 3,020,000 | – | 0.55% | – |
| BATL | New | BATTALION OIL CORP | $40,332,000 | – | 3,009,912 | – | 0.54% | – |
| TV | New | GRUPO TELEVISA SAB | $37,867,000 | – | 2,651,801 | – | 0.51% | – |
| UNIT | New | UNITI GROUP INC | $35,980,000 | – | 3,397,592 | – | 0.48% | – |
| VAL | New | VALARIS LTD | $31,195,000 | – | 1,080,184 | – | 0.42% | – |
| GTX | New | GARRETT MOTION INC | $28,673,000 | – | 3,593,111 | – | 0.38% | – |
| New | FORTIVE CORPconvertible bond | $23,887,000 | – | 23,710,000 | – | 0.32% | – | |
| New | PRECIGEN INCconvertible bond | $23,197,000 | – | 26,631,000 | – | 0.31% | – | |
| CXP | New | COLUMBIA PROPERTY TRUST INC | $22,954,000 | – | 1,320,000 | – | 0.31% | – |
| XEC | New | CIMAREX ENERGY CO | $22,604,000 | – | 312,000 | – | 0.30% | – |
| New | FIREEYE INCconvertible bond | $22,500,000 | – | 22,598,000 | – | 0.30% | – | |
| New | SUPERNUS PHARMACEUTICALS INCconvertible bond | $22,220,000 | – | 22,488,000 | – | 0.30% | – | |
| PARR | New | PAR PACIFIC HOLDINGS INC | $21,866,000 | – | 1,300,000 | – | 0.29% | – |
| New | HOPE BANCORP INCconvertible bond | $21,736,000 | – | 22,107,000 | – | 0.29% | – | |
| ARKW | New | ARK Next Generation Internet ETFput | $20,568,000 | – | 133,500 | – | 0.28% | – |
| New | MFA FINANCIAL INCconvertible bond | $20,147,000 | – | 19,704,000 | – | 0.27% | – | |
| New | OCWEN FINANCIAL CORP | $18,491,000 | – | 596,870 | – | 0.25% | – | |
| New | LIGAND PHARMACEUTICALS INCconvertible bond | $18,372,000 | – | 18,449,999 | – | 0.25% | – | |
| New | DISH NETWORK CORPconvertible bond | $17,841,000 | – | 18,334,000 | – | 0.24% | – | |
| New | PENNYMAC MORTGAGE INVESTMENT TRUSTconvertible bond | $17,566,000 | – | 17,138,000 | – | 0.24% | – | |
| New | WESTERN DIGITAL CORPconvertible bond | $17,300,000 | – | 16,122,000 | – | 0.23% | – | |
| New | REDWOOD TRUST INCconvertible bond | $16,904,000 | – | 16,674,000 | – | 0.23% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $16,745,000 | – | 16,599,000 | – | 0.22% | – | |
| ARKK | New | ARK Innovation ETFput | $16,609,000 | – | 127,000 | – | 0.22% | – |
| New | NUTANIX INCconvertible bond | $16,505,000 | – | 15,589,999 | – | 0.22% | – | |
| New | ARES CAPITAL CORPconvertible bond | $16,385,000 | – | 14,990,000 | – | 0.22% | – | |
| New | INNOVIVA INCconvertible bond | $16,348,000 | – | 16,028,000 | – | 0.22% | – | |
| New | DIGITALBRIDGE GROUP INCconvertible bond | $16,234,000 | – | 15,683,000 | – | 0.22% | – | |
| New | STARWOOD PROPERTY TRUST INCconvertible bond | $16,023,000 | – | 14,888,000 | – | 0.22% | – | |
| New | GOLDMAN SACHS BDC INCconvertible bond | $15,900,000 | – | 15,455,000 | – | 0.21% | – | |
| New | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $15,762,000 | – | 15,472,000 | – | 0.21% | – | |
| New | NEW MOUNTAIN FINANCE CORPconvertible bond | $15,160,000 | – | 14,168,000 | – | 0.20% | – | |
| LBRDK | New | LIBERTY BROADBAND CORP | $15,108,000 | – | 86,999 | – | 0.20% | – |
| New | ALTERYX INCconvertible bond | $14,930,000 | – | 15,593,000 | – | 0.20% | – | |
| New | INTERCEPT PHARMACEUTICALS INCconvertible bond | $14,816,000 | – | 16,435,000 | – | 0.20% | – | |
| New | DYCOM INDUSTRIES INCconvertible bond | $14,512,000 | – | 14,549,000 | – | 0.20% | – | |
| CHKEL | New | CHESAPEAKE ENERGY CORPwarrant | $14,420,000 | – | 690,931 | – | 0.19% | – |
| New | TILRAY INCconvertible bond | $13,989,000 | – | 14,200,000 | – | 0.19% | – | |
| New | LIBERTY LATIN AMERICA LTDconvertible bond | $13,245,000 | – | 12,940,000 | – | 0.18% | – | |
| New | PALO ALTO NETWORKS INCconvertible bond | $12,967,000 | – | 9,500,000 | – | 0.17% | – | |
| New | IONIS PHARMACEUTICALS INCconvertible bond | $12,855,000 | – | 13,759,000 | – | 0.17% | – | |
| VIST | New | VISTA OIL & GAS SAB DE CV | $12,845,000 | – | 3,133,000 | – | 0.17% | – |
| New | MACQUARIE INFRASTRUCTURE CORPconvertible bond | $12,693,000 | – | 12,725,000 | – | 0.17% | – | |
| PAM | New | PAMPA ENERGIA SA | $12,575,000 | – | 829,000 | – | 0.17% | – |
| New | SFL CORP LTDconvertible bond | $12,331,000 | – | 12,347,000 | – | 0.17% | – | |
| BAK | New | BRASKEM SA | $12,386,000 | – | 519,550 | – | 0.17% | – |
| New | IONIS PHARMACEUTICALS INCconvertible bond | $12,199,000 | – | 12,116,000 | – | 0.16% | – | |
| New | HERBALIFE NUTRITION LTDconvertible bond | $12,048,000 | – | 11,047,000 | – | 0.16% | – | |
| TEO | New | TELECOM ARGENTINA SA | $12,025,000 | – | 2,260,500 | – | 0.16% | – |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $11,577,000 | – | 11,520,000 | – | 0.16% | – | |
| New | TWITTER INCconvertible bond | $11,232,000 | – | 10,999,000 | – | 0.15% | – | |
| New | NEW YORK MORTGAGE TRUST INCconvertible bond | $11,126,000 | – | 10,829,000 | – | 0.15% | – | |
| New | NEW RELIC INCconvertible bond | $10,728,000 | – | 10,843,000 | – | 0.14% | – | |
| New | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $10,713,000 | – | 9,976,000 | – | 0.14% | – | |
| New | BLACKROCK TCP CAPITAL CORPconvertible bond | $10,575,000 | – | 10,330,000 | – | 0.14% | – | |
| New | ARBOR REALTY TRUST INCconvertible bond | $10,099,000 | – | 9,225,000 | – | 0.14% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $9,671,000 | – | 9,855,000 | – | 0.13% | – | |
| New | WEIBO CORPconvertible bond | $9,517,000 | – | 9,792,000 | – | 0.13% | – | |
| New | PINDUODUO INCconvertible bond | $9,391,000 | – | 9,100,000 | – | 0.13% | – | |
| New | MOMO INCconvertible bond | $9,311,000 | – | 10,411,000 | – | 0.12% | – | |
| New | DEXCOM INCconvertible bond | $9,234,000 | – | 8,800,000 | – | 0.12% | – | |
| TGS | New | TRANSPORTADORA DE GAS DEL SUR SA | $9,091,000 | – | 1,963,575 | – | 0.12% | – |
| New | BIOMARIN PHARMACEUTICAL INCconvertible bond | $8,829,000 | – | 8,500,000 | – | 0.12% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $8,778,000 | – | 8,638,000 | – | 0.12% | – | |
| New | VEECO INSTRUMENTS INCconvertible bond | $8,533,000 | – | 8,482,000 | – | 0.12% | – | |
| New | Qiagen NVconvertible bond | $8,517,000 | – | 7,000,000 | – | 0.11% | – | |
| New | AKAMAI TECHNOLOGIES INCconvertible bond | $8,476,000 | – | 7,295,000 | – | 0.11% | – | |
| New | AURORA CANNABIS INCconvertible bond | $8,258,000 | – | 9,659,000 | – | 0.11% | – | |
| New | PDC ENERGY INCconvertible bond | $8,277,000 | – | 8,267,000 | – | 0.11% | – | |
| New | PRETIUM RESOURCES INCconvertible bond | $8,160,000 | – | 8,010,000 | – | 0.11% | – | |
| New | EZCORP INCconvertible bond | $8,165,000 | – | 9,161,000 | – | 0.11% | – | |
| New | GREENBRIER COS INC/THEconvertible bond | $8,019,000 | – | 7,468,000 | – | 0.11% | – | |
| New | BENEFITFOCUS INCconvertible bond | $7,903,000 | – | 8,331,000 | – | 0.11% | – | |
| New | NUVASIVE INCconvertible bond | $7,794,000 | – | 7,868,000 | – | 0.10% | – | |
| New | PEBBLEBROOK HOTEL TRUSTconvertible bond | $7,745,000 | – | 6,800,000 | – | 0.10% | – | |
| New | PROOFPOINT INCconvertible bond | $6,924,000 | – | 5,500,000 | – | 0.09% | – | |
| New | RADIUS HEALTH INCconvertible bond | $6,960,000 | – | 7,498,000 | – | 0.09% | – | |
| ASC | New | ARDMORE SHIPPING CORP | $6,752,000 | – | 1,600,000 | – | 0.09% | – |
| New | EURONET WORLDWIDE INCconvertible bond | $6,696,000 | – | 5,855,000 | – | 0.09% | – | |
| New | SPLUNK INCconvertible bond | $6,723,000 | – | 5,500,000 | – | 0.09% | – | |
| New | LUMINEX CORPconvertible bond | $6,636,000 | – | 6,603,000 | – | 0.09% | – | |
| BELFB | New | BEL FUSE INC | $6,662,000 | – | 462,679 | – | 0.09% | – |
| New | ILLUMINA INCconvertible bond | $6,318,000 | – | 5,000,000 | – | 0.08% | – | |
| New | REDWOOD TRUST INCconvertible bond | $6,305,000 | – | 6,274,000 | – | 0.08% | – | |
| New | INSULET CORPconvertible bond | $6,296,000 | – | 4,615,000 | – | 0.08% | – | |
| New | RINGCENTRAL INCconvertible bond | $6,101,000 | – | 5,500,000 | – | 0.08% | – | |
| New | THERAVANCE BIOPHARMA INCconvertible bond | $5,949,000 | – | 6,246,000 | – | 0.08% | – | |
| New | GREENLIGHT CAPITAL RE LTDconvertible bond | $5,918,000 | – | 6,221,000 | – | 0.08% | – | |
| New | EVOLENT HEALTH INCconvertible bond | $5,899,000 | – | 5,526,000 | – | 0.08% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $5,779,000 | – | 5,761,000 | – | 0.08% | – | |
| OACBWS | New | OAKTREE ACQUISITION CORP IIwarrant | $5,740,000 | – | 4,666,667 | – | 0.08% | – |
| New | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEconvertible bond | $5,661,000 | – | 4,151,000 | – | 0.08% | – | |
| New | CALAMP CORPconvertible bond | $5,469,000 | – | 5,878,000 | – | 0.07% | – | |
| New | INVITAE CORPconvertible bond | $5,415,000 | – | 4,000,000 | – | 0.07% | – | |
| RERE | New | AIHUISHOU INTERNATIONAL CO LTD | $5,347,000 | – | 357,722 | – | 0.07% | – |
| New | EXACT SCIENCES CORPconvertible bond | $5,312,000 | – | 4,000,000 | – | 0.07% | – | |
| New | INTEGRA LIFESCIENCES HOLDINGS CORPconvertible bond | $5,211,000 | – | 4,700,000 | – | 0.07% | – | |
| New | SHOPIFY INCconvertible bond | $5,162,000 | – | 3,950,000 | – | 0.07% | – | |
| New | PARATEK PHARMACEUTICALS INCconvertible bond | $5,060,000 | – | 5,414,000 | – | 0.07% | – | |
| New | VISHAY INTERTECHNOLOGY INCconvertible bond | $5,008,000 | – | 4,753,000 | – | 0.07% | – | |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $4,938,000 | – | 4,484,000 | – | 0.07% | – | |
| New | SSR MINING INCconvertible bond | $4,900,000 | – | 4,029,000 | – | 0.07% | – | |
| New | TRIP.COM GROUP LTDconvertible bond | $4,853,000 | – | 4,978,000 | – | 0.06% | – | |
| New | NEWPARK RESOURCES INCconvertible bond | $4,798,000 | – | 4,823,000 | – | 0.06% | – | |
| NYCBPRU | New | NEW YORK COMMUNITY BANCORP INCconvertible prfd | $4,637,000 | – | 89,250 | – | 0.06% | – |
| New | OKTA INCconvertible bond | $4,621,000 | – | 3,694,000 | – | 0.06% | – | |
| New | GOLAR LNG LTDconvertible bond | $4,562,000 | – | 4,580,000 | – | 0.06% | – | |
| New | VONAGE HOLDINGS CORPconvertible bond | $4,571,000 | – | 4,083,000 | – | 0.06% | – | |
| New | AERIE PHARMACEUTICALS INCconvertible bond | $4,477,000 | – | 4,500,000 | – | 0.06% | – | |
| New | TWITTER INCconvertible bond | $4,123,000 | – | 3,000,000 | – | 0.06% | – | |
| New | BURLINGTON STORES INCconvertible bond | $3,984,000 | – | 2,500,000 | – | 0.05% | – | |
| New | SAREPTA THERAPEUTICS INCconvertible bond | $3,961,000 | – | 3,000,000 | – | 0.05% | – | |
| New | CLOVIS ONCOLOGY INCconvertible bond | $3,839,000 | – | 5,165,000 | – | 0.05% | – | |
| New | CYBERARK SOFTWARE LTDconvertible bond | $3,652,000 | – | 3,362,000 | – | 0.05% | – | |
| CHKEZ | New | CHESAPEAKE ENERGY CORPwarrant | $3,666,000 | – | 150,000 | – | 0.05% | – |
| New | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $3,668,000 | – | 3,566,000 | – | 0.05% | – | |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $3,437,000 | – | 2,575,000 | – | 0.05% | – | |
| New | QUOTIENT TECHNOLOGY INCconvertible bond | $3,362,000 | – | 3,331,000 | – | 0.04% | – | |
| OIBRC | New | OI SA | $3,280,000 | – | 2,201,646 | – | 0.04% | – |
| New | INVACARE CORPconvertible bond | $3,309,000 | – | 3,394,000 | – | 0.04% | – | |
| New | CONMED CORPconvertible bond | $3,232,000 | – | 2,000,000 | – | 0.04% | – | |
| New | NANOSTRING TECHNOLOGIES INCconvertible bond | $3,163,000 | – | 2,000,000 | – | 0.04% | – | |
| New | FLEXION THERAPEUTICS INCconvertible bond | $3,060,000 | – | 3,372,000 | – | 0.04% | – | |
| VEON | New | VEON LTD | $3,070,000 | – | 1,677,722 | – | 0.04% | – |
| New | HERITAGE INSURANCE HOLDINGS INCconvertible bond | $2,986,000 | – | 3,111,000 | – | 0.04% | – | |
| New | TABULA RASA HEALTHCARE INCconvertible bond | $2,950,000 | – | 2,875,000 | – | 0.04% | – | |
| New | GREEN PLAINS INCconvertible bond | $2,905,000 | – | 2,250,000 | – | 0.04% | – | |
| New | NEUROCRINE BIOSCIENCES INCconvertible bond | $2,693,000 | – | 2,000,000 | – | 0.04% | – | |
| New | IQIYI INCconvertible bond | $2,716,000 | – | 2,900,000 | – | 0.04% | – | |
| New | HORIZON GLOBAL CORPconvertible bond | $2,443,000 | – | 2,500,000 | – | 0.03% | – | |
| New | IRONWOOD PHARMACEUTICALS INCconvertible bond | $2,371,000 | – | 2,000,000 | – | 0.03% | – | |
| LOMA | New | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $2,329,000 | – | 342,000 | – | 0.03% | – |
| EOCWU | New | ELLIOTT OPPORTUNITY II CORP | $2,002,000 | – | 200,000 | – | 0.03% | – |
| CLBRU | New | COLOMBIER ACQUISITION CORP | $1,984,000 | – | 200,000 | – | 0.03% | – |
| CHKEW | New | CHESAPEAKE ENERGY CORPwarrant | $2,038,000 | – | 75,810 | – | 0.03% | – |
| New | AVAYA HOLDINGS CORPconvertible bond | $2,008,000 | – | 1,713,000 | – | 0.03% | – | |
| MITAU | New | COLISEUM ACQUISITION CORP | $1,976,000 | – | 200,000 | – | 0.03% | – |
| OCSL | New | OAKTREE SPECIALTY LENDING CORP | $1,846,000 | – | 276,000 | – | 0.02% | – |
| New | TRAVERE THERAPEUTICS INCconvertible bond | $1,771,000 | – | 2,082,000 | – | 0.02% | – | |
| New | FIREEYE INCconvertible bond | $1,676,000 | – | 1,478,000 | – | 0.02% | – | |
| AMPY | New | AMPLIFY ENERGY CORP | $1,660,000 | – | 410,041 | – | 0.02% | – |
| SHQAU | New | SHELTER ACQUISITION CORP I | $1,498,000 | – | 150,000 | – | 0.02% | – |
| THCPU | New | THUNDER BRIDGE CAPITAL PARTNERS IV INC | $1,489,000 | – | 150,000 | – | 0.02% | – |
| New | PATRICK INDUSTRIES INCconvertible bond | $1,359,000 | – | 1,249,000 | – | 0.02% | – | |
| New | HUAZHU GROUP LTDconvertible bond | $1,256,000 | – | 1,000,000 | – | 0.02% | – | |
| SRNE | New | SORRENTO THERAPEUTICS INC | $1,297,000 | – | 134,000 | – | 0.02% | – |
| New | MICROCHIP TECHNOLOGY INCconvertible bond | $1,130,000 | – | 1,000,000 | – | 0.02% | – | |
| New | TWO HARBORS INVESTMENT CORPconvertible bond | $1,082,000 | – | 1,061,000 | – | 0.02% | – | |
| BELFA | New | BEL FUSE INC | $1,016,000 | – | 71,613 | – | 0.01% | – |
| FTVIU | New | FINTECH ACQUISITION CORP VI | $1,009,000 | – | 100,000 | – | 0.01% | – |
| New | SFL CORP LTDconvertible bond | $1,079,000 | – | 1,060,000 | – | 0.01% | – | |
| New | VIAVI SOLUTIONS INCconvertible bond | $938,000 | – | 664,000 | – | 0.01% | – | |
| New | INTERDIGITAL INCconvertible bond | $693,000 | – | 623,000 | – | 0.01% | – | |
| New | SCORPIO TANKERS INCconvertible bond | $547,000 | – | 544,000 | – | 0.01% | – | |
| NE | New | NOBLE CORP | $494,000 | – | 19,979 | – | 0.01% | – |
| USWSW | New | US WELL SERVICES INCwarrant | $272,000 | – | 1,500,000 | – | 0.00% | – |
| New | ATLAS AIR WORLDWIDE HOLDINGS INCconvertible bond | $225,000 | – | 176,000 | – | 0.00% | – | |
| New | BOOKING HOLDINGS INCconvertible bond | $143,000 | – | 132,000 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DSSI | Exit | DIAMOND S SHIPPING INC | $0 | – | -22,076 | – | -0.00% | – |
| Exit | II-VI INCconvertible bond | $0 | – | -145,000 | – | -0.00% | – | |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -32,142 | – | -0.01% | – |
| Exit | FIREEYE INCconvertible bond | $0 | – | -278,000 | – | -0.01% | – | |
| IEA | Exit | INFRASTRUCTURE & ENERGY ALTERNATIVES LLC | $0 | – | -46,904 | – | -0.01% | – |
| Exit | COLONY CAPITAL INCconvertible bond | $0 | – | -326,000 | – | -0.01% | – | |
| Exit | PINDUODUO INCconvertible bond | $0 | – | -209,000 | – | -0.01% | – | |
| AMPY | Exit | AMPLIFY ENERGY CORP | $0 | – | -410,041 | – | -0.01% | – |
| Exit | MICROCHIP TECHNOLOGY INCconvertible bond | $0 | – | -300,000 | – | -0.01% | – | |
| Exit | VIAVI SOLUTIONS INCconvertible bond | $0 | – | -664,000 | – | -0.02% | – | |
| BELFA | Exit | BEL FUSE INC | $0 | – | -71,613 | – | -0.02% | – |
| Exit | CLEVELAND-CLIFFS INCconvertible bond | $0 | – | -1,000,000 | – | -0.02% | – | |
| SIGA | Exit | SIGA TECHNOLOGIES INC | $0 | – | -159,782 | – | -0.02% | – |
| Exit | NEOGENOMICS INCconvertible bond | $0 | – | -1,000,000 | – | -0.03% | – | |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CORP | $0 | – | -276,000 | – | -0.03% | – |
| Exit | TESLA INCconvertible bond | $0 | – | -213,000 | – | -0.03% | – | |
| Exit | Q2 HOLDINGS INCconvertible bond | $0 | – | -1,200,000 | – | -0.03% | – | |
| LOMA | Exit | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $0 | – | -342,000 | – | -0.03% | – |
| LEA | Exit | LEAR CORP | $0 | – | -13,498 | – | -0.03% | – |
| Exit | SEACOR HOLDINGS INCconvertible bond | $0 | – | -1,700,000 | – | -0.03% | – | |
| Exit | ON SEMICONDUCTOR CORPconvertible bond | $0 | – | -1,376,000 | – | -0.04% | – | |
| Exit | HUAZHU GROUP LTDconvertible bond | $0 | – | -1,500,000 | – | -0.04% | – | |
| VTA | Exit | INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND | $0 | – | -187,296 | – | -0.04% | – |
| Exit | NEW YORK MORTGAGE TRUST INCconvertible bond | $0 | – | -1,823,000 | – | -0.04% | – | |
| Exit | IQIYI INCconvertible bond | $0 | – | -1,900,000 | – | -0.04% | – | |
| Exit | BOOKING HOLDINGS INCconvertible bond | $0 | – | -1,733,000 | – | -0.04% | – | |
| Exit | ZILLOW GROUP INCconvertible bond | $0 | – | -1,312,000 | – | -0.04% | – | |
| Exit | TEAM INCconvertible bond | $0 | – | -2,263,000 | – | -0.04% | – | |
| Exit | ALLEGHENY TECHNOLOGIES INCconvertible bond | $0 | – | -1,869,000 | – | -0.04% | – | |
| Exit | FLEXION THERAPEUTICS INCconvertible bond | $0 | – | -2,457,000 | – | -0.04% | – | |
| Exit | PURE STORAGE INCconvertible bond | $0 | – | -2,064,000 | – | -0.04% | – | |
| MSGE | Exit | MADISON SQUARE GARDEN ENTERTAINMENT CORP | $0 | – | -30,000 | – | -0.04% | – |
| Exit | ZYNGA INCconvertible bond | $0 | – | -1,655,000 | – | -0.05% | – | |
| Exit | ILLUMINA INCconvertible bond | $0 | – | -1,970,000 | – | -0.05% | – | |
| Exit | JOYY INCconvertible bond | $0 | – | -2,000,000 | – | -0.05% | – | |
| VEON | Exit | VEON LTD | $0 | – | -1,878,900 | – | -0.05% | – |
| Exit | NUANCE COMMUNICATIONS INCconvertible bond | $0 | – | -1,600,000 | – | -0.05% | – | |
| OCSI | Exit | OAKTREE STRATEGIC INCOME CORP | $0 | – | -392,000 | – | -0.06% | – |
| Exit | NEWPARK RESOURCES INCconvertible bond | $0 | – | -2,843,000 | – | -0.06% | – | |
| Exit | NUANCE COMMUNICATIONS INCconvertible bond | $0 | – | -1,543,000 | – | -0.06% | – | |
| Exit | MOMO INCconvertible bond | $0 | – | -3,299,000 | – | -0.06% | – | |
| EFR | Exit | EATON VANCE SENIOR FLOATING-RATE TRUST | $0 | – | -223,098 | – | -0.06% | – |
| Exit | CALAMP CORPconvertible bond | $0 | – | -3,369,000 | – | -0.06% | – | |
| Exit | PDC ENERGY INCconvertible bond | $0 | – | -2,995,000 | – | -0.06% | – | |
| Exit | PRA GROUP INCconvertible bond | $0 | – | -2,649,999 | – | -0.06% | – | |
| Exit | JAZZ PHARMACEUTICALS PLCconvertible bond | $0 | – | -3,021,000 | – | -0.07% | – | |
| OIBRC | Exit | OI SA | $0 | – | -2,201,646 | – | -0.07% | – |
| Exit | BOINGO WIRELESS INCconvertible bond | $0 | – | -3,746,000 | – | -0.07% | – | |
| Exit | CONMED CORPconvertible bond | $0 | – | -3,000,000 | – | -0.07% | – | |
| Exit | WORKIVA INCconvertible bond | $0 | – | -3,400,000 | – | -0.07% | – | |
| Exit | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEconvertible bond | $0 | – | -2,951,000 | – | -0.08% | – | |
| Exit | REPLIGEN CORPconvertible bond | $0 | – | -2,506,000 | – | -0.08% | – | |
| Exit | LIBERTY LATIN AMERICA LTDconvertible bond | $0 | – | -4,359,000 | – | -0.08% | – | |
| VVR | Exit | INVESCO SENIOR INCOME TRUST | $0 | – | -1,000,000 | – | -0.08% | – |
| Exit | INVITATION HOMES INCconvertible bond | $0 | – | -2,850,000 | – | -0.08% | – | |
| Exit | GUIDEWIRE SOFTWARE INCconvertible bond | $0 | – | -3,258,000 | – | -0.08% | – | |
| JFR | Exit | NUVEEN FLOATING RATE INCOME FUND | $0 | – | -459,633 | – | -0.08% | – |
| BAK | Exit | BRASKEM SA | $0 | – | -519,550 | – | -0.08% | – |
| Exit | WORKDAY INCconvertible bond | $0 | – | -2,500,000 | – | -0.08% | – | |
| HFRO | Exit | HIGHLAND INCOME FUND | $0 | – | -470,000 | – | -0.09% | – |
| Exit | HCI GROUP INCconvertible bond | $0 | – | -4,042,000 | – | -0.09% | – | |
| INDA | Exit | ISHARES MSCI INDIA ETFetf | $0 | – | -121,400 | – | -0.09% | – |
| API | Exit | AGORA INC | $0 | – | -96,010 | – | -0.09% | – |
| Exit | BLACKLINE INCconvertible bond | $0 | – | -3,000,000 | – | -0.09% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCconvertible bond | $0 | – | -4,314,000 | – | -0.09% | – | |
| Exit | GOLDMAN SACHS BDC INCconvertible bond | $0 | – | -4,487,000 | – | -0.10% | – | |
| Exit | ON SEMICONDUCTOR CORPconvertible bond | $0 | – | -3,500,000 | – | -0.10% | – | |
| Exit | LIVE NATION ENTERTAINMENT INCconvertible bond | $0 | – | -4,200,000 | – | -0.10% | – | |
| Exit | AMAG PHARMACEUTICALS INCconvertible bond | $0 | – | -5,350,000 | – | -0.10% | – | |
| Exit | INVACARE CORPconvertible bond | $0 | – | -5,618,000 | – | -0.10% | – | |
| Exit | EXACT SCIENCES CORPconvertible bond | $0 | – | -4,100,000 | – | -0.10% | – | |
| BELFB | Exit | BEL FUSE INC | $0 | – | -462,679 | – | -0.11% | – |
| Exit | INVITAE CORPconvertible bond | $0 | – | -3,000,000 | – | -0.11% | – | |
| Exit | GOLAR LNG LTDconvertible bond | $0 | – | -6,506,000 | – | -0.11% | – | |
| Exit | AIR TRANSPORT SERVICES GROUP INCconvertible bond | $0 | – | -4,766,000 | – | -0.11% | – | |
| Exit | SYNAPTICS INCconvertible bond | $0 | – | -4,199,999 | – | -0.11% | – | |
| Exit | WEIBO CORPconvertible bond | $0 | – | -5,550,000 | – | -0.12% | – | |
| XPEV | Exit | XPENG INC | $0 | – | -271,170 | – | -0.12% | – |
| Exit | GUESS INCconvertible bond | $0 | – | -6,740,000 | – | -0.12% | – | |
| Exit | BENEFITFOCUS INCconvertible bond | $0 | – | -6,743,000 | – | -0.12% | – | |
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -1,600,000 | – | -0.12% | – |
| Exit | SCORPIO TANKERS INCconvertible bond | $0 | – | -6,238,000 | – | -0.13% | – | |
| FRA | Exit | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | $0 | – | -508,353 | – | -0.13% | – |
| Exit | VEECO INSTRUMENTS INCconvertible bond | $0 | – | -6,342,000 | – | -0.13% | – | |
| Exit | TWO HARBORS INVESTMENT CORPconvertible bond | $0 | – | -6,555,000 | – | -0.14% | – | |
| Exit | SUNPOWER CORPconvertible bond | $0 | – | -7,150,000 | – | -0.15% | – | |
| BACPRL | Exit | BANK OF AMERICA CORPconvertible prfd | $0 | – | -4,709 | – | -0.15% | – |
| VIST | Exit | VISTA OIL & GAS SAB DE CV | $0 | – | -3,133,000 | – | -0.15% | – |
| Exit | AVAYA HOLDINGS CORPconvertible bond | $0 | – | -7,491,000 | – | -0.16% | – | |
| Exit | QUOTIENT TECHNOLOGY INCconvertible bond | $0 | – | -7,489,000 | – | -0.16% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $0 | – | -7,653,000 | – | -0.16% | – | |
| TSQ | Exit | TOWNSQUARE MEDIA INC | $0 | – | -1,595,224 | – | -0.16% | – |
| Exit | SUPERNUS PHARMACEUTICALS INCconvertible bond | $0 | – | -8,324,000 | – | -0.17% | – | |
| GTH | Exit | GENETRON HOLDINGS LTD | $0 | – | -646,012 | – | -0.17% | – |
| Exit | TWITTER INCconvertible bond | $0 | – | -7,165,000 | – | -0.17% | – | |
| Exit | EVOLENT HEALTH INCconvertible bond | $0 | – | -8,126,000 | – | -0.18% | – | |
| Exit | VEREIT INCconvertible bond | $0 | – | -8,140,000 | – | -0.18% | – | |
| TGS | Exit | TRANSPORTADORA DE GAS DEL SUR SA | $0 | – | -1,994,729 | – | -0.18% | – |
| Exit | NEW RELIC INCconvertible bond | $0 | – | -8,834,000 | – | -0.18% | – | |
| Exit | EZCORP INCconvertible bond | $0 | – | -10,899,000 | – | -0.19% | – | |
| Exit | TURNING POINT BRANDS INCconvertible bond | $0 | – | -9,785,000 | – | -0.19% | – | |
| PAM | Exit | PAMPA ENERGIA SA | $0 | – | -849,000 | – | -0.19% | – |
| Exit | PATRICK INDUSTRIES INCconvertible bond | $0 | – | -8,839,000 | – | -0.19% | – | |
| Exit | ATLAS AIR WORLDWIDE HOLDINGS INCconvertible bond | $0 | – | -8,090,000 | – | -0.19% | – | |
| Exit | NUTANIX INCconvertible bond | $0 | – | -9,524,000 | – | -0.20% | – | |
| Exit | SFL CORP LTDconvertible bond | $0 | – | -9,266,000 | – | -0.20% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $0 | – | -9,634,000 | – | -0.20% | – | |
| Exit | GREEN PLAINS INCconvertible bond | $0 | – | -9,384,000 | – | -0.20% | – | |
| Exit | PLURALSIGHT INCconvertible bond | $0 | – | -10,399,000 | – | -0.20% | – | |
| Exit | ARES CAPITAL CORPconvertible bond | $0 | – | -8,858,000 | – | -0.20% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORPconvertible bond | $0 | – | -10,300,000 | – | -0.20% | – | |
| Exit | RETROPHIN INCconvertible bond | $0 | – | -11,060,000 | – | -0.21% | – | |
| Exit | COLONY CAPITAL INCconvertible bond | $0 | – | -9,945,000 | – | -0.21% | – | |
| Exit | Qiagen NVconvertible bond | $0 | – | -8,000,000 | – | -0.21% | – | |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -415,735 | – | -0.22% | – |
| Exit | INSMED INCconvertible bond | $0 | – | -9,325,000 | – | -0.22% | – | |
| Exit | AKAMAI TECHNOLOGIES INCconvertible bond | $0 | – | -8,795,000 | – | -0.22% | – | |
| Exit | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $0 | – | -10,569,000 | – | -0.22% | – | |
| Exit | SOUTHWEST AIRLINES COconvertible bond | $0 | – | -7,812,000 | – | -0.22% | – | |
| Exit | HOPE BANCORP INCconvertible bond | $0 | – | -12,725,000 | – | -0.23% | – | |
| Exit | VONAGE HOLDINGS CORPconvertible bond | $0 | – | -11,163,000 | – | -0.24% | – | |
| Exit | TEVA PHARMACEUTICAL INDUSTRIES LTDconvertible bond | $0 | – | -11,160,000 | – | -0.24% | – | |
| Exit | HERCULES CAPITAL INCconvertible bond | $0 | – | -10,921,000 | – | -0.24% | – | |
| Exit | FIREEYE INCconvertible bond | $0 | – | -11,611,000 | – | -0.24% | – | |
| Exit | SSR MINING INCconvertible bond | $0 | – | -8,449,000 | – | -0.25% | – | |
| Exit | VERINT SYSTEMS INCconvertible bond | $0 | – | -11,250,000 | – | -0.25% | – | |
| Exit | NEW MOUNTAIN FINANCE CORPconvertible bond | $0 | – | -11,610,000 | – | -0.25% | – | |
| OACWS | Exit | OAKTREE ACQUISITION CORPwarrant | $0 | – | -4,016,667 | – | -0.26% | – |
| GLIBA | Exit | GCI LIBERTY INC | $0 | – | -150,000 | – | -0.27% | – |
| Exit | DISH NETWORK CORPconvertible bond | $0 | – | -13,627,000 | – | -0.27% | – | |
| GTX | Exit | GARRETT MOTION INC | $0 | – | -3,593,111 | – | -0.27% | – |
| Exit | STARWOOD PROPERTY TRUST INCconvertible bond | $0 | – | -12,912,000 | – | -0.27% | – | |
| Exit | ENCORE CAPITAL GROUP INCconvertible bond | $0 | – | -12,733,000 | – | -0.28% | – | |
| Exit | NABORS INDUSTRIES LTDconvertible bond | $0 | – | -46,598,000 | – | -0.28% | – | |
| Exit | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $0 | – | -13,255,000 | – | -0.28% | – | |
| Exit | JAZZ PHARMACEUTICALS PLCconvertible bond | $0 | – | -12,848,000 | – | -0.28% | – | |
| TV | Exit | GRUPO TELEVISA SAB | $0 | – | -2,168,000 | – | -0.29% | – |
| Exit | BIOMARIN PHARMACEUTICAL INCconvertible bond | $0 | – | -13,428,000 | – | -0.29% | – | |
| CCS | Exit | CENTURY COMMUNITIES INC | $0 | – | -330,000 | – | -0.30% | – |
| Exit | DYCOM INDUSTRIES INCconvertible bond | $0 | – | -14,438,000 | – | -0.31% | – | |
| EQR | Exit | EQUITY RESIDENTIAL | $0 | – | -285,000 | – | -0.32% | – |
| Exit | CARDTRONICS PLCconvertible bond | $0 | – | -14,717,000 | – | -0.32% | – | |
| TEO | Exit | TELECOM ARGENTINA SA | $0 | – | -2,260,500 | – | -0.32% | – |
| Exit | TWITTER INCconvertible bond | $0 | – | -14,851,000 | – | -0.32% | – | |
| Exit | WESTERN DIGITAL CORPconvertible bond | $0 | – | -15,506,000 | – | -0.32% | – | |
| Exit | HERBALIFE NUTRITION LTDconvertible bond | $0 | – | -15,307,000 | – | -0.33% | – | |
| Exit | MARRIOTT VACATIONS WORLDWIDE CORPconvertible bond | $0 | – | -16,300,000 | – | -0.35% | – | |
| JQC | Exit | NUVEEN CREDIT STRATEGIES INCOME FUND | $0 | – | -2,798,386 | – | -0.36% | – |
| Exit | LIGAND PHARMACEUTICALS INCconvertible bond | $0 | – | -18,629,000 | – | -0.37% | – | |
| SQM | Exit | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | $0 | – | -596,273 | – | -0.42% | – |
| Exit | GREENBRIER COS INC/THEconvertible bond | $0 | – | -22,022,000 | – | -0.44% | – | |
| KC | Exit | KINGSOFT CORP LTD | $0 | – | -737,476 | – | -0.47% | – |
| Exit | INTERCEPT PHARMACEUTICALS INCconvertible bond | $0 | – | -27,113,000 | – | -0.48% | – | |
| AZUL | Exit | AZUL SA | $0 | – | -1,672,154 | – | -0.48% | – |
| Exit | FORTIVE CORPconvertible bond | $0 | – | -22,621,000 | – | -0.50% | – | |
| BATL | Exit | BATTALION OIL CORP | $0 | – | -3,009,912 | – | -0.52% | – |
| BBD | Exit | BANCO BRADESCO SA | $0 | – | -7,342,002 | – | -0.55% | – |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -3,020,000 | – | -0.58% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -26,200 | – | -0.62% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA | $0 | – | -4,057,859 | – | -0.63% | – |
| CEO | Exit | CNOOC LTD | $0 | – | -321,925 | – | -0.67% | – |
| Exit | EAGLE BULK SHIPPING INCconvertible bond | $0 | – | -45,480,000 | – | -0.73% | – | |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -2,731,037 | – | -0.74% | – |
| Exit | DISH NETWORK CORPconvertible bond | $0 | – | -38,904,000 | – | -0.78% | – | |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -1,734,789 | – | -0.84% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -2,939,537 | – | -0.88% | – |
| BRY | Exit | BERRY PETROLEUM CORP | $0 | – | -12,913,313 | – | -0.89% | – |
| LBTYK | Exit | Liberty Global PLC | $0 | – | -2,000,000 | – | -0.89% | – |
| VALE | Exit | VALE SA | $0 | – | -4,353,472 | – | -1.00% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -4,474,624 | – | -1.02% | – |
| AFYA | Exit | AFYA LTD | $0 | – | -1,751,540 | – | -1.04% | – |
| BIDU | Exit | BAIDU INC | $0 | – | -419,297 | – | -1.15% | – |
| IBN | Exit | ICICI BANK LTD | $0 | – | -6,050,513 | – | -1.29% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -8,092,699 | – | -1.31% | – |
| Exit | EXANTAS CAPITAL CORPconvertible bond | $0 | – | -72,675,000 | – | -1.43% | – | |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -4,220,591 | – | -1.50% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTD | $0 | – | -2,871,986 | – | -1.65% | – |
| ITUB | Exit | ITAU UNIBANCO HOLDING SA | $0 | – | -19,820,607 | – | -1.72% | – |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -4,865,000 | – | -1.88% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -3,284,636 | – | -1.89% | – |
| CX | Exit | CEMEX SAB DE CV | $0 | – | -23,937,114 | – | -1.98% | – |
| MEG | Exit | MONTROSE ENVIRONMENTAL GROUP INC | $0 | – | -4,322,644 | – | -2.24% | – |
| INFN | Exit | INFINERA CORP | $0 | – | -25,175,384 | – | -3.37% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | $0 | – | -2,538,033 | – | -4.47% | – |
| PCG | Exit | PG&E CORP | $0 | – | -22,500,000 | – | -4.59% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -39,006,017 | – | -5.84% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -14,318,541 | – | -7.81% | – |
| TRMD | Exit | TORM PLC | $0 | – | -53,346,436 | – | -7.86% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -30,278,055 | – | -12.42% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TRMD | Buy | TORM PLC | $361,372,000 | +1.6% | 53,346,436 | +3.0% | 7.86% | -0.5% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | $205,758,000 | -4.7% | 2,538,033 | -33.3% | 4.47% | -6.7% |
| MEG | New | MONTROSE ENVIRONMENTAL GROUP INC | $102,965,000 | – | 4,322,644 | – | 2.24% | – |
| CX | Sell | CEMEX SAB DE CV | $90,961,000 | +31.9% | 23,937,114 | -0.0% | 1.98% | +29.2% |
| NMIH | Buy | NMI HOLDINGS INC | $86,597,000 | +22.4% | 4,865,000 | +10.6% | 1.88% | +19.9% |
| ITUB | Buy | ITAU UNIBANCO HOLDING SA | $78,886,000 | -11.5% | 19,820,607 | +4.3% | 1.72% | -13.4% |
| AU | Sell | ANGLOGOLD ASHANTI LTD | $75,762,000 | -20.0% | 2,871,986 | -10.6% | 1.65% | -21.7% |
| EGLE | New | EAGLE BULK SHIPPING INC | $69,091,000 | – | 4,220,591 | – | 1.50% | – |
| Sell | EXANTAS CAPITAL CORPconvertible bond | $65,861,000 | +12.4% | 72,675,000 | -4.8% | 1.43% | +10.2% | |
| IBN | Buy | ICICI BANK LTD | $59,476,000 | +21.9% | 6,050,513 | +15.2% | 1.29% | +19.4% |
| BIDU | Sell | BAIDU INC | $53,078,000 | +4.6% | 419,297 | -0.9% | 1.15% | +2.4% |
| AFYA | Sell | AFYA LTD | $47,711,000 | +15.7% | 1,751,540 | -0.4% | 1.04% | +13.3% |
| UNIT | New | UNITI GROUP INC | $47,140,000 | – | 4,474,624 | – | 1.02% | – |
| VALE | New | VALE SA | $46,059,000 | – | 4,353,472 | – | 1.00% | – |
| COOP | Sell | MR COOPER GROUP INC | $38,720,000 | +61.5% | 1,734,789 | -10.0% | 0.84% | +58.3% |
| Sell | DISH NETWORK CORPconvertible bond | $35,810,000 | -17.1% | 38,904,000 | -17.1% | 0.78% | -18.8% | |
| AMX | New | AMERICA MOVIL SAB DE CV | $34,110,000 | – | 2,731,037 | – | 0.74% | – |
| New | EAGLE BULK SHIPPING INCconvertible bond | $33,427,000 | – | 45,480,000 | – | 0.73% | – | |
| CEO | New | CNOOC LTD | $30,920,000 | – | 321,925 | – | 0.67% | – |
| PBR | Sell | PETROLEO BRASILEIRO SA | $28,891,000 | -15.0% | 4,057,859 | -1.3% | 0.63% | -16.8% |
| MELI | Sell | MERCADOLIBRE INC | $28,360,000 | -12.0% | 26,200 | -19.9% | 0.62% | -13.8% |
| BBD | Sell | BANCO BRADESCO SA | $25,183,000 | -11.1% | 7,342,002 | -1.3% | 0.55% | -12.9% |
| Buy | FORTIVE CORPconvertible bond | $22,777,000 | +18.2% | 22,621,000 | +15.8% | 0.50% | +15.7% | |
| AZUL | Sell | AZUL SA | $22,005,000 | +16.2% | 1,672,154 | -1.3% | 0.48% | +13.8% |
| Buy | INTERCEPT PHARMACEUTICALS INCconvertible bond | $21,933,000 | +8.7% | 27,113,000 | +1.8% | 0.48% | +6.5% | |
| KC | Buy | KINGSOFT CORP LTD | $21,777,000 | +21.5% | 737,476 | +29.7% | 0.47% | +19.1% |
| Buy | GREENBRIER COS INC/THEconvertible bond | $20,227,000 | +70.3% | 22,022,000 | +53.3% | 0.44% | +66.7% | |
| SQM | Sell | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | $19,331,000 | +22.8% | 596,273 | -1.3% | 0.42% | +20.0% |
| Sell | LIGAND PHARMACEUTICALS INCconvertible bond | $16,940,000 | -2.9% | 18,629,000 | -6.0% | 0.37% | -4.9% | |
| JQC | Buy | NUVEEN CREDIT STRATEGIES INCOME FUND | $16,538,000 | +105.1% | 2,798,386 | +102.6% | 0.36% | +101.1% |
| Buy | MARRIOTT VACATIONS WORLDWIDE CORPconvertible bond | $16,103,000 | +16.3% | 16,300,000 | +9.0% | 0.35% | +14.0% | |
| Sell | HERBALIFE NUTRITION LTDconvertible bond | $15,335,000 | -24.0% | 15,307,000 | -25.1% | 0.33% | -25.7% | |
| Buy | WESTERN DIGITAL CORPconvertible bond | $14,798,000 | +39.1% | 15,506,000 | +37.7% | 0.32% | +36.4% | |
| Sell | TWITTER INCconvertible bond | $14,796,000 | -4.6% | 14,851,000 | -6.0% | 0.32% | -6.4% | |
| Buy | CARDTRONICS PLCconvertible bond | $14,716,000 | +88.4% | 14,717,000 | +86.8% | 0.32% | +85.0% | |
| EQR | New | EQUITY RESIDENTIAL | $14,629,000 | – | 285,000 | – | 0.32% | – |
| Buy | DYCOM INDUSTRIES INCconvertible bond | $14,131,000 | +17.4% | 14,438,000 | +13.6% | 0.31% | +15.0% | |
| CCS | Sell | CENTURY COMMUNITIES INC | $13,968,000 | -66.6% | 330,000 | -75.8% | 0.30% | -67.3% |
| New | BIOMARIN PHARMACEUTICAL INCconvertible bond | $13,444,000 | – | 13,428,000 | – | 0.29% | – | |
| TV | Buy | GRUPO TELEVISA SAB | $13,398,000 | +19.6% | 2,168,000 | +1.4% | 0.29% | +16.9% |
| Buy | JAZZ PHARMACEUTICALS PLCconvertible bond | $13,041,000 | +193.0% | 12,848,000 | +181.9% | 0.28% | +186.9% | |
| Buy | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $13,031,000 | +71.4% | 13,255,000 | +68.2% | 0.28% | +67.5% | |
| Sell | ENCORE CAPITAL GROUP INCconvertible bond | $12,796,000 | -3.0% | 12,733,000 | -6.8% | 0.28% | -5.1% | |
| Buy | STARWOOD PROPERTY TRUST INCconvertible bond | $12,442,000 | +546.0% | 12,912,000 | +543.7% | 0.27% | +530.2% | |
| GTX | New | GARRETT MOTION INC | $12,396,000 | – | 3,593,111 | – | 0.27% | – |
| Buy | DISH NETWORK CORPconvertible bond | $12,314,000 | +3.5% | 13,627,000 | +2.9% | 0.27% | +1.5% | |
| Buy | NEW MOUNTAIN FINANCE CORPconvertible bond | $11,668,000 | +55.0% | 11,610,000 | +45.1% | 0.25% | +52.1% | |
| Sell | VERINT SYSTEMS INCconvertible bond | $11,418,000 | -3.4% | 11,250,000 | -5.5% | 0.25% | -5.3% | |
| Sell | SSR MINING INCconvertible bond | $11,321,000 | -8.1% | 8,449,000 | -4.5% | 0.25% | -10.2% | |
| Sell | FIREEYE INCconvertible bond | $11,270,000 | -23.5% | 11,611,000 | -25.3% | 0.24% | -25.1% | |
| Buy | HERCULES CAPITAL INCconvertible bond | $10,989,000 | +3.8% | 10,921,000 | +0.8% | 0.24% | +1.7% | |
| Sell | TEVA PHARMACEUTICAL INDUSTRIES LTDconvertible bond | $10,942,000 | -27.2% | 11,160,000 | -27.4% | 0.24% | -28.7% | |
| Sell | VONAGE HOLDINGS CORPconvertible bond | $10,810,000 | -9.0% | 11,163,000 | -11.9% | 0.24% | -11.0% | |
| Sell | HOPE BANCORP INCconvertible bond | $10,473,000 | -28.7% | 12,725,000 | -28.2% | 0.23% | -30.1% | |
| Buy | SOUTHWEST AIRLINES COconvertible bond | $10,233,000 | +173.8% | 7,812,000 | +152.0% | 0.22% | +168.7% | |
| New | AKAMAI TECHNOLOGIES INCconvertible bond | $10,219,000 | – | 8,795,000 | – | 0.22% | – | |
| Buy | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $10,212,000 | +46.8% | 10,569,000 | +43.2% | 0.22% | +44.2% | |
| Buy | INSMED INCconvertible bond | $10,166,000 | +25.0% | 9,325,000 | +12.0% | 0.22% | +22.1% | |
| Buy | Qiagen NVconvertible bond | $9,850,000 | +249.5% | 8,000,000 | +207.7% | 0.21% | +239.7% | |
| New | COLONY CAPITAL INCconvertible bond | $9,685,000 | – | 9,945,000 | – | 0.21% | – | |
| Sell | RETROPHIN INCconvertible bond | $9,455,000 | -20.1% | 11,060,000 | -22.0% | 0.21% | -21.7% | |
| Sell | MACQUARIE INFRASTRUCTURE CORPconvertible bond | $9,360,000 | -28.8% | 10,300,000 | -32.0% | 0.20% | -30.1% | |
| Buy | ARES CAPITAL CORPconvertible bond | $9,229,000 | +111.5% | 8,858,000 | +98.7% | 0.20% | +107.2% | |
| Buy | PLURALSIGHT INCconvertible bond | $9,234,000 | +15.5% | 10,399,000 | +15.5% | 0.20% | +12.9% | |
| Buy | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $9,137,000 | +56.8% | 9,634,000 | +41.4% | 0.20% | +54.3% | |
| Buy | SFL CORP LTDconvertible bond | $9,152,000 | +9.8% | 9,266,000 | +6.0% | 0.20% | +7.6% | |
| Buy | GREEN PLAINS INCconvertible bond | $9,133,000 | +476.9% | 9,384,000 | +374.4% | 0.20% | +468.6% | |
| Buy | NUTANIX INCconvertible bond | $8,952,000 | +18.0% | 9,524,000 | +11.5% | 0.20% | +16.1% | |
| Sell | ATLAS AIR WORLDWIDE HOLDINGS INCconvertible bond | $8,909,000 | -27.0% | 8,090,000 | -36.7% | 0.19% | -28.4% | |
| Sell | PATRICK INDUSTRIES INCconvertible bond | $8,783,000 | -20.8% | 8,839,000 | -19.7% | 0.19% | -22.4% | |
| New | TURNING POINT BRANDS INCconvertible bond | $8,733,000 | – | 9,785,000 | – | 0.19% | – | |
| Buy | EZCORP INCconvertible bond | $8,603,000 | +54.1% | 10,899,000 | +52.9% | 0.19% | +50.8% | |
| Sell | NEW RELIC INCconvertible bond | $8,463,000 | -26.6% | 8,834,000 | -25.8% | 0.18% | -28.1% | |
| Buy | VEREIT INCconvertible bond | $8,154,000 | +295.1% | 8,140,000 | +294.0% | 0.18% | +284.8% | |
| Buy | EVOLENT HEALTH INCconvertible bond | $8,039,000 | +121.4% | 8,126,000 | +95.9% | 0.18% | +116.0% | |
| Buy | TWITTER INCconvertible bond | $8,011,000 | +1121.2% | 7,165,000 | +930.9% | 0.17% | +1060.0% | |
| Sell | SUPERNUS PHARMACEUTICALS INCconvertible bond | $7,708,000 | -47.3% | 8,324,000 | -49.6% | 0.17% | -48.1% | |
| GTH | Sell | GENETRON HOLDINGS LTD | $7,713,000 | -2.2% | 646,012 | -1.1% | 0.17% | -4.0% |
| Buy | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $7,253,000 | +73.8% | 7,653,000 | +60.7% | 0.16% | +69.9% | |
| Buy | QUOTIENT TECHNOLOGY INCconvertible bond | $7,191,000 | +1827.9% | 7,489,000 | +1717.7% | 0.16% | +1850.0% | |
| Sell | AVAYA HOLDINGS CORPconvertible bond | $7,108,000 | -9.2% | 7,491,000 | -20.8% | 0.16% | -10.9% | |
| BACPRL | Buy | BANK OF AMERICA CORPconvertible prfd | $7,006,000 | +37.1% | 4,709 | +23.7% | 0.15% | +34.5% |
| Buy | SUNPOWER CORPconvertible bond | $6,853,000 | +209.5% | 7,150,000 | +162.3% | 0.15% | +204.1% | |
| Buy | TWO HARBORS INVESTMENT CORPconvertible bond | $6,571,000 | +62.4% | 6,555,000 | +62.7% | 0.14% | +58.9% | |
| Sell | VEECO INSTRUMENTS INCconvertible bond | $5,936,000 | -28.1% | 6,342,000 | -29.7% | 0.13% | -29.5% | |
| FRA | Sell | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | $5,846,000 | -0.8% | 508,353 | -3.6% | 0.13% | -3.1% |
| New | SCORPIO TANKERS INCconvertible bond | $5,802,000 | – | 6,238,000 | – | 0.13% | – | |
| ASC | Buy | ARDMORE SHIPPING CORP | $5,696,000 | +16.6% | 1,600,000 | +42.1% | 0.12% | +14.8% |
| Sell | BENEFITFOCUS INCconvertible bond | $5,512,000 | +2.1% | 6,743,000 | -1.1% | 0.12% | 0.0% | |
| Sell | GUESS INCconvertible bond | $5,460,000 | -25.8% | 6,740,000 | -38.0% | 0.12% | -27.0% | |
| XPEV | New | XPENG INC | $5,442,000 | – | 271,170 | – | 0.12% | – |
| Sell | WEIBO CORPconvertible bond | $5,303,000 | -29.6% | 5,550,000 | -31.1% | 0.12% | -31.1% | |
| Buy | SYNAPTICS INCconvertible bond | $5,204,000 | +132.1% | 4,199,999 | +100.0% | 0.11% | +126.0% | |
| Sell | AIR TRANSPORT SERVICES GROUP INCconvertible bond | $5,069,000 | -7.4% | 4,766,000 | -17.2% | 0.11% | -9.8% | |
| New | INVITAE CORPconvertible bond | $4,948,000 | – | 3,000,000 | – | 0.11% | – | |
| Buy | GOLAR LNG LTDconvertible bond | $4,984,000 | +96.5% | 6,506,000 | +90.1% | 0.11% | +92.9% | |
| Sell | AMAG PHARMACEUTICALS INCconvertible bond | $4,843,000 | -3.6% | 5,350,000 | -16.5% | 0.10% | -6.2% | |
| Sell | EXACT SCIENCES CORPconvertible bond | $4,819,000 | +2.9% | 4,100,000 | -8.9% | 0.10% | +1.0% | |
| Buy | INVACARE CORPconvertible bond | $4,841,000 | +53.2% | 5,618,000 | +51.5% | 0.10% | +50.0% | |
| New | LIVE NATION ENTERTAINMENT INCconvertible bond | $4,699,000 | – | 4,200,000 | – | 0.10% | – | |
| Sell | GOLDMAN SACHS BDC INCconvertible bond | $4,543,000 | -44.7% | 4,487,000 | -45.6% | 0.10% | -45.6% | |
| Sell | VISHAY INTERTECHNOLOGY INCconvertible bond | $4,185,000 | -39.9% | 4,314,000 | -42.1% | 0.09% | -41.3% | |
| API | Sell | AGORA INC | $4,126,000 | -5.3% | 96,010 | -2.7% | 0.09% | -7.2% |
| New | BLACKLINE INCconvertible bond | $4,141,000 | – | 3,000,000 | – | 0.09% | – | |
| INDA | Sell | ISHARES MSCI INDIA ETFetf | $4,110,000 | +2.4% | 121,400 | -12.2% | 0.09% | 0.0% |
| Sell | WORKDAY INCconvertible bond | $3,852,000 | -44.1% | 2,500,000 | -50.0% | 0.08% | -45.1% | |
| JFR | Sell | NUVEEN FLOATING RATE INCOME FUND | $3,819,000 | -48.3% | 459,633 | -50.8% | 0.08% | -49.4% |
| Sell | GUIDEWIRE SOFTWARE INCconvertible bond | $3,753,000 | -22.7% | 3,258,000 | -21.6% | 0.08% | -24.1% | |
| VVR | Sell | INVESCO SENIOR INCOME TRUST | $3,660,000 | -64.4% | 1,000,000 | -66.3% | 0.08% | -64.9% |
| New | INVITATION HOMES INCconvertible bond | $3,694,000 | – | 2,850,000 | – | 0.08% | – | |
| Buy | REPLIGEN CORPconvertible bond | $3,577,000 | +23.3% | 2,506,000 | +8.7% | 0.08% | +21.9% | |
| New | LIBERTY LATIN AMERICA LTDconvertible bond | $3,585,000 | – | 4,359,000 | – | 0.08% | – | |
| New | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEconvertible bond | $3,515,000 | – | 2,951,000 | – | 0.08% | – | |
| New | WORKIVA INCconvertible bond | $3,403,000 | – | 3,400,000 | – | 0.07% | – | |
| New | CONMED CORPconvertible bond | $3,373,000 | – | 3,000,000 | – | 0.07% | – | |
| Sell | BOINGO WIRELESS INCconvertible bond | $3,291,000 | -57.3% | 3,746,000 | -56.6% | 0.07% | -57.9% | |
| Sell | JAZZ PHARMACEUTICALS PLCconvertible bond | $3,064,000 | -35.6% | 3,021,000 | -41.7% | 0.07% | -36.8% | |
| Buy | PRA GROUP INCconvertible bond | $2,917,000 | +40.7% | 2,649,999 | +32.5% | 0.06% | +37.0% | |
| Sell | PDC ENERGY INCconvertible bond | $2,870,000 | -18.0% | 2,995,000 | -20.3% | 0.06% | -20.5% | |
| Buy | CALAMP CORPconvertible bond | $2,763,000 | +136.4% | 3,369,000 | +125.1% | 0.06% | +130.8% | |
| EFR | Sell | EATON VANCE SENIOR FLOATING-RATE TRUST | $2,594,000 | -9.8% | 223,098 | -12.2% | 0.06% | -12.5% |
| New | MOMO INCconvertible bond | $2,597,000 | – | 3,299,000 | – | 0.06% | – | |
| Sell | NUANCE COMMUNICATIONS INCconvertible bond | $2,543,000 | -16.4% | 1,543,000 | -34.1% | 0.06% | -19.1% | |
| Buy | NEWPARK RESOURCES INCconvertible bond | $2,507,000 | +91.7% | 2,843,000 | +94.9% | 0.06% | +89.7% | |
| Buy | NUANCE COMMUNICATIONS INCconvertible bond | $2,330,000 | +294.2% | 1,600,000 | +220.0% | 0.05% | +292.3% | |
| Sell | ZYNGA INCconvertible bond | $2,102,000 | -55.7% | 1,655,000 | -54.7% | 0.05% | -56.2% | |
| Sell | ILLUMINA INCconvertible bond | $2,103,000 | -57.1% | 1,970,000 | -55.9% | 0.05% | -57.8% | |
| Sell | PURE STORAGE INCconvertible bond | $2,009,000 | -71.2% | 2,064,000 | -70.8% | 0.04% | -71.6% | |
| Sell | FLEXION THERAPEUTICS INCconvertible bond | $1,955,000 | -74.0% | 2,457,000 | -72.7% | 0.04% | -74.3% | |
| Sell | ALLEGHENY TECHNOLOGIES INCconvertible bond | $1,926,000 | -51.8% | 1,869,000 | -50.0% | 0.04% | -52.8% | |
| New | TEAM INCconvertible bond | $1,902,000 | – | 2,263,000 | – | 0.04% | – | |
| Sell | ZILLOW GROUP INCconvertible bond | $1,875,000 | -76.5% | 1,312,000 | -82.9% | 0.04% | -76.8% | |
| Sell | BOOKING HOLDINGS INCconvertible bond | $1,848,000 | -49.4% | 1,733,000 | -49.5% | 0.04% | -50.6% | |
| Sell | IQIYI INCconvertible bond | $1,812,000 | -65.0% | 1,900,000 | -63.5% | 0.04% | -66.1% | |
| Buy | HUAZHU GROUP LTDconvertible bond | $1,692,000 | +237.1% | 1,500,000 | +200.0% | 0.04% | +236.4% | |
| VTA | Buy | INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND | $1,724,000 | +4.2% | 187,296 | +0.7% | 0.04% | 0.0% |
| Sell | Q2 HOLDINGS INCconvertible bond | $1,475,000 | -56.9% | 1,200,000 | -60.0% | 0.03% | -57.9% | |
| LEA | New | LEAR CORP | $1,472,000 | – | 13,498 | – | 0.03% | – |
| Sell | TESLA INCconvertible bond | $1,393,000 | +1.8% | 213,000 | -48.4% | 0.03% | 0.0% | |
| New | CLEVELAND-CLIFFS INCconvertible bond | $1,038,000 | – | 1,000,000 | – | 0.02% | – | |
| New | VIAVI SOLUTIONS INCconvertible bond | $750,000 | – | 664,000 | – | 0.02% | – | |
| Sell | MICROCHIP TECHNOLOGY INCconvertible bond | $462,000 | -91.3% | 300,000 | -91.7% | 0.01% | -91.5% | |
| New | PINDUODUO INCconvertible bond | $379,000 | – | 209,000 | – | 0.01% | – | |
| Sell | COLONY CAPITAL INCconvertible bond | $328,000 | -97.3% | 326,000 | -97.4% | 0.01% | -97.4% | |
| New | FIREEYE INCconvertible bond | $259,000 | – | 278,000 | – | 0.01% | – | |
| Sell | II-VI INCconvertible bond | $163,000 | -95.4% | 145,000 | -95.2% | 0.00% | -94.9% | |
| Exit | DOCUSIGN INCconvertible bond | $0 | – | -99,000 | – | -0.01% | – | |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -28,000 | – | -0.01% | – |
| CCIPRA | Exit | CROWN CASTLE INTERNATIONAL CORPconvertible prfd | $0 | – | -326 | – | -0.01% | – |
| DHRPRA | Exit | DANAHER CORPconvertible prfd | $0 | – | -461 | – | -0.01% | – |
| SRNE | Exit | SORRENTO THERAPEUTICS INC | $0 | – | -100,500 | – | -0.01% | – |
| Exit | ATLAS AIR WORLDWIDE HOLDINGS INCconvertible bond | $0 | – | -1,074,000 | – | -0.02% | – | |
| Exit | SEACOR HOLDINGS INCconvertible bond | $0 | – | -1,563,000 | – | -0.03% | – | |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HOLDINGS INC | $0 | – | -1,681,898 | – | -0.04% | – |
| Exit | RAMBUS INCconvertible bond | $0 | – | -2,054,000 | – | -0.05% | – | |
| Exit | INVACARE CORPconvertible bond | $0 | – | -2,272,000 | – | -0.05% | – | |
| Exit | TRANSOCEAN LTDconvertible bond | $0 | – | -5,278,000 | – | -0.05% | – | |
| Exit | PACIRA BIOSCIENCES INCconvertible bond | $0 | – | -2,000,000 | – | -0.05% | – | |
| Exit | ENVESTNET INCconvertible bond | $0 | – | -2,200,000 | – | -0.06% | – | |
| Exit | CHEGG INCconvertible bond | $0 | – | -2,354,000 | – | -0.07% | – | |
| EFT | Exit | EATON VANCE FLOATING-RATE INCOME TRUST | $0 | – | -297,900 | – | -0.08% | – |
| Exit | REALPAGE INCconvertible bond | $0 | – | -3,300,000 | – | -0.08% | – | |
| Exit | TUTOR PERINI CORPconvertible bond | $0 | – | -4,095,000 | – | -0.09% | – | |
| Exit | RADIUS HEALTH INCconvertible bond | $0 | – | -5,565,000 | – | -0.09% | – | |
| Exit | OIL STATES INTERNATIONAL INCconvertible bond | $0 | – | -8,188,000 | – | -0.09% | – | |
| Exit | PALO ALTO NETWORKS INCconvertible bond | $0 | – | -4,397,999 | – | -0.10% | – | |
| Exit | CREE INCconvertible bond | $0 | – | -4,200,000 | – | -0.11% | – | |
| Exit | SQUARE INCconvertible bond | $0 | – | -4,000,000 | – | -0.13% | – | |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -715,247 | – | -0.13% | – |
| Exit | SPLUNK INCconvertible bond | $0 | – | -4,395,000 | – | -0.14% | – | |
| Exit | PRA GROUP INCconvertible bond | $0 | – | -11,654,000 | – | -0.26% | – | |
| ERI | Exit | ELDORADO RESORTS INC | $0 | – | -450,000 | – | -0.40% | – |
| BABA | Exit | ALIBABA GROUP HOLDING LTD | $0 | – | -282,547 | – | -1.35% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -29,544,139 | – | -1.44% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -6,433,140 | – | -2.76% | – |
| CZR | Exit | CAESARS ENTERTAINMENT CORP | $0 | – | -15,250,000 | – | -4.11% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | New | VISTRA ENERGY CORP | $563,777,000 | – | 30,278,055 | – | 12.52% | – |
| TRMD | New | TORM PLC | $355,596,000 | – | 51,804,925 | – | 7.90% | – |
| ALLY | New | ALLY FINANCIAL INC | $283,936,000 | – | 14,318,541 | – | 6.30% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $257,439,000 | – | 39,006,017 | – | 5.72% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | $215,923,000 | – | 3,803,479 | – | 4.79% | – |
| PCG | New | PG&E CORP | $199,575,000 | – | 22,500,000 | – | 4.43% | – |
| CZR | New | CAESARS ENTERTAINMENT CORP | $184,982,000 | – | 15,250,000 | – | 4.11% | – |
| INFN | New | INFINERA CORP | $149,038,000 | – | 25,175,384 | – | 3.31% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $124,095,000 | – | 6,433,140 | – | 2.76% | – |
| AU | New | ANGLOGOLD ASHANTI LTD | $94,730,000 | – | 3,212,281 | – | 2.10% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $93,250,000 | – | 3,284,636 | – | 2.07% | – |
| ITUB | New | ITAU UNIBANCO HOLDING SA | $89,162,000 | – | 19,011,118 | – | 1.98% | – |
| NMIH | New | NMI HOLDINGS INC | $70,752,000 | – | 4,400,000 | – | 1.57% | – |
| CX | New | CEMEX SAB DE CV | $68,941,000 | – | 23,938,116 | – | 1.53% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $64,701,000 | – | 29,544,139 | – | 1.44% | – |
| BRY | New | BERRY PETROLEUM CORP | $62,371,000 | – | 12,913,313 | – | 1.38% | – |
| BABA | New | ALIBABA GROUP HOLDING LTD | $60,945,000 | – | 282,547 | – | 1.35% | – |
| New | EXANTAS CAPITAL CORPconvertible bond | $58,570,000 | – | 76,314,000 | – | 1.30% | – | |
| BIDU | New | BAIDU INC | $50,750,000 | – | 423,307 | – | 1.13% | – |
| IBN | New | ICICI BANK LTD | $48,781,000 | – | 5,251,011 | – | 1.08% | – |
| New | DISH NETWORK CORPconvertible bond | $43,209,000 | – | 46,910,000 | – | 0.96% | – | |
| LBTYK | New | Liberty Global PLC | $43,020,000 | – | 2,000,000 | – | 0.96% | – |
| CCS | New | CENTURY COMMUNITIES INC | $41,850,000 | – | 1,365,000 | – | 0.93% | – |
| AFYA | New | AFYA LTD | $41,223,000 | – | 1,758,666 | – | 0.92% | – |
| STKL | New | SUNOPTA INC | $38,035,000 | – | 8,092,699 | – | 0.84% | – |
| PBR | New | PETROLEO BRASILEIRO SA | $33,995,000 | – | 4,110,666 | – | 0.76% | – |
| MELI | New | MERCADOLIBRE INC | $32,234,000 | – | 32,700 | – | 0.72% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $30,277,000 | – | 2,939,537 | – | 0.67% | – |
| BATL | New | BATTALION OIL CORP | $28,594,000 | – | 3,009,912 | – | 0.64% | – |
| BBD | New | BANCO BRADESCO SA | $28,327,000 | – | 7,435,056 | – | 0.63% | – |
| MTG | New | MGIC INVESTMENT CORP | $24,733,000 | – | 3,020,000 | – | 0.55% | – |
| COOP | New | MR COOPER GROUP INC | $23,978,000 | – | 1,927,544 | – | 0.53% | – |
| TEO | New | TELECOM ARGENTINA SA | $20,231,000 | – | 2,260,500 | – | 0.45% | – |
| New | INTERCEPT PHARMACEUTICALS INCconvertible bond | $20,172,000 | – | 26,629,000 | – | 0.45% | – | |
| New | HERBALIFE NUTRITION LTDconvertible bond | $20,181,000 | – | 20,437,000 | – | 0.45% | – | |
| New | FORTIVE CORPconvertible bond | $19,276,000 | – | 19,527,000 | – | 0.43% | – | |
| AZUL | New | AZUL SA | $18,938,000 | – | 1,693,938 | – | 0.42% | – |
| ERI | New | ELDORADO RESORTS INC | $18,027,000 | – | 450,000 | – | 0.40% | – |
| KC | New | KINGSOFT CORP LTD | $17,927,000 | – | 568,756 | – | 0.40% | – |
| New | LIGAND PHARMACEUTICALS INCconvertible bond | $17,437,000 | – | 19,826,000 | – | 0.39% | – | |
| New | NABORS INDUSTRIES LTDconvertible bond | $17,263,000 | – | 46,598,000 | – | 0.38% | – | |
| SQM | New | SOCIEDAD QUIMICA Y MINERA DE CHILE SA | $15,746,000 | – | 604,020 | – | 0.35% | – |
| New | TWITTER INCconvertible bond | $15,505,000 | – | 15,805,000 | – | 0.34% | – | |
| New | TEVA PHARMACEUTICAL INDUSTRIES LTDconvertible bond | $15,034,000 | – | 15,366,000 | – | 0.33% | – | |
| New | FIREEYE INCconvertible bond | $14,729,000 | – | 15,543,000 | – | 0.33% | – | |
| New | HOPE BANCORP INCconvertible bond | $14,695,000 | – | 17,731,000 | – | 0.33% | – | |
| New | SUPERNUS PHARMACEUTICALS INCconvertible bond | $14,613,000 | – | 16,511,000 | – | 0.32% | – | |
| New | MARRIOTT VACATIONS WORLDWIDE CORPconvertible bond | $13,842,000 | – | 14,953,000 | – | 0.31% | – | |
| New | ENCORE CAPITAL GROUP INCconvertible bond | $13,193,000 | – | 13,661,000 | – | 0.29% | – | |
| New | MACQUARIE INFRASTRUCTURE CORPconvertible bond | $13,147,000 | – | 15,157,000 | – | 0.29% | – | |
| New | SSR MINING INCconvertible bond | $12,319,000 | – | 8,849,000 | – | 0.27% | – | |
| New | ATLAS AIR WORLDWIDE HOLDINGS INCconvertible bond | $12,197,000 | – | 12,778,000 | – | 0.27% | – | |
| New | COLONY CAPITAL INCconvertible bond | $12,064,000 | – | 12,626,000 | – | 0.27% | – | |
| New | DYCOM INDUSTRIES INCconvertible bond | $12,040,000 | – | 12,708,000 | – | 0.27% | – | |
| New | VONAGE HOLDINGS CORPconvertible bond | $11,883,000 | – | 12,673,000 | – | 0.26% | – | |
| New | GREENBRIER COS INC/THEconvertible bond | $11,879,000 | – | 14,369,000 | – | 0.26% | – | |
| New | DISH NETWORK CORPconvertible bond | $11,895,000 | – | 13,238,000 | – | 0.26% | – | |
| New | RETROPHIN INCconvertible bond | $11,836,000 | – | 14,178,000 | – | 0.26% | – | |
| New | VERINT SYSTEMS INCconvertible bond | $11,820,000 | – | 11,909,000 | – | 0.26% | – | |
| New | PRA GROUP INCconvertible bond | $11,615,000 | – | 11,654,000 | – | 0.26% | – | |
| New | NEW RELIC INCconvertible bond | $11,534,000 | – | 11,907,000 | – | 0.26% | – | |
| XEC | New | CIMAREX ENERGY CO | $11,428,000 | – | 415,735 | – | 0.25% | – |
| TV | New | GRUPO TELEVISA SAB | $11,203,000 | – | 2,138,000 | – | 0.25% | – |
| TGS | New | TRANSPORTADORA DE GAS DEL SUR SA | $11,230,000 | – | 1,994,729 | – | 0.25% | – |
| New | PATRICK INDUSTRIES INCconvertible bond | $11,086,000 | – | 11,010,000 | – | 0.25% | – | |
| GLIBA | New | GCI LIBERTY INC | $10,668,000 | – | 150,000 | – | 0.24% | – |
| New | WESTERN DIGITAL CORPconvertible bond | $10,640,000 | – | 11,259,000 | – | 0.24% | – | |
| New | HERCULES CAPITAL INCconvertible bond | $10,584,000 | – | 10,836,000 | – | 0.24% | – | |
| VVR | New | INVESCO SENIOR INCOME TRUST | $10,273,000 | – | 2,969,177 | – | 0.23% | – |
| VIST | New | VISTA OIL & GAS SAB DE CV | $9,555,000 | – | 3,133,000 | – | 0.21% | – |
| PAM | New | PAMPA ENERGIA SA | $8,906,000 | – | 849,000 | – | 0.20% | – |
| New | SFL CORP LTDconvertible bond | $8,335,000 | – | 8,742,000 | – | 0.18% | – | |
| New | VEECO INSTRUMENTS INCconvertible bond | $8,259,000 | – | 9,017,000 | – | 0.18% | – | |
| New | GOLDMAN SACHS BDC INCconvertible bond | $8,209,000 | – | 8,251,000 | – | 0.18% | – | |
| New | INSMED INCconvertible bond | $8,132,000 | – | 8,325,000 | – | 0.18% | – | |
| JQC | New | NUVEEN CREDIT STRATEGIES INCOME FUND | $8,064,000 | – | 1,380,972 | – | 0.18% | – |
| New | PLURALSIGHT INCconvertible bond | $7,995,000 | – | 9,006,000 | – | 0.18% | – | |
| New | ZILLOW GROUP INCconvertible bond | $7,991,000 | – | 7,673,000 | – | 0.18% | – | |
| GTH | New | GENETRON HOLDINGS LTD | $7,887,000 | – | 653,441 | – | 0.18% | – |
| New | AVAYA HOLDINGS CORPconvertible bond | $7,825,000 | – | 9,456,000 | – | 0.17% | – | |
| New | CARDTRONICS PLCconvertible bond | $7,811,000 | – | 7,880,000 | – | 0.17% | – | |
| New | BOINGO WIRELESS INCconvertible bond | $7,703,000 | – | 8,631,000 | – | 0.17% | – | |
| New | KKR REAL ESTATE FINANCE TRUST INCconvertible bond | $7,602,000 | – | 7,882,000 | – | 0.17% | – | |
| New | NUTANIX INCconvertible bond | $7,587,000 | – | 8,545,000 | – | 0.17% | – | |
| New | WEIBO CORPconvertible bond | $7,534,000 | – | 8,059,000 | – | 0.17% | – | |
| New | NEW MOUNTAIN FINANCE CORPconvertible bond | $7,530,000 | – | 8,001,000 | – | 0.17% | – | |
| New | FLEXION THERAPEUTICS INCconvertible bond | $7,532,000 | – | 8,987,000 | – | 0.17% | – | |
| JFR | New | NUVEEN FLOATING RATE INCOME FUND | $7,380,000 | – | 934,302 | – | 0.16% | – |
| New | GUESS INCconvertible bond | $7,355,000 | – | 10,877,000 | – | 0.16% | – | |
| TSQ | New | TOWNSQUARE MEDIA INC | $7,130,000 | – | 1,595,224 | – | 0.16% | – |
| New | PURE STORAGE INCconvertible bond | $6,976,000 | – | 7,078,000 | – | 0.16% | – | |
| New | VISHAY INTERTECHNOLOGY INCconvertible bond | $6,968,000 | – | 7,452,000 | – | 0.16% | – | |
| New | BLACKSTONE MORTGAGE TRUST INCconvertible bond | $6,955,000 | – | 7,380,000 | – | 0.15% | – | |
| New | WORKDAY INCconvertible bond | $6,897,000 | – | 5,000,000 | – | 0.15% | – | |
| New | SPLUNK INCconvertible bond | $6,345,000 | – | 4,395,000 | – | 0.14% | – | |
| IHRT | New | IHEARTMEDIA INC | $5,972,000 | – | 715,247 | – | 0.13% | – |
| New | SQUARE INCconvertible bond | $5,959,000 | – | 4,000,000 | – | 0.13% | – | |
| FRA | New | BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | $5,895,000 | – | 527,327 | – | 0.13% | – |
| New | HELIX ENERGY SOLUTIONS GROUP INCconvertible bond | $5,828,000 | – | 6,815,000 | – | 0.13% | – | |
| New | EZCORP INCconvertible bond | $5,584,000 | – | 7,130,000 | – | 0.12% | – | |
| New | AIR TRANSPORT SERVICES GROUP INCconvertible bond | $5,474,000 | – | 5,753,000 | – | 0.12% | – | |
| New | BENEFITFOCUS INCconvertible bond | $5,400,000 | – | 6,821,000 | – | 0.12% | – | |
| OACWS | New | OAKTREE ACQUISITION CORPwarrant | $5,302,000 | – | 4,016,667 | – | 0.12% | – |
| New | MICROCHIP TECHNOLOGY INCconvertible bond | $5,333,000 | – | 3,610,000 | – | 0.12% | – | |
| New | IQIYI INCconvertible bond | $5,182,000 | – | 5,200,000 | – | 0.12% | – | |
| BACPRL | New | BANK OF AMERICA CORPconvertible prfd | $5,111,000 | – | 3,808 | – | 0.11% | – |
| New | AMAG PHARMACEUTICALS INCconvertible bond | $5,023,000 | – | 6,407,000 | – | 0.11% | – | |
| New | CREE INCconvertible bond | $4,949,000 | – | 4,200,000 | – | 0.11% | – | |
| BELFB | New | BEL FUSE INC | $4,964,000 | – | 462,679 | – | 0.11% | – |
| New | ILLUMINA INCconvertible bond | $4,898,000 | – | 4,470,000 | – | 0.11% | – | |
| New | GUIDEWIRE SOFTWARE INCconvertible bond | $4,857,000 | – | 4,158,000 | – | 0.11% | – | |
| ASC | New | ARDMORE SHIPPING CORP | $4,885,000 | – | 1,125,709 | – | 0.11% | – |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $4,758,000 | – | 5,183,000 | – | 0.11% | – | |
| New | PALO ALTO NETWORKS INCconvertible bond | $4,712,000 | – | 4,397,999 | – | 0.10% | – | |
| New | ZYNGA INCconvertible bond | $4,741,000 | – | 3,655,000 | – | 0.10% | – | |
| New | EXACT SCIENCES CORPconvertible bond | $4,684,000 | – | 4,500,000 | – | 0.10% | – | |
| BAK | New | BRASKEM SA | $4,494,000 | – | 519,550 | – | 0.10% | – |
| New | JAZZ PHARMACEUTICALS PLCconvertible bond | $4,451,000 | – | 4,557,000 | – | 0.10% | – | |
| API | New | AGORA INC | $4,357,000 | – | 98,645 | – | 0.10% | – |
| New | ARES CAPITAL CORPconvertible bond | $4,363,000 | – | 4,458,000 | – | 0.10% | – | |
| New | ON SEMICONDUCTOR CORPconvertible bond | $4,256,000 | – | 3,500,000 | – | 0.09% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCconvertible bond | $4,172,000 | – | 4,761,000 | – | 0.09% | – | |
| New | OIL STATES INTERNATIONAL INCconvertible bond | $4,129,000 | – | 8,188,000 | – | 0.09% | – | |
| New | RADIUS HEALTH INCconvertible bond | $4,099,000 | – | 5,565,000 | – | 0.09% | – | |
| New | TWO HARBORS INVESTMENT CORPconvertible bond | $4,046,000 | – | 4,029,000 | – | 0.09% | – | |
| New | HCI GROUP INCconvertible bond | $4,015,000 | – | 4,042,000 | – | 0.09% | – | |
| New | ALLEGHENY TECHNOLOGIES INCconvertible bond | $3,999,000 | – | 3,740,000 | – | 0.09% | – | |
| INDA | New | ISHARES MSCI INDIA ETFetf | $4,013,000 | – | 138,300 | – | 0.09% | – |
| New | TUTOR PERINI CORPconvertible bond | $3,898,000 | – | 4,095,000 | – | 0.09% | – | |
| HFRO | New | HIGHLAND INCOME FUND | $3,783,000 | – | 470,000 | – | 0.08% | – |
| New | SOUTHWEST AIRLINES COconvertible bond | $3,738,000 | – | 3,100,000 | – | 0.08% | – | |
| New | BOOKING HOLDINGS INCconvertible bond | $3,653,000 | – | 3,431,000 | – | 0.08% | – | |
| New | EVOLENT HEALTH INCconvertible bond | $3,631,000 | – | 4,147,000 | – | 0.08% | – | |
| New | II-VI INCconvertible bond | $3,563,000 | – | 3,000,000 | – | 0.08% | – | |
| New | REALPAGE INCconvertible bond | $3,564,000 | – | 3,300,000 | – | 0.08% | – | |
| New | PDC ENERGY INCconvertible bond | $3,498,000 | – | 3,758,000 | – | 0.08% | – | |
| New | Q2 HOLDINGS INCconvertible bond | $3,421,000 | – | 3,000,000 | – | 0.08% | – | |
| EFT | New | EATON VANCE FLOATING-RATE INCOME TRUST | $3,396,000 | – | 297,900 | – | 0.08% | – |
| VEON | New | VEON LTD | $3,382,000 | – | 1,878,900 | – | 0.08% | – |
| New | CHEGG INCconvertible bond | $3,340,000 | – | 2,354,000 | – | 0.07% | – | |
| New | INVACARE CORPconvertible bond | $3,160,000 | – | 3,709,000 | – | 0.07% | – | |
| New | NUANCE COMMUNICATIONS INCconvertible bond | $3,043,000 | – | 2,343,000 | – | 0.07% | – | |
| EFR | New | EATON VANCE SENIOR FLOATING-RATE TRUST | $2,876,000 | – | 254,100 | – | 0.06% | – |
| New | REPLIGEN CORPconvertible bond | $2,901,000 | – | 2,306,000 | – | 0.06% | – | |
| New | Qiagen NVconvertible bond | $2,818,000 | – | 2,600,000 | – | 0.06% | – | |
| New | ENVESTNET INCconvertible bond | $2,717,000 | – | 2,200,000 | – | 0.06% | – | |
| New | GOLAR LNG LTDconvertible bond | $2,537,000 | – | 3,423,000 | – | 0.06% | – | |
| OCSI | New | OAKTREE STRATEGIC INCOME CORP | $2,485,000 | – | 392,000 | – | 0.06% | – |
| OIBRC | New | OI SA | $2,311,000 | – | 2,201,646 | – | 0.05% | – |
| New | SYNAPTICS INCconvertible bond | $2,242,000 | – | 2,100,000 | – | 0.05% | – | |
| MSGE | New | MADISON SQUARE GARDEN ENTERTAINMENT CORP | $2,250,000 | – | 30,000 | – | 0.05% | – |
| New | TRANSOCEAN LTDconvertible bond | $2,202,000 | – | 5,278,000 | – | 0.05% | – | |
| New | PACIRA BIOSCIENCES INCconvertible bond | $2,187,000 | – | 2,000,000 | – | 0.05% | – | |
| New | SUNPOWER CORPconvertible bond | $2,214,000 | – | 2,726,000 | – | 0.05% | – | |
| New | JOYY INCconvertible bond | $2,197,000 | – | 2,000,000 | – | 0.05% | – | |
| New | RAMBUS INCconvertible bond | $2,148,000 | – | 2,054,000 | – | 0.05% | – | |
| New | INVACARE CORPconvertible bond | $2,154,000 | – | 2,272,000 | – | 0.05% | – | |
| New | PRA GROUP INCconvertible bond | $2,073,000 | – | 2,000,000 | – | 0.05% | – | |
| New | VEREIT INCconvertible bond | $2,064,000 | – | 2,066,000 | – | 0.05% | – | |
| New | STARWOOD PROPERTY TRUST INCconvertible bond | $1,926,000 | – | 2,006,000 | – | 0.04% | – | |
| CCO | New | CLEAR CHANNEL OUTDOOR HOLDINGS INC | $1,749,000 | – | 1,681,898 | – | 0.04% | – |
| VTA | New | INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND | $1,655,000 | – | 185,968 | – | 0.04% | – |
| New | NEW YORK MORTGAGE TRUST INCconvertible bond | $1,658,000 | – | 1,823,000 | – | 0.04% | – | |
| New | ON SEMICONDUCTOR CORPconvertible bond | $1,606,000 | – | 1,376,000 | – | 0.04% | – | |
| New | GREEN PLAINS INCconvertible bond | $1,583,000 | – | 1,978,000 | – | 0.04% | – | |
| New | SEACOR HOLDINGS INCconvertible bond | $1,548,000 | – | 1,563,000 | – | 0.03% | – | |
| New | SEACOR HOLDINGS INCconvertible bond | $1,485,000 | – | 1,700,000 | – | 0.03% | – | |
| LOMA | New | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $1,456,000 | – | 342,000 | – | 0.03% | – |
| New | TESLA INCconvertible bond | $1,369,000 | – | 413,000 | – | 0.03% | – | |
| New | NEWPARK RESOURCES INCconvertible bond | $1,308,000 | – | 1,459,000 | – | 0.03% | – | |
| OCSL | New | OAKTREE SPECIALTY LENDING CORP | $1,233,000 | – | 276,000 | – | 0.03% | – |
| New | CALAMP CORPconvertible bond | $1,169,000 | – | 1,497,000 | – | 0.03% | – | |
| New | NEOGENOMICS INCconvertible bond | $1,075,000 | – | 1,000,000 | – | 0.02% | – | |
| New | ATLAS AIR WORLDWIDE HOLDINGS INCconvertible bond | $1,038,000 | – | 1,074,000 | – | 0.02% | – | |
| SIGA | New | SIGA TECHNOLOGIES INC | $944,000 | – | 159,782 | – | 0.02% | – |
| BELFA | New | BEL FUSE INC | $717,000 | – | 71,613 | – | 0.02% | – |
| New | TWITTER INCconvertible bond | $656,000 | – | 695,000 | – | 0.02% | – | |
| SRNE | New | SORRENTO THERAPEUTICS INC | $631,000 | – | 100,500 | – | 0.01% | – |
| DHRPRA | New | DANAHER CORPconvertible prfd | $574,000 | – | 461 | – | 0.01% | – |
| New | NUANCE COMMUNICATIONS INCconvertible bond | $591,000 | – | 500,000 | – | 0.01% | – | |
| CCIPRA | New | CROWN CASTLE INTERNATIONAL CORPconvertible prfd | $484,000 | – | 326 | – | 0.01% | – |
| AMPY | New | AMPLIFY ENERGY CORP | $504,000 | – | 410,041 | – | 0.01% | – |
| New | HUAZHU GROUP LTDconvertible bond | $502,000 | – | 500,000 | – | 0.01% | – | |
| BCEI | New | BONANZA CREEK ENERGY INC | $414,000 | – | 28,000 | – | 0.01% | – |
| New | QUOTIENT TECHNOLOGY INCconvertible bond | $373,000 | – | 412,000 | – | 0.01% | – | |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $259,000 | – | 32,142 | – | 0.01% | – |
| New | DOCUSIGN INCconvertible bond | $241,000 | – | 99,000 | – | 0.01% | – | |
| DSSI | New | DIAMOND S SHIPPING INC | $176,000 | – | 22,076 | – | 0.00% | – |
| IEA | New | INFRASTRUCTURE & ENERGY ALTERNATIVES LLC | $187,000 | – | 46,904 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IEA | Exit | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | $0 | – | -18,926 | – | -0.00% | – |
| UPLCQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -590,799 | – | -0.00% | – |
| DSSI | Exit | DIAMOND S SHIPPING INC | $0 | – | -22,076 | – | -0.01% | – |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -32,142 | – | -0.01% | – |
| USWSW | Exit | US WELL SERVICES INCwarrant strike 5.75 exp 11/09/2023 | $0 | – | -1,500,000 | – | -0.01% | – |
| XOGAQ | Exit | EXTRACTION OIL & GAS INC | $0 | – | -172,787 | – | -0.01% | – |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -135,000 | – | -0.01% | – |
| CBB | Exit | CINCINNATI BELL INC | $0 | – | -132,500 | – | -0.01% | – |
| WTRU | Exit | AQUA AMERICA INC6.00 cv pfd pnc | $0 | – | -13,000 | – | -0.02% | – |
| SIGA | Exit | SIGA TECHNOLOGIES INC | $0 | – | -159,782 | – | -0.02% | – |
| Exit | ILLUMINA INCcv sr unsec nt | $0 | – | -600,000 | – | -0.02% | – | |
| BELFA | Exit | BEL FUSE INC | $0 | – | -71,613 | – | -0.02% | – |
| Exit | WEIBO CORPcv sr unsec nt | $0 | – | -1,160,000 | – | -0.02% | – | |
| Exit | WIX.COM LTDcv sr unsec nt | $0 | – | -990,000 | – | -0.02% | – | |
| Exit | SQUARE INCcv sr unsec nt | $0 | – | -1,000,000 | – | -0.02% | – | |
| WFCPRL | Exit | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $0 | – | -721 | – | -0.02% | – |
| LOMA | Exit | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $0 | – | -212,000 | – | -0.02% | – |
| Exit | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $0 | – | -1,125,000 | – | -0.03% | – | |
| FPI | Exit | FARMLAND PARTNERS INC | $0 | – | -200,000 | – | -0.03% | – |
| AEPPL | Exit | AMERICAN ELECTRIC POWER CO INC6.125% cv pfd | $0 | – | -24,550 | – | -0.03% | – |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CORP | $0 | – | -276,000 | – | -0.03% | – |
| Exit | SCORPIO TANKERS INCcv sr unsec nt | $0 | – | -1,485,000 | – | -0.03% | – | |
| Exit | IONIS PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -1,386,000 | – | -0.03% | – | |
| DCUE | Exit | DOMINION ENERGY INC7.25% cv pfd | $0 | – | -15,000 | – | -0.03% | – |
| Exit | AKAMAI TECHNOLOGIES INCcv sr unsec nt | $0 | – | -1,375,000 | – | -0.03% | – | |
| Exit | MERITOR INCcv sr unsec nt | $0 | – | -1,595,000 | – | -0.03% | – | |
| Exit | EXACT SCIENCES CORPcv sr unsec nt | $0 | – | -1,492,000 | – | -0.03% | – | |
| Exit | INVACARE CORPcv sr unsec nt | $0 | – | -1,745,000 | – | -0.03% | – | |
| Exit | WHITING PETROLEUM CORPcv sr unsec nt | $0 | – | -1,685,000 | – | -0.03% | – | |
| ASRT | Exit | ASSERTIO THERAPEUTICS INC | $0 | – | -1,492,455 | – | -0.04% | – |
| Exit | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $0 | – | -1,905,000 | – | -0.04% | – | |
| Exit | REPLIGEN CORPcv sr unsec nt | $0 | – | -2,000,000 | – | -0.04% | – | |
| Exit | PRA GROUP INCcv sr unsec nt pnc | $0 | – | -2,000,000 | – | -0.04% | – | |
| Exit | ASSERTIO THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -2,780,000 | – | -0.04% | – | |
| Exit | OSI SYSTEMS INCcv sr unsec nt pnc | $0 | – | -1,855,000 | – | -0.04% | – | |
| SOLN | Exit | SOUTHERN CO/THE6.75% cv pfd | $0 | – | -40,000 | – | -0.04% | – |
| Exit | SUNPOWER CORPcv sr unsec nt | $0 | – | -2,374,000 | – | -0.04% | – | |
| INDA | Exit | ISHARES MSCI INDIA ETFetp | $0 | – | -64,000 | – | -0.04% | – |
| Exit | RHcv sr unsec nt | $0 | – | -2,000,000 | – | -0.04% | – | |
| Exit | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $0 | – | -2,190,000 | – | -0.04% | – | |
| DHRPRA | Exit | DANAHER CORP4.75% cv pfd | $0 | – | -1,930 | – | -0.04% | – |
| Exit | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCcv sr unsec nt | $0 | – | -1,970,000 | – | -0.04% | – | |
| QTSPRB | Exit | QTS REALTY TRUST INC6.500000% cv pfd perpetual pnc | $0 | – | -17,990 | – | -0.04% | – |
| Exit | CSG SYSTEMS INTERNATIONAL INCcv sr unsec nt pnc | $0 | – | -2,000,000 | – | -0.04% | – | |
| Exit | ENCORE CAPITAL EUROPE FINANCE LTDcv sr unsec nt | $0 | – | -2,250,000 | – | -0.05% | – | |
| OIBRC | Exit | OI SA | $0 | – | -2,201,646 | – | -0.05% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSC | $0 | – | -298,500 | – | -0.05% | – |
| Exit | FTI CONSULTING INCcv sr unsec nt | $0 | – | -1,997,000 | – | -0.05% | – | |
| Exit | INPHI CORPcv sr unsec nt | $0 | – | -2,000,000 | – | -0.05% | – | |
| AMPY | Exit | AMPLIFY ENERGY CORP | $0 | – | -410,750 | – | -0.05% | – |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt | $0 | – | -2,500,000 | – | -0.05% | – | |
| Exit | OIL STATES INTERNATIONAL INCcv sr unsec nt pnc | $0 | – | -3,137,000 | – | -0.05% | – | |
| Exit | MOMO INCcv sr unsec nt | $0 | – | -3,000,000 | – | -0.05% | – | |
| Exit | MEDICINES CO/THEcv sr unsec nt pnc | $0 | – | -2,285,000 | – | -0.05% | – | |
| Exit | SILICON LABORATORIES INCcv sr unsec nt pnc | $0 | – | -2,165,000 | – | -0.06% | – | |
| SREPRB | Exit | SEMPRA ENERGY6.75% cv pfd | $0 | – | -24,350 | – | -0.06% | – |
| Exit | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $0 | – | -2,425,000 | – | -0.06% | – | |
| Exit | HCI GROUP INCcv sr unsec nt | $0 | – | -2,897,000 | – | -0.06% | – | |
| Exit | INVITATION HOMES (IH MERGER SUB LLC)cv sr unsec nt | $0 | – | -2,236,000 | – | -0.06% | – | |
| BACPRL | Exit | BANK OF AMERICA CORP7.250000% cv pfd perpetual pnc | $0 | – | -1,960 | – | -0.06% | – |
| Exit | MARRIOTT VACATIONS WORLDWIDE CORPcv sr unsec nt | $0 | – | -3,000,000 | – | -0.06% | – | |
| CCIPRA | Exit | CROWN CASTLE INTERNATIONAL CORP6.875% cv pfd | $0 | – | -2,402 | – | -0.06% | – |
| Exit | NUANCE COMMUNICATIONS INCcv sr unsec nt | $0 | – | -3,000,000 | – | -0.06% | – | |
| NEEPRO | Exit | NEXTERA ENERGY INC4.872% cv pfd | $0 | – | -60,000 | – | -0.06% | – |
| Exit | NUVASIVE INCcv sr unsec nt pnc | $0 | – | -2,585,000 | – | -0.06% | – | |
| Exit | II-VI INCcv sr unsec nt | $0 | – | -3,000,000 | – | -0.06% | – | |
| BDXA | Exit | BECTON DICKINSON AND CO6.125% cv pfd | $0 | – | -51,050 | – | -0.06% | – |
| Exit | TEVA PHARMACEUTICAL FINANCE CO LLCcv sr unsec nt | $0 | – | -3,480,000 | – | -0.06% | – | |
| OCSI | Exit | OAKTREE STRATEGIC INCOME CORP | $0 | – | -392,000 | – | -0.06% | – |
| Exit | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $0 | – | -3,270,000 | – | -0.06% | – | |
| Exit | INSMED INCcv sr unsec nt pnc | $0 | – | -3,935,000 | – | -0.06% | – | |
| Exit | ON SEMICONDUCTOR CORPcv sr unsec nt | $0 | – | -2,870,000 | – | -0.07% | – | |
| OACWS | Exit | OAKTREE ACQUISITION CORPwarrant | $0 | – | -4,016,667 | – | -0.07% | – |
| Exit | NEUROCRINE BIOSCIENCES INCcv sr unsec nt pnc | $0 | – | -2,500,000 | – | -0.07% | – | |
| Exit | J2 GLOBAL INCcv sr unsec nt cpdi | $0 | – | -2,410,000 | – | -0.07% | – | |
| Exit | GREEN PLAINS INCcv sr unsec nt pnc | $0 | – | -4,364,000 | – | -0.07% | – | |
| Exit | REDFIN CORPcv sr unsec nt pnc | $0 | – | -3,952,000 | – | -0.07% | – | |
| Exit | GUIDEWIRE SOFTWARE INCcv sr unsec nt pnc | $0 | – | -3,500,000 | – | -0.08% | – | |
| VEON | Exit | VEON LTD | $0 | – | -1,678,900 | – | -0.08% | – |
| Exit | LUMENTUM HOLDINGS INCcv sr unsec nt | $0 | – | -3,596,000 | – | -0.08% | – | |
| Exit | ARES CAPITAL CORPcv sr unsec nt | $0 | – | -3,946,000 | – | -0.08% | – | |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HOLDINGS INC | $0 | – | -1,681,898 | – | -0.08% | – |
| Exit | SPLUNK INCcv sr unsec nt pnc | $0 | – | -3,905,000 | – | -0.08% | – | |
| Exit | FIREEYE INCcv sr unsec nt | $0 | – | -4,314,000 | – | -0.08% | – | |
| Exit | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEcv sr unsec nt (lmck/fwonk) | $0 | – | -3,522,000 | – | -0.09% | – | |
| Exit | HUAZHU GROUP LTDcv sr unsec nt | $0 | – | -4,400,000 | – | -0.09% | – | |
| AABA | Exit | ALTABA INC | $0 | – | -241,933 | – | -0.09% | – |
| Exit | VITAMIN SHOPPE INCcv sr unsec nt | $0 | – | -4,895,000 | – | -0.10% | – | |
| STON | Exit | STONEMOR PARTNERS LP | $0 | – | -4,477,857 | – | -0.10% | – |
| Exit | NRG ENERGY INCcv sr unsec nt | $0 | – | -4,430,000 | – | -0.10% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $0 | – | -5,828,000 | – | -0.10% | – | |
| Exit | FLEXION THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -5,609,000 | – | -0.10% | – | |
| Exit | GNC HOLDINGS INCcv sr unsec nt | $0 | – | -5,639,000 | – | -0.10% | – | |
| Exit | VIAVI SOLUTIONS INCcv sr unsec nt | $0 | – | -4,315,000 | – | -0.10% | – | |
| Exit | TWITTER INCcv sr unsec nt | $0 | – | -5,014,000 | – | -0.10% | – | |
| Exit | PALO ALTO NETWORKS INCcv sr unsec nt | $0 | – | -5,000,000 | – | -0.10% | – | |
| Exit | CALAMP CORPcv sr unsec nt pnc | $0 | – | -6,600,000 | – | -0.11% | – | |
| Exit | DERMIRA INCcv sr unsec nt | $0 | – | -6,380,000 | – | -0.11% | – | |
| Exit | ZILLOW GROUP INCcv sr unsec nt pnc | $0 | – | -6,314,000 | – | -0.11% | – | |
| TV | Exit | GRUPO TELEVISA SAB | $0 | – | -566,000 | – | -0.11% | – |
| Exit | RADIUS HEALTH INCcv sr unsec nt pnc | $0 | – | -6,315,000 | – | -0.11% | – | |
| Exit | BOOKING HOLDINGS INCcv sr unsec nt | $0 | – | -5,000,000 | – | -0.11% | – | |
| Exit | CALAMP CORPcv sr unsec nt | $0 | – | -6,059,000 | – | -0.12% | – | |
| Exit | VISHAY INTERTECHNOLOGY INCcv sr unsec nt | $0 | – | -6,410,000 | – | -0.12% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $0 | – | -6,030,000 | – | -0.12% | – | |
| Exit | NABORS INDUSTRIES INCcv sr unsec nt | $0 | – | -9,555,000 | – | -0.12% | – | |
| Exit | NEVRO CORPcv sr unsec nt | $0 | – | -5,653,000 | – | -0.13% | – | |
| Exit | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $0 | – | -6,162,000 | – | -0.13% | – | |
| Exit | GOLAR LNG LTDcv sr unsec nt | $0 | – | -7,859,000 | – | -0.14% | – | |
| BELFB | Exit | BEL FUSE INC | $0 | – | -462,679 | – | -0.14% | – |
| PVAC | Exit | PENN VIRGINIA CORP | $0 | – | -248,979 | – | -0.14% | – |
| Exit | SM ENERGY COcv sr unsec nt | $0 | – | -8,144,000 | – | -0.14% | – | |
| Exit | TESLA INCcv sr unsec nt | $0 | – | -8,365,000 | – | -0.16% | – | |
| PCG | Exit | PG&E CORP | $0 | – | -815,000 | – | -0.16% | – |
| Exit | BLACKROCK TCP CAPITAL CORPcv sr unsec nt | $0 | – | -8,773,000 | – | -0.17% | – | |
| GLIBA | Exit | GCI LIBERTY INC | $0 | – | -150,000 | – | -0.18% | – |
| Exit | VEECO INSTRUMENTS INCcv sr unsec nt pnc | $0 | – | -10,516,000 | – | -0.18% | – | |
| Exit | ARBOR REALTY TRUST INCcv sr unsec nt | $0 | – | -8,942,000 | – | -0.19% | – | |
| VIST | Exit | VISTA OIL & GAS SAB DE CV | $0 | – | -1,880,000 | – | -0.19% | – |
| Exit | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $0 | – | -9,850,000 | – | -0.19% | – | |
| Exit | TUTOR PERINI CORPcv sr unsec nt pnc | $0 | – | -10,405,000 | – | -0.20% | – | |
| Exit | PDC ENERGY INCcv sr unsec nt | $0 | – | -10,844,000 | – | -0.20% | – | |
| Exit | TESLA INCcv sr unsec nt | $0 | – | -10,000,000 | – | -0.20% | – | |
| Exit | GOLDMAN SACHS BDC INCcv sr unsec nt | $0 | – | -9,895,000 | – | -0.20% | – | |
| TGS | Exit | TRANSPORTADORA DE GAS DEL SUR SA | $0 | – | -1,208,000 | – | -0.20% | – |
| PAM | Exit | PAMPA ENERGIA SA | $0 | – | -593,000 | – | -0.20% | – |
| Exit | PATRICK INDUSTRIES INCcv sr unsec nt | $0 | – | -11,604,000 | – | -0.21% | – | |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -715,247 | – | -0.21% | – |
| Exit | NUANCE COMMUNICATIONS INCcv sr unsec nt | $0 | – | -11,238,000 | – | -0.22% | – | |
| Exit | SSR MINING INCcv sr unsec nt pnc | $0 | – | -10,769,000 | – | -0.22% | – | |
| TSQ | Exit | TOWNSQUARE MEDIA INC | $0 | – | -1,595,224 | – | -0.22% | – |
| Exit | HERCULES CAPITAL INCcv sr unsec nt | $0 | – | -11,060,000 | – | -0.22% | – | |
| Exit | QIAGEN NVcv sr unsec nt reg s | $0 | – | -11,600,000 | – | -0.24% | – | |
| Exit | MICROCHIP TECHNOLOGY INCcv sr sub nt | $0 | – | -9,767,000 | – | -0.25% | – | |
| Exit | TPG SPECIALTY LENDING INCcv sr unsec nt | $0 | – | -12,516,000 | – | -0.25% | – | |
| Exit | AK STEEL CORPcv sr unsec nt | $0 | – | -12,610,000 | – | -0.25% | – | |
| Exit | GREENBRIER COS INC/THEcv sr unsec nt | $0 | – | -13,292,000 | – | -0.25% | – | |
| Exit | LIGAND PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -15,368,000 | – | -0.25% | – | |
| TEO | Exit | TELECOM ARGENTINA SA | $0 | – | -1,310,500 | – | -0.26% | – |
| YPF | Exit | YPF S.A.-SPONSORED ADRadr | $0 | – | -1,442,103 | – | -0.26% | – |
| Exit | FORESTAR GROUP INCcv sr unsec nt | $0 | – | -13,665,000 | – | -0.27% | – | |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $0 | – | -14,448,000 | – | -0.28% | – | |
| STKL | Exit | SUNOPTA INC | $0 | – | -8,092,699 | – | -0.29% | – |
| YETI | Exit | YETI HOLDINGS INC | $0 | – | -537,629 | – | -0.30% | – |
| Exit | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $0 | – | -15,826,000 | – | -0.32% | – | |
| HUYA | Exit | HUYA INC-ADRadr | $0 | – | -712,025 | – | -0.33% | – |
| Exit | ENCORE CAPITAL GROUP INCcv sr unsec nt | $0 | – | -17,216,000 | – | -0.33% | – | |
| YNDX | Exit | YANDEX NV-A | $0 | – | -488,857 | – | -0.34% | – |
| Exit | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $0 | – | -17,217,000 | – | -0.34% | – | |
| Exit | REDWOOD TRUST INCcv sr unsec nt | $0 | – | -17,851,000 | – | -0.35% | – | |
| AFYA | Exit | AFYA LTD-CLASS A | $0 | – | -697,554 | – | -0.35% | – |
| Exit | HOPE BANCORP INCcv sr unsec nt | $0 | – | -21,372,000 | – | -0.39% | – | |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -415,735 | – | -0.39% | – |
| Exit | PATTERN ENERGY GROUP INCcv sr unsec nt | $0 | – | -19,353,000 | – | -0.40% | – | |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -1,927,544 | – | -0.40% | – |
| Exit | WESTERN DIGITAL CORPcv sr unsec nt pnc | $0 | – | -21,315,000 | – | -0.40% | – | |
| Exit | PENNYMAC CORPcv sr unsec nt reit | $0 | – | -20,450,000 | – | -0.40% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $0 | – | -22,929,000 | – | -0.41% | – | |
| Exit | DYCOM INDUSTRIES INCcv sr unsec nt | $0 | – | -21,734,000 | – | -0.41% | – | |
| Exit | KKR REAL ESTATE FINANCE TRUST INCcv sr unsec nt | $0 | – | -20,175,000 | – | -0.41% | – | |
| Exit | SYNAPTICS INCcv sr unsec nt pnc | $0 | – | -23,314,000 | – | -0.43% | – | |
| VRS | Exit | VERSO CORP | $0 | – | -1,826,319 | – | -0.44% | – |
| Exit | DISH NETWORK CORPcv sr unsec nt | $0 | – | -25,767,000 | – | -0.45% | – | |
| Exit | CARDTRONICS INCcv sr unsec nt | $0 | – | -23,382,000 | – | -0.45% | – | |
| Exit | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $0 | – | -22,855,000 | – | -0.47% | – | |
| Exit | PRA GROUP INCcv sr unsec nt | $0 | – | -24,225,000 | – | -0.47% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $0 | – | -24,174,000 | – | -0.48% | – | |
| Exit | TWITTER INCcv sr unsec nt | $0 | – | -26,000,000 | – | -0.50% | – | |
| Exit | COLONY CAPITAL INCcv sr unsec nt reit pnc | $0 | – | -26,997,000 | – | -0.52% | – | |
| Exit | SOLARCITY CORPcv sr unsec nt | $0 | – | -27,039,000 | – | -0.52% | – | |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -2,220,000 | – | -0.55% | – |
| Exit | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $0 | – | -27,471,000 | – | -0.56% | – | |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -1,283,452 | – | -0.56% | – |
| LRCX | Exit | LAM RESEARCH CORPput | $0 | – | -125,000 | – | -0.57% | – |
| CX | Exit | CEMEX SAB-SPONS ADR PART CER | $0 | – | -7,611,460 | – | -0.58% | – |
| PBR | Exit | PETROLEO BRASILEIRO-SPON ADRadr | $0 | – | -2,144,121 | – | -0.61% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -3,250,000 | – | -0.65% | – |
| Exit | DISH NETWORK CORPcv sr unsec nt | $0 | – | -37,584,000 | – | -0.68% | – | |
| AZUL | Exit | AZUL SA-ADRadr | $0 | – | -1,036,438 | – | -0.73% | – |
| INFY | Exit | INFOSYS LTD-SP ADRadr | $0 | – | -3,587,835 | – | -0.80% | – |
| AU | Exit | ANGLOGOLD ASHANTI-SPON ADRadr | $0 | – | -2,400,512 | – | -0.86% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -2,400,000 | – | -0.90% | – |
| BRFS | Exit | BRF SA-ADRadr | $0 | – | -5,444,574 | – | -0.98% | – |
| CEO | Exit | CNOOC LTD-SPON ADRadr | $0 | – | -338,074 | – | -1.01% | – |
| CCS | Exit | CENTURY COMMUNITIES INC | $0 | – | -1,819,003 | – | -1.09% | – |
| EURN | Exit | EURONAV NV | $0 | – | -7,601,881 | – | -1.37% | – |
| PBRA | Exit | PETROLEO BRASIL-SP PREF ADRadr | $0 | – | -5,455,930 | – | -1.40% | – |
| Exit | EXANTAS CAPITAL CORPcv sr unsec nt | $0 | – | -72,863,000 | – | -1.48% | – | |
| MU | Exit | MICRON TECHNOLOGY INCput | $0 | – | -1,960,000 | – | -1.65% | – |
| SMH | Exit | VANECK VECTORS SEMICONDUCTOR ETFput | $0 | – | -750,000 | – | -1.75% | – |
| ITUB | Exit | ITAU UNIBANCO H-SPON PRF ADRadr | $0 | – | -11,664,043 | – | -1.92% | – |
| IBN | Exit | ICICI BANK LTD-SPON ADRadr | $0 | – | -8,365,394 | – | -2.00% | – |
| INFN | Exit | INFINERA CORP | $0 | – | -20,975,384 | – | -2.24% | – |
| BRY | Exit | BERRY PETROLEUM CORP | $0 | – | -12,891,717 | – | -2.36% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -29,544,139 | – | -2.53% | – |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -4,975,911 | – | -2.56% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR-SP ADRadr | $0 | – | -2,848,572 | – | -2.60% | – |
| CZR | Exit | CAESARS ENTERTAINMENT CORP | $0 | – | -15,250,000 | – | -3.49% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -10,943,541 | – | -7.11% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -38,063,697 | – | -7.51% | – |
| TRMD | Exit | TORM PLC | $0 | – | -48,263,921 | – | -8.01% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -27,278,055 | – | -14.29% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | Sell | VISTRA ENERGY CORP | $729,143,000 | +14.4% | 27,278,055 | -3.1% | 14.29% | +19.6% |
| TRMD | Buy | TORM PLC | $408,745,000 | -1.3% | 48,263,921 | +1.4% | 8.01% | +3.2% |
| SBLK | Buy | STAR BULK CARRIERS CORP | $383,303,000 | +6.2% | 38,063,697 | +1.7% | 7.51% | +11.0% |
| TSM | Sell | TAIWAN SEMICONDUCTOR-SP ADRadr | $132,405,000 | +15.8% | 2,848,572 | -2.4% | 2.60% | +21.1% |
| EGLE | Buy | EAGLE BULK SHIPPING INC | $129,255,000 | -8.8% | 29,544,139 | +9.3% | 2.53% | -4.6% |
| IBN | Sell | ICICI BANK LTD-SPON ADRadr | $101,893,000 | -6.3% | 8,365,394 | -3.1% | 2.00% | -2.0% |
| ITUB | Sell | ITAU UNIBANCO H-SPON PRF ADRadr | $98,097,000 | -12.7% | 11,664,043 | -2.2% | 1.92% | -8.7% |
| MU | Buy | MICRON TECHNOLOGY INCput | $83,986,000 | +45.1% | 1,960,000 | +30.7% | 1.65% | +51.7% |
| Buy | EXANTAS CAPITAL CORPcv sr unsec nt | $75,643,000 | +3.9% | 72,863,000 | +2.5% | 1.48% | +8.6% | |
| PBRA | Sell | PETROLEO BRASIL-SP PREF ADRadr | $71,693,000 | -9.6% | 5,455,930 | -2.4% | 1.40% | -5.6% |
| EURN | Sell | EURONAV NV | $69,937,000 | -8.6% | 7,601,881 | -6.2% | 1.37% | -4.5% |
| CEO | Sell | CNOOC LTD-SPON ADRadr | $51,473,000 | -12.9% | 338,074 | -2.6% | 1.01% | -8.9% |
| BRFS | Sell | BRF SA-ADRadr | $49,873,000 | +17.2% | 5,444,574 | -2.7% | 0.98% | +22.6% |
| AU | Sell | ANGLOGOLD ASHANTI-SPON ADRadr | $43,858,000 | -17.9% | 2,400,512 | -19.9% | 0.86% | -14.1% |
| INFY | Sell | INFOSYS LTD-SP ADRadr | $40,795,000 | +3.8% | 3,587,835 | -2.3% | 0.80% | +8.5% |
| AZUL | Sell | AZUL SA-ADRadr | $37,126,000 | -26.8% | 1,036,438 | -31.7% | 0.73% | -23.4% |
| Buy | DISH NETWORK CORPcv sr unsec nt | $34,530,000 | +5.5% | 37,584,000 | +11.9% | 0.68% | +10.3% | |
| PBR | Sell | PETROLEO BRASILEIRO-SPON ADRadr | $31,026,000 | -9.5% | 2,144,121 | -2.6% | 0.61% | -5.3% |
| CX | Buy | CEMEX SAB-SPONS ADR PART CER | $29,837,000 | -2.0% | 7,611,460 | +6.0% | 0.58% | +2.5% |
| LRCX | Buy | LAM RESEARCH CORPput | $28,889,000 | +53.8% | 125,000 | +25.0% | 0.57% | +60.8% |
| BCEI | Sell | BONANZA CREEK ENERGY INC | $28,735,000 | -13.3% | 1,283,452 | -19.1% | 0.56% | -9.3% |
| Buy | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $28,324,000 | +50.3% | 27,471,000 | +47.3% | 0.56% | +57.2% | |
| Sell | COLONY CAPITAL INCcv sr unsec nt reit pnc | $26,727,000 | -3.5% | 26,997,000 | -4.7% | 0.52% | +1.0% | |
| Buy | TWITTER INCcv sr unsec nt | $25,661,000 | +27.3% | 26,000,000 | +23.8% | 0.50% | +33.1% | |
| Buy | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $24,609,000 | +268.0% | 24,174,000 | +262.5% | 0.48% | +285.6% | |
| Sell | PRA GROUP INCcv sr unsec nt | $24,120,000 | -7.5% | 24,225,000 | -7.5% | 0.47% | -3.3% | |
| Buy | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $23,930,000 | +7.3% | 22,855,000 | +3.9% | 0.47% | +12.2% | |
| Sell | CARDTRONICS INCcv sr unsec nt | $22,876,000 | -6.6% | 23,382,000 | -7.1% | 0.45% | -2.4% | |
| Sell | DISH NETWORK CORPcv sr unsec nt | $22,740,000 | -12.7% | 25,767,000 | -8.2% | 0.45% | -8.6% | |
| VRS | Buy | VERSO CORP | $22,610,000 | -10.8% | 1,826,319 | +37.2% | 0.44% | -6.7% |
| Buy | SYNAPTICS INCcv sr unsec nt pnc | $21,767,000 | +41.5% | 23,314,000 | +35.8% | 0.43% | +48.3% | |
| Buy | KKR REAL ESTATE FINANCE TRUST INCcv sr unsec nt | $21,112,000 | +4.8% | 20,175,000 | +4.1% | 0.41% | +9.5% | |
| Sell | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $20,978,000 | -7.7% | 22,929,000 | -10.8% | 0.41% | -3.5% | |
| Buy | DYCOM INDUSTRIES INCcv sr unsec nt | $20,965,000 | +21.7% | 21,734,000 | +23.7% | 0.41% | +27.2% | |
| Sell | PENNYMAC CORPcv sr unsec nt reit | $20,680,000 | -22.0% | 20,450,000 | -21.7% | 0.40% | -18.5% | |
| New | WESTERN DIGITAL CORPcv sr unsec nt pnc | $20,514,000 | – | 21,315,000 | – | 0.40% | – | |
| Sell | PATTERN ENERGY GROUP INCcv sr unsec nt | $20,377,000 | -6.7% | 19,353,000 | -10.3% | 0.40% | -2.4% | |
| Sell | HOPE BANCORP INCcv sr unsec nt | $19,795,000 | -6.0% | 21,372,000 | -7.1% | 0.39% | -1.8% | |
| AFYA | New | AFYA LTD-CLASS A | $17,885,000 | – | 697,554 | – | 0.35% | – |
| Sell | REDWOOD TRUST INCcv sr unsec nt | $17,916,000 | -4.4% | 17,851,000 | -3.9% | 0.35% | 0.0% | |
| Buy | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $17,388,000 | +135.7% | 17,217,000 | +131.0% | 0.34% | +147.1% | |
| YNDX | Sell | YANDEX NV-A | $17,115,000 | -22.7% | 488,857 | -16.2% | 0.34% | -19.0% |
| Sell | ENCORE CAPITAL GROUP INCcv sr unsec nt | $16,929,000 | -12.5% | 17,216,000 | -15.4% | 0.33% | -8.5% | |
| HUYA | Buy | HUYA INC-ADRadr | $16,833,000 | +26.1% | 712,025 | +31.8% | 0.33% | +32.0% |
| Sell | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $16,142,000 | -2.8% | 15,826,000 | -4.1% | 0.32% | +1.6% | |
| Sell | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $14,332,000 | -6.5% | 14,448,000 | -6.6% | 0.28% | -2.1% | |
| Sell | FORESTAR GROUP INCcv sr unsec nt | $13,764,000 | -19.4% | 13,665,000 | -19.9% | 0.27% | -15.6% | |
| YPF | New | YPF S.A.-SPONSORED ADRadr | $13,340,000 | – | 1,442,103 | – | 0.26% | – |
| TEO | Buy | TELECOM ARGENTINA SA | $13,105,000 | -38.1% | 1,310,500 | +9.4% | 0.26% | -35.3% |
| Sell | LIGAND PHARMACEUTICALS INCcv sr unsec nt | $12,849,000 | -24.5% | 15,368,000 | -21.8% | 0.25% | -21.0% | |
| New | GREENBRIER COS INC/THEcv sr unsec nt | $12,708,000 | – | 13,292,000 | – | 0.25% | – | |
| Buy | AK STEEL CORPcv sr unsec nt | $12,673,000 | +219.5% | 12,610,000 | +219.2% | 0.25% | +235.1% | |
| Buy | TPG SPECIALTY LENDING INCcv sr unsec nt | $12,653,000 | +17.5% | 12,516,000 | +17.1% | 0.25% | +22.8% | |
| Buy | MICROCHIP TECHNOLOGY INCcv sr sub nt | $12,597,000 | +11.5% | 9,767,000 | +2.1% | 0.25% | +16.5% | |
| Sell | QIAGEN NVcv sr unsec nt reg s | $12,041,000 | -8.2% | 11,600,000 | -1.7% | 0.24% | -4.1% | |
| Sell | HERCULES CAPITAL INCcv sr unsec nt | $11,351,000 | -1.6% | 11,060,000 | -3.9% | 0.22% | +3.2% | |
| Sell | SSR MINING INCcv sr unsec nt pnc | $11,025,000 | -19.9% | 10,769,000 | -21.6% | 0.22% | -16.3% | |
| Buy | NUANCE COMMUNICATIONS INCcv sr unsec nt | $10,990,000 | +82.6% | 11,238,000 | +77.9% | 0.22% | +90.3% | |
| IHRT | New | IHEARTMEDIA INC | $10,729,000 | – | 715,247 | – | 0.21% | – |
| Sell | PATRICK INDUSTRIES INCcv sr unsec nt | $10,526,000 | -25.7% | 11,604,000 | -25.4% | 0.21% | -22.6% | |
| PAM | Buy | PAMPA ENERGIA SA | $10,296,000 | -43.8% | 593,000 | +12.3% | 0.20% | -41.1% |
| TGS | Buy | TRANSPORTADORA DE GAS DEL SUR SA | $10,257,000 | -32.0% | 1,208,000 | +15.8% | 0.20% | -29.0% |
| Sell | GOLDMAN SACHS BDC INCcv sr unsec nt | $10,179,000 | -12.3% | 9,895,000 | -14.1% | 0.20% | -8.3% | |
| Buy | TESLA INCcv sr unsec nt | $10,166,000 | +28.7% | 10,000,000 | +25.0% | 0.20% | +34.5% | |
| Buy | PDC ENERGY INCcv sr unsec nt | $10,049,000 | +75.4% | 10,844,000 | +78.2% | 0.20% | +84.1% | |
| Sell | TUTOR PERINI CORPcv sr unsec nt pnc | $9,930,000 | -42.4% | 10,405,000 | -42.6% | 0.20% | -39.6% | |
| Sell | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $9,850,000 | -41.1% | 9,850,000 | -41.4% | 0.19% | -38.3% | |
| VIST | New | VISTA OIL & GAS SAB DE CV | $9,720,000 | – | 1,880,000 | – | 0.19% | – |
| New | ARBOR REALTY TRUST INCcv sr unsec nt | $9,577,000 | – | 8,942,000 | – | 0.19% | – | |
| Sell | VEECO INSTRUMENTS INCcv sr unsec nt pnc | $9,414,000 | -36.3% | 10,516,000 | -36.5% | 0.18% | -33.2% | |
| Buy | BLACKROCK TCP CAPITAL CORPcv sr unsec nt | $8,851,000 | +0.2% | 8,773,000 | +0.5% | 0.17% | +4.8% | |
| PCG | Sell | PG&E CORP | $8,150,000 | -70.7% | 815,000 | -32.9% | 0.16% | -69.3% |
| Buy | TESLA INCcv sr unsec nt | $8,181,000 | +835.0% | 8,365,000 | +809.2% | 0.16% | +900.0% | |
| Sell | SM ENERGY COcv sr unsec nt | $7,385,000 | -11.8% | 8,144,000 | -10.0% | 0.14% | -7.6% | |
| BELFB | Buy | BEL FUSE INC | $6,954,000 | +131.3% | 462,679 | +164.3% | 0.14% | +142.9% |
| Sell | GOLAR LNG LTDcv sr unsec nt | $6,870,000 | -49.0% | 7,859,000 | -46.0% | 0.14% | -46.6% | |
| Sell | NEVRO CORPcv sr unsec nt | $6,498,000 | -25.5% | 5,653,000 | -32.9% | 0.13% | -22.6% | |
| Buy | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $6,471,000 | +37.7% | 6,162,000 | +35.6% | 0.13% | +44.3% | |
| New | NABORS INDUSTRIES INCcv sr unsec nt | $6,134,000 | – | 9,555,000 | – | 0.12% | – | |
| Sell | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $6,103,000 | -35.2% | 6,030,000 | -35.4% | 0.12% | -32.2% | |
| New | VISHAY INTERTECHNOLOGY INCcv sr unsec nt | $6,009,000 | – | 6,410,000 | – | 0.12% | – | |
| Buy | CALAMP CORPcv sr unsec nt | $5,938,000 | +58.3% | 6,059,000 | +57.6% | 0.12% | +65.7% | |
| Buy | BOOKING HOLDINGS INCcv sr unsec nt | $5,810,000 | +44.8% | 5,000,000 | +42.9% | 0.11% | +52.0% | |
| Sell | RADIUS HEALTH INCcv sr unsec nt pnc | $5,757,000 | -44.6% | 6,315,000 | -44.9% | 0.11% | -42.1% | |
| TV | Buy | GRUPO TELEVISA SAB | $5,536,000 | +70.3% | 566,000 | +47.0% | 0.11% | +78.7% |
| Sell | ZILLOW GROUP INCcv sr unsec nt pnc | $5,576,000 | -69.1% | 6,314,000 | -65.5% | 0.11% | -67.8% | |
| New | CALAMP CORPcv sr unsec nt pnc | $5,402,000 | – | 6,600,000 | – | 0.11% | – | |
| Sell | TWITTER INCcv sr unsec nt | $5,319,000 | -1.4% | 5,014,000 | -9.1% | 0.10% | +3.0% | |
| New | PALO ALTO NETWORKS INCcv sr unsec nt | $5,283,000 | – | 5,000,000 | – | 0.10% | – | |
| Buy | VIAVI SOLUTIONS INCcv sr unsec nt | $5,315,000 | +36.1% | 4,315,000 | +30.2% | 0.10% | +42.5% | |
| Buy | GNC HOLDINGS INCcv sr unsec nt | $5,247,000 | +66.6% | 5,639,000 | +52.7% | 0.10% | +74.6% | |
| Buy | FLEXION THERAPEUTICS INCcv sr unsec nt pnc | $5,050,000 | +67.7% | 5,609,000 | +62.6% | 0.10% | +76.8% | |
| Sell | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $5,041,000 | -5.6% | 5,828,000 | -2.2% | 0.10% | -1.0% | |
| Buy | NRG ENERGY INCcv sr unsec nt | $4,989,000 | +225.9% | 4,430,000 | +209.8% | 0.10% | +237.9% | |
| Sell | VITAMIN SHOPPE INCcv sr unsec nt | $4,895,000 | -42.3% | 4,895,000 | -48.6% | 0.10% | -39.6% | |
| New | HUAZHU GROUP LTDcv sr unsec nt | $4,579,000 | – | 4,400,000 | – | 0.09% | – | |
| Buy | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEcv sr unsec nt (lmck/fwonk) | $4,420,000 | +48.5% | 3,522,000 | +39.7% | 0.09% | +55.4% | |
| New | SPLUNK INCcv sr unsec nt pnc | $4,216,000 | – | 3,905,000 | – | 0.08% | – | |
| Buy | LUMENTUM HOLDINGS INCcv sr unsec nt | $4,179,000 | +122.1% | 3,596,000 | +125.3% | 0.08% | +134.3% | |
| Buy | ARES CAPITAL CORPcv sr unsec nt | $4,170,000 | +15.4% | 3,946,000 | +12.8% | 0.08% | +20.6% | |
| Buy | GUIDEWIRE SOFTWARE INCcv sr unsec nt pnc | $4,025,000 | +19.0% | 3,500,000 | +16.7% | 0.08% | +25.4% | |
| Sell | REDFIN CORPcv sr unsec nt pnc | $3,636,000 | -33.7% | 3,952,000 | -33.0% | 0.07% | -31.1% | |
| Sell | GREEN PLAINS INCcv sr unsec nt pnc | $3,583,000 | -76.5% | 4,364,000 | -75.3% | 0.07% | -75.5% | |
| OACWS | New | OAKTREE ACQUISITION CORPwarrant | $3,413,000 | – | 4,016,667 | – | 0.07% | – |
| Sell | J2 GLOBAL INCcv sr unsec nt cpdi | $3,423,000 | -15.8% | 2,410,000 | -17.2% | 0.07% | -11.8% | |
| Sell | NEUROCRINE BIOSCIENCES INCcv sr unsec nt pnc | $3,431,000 | -13.2% | 2,500,000 | -16.7% | 0.07% | -9.5% | |
| Buy | INSMED INCcv sr unsec nt pnc | $3,299,000 | -12.7% | 3,935,000 | +1.5% | 0.06% | -8.5% | |
| Sell | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $3,254,000 | -72.1% | 3,270,000 | -71.9% | 0.06% | -70.8% | |
| Sell | TEVA PHARMACEUTICAL FINANCE CO LLCcv sr unsec nt | $3,169,000 | -54.1% | 3,480,000 | -53.7% | 0.06% | -51.9% | |
| New | II-VI INCcv sr unsec nt | $3,105,000 | – | 3,000,000 | – | 0.06% | – | |
| Buy | NUVASIVE INCcv sr unsec nt pnc | $3,063,000 | +29.1% | 2,585,000 | +24.0% | 0.06% | +36.4% | |
| NEEPRO | New | NEXTERA ENERGY INC4.872% cv pfd | $3,009,000 | – | 60,000 | – | 0.06% | – |
| New | NUANCE COMMUNICATIONS INCcv sr unsec nt | $3,014,000 | – | 3,000,000 | – | 0.06% | – | |
| New | MARRIOTT VACATIONS WORLDWIDE CORPcv sr unsec nt | $3,022,000 | – | 3,000,000 | – | 0.06% | – | |
| Sell | HCI GROUP INCcv sr unsec nt | $2,892,000 | -24.0% | 2,897,000 | -25.0% | 0.06% | -19.7% | |
| SREPRB | Buy | SEMPRA ENERGY6.75% cv pfd | $2,865,000 | +79.8% | 24,350 | +69.7% | 0.06% | +86.7% |
| Buy | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $2,832,000 | +9.6% | 2,425,000 | +4.3% | 0.06% | +16.7% | |
| Buy | SILICON LABORATORIES INCcv sr unsec nt pnc | $2,825,000 | +15.4% | 2,165,000 | +10.2% | 0.06% | +19.6% | |
| Sell | MEDICINES CO/THEcv sr unsec nt pnc | $2,765,000 | -22.1% | 2,285,000 | -35.3% | 0.05% | -19.4% | |
| New | MOMO INCcv sr unsec nt | $2,716,000 | – | 3,000,000 | – | 0.05% | – | |
| New | OIL STATES INTERNATIONAL INCcv sr unsec nt pnc | $2,637,000 | – | 3,137,000 | – | 0.05% | – | |
| New | STARWOOD PROPERTY TRUST INCcv sr unsec nt | $2,594,000 | – | 2,500,000 | – | 0.05% | – | |
| AMPY | New | AMPLIFY ENERGY CORP | $2,534,000 | – | 410,750 | – | 0.05% | – |
| New | INPHI CORPcv sr unsec nt | $2,487,000 | – | 2,000,000 | – | 0.05% | – | |
| New | FTI CONSULTING INCcv sr unsec nt | $2,441,000 | – | 1,997,000 | – | 0.05% | – | |
| New | ENCORE CAPITAL EUROPE FINANCE LTDcv sr unsec nt | $2,326,000 | – | 2,250,000 | – | 0.05% | – | |
| Sell | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCcv sr unsec nt | $2,205,000 | -29.6% | 1,970,000 | -30.8% | 0.04% | -27.1% | |
| QTSPRB | Buy | QTS REALTY TRUST INC6.500000% cv pfd perpetual pnc | $2,186,000 | +17.5% | 17,990 | +7.1% | 0.04% | +22.9% |
| New | RHcv sr unsec nt | $2,169,000 | – | 2,000,000 | – | 0.04% | – | |
| DHRPRA | Sell | DANAHER CORP4.75% cv pfd | $2,201,000 | -32.0% | 1,930 | -34.1% | 0.04% | -29.5% |
| SOLN | New | SOUTHERN CO/THE6.75% cv pfd | $2,140,000 | – | 40,000 | – | 0.04% | – |
| INDA | Buy | ISHARES MSCI INDIA ETFetp | $2,151,000 | +1.8% | 64,000 | +7.0% | 0.04% | +5.0% |
| Sell | ASSERTIO THERAPEUTICS INCcv sr unsec nt pnc | $2,077,000 | -89.1% | 2,780,000 | -89.5% | 0.04% | -88.6% | |
| Sell | OSI SYSTEMS INCcv sr unsec nt pnc | $2,084,000 | -38.5% | 1,855,000 | -35.0% | 0.04% | -35.9% | |
| New | PRA GROUP INCcv sr unsec nt pnc | $2,037,000 | – | 2,000,000 | – | 0.04% | – | |
| New | REPLIGEN CORPcv sr unsec nt | $1,988,000 | – | 2,000,000 | – | 0.04% | – | |
| ASRT | New | ASSERTIO THERAPEUTICS INC | $1,910,000 | – | 1,492,455 | – | 0.04% | – |
| Sell | EXACT SCIENCES CORPcv sr unsec nt | $1,617,000 | -68.0% | 1,492,000 | -62.6% | 0.03% | -66.3% | |
| Sell | WHITING PETROLEUM CORPcv sr unsec nt | $1,651,000 | -93.9% | 1,685,000 | -94.0% | 0.03% | -93.7% | |
| Sell | IONIS PHARMACEUTICALS INCcv sr unsec nt | $1,583,000 | -44.0% | 1,386,000 | -41.9% | 0.03% | -41.5% | |
| Sell | SCORPIO TANKERS INCcv sr unsec nt | $1,579,000 | -47.4% | 1,485,000 | -48.3% | 0.03% | -44.6% | |
| Sell | MERITOR INCcv sr unsec nt | $1,565,000 | -42.3% | 1,595,000 | -38.5% | 0.03% | -39.2% | |
| DCUE | New | DOMINION ENERGY INC7.25% cv pfd | $1,586,000 | – | 15,000 | – | 0.03% | – |
| Sell | AKAMAI TECHNOLOGIES INCcv sr unsec nt | $1,581,000 | -71.3% | 1,375,000 | -73.2% | 0.03% | -69.9% | |
| AEPPL | Buy | AMERICAN ELECTRIC POWER CO INC6.125% cv pfd | $1,352,000 | +164.6% | 24,550 | +157.1% | 0.03% | +170.0% |
| LOMA | Buy | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $1,219,000 | -2.6% | 212,000 | +98.1% | 0.02% | +4.3% |
| Sell | SQUARE INCcv sr unsec nt | $1,115,000 | -76.7% | 1,000,000 | -75.0% | 0.02% | -75.6% | |
| New | WIX.COM LTDcv sr unsec nt | $1,102,000 | – | 990,000 | – | 0.02% | – | |
| Sell | WEIBO CORPcv sr unsec nt | $1,090,000 | -76.8% | 1,160,000 | -76.6% | 0.02% | -76.1% | |
| Sell | ILLUMINA INCcv sr unsec nt | $797,000 | -85.7% | 600,000 | -83.3% | 0.02% | -84.6% | |
| WTRU | New | AQUA AMERICA INC6.00 cv pfd pnc | $787,000 | – | 13,000 | – | 0.02% | – |
| CBB | New | CINCINNATI BELL INC | $671,000 | – | 132,500 | – | 0.01% | – |
| Exit | CYPRESS SEMICONDUCTOR CORPcv sr unsec nt | $0 | – | -252,000 | – | -0.01% | – | |
| Exit | CHENIERE ENERGY INCcv sr unsec nt pnc | $0 | – | -845,000 | – | -0.01% | – | |
| Exit | SAREPTA THERAPEUTICS INCcv sr unsec nt | $0 | – | -310,000 | – | -0.01% | – | |
| Exit | TWILIO INCcv sr unsec nt pnc | $0 | – | -410,000 | – | -0.02% | – | |
| MPO | Exit | MIDSTATES PETROLEUM CO INC | $0 | – | -139,473 | – | -0.02% | – |
| Exit | PDL BIOPHARMA INCcv sr unsec nt | $0 | – | -914,000 | – | -0.02% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -1,000,000 | – | -0.02% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt (series: c) | $0 | – | -1,150,000 | – | -0.02% | – | |
| Exit | AMAG PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -1,575,000 | – | -0.02% | – | |
| Exit | PRETIUM RESOURCES INCcv sr sub nt pnc | $0 | – | -1,395,000 | – | -0.03% | – | |
| DTV | Exit | DTE ENERGY CO6.5% cv pfd | $0 | – | -27,300 | – | -0.03% | – |
| Exit | GOPRO INCcv sr unsec nt | $0 | – | -1,535,000 | – | -0.03% | – | |
| NEEPRR | Exit | NEXTERA ENERGY INC6.123% cv pfd | $0 | – | -23,980 | – | -0.03% | – |
| Exit | INSULET CORPcv sr unsec nt pnc | $0 | – | -1,128,000 | – | -0.03% | – | |
| Exit | DHT HOLDINGS INCcv sr unsec nt pnc | $0 | – | -1,973,000 | – | -0.04% | – | |
| Exit | PTC THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -2,000,000 | – | -0.04% | – | |
| Exit | WORKDAY INCcv sr unsec nt | $0 | – | -1,675,000 | – | -0.05% | – | |
| Exit | VERINT SYSTEMS INCcv sr unsec nt | $0 | – | -2,428,000 | – | -0.05% | – | |
| Exit | ENVESTNET INCcv sr unsec nt pnc | $0 | – | -2,265,000 | – | -0.05% | – | |
| Exit | INPHI CORPcv sr unsec nt | $0 | – | -2,100,000 | – | -0.05% | – | |
| SWP | Exit | STANLEY BLACK & DECKER INC5.375% cv pfd | $0 | – | -28,300 | – | -0.05% | – |
| BGNE | Exit | BEIGENE LTD-ADRadr | $0 | – | -26,700 | – | -0.06% | – |
| Exit | AIR TRANSPORT SERVICES GROUP INCcv sr unsec nt | $0 | – | -3,385,000 | – | -0.06% | – | |
| Exit | NXP SEMICONDUCTORS NVcv sr unsec nt | $0 | – | -3,424,000 | – | -0.07% | – | |
| BATRK | Exit | LIBERTY MEDIA CORP-LIBERTY BRAVES | $0 | – | -182,800 | – | -0.10% | – |
| CTRA | Exit | CONTURA ENERGY INC | $0 | – | -100,000 | – | -0.10% | – |
| Exit | CLOVIS ONCOLOGY INCcv sr unsec nt pnc | $0 | – | -6,315,000 | – | -0.11% | – | |
| Exit | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $0 | – | -5,750,000 | – | -0.11% | – | |
| Exit | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -7,114,000 | – | -0.11% | – | |
| Exit | TWITTER INCcv sr unsec nt | $0 | – | -6,680,000 | – | -0.12% | – | |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -6,805,000 | – | -0.13% | – | |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -8,335,000 | – | -0.16% | – | |
| Exit | ZILLOW GROUP INCcv sr unsec nt pnc | $0 | – | -8,554,000 | – | -0.18% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $0 | – | -15,416,000 | – | -0.29% | – | |
| WB | Exit | WEIBO CORP-SPON ADRadr | $0 | – | -531,918 | – | -0.43% | – |
| Exit | HURON CONSULTING GROUP INCcv sr unsec nt | $0 | – | -23,784,000 | – | -0.44% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRUSTput | $0 | – | -810,000 | – | -4.45% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | New | VISTRA ENERGY CORP | $637,347,000 | – | 28,151,399 | – | 11.95% | – |
| TRMD | New | TORM PLC | $413,978,000 | – | 47,600,172 | – | 7.76% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $361,043,000 | – | 37,413,697 | – | 6.77% | – |
| ALLY | New | ALLY FINANCIAL INC | $339,140,000 | – | 10,943,541 | – | 6.36% | – |
| SPY | New | SPDR S&P 500 ETF TRUSTput | $237,330,000 | – | 810,000 | – | 4.45% | – |
| CZR | New | CAESARS ENTERTAINMENT CORP | $180,255,000 | – | 15,250,000 | – | 3.38% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $141,658,000 | – | 27,034,083 | – | 2.66% | – |
| NMIH | New | NMI HOLDINGS INC | $141,266,000 | – | 4,975,911 | – | 2.65% | – |
| BRY | New | BERRY PETROLEUM CORP | $136,653,000 | – | 12,891,717 | – | 2.56% | – |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADRadr | $114,362,000 | – | 2,919,573 | – | 2.14% | – |
| ITUB | New | ITAU UNIBANCO H-SPON PRF ADRadr | $112,323,000 | – | 11,923,666 | – | 2.11% | – |
| IBN | New | ICICI BANK LTD-SPON ADRadr | $108,728,000 | – | 8,635,910 | – | 2.04% | – |
| SMH | New | VANECK VECTORS SEMICONDUCTOR ETFput | $82,635,000 | – | 750,000 | – | 1.55% | – |
| PBRA | New | PETROLEO BRASIL-SP PREF ADRadr | $79,349,000 | – | 5,587,814 | – | 1.49% | – |
| EURN | New | EURONAV NV | $76,532,000 | – | 8,107,246 | – | 1.44% | – |
| New | EXANTAS CAPITAL CORPcv sr unsec nt | $72,815,000 | – | 71,093,000 | – | 1.36% | – | |
| INFN | New | INFINERA CORP | $61,038,000 | – | 20,975,384 | – | 1.14% | – |
| CEO | New | CNOOC LTD-SPON ADRadr | $59,112,000 | – | 346,997 | – | 1.11% | – |
| MU | New | MICRON TECHNOLOGY INCput | $57,885,000 | – | 1,500,000 | – | 1.08% | – |
| AU | New | ANGLOGOLD ASHANTI-SPON ADRadr | $53,399,000 | – | 2,998,204 | – | 1.00% | – |
| AZUL | New | AZUL SA-ADRadr | $50,718,000 | – | 1,516,668 | – | 0.95% | – |
| CCS | New | CENTURY COMMUNITIES INC | $48,349,000 | – | 1,819,003 | – | 0.91% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $46,440,000 | – | 2,400,000 | – | 0.87% | – |
| BRFS | New | BRF SA-ADRadr | $42,544,000 | – | 5,597,803 | – | 0.80% | – |
| INFY | New | INFOSYS LTD-SP ADRadr | $39,301,000 | – | 3,672,938 | – | 0.74% | – |
| PBR | New | PETROLEO BRASILEIRO-SPON ADRadr | $34,268,000 | – | 2,200,848 | – | 0.64% | – |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $33,638,000 | – | 3,250,000 | – | 0.63% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $33,125,000 | – | 1,586,383 | – | 0.62% | – |
| New | DISH NETWORK CORPcv sr unsec nt | $32,734,000 | – | 33,584,000 | – | 0.61% | – | |
| CX | New | CEMEX SAB-SPONS ADR PART CER | $30,458,000 | – | 7,183,331 | – | 0.57% | – |
| MTG | New | MGIC INVESTMENT CORP | $29,171,000 | – | 2,220,000 | – | 0.55% | – |
| PCG | New | PG&E CORP | $27,848,000 | – | 1,215,000 | – | 0.52% | – |
| New | COLONY CAPITAL INCcv sr unsec nt reit pnc | $27,691,000 | – | 28,328,000 | – | 0.52% | – | |
| New | WHITING PETROLEUM CORPcv sr unsec nt | $27,137,000 | – | 27,975,000 | – | 0.51% | – | |
| STKL | New | SUNOPTA INC | $26,625,000 | – | 8,092,699 | – | 0.50% | – |
| New | PENNYMAC CORPcv sr unsec nt reit | $26,497,000 | – | 26,125,000 | – | 0.50% | – | |
| New | SOLARCITY CORPcv sr unsec nt | $26,140,000 | – | 27,039,000 | – | 0.49% | – | |
| New | PRA GROUP INCcv sr unsec nt | $26,067,000 | – | 26,192,000 | – | 0.49% | – | |
| New | DISH NETWORK CORPcv sr unsec nt | $26,046,000 | – | 28,081,000 | – | 0.49% | – | |
| VRS | New | VERSO CORP | $25,361,000 | – | 1,331,319 | – | 0.48% | – |
| XEC | New | CIMAREX ENERGY CO | $24,665,000 | – | 415,735 | – | 0.46% | – |
| New | CARDTRONICS INCcv sr unsec nt | $24,500,000 | – | 25,174,000 | – | 0.46% | – | |
| New | HURON CONSULTING GROUP INCcv sr unsec nt | $23,672,000 | – | 23,784,000 | – | 0.44% | – | |
| WB | New | WEIBO CORP-SPON ADRadr | $23,165,000 | – | 531,918 | – | 0.43% | – |
| New | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $22,724,000 | – | 25,711,000 | – | 0.43% | – | |
| New | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $22,302,000 | – | 21,993,000 | – | 0.42% | – | |
| YNDX | New | YANDEX NV-A | $22,155,000 | – | 583,020 | – | 0.42% | – |
| New | PATTERN ENERGY GROUP INCcv sr unsec nt | $21,836,000 | – | 21,567,000 | – | 0.41% | – | |
| TEO | New | TELECOM ARGENTINA SA | $21,169,000 | – | 1,198,000 | – | 0.40% | – |
| New | HOPE BANCORP INCcv sr unsec nt | $21,063,000 | – | 23,000,000 | – | 0.40% | – | |
| New | KKR REAL ESTATE FINANCE TRUST INCcv sr unsec nt | $20,137,000 | – | 19,385,000 | – | 0.38% | – | |
| New | TWITTER INCcv sr unsec nt | $20,151,000 | – | 21,000,000 | – | 0.38% | – | |
| New | ENCORE CAPITAL GROUP INCcv sr unsec nt | $19,348,000 | – | 20,353,000 | – | 0.36% | – | |
| New | ASSERTIO THERAPEUTICS INCcv sr unsec nt pnc | $19,126,000 | – | 26,583,000 | – | 0.36% | – | |
| New | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $18,841,000 | – | 18,646,000 | – | 0.35% | – | |
| LRCX | New | LAM RESEARCH CORPput | $18,784,000 | – | 100,000 | – | 0.35% | – |
| New | REDWOOD TRUST INCcv sr unsec nt | $18,735,000 | – | 18,577,000 | – | 0.35% | – | |
| PAM | New | PAMPA ENERGIA SA | $18,306,000 | – | 528,000 | – | 0.34% | – |
| New | ZILLOW GROUP INCcv sr unsec nt pnc | $18,048,000 | – | 18,289,000 | – | 0.34% | – | |
| New | DYCOM INDUSTRIES INCcv sr unsec nt | $17,229,000 | – | 17,576,000 | – | 0.32% | – | |
| New | TUTOR PERINI CORPcv sr unsec nt pnc | $17,235,000 | – | 18,135,000 | – | 0.32% | – | |
| New | FORESTAR GROUP INCcv sr unsec nt | $17,083,000 | – | 17,060,000 | – | 0.32% | – | |
| New | LIGAND PHARMACEUTICALS INCcv sr unsec nt | $17,013,000 | – | 19,648,000 | – | 0.32% | – | |
| AABA | New | ALTABA INC | $16,783,000 | – | 241,933 | – | 0.32% | – |
| New | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $16,715,000 | – | 16,810,000 | – | 0.31% | – | |
| New | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $16,611,000 | – | 16,504,000 | – | 0.31% | – | |
| YETI | New | YETI HOLDINGS INC | $15,564,000 | – | 537,629 | – | 0.29% | – |
| COOP | New | MR COOPER GROUP INC | $15,440,000 | – | 1,927,544 | – | 0.29% | – |
| New | SYNAPTICS INCcv sr unsec nt pnc | $15,380,000 | – | 17,170,000 | – | 0.29% | – | |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $15,353,000 | – | 15,416,000 | – | 0.29% | – | |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $15,322,000 | – | 15,468,000 | – | 0.29% | – | |
| New | GREEN PLAINS INCcv sr unsec nt pnc | $15,249,000 | – | 17,636,000 | – | 0.29% | – | |
| TGS | New | TRANSPORTADORA DE GAS DEL SUR SA | $15,082,000 | – | 1,043,000 | – | 0.28% | – |
| New | VEECO INSTRUMENTS INCcv sr unsec nt pnc | $14,778,000 | – | 16,560,000 | – | 0.28% | – | |
| New | PATRICK INDUSTRIES INCcv sr unsec nt | $14,174,000 | – | 15,547,000 | – | 0.27% | – | |
| New | SSR MINING INCcv sr unsec nt pnc | $13,760,000 | – | 13,744,000 | – | 0.26% | – | |
| New | GOLAR LNG LTDcv sr unsec nt | $13,483,000 | – | 14,555,000 | – | 0.25% | – | |
| HUYA | New | HUYA INC-ADRadr | $13,346,000 | – | 540,100 | – | 0.25% | – |
| New | QIAGEN NVcv sr unsec nt reg s | $13,121,000 | – | 11,800,000 | – | 0.25% | – | |
| New | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $11,673,000 | – | 11,630,000 | – | 0.22% | – | |
| New | GOLDMAN SACHS BDC INCcv sr unsec nt | $11,603,000 | – | 11,520,000 | – | 0.22% | – | |
| New | HERCULES CAPITAL INCcv sr unsec nt | $11,540,000 | – | 11,507,000 | – | 0.22% | – | |
| New | MICROCHIP TECHNOLOGY INCcv sr sub nt | $11,294,000 | – | 9,567,000 | – | 0.21% | – | |
| New | TPG SPECIALTY LENDING INCcv sr unsec nt | $10,765,000 | – | 10,686,000 | – | 0.20% | – | |
| New | RADIUS HEALTH INCcv sr unsec nt pnc | $10,399,000 | – | 11,460,000 | – | 0.20% | – | |
| STON | New | STONEMOR PARTNERS LP | $9,851,000 | – | 4,477,857 | – | 0.18% | – |
| New | ZILLOW GROUP INCcv sr unsec nt pnc | $9,703,000 | – | 8,554,000 | – | 0.18% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $9,420,000 | – | 9,340,000 | – | 0.18% | – | |
| GLIBA | New | GCI LIBERTY INC | $9,219,000 | – | 150,000 | – | 0.17% | – |
| New | BLACKROCK TCP CAPITAL CORPcv sr unsec nt | $8,829,000 | – | 8,733,000 | – | 0.17% | – | |
| New | NEVRO CORPcv sr unsec nt | $8,721,000 | – | 8,429,000 | – | 0.16% | – | |
| TSQ | New | TOWNSQUARE MEDIA INC | $8,583,000 | – | 1,595,224 | – | 0.16% | – |
| New | VITAMIN SHOPPE INCcv sr unsec nt | $8,487,000 | – | 9,525,000 | – | 0.16% | – | |
| New | SM ENERGY COcv sr unsec nt | $8,369,000 | – | 9,047,000 | – | 0.16% | – | |
| New | CEMEX SAB DE CVcv sub nt | $8,338,000 | – | 8,335,000 | – | 0.16% | – | |
| CCO | New | CLEAR CHANNEL OUTDOOR HOLDINGS INC | $7,938,000 | – | 1,681,898 | – | 0.15% | – |
| New | TESLA INCcv sr unsec nt | $7,901,000 | – | 8,000,000 | – | 0.15% | – | |
| PVAC | New | PENN VIRGINIA CORP | $7,639,000 | – | 248,979 | – | 0.14% | – |
| New | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $7,376,000 | – | 7,452,000 | – | 0.14% | – | |
| New | TEVA PHARMACEUTICAL FINANCE CO LLCcv sr unsec nt | $6,907,000 | – | 7,511,000 | – | 0.13% | – | |
| New | CEMEX SAB DE CVcv sub nt | $6,805,000 | – | 6,805,000 | – | 0.13% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $6,687,000 | – | 6,669,000 | – | 0.12% | – | |
| New | TWITTER INCcv sr unsec nt | $6,659,000 | – | 6,680,000 | – | 0.12% | – | |
| New | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $6,088,000 | – | 7,114,000 | – | 0.11% | – | |
| New | NUANCE COMMUNICATIONS INCcv sr unsec nt | $6,019,000 | – | 6,318,000 | – | 0.11% | – | |
| New | PDC ENERGY INCcv sr unsec nt | $5,730,000 | – | 6,086,000 | – | 0.11% | – | |
| New | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $5,709,000 | – | 5,750,000 | – | 0.11% | – | |
| New | CLOVIS ONCOLOGY INCcv sr unsec nt pnc | $5,634,000 | – | 6,315,000 | – | 0.11% | – | |
| New | DERMIRA INCcv sr unsec nt | $5,521,000 | – | 6,380,000 | – | 0.10% | – | |
| New | ILLUMINA INCcv sr unsec nt | $5,571,000 | – | 3,600,000 | – | 0.10% | – | |
| New | REDFIN CORPcv sr unsec nt pnc | $5,488,000 | – | 5,901,000 | – | 0.10% | – | |
| New | AKAMAI TECHNOLOGIES INCcv sr unsec nt | $5,501,000 | – | 5,125,000 | – | 0.10% | – | |
| New | TWITTER INCcv sr unsec nt | $5,397,000 | – | 5,514,000 | – | 0.10% | – | |
| New | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $5,342,000 | – | 5,959,000 | – | 0.10% | – | |
| CTRA | New | CONTURA ENERGY INC | $5,191,000 | – | 100,000 | – | 0.10% | – |
| BATRK | New | LIBERTY MEDIA CORP-LIBERTY BRAVES | $5,113,000 | – | 182,800 | – | 0.10% | – |
| New | EXACT SCIENCES CORPcv sr unsec nt | $5,056,000 | – | 3,992,000 | – | 0.10% | – | |
| New | SQUARE INCcv sr unsec nt | $4,793,000 | – | 4,000,000 | – | 0.09% | – | |
| New | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $4,698,000 | – | 4,545,000 | – | 0.09% | – | |
| New | WEIBO CORPcv sr unsec nt | $4,698,000 | – | 4,950,000 | – | 0.09% | – | |
| VEON | New | VEON LTD | $4,700,000 | – | 1,678,900 | – | 0.09% | – |
| OIBRC | New | OI SA | $4,425,000 | – | 2,201,646 | – | 0.08% | – |
| New | FIREEYE INCcv sr unsec nt | $4,206,000 | – | 4,314,000 | – | 0.08% | – | |
| New | J2 GLOBAL INCcv sr unsec nt cpdi | $4,063,000 | – | 2,910,000 | – | 0.08% | – | |
| New | BOOKING HOLDINGS INCcv sr unsec nt | $4,012,000 | – | 3,500,000 | – | 0.08% | – | |
| New | NEUROCRINE BIOSCIENCES INCcv sr unsec nt pnc | $3,952,000 | – | 3,000,000 | – | 0.07% | – | |
| New | AK STEEL CORPcv sr unsec nt | $3,967,000 | – | 3,950,000 | – | 0.07% | – | |
| New | VIAVI SOLUTIONS INCcv sr unsec nt | $3,904,000 | – | 3,315,000 | – | 0.07% | – | |
| New | HCI GROUP INCcv sr unsec nt | $3,806,000 | – | 3,862,000 | – | 0.07% | – | |
| New | INSMED INCcv sr unsec nt pnc | $3,778,000 | – | 3,875,000 | – | 0.07% | – | |
| New | CALAMP CORPcv sr unsec nt | $3,752,000 | – | 3,844,000 | – | 0.07% | – | |
| New | ARES CAPITAL CORPcv sr unsec nt | $3,612,000 | – | 3,499,000 | – | 0.07% | – | |
| New | NXP SEMICONDUCTORS NVcv sr unsec nt | $3,616,000 | – | 3,424,000 | – | 0.07% | – | |
| New | MEDICINES CO/THEcv sr unsec nt pnc | $3,549,000 | – | 3,530,000 | – | 0.07% | – | |
| New | ON SEMICONDUCTOR CORPcv sr unsec nt | $3,532,000 | – | 2,870,000 | – | 0.07% | – | |
| New | AIR TRANSPORT SERVICES GROUP INCcv sr unsec nt | $3,465,000 | – | 3,385,000 | – | 0.06% | – | |
| New | OSI SYSTEMS INCcv sr unsec nt pnc | $3,391,000 | – | 2,855,000 | – | 0.06% | – | |
| New | GUIDEWIRE SOFTWARE INCcv sr unsec nt pnc | $3,381,000 | – | 3,000,000 | – | 0.06% | – | |
| OCSI | New | OAKTREE STRATEGIC INCOME CORP | $3,328,000 | – | 392,000 | – | 0.06% | – |
| BGNE | New | BEIGENE LTD-ADRadr | $3,310,000 | – | 26,700 | – | 0.06% | – |
| TV | New | GRUPO TELEVISA SAB | $3,250,000 | – | 385,000 | – | 0.06% | – |
| DHRPRA | New | DANAHER CORP4.75% cv pfd | $3,237,000 | – | 2,930 | – | 0.06% | – |
| New | GNC HOLDINGS INCcv sr unsec nt | $3,150,000 | – | 3,694,000 | – | 0.06% | – | |
| New | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCcv sr unsec nt | $3,132,000 | – | 2,845,000 | – | 0.06% | – | |
| BDXA | New | BECTON DICKINSON AND CO6.125% cv pfd | $3,161,000 | – | 51,050 | – | 0.06% | – |
| BELFB | New | BEL FUSE INC | $3,006,000 | – | 175,060 | – | 0.06% | – |
| New | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEcv sr unsec nt (lmck/fwonk) | $2,976,000 | – | 2,522,000 | – | 0.06% | – | |
| New | FLEXION THERAPEUTICS INCcv sr unsec nt pnc | $3,012,000 | – | 3,449,000 | – | 0.06% | – | |
| New | SCORPIO TANKERS INCcv sr unsec nt | $3,001,000 | – | 2,875,000 | – | 0.06% | – | |
| CCIPRA | New | CROWN CASTLE INTERNATIONAL CORP6.875% cv pfd | $2,887,000 | – | 2,402 | – | 0.05% | – |
| SWP | New | STANLEY BLACK & DECKER INC5.375% cv pfd | $2,862,000 | – | 28,300 | – | 0.05% | – |
| New | IONIS PHARMACEUTICALS INCcv sr unsec nt | $2,828,000 | – | 2,386,000 | – | 0.05% | – | |
| New | INPHI CORPcv sr unsec nt | $2,825,000 | – | 2,100,000 | – | 0.05% | – | |
| MBT | New | MOBILE TELESYSTEMS PJSC | $2,779,000 | – | 298,500 | – | 0.05% | – |
| New | INVITATION HOMES (IH MERGER SUB LLC)cv sr unsec nt | $2,732,000 | – | 2,236,000 | – | 0.05% | – | |
| New | ENVESTNET INCcv sr unsec nt pnc | $2,706,000 | – | 2,265,000 | – | 0.05% | – | |
| New | MERITOR INCcv sr unsec nt | $2,712,000 | – | 2,595,000 | – | 0.05% | – | |
| BACPRL | New | BANK OF AMERICA CORP7.250000% cv pfd perpetual pnc | $2,688,000 | – | 1,960 | – | 0.05% | – |
| New | VERINT SYSTEMS INCcv sr unsec nt | $2,614,000 | – | 2,428,000 | – | 0.05% | – | |
| New | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $2,584,000 | – | 2,325,000 | – | 0.05% | – | |
| New | WORKDAY INCcv sr unsec nt | $2,516,000 | – | 1,675,000 | – | 0.05% | – | |
| New | SILICON LABORATORIES INCcv sr unsec nt pnc | $2,449,000 | – | 1,965,000 | – | 0.05% | – | |
| New | NUVASIVE INCcv sr unsec nt pnc | $2,373,000 | – | 2,085,000 | – | 0.04% | – | |
| New | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $2,236,000 | – | 2,190,000 | – | 0.04% | – | |
| New | CSG SYSTEMS INTERNATIONAL INCcv sr unsec nt pnc | $2,223,000 | – | 2,000,000 | – | 0.04% | – | |
| New | PTC THERAPEUTICS INCcv sr unsec nt pnc | $2,219,000 | – | 2,000,000 | – | 0.04% | – | |
| New | SUNPOWER CORPcv sr unsec nt | $2,115,000 | – | 2,374,000 | – | 0.04% | – | |
| INDA | New | ISHARES MSCI INDIA ETFetp | $2,114,000 | – | 59,800 | – | 0.04% | – |
| New | DHT HOLDINGS INCcv sr unsec nt pnc | $2,068,000 | – | 1,973,000 | – | 0.04% | – | |
| New | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $1,995,000 | – | 1,905,000 | – | 0.04% | – | |
| QTSPRB | New | QTS REALTY TRUST INC6.500000% cv pfd perpetual pnc | $1,860,000 | – | 16,790 | – | 0.04% | – |
| New | LUMENTUM HOLDINGS INCcv sr unsec nt | $1,882,000 | – | 1,596,000 | – | 0.04% | – | |
| SREPRB | New | SEMPRA ENERGY6.75% cv pfd | $1,593,000 | – | 14,350 | – | 0.03% | – |
| New | INSULET CORPcv sr unsec nt pnc | $1,607,000 | – | 1,128,000 | – | 0.03% | – | |
| New | NRG ENERGY INCcv sr unsec nt | $1,531,000 | – | 1,430,000 | – | 0.03% | – | |
| New | GOPRO INCcv sr unsec nt | $1,523,000 | – | 1,535,000 | – | 0.03% | – | |
| DTV | New | DTE ENERGY CO6.5% cv pfd | $1,534,000 | – | 27,300 | – | 0.03% | – |
| NEEPRR | New | NEXTERA ENERGY INC6.123% cv pfd | $1,557,000 | – | 23,980 | – | 0.03% | – |
| OCSL | New | OAKTREE SPECIALTY LENDING CORP | $1,496,000 | – | 276,000 | – | 0.03% | – |
| New | INVACARE CORPcv sr unsec nt | $1,426,000 | – | 1,745,000 | – | 0.03% | – | |
| FPI | New | FARMLAND PARTNERS INC | $1,410,000 | – | 200,000 | – | 0.03% | – |
| New | PRETIUM RESOURCES INCcv sr sub nt pnc | $1,366,000 | – | 1,395,000 | – | 0.03% | – | |
| New | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $1,335,000 | – | 1,125,000 | – | 0.02% | – | |
| New | AMAG PHARMACEUTICALS INCcv sr unsec nt | $1,263,000 | – | 1,575,000 | – | 0.02% | – | |
| LOMA | New | LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | $1,252,000 | – | 107,000 | – | 0.02% | – |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt (series: c) | $1,137,000 | – | 1,150,000 | – | 0.02% | – | |
| New | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $1,071,000 | – | 1,000,000 | – | 0.02% | – | |
| BELFA | New | BEL FUSE INC | $1,092,000 | – | 71,613 | – | 0.02% | – |
| USWSW | New | US WELL SERVICES INCwarrant strike 5.75 exp 11/09/2023 | $950,000 | – | 1,500,000 | – | 0.02% | – |
| WFCPRL | New | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $984,000 | – | 721 | – | 0.02% | – |
| New | PDL BIOPHARMA INCcv sr unsec nt | $964,000 | – | 914,000 | – | 0.02% | – | |
| SD | New | SANDRIDGE ENERGY INC | $934,000 | – | 135,000 | – | 0.02% | – |
| SIGA | New | SIGA TECHNOLOGIES INC | $908,000 | – | 159,782 | – | 0.02% | – |
| New | TESLA INCcv sr unsec nt | $875,000 | – | 920,000 | – | 0.02% | – | |
| MPO | New | MIDSTATES PETROLEUM CO INC | $821,000 | – | 139,473 | – | 0.02% | – |
| New | TWILIO INCcv sr unsec nt pnc | $824,000 | – | 410,000 | – | 0.02% | – | |
| XOGAQ | New | EXTRACTION OIL & GAS INC | $749,000 | – | 172,787 | – | 0.01% | – |
| New | SAREPTA THERAPEUTICS INCcv sr unsec nt | $691,000 | – | 310,000 | – | 0.01% | – | |
| New | CHENIERE ENERGY INCcv sr unsec nt pnc | $666,000 | – | 845,000 | – | 0.01% | – | |
| AEPPL | New | AMERICAN ELECTRIC POWER CO INC6.125% cv pfd | $511,000 | – | 9,550 | – | 0.01% | – |
| New | CYPRESS SEMICONDUCTOR CORPcv sr unsec nt | $424,000 | – | 252,000 | – | 0.01% | – | |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $338,000 | – | 32,142 | – | 0.01% | – |
| DSSI | New | DIAMOND S SHIPPING INC | $282,000 | – | 22,076 | – | 0.01% | – |
| UPLCQ | New | ULTRA PETROLEUM CORP | $109,000 | – | 590,799 | – | 0.00% | – |
| IEA | New | INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | $39,000 | – | 18,926 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UPLCQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -683,632 | – | -0.01% | – |
| CMLS | Exit | CUMULUS MEDIA INC | $0 | – | -42,075 | – | -0.01% | – |
| Exit | SOLARCITY CORPcv sr unsec nt | $0 | – | -844,000 | – | -0.01% | – | |
| INDA | Exit | ISHARES MSCI INDIA ETFetp | $0 | – | -31,700 | – | -0.01% | – |
| Exit | BLACKROCK TCP CAPITAL CORPcv sr unsec nt | $0 | – | -1,290,000 | – | -0.02% | – | |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CORP | $0 | – | -276,000 | – | -0.02% | – |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -135,000 | – | -0.02% | – |
| BELFA | Exit | BEL FUSE INC | $0 | – | -71,613 | – | -0.02% | – |
| MPO | Exit | MIDSTATES PETROLEUM CO INC | $0 | – | -190,307 | – | -0.02% | – |
| Exit | PRETIUM RESOURCES INCcv sr sub nt pnc | $0 | – | -1,990,000 | – | -0.02% | – | |
| XOGAQ | Exit | EXTRACTION OIL & GAS INC | $0 | – | -172,787 | – | -0.03% | – |
| FPI | Exit | FARMLAND PARTNERS INC | $0 | – | -322,142 | – | -0.03% | – |
| Exit | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCcv sr unsec nt | $0 | – | -2,339,000 | – | -0.03% | – | |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -819,228 | – | -0.03% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSC | $0 | – | -298,500 | – | -0.03% | – |
| Exit | VECTOR GROUP LTDcv sr unsec nt variable | $0 | – | -2,445,000 | – | -0.03% | – | |
| Exit | GLOBAL EAGLE ENTERTAINMENT INCcv sr unsec nt pnc | $0 | – | -3,375,000 | – | -0.04% | – | |
| Exit | QIAGEN NVcv sr unsec nt reg s | $0 | – | -2,200,000 | – | -0.04% | – | |
| Exit | SUNPOWER CORPcv sr unsec nt | $0 | – | -3,749,000 | – | -0.04% | – | |
| Exit | CLEVELAND-CLIFFS INCcv sr unsec nt pnc | $0 | – | -2,075,000 | – | -0.05% | – | |
| Exit | CANADIAN SOLAR INCcv sr unsec nt pnc | $0 | – | -3,475,000 | – | -0.05% | – | |
| OCSI | Exit | OAKTREE STRATEGIC INCOME CORP | $0 | – | -392,000 | – | -0.05% | – |
| BXEFF | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -3,350,000 | – | -0.05% | – |
| Exit | STEEL CONNECT INCcv sr unsec nt | $0 | – | -3,700,000 | – | -0.05% | – | |
| Exit | HCI GROUP INCcv sr unsec nt | $0 | – | -3,810,000 | – | -0.05% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $0 | – | -4,636,000 | – | -0.06% | – | |
| SIGA | Exit | SIGA TECHNOLOGIES INC | $0 | – | -602,886 | – | -0.06% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -785,363 | – | -0.06% | – |
| Exit | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $0 | – | -4,470,000 | – | -0.06% | – | |
| Exit | GNC HOLDINGS INCcv sr unsec nt | $0 | – | -5,802,000 | – | -0.06% | – | |
| DCUD | Exit | DOMINION ENERGY INC6.75% cv pfd | $0 | – | -97,000 | – | -0.06% | – |
| BELFB | Exit | BEL FUSE INC | $0 | – | -175,060 | – | -0.06% | – |
| Exit | NOVAVAX INCcv sr unsec nt | $0 | – | -7,495,000 | – | -0.06% | – | |
| Exit | PDL BIOPHARMA INCcv sr unsec nt | $0 | – | -4,695,000 | – | -0.06% | – | |
| TGS | Exit | TRANSPORTADORA DE GAS DEL SUR SA | $0 | – | -320,000 | – | -0.06% | – |
| VEON | Exit | VEON LTD | $0 | – | -1,678,900 | – | -0.07% | – |
| Exit | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -6,000,000 | – | -0.07% | – | |
| HKRSQ | Exit | HALCON RESOURCES CORP | $0 | – | -1,270,000 | – | -0.08% | – |
| Exit | ENVESTNET INCcv sr unsec nt | $0 | – | -5,113,000 | – | -0.08% | – | |
| OIBRC | Exit | OI SA | $0 | – | -2,054,854 | – | -0.08% | – |
| Exit | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $0 | – | -5,730,000 | – | -0.08% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $0 | – | -5,915,000 | – | -0.08% | – | |
| DYNC | Exit | VISTRA ENERGY CORP7% cv pfd | $0 | – | -61,700 | – | -0.08% | – |
| Exit | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $0 | – | -5,950,000 | – | -0.08% | – | |
| Exit | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $0 | – | -6,056,000 | – | -0.08% | – | |
| Exit | NXP SEMICONDUCTORS NVcv sr unsec nt | $0 | – | -6,000,000 | – | -0.08% | – | |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $0 | – | -5,750,000 | – | -0.09% | – | |
| Exit | FIREEYE INCcv sr unsec nt | $0 | – | -6,773,000 | – | -0.09% | – | |
| Exit | FINISAR CORPcv sr unsec nt | $0 | – | -6,625,000 | – | -0.09% | – | |
| Exit | KAMAN CORPcv sr unsec nt | $0 | – | -5,880,000 | – | -0.09% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $0 | – | -6,416,000 | – | -0.09% | – | |
| Exit | GRANITE POINT MORTGAGE TRUST INCcv sr unsec nt 144a | $0 | – | -6,895,000 | – | -0.10% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -7,135,000 | – | -0.10% | – | |
| Exit | NUANCE COMMUNICATIONS INCcv sr unsec nt cpdi | $0 | – | -7,700,000 | – | -0.10% | – | |
| Exit | DEXCOM INCcv sr unsec nt pnc | $0 | – | -4,790,000 | – | -0.10% | – | |
| PAM | Exit | PAMPA ENERGIA SA | $0 | – | -240,000 | – | -0.10% | – |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -7,370,000 | – | -0.10% | – | |
| Exit | DHT HOLDINGS INCcv sr unsec nt pnc | $0 | – | -7,256,000 | – | -0.10% | – | |
| Exit | SYNAPTICS INCcv sr unsec nt pnc | $0 | – | -7,930,000 | – | -0.10% | – | |
| GLIBA | Exit | GCI LIBERTY INC | $0 | – | -150,000 | – | -0.10% | – |
| Exit | TELADOC HEALTH INCcv sr unsec nt pnc | $0 | – | -3,825,000 | – | -0.10% | – | |
| Exit | TITAN MACHINERY INCcv sr unsec nt | $0 | – | -7,871,000 | – | -0.10% | – | |
| Exit | ROVI CORPcv sr unsec nt (acquired by: tivo) | $0 | – | -8,255,000 | – | -0.11% | – | |
| Exit | PACIRA PHARMACEUTICALS INC/DEcv sr unsec nt pnc | $0 | – | -7,500,000 | – | -0.11% | – | |
| Exit | HUBSPOT INCcv sr unsec nt | $0 | – | -4,860,000 | – | -0.11% | – | |
| Exit | WAYFAIR INCcv sr unsec nt pnc | $0 | – | -5,365,000 | – | -0.11% | – | |
| WFCPRL | Exit | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $0 | – | -6,293 | – | -0.11% | – |
| Exit | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $0 | – | -7,155,000 | – | -0.11% | – | |
| Exit | INNOVIVA INCcv sub nt | $0 | – | -8,805,000 | – | -0.12% | – | |
| Exit | ALDER BIOPHARMACEUTICALS INCcv sr unsec nt pnc | $0 | – | -8,525,000 | – | -0.12% | – | |
| Exit | PTC THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -8,200,000 | – | -0.13% | – | |
| Exit | PRA GROUP INCcv sr unsec nt pnc | $0 | – | -9,365,000 | – | -0.13% | – | |
| Exit | TPG SPECIALTY LENDING INCcv sr unsec nt | $0 | – | -9,655,000 | – | -0.13% | – | |
| BACPRL | Exit | BANK OF AMERICA CORP7.250000% cv pfd perpetual pnc | $0 | – | -7,600 | – | -0.13% | – |
| Exit | VITAMIN SHOPPE INCcv sr unsec nt | $0 | – | -11,495,000 | – | -0.13% | – | |
| Exit | HCI GROUP INCcv sr unsec nt | $0 | – | -10,110,000 | – | -0.14% | – | |
| Exit | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $0 | – | -10,265,000 | – | -0.14% | – | |
| Exit | SM ENERGY COcv sr unsec nt | $0 | – | -9,500,000 | – | -0.14% | – | |
| Exit | GREEN PLAINS INCcv sr unsec nt pnc | $0 | – | -11,058,000 | – | -0.14% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -8,215,000 | – | -0.14% | – | |
| Exit | VIPSHOP HOLDINGS LTDcv sr unsec nt | $0 | – | -10,961,000 | – | -0.14% | – | |
| Exit | ENCORE CAPITAL GROUP INCcv sr unsec nt | $0 | – | -11,536,000 | – | -0.14% | – | |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -10,845,000 | – | -0.15% | – | |
| Exit | BLACKROCK TCP CAPITAL CORPcv sr unsec nt | $0 | – | -10,891,000 | – | -0.15% | – | |
| Exit | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $0 | – | -11,175,000 | – | -0.15% | – | |
| Exit | OASIS PETROLEUM INCcv sr unsec nt pnc | $0 | – | -8,265,000 | – | -0.15% | – | |
| Exit | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $0 | – | -10,900,000 | – | -0.15% | – | |
| Exit | CHENIERE ENERGY INCcv sr unsec nt pnc | $0 | – | -14,163,000 | – | -0.15% | – | |
| Exit | YANDEX NVcv sr unsec nt | $0 | – | -11,534,000 | – | -0.15% | – | |
| Exit | INTERDIGITAL INC/PAcv sr unsec nt | $0 | – | -10,230,000 | – | -0.16% | – | |
| Exit | RETROPHIN INCcv sr unsec nt pnc | $0 | – | -12,000,000 | – | -0.17% | – | |
| Exit | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $0 | – | -12,200,000 | – | -0.17% | – | |
| TEO | Exit | TELECOM ARGENTINA SA | $0 | – | -712,500 | – | -0.17% | – |
| Exit | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $0 | – | -12,273,000 | – | -0.17% | – | |
| TSQ | Exit | TOWNSQUARE MEDIA INC | $0 | – | -1,595,224 | – | -0.17% | – |
| Exit | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $0 | – | -12,755,000 | – | -0.17% | – | |
| SWP | Exit | STANLEY BLACK & DECKER INC5.375% cv pfd | $0 | – | -120,000 | – | -0.18% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -141,130 | – | -0.18% | – |
| Exit | REALPAGE INCcv sr unsec nt | $0 | – | -8,080,000 | – | -0.18% | – | |
| IFFT | Exit | INTERNATIONAL FLAVORS & FRAGRANCES INC6.000000 cv pfd pnc | $0 | – | -250,000 | – | -0.18% | – |
| Exit | NABORS INDUSTRIES INCcv sr unsec nt | $0 | – | -17,610,000 | – | -0.18% | – | |
| NXPI | Exit | NXP SEMICONDUCTORS NV | $0 | – | -166,000 | – | -0.19% | – |
| Exit | EZCORP INCcv sr unsec multi cpn nt | $0 | – | -14,351,000 | – | -0.19% | – | |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt pnc | $0 | – | -14,795,000 | – | -0.20% | – | |
| Exit | NEUROCRINE BIOSCIENCES INCcv sr unsec nt pnc | $0 | – | -8,895,000 | – | -0.20% | – | |
| SREPRA | Exit | SEMPRA ENERGY6% cv pfd | $0 | – | -152,340 | – | -0.21% | – |
| Exit | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $0 | – | -14,357,000 | – | -0.21% | – | |
| BATRK | Exit | LIBERTY MEDIA CORP-LIBERTY BRAVES | $0 | – | -570,102 | – | -0.21% | – |
| QTSPRB | Exit | QTS REALTY TRUST INC6.500000% cv pfd perpetual pnc | $0 | – | -148,000 | – | -0.21% | – |
| Exit | TEVA PHARMACEUTICAL FINANCE CO LLCcv sr unsec nt | $0 | – | -16,755,000 | – | -0.21% | – | |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $0 | – | -15,000,000 | – | -0.21% | – | |
| MPACU | Exit | MATLIN AND PARTNERS ACQUISITION CORP | $0 | – | -1,500,000 | – | -0.22% | – |
| Exit | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $0 | – | -16,292,000 | – | -0.22% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $0 | – | -13,720,000 | – | -0.22% | – | |
| SJIU | Exit | SOUTH JERSEY INDUSTRIES INC7.25% cv pfd | $0 | – | -300,000 | – | -0.23% | – |
| Exit | REDWOOD TRUST INCcv sr unsec nt | $0 | – | -17,070,000 | – | -0.23% | – | |
| SREPRB | Exit | SEMPRA ENERGY6.75% cv pfd | $0 | – | -166,700 | – | -0.23% | – |
| Exit | FORESTAR GROUP INCcv sr unsec nt | $0 | – | -16,928,000 | – | -0.23% | – | |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -571,208 | – | -0.23% | – |
| Exit | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $0 | – | -17,155,000 | – | -0.23% | – | |
| Exit | WRIGHT MEDICAL GROUP NVcv sr unsec nt | $0 | – | -11,990,000 | – | -0.23% | – | |
| Exit | GOLDMAN SACHS BDC INCcv sr unsec nt | $0 | – | -17,259,000 | – | -0.24% | – | |
| NOG | Exit | NORTHERN OIL AND GAS INC | $0 | – | -4,389,667 | – | -0.24% | – |
| Exit | OSI SYSTEMS INCcv sr unsec nt pnc | $0 | – | -18,380,000 | – | -0.24% | – | |
| Exit | INPHI CORPcv sr unsec nt | $0 | – | -15,500,000 | – | -0.24% | – | |
| Exit | FINISAR CORPcv sr unsec nt | $0 | – | -20,316,000 | – | -0.25% | – | |
| Exit | LUMENTUM HOLDINGS INCcv sr unsec nt | $0 | – | -16,000,000 | – | -0.26% | – | |
| Exit | J2 GLOBAL INCcv sr unsec nt cpdi | $0 | – | -15,360,000 | – | -0.27% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $0 | – | -18,865,000 | – | -0.27% | – | |
| Exit | TRANSOCEAN INCcv sr unsec nt | $0 | – | -13,615,000 | – | -0.27% | – | |
| Exit | INVITATION HOMES (IH MERGER SUB LLC)cv sr unsec nt | $0 | – | -18,561,000 | – | -0.28% | – | |
| Exit | HERCULES CAPITAL INCcv sr unsec nt | $0 | – | -21,177,000 | – | -0.28% | – | |
| Exit | REDWOOD TRUST INCcv sr unsec nt | $0 | – | -20,452,000 | – | -0.28% | – | |
| Exit | II-VI INCcv sr unsec nt | $0 | – | -17,865,000 | – | -0.28% | – | |
| Exit | ARES CAPITAL CORPcv sr unsec nt | $0 | – | -21,319,000 | – | -0.29% | – | |
| YUMC | Exit | YUM CHINA HOLDINGS INC | $0 | – | -614,500 | – | -0.29% | – |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -1,640,000 | – | -0.29% | – |
| Exit | SERVICENOW INCcv sr unsec nt | $0 | – | -14,585,000 | – | -0.29% | – | |
| Exit | CITRIX SYSTEMS INCcv sr unsec nt | $0 | – | -14,237,000 | – | -0.30% | – | |
| CTRP | Exit | CTRIP.COM INTERNATIONAL-ADRadr | $0 | – | -593,153 | – | -0.30% | – |
| Exit | GUIDEWIRE SOFTWARE INCcv sr unsec nt pnc | $0 | – | -20,655,000 | – | -0.30% | – | |
| Exit | VERINT SYSTEMS INCcv sr unsec nt | $0 | – | -21,911,000 | – | -0.30% | – | |
| STON | Exit | STONEMOR PARTNERS LP | $0 | – | -4,477,857 | – | -0.31% | – |
| Exit | SSR MINING INCcv sr unsec nt pnc | $0 | – | -23,403,000 | – | -0.31% | – | |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $0 | – | -23,824,000 | – | -0.31% | – | |
| Exit | ILLUMINA INCcv sr unsec nt | $0 | – | -16,000,000 | – | -0.31% | – | |
| Exit | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $0 | – | -23,597,000 | – | -0.32% | – | |
| Exit | TWITTER INCcv sr unsec nt | $0 | – | -24,301,000 | – | -0.32% | – | |
| Exit | VIAVI SOLUTIONS INCcv sr unsec nt | $0 | – | -22,000,000 | – | -0.32% | – | |
| Exit | CARDTRONICS INCcv sr unsec nt | $0 | – | -24,789,000 | – | -0.32% | – | |
| Exit | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEcv sr unsec nt (lmck/fwonk) | $0 | – | -20,625,000 | – | -0.32% | – | |
| Exit | NUANCE COMMUNICATIONS INCcv sr unsec nt | $0 | – | -23,850,000 | – | -0.33% | – | |
| Exit | PANDORA MEDIA INCcv sr unsec nt pnc | $0 | – | -25,245,000 | – | -0.33% | – | |
| Exit | PRA GROUP INCcv sr unsec nt | $0 | – | -25,708,000 | – | -0.34% | – | |
| Exit | PATTERN ENERGY GROUP INCcv sr unsec nt | $0 | – | -25,097,000 | – | -0.34% | – | |
| Exit | PENNYMAC CORPcv sr unsec nt reit | $0 | – | -25,642,000 | – | -0.34% | – | |
| Exit | HURON CONSULTING GROUP INCcv sr unsec nt | $0 | – | -26,753,000 | – | -0.35% | – | |
| Exit | NUVASIVE INCcv sr unsec nt pnc | $0 | – | -20,805,000 | – | -0.36% | – | |
| NEEPRR | Exit | NEXTERA ENERGY INC6.123% cv pfd | $0 | – | -468,855 | – | -0.36% | – |
| HESPRA | Exit | HESS CORP8% mand cv pfd | $0 | – | -336,700 | – | -0.36% | – |
| Exit | COLONY CAPITAL INCcv sr unsec nt reit pnc | $0 | – | -28,505,000 | – | -0.36% | – | |
| Exit | WHITING PETROLEUM CORPcv sr unsec nt | $0 | – | -28,097,000 | – | -0.36% | – | |
| BBD | Exit | BANCO BRADESCO-ADRadr | $0 | – | -3,936,583 | – | -0.38% | – |
| BRFS | Exit | BRF SA-ADRadr | $0 | – | -5,117,302 | – | -0.38% | – |
| WB | Exit | WEIBO CORP-SPON ADRadr | $0 | – | -406,600 | – | -0.40% | – |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt (series: c) | $0 | – | -30,380,000 | – | -0.40% | – | |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -1,500,000 | – | -0.42% | – |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -3,250,000 | – | -0.43% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -23,130,531 | – | -0.43% | – |
| VRS | Exit | VERSO CORP | $0 | – | -961,319 | – | -0.44% | – |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $0 | – | -32,406,000 | – | -0.44% | – | |
| EGC | Exit | ENERGY XXI GULF COAST INC | $0 | – | -3,910,545 | – | -0.44% | – |
| Exit | EXACT SCIENCES CORPcv sr unsec nt | $0 | – | -26,463,000 | – | -0.44% | – | |
| AABA | Exit | ALTABA INC | $0 | – | -483,866 | – | -0.44% | – |
| FTVPRA | Exit | FORTIVE CORP5% cv pfd | $0 | – | -30,577 | – | -0.44% | – |
| AZUL | Exit | AZUL SA-ADRadr | $0 | – | -1,873,216 | – | -0.45% | – |
| AU | Exit | ANGLOGOLD ASHANTI-SPON ADRadr | $0 | – | -3,907,565 | – | -0.45% | – |
| CX | Exit | CEMEX SAB-SPONS ADR PART CERadr | $0 | – | -4,808,700 | – | -0.46% | – |
| CTB | Exit | COOPER TIRE & RUBBER COput | $0 | – | -1,200,000 | – | -0.46% | – |
| CCIPRA | Exit | CROWN CASTLE INTERNATIONAL CORP6.875% cv pfd | $0 | – | -32,000 | – | -0.47% | – |
| Exit | BOOKING HOLDINGS INCcv sr unsec nt | $0 | – | -30,884,000 | – | -0.49% | – | |
| Exit | EXANTAS CAPITAL CORPcv sr unsec nt reit | $0 | – | -38,093,000 | – | -0.52% | – | |
| Exit | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $0 | – | -41,281,000 | – | -0.56% | – | |
| BDXA | Exit | BECTON DICKINSON AND CO6.125% cv pfd | $0 | – | -655,020 | – | -0.58% | – |
| Exit | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $0 | – | -42,910,000 | – | -0.58% | – | |
| Exit | ENSCO JERSEY FINANCE LTDcv sr unsec nt | $0 | – | -43,185,000 | – | -0.58% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $0 | – | -43,316,000 | – | -0.59% | – | |
| INFY | Exit | INFOSYS LTD-SP ADRadr | $0 | – | -4,655,979 | – | -0.64% | – |
| Exit | EXANTAS CAPITAL CORPcv sr unsec nt | $0 | – | -47,415,000 | – | -0.64% | – | |
| CCS | Exit | CENTURY COMMUNITIES INC | $0 | – | -1,819,003 | – | -0.64% | – |
| VALE | Exit | VALE SA-SP ADRadr | $0 | – | -3,302,681 | – | -0.66% | – |
| Exit | GOLAR LNG LTDcv sr unsec nt | $0 | – | -47,838,000 | – | -0.68% | – | |
| CEO | Exit | CNOOC LTD-SPON ADRadr | $0 | – | -275,740 | – | -0.73% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,215,000 | – | -0.75% | – |
| Exit | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $0 | – | -61,872,000 | – | -0.79% | – | |
| MU | Exit | MICRON TECHNOLOGY INCput | $0 | – | -1,300,000 | – | -0.79% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -8,092,699 | – | -0.80% | – |
| Exit | DISH NETWORK CORPcv sr unsec nt | $0 | – | -68,875,000 | – | -0.89% | – | |
| SMH | Exit | VANECK VECTORS SEMICONDUCTOR ETFput | $0 | – | -700,000 | – | -1.00% | – |
| VICI | Exit | VICI PROPERTIES INC | $0 | – | -3,576,319 | – | -1.04% | – |
| EURN | Exit | EURONAV NV | $0 | – | -9,182,915 | – | -1.08% | – |
| ITUB | Exit | ITAU UNIBANCO H-SPON PRF ADRadr | $0 | – | -7,536,959 | – | -1.11% | – |
| PBRA | Exit | PETROLEO BRASIL-SP PREF ADRadr | $0 | – | -8,135,360 | – | -1.14% | – |
| IBN | Exit | ICICI BANK LTD-SPON ADRadr | $0 | – | -10,534,345 | – | -1.20% | – |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -5,681,992 | – | -1.73% | – |
| SPY | Exit | SPDR S&P500 ETF TRUSTput | $0 | – | -500,000 | – | -1.96% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR-SP ADRadr | $0 | – | -3,625,809 | – | -2.16% | – |
| TRCO | Exit | TRIBUNE MEDIA CO | $0 | – | -5,442,870 | – | -2.82% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -8,712,400 | – | -3.10% | – |
| TRMD | Exit | TORM PLC | $0 | – | -47,600,172 | – | -3.85% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -30,557,767 | – | -5.94% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -35,715,343 | – | -11.96% | – |
| SPY | Exit | SPDR S&P500 ETF TRUSTcall | $0 | – | -3,600,000 | – | -14.09% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P500 ETF TRUSTcall | $1,046,592,000 | – | 3,600,000 | – | 14.09% | – |
| VST | Sell | VISTRA ENERGY CORP | $888,598,000 | -15.7% | 35,715,343 | -19.8% | 11.96% | -18.9% |
| TRMD | New | TORM PLC | $285,808,000 | – | 47,600,172 | – | 3.85% | – |
| TRCO | Sell | TRIBUNE MEDIA CO | $209,171,000 | -28.0% | 5,442,870 | -28.3% | 2.82% | -30.7% |
| TSM | Buy | TAIWAN SEMICONDUCTOR-SP ADRadr | $160,116,000 | +36.8% | 3,625,809 | +13.3% | 2.16% | +31.7% |
| SPY | New | SPDR S&P500 ETF TRUSTput | $145,360,000 | – | 500,000 | – | 1.96% | – |
| IBN | Buy | ICICI BANK LTD-SPON ADRadr | $89,437,000 | +14.3% | 10,534,345 | +8.1% | 1.20% | +10.1% |
| PBRA | Sell | PETROLEO BRASIL-SP PREF ADRadr | $85,096,000 | +5.5% | 8,135,360 | -10.8% | 1.14% | +1.6% |
| ITUB | Sell | ITAU UNIBANCO H-SPON PRF ADRadr | $82,756,000 | -12.7% | 7,536,959 | -17.4% | 1.11% | -15.9% |
| EURN | Sell | EURONAV NV | $79,891,000 | -8.6% | 9,182,915 | -3.3% | 1.08% | -12.0% |
| VICI | Sell | VICI PROPERTIES INC | $77,320,000 | -3.4% | 3,576,319 | -7.8% | 1.04% | -7.1% |
| SMH | New | VANECK VECTORS SEMICONDUCTOR ETFput | $74,515,000 | – | 700,000 | – | 1.00% | – |
| Buy | DISH NETWORK CORPcv sr unsec nt | $65,864,000 | +142.2% | 68,875,000 | +146.0% | 0.89% | +133.2% | |
| MU | New | MICRON TECHNOLOGY INCput | $58,799,000 | – | 1,300,000 | – | 0.79% | – |
| Sell | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $58,420,000 | -20.1% | 61,872,000 | -16.6% | 0.79% | -23.2% | |
| PCG | Buy | PG&E CORP | $55,903,000 | +162.7% | 1,215,000 | +143.0% | 0.75% | +152.3% |
| CEO | Buy | CNOOC LTD-SPON ADRadr | $54,470,000 | +20.8% | 275,740 | +4.7% | 0.73% | +16.3% |
| Buy | GOLAR LNG LTDcv sr unsec nt | $50,145,000 | +3.8% | 47,838,000 | +8.5% | 0.68% | 0.0% | |
| VALE | Buy | VALE SA-SP ADRadr | $49,012,000 | +54.0% | 3,302,681 | +33.1% | 0.66% | +48.3% |
| INFY | Buy | INFOSYS LTD-SP ADRadr | $47,351,000 | -37.1% | 4,655,979 | +20.2% | 0.64% | -39.4% |
| Sell | EXANTAS CAPITAL CORPcv sr unsec nt | $47,355,000 | -1.5% | 47,415,000 | -1.2% | 0.64% | -5.2% | |
| Buy | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $43,995,000 | +44.9% | 43,316,000 | +25.7% | 0.59% | +39.6% | |
| Sell | ENSCO JERSEY FINANCE LTDcv sr unsec nt | $43,107,000 | -3.2% | 43,185,000 | -9.7% | 0.58% | -6.9% | |
| Buy | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $43,017,000 | +28.9% | 42,910,000 | +26.7% | 0.58% | +24.0% | |
| BDXA | Sell | BECTON DICKINSON AND CO6.125% cv pfd | $42,814,000 | -9.7% | 655,020 | -14.6% | 0.58% | -13.1% |
| Sell | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $41,677,000 | -6.2% | 41,281,000 | -10.8% | 0.56% | -9.7% | |
| Buy | BOOKING HOLDINGS INCcv sr unsec nt | $36,719,000 | +5.9% | 30,884,000 | +6.6% | 0.49% | +1.9% | |
| CCIPRA | New | CROWN CASTLE INTERNATIONAL CORP6.875% cv pfd | $34,752,000 | – | 32,000 | – | 0.47% | – |
| CTB | New | COOPER TIRE & RUBBER COput | $33,960,000 | – | 1,200,000 | – | 0.46% | – |
| CX | Buy | CEMEX SAB-SPONS ADR PART CERadr | $33,853,000 | +137.9% | 4,808,700 | +121.7% | 0.46% | +129.1% |
| AU | Buy | ANGLOGOLD ASHANTI-SPON ADRadr | $33,527,000 | +11.2% | 3,907,565 | +6.4% | 0.45% | +6.9% |
| AZUL | Buy | AZUL SA-ADRadr | $33,325,000 | +16.1% | 1,873,216 | +6.7% | 0.45% | +12.0% |
| FTVPRA | New | FORTIVE CORP5% cv pfd | $32,986,000 | – | 30,577 | – | 0.44% | – |
| AABA | Sell | ALTABA INC | $32,961,000 | -87.5% | 483,866 | -86.6% | 0.44% | -88.0% |
| Buy | EXACT SCIENCES CORPcv sr unsec nt | $32,765,000 | +45.7% | 26,463,000 | +24.1% | 0.44% | +40.4% | |
| Buy | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $32,610,000 | +6.2% | 32,406,000 | +4.7% | 0.44% | +2.3% | |
| VRS | Sell | VERSO CORP | $32,368,000 | -37.1% | 961,319 | -59.4% | 0.44% | -39.4% |
| WMIH | New | WMIH CORP | $32,151,000 | – | 23,130,531 | – | 0.43% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $30,915,000 | – | 1,500,000 | – | 0.42% | – |
| Sell | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt (series: c) | $29,804,000 | -26.8% | 30,380,000 | -21.3% | 0.40% | -29.5% | |
| WB | New | WEIBO CORP-SPON ADRadr | $29,735,000 | – | 406,600 | – | 0.40% | – |
| BRFS | Buy | BRF SA-ADRadr | $28,043,000 | +38.2% | 5,117,302 | +18.0% | 0.38% | +32.7% |
| BBD | New | BANCO BRADESCO-ADRadr | $27,871,000 | – | 3,936,583 | – | 0.38% | – |
| Buy | WHITING PETROLEUM CORPcv sr unsec nt | $27,016,000 | +4.5% | 28,097,000 | +4.0% | 0.36% | +0.8% | |
| Buy | COLONY CAPITAL INCcv sr unsec nt reit pnc | $26,984,000 | +35.5% | 28,505,000 | +36.7% | 0.36% | +30.6% | |
| HESPRA | Buy | HESS CORP8% mand cv pfd | $26,761,000 | +52.5% | 336,700 | +44.6% | 0.36% | +46.9% |
| NEEPRR | Buy | NEXTERA ENERGY INC6.123% cv pfd | $26,700,000 | +19.8% | 468,855 | +20.1% | 0.36% | +15.1% |
| Buy | NUVASIVE INCcv sr unsec nt pnc | $26,410,000 | +43.1% | 20,805,000 | +22.4% | 0.36% | +37.6% | |
| Buy | HURON CONSULTING GROUP INCcv sr unsec nt | $26,111,000 | +18.8% | 26,753,000 | +14.9% | 0.35% | +14.3% | |
| Buy | PENNYMAC CORPcv sr unsec nt reit | $25,606,000 | +1.1% | 25,642,000 | +1.7% | 0.34% | -2.5% | |
| Buy | PATTERN ENERGY GROUP INCcv sr unsec nt | $25,158,000 | +7.2% | 25,097,000 | +6.9% | 0.34% | +3.4% | |
| Buy | PRA GROUP INCcv sr unsec nt | $24,857,000 | +0.5% | 25,708,000 | +0.2% | 0.34% | -3.2% | |
| Sell | PANDORA MEDIA INCcv sr unsec nt pnc | $24,757,000 | -10.9% | 25,245,000 | -12.6% | 0.33% | -14.2% | |
| New | NUANCE COMMUNICATIONS INCcv sr unsec nt | $24,668,000 | – | 23,850,000 | – | 0.33% | – | |
| Buy | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEcv sr unsec nt (lmck/fwonk) | $24,153,000 | +64.9% | 20,625,000 | +65.0% | 0.32% | +58.5% | |
| Buy | CARDTRONICS INCcv sr unsec nt | $23,986,000 | +16.5% | 24,789,000 | +12.2% | 0.32% | +12.2% | |
| New | VIAVI SOLUTIONS INCcv sr unsec nt | $23,813,000 | – | 22,000,000 | – | 0.32% | – | |
| Sell | TWITTER INCcv sr unsec nt | $23,593,000 | -12.9% | 24,301,000 | -12.8% | 0.32% | -16.1% | |
| Buy | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $23,446,000 | +16.1% | 23,597,000 | +16.2% | 0.32% | +12.1% | |
| Sell | ILLUMINA INCcv sr unsec nt | $23,292,000 | -32.4% | 16,000,000 | -45.1% | 0.31% | -35.1% | |
| Buy | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $23,217,000 | -0.4% | 23,824,000 | +0.3% | 0.31% | -4.3% | |
| Sell | SSR MINING INCcv sr unsec nt pnc | $23,035,000 | -7.1% | 23,403,000 | -6.6% | 0.31% | -10.7% | |
| Buy | VERINT SYSTEMS INCcv sr unsec nt | $22,677,000 | +283.1% | 21,911,000 | +265.2% | 0.30% | +267.5% | |
| Sell | GUIDEWIRE SOFTWARE INCcv sr unsec nt pnc | $22,173,000 | -5.5% | 20,655,000 | -10.2% | 0.30% | -9.1% | |
| CTRP | Buy | CTRIP.COM INTERNATIONAL-ADRadr | $22,048,000 | -13.4% | 593,153 | +10.9% | 0.30% | -16.6% |
| Sell | CITRIX SYSTEMS INCcv sr unsec nt | $21,902,000 | -28.8% | 14,237,000 | -32.7% | 0.30% | -31.4% | |
| New | SERVICENOW INCcv sr unsec nt | $21,817,000 | – | 14,585,000 | – | 0.29% | – | |
| YUMC | New | YUM CHINA HOLDINGS INC | $21,575,000 | – | 614,500 | – | 0.29% | – |
| Sell | ARES CAPITAL CORPcv sr unsec nt | $21,402,000 | -11.0% | 21,319,000 | -10.6% | 0.29% | -14.3% | |
| New | II-VI INCcv sr unsec nt | $21,035,000 | – | 17,865,000 | – | 0.28% | – | |
| Sell | REDWOOD TRUST INCcv sr unsec nt | $20,743,000 | -12.3% | 20,452,000 | -12.2% | 0.28% | -15.7% | |
| Buy | HERCULES CAPITAL INCcv sr unsec nt | $20,573,000 | +26.6% | 21,177,000 | +30.1% | 0.28% | +22.0% | |
| Buy | INVITATION HOMES (IH MERGER SUB LLC)cv sr unsec nt | $20,494,000 | +203.7% | 18,561,000 | +207.8% | 0.28% | +193.6% | |
| New | TRANSOCEAN INCcv sr unsec nt | $20,217,000 | – | 13,615,000 | – | 0.27% | – | |
| Sell | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $20,150,000 | -34.8% | 18,865,000 | -38.1% | 0.27% | -37.3% | |
| Sell | J2 GLOBAL INCcv sr unsec nt cpdi | $19,976,000 | -13.4% | 15,360,000 | -9.6% | 0.27% | -16.5% | |
| New | LUMENTUM HOLDINGS INCcv sr unsec nt | $19,233,000 | – | 16,000,000 | – | 0.26% | – | |
| Buy | FINISAR CORPcv sr unsec nt | $18,660,000 | +325.3% | 20,316,000 | +321.4% | 0.25% | +311.5% | |
| New | INPHI CORPcv sr unsec nt | $17,936,000 | – | 15,500,000 | – | 0.24% | – | |
| Buy | OSI SYSTEMS INCcv sr unsec nt pnc | $17,612,000 | +72.5% | 18,380,000 | +75.0% | 0.24% | +65.7% | |
| NOG | Sell | NORTHERN OIL AND GAS INC | $17,559,000 | -4.5% | 4,389,667 | -24.8% | 0.24% | -8.2% |
| Buy | GOLDMAN SACHS BDC INCcv sr unsec nt | $17,482,000 | +3.9% | 17,259,000 | +5.1% | 0.24% | 0.0% | |
| Sell | WRIGHT MEDICAL GROUP NVcv sr unsec nt | $17,349,000 | -0.1% | 11,990,000 | -7.8% | 0.23% | -4.1% | |
| Sell | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $17,155,000 | -36.3% | 17,155,000 | -36.6% | 0.23% | -38.7% | |
| BCEI | Buy | BONANZA CREEK ENERGY INC | $17,010,000 | +25.3% | 571,208 | +59.4% | 0.23% | +20.5% |
| Buy | FORESTAR GROUP INCcv sr unsec nt | $16,928,000 | +6.7% | 16,928,000 | +6.7% | 0.23% | +2.7% | |
| Buy | REDWOOD TRUST INCcv sr unsec nt | $16,888,000 | +70.3% | 17,070,000 | +70.7% | 0.23% | +63.3% | |
| SREPRB | New | SEMPRA ENERGY6.75% cv pfd | $16,877,000 | – | 166,700 | – | 0.23% | – |
| SJIU | New | SOUTH JERSEY INDUSTRIES INC7.25% cv pfd | $16,800,000 | – | 300,000 | – | 0.23% | – |
| Buy | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $16,527,000 | +177.9% | 13,720,000 | +174.4% | 0.22% | +167.5% | |
| Buy | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $16,474,000 | +17.7% | 16,292,000 | +18.6% | 0.22% | +13.3% | |
| New | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $15,824,000 | – | 15,000,000 | – | 0.21% | – | |
| Sell | TEVA PHARMACEUTICAL FINANCE CO LLCcv sr unsec nt | $15,756,000 | -3.8% | 16,755,000 | -4.7% | 0.21% | -7.4% | |
| QTSPRB | New | QTS REALTY TRUST INC6.500000% cv pfd perpetual pnc | $15,630,000 | – | 148,000 | – | 0.21% | – |
| Buy | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $15,414,000 | +17.4% | 14,357,000 | +19.3% | 0.21% | +12.5% | |
| SREPRA | Sell | SEMPRA ENERGY6% cv pfd | $15,363,000 | -33.8% | 152,340 | -32.3% | 0.21% | -36.3% |
| Sell | NEUROCRINE BIOSCIENCES INCcv sr unsec nt pnc | $15,184,000 | -11.0% | 8,895,000 | -24.7% | 0.20% | -14.6% | |
| Sell | CHESAPEAKE ENERGY CORPcv sr unsec nt pnc | $14,650,000 | -31.5% | 14,795,000 | -29.5% | 0.20% | -34.1% | |
| Buy | EZCORP INCcv sr unsec multi cpn nt | $14,258,000 | +19.1% | 14,351,000 | +21.8% | 0.19% | +15.0% | |
| NXPI | New | NXP SEMICONDUCTORS NV | $14,193,000 | – | 166,000 | – | 0.19% | – |
| Buy | NABORS INDUSTRIES INCcv sr unsec nt | $13,776,000 | +15.3% | 17,610,000 | +16.3% | 0.18% | +10.8% | |
| IFFT | New | INTERNATIONAL FLAVORS & FRAGRANCES INC6.000000 cv pfd pnc | $13,601,000 | – | 250,000 | – | 0.18% | – |
| Sell | REALPAGE INCcv sr unsec nt | $13,241,000 | +0.0% | 8,080,000 | -13.2% | 0.18% | -3.8% | |
| SWP | New | STANLEY BLACK & DECKER INC5.375% cv pfd | $13,153,000 | – | 120,000 | – | 0.18% | – |
| Sell | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $12,761,000 | -11.6% | 12,755,000 | -11.0% | 0.17% | -14.9% | |
| Buy | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $12,419,000 | +5.3% | 12,273,000 | +5.3% | 0.17% | +1.2% | |
| TEO | Buy | TELECOM ARGENTINA SA | $12,412,000 | +190.3% | 712,500 | +195.6% | 0.17% | +178.3% |
| New | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $12,437,000 | – | 12,200,000 | – | 0.17% | – | |
| New | RETROPHIN INCcv sr unsec nt pnc | $12,352,000 | – | 12,000,000 | – | 0.17% | – | |
| Sell | INTERDIGITAL INC/PAcv sr unsec nt | $12,021,000 | -49.8% | 10,230,000 | -47.5% | 0.16% | -51.6% | |
| Sell | YANDEX NVcv sr unsec nt | $11,469,000 | -5.2% | 11,534,000 | -5.4% | 0.15% | -8.9% | |
| Sell | CHENIERE ENERGY INCcv sr unsec nt pnc | $11,432,000 | -39.9% | 14,163,000 | -40.7% | 0.15% | -42.1% | |
| Buy | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $11,382,000 | +153.0% | 10,900,000 | +151.7% | 0.15% | +142.9% | |
| Sell | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $11,181,000 | -3.2% | 11,175,000 | -3.8% | 0.15% | -7.4% | |
| Sell | OASIS PETROLEUM INCcv sr unsec nt pnc | $11,119,000 | -46.5% | 8,265,000 | -48.3% | 0.15% | -48.5% | |
| Buy | BLACKROCK TCP CAPITAL CORPcv sr unsec nt | $11,025,000 | +11.1% | 10,891,000 | +11.5% | 0.15% | +6.5% | |
| New | CEMEX SAB DE CVcv sub nt | $10,951,000 | – | 10,845,000 | – | 0.15% | – | |
| New | VIPSHOP HOLDINGS LTDcv sr unsec nt | $10,776,000 | – | 10,961,000 | – | 0.14% | – | |
| Buy | ENCORE CAPITAL GROUP INCcv sr unsec nt | $10,795,000 | +3.5% | 11,536,000 | +2.5% | 0.14% | -0.7% | |
| Sell | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $10,706,000 | -19.6% | 8,215,000 | -17.8% | 0.14% | -22.6% | |
| Sell | GREEN PLAINS INCcv sr unsec nt pnc | $10,606,000 | -53.1% | 11,058,000 | -51.4% | 0.14% | -54.7% | |
| New | SM ENERGY COcv sr unsec nt | $10,445,000 | – | 9,500,000 | – | 0.14% | – | |
| Sell | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $10,298,000 | -25.6% | 10,265,000 | -23.5% | 0.14% | -28.0% | |
| Sell | HCI GROUP INCcv sr unsec nt | $10,082,000 | -8.4% | 10,110,000 | -8.4% | 0.14% | -11.7% | |
| New | VITAMIN SHOPPE INCcv sr unsec nt | $9,986,000 | – | 11,495,000 | – | 0.13% | – | |
| BACPRL | Sell | BANK OF AMERICA CORP7.250000% cv pfd perpetual pnc | $9,836,000 | -8.5% | 7,600 | -11.6% | 0.13% | -12.0% |
| Sell | TPG SPECIALTY LENDING INCcv sr unsec nt | $9,725,000 | -20.9% | 9,655,000 | -20.6% | 0.13% | -23.8% | |
| Sell | PRA GROUP INCcv sr unsec nt pnc | $9,611,000 | -52.5% | 9,365,000 | -50.6% | 0.13% | -54.4% | |
| Buy | PTC THERAPEUTICS INCcv sr unsec nt pnc | $9,454,000 | +175.7% | 8,200,000 | +138.0% | 0.13% | +164.6% | |
| Buy | ALDER BIOPHARMACEUTICALS INCcv sr unsec nt pnc | $9,143,000 | +9.7% | 8,525,000 | +6.6% | 0.12% | +6.0% | |
| Buy | INNOVIVA INCcv sub nt | $8,942,000 | +76.0% | 8,805,000 | +68.8% | 0.12% | +69.0% | |
| Sell | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $8,286,000 | -22.2% | 7,155,000 | -17.1% | 0.11% | -24.8% | |
| New | WAYFAIR INCcv sr unsec nt pnc | $8,114,000 | – | 5,365,000 | – | 0.11% | – | |
| WFCPRL | Sell | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $8,124,000 | -3.3% | 6,293 | -5.8% | 0.11% | -7.6% |
| Sell | HUBSPOT INCcv sr unsec nt | $8,000,000 | -34.5% | 4,860,000 | -43.0% | 0.11% | -36.8% | |
| New | PACIRA PHARMACEUTICALS INC/DEcv sr unsec nt pnc | $7,949,000 | – | 7,500,000 | – | 0.11% | – | |
| New | ROVI CORPcv sr unsec nt (acquired by: tivo) | $7,876,000 | – | 8,255,000 | – | 0.11% | – | |
| New | TELADOC HEALTH INCcv sr unsec nt pnc | $7,826,000 | – | 3,825,000 | – | 0.10% | – | |
| Buy | TITAN MACHINERY INCcv sr unsec nt | $7,815,000 | +1.1% | 7,871,000 | +1.0% | 0.10% | -2.8% | |
| Buy | SYNAPTICS INCcv sr unsec nt pnc | $7,605,000 | +27.0% | 7,930,000 | +31.5% | 0.10% | +21.4% | |
| PAM | New | PAMPA ENERGIA SA | $7,452,000 | – | 240,000 | – | 0.10% | – |
| Sell | DHT HOLDINGS INCcv sr unsec nt pnc | $7,458,000 | -11.4% | 7,256,000 | -11.7% | 0.10% | -15.3% | |
| New | CEMEX SAB DE CVcv sub nt | $7,447,000 | – | 7,370,000 | – | 0.10% | – | |
| New | DEXCOM INCcv sr unsec nt pnc | $7,370,000 | – | 4,790,000 | – | 0.10% | – | |
| New | NUANCE COMMUNICATIONS INCcv sr unsec nt cpdi | $7,285,000 | – | 7,700,000 | – | 0.10% | – | |
| Buy | PROSPECT CAPITAL CORPcv sr unsec nt | $7,205,000 | +241.1% | 7,135,000 | +238.2% | 0.10% | +223.3% | |
| Sell | GRANITE POINT MORTGAGE TRUST INCcv sr unsec nt 144a | $7,148,000 | -12.6% | 6,895,000 | -14.1% | 0.10% | -15.8% | |
| Sell | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $6,899,000 | -22.1% | 6,416,000 | -24.2% | 0.09% | -25.0% | |
| Sell | KAMAN CORPcv sr unsec nt | $6,919,000 | -52.4% | 5,880,000 | -51.0% | 0.09% | -54.2% | |
| Sell | FINISAR CORPcv sr unsec nt | $6,596,000 | -31.4% | 6,625,000 | -31.7% | 0.09% | -33.6% | |
| New | FIREEYE INCcv sr unsec nt | $6,484,000 | – | 6,773,000 | – | 0.09% | – | |
| Sell | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $6,383,000 | -59.2% | 5,750,000 | -58.9% | 0.09% | -60.7% | |
| New | NXP SEMICONDUCTORS NVcv sr unsec nt | $6,263,000 | – | 6,000,000 | – | 0.08% | – | |
| Sell | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $6,249,000 | -31.2% | 6,056,000 | -30.0% | 0.08% | -33.9% | |
| Buy | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $6,074,000 | +175.1% | 5,950,000 | +175.5% | 0.08% | +164.5% | |
| DYNC | Sell | VISTRA ENERGY CORP7% cv pfd | $5,986,000 | -70.8% | 61,700 | -71.6% | 0.08% | -71.8% |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $5,800,000 | – | 5,915,000 | – | 0.08% | – | |
| Sell | ENVESTNET INCcv sr unsec nt | $5,626,000 | -47.3% | 5,113,000 | -49.4% | 0.08% | -49.0% | |
| Buy | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $5,662,000 | +109.8% | 5,730,000 | +110.3% | 0.08% | +100.0% | |
| OIBRC | New | OI SA | $5,610,000 | – | 2,054,854 | – | 0.08% | – |
| HKRSQ | New | HALCON RESOURCES CORP | $5,677,000 | – | 1,270,000 | – | 0.08% | – |
| Sell | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $5,094,000 | -65.6% | 6,000,000 | -60.6% | 0.07% | -66.7% | |
| Sell | PDL BIOPHARMA INCcv sr unsec nt | $4,657,000 | -0.3% | 4,695,000 | -7.2% | 0.06% | -3.1% | |
| TGS | New | TRANSPORTADORA DE GAS DEL SUR SA | $4,647,000 | – | 320,000 | – | 0.06% | – |
| DCUD | New | DOMINION ENERGY INC6.75% cv pfd | $4,590,000 | – | 97,000 | – | 0.06% | – |
| Sell | NOVAVAX INCcv sr unsec nt | $4,627,000 | -5.4% | 7,495,000 | -8.1% | 0.06% | -8.8% | |
| Sell | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $4,541,000 | -13.2% | 4,470,000 | -11.7% | 0.06% | -16.4% | |
| New | GNC HOLDINGS INCcv sr unsec nt | $4,496,000 | – | 5,802,000 | – | 0.06% | – | |
| New | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $4,178,000 | – | 4,636,000 | – | 0.06% | – | |
| SIGA | Buy | SIGA TECHNOLOGIES INC | $4,155,000 | +831.6% | 602,886 | +703.8% | 0.06% | +833.3% |
| Sell | HCI GROUP INCcv sr unsec nt | $3,801,000 | -30.7% | 3,810,000 | -31.8% | 0.05% | -33.8% | |
| BXEFF | Sell | BELLATRIX EXPLORATION LTD | $3,499,000 | -7.0% | 3,350,000 | -10.7% | 0.05% | -11.3% |
| Sell | CANADIAN SOLAR INCcv sr unsec nt pnc | $3,443,000 | -51.6% | 3,475,000 | -52.5% | 0.05% | -53.5% | |
| Sell | CLEVELAND-CLIFFS INCcv sr unsec nt pnc | $3,410,000 | -35.9% | 2,075,000 | -52.0% | 0.05% | -37.8% | |
| Sell | SUNPOWER CORPcv sr unsec nt | $3,155,000 | -24.2% | 3,749,000 | -25.1% | 0.04% | -27.6% | |
| New | QIAGEN NVcv sr unsec nt reg s | $2,897,000 | – | 2,200,000 | – | 0.04% | – | |
| New | GLOBAL EAGLE ENTERTAINMENT INCcv sr unsec nt pnc | $2,582,000 | – | 3,375,000 | – | 0.04% | – | |
| New | VECTOR GROUP LTDcv sr unsec nt variable | $2,555,000 | – | 2,445,000 | – | 0.03% | – | |
| New | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCcv sr unsec nt | $2,283,000 | – | 2,339,000 | – | 0.03% | – | |
| FPI | New | FARMLAND PARTNERS INC | $2,158,000 | – | 322,142 | – | 0.03% | – |
| New | PRETIUM RESOURCES INCcv sr sub nt pnc | $1,753,000 | – | 1,990,000 | – | 0.02% | – | |
| BELFA | Buy | BEL FUSE INC | $1,586,000 | +263.8% | 71,613 | +243.3% | 0.02% | +250.0% |
| New | BLACKROCK TCP CAPITAL CORPcv sr unsec nt | $1,292,000 | – | 1,290,000 | – | 0.02% | – | |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $1,030,000 | -5.1% | 31,700 | -2.8% | 0.01% | -6.7% |
| UPLCQ | Sell | ULTRA PETROLEUM CORP | $766,000 | -53.2% | 683,632 | -3.5% | 0.01% | -56.5% |
| New | SOLARCITY CORPcv sr unsec nt | $739,000 | – | 844,000 | – | 0.01% | – | |
| CMLS | New | CUMULUS MEDIA INC | $716,000 | – | 42,075 | – | 0.01% | – |
| BMA | Exit | BANCO MACRO SA-ADRbanco macro sa-adr | $0 | – | -22,306 | – | -0.02% | – |
| Exit | ARBOR REALTY TRUST INCcv sr unsec nt | $0 | – | -1,327,000 | – | -0.02% | – | |
| Exit | VEECO INSTRUMENTS INCcv sr unsec nt pnc | $0 | – | -3,460,000 | – | -0.04% | – | |
| Exit | SCORPIO TANKERS INCcv sr unsec nt | $0 | – | -4,000,000 | – | -0.06% | – | |
| Exit | GSV CAPITAL CORPcv sr unsec nt | $0 | – | -4,040,000 | – | -0.06% | – | |
| Exit | CARBONITE INCcv sr unsec nt pnc | $0 | – | -2,985,000 | – | -0.06% | – | |
| WPXP | Exit | WPX ENERGY INC6.25% mand cv pfd | $0 | – | -60,000 | – | -0.06% | – |
| NBRPRA | Exit | NABORS INDUSTRIES LTD6% cv pfd | $0 | – | -110,000 | – | -0.07% | – |
| Exit | AEGEAN MARINE PETROLEUM NETWORK INCcv sr unsec nt pnc | $0 | – | -15,121,000 | – | -0.07% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $0 | – | -5,000,000 | – | -0.08% | – | |
| Exit | DYCOM INDUSTRIES INCcv sr unsec nt | $0 | – | -4,956,000 | – | -0.08% | – | |
| Exit | BRISTOW GROUP INCcv sr unsec nt | $0 | – | -5,644,000 | – | -0.09% | – | |
| Exit | QUIDEL CORPcv sr unsec nt | $0 | – | -3,083,000 | – | -0.09% | – | |
| Exit | PROOFPOINT INCcv sr unsec nt pnc | $0 | – | -5,109,000 | – | -0.10% | – | |
| Exit | ANI PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -6,857,000 | – | -0.11% | – | |
| Exit | FLEXION THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -6,845,000 | – | -0.12% | – | |
| Exit | QIAGEN NVcv sr unsec nt reg s | $0 | – | -7,000,000 | – | -0.13% | – | |
| Exit | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $0 | – | -5,000,000 | – | -0.13% | – | |
| Exit | CYPRESS SEMICONDUCTOR CORPcv sr unsec nt | $0 | – | -6,955,000 | – | -0.13% | – | |
| Exit | NEVRO CORPcv sr unsec nt | $0 | – | -9,000,000 | – | -0.14% | – | |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt pnc | $0 | – | -9,664,000 | – | -0.14% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $0 | – | -9,650,000 | – | -0.14% | – | |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -1,300,000 | – | -0.15% | – |
| Exit | SOLARCITY CORPput | $0 | – | -13,424,000 | – | -0.18% | – | |
| Exit | INTEGRATED DEVICE TECHNOLOGY INCcv sr unsec nt | $0 | – | -11,125,000 | – | -0.18% | – | |
| Exit | PDC ENERGY INCcv sr unsec nt | $0 | – | -12,835,000 | – | -0.19% | – | |
| Exit | ILLUMINA INCcv sr unsec nt | $0 | – | -10,500,000 | – | -0.19% | – | |
| NEEPRQ | Exit | NEXTERA ENERGY INC6.371% cv pfd | $0 | – | -193,500 | – | -0.20% | – |
| Exit | PALO ALTO NETWORKS INCcv sr unsec nt | $0 | – | -7,835,000 | – | -0.20% | – | |
| Exit | NICE SYSTEMS INCcv sr unsec nt | $0 | – | -11,264,000 | – | -0.21% | – | |
| Exit | DEPOMED INCcv sr unsec nt pnc | $0 | – | -19,020,000 | – | -0.22% | – | |
| RYAM | Exit | RAYONIER ADVANCED MATERIALS INC | $0 | – | -1,000,000 | – | -0.24% | – |
| Exit | WEB.COM GROUP INCcv sr unsec nt pnc | $0 | – | -18,181,000 | – | -0.25% | – | |
| Exit | WAYFAIR INCcv sr unsec nt 144a pnc | $0 | – | -14,500,000 | – | -0.26% | – | |
| Exit | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $0 | – | -19,522,878 | – | -0.27% | – | |
| Exit | ALTABA INCcv sr unsec nt | $0 | – | -14,921,000 | – | -0.28% | – | |
| Exit | ZILLOW GROUP INCcv sr unsec nt pnc | $0 | – | -16,390,000 | – | -0.29% | – | |
| Exit | ON SEMICONDUCTOR CORPcv sr unsec nt | $0 | – | -16,825,000 | – | -0.31% | – | |
| Exit | VEREIT INCcv sr unsec nt reit | $0 | – | -24,943,000 | – | -0.35% | – | |
| Exit | MICROCHIP TECHNOLOGY INCcv sr sub nt | $0 | – | -21,725,000 | – | -0.35% | – | |
| Exit | SILICON LABORATORIES INCcall | $0 | – | -20,794,000 | – | -0.36% | – | |
| Exit | TRANSOCEAN INCput | $0 | – | -18,500,000 | – | -0.37% | – | |
| NSM | Exit | NATIONSTAR MORTGAGE HOLDINGS INC | $0 | – | -1,810,000 | – | -0.44% | – |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -1,100,000 | – | -0.45% | – |
| Exit | TESLA INCcv sr unsec nt | $0 | – | -31,000,000 | – | -0.49% | – | |
| Exit | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $0 | – | -39,145,029 | – | -0.54% | – | |
| SMH | Exit | VANECK VECTORS SEMICONDUCTOR ETFetf | $0 | – | -700,000 | – | -1.00% | – |
| Exit | TORM PLC | $0 | – | -47,600,172 | – | -5.25% | – | |
| SPY | Exit | SPDR S&P500 ETF TRUSTetf | $0 | – | -2,306,500 | – | -8.75% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | New | VISTRA ENERGY CORP | $1,054,124,000 | – | 44,553,037 | – | 14.74% | – |
| SPY | New | SPDR S&P500 ETF TRUSTetf | $625,707,000 | – | 2,306,500 | – | 8.75% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $392,973,000 | – | 30,557,767 | – | 5.49% | – |
| New | TORM PLC | $375,192,000 | – | 47,600,172 | – | 5.25% | – | |
| TRCO | New | TRIBUNE MEDIA CO | $290,602,000 | – | 7,593,441 | – | 4.06% | – |
| AABA | New | ALTABA INC | $263,555,000 | – | 3,599,988 | – | 3.68% | – |
| ALLY | New | ALLY FINANCIAL INC | $228,875,000 | – | 8,712,400 | – | 3.20% | – |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADRtaiwan semiconductor-sp adr | $117,025,000 | – | 3,200,886 | – | 1.64% | – |
| ITUB | New | ITAU UNIBANCO H-SPON PRF ADRitau unibanco h-spon prf adr | $94,768,000 | – | 9,129,853 | – | 1.32% | – |
| NMIH | New | NMI HOLDINGS INC | $92,616,000 | – | 5,681,992 | – | 1.30% | – |
| EURN | New | EURONAV NV | $87,389,000 | – | 9,498,769 | – | 1.22% | – |
| PBRA | New | PETROLEO BRASIL-SP PREF ADRpetroleo brasil-sp pref adr | $80,630,000 | – | 9,121,028 | – | 1.13% | – |
| VICI | New | VICI PROPERTIES INC | $80,081,000 | – | 3,879,862 | – | 1.12% | – |
| IBN | New | ICICI BANK LTD-SPON ADRicici bank ltd-spon adr | $78,225,000 | – | 9,741,512 | – | 1.09% | – |
| INFY | New | INFOSYS LTD-SP ADRinfosys ltd-sp adr | $75,250,000 | – | 3,872,844 | – | 1.05% | – |
| New | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $73,152,000 | – | 74,145,000 | – | 1.02% | – | |
| SMH | New | VANECK VECTORS SEMICONDUCTOR ETFetf | $71,869,000 | – | 700,000 | – | 1.00% | – |
| STKL | New | SUNOPTA INC | $67,979,000 | – | 8,092,699 | – | 0.95% | – |
| CCS | New | CENTURY COMMUNITIES INC | $57,390,000 | – | 1,819,003 | – | 0.80% | – |
| VRS | New | VERSO CORP | $51,483,000 | – | 2,365,914 | – | 0.72% | – |
| New | GOLAR LNG LTDcv sr unsec nt | $48,313,000 | – | 44,083,000 | – | 0.68% | – | |
| New | EXANTAS CAPITAL CORPcv sr unsec nt | $48,058,000 | – | 47,995,000 | – | 0.67% | – | |
| BDXA | New | BECTON DICKINSON AND CO6.125% cv pfd | $47,423,000 | – | 766,720 | – | 0.66% | – |
| CEO | New | CNOOC LTD-SPON ADRcnooc ltd-spon adr | $45,077,000 | – | 263,239 | – | 0.63% | – |
| New | ENSCO JERSEY FINANCE LTDcv sr unsec nt | $44,554,000 | – | 47,849,000 | – | 0.62% | – | |
| New | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $44,449,000 | – | 46,262,000 | – | 0.62% | – | |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt (series: c) | $40,710,000 | – | 38,610,000 | – | 0.57% | – | |
| New | EXANTAS CAPITAL CORPcv sr unsec nt reit | $38,880,000 | – | 38,093,000 | – | 0.54% | – | |
| New | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $38,834,000 | – | 39,145,029 | – | 0.54% | – | |
| New | TESLA INCcv sr unsec nt | $35,009,000 | – | 31,000,000 | – | 0.49% | – | |
| New | BOOKING HOLDINGS INCcv sr unsec nt | $34,687,000 | – | 28,974,000 | – | 0.48% | – | |
| EGC | New | ENERGY XXI GULF COAST INC | $34,570,000 | – | 3,910,545 | – | 0.48% | – |
| New | ILLUMINA INCcv sr unsec nt | $34,462,000 | – | 29,145,000 | – | 0.48% | – | |
| New | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $33,382,000 | – | 33,879,000 | – | 0.47% | – | |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $33,312,000 | – | 3,250,000 | – | 0.47% | – |
| ORIG | New | OCEAN RIG UDW INC | $32,428,000 | – | 1,100,000 | – | 0.45% | – |
| VALE | New | VALE SA-SP ADRvale sa-sp adr | $31,819,000 | – | 2,481,959 | – | 0.44% | – |
| NSM | New | NATIONSTAR MORTGAGE HOLDINGS INC | $31,729,000 | – | 1,810,000 | – | 0.44% | – |
| New | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $30,887,000 | – | 30,500,000 | – | 0.43% | – | |
| New | CITRIX SYSTEMS INCcv sr unsec nt | $30,752,000 | – | 21,143,000 | – | 0.43% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $30,716,000 | – | 30,952,000 | – | 0.43% | – | |
| New | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $30,352,000 | – | 34,470,000 | – | 0.42% | – | |
| AU | New | ANGLOGOLD ASHANTI-SPON ADRanglogold ashanti-spon adr | $30,158,000 | – | 3,673,300 | – | 0.42% | – |
| AZUL | New | AZUL SA-ADRazul sa-adr | $28,708,000 | – | 1,754,774 | – | 0.40% | – |
| New | PANDORA MEDIA INCcv sr unsec nt pnc | $27,778,000 | – | 28,878,000 | – | 0.39% | – | |
| New | DISH NETWORK CORPcv sr unsec nt | $27,190,000 | – | 28,000,000 | – | 0.38% | – | |
| New | TWITTER INCcv sr unsec nt | $27,090,000 | – | 27,867,000 | – | 0.38% | – | |
| STON | New | STONEMOR PARTNERS LP | $27,001,000 | – | 4,477,857 | – | 0.38% | – |
| New | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $26,943,000 | – | 27,038,000 | – | 0.38% | – | |
| New | TRANSOCEAN INCput | $26,394,000 | – | 18,500,000 | – | 0.37% | – | |
| New | WHITING PETROLEUM CORPcv sr unsec nt | $25,848,000 | – | 27,010,000 | – | 0.36% | – | |
| New | SILICON LABORATORIES INCcall | $25,459,000 | – | 20,794,000 | – | 0.36% | – | |
| CTRP | New | CTRIP.COM INTERNATIONAL-ADR | $25,473,000 | – | 534,800 | – | 0.36% | – |
| New | MICROCHIP TECHNOLOGY INCcv sr sub nt | $25,355,000 | – | 21,725,000 | – | 0.35% | – | |
| New | PENNYMAC CORPcv sr unsec nt reit | $25,332,000 | – | 25,209,000 | – | 0.35% | – | |
| New | VEREIT INCcv sr unsec nt reit | $24,977,000 | – | 24,943,000 | – | 0.35% | – | |
| New | SSR MINING INCcv sr unsec nt pnc | $24,789,000 | – | 25,057,000 | – | 0.35% | – | |
| New | PRA GROUP INCcv sr unsec nt | $24,727,000 | – | 25,654,000 | – | 0.35% | – | |
| New | ARES CAPITAL CORPcv sr unsec nt | $24,041,000 | – | 23,841,000 | – | 0.34% | – | |
| New | INTERDIGITAL INC/PAcv sr unsec nt | $23,962,000 | – | 19,500,000 | – | 0.34% | – | |
| New | REDWOOD TRUST INCcv sr unsec nt | $23,648,000 | – | 23,289,000 | – | 0.33% | – | |
| New | PATTERN ENERGY GROUP INCcv sr unsec nt | $23,475,000 | – | 23,475,000 | – | 0.33% | – | |
| New | GUIDEWIRE SOFTWARE INCcv sr unsec nt pnc | $23,466,000 | – | 23,000,000 | – | 0.33% | – | |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $23,318,000 | – | 23,755,000 | – | 0.33% | – | |
| SREPRA | New | SEMPRA ENERGY6% cv pfd | $23,222,000 | – | 225,000 | – | 0.32% | – |
| New | J2 GLOBAL INCcv sr unsec nt cpdi | $23,058,000 | – | 17,000,000 | – | 0.32% | – | |
| New | GREEN PLAINS INCcv sr unsec nt pnc | $22,637,000 | – | 22,763,000 | – | 0.32% | – | |
| New | EXACT SCIENCES CORPcv sr unsec nt | $22,487,000 | – | 21,330,000 | – | 0.31% | – | |
| NEEPRR | New | NEXTERA ENERGY INC6.123% cv pfd | $22,292,000 | – | 390,415 | – | 0.31% | – |
| New | ON SEMICONDUCTOR CORPcv sr unsec nt | $22,178,000 | – | 16,825,000 | – | 0.31% | – | |
| New | HURON CONSULTING GROUP INCcv sr unsec nt | $21,970,000 | – | 23,284,000 | – | 0.31% | – | |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt pnc | $21,394,000 | – | 21,000,000 | – | 0.30% | – | |
| PCG | New | PG&E CORP | $21,280,000 | – | 500,000 | – | 0.30% | – |
| New | ZILLOW GROUP INCcv sr unsec nt pnc | $20,843,000 | – | 16,390,000 | – | 0.29% | – | |
| New | OASIS PETROLEUM INCcv sr unsec nt pnc | $20,798,000 | – | 16,000,000 | – | 0.29% | – | |
| New | CARDTRONICS INCcv sr unsec nt | $20,589,000 | – | 22,092,000 | – | 0.29% | – | |
| DYNC | New | VISTRA ENERGY CORP7% cv pfd | $20,535,000 | – | 216,950 | – | 0.29% | – |
| New | ALTABA INCcv sr unsec nt | $20,389,000 | – | 14,921,000 | – | 0.28% | – | |
| BRFS | New | BRF SA-ADRbrf sa-adr | $20,291,000 | – | 4,335,648 | – | 0.28% | – |
| New | PRA GROUP INCcv sr unsec nt pnc | $20,221,000 | – | 18,970,000 | – | 0.28% | – | |
| New | MACQUARIE INFRASTRUCTURE CORPcv sr unsec nt | $20,198,000 | – | 20,300,000 | – | 0.28% | – | |
| New | COLONY CAPITAL INCcv sr unsec nt reit pnc | $19,916,000 | – | 20,855,000 | – | 0.28% | – | |
| New | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $19,240,000 | – | 19,522,878 | – | 0.27% | – | |
| New | CHENIERE ENERGY INCcv sr unsec nt pnc | $19,017,000 | – | 23,871,000 | – | 0.27% | – | |
| New | WAYFAIR INCcv sr unsec nt 144a pnc | $18,715,000 | – | 14,500,000 | – | 0.26% | – | |
| New | NUVASIVE INCcv sr unsec nt pnc | $18,461,000 | – | 17,000,000 | – | 0.26% | – | |
| NOG | New | NORTHERN OIL AND GAS INC | $18,395,000 | – | 5,839,667 | – | 0.26% | – |
| New | WEB.COM GROUP INCcv sr unsec nt pnc | $18,180,000 | – | 18,181,000 | – | 0.25% | – | |
| MTG | New | MGIC INVESTMENT CORP | $17,581,000 | – | 1,640,000 | – | 0.25% | – |
| HESPRA | New | HESS CORP8% mand cv pfd | $17,543,000 | – | 232,800 | – | 0.24% | – |
| New | WRIGHT MEDICAL GROUP NVcv sr unsec nt | $17,368,000 | – | 13,000,000 | – | 0.24% | – | |
| RYAM | New | RAYONIER ADVANCED MATERIALS INC | $17,090,000 | – | 1,000,000 | – | 0.24% | – |
| New | NEUROCRINE BIOSCIENCES INCcv sr unsec nt pnc | $17,066,000 | – | 11,805,000 | – | 0.24% | – | |
| New | GOLDMAN SACHS BDC INCcv sr unsec nt | $16,823,000 | – | 16,415,000 | – | 0.24% | – | |
| New | TEVA PHARMACEUTICAL FINANCE CO LLCcv sr unsec nt | $16,379,000 | – | 17,577,000 | – | 0.23% | – | |
| New | HERCULES CAPITAL INCcv sr unsec nt | $16,255,000 | – | 16,278,000 | – | 0.23% | – | |
| New | FORESTAR GROUP INCcv sr unsec nt | $15,869,000 | – | 15,869,000 | – | 0.22% | – | |
| MPACU | New | MATLIN AND PARTNERS ACQUISITION CORP | $15,750,000 | – | 1,500,000 | – | 0.22% | – |
| New | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $15,653,000 | – | 14,000,000 | – | 0.22% | – | |
| New | DEPOMED INCcv sr unsec nt pnc | $15,610,000 | – | 19,020,000 | – | 0.22% | – | |
| New | NICE SYSTEMS INCcv sr unsec nt | $14,982,000 | – | 11,264,000 | – | 0.21% | – | |
| New | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $14,796,000 | – | 15,230,000 | – | 0.21% | – | |
| BATRK | New | LIBERTY MEDIA CORP-LIBERTY BRAVES | $14,743,000 | – | 570,102 | – | 0.21% | – |
| New | LIBERTY MEDIA CORP-LIBERTY FORMULA ONEcv sr unsec nt (lmck/fwonk) | $14,651,000 | – | 12,500,000 | – | 0.20% | – | |
| New | PALO ALTO NETWORKS INCcv sr unsec nt | $14,586,000 | – | 7,835,000 | – | 0.20% | – | |
| New | KAMAN CORPcv sr unsec nt | $14,533,000 | – | 12,000,000 | – | 0.20% | – | |
| New | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $14,438,000 | – | 14,337,000 | – | 0.20% | – | |
| NEEPRQ | New | NEXTERA ENERGY INC6.371% cv pfd | $14,427,000 | – | 193,500 | – | 0.20% | – |
| XEC | New | CIMAREX ENERGY CO | $14,358,000 | – | 141,130 | – | 0.20% | – |
| CX | New | CEMEX SAB-SPONS ADR PART CERcemex sab-spons adr part cer | $14,230,000 | – | 2,169,140 | – | 0.20% | – |
| New | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $13,998,000 | – | 13,739,000 | – | 0.20% | – | |
| New | ILLUMINA INCcv sr unsec nt | $13,879,000 | – | 10,500,000 | – | 0.19% | – | |
| New | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $13,839,000 | – | 13,420,000 | – | 0.19% | – | |
| BCEI | New | BONANZA CREEK ENERGY INC | $13,574,000 | – | 358,456 | – | 0.19% | – |
| New | PDC ENERGY INCcv sr unsec nt | $13,471,000 | – | 12,835,000 | – | 0.19% | – | |
| New | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $13,311,000 | – | 10,000,000 | – | 0.19% | – | |
| New | REALPAGE INCcv sr unsec nt | $13,240,000 | – | 9,310,000 | – | 0.18% | – | |
| New | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $13,127,000 | – | 12,034,000 | – | 0.18% | – | |
| New | INTEGRATED DEVICE TECHNOLOGY INCcv sr unsec nt | $12,706,000 | – | 11,125,000 | – | 0.18% | – | |
| New | SOLARCITY CORPput | $12,524,000 | – | 13,424,000 | – | 0.18% | – | |
| New | TPG SPECIALTY LENDING INCcv sr unsec nt | $12,298,000 | – | 12,163,000 | – | 0.17% | – | |
| New | HUBSPOT INCcv sr unsec nt | $12,211,000 | – | 8,533,000 | – | 0.17% | – | |
| New | YANDEX NVcv sr unsec nt | $12,102,000 | – | 12,190,000 | – | 0.17% | – | |
| New | NABORS INDUSTRIES INCcv sr unsec nt | $11,952,000 | – | 15,145,000 | – | 0.17% | – | |
| New | EZCORP INCcv sr unsec multi cpn nt | $11,973,000 | – | 11,785,000 | – | 0.17% | – | |
| New | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $11,795,000 | – | 11,658,000 | – | 0.16% | – | |
| New | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $11,552,000 | – | 11,617,000 | – | 0.16% | – | |
| New | HCI GROUP INCcv sr unsec nt | $11,007,000 | – | 11,038,000 | – | 0.15% | – | |
| NCMI | New | NATIONAL CINEMEDIA INC | $10,918,000 | – | 1,300,000 | – | 0.15% | – |
| BACPRL | New | BANK OF AMERICA CORP7.250000% cv pfd perpetual pnc | $10,753,000 | – | 8,600 | – | 0.15% | – |
| New | ENVESTNET INCcv sr unsec nt | $10,674,000 | – | 10,113,000 | – | 0.15% | – | |
| New | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $10,644,000 | – | 8,635,000 | – | 0.15% | – | |
| New | ENCORE CAPITAL GROUP INCcv sr unsec nt | $10,433,000 | – | 11,251,000 | – | 0.15% | – | |
| TSQ | New | TOWNSQUARE MEDIA INC | $10,321,000 | – | 1,595,224 | – | 0.14% | – |
| New | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $10,251,000 | – | 9,650,000 | – | 0.14% | – | |
| New | OSI SYSTEMS INCcv sr unsec nt pnc | $10,212,000 | – | 10,500,000 | – | 0.14% | – | |
| New | REDWOOD TRUST INCcv sr unsec nt | $9,917,000 | – | 10,000,000 | – | 0.14% | – | |
| New | TCP CAPITAL CORPcv sr unsec nt | $9,926,000 | – | 9,768,000 | – | 0.14% | – | |
| New | SEACOR HOLDINGS INCcv sr unsec nt pnc | $9,896,000 | – | 9,664,000 | – | 0.14% | – | |
| New | NEVRO CORPcv sr unsec nt | $9,818,000 | – | 9,000,000 | – | 0.14% | – | |
| New | FINISAR CORPcv sr unsec nt | $9,618,000 | – | 9,705,000 | – | 0.13% | – | |
| New | CYPRESS SEMICONDUCTOR CORPcv sr unsec nt | $9,238,000 | – | 6,955,000 | – | 0.13% | – | |
| New | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $9,083,000 | – | 8,650,000 | – | 0.13% | – | |
| New | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $9,016,000 | – | 5,000,000 | – | 0.13% | – | |
| New | QIAGEN NVcv sr unsec nt reg s | $8,995,000 | – | 7,000,000 | – | 0.13% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $8,860,000 | – | 8,467,000 | – | 0.12% | – | |
| WFCPRL | New | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $8,405,000 | – | 6,677 | – | 0.12% | – |
| New | DHT HOLDINGS INCcv sr unsec nt pnc | $8,413,000 | – | 8,221,000 | – | 0.12% | – | |
| New | FLEXION THERAPEUTICS INCcv sr unsec nt pnc | $8,377,000 | – | 6,845,000 | – | 0.12% | – | |
| New | ALDER BIOPHARMACEUTICALS INCcv sr unsec nt pnc | $8,331,000 | – | 8,000,000 | – | 0.12% | – | |
| New | GRANITE POINT MORTGAGE TRUST INCcv sr unsec nt 144a | $8,180,000 | – | 8,025,000 | – | 0.11% | – | |
| New | ANI PHARMACEUTICALS INCcv sr unsec nt | $7,767,000 | – | 6,857,000 | – | 0.11% | – | |
| New | TITAN MACHINERY INCcv sr unsec nt | $7,728,000 | – | 7,791,000 | – | 0.11% | – | |
| New | PROOFPOINT INCcv sr unsec nt pnc | $7,519,000 | – | 5,109,000 | – | 0.10% | – | |
| New | CANADIAN SOLAR INCcv sr unsec nt pnc | $7,111,000 | – | 7,315,000 | – | 0.10% | – | |
| GLIBA | New | GCI LIBERTY INC | $6,762,000 | – | 150,000 | – | 0.10% | – |
| New | INVITATION HOMES (IH MERGER SUB LLC)cv sr unsec nt | $6,747,000 | – | 6,031,000 | – | 0.09% | – | |
| New | QUIDEL CORPcv sr unsec nt | $6,593,000 | – | 3,083,000 | – | 0.09% | – | |
| New | BRISTOW GROUP INCcv sr unsec nt | $6,466,000 | – | 5,644,000 | – | 0.09% | – | |
| New | SYNAPTICS INCcv sr unsec nt pnc | $5,987,000 | – | 6,030,000 | – | 0.08% | – | |
| New | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $5,947,000 | – | 5,000,000 | – | 0.08% | – | |
| New | VERINT SYSTEMS INCcv sr unsec nt | $5,920,000 | – | 6,000,000 | – | 0.08% | – | |
| New | DYCOM INDUSTRIES INCcv sr unsec nt | $5,764,000 | – | 4,956,000 | – | 0.08% | – | |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $5,728,000 | – | 5,000,000 | – | 0.08% | – | |
| New | HCI GROUP INCcv sr unsec nt | $5,486,000 | – | 5,585,000 | – | 0.08% | – | |
| New | AEGEAN MARINE PETROLEUM NETWORK INCcv sr unsec nt pnc | $5,292,000 | – | 15,121,000 | – | 0.07% | – | |
| New | CLEVELAND-CLIFFS INCcv sr unsec nt pnc | $5,317,000 | – | 4,320,000 | – | 0.07% | – | |
| New | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $5,233,000 | – | 5,065,000 | – | 0.07% | – | |
| NBRPRA | New | NABORS INDUSTRIES LTD6% cv pfd | $5,072,000 | – | 110,000 | – | 0.07% | – |
| New | INNOVIVA INCcv sub nt | $5,081,000 | – | 5,217,000 | – | 0.07% | – | |
| New | NOVAVAX INCcv sr unsec nt | $4,889,000 | – | 8,155,000 | – | 0.07% | – | |
| New | PDL BIOPHARMA INCcv sr unsec nt | $4,670,000 | – | 5,060,000 | – | 0.06% | – | |
| WPXP | New | WPX ENERGY INC6.25% mand cv pfd | $4,528,000 | – | 60,000 | – | 0.06% | – |
| New | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $4,499,000 | – | 4,330,000 | – | 0.06% | – | |
| New | CARBONITE INCcv sr unsec nt pnc | $4,442,000 | – | 2,985,000 | – | 0.06% | – | |
| New | FINISAR CORPcv sr unsec nt | $4,387,000 | – | 4,821,000 | – | 0.06% | – | |
| TEO | New | TELECOM ARGENTINA SA | $4,275,000 | – | 241,000 | – | 0.06% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $4,272,000 | – | 785,363 | – | 0.06% | – |
| New | SUNPOWER CORPcv sr unsec nt | $4,162,000 | – | 5,003,000 | – | 0.06% | – | |
| New | GSV CAPITAL CORPcv sr unsec nt | $4,105,000 | – | 4,040,000 | – | 0.06% | – | |
| New | SCORPIO TANKERS INCcv sr unsec nt | $4,073,000 | – | 4,000,000 | – | 0.06% | – | |
| VEON | New | VEON LTD | $3,996,000 | – | 1,678,900 | – | 0.06% | – |
| BXEFF | New | BELLATRIX EXPLORATION LTD | $3,763,000 | – | 3,750,000 | – | 0.05% | – |
| BELFB | New | BEL FUSE INC | $3,658,000 | – | 175,060 | – | 0.05% | – |
| New | STEEL CONNECT INCcv sr unsec nt | $3,660,000 | – | 3,700,000 | – | 0.05% | – | |
| New | PTC THERAPEUTICS INCcv sr unsec nt pnc | $3,429,000 | – | 3,445,000 | – | 0.05% | – | |
| OCSI | New | OAKTREE STRATEGIC INCOME CORP | $3,332,000 | – | 392,000 | – | 0.05% | – |
| New | VEECO INSTRUMENTS INCcv sr unsec nt pnc | $3,062,000 | – | 3,460,000 | – | 0.04% | – | |
| New | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $2,699,000 | – | 2,725,000 | – | 0.04% | – | |
| MBT | New | MOBILE TELESYSTEMS PJSC | $2,636,000 | – | 298,500 | – | 0.04% | – |
| MPO | New | MIDSTATES PETROLEUM CO INC | $2,590,000 | – | 190,307 | – | 0.04% | – |
| XOGAQ | New | EXTRACTION OIL & GAS INC | $2,538,000 | – | 172,787 | – | 0.04% | – |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $2,506,000 | – | 819,228 | – | 0.04% | – |
| SD | New | SANDRIDGE ENERGY INC | $2,395,000 | – | 135,000 | – | 0.03% | – |
| New | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $2,208,000 | – | 2,160,000 | – | 0.03% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $2,112,000 | – | 2,110,000 | – | 0.03% | – | |
| UPLCQ | New | ULTRA PETROLEUM CORP | $1,637,000 | – | 708,459 | – | 0.02% | – |
| New | ARBOR REALTY TRUST INCcv sr unsec nt | $1,475,000 | – | 1,327,000 | – | 0.02% | – | |
| OCSL | New | OAKTREE SPECIALTY LENDING CORP | $1,319,000 | – | 276,000 | – | 0.02% | – |
| BMA | New | BANCO MACRO SA-ADRbanco macro sa-adr | $1,311,000 | – | 22,306 | – | 0.02% | – |
| INDA | New | ISHARES MSCI INDIA ETFishares msci india etf | $1,085,000 | – | 32,600 | – | 0.02% | – |
| BELFA | New | BEL FUSE INC | $436,000 | – | 20,862 | – | 0.01% | – |
| SIGA | New | SIGA TECHNOLOGIES INC | $446,000 | – | 75,000 | – | 0.01% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INFY | Exit | INFOSYS LTD-SP ADRadr | $0 | – | -31,701 | – | -0.01% | – |
| INDA | Exit | ISHARES MSCI INDIA ETFetp | $0 | – | -22,200 | – | -0.01% | – |
| Exit | VITAMIN SHOPPE INCcv sr unsec nt | $0 | – | -1,218,000 | – | -0.01% | – | |
| Exit | DEPOMED INCcv sr unsec nt pnc | $0 | – | -1,255,000 | – | -0.01% | – | |
| Exit | RENEWABLE ENERGY GROUP INCcv sr unsec nt | $0 | – | -1,009,000 | – | -0.02% | – | |
| Exit | ALASKA COMMUNICATIONS SYSTEMS GROUP INCcv sr sub nt | $0 | – | -1,227,000 | – | -0.02% | – | |
| Exit | CARDTRONICS INCcv sr unsec nt | $0 | – | -2,335,000 | – | -0.03% | – | |
| YNDX | Exit | YANDEX NV | $0 | – | -65,500 | – | -0.03% | – |
| PBR | Exit | PETROLEO BRASILEIRO-SPON ADRadr | $0 | – | -246,161 | – | -0.04% | – |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -135,000 | – | -0.04% | – |
| XCOOQ | Exit | EXCO RESOURCES INC | $0 | – | -2,051,579 | – | -0.04% | – |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -819,228 | – | -0.04% | – |
| MPO | Exit | MIDSTATES PETROLEUM CO INC | $0 | – | -204,107 | – | -0.05% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSC | $0 | – | -298,500 | – | -0.05% | – |
| XOGAQ | Exit | EXTRACTION OIL & GAS INC | $0 | – | -202,787 | – | -0.05% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -785,363 | – | -0.05% | – |
| Exit | REDWOOD TRUST INCcv sr unsec nt | $0 | – | -4,000,000 | – | -0.06% | – | |
| Exit | DYCOM INDUSTRIES INCcv sr unsec nt | $0 | – | -3,554,000 | – | -0.06% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -4,000,000 | – | -0.06% | – | |
| Exit | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $0 | – | -4,000,000 | – | -0.06% | – | |
| Exit | FORESTAR GROUP INCcv sr unsec nt | $0 | – | -4,400,000 | – | -0.07% | – | |
| Exit | CSG SYSTEMS INTERNATIONAL INCcv sr unsec nt pnc | $0 | – | -4,158,000 | – | -0.07% | – | |
| RGS | Exit | REGIS CORP | $0 | – | -321,890 | – | -0.07% | – |
| Exit | VERINT SYSTEMS INCcv sr unsec nt | $0 | – | -4,900,000 | – | -0.07% | – | |
| ETP | Exit | ENERGY TRANSFER PARTNERS LP | $0 | – | -267,000 | – | -0.07% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -100,000 | – | -0.07% | – |
| Exit | PDL BIOPHARMA INCcv sr unsec nt | $0 | – | -4,940,000 | – | -0.07% | – | |
| Exit | GSV CAPITAL CORPcv sr unsec nt | $0 | – | -4,960,000 | – | -0.07% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $0 | – | -4,953,000 | – | -0.08% | – | |
| Exit | RADIUS HEALTH INCcv sr unsec nt pnc | $0 | – | -5,000,000 | – | -0.08% | – | |
| Exit | K HOVNANIAN ENTERPRISES INCcv sr unsec nt | $0 | – | -5,000,000 | – | -0.08% | – | |
| FRGI | Exit | FIESTA RESTAURANT GROUP INC | $0 | – | -276,714 | – | -0.08% | – |
| QQQ | Exit | POWERSHARES QQQ TRUST SERIES 1put | $0 | – | -37,000 | – | -0.08% | – |
| Exit | WHITING PETROLEUM CORPcv sr unsec nt | $0 | – | -6,382,000 | – | -0.08% | – | |
| Exit | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -4,269,000 | – | -0.09% | – | |
| Exit | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $0 | – | -5,650,000 | – | -0.09% | – | |
| Exit | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $0 | – | -6,486,000 | – | -0.09% | – | |
| Exit | SUCAMPO PHARMACEUTICALS INCcv sr unsec nt 144a | $0 | – | -6,000,000 | – | -0.09% | – | |
| MCF | Exit | CONTANGO OIL & GAS CO | $0 | – | -1,296,813 | – | -0.10% | – |
| Exit | DHT HOLDINGS INCcv sr unsec nt pnc | $0 | – | -6,660,000 | – | -0.10% | – | |
| Exit | ACETO CORPcv sr unsec nt | $0 | – | -7,370,000 | – | -0.10% | – | |
| Exit | M/I HOMES INCcv sr sub nt pnc | $0 | – | -6,641,000 | – | -0.10% | – | |
| Exit | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $0 | – | -7,397,000 | – | -0.10% | – | |
| UPLCQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -788,166 | – | -0.10% | – |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $0 | – | -6,940,000 | – | -0.10% | – | |
| Exit | VIAVI SOLUTIONS INCcv sr unsec nt | $0 | – | -6,605,000 | – | -0.10% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -5,884,000 | – | -0.10% | – | |
| VEON | Exit | VEON LTD | $0 | – | -1,678,900 | – | -0.10% | – |
| Exit | PDL BIOPHARMA INCcv sr unsec nt | $0 | – | -6,665,000 | – | -0.11% | – | |
| Exit | TCP CAPITAL CORPcv sr unsec nt | $0 | – | -7,356,000 | – | -0.12% | – | |
| Exit | YANDEX NVcv sr unsec nt | $0 | – | -7,827,000 | – | -0.12% | – | |
| BACPRL | Exit | BANK OF AMERICA CORP7.250000% cv pfd perpetual pnc | $0 | – | -6,000 | – | -0.12% | – |
| Exit | JEFFERIES GROUP LLCcv sr unsec nt pnc | $0 | – | -8,279,000 | – | -0.12% | – | |
| Exit | PTC THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -10,355,000 | – | -0.13% | – | |
| Exit | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $0 | – | -7,670,000 | – | -0.13% | – | |
| Exit | NUANCE COMMUNICATIONS INCcv sr unsec nt cpdi | $0 | – | -8,615,000 | – | -0.13% | – | |
| Exit | HCI GROUP INCcv sr unsec nt | $0 | – | -9,000,000 | – | -0.13% | – | |
| Exit | AKAMAI TECHNOLOGIES INCcv sr unsec nt | $0 | – | -9,636,000 | – | -0.14% | – | |
| Exit | COLONY NORTHSTAR INCcv sr unsec nt reit pnc | $0 | – | -9,560,000 | – | -0.14% | – | |
| Exit | COWEN INCcv sr unsec nt | $0 | – | -9,180,000 | – | -0.14% | – | |
| Exit | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $0 | – | -9,500,000 | – | -0.15% | – | |
| STON | Exit | STONEMOR PARTNERS LP | $0 | – | -1,525,000 | – | -0.15% | – |
| Exit | GOGO INCcv sr unsec nt | $0 | – | -11,320,000 | – | -0.15% | – | |
| Exit | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $0 | – | -10,400,000 | – | -0.16% | – | |
| BXEFF | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -3,750,000 | – | -0.16% | – |
| Exit | OASIS PETROLEUM INCcv sr unsec nt pnc | $0 | – | -10,000,000 | – | -0.16% | – | |
| SPY | Exit | SPDR S&P500 ETF TRUSTput | $0 | – | -43,000 | – | -0.16% | – |
| Exit | GREEN PLAINS INCcv sr unsec nt pnc | $0 | – | -10,730,000 | – | -0.17% | – | |
| Exit | CANADIAN SOLAR INCcv sr unsec nt pnc | $0 | – | -11,750,000 | – | -0.17% | – | |
| Exit | TPG SPECIALTY LENDING INCcv sr unsec nt | $0 | – | -11,583,000 | – | -0.18% | – | |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $0 | – | -12,040,000 | – | -0.18% | – | |
| Exit | TITAN MACHINERY INCcv sr unsec nt | $0 | – | -12,307,000 | – | -0.18% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $0 | – | -10,000,000 | – | -0.18% | – | |
| Exit | CHENIERE ENERGY INCcv sr unsec nt pnc | $0 | – | -17,814,000 | – | -0.18% | – | |
| Exit | CITRIX SYSTEMS INCcv sr unsec nt | $0 | – | -10,662,000 | – | -0.18% | – | |
| SGH | Exit | SMART GLOBAL HOLDINGS INC | $0 | – | -468,185 | – | -0.19% | – |
| KMIPRA | Exit | KINDER MORGAN INC/DE9.75& cv mand pfd | $0 | – | -300,000 | – | -0.19% | – |
| Exit | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $0 | – | -12,130,000 | – | -0.19% | – | |
| Exit | COLONY NORTHSTAR INCcv sr unsec nt reit pnc | $0 | – | -12,742,000 | – | -0.20% | – | |
| Exit | TICC CAPITAL CORPcv sr unsec nt | $0 | – | -13,000,000 | – | -0.20% | – | |
| DYNC | Exit | DYNEGY INC7% cv pfd | $0 | – | -195,500 | – | -0.20% | – |
| WPXP | Exit | WPX ENERGY INC6.25% mand cv pfd | $0 | – | -250,000 | – | -0.20% | – |
| Exit | PRA GROUP INCcv sr unsec nt | $0 | – | -14,746,000 | – | -0.20% | – | |
| Exit | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $0 | – | -12,450,000 | – | -0.20% | – | |
| Exit | AMAG PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -14,000,000 | – | -0.20% | – | |
| Exit | MODUSLINK GLOBAL SOLUTIONS INCcv sr unsec nt | $0 | – | -14,120,000 | – | -0.20% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $0 | – | -13,835,000 | – | -0.20% | – | |
| Exit | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $0 | – | -13,540,000 | – | -0.21% | – | |
| Exit | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $0 | – | -15,690,000 | – | -0.21% | – | |
| Exit | VECTOR GROUP LTDcv sr unsec nt variable | $0 | – | -12,515,000 | – | -0.21% | – | |
| VRS | Exit | VERSO CORP | $0 | – | -2,921,971 | – | -0.22% | – |
| Exit | SUNPOWER CORPcv sr unsec nt | $0 | – | -18,077,000 | – | -0.22% | – | |
| CTRP | Exit | CTRIP.COM INTERNATIONAL-ADRadr | $0 | – | -285,066 | – | -0.22% | – |
| MPACU | Exit | MATLIN AND PARTNERS ACQUISITION CORP | $0 | – | -1,500,000 | – | -0.23% | – |
| Exit | TUTOR PERINI CORPcv sr unsec nt pnc | $0 | – | -13,090,000 | – | -0.23% | – | |
| Exit | QUIDEL CORPcv sr unsec nt | $0 | – | -10,182,000 | – | -0.23% | – | |
| Exit | MARRIOTT VACATIONS WORLDWIDE CORPcv sr unsec nt 144a | $0 | – | -15,095,000 | – | -0.24% | – | |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -1,265,000 | – | -0.24% | – |
| Exit | ENCORE CAPITAL GROUP INCcv sr unsec nt | $0 | – | -15,931,000 | – | -0.24% | – | |
| TSQ | Exit | TOWNSQUARE MEDIA INC | $0 | – | -1,595,224 | – | -0.24% | – |
| Exit | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCcv sr unsec nt | $0 | – | -15,710,000 | – | -0.24% | – | |
| Exit | IMPAX LABORATORIES INCcv sr unsec nt | $0 | – | -17,860,000 | – | -0.24% | – | |
| Exit | LIBERTY MEDIA CORPcv sr unsec nt (basket: lmca/fwona...) | $0 | – | -13,513,000 | – | -0.24% | – | |
| Exit | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $0 | – | -19,947,031 | – | -0.24% | – | |
| Exit | PROOFPOINT INCcv sr unsec nt pnc | $0 | – | -13,000,000 | – | -0.24% | – | |
| Exit | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $0 | – | -16,445,000 | – | -0.24% | – | |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -880,000 | – | -0.25% | – |
| Exit | EZCORP INCcv sr unsec multi cpn nt | $0 | – | -16,840,000 | – | -0.25% | – | |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt | $0 | – | -16,500,000 | – | -0.25% | – | |
| Exit | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $0 | – | -16,035,000 | – | -0.25% | – | |
| Exit | VEREIT INCcv sr unsec nt reit | $0 | – | -17,000,000 | – | -0.26% | – | |
| GGB | Exit | GERDAU SA -SPON ADRadr | $0 | – | -5,005,057 | – | -0.26% | – |
| Exit | CALAMP CORPcv sr unsec nt | $0 | – | -16,000,000 | – | -0.26% | – | |
| LVNTA | Exit | LIBERTY VENTURES | $0 | – | -300,000 | – | -0.26% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -526,173 | – | -0.26% | – |
| Exit | BROOKDALE SENIOR LIVING INCcv sr unsec nt | $0 | – | -17,950,000 | – | -0.27% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $0 | – | -17,970,000 | – | -0.27% | – | |
| Exit | CHART INDUSTRIES INCcv sr sub nt | $0 | – | -18,354,000 | – | -0.27% | – | |
| Exit | 51JOB INCcv sr nt | $0 | – | -12,435,000 | – | -0.28% | – | |
| AGNPRA | Exit | ALLERGAN PLC5.50% mand cv pfd ser a | $0 | – | -25,296 | – | -0.28% | – |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $0 | – | -17,408,000 | – | -0.28% | – | |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -794,183 | – | -0.28% | – |
| Exit | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $0 | – | -16,000,000 | – | -0.29% | – | |
| Exit | ENVESTNET INCcv sr unsec nt | $0 | – | -18,227,000 | – | -0.29% | – | |
| Exit | WAYFAIR INCcv sr unsec nt 144a pnc | $0 | – | -20,000,000 | – | -0.29% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $0 | – | -17,801,000 | – | -0.30% | – | |
| DCUD | Exit | DOMINION ENERGY INC6.75% cv pfd | $0 | – | -404,000 | – | -0.31% | – |
| Exit | HURON CONSULTING GROUP INCcv sr unsec nt | $0 | – | -21,973,000 | – | -0.31% | – | |
| Exit | REDWOOD TRUST INCcv sr unsec nt | $0 | – | -19,811,000 | – | -0.31% | – | |
| Exit | KB HOMEcv sr unsec nt | $0 | – | -19,675,000 | – | -0.31% | – | |
| Exit | ENCORE CAPITAL GROUP INCcv sr unsec nt | $0 | – | -18,196,000 | – | -0.31% | – | |
| Exit | PATTERN ENERGY GROUP INCcv sr unsec nt | $0 | – | -20,250,000 | – | -0.31% | – | |
| Exit | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $0 | – | -22,293,000 | – | -0.35% | – | |
| Exit | TWITTER INCcv sr unsec nt | $0 | – | -24,830,000 | – | -0.35% | – | |
| BATRK | Exit | LIBERTY MEDIA CORP-LIBERTY BRAVES | $0 | – | -968,078 | – | -0.36% | – |
| Exit | INNOVIVA INCcv sub nt | $0 | – | -25,290,000 | – | -0.37% | – | |
| Exit | CALATLANTIC GROUP INCcv sr unsec nt pnc | $0 | – | -25,750,000 | – | -0.37% | – | |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -3,625,000 | – | -0.38% | – |
| Exit | SOLARCITY CORPcv sr unsec nt | $0 | – | -26,665,000 | – | -0.38% | – | |
| Exit | NEVRO CORPcv sr unsec nt | $0 | – | -21,370,000 | – | -0.38% | – | |
| Exit | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $0 | – | -24,268,000 | – | -0.38% | – | |
| AMTPRB | Exit | AMERICAN TOWER CORP5.50% mand cv ser-b pfd reit | $0 | – | -210,561 | – | -0.38% | – |
| Exit | PENNYMAC CORPcv sr unsec nt reit | $0 | – | -26,427,000 | – | -0.39% | – | |
| MX | Exit | MAGNACHIP SEMICONDUCTOR CORP | $0 | – | -2,340,000 | – | -0.40% | – |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $0 | – | -30,397,000 | – | -0.41% | – | |
| SWP | Exit | STANLEY BLACK & DECKER INC5.375% cv pfd | $0 | – | -243,100 | – | -0.42% | – |
| Exit | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $0 | – | -35,498,104 | – | -0.43% | – | |
| Exit | IONIS PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -27,195,000 | – | -0.43% | – | |
| CEO | Exit | CNOOC LTD-SPON ADRadr | $0 | – | -223,071 | – | -0.43% | – |
| Exit | SSR MINING INCcv sr unsec nt pnc | $0 | – | -28,597,000 | – | -0.43% | – | |
| Exit | PALO ALTO NETWORKS INCcv sr unsec nt | $0 | – | -21,000,000 | – | -0.43% | – | |
| AU | Exit | ANGLOGOLD ASHANTI-SPON ADRadr | $0 | – | -3,237,041 | – | -0.45% | – |
| Exit | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $0 | – | -27,500,000 | – | -0.45% | – | |
| ANTX | Exit | ANTHEM INC5.25% cv mand pfd | $0 | – | -596,530 | – | -0.47% | – |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $0 | – | -29,488,000 | – | -0.47% | – | |
| AZUL | Exit | AZUL SA-ADRadr | $0 | – | -1,154,741 | – | -0.47% | – |
| Exit | HERBALIFE LTDcv sr unsec nt | $0 | – | -31,655,000 | – | -0.48% | – | |
| CCIPRA | Exit | CROWN CASTLE INTERNATIONAL CORP6.875% cv pfd | $0 | – | -30,000 | – | -0.48% | – |
| NEEPRR | Exit | NEXTERA ENERGY INC6.123% cv pfd | $0 | – | -580,525 | – | -0.48% | – |
| Exit | INTEGRATED DEVICE TECHNOLOGY INCcv sr unsec nt | $0 | – | -30,280,000 | – | -0.48% | – | |
| NSM | Exit | NATIONSTAR MORTGAGE HOLDINGS INC | $0 | – | -1,809,291 | – | -0.50% | – |
| ABEV | Exit | AMBEV SA-ADRadr | $0 | – | -5,466,785 | – | -0.54% | – |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt reit | $0 | – | -35,278,000 | – | -0.54% | – | |
| CCS | Exit | CENTURY COMMUNITIES INC | $0 | – | -1,469,003 | – | -0.54% | – |
| Exit | LIBERTY INTERACTIVE LLCcv sr unsec nt 144a (ex: chtr) | $0 | – | -31,320,000 | – | -0.56% | – | |
| Exit | LIBERTY MEDIA CORPcv sr unsec nt (exch: twx) | $0 | – | -35,118,000 | – | -0.56% | – | |
| Exit | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $0 | – | -37,560,000 | – | -0.56% | – | |
| Exit | CYPRESS SEMICONDUCTOR CORPcv sr unsec nt | $0 | – | -28,998,000 | – | -0.57% | – | |
| STKL | Exit | SUNOPTA INC | $0 | – | -4,392,699 | – | -0.57% | – |
| XHB | Exit | SPDR S&P HOMEBUILDERS ETFput | $0 | – | -1,000,000 | – | -0.60% | – |
| WFCPRL | Exit | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $0 | – | -30,659 | – | -0.60% | – |
| Exit | RTI INTERNATIONAL METALS INCcv sr unsec nt | $0 | – | -36,665,000 | – | -0.60% | – | |
| EGC | Exit | ENERGY XXI GULF COAST INC | $0 | – | -3,910,545 | – | -0.60% | – |
| Exit | GENERAL CABLE CORPcv sub nt multi-cpn pnc | $0 | – | -45,270,000 | – | -0.61% | – | |
| Exit | ILLUMINA INCcv sr unsec nt | $0 | – | -40,125,000 | – | -0.64% | – | |
| BRFS | Exit | BRF SA-ADRadr | $0 | – | -3,062,998 | – | -0.66% | – |
| Exit | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $0 | – | -35,207,000 | – | -0.70% | – | |
| BDXA | Exit | BECTON DICKINSON AND CO6.125% cv pfd | $0 | – | -866,470 | – | -0.72% | – |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $0 | – | -45,525,000 | – | -0.73% | – | |
| CX | Exit | CEMEX SAB-SPONS ADR PART CER | $0 | – | -5,454,646 | – | -0.74% | – |
| Exit | PRICELINE GROUP INC/THEcv sr unsec nt | $0 | – | -43,849,000 | – | -0.76% | – | |
| FBP | Exit | FIRST BANCORP/PUERTO RICO | $0 | – | -10,034,725 | – | -0.77% | – |
| Exit | BLACKHAWK NETWORK HOLDINGS INCcv sr unsec nt | $0 | – | -47,000,000 | – | -0.78% | – | |
| PBRA | Exit | PETROLEO BRASIL-SP PREF ADRadr | $0 | – | -5,805,863 | – | -0.84% | – |
| GNRT | Exit | GENER8 MARITIME INC | $0 | – | -13,062,118 | – | -0.88% | – |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt | $0 | – | -58,495,000 | – | -0.90% | – | |
| Exit | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $0 | – | -43,804,000 | – | -0.91% | – | |
| Exit | TESLA INCcv sr unsec nt | $0 | – | -55,865,000 | – | -0.94% | – | |
| IBN | Exit | ICICI BANK LTD-SPON ADRadr | $0 | – | -7,667,330 | – | -0.98% | – |
| Exit | ON SEMICONDUCTOR CORPcv sr unsec nt | $0 | – | -59,555,000 | – | -1.06% | – | |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -5,816,443 | – | -1.08% | – |
| Exit | ALTABA INCcv sr unsec nt | $0 | – | -55,871,000 | – | -1.09% | – | |
| DYN | Exit | DYNEGY INC | $0 | – | -8,424,322 | – | -1.23% | – |
| VALE | Exit | VALE SA-SP ADR | $0 | – | -9,037,993 | – | -1.36% | – |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -84,165,000 | – | -1.42% | – | |
| BABA | Exit | ALIBABA GROUP HOLDING-SP ADRadr | $0 | – | -682,345 | – | -1.76% | – |
| ITUB | Exit | ITAU UNIBANCO H-SPON PRF ADRadr | $0 | – | -9,240,139 | – | -1.89% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR-SP ADRadr | $0 | – | -4,047,500 | – | -2.27% | – |
| AABA | Exit | ALTABA INC | $0 | – | -3,111,588 | – | -3.08% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -9,893,300 | – | -3.58% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -32,579,506 | – | -4.72% | – |
| TRCO | Exit | TRIBUNE MEDIA CO | $0 | – | -14,184,998 | – | -8.65% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -50,280,227 | – | -14.03% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | Sell | VISTRA ENERGY CORP | $939,740,000 | +11.2% | 50,280,227 | -0.1% | 14.03% | +1.5% |
| SBLK | Buy | STAR BULK CARRIERS CORP | $316,347,000 | -0.8% | 32,579,506 | +0.4% | 4.72% | -9.4% |
| ALLY | Sell | ALLY FINANCIAL INC | $240,013,000 | +10.6% | 9,893,300 | -4.7% | 3.58% | +1.0% |
| AABA | Buy | ALTABA INC | $206,112,000 | +256.4% | 3,111,588 | +193.1% | 3.08% | +225.3% |
| TSM | Buy | TAIWAN SEMICONDUCTOR-SP ADRadr | $151,984,000 | +13.4% | 4,047,500 | +5.5% | 2.27% | +3.6% |
| ITUB | Buy | ITAU UNIBANCO H-SPON PRF ADRadr | $126,590,000 | +30.0% | 9,240,139 | +4.7% | 1.89% | +18.6% |
| BABA | Buy | ALIBABA GROUP HOLDING-SP ADRadr | $117,848,000 | +29.3% | 682,345 | +5.4% | 1.76% | +18.0% |
| Sell | CEMEX SAB DE CVcv sub nt | $94,755,000 | -6.8% | 84,165,000 | -4.0% | 1.42% | -14.9% | |
| VALE | Buy | VALE SA-SP ADR | $91,014,000 | +678.0% | 9,037,993 | +576.0% | 1.36% | +611.5% |
| Buy | ALTABA INCcv sr unsec nt | $72,801,000 | +106.2% | 55,871,000 | +80.4% | 1.09% | +88.4% | |
| Buy | ON SEMICONDUCTOR CORPcv sr unsec nt | $71,170,000 | +59.2% | 59,555,000 | +38.4% | 1.06% | +45.4% | |
| IBN | Buy | ICICI BANK LTD-SPON ADRadr | $65,633,000 | +0.6% | 7,667,330 | +5.4% | 0.98% | -8.1% |
| Sell | TESLA INCcv sr unsec nt | $63,019,000 | -14.3% | 55,865,000 | -11.8% | 0.94% | -21.7% | |
| Sell | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $60,728,000 | +0.2% | 43,804,000 | -17.9% | 0.91% | -8.5% | |
| New | RESOURCE CAPITAL CORPcv sr unsec nt | $60,560,000 | – | 58,495,000 | – | 0.90% | – | |
| GNRT | Buy | GENER8 MARITIME INC | $58,909,000 | -20.7% | 13,062,118 | +0.1% | 0.88% | -27.5% |
| PBRA | Buy | PETROLEO BRASIL-SP PREF ADRadr | $56,085,000 | +36.8% | 5,805,863 | +5.5% | 0.84% | +24.7% |
| New | BLACKHAWK NETWORK HOLDINGS INCcv sr unsec nt | $52,427,000 | – | 47,000,000 | – | 0.78% | – | |
| FBP | Sell | FIRST BANCORP/PUERTO RICO | $51,378,000 | -55.6% | 10,034,725 | -49.8% | 0.77% | -59.5% |
| Sell | PRICELINE GROUP INC/THEcv sr unsec nt | $50,636,000 | -3.4% | 43,849,000 | -4.0% | 0.76% | -11.8% | |
| CX | Sell | CEMEX SAB-SPONS ADR PART CER | $49,528,000 | -28.1% | 5,454,646 | -25.5% | 0.74% | -34.4% |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $49,124,000 | – | 45,525,000 | – | 0.73% | – | |
| BDXA | Buy | BECTON DICKINSON AND CO6.125% cv pfd | $47,882,000 | +6.2% | 866,470 | +5.3% | 0.72% | -3.0% |
| Sell | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $46,727,000 | +12.8% | 35,207,000 | -2.4% | 0.70% | +3.1% | |
| BRFS | Buy | BRF SA-ADRadr | $44,138,000 | +50.5% | 3,062,998 | +23.1% | 0.66% | +37.6% |
| New | ILLUMINA INCcv sr unsec nt | $42,545,000 | – | 40,125,000 | – | 0.64% | – | |
| Buy | GENERAL CABLE CORPcv sub nt multi-cpn pnc | $40,706,000 | +312.3% | 45,270,000 | +254.2% | 0.61% | +277.6% | |
| Buy | RTI INTERNATIONAL METALS INCcv sr unsec nt | $40,364,000 | +68.4% | 36,665,000 | +63.8% | 0.60% | +53.8% | |
| WFCPRL | Buy | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $40,318,000 | +4.6% | 30,659 | +4.3% | 0.60% | -4.6% |
| New | CYPRESS SEMICONDUCTOR CORPcv sr unsec nt | $37,943,000 | – | 28,998,000 | – | 0.57% | – | |
| Buy | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $37,846,000 | +59.8% | 37,560,000 | +62.1% | 0.56% | +46.0% | |
| New | LIBERTY MEDIA CORPcv sr unsec nt (exch: twx) | $37,417,000 | – | 35,118,000 | – | 0.56% | – | |
| Sell | LIBERTY INTERACTIVE LLCcv sr unsec nt 144a (ex: chtr) | $37,324,000 | -40.1% | 31,320,000 | -42.2% | 0.56% | -45.3% | |
| Buy | RESOURCE CAPITAL CORPcv sr unsec nt reit | $36,163,000 | +191.9% | 35,278,000 | +189.4% | 0.54% | +166.0% | |
| ABEV | Buy | AMBEV SA-ADRadr | $36,026,000 | +26.4% | 5,466,785 | +5.2% | 0.54% | +15.5% |
| Sell | INTEGRATED DEVICE TECHNOLOGY INCcv sr unsec nt | $32,412,000 | -13.7% | 30,280,000 | -13.9% | 0.48% | -21.2% | |
| NEEPRR | Buy | NEXTERA ENERGY INC6.123% cv pfd | $32,093,000 | +10.7% | 580,525 | +8.1% | 0.48% | +1.1% |
| CCIPRA | New | CROWN CASTLE INTERNATIONAL CORP6.875% cv pfd | $32,041,000 | – | 30,000 | – | 0.48% | – |
| Sell | HERBALIFE LTDcv sr unsec nt | $31,901,000 | -11.7% | 31,655,000 | -8.2% | 0.48% | -19.5% | |
| AZUL | Buy | AZUL SA-ADRadr | $31,698,000 | +52.7% | 1,154,741 | +17.2% | 0.47% | +39.1% |
| New | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $31,494,000 | – | 29,488,000 | – | 0.47% | – | |
| ANTX | Sell | ANTHEM INC5.25% cv mand pfd | $31,192,000 | -3.2% | 596,530 | -2.2% | 0.47% | -11.6% |
| Buy | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $30,205,000 | +213.6% | 27,500,000 | +189.5% | 0.45% | +187.3% | |
| AU | Buy | ANGLOGOLD ASHANTI-SPON ADRadr | $30,072,000 | +0.6% | 3,237,041 | +5.2% | 0.45% | -8.2% |
| Buy | PALO ALTO NETWORKS INCcv sr unsec nt | $28,986,000 | +100.8% | 21,000,000 | +90.9% | 0.43% | +83.5% | |
| Buy | SSR MINING INCcv sr unsec nt pnc | $28,918,000 | +46.5% | 28,597,000 | +41.0% | 0.43% | +33.7% | |
| CEO | Buy | CNOOC LTD-SPON ADRadr | $28,932,000 | +24.6% | 223,071 | +5.0% | 0.43% | +13.7% |
| Buy | IONIS PHARMACEUTICALS INCcv sr unsec nt | $28,888,000 | +17.9% | 27,195,000 | +19.0% | 0.43% | +7.5% | |
| SWP | Buy | STANLEY BLACK & DECKER INC5.375% cv pfd | $27,871,000 | +77.5% | 243,100 | +69.9% | 0.42% | +61.9% |
| Sell | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $27,202,000 | -11.5% | 30,397,000 | -16.3% | 0.41% | -19.3% | |
| MX | Buy | MAGNACHIP SEMICONDUCTOR CORP | $26,559,000 | +67.8% | 2,340,000 | +44.9% | 0.40% | +53.3% |
| Sell | PENNYMAC CORPcv sr unsec nt reit | $26,290,000 | -12.5% | 26,427,000 | -12.4% | 0.39% | -20.1% | |
| AMTPRB | Sell | AMERICAN TOWER CORP5.50% mand cv ser-b pfd reit | $25,706,000 | -1.3% | 210,561 | -2.0% | 0.38% | -9.9% |
| Sell | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $25,670,000 | -32.5% | 24,268,000 | -29.3% | 0.38% | -38.4% | |
| Buy | NEVRO CORPcv sr unsec nt | $25,483,000 | +129.8% | 21,370,000 | +108.9% | 0.38% | +109.9% | |
| Sell | SOLARCITY CORPcv sr unsec nt | $25,327,000 | -35.3% | 26,665,000 | -35.3% | 0.38% | -40.9% | |
| NCMI | New | NATIONAL CINEMEDIA INC | $25,301,000 | – | 3,625,000 | – | 0.38% | – |
| Sell | CALATLANTIC GROUP INCcv sr unsec nt pnc | $24,835,000 | -5.2% | 25,750,000 | -6.4% | 0.37% | -13.3% | |
| Buy | INNOVIVA INCcv sub nt | $24,630,000 | +11.9% | 25,290,000 | +5.1% | 0.37% | +2.2% | |
| Buy | TWITTER INCcv sr unsec nt | $23,527,000 | +43.4% | 24,830,000 | +42.9% | 0.35% | +31.0% | |
| Sell | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $23,263,000 | -38.0% | 22,293,000 | -36.1% | 0.35% | -43.5% | |
| Buy | PATTERN ENERGY GROUP INCcv sr unsec nt | $21,020,000 | +55.9% | 20,250,000 | +55.8% | 0.31% | +42.1% | |
| Buy | ENCORE CAPITAL GROUP INCcv sr unsec nt | $20,948,000 | +24.5% | 18,196,000 | +15.6% | 0.31% | +13.8% | |
| Buy | KB HOMEcv sr unsec nt | $20,804,000 | +148.2% | 19,675,000 | +152.2% | 0.31% | +127.0% | |
| Buy | REDWOOD TRUST INCcv sr unsec nt | $20,595,000 | +69.5% | 19,811,000 | +71.3% | 0.31% | +54.3% | |
| Buy | HURON CONSULTING GROUP INCcv sr unsec nt | $20,551,000 | +76.8% | 21,973,000 | +82.1% | 0.31% | +61.6% | |
| Sell | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $19,906,000 | -45.7% | 17,801,000 | -45.9% | 0.30% | -50.4% | |
| New | WAYFAIR INCcv sr unsec nt 144a pnc | $19,369,000 | – | 20,000,000 | – | 0.29% | – | |
| Buy | ENVESTNET INCcv sr unsec nt | $19,214,000 | +170.9% | 18,227,000 | +152.2% | 0.29% | +147.4% | |
| New | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $19,176,000 | – | 16,000,000 | – | 0.29% | – | |
| ORIG | New | OCEAN RIG UDW INC | $18,878,000 | – | 794,183 | – | 0.28% | – |
| Sell | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $18,882,000 | -18.8% | 17,408,000 | -17.7% | 0.28% | -25.8% | |
| AGNPRA | Sell | ALLERGAN PLC5.50% mand cv pfd ser a | $18,664,000 | -69.4% | 25,296 | -64.0% | 0.28% | -72.0% |
| Sell | 51JOB INCcv sr nt | $18,445,000 | -9.7% | 12,435,000 | -28.7% | 0.28% | -17.7% | |
| Buy | CHART INDUSTRIES INCcv sr sub nt | $18,337,000 | +29.2% | 18,354,000 | +28.8% | 0.27% | +18.1% | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt | $18,245,000 | – | 17,970,000 | – | 0.27% | – | |
| Sell | BROOKDALE SENIOR LIVING INCcv sr unsec nt | $17,903,000 | -30.2% | 17,950,000 | -30.4% | 0.27% | -36.4% | |
| BCEI | Buy | BONANZA CREEK ENERGY INC | $17,358,000 | +4.1% | 526,173 | +0.1% | 0.26% | -5.1% |
| New | CALAMP CORPcv sr unsec nt | $17,198,000 | – | 16,000,000 | – | 0.26% | – | |
| GGB | Sell | GERDAU SA -SPON ADRadr | $17,167,000 | -22.5% | 5,005,057 | -31.2% | 0.26% | -29.3% |
| Sell | VEREIT INCcv sr unsec nt reit | $17,106,000 | -8.2% | 17,000,000 | -8.1% | 0.26% | -16.4% | |
| Buy | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $16,789,000 | +37.1% | 16,035,000 | +28.3% | 0.25% | +25.5% | |
| Buy | STARWOOD PROPERTY TRUST INCcv sr unsec nt | $16,727,000 | +175.9% | 16,500,000 | +175.0% | 0.25% | +152.5% | |
| Buy | EZCORP INCcv sr unsec multi cpn nt | $16,613,000 | +24.9% | 16,840,000 | +22.6% | 0.25% | +13.8% | |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $16,544,000 | -13.0% | 880,000 | -23.2% | 0.25% | -20.6% |
| Buy | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $16,420,000 | +21.3% | 16,445,000 | +21.8% | 0.24% | +10.9% | |
| Buy | PROOFPOINT INCcv sr unsec nt pnc | $16,335,000 | +146.9% | 13,000,000 | +145.0% | 0.24% | +125.9% | |
| Buy | LIBERTY MEDIA CORPcv sr unsec nt (basket: lmca/fwona...) | $16,298,000 | +2.4% | 13,513,000 | +0.4% | 0.24% | -6.5% | |
| New | IMPAX LABORATORIES INCcv sr unsec nt | $16,179,000 | – | 17,860,000 | – | 0.24% | – | |
| New | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCcv sr unsec nt | $16,218,000 | – | 15,710,000 | – | 0.24% | – | |
| Sell | ENCORE CAPITAL GROUP INCcv sr unsec nt | $15,919,000 | -14.1% | 15,931,000 | -18.3% | 0.24% | -21.5% | |
| New | MARRIOTT VACATIONS WORLDWIDE CORPcv sr unsec nt 144a | $15,846,000 | – | 15,095,000 | – | 0.24% | – | |
| Buy | QUIDEL CORPcv sr unsec nt | $15,508,000 | +71.7% | 10,182,000 | +25.8% | 0.23% | +56.8% | |
| New | TUTOR PERINI CORPcv sr unsec nt pnc | $15,335,000 | – | 13,090,000 | – | 0.23% | – | |
| CTRP | New | CTRIP.COM INTERNATIONAL-ADRadr | $15,034,000 | – | 285,066 | – | 0.22% | – |
| Sell | SUNPOWER CORPcv sr unsec nt | $15,030,000 | -24.3% | 18,077,000 | -21.4% | 0.22% | -31.1% | |
| Sell | VECTOR GROUP LTDcv sr unsec nt variable | $14,344,000 | -48.9% | 12,515,000 | -48.6% | 0.21% | -53.4% | |
| Buy | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $14,189,000 | +73.2% | 13,540,000 | +69.2% | 0.21% | +58.2% | |
| Buy | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $14,176,000 | +135.4% | 15,690,000 | +124.1% | 0.21% | +116.3% | |
| Buy | MODUSLINK GLOBAL SOLUTIONS INCcv sr unsec nt | $13,703,000 | +329.3% | 14,120,000 | +315.3% | 0.20% | +294.2% | |
| Buy | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $13,732,000 | +6.5% | 13,835,000 | +6.4% | 0.20% | -2.8% | |
| New | AMAG PHARMACEUTICALS INCcv sr unsec nt | $13,660,000 | – | 14,000,000 | – | 0.20% | – | |
| Sell | PRA GROUP INCcv sr unsec nt | $13,516,000 | -47.4% | 14,746,000 | -45.1% | 0.20% | -51.9% | |
| Sell | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $13,514,000 | -73.2% | 12,450,000 | -72.4% | 0.20% | -75.5% | |
| WPXP | New | WPX ENERGY INC6.25% mand cv pfd | $13,339,000 | – | 250,000 | – | 0.20% | – |
| DYNC | Buy | DYNEGY INC7% cv pfd | $13,171,000 | +126.5% | 195,500 | +104.7% | 0.20% | +107.4% |
| Sell | COLONY NORTHSTAR INCcv sr unsec nt reit pnc | $13,108,000 | -59.0% | 12,742,000 | -57.9% | 0.20% | -62.5% | |
| Buy | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $12,961,000 | +11.3% | 12,130,000 | +10.3% | 0.19% | +2.1% | |
| KMIPRA | New | KINDER MORGAN INC/DE9.75& cv mand pfd | $12,766,000 | – | 300,000 | – | 0.19% | – |
| Sell | CHENIERE ENERGY INCcv sr unsec nt pnc | $12,358,000 | -42.4% | 17,814,000 | -42.6% | 0.18% | -47.3% | |
| Sell | CITRIX SYSTEMS INCcv sr unsec nt | $12,412,000 | -34.1% | 10,662,000 | -31.9% | 0.18% | -39.9% | |
| Buy | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $12,142,000 | +103.5% | 10,000,000 | +100.0% | 0.18% | +84.7% | |
| Sell | TPG SPECIALTY LENDING INCcv sr unsec nt | $12,086,000 | -1.8% | 11,583,000 | -1.8% | 0.18% | -10.4% | |
| Sell | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $12,077,000 | -48.0% | 12,040,000 | -47.9% | 0.18% | -52.6% | |
| Buy | CANADIAN SOLAR INCcv sr unsec nt pnc | $11,429,000 | +1.6% | 11,750,000 | +2.2% | 0.17% | -7.1% | |
| New | GREEN PLAINS INCcv sr unsec nt pnc | $11,099,000 | – | 10,730,000 | – | 0.17% | – | |
| SPY | New | SPDR S&P500 ETF TRUSTput | $10,803,000 | – | 43,000 | – | 0.16% | – |
| New | OASIS PETROLEUM INCcv sr unsec nt pnc | $10,736,000 | – | 10,000,000 | – | 0.16% | – | |
| BXEFF | New | BELLATRIX EXPLORATION LTD | $10,674,000 | – | 3,750,000 | – | 0.16% | – |
| New | WESTERN ASSET MORTGAGE CAPITAL CORPcv sr unsec nt | $10,364,000 | – | 10,400,000 | – | 0.16% | – | |
| Sell | GOGO INCcv sr unsec nt | $10,334,000 | -0.8% | 11,320,000 | -1.6% | 0.15% | -9.4% | |
| Sell | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $9,922,000 | -4.4% | 9,500,000 | -5.0% | 0.15% | -12.9% | |
| STON | Buy | STONEMOR PARTNERS LP | $9,943,000 | -15.8% | 1,525,000 | +22.0% | 0.15% | -23.3% |
| New | COWEN INCcv sr unsec nt | $9,668,000 | – | 9,180,000 | – | 0.14% | – | |
| Buy | COLONY NORTHSTAR INCcv sr unsec nt reit pnc | $9,650,000 | +57.9% | 9,560,000 | +59.3% | 0.14% | +44.0% | |
| Buy | AKAMAI TECHNOLOGIES INCcv sr unsec nt | $9,411,000 | +135.3% | 9,636,000 | +136.2% | 0.14% | +116.9% | |
| Sell | HCI GROUP INCcv sr unsec nt | $8,928,000 | -17.8% | 9,000,000 | -16.1% | 0.13% | -25.3% | |
| Sell | NUANCE COMMUNICATIONS INCcv sr unsec nt cpdi | $8,603,000 | -64.8% | 8,615,000 | -63.2% | 0.13% | -67.9% | |
| Buy | PTC THERAPEUTICS INCcv sr unsec nt pnc | $8,417,000 | +10.5% | 10,355,000 | +6.8% | 0.13% | +0.8% | |
| Sell | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $8,433,000 | +6.8% | 7,670,000 | -4.1% | 0.13% | -2.3% | |
| Sell | JEFFERIES GROUP LLCcv sr unsec nt pnc | $8,330,000 | -52.9% | 8,279,000 | -52.7% | 0.12% | -57.1% | |
| Buy | YANDEX NVcv sr unsec nt | $7,829,000 | +14.1% | 7,827,000 | +10.7% | 0.12% | +4.5% | |
| Sell | TCP CAPITAL CORPcv sr unsec nt | $7,793,000 | -2.6% | 7,356,000 | -1.9% | 0.12% | -11.5% | |
| Sell | PDL BIOPHARMA INCcv sr unsec nt | $7,135,000 | -1.6% | 6,665,000 | -16.7% | 0.11% | -10.1% | |
| Sell | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $6,997,000 | -73.7% | 5,884,000 | -70.0% | 0.10% | -76.1% | |
| Sell | VIAVI SOLUTIONS INCcv sr unsec nt | $6,929,000 | -77.0% | 6,605,000 | -75.8% | 0.10% | -79.1% | |
| UPLCQ | Sell | ULTRA PETROLEUM CORP | $6,834,000 | -23.5% | 788,166 | -4.2% | 0.10% | -30.1% |
| New | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt pnc | $6,843,000 | – | 6,940,000 | – | 0.10% | – | |
| Buy | M/I HOMES INCcv sr sub nt pnc | $6,721,000 | +9.7% | 6,641,000 | +12.8% | 0.10% | 0.0% | |
| New | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $6,715,000 | – | 7,397,000 | – | 0.10% | – | |
| Sell | ACETO CORPcv sr unsec nt | $6,599,000 | -8.5% | 7,370,000 | -5.7% | 0.10% | -16.1% | |
| Sell | DHT HOLDINGS INCcv sr unsec nt pnc | $6,617,000 | -10.3% | 6,660,000 | -11.2% | 0.10% | -18.2% | |
| New | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $6,246,000 | – | 6,486,000 | – | 0.09% | – | |
| New | SUCAMPO PHARMACEUTICALS INCcv sr unsec nt 144a | $6,219,000 | – | 6,000,000 | – | 0.09% | – | |
| Sell | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $5,861,000 | -39.5% | 4,269,000 | -53.2% | 0.09% | -44.7% | |
| Sell | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $5,904,000 | -6.7% | 5,650,000 | -10.3% | 0.09% | -15.4% | |
| Sell | WHITING PETROLEUM CORPcv sr unsec nt | $5,717,000 | -23.0% | 6,382,000 | -26.9% | 0.08% | -29.8% | |
| QQQ | New | POWERSHARES QQQ TRUST SERIES 1put | $5,382,000 | – | 37,000 | – | 0.08% | – |
| FRGI | New | FIESTA RESTAURANT GROUP INC | $5,258,000 | – | 276,714 | – | 0.08% | – |
| New | RADIUS HEALTH INCcv sr unsec nt pnc | $5,043,000 | – | 5,000,000 | – | 0.08% | – | |
| New | K HOVNANIAN ENTERPRISES INCcv sr unsec nt | $4,995,000 | – | 5,000,000 | – | 0.08% | – | |
| New | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $5,042,000 | – | 4,953,000 | – | 0.08% | – | |
| Sell | GSV CAPITAL CORPcv sr unsec nt | $4,929,000 | -17.5% | 4,960,000 | -18.7% | 0.07% | -24.5% | |
| Sell | PDL BIOPHARMA INCcv sr unsec nt | $4,940,000 | -1.0% | 4,940,000 | -1.2% | 0.07% | -9.8% | |
| CIT | Sell | CIT GROUP INC | $4,905,000 | -70.4% | 100,000 | -70.6% | 0.07% | -73.1% |
| Sell | VERINT SYSTEMS INCcv sr unsec nt | $4,811,000 | -87.2% | 4,900,000 | -87.2% | 0.07% | -88.3% | |
| RGS | New | REGIS CORP | $4,593,000 | – | 321,890 | – | 0.07% | – |
| Sell | CSG SYSTEMS INTERNATIONAL INCcv sr unsec nt pnc | $4,497,000 | -67.3% | 4,158,000 | -67.4% | 0.07% | -70.2% | |
| Sell | DYCOM INDUSTRIES INCcv sr unsec nt | $4,064,000 | -82.1% | 3,554,000 | -81.8% | 0.06% | -83.6% | |
| Sell | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $4,065,000 | -34.0% | 4,000,000 | -33.3% | 0.06% | -39.6% | |
| Sell | PROSPECT CAPITAL CORPcv sr unsec nt | $4,059,000 | -78.7% | 4,000,000 | -78.9% | 0.06% | -80.4% | |
| New | REDWOOD TRUST INCcv sr unsec nt | $3,986,000 | – | 4,000,000 | – | 0.06% | – | |
| XCOOQ | Buy | EXCO RESOURCES INC | $2,750,000 | -49.4% | 2,051,579 | +0.0% | 0.04% | -53.9% |
| New | CARDTRONICS INCcv sr unsec nt | $2,146,000 | – | 2,335,000 | – | 0.03% | – | |
| Sell | RENEWABLE ENERGY GROUP INCcv sr unsec nt | $1,094,000 | -51.1% | 1,009,000 | -49.8% | 0.02% | -56.8% | |
| New | DEPOMED INCcv sr unsec nt pnc | $932,000 | – | 1,255,000 | – | 0.01% | – | |
| New | VITAMIN SHOPPE INCcv sr unsec nt | $904,000 | – | 1,218,000 | – | 0.01% | – | |
| INDA | Buy | ISHARES MSCI INDIA ETFetp | $730,000 | +25.2% | 22,200 | +10.4% | 0.01% | +10.0% |
| INFY | Buy | INFOSYS LTD-SP ADRadr | $463,000 | +5.2% | 31,701 | +3.5% | 0.01% | 0.0% |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -36,079 | – | -0.00% | – |
| Exit | EGALET CORPcv sr unsec nt | $0 | – | -3,200,000 | – | -0.03% | – | |
| Exit | GLOBAL EAGLE ENTERTAINMENT INCcv sr unsec nt pnc | $0 | – | -2,910,000 | – | -0.03% | – | |
| Exit | ENERNOC INCcv sr unsec nt | $0 | – | -2,000,000 | – | -0.03% | – | |
| Exit | AEGEAN MARINE PETROLEUM NETWORK INCcv sr unsec nt pnc | $0 | – | -2,500,000 | – | -0.04% | – | |
| NC | Exit | NACCO INDUSTRIES INC | $0 | – | -46,370 | – | -0.05% | – |
| Exit | GNC HOLDINGS INCcv sr unsec nt | $0 | – | -5,000,000 | – | -0.06% | – | |
| PARR | Exit | PAR PACIFIC HOLDINGS INC | $0 | – | -190,862 | – | -0.06% | – |
| Exit | ENDOLOGIX INCcv sr unsec nt pnc | $0 | – | -4,000,000 | – | -0.06% | – | |
| Exit | AEGERION PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -4,750,000 | – | -0.06% | – | |
| Exit | NEWPARK RESOURCES INCcv sr unsec nt | $0 | – | -3,921,000 | – | -0.06% | – | |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -243,100 | – | -0.07% | – |
| Exit | MERITOR INCcv sr unsec step cpn nt | $0 | – | -5,500,000 | – | -0.09% | – | |
| Exit | AVID TECHNOLOGY INCcv sr unsec nt | $0 | – | -8,500,000 | – | -0.10% | – | |
| Exit | QIAGEN NVcv sr unsec nt reg s | $0 | – | -5,400,000 | – | -0.11% | – | |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $0 | – | -6,606,000 | – | -0.12% | – | |
| Exit | SPECTRANETICS CORP/THEcv sr unsec nt pnc | $0 | – | -6,041,000 | – | -0.13% | – | |
| Exit | MERITAGE HOMES CORPcv sr unsec nt | $0 | – | -8,300,000 | – | -0.14% | – | |
| Exit | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $0 | – | -9,650,000 | – | -0.15% | – | |
| Exit | REDWOOD TRUST INCcv sr unsec nt reit | $0 | – | -9,210,000 | – | -0.15% | – | |
| Exit | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $0 | – | -10,000,000 | – | -0.16% | – | |
| Exit | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $0 | – | -10,750,000 | – | -0.17% | – | |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -18,750,000 | – | -0.18% | – |
| Exit | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $0 | – | -14,663,000 | – | -0.18% | – | |
| Exit | TELIGENT INCcv sr unsec nt pnc | $0 | – | -10,500,000 | – | -0.18% | – | |
| Exit | WEBMD HEALTH CORPcv unsec nt | $0 | – | -11,955,000 | – | -0.19% | – | |
| Exit | FINISAR CORPcv sr unsec nt | $0 | – | -11,350,000 | – | -0.21% | – | |
| Exit | KNOWLES CORPcv sr unsec nt | $0 | – | -12,469,000 | – | -0.24% | – | |
| Exit | VEECO INSTRUMENTS INCcv sr unsec nt pnc | $0 | – | -15,093,000 | – | -0.25% | – | |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt reit | $0 | – | -16,723,000 | – | -0.28% | – | |
| Exit | J2 GLOBAL INCcv sr unsec nt cpdi | $0 | – | -14,927,000 | – | -0.34% | – | |
| Exit | TOLL BROTHERS FINANCE CORPcv sr unsec nt cpdi | $0 | – | -21,210,000 | – | -0.35% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt (series: c) | $0 | – | -21,870,000 | – | -0.41% | – | |
| AMX | Exit | AMERICA MOVIL-SPN ADR CL Ladr | $0 | – | -1,612,339 | – | -0.42% | – |
| Exit | NUVASIVE INCcv sr unsec nt pnc | $0 | – | -26,555,000 | – | -0.60% | – | |
| VALEP | Exit | VALE SA-SP PREF ADRadr | $0 | – | -8,951,386 | – | -1.19% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VST | New | VISTRA ENERGY CORP | $844,875,000 | – | 50,320,153 | – | 13.82% | – |
| TRCO | New | TRIBUNE MEDIA CO | $578,320,000 | – | 14,184,998 | – | 9.46% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $318,879,000 | – | 32,439,506 | – | 5.21% | – |
| ALLY | New | ALLY FINANCIAL INC | $216,973,000 | – | 10,381,462 | – | 3.55% | – |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADRadr | $133,979,000 | – | 3,835,125 | – | 2.19% | – |
| FBP | New | FIRST BANCORP/PUERTO RICO | $115,806,000 | – | 20,001,066 | – | 1.89% | – |
| New | CEMEX SAB DE CVcv sub nt | $101,636,000 | – | 87,665,000 | – | 1.66% | – | |
| ITUB | New | ITAU UNIBANCO H-SPON PRF ADRadr | $97,408,000 | – | 8,821,428 | – | 1.59% | – |
| BABA | New | ALIBABA GROUP HOLDING-SP ADRadr | $91,151,000 | – | 647,279 | – | 1.49% | – |
| GNRT | New | GENER8 MARITIME INC | $74,268,000 | – | 13,052,534 | – | 1.21% | – |
| New | TESLA INCcv sr unsec nt | $73,493,000 | – | 63,340,000 | – | 1.20% | – | |
| VALEP | New | VALE SA-SP PREF ADRadr | $72,903,000 | – | 8,951,386 | – | 1.19% | – |
| EGC | New | ENERGY XXI GULF COAST INC | $72,619,000 | – | 3,910,545 | – | 1.19% | – |
| DYN | New | DYNEGY INC | $69,670,000 | – | 8,424,322 | – | 1.14% | – |
| CX | New | CEMEX SAB DE CV | $68,927,000 | – | 7,320,811 | – | 1.13% | – |
| NMIH | New | NMI HOLDINGS INC | $66,598,000 | – | 5,816,443 | – | 1.09% | – |
| IBN | New | ICICI BANK LTD-SPON ADRadr | $65,217,000 | – | 7,275,866 | – | 1.07% | – |
| New | LIBERTY INTERACTIVE LLCcv sr unsec nt 144a (ex: chtr) | $62,314,000 | – | 54,180,000 | – | 1.02% | – | |
| AGNPRA | New | ALLERGAN PLC5.50% mand cv pfd ser a | $60,975,000 | – | 70,296 | – | 1.00% | – |
| New | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $60,578,000 | – | 53,364,000 | – | 0.99% | – | |
| AABA | New | ALTABA INC | $57,835,000 | – | 1,061,588 | – | 0.95% | – |
| New | PRICELINE GROUP INC/THEcv sr unsec nt | $52,407,000 | – | 45,669,000 | – | 0.86% | – | |
| New | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $50,422,000 | – | 45,035,000 | – | 0.82% | – | |
| BDXA | New | BECTON DICKINSON AND CO6.125% cv pfd | $45,068,000 | – | 822,700 | – | 0.74% | – |
| STKL | New | SUNOPTA INC | $44,805,000 | – | 4,392,699 | – | 0.73% | – |
| New | ON SEMICONDUCTOR CORPcv sr unsec nt | $44,717,000 | – | 43,040,000 | – | 0.73% | – | |
| New | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $41,418,000 | – | 36,072,000 | – | 0.68% | – | |
| PBRA | New | PETROLEO BRASIL-SP PREF ADRadr | $41,007,000 | – | 5,501,097 | – | 0.67% | – |
| New | SOLARCITY CORPcv sr unsec nt | $39,123,000 | – | 41,210,000 | – | 0.64% | – | |
| WFCPRL | New | WELLS FARGO & CO7.500000% cv pfd perpetual pnc | $38,558,000 | – | 29,409 | – | 0.63% | – |
| XHB | New | SPDR S&P HOMEBUILDERS ETFput | $38,530,000 | – | 1,000,000 | – | 0.63% | – |
| New | JAZZ INVESTMENTS I LTDcv sr unsec nt pnc | $38,015,000 | – | 34,343,000 | – | 0.62% | – | |
| New | VERINT SYSTEMS INCcv sr unsec nt | $37,591,000 | – | 38,309,000 | – | 0.62% | – | |
| New | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $37,535,000 | – | 34,888,000 | – | 0.61% | – | |
| New | INTEGRATED DEVICE TECHNOLOGY INCcv sr unsec nt | $37,541,000 | – | 35,175,000 | – | 0.61% | – | |
| New | NUVASIVE INCcv sr unsec nt pnc | $36,726,000 | – | 26,555,000 | – | 0.60% | – | |
| New | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $36,632,000 | – | 32,883,000 | – | 0.60% | – | |
| CCS | New | CENTURY COMMUNITIES INC | $36,431,000 | – | 1,469,003 | – | 0.60% | – |
| New | HERBALIFE LTDcv sr unsec nt | $36,136,000 | – | 34,500,000 | – | 0.59% | – | |
| New | ALTABA INCcv sr unsec nt | $35,300,000 | – | 30,963,000 | – | 0.58% | – | |
| NSM | New | NATIONSTAR MORTGAGE HOLDINGS INC | $32,368,000 | – | 1,809,291 | – | 0.53% | – |
| ANTX | New | ANTHEM INC5.25% cv mand pfd | $32,224,000 | – | 610,100 | – | 0.53% | – |
| New | COLONY NORTHSTAR INCcv sr unsec nt reit pnc | $31,950,000 | – | 30,287,000 | – | 0.52% | – | |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $30,744,000 | – | 36,333,000 | – | 0.50% | – | |
| New | VIAVI SOLUTIONS INCcv sr unsec nt | $30,185,000 | – | 27,240,000 | – | 0.49% | – | |
| New | PENNYMAC CORPcv sr unsec nt reit | $30,061,000 | – | 30,162,000 | – | 0.49% | – | |
| AU | New | ANGLOGOLD ASHANTI-SPON ADRadr | $29,892,000 | – | 3,077,225 | – | 0.49% | – |
| BRFS | New | BRF SA-ADRadr | $29,321,000 | – | 2,488,561 | – | 0.48% | – |
| NEEPRR | New | NEXTERA ENERGY INC6.123% cv pfd | $28,997,000 | – | 536,900 | – | 0.47% | – |
| ABEV | New | AMBEV SA-ADRadr | $28,506,000 | – | 5,195,776 | – | 0.47% | – |
| New | VECTOR GROUP LTDcv sr unsec nt variable | $28,044,000 | – | 24,335,000 | – | 0.46% | – | |
| New | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $27,334,000 | – | 35,498,104 | – | 0.45% | – | |
| New | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $26,612,000 | – | 19,584,000 | – | 0.44% | – | |
| New | CALATLANTIC GROUP INCcv sr unsec nt pnc | $26,204,000 | – | 27,500,000 | – | 0.43% | – | |
| AMTPRB | New | AMERICAN TOWER CORP5.50% mand cv ser-b pfd reit | $26,035,000 | – | 214,761 | – | 0.43% | – |
| New | BROOKDALE SENIOR LIVING INCcv sr unsec nt | $25,664,000 | – | 25,800,000 | – | 0.42% | – | |
| New | PRA GROUP INCcv sr unsec nt | $25,691,000 | – | 26,850,000 | – | 0.42% | – | |
| AMX | New | AMERICA MOVIL-SPN ADR CL Ladr | $25,652,000 | – | 1,612,339 | – | 0.42% | – |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt (series: c) | $25,305,000 | – | 21,870,000 | – | 0.41% | – | |
| New | IONIS PHARMACEUTICALS INCcv sr unsec nt | $24,499,000 | – | 22,860,000 | – | 0.40% | – | |
| New | NUANCE COMMUNICATIONS INCcv sr unsec nt cpdi | $24,413,000 | – | 23,415,000 | – | 0.40% | – | |
| New | RTI INTERNATIONAL METALS INCcv sr unsec nt | $23,967,000 | – | 22,385,000 | – | 0.39% | – | |
| New | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt | $23,689,000 | – | 23,170,000 | – | 0.39% | – | |
| CEO | New | CNOOC LTD-SPON ADRadr | $23,226,000 | – | 212,425 | – | 0.38% | – |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $23,267,000 | – | 21,158,000 | – | 0.38% | – | |
| New | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $23,239,000 | – | 23,100,000 | – | 0.38% | – | |
| BATRK | New | LIBERTY MEDIA CORP-LIBERTY BRAVES | $23,205,000 | – | 968,078 | – | 0.38% | – |
| New | DYCOM INDUSTRIES INCcv sr unsec nt | $22,678,000 | – | 19,554,000 | – | 0.37% | – | |
| GGB | New | GERDAU SA -SPON ADRadr | $22,165,000 | – | 7,271,848 | – | 0.36% | – |
| New | INNOVIVA INCcv sub nt | $22,016,000 | – | 24,060,000 | – | 0.36% | – | |
| New | CHENIERE ENERGY INCcv sr unsec nt pnc | $21,440,000 | – | 31,016,000 | – | 0.35% | – | |
| New | TOLL BROTHERS FINANCE CORPcv sr unsec nt cpdi | $21,236,000 | – | 21,210,000 | – | 0.35% | – | |
| AZUL | New | AZUL SAadr | $20,763,000 | – | 985,641 | – | 0.34% | – |
| New | J2 GLOBAL INCcv sr unsec nt cpdi | $20,497,000 | – | 14,927,000 | – | 0.34% | – | |
| New | 51JOB INCcv sr nt | $20,429,000 | – | 17,435,000 | – | 0.33% | – | |
| DCUD | New | DOMINION ENERGY INC6.75% cv pfd | $20,330,000 | – | 404,000 | – | 0.33% | – |
| New | SUNPOWER CORPcv sr unsec nt | $19,853,000 | – | 23,000,000 | – | 0.32% | – | |
| New | SILVER STANDARD RESOURCES INCcv sr unsec nt pnc | $19,745,000 | – | 20,283,000 | – | 0.32% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $19,077,000 | – | 18,951,000 | – | 0.31% | – | |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $19,013,000 | – | 1,145,367 | – | 0.31% | – |
| New | CITRIX SYSTEMS INCcv sr unsec nt | $18,842,000 | – | 15,662,000 | – | 0.31% | – | |
| New | VEREIT INCcv sr unsec nt reit | $18,631,000 | – | 18,500,000 | – | 0.30% | – | |
| New | ENCORE CAPITAL GROUP INCcv sr unsec nt | $18,528,000 | – | 19,500,000 | – | 0.30% | – | |
| New | JEFFERIES GROUP LLCcv sr unsec nt pnc | $17,691,000 | – | 17,500,000 | – | 0.29% | – | |
| New | RESOURCE CAPITAL CORPcv sr unsec nt reit | $17,337,000 | – | 16,723,000 | – | 0.28% | – | |
| New | ENCORE CAPITAL GROUP INCcv sr unsec nt | $16,830,000 | – | 15,746,000 | – | 0.28% | – | |
| BCEI | New | BONANZA CREEK ENERGY INC | $16,676,000 | – | 525,900 | – | 0.27% | – |
| CIT | New | CIT GROUP INC | $16,588,000 | – | 340,600 | – | 0.27% | – |
| New | TWITTER INCcv sr unsec nt | $16,411,000 | – | 17,375,000 | – | 0.27% | – | |
| TSQ | New | TOWNSQUARE MEDIA INC | $16,335,000 | – | 1,595,224 | – | 0.27% | – |
| New | LIBERTY MEDIA CORPcv sr unsec nt (basket: lmca/fwona...) | $15,912,000 | – | 13,463,000 | – | 0.26% | – | |
| MX | New | MAGNACHIP SEMICONDUCTOR CORP | $15,827,000 | – | 1,615,000 | – | 0.26% | – |
| LVNTA | New | LIBERTY VENTURES | $15,687,000 | – | 300,000 | – | 0.26% | – |
| SWP | New | STANLEY BLACK & DECKER INC5.375% cv pfd | $15,701,000 | – | 143,100 | – | 0.26% | – |
| New | COMSTOCK RESOURCES INCcv sec 2nd lien pik nt pnc | $15,559,000 | – | 19,947,031 | – | 0.25% | – | |
| New | VEECO INSTRUMENTS INCcv sr unsec nt pnc | $15,520,000 | – | 15,093,000 | – | 0.25% | – | |
| MPACU | New | MATLIN AND PARTNERS ACQUISITION CORP | $15,045,000 | – | 1,500,000 | – | 0.25% | – |
| New | KNOWLES CORPcv sr unsec nt | $14,728,000 | – | 12,469,000 | – | 0.24% | – | |
| New | PALO ALTO NETWORKS INCcv sr unsec nt | $14,435,000 | – | 11,000,000 | – | 0.24% | – | |
| MTG | New | MGIC INVESTMENT CORP | $14,168,000 | – | 1,265,000 | – | 0.23% | – |
| New | CHART INDUSTRIES INCcv sr sub nt | $14,197,000 | – | 14,250,000 | – | 0.23% | – | |
| New | CSG SYSTEMS INTERNATIONAL INCcv sr unsec nt pnc | $13,767,000 | – | 12,758,000 | – | 0.22% | – | |
| VRS | New | VERSO CORP | $13,704,000 | – | 2,921,971 | – | 0.22% | – |
| New | PATTERN ENERGY GROUP INCcv sr unsec nt | $13,485,000 | – | 13,000,000 | – | 0.22% | – | |
| New | NEW YORK MORTGAGE TRUST INCcv sr unsec nt | $13,542,000 | – | 13,500,000 | – | 0.22% | – | |
| New | EZCORP INCcv sr unsec multi cpn nt | $13,306,000 | – | 13,740,000 | – | 0.22% | – | |
| New | TICC CAPITAL CORPcv sr unsec nt | $13,168,000 | – | 13,000,000 | – | 0.22% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $12,894,000 | – | 13,000,000 | – | 0.21% | – | |
| New | FINISAR CORPcv sr unsec nt | $12,759,000 | – | 11,350,000 | – | 0.21% | – | |
| New | RESOURCE CAPITAL CORPcv sr unsec nt reit | $12,389,000 | – | 12,188,000 | – | 0.20% | – | |
| New | TPG SPECIALTY LENDING INCcv sr unsec nt | $12,302,000 | – | 11,800,000 | – | 0.20% | – | |
| New | SHIP FINANCE INTERNATIONAL LTDcv sr unsec nt | $12,242,000 | – | 12,500,000 | – | 0.20% | – | |
| New | REDWOOD TRUST INCcv sr unsec nt | $12,154,000 | – | 11,567,000 | – | 0.20% | – | |
| New | TITAN MACHINERY INCcv sr unsec nt | $11,938,000 | – | 12,307,000 | – | 0.20% | – | |
| STON | New | STONEMOR PARTNERS LP | $11,812,000 | – | 1,250,000 | – | 0.19% | – |
| New | WEBMD HEALTH CORPcv unsec nt | $11,740,000 | – | 11,955,000 | – | 0.19% | – | |
| VALE | New | VALE SA | $11,699,000 | – | 1,337,000 | – | 0.19% | – |
| New | TWO HARBORS INVESTMENT CORPcv sr unsec nt | $11,643,000 | – | 11,000,000 | – | 0.19% | – | |
| New | HURON CONSULTING GROUP INCcv sr unsec nt | $11,622,000 | – | 12,066,000 | – | 0.19% | – | |
| New | TELIGENT INCcv sr unsec nt pnc | $11,241,000 | – | 10,500,000 | – | 0.18% | – | |
| New | CANADIAN SOLAR INCcv sr unsec nt pnc | $11,253,000 | – | 11,500,000 | – | 0.18% | – | |
| New | NEVRO CORPcv sr unsec nt | $11,088,000 | – | 10,230,000 | – | 0.18% | – | |
| New | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $11,036,000 | – | 14,663,000 | – | 0.18% | – | |
| New | HCI GROUP INCcv sr unsec nt | $10,867,000 | – | 10,731,000 | – | 0.18% | – | |
| BXE | New | BELLATRIX EXPLORATION LTD | $10,684,000 | – | 18,750,000 | – | 0.18% | – |
| New | GOGO INCcv sr unsec nt | $10,413,000 | – | 11,500,000 | – | 0.17% | – | |
| New | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $10,380,000 | – | 10,000,000 | – | 0.17% | – | |
| New | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $10,149,000 | – | 10,750,000 | – | 0.17% | – | |
| New | GENERAL CABLE CORPcv sub nt multi-cpn pnc | $9,873,000 | – | 12,780,000 | – | 0.16% | – | |
| New | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $9,807,000 | – | 10,000,000 | – | 0.16% | – | |
| New | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $9,693,000 | – | 9,119,000 | – | 0.16% | – | |
| New | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $9,631,000 | – | 9,500,000 | – | 0.16% | – | |
| New | REDWOOD TRUST INCcv sr unsec nt reit | $9,370,000 | – | 9,210,000 | – | 0.15% | – | |
| New | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $9,175,000 | – | 9,650,000 | – | 0.15% | – | |
| New | QUIDEL CORPcv sr unsec nt | $9,034,000 | – | 8,097,000 | – | 0.15% | – | |
| UPLCQ | New | ULTRA PETROLEUM CORP | $8,931,000 | – | 823,044 | – | 0.15% | – |
| MCF | New | CONTANGO OIL & GAS CO | $8,611,000 | – | 1,296,813 | – | 0.14% | – |
| New | MERITAGE HOMES CORPcv sr unsec nt | $8,408,000 | – | 8,300,000 | – | 0.14% | – | |
| New | KB HOMEcv sr unsec nt | $8,381,000 | – | 7,800,000 | – | 0.14% | – | |
| New | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $8,192,000 | – | 8,000,000 | – | 0.13% | – | |
| New | SPECTRANETICS CORP/THEcv sr unsec nt pnc | $8,202,000 | – | 6,041,000 | – | 0.13% | – | |
| New | TCP CAPITAL CORPcv sr unsec nt | $8,004,000 | – | 7,500,000 | – | 0.13% | – | |
| New | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $7,895,000 | – | 8,000,000 | – | 0.13% | – | |
| New | PTC THERAPEUTICS INCcv sr unsec nt pnc | $7,617,000 | – | 9,700,000 | – | 0.12% | – | |
| BACPRL | New | BANK OF AMERICA CORP7.250000% cv pfd perpetual pnc | $7,571,000 | – | 6,000 | – | 0.12% | – |
| SGH | New | SMART GLOBAL HOLDINGS INC | $7,580,000 | – | 468,185 | – | 0.12% | – |
| New | DHT HOLDINGS INCcv sr unsec nt pnc | $7,380,000 | – | 7,500,000 | – | 0.12% | – | |
| New | WHITING PETROLEUM CORPcv sr unsec nt | $7,429,000 | – | 8,726,000 | – | 0.12% | – | |
| New | PDL BIOPHARMA INCcv sr unsec nt | $7,253,000 | – | 8,000,000 | – | 0.12% | – | |
| New | ACETO CORPcv sr unsec nt | $7,215,000 | – | 7,814,000 | – | 0.12% | – | |
| New | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $7,185,000 | – | 6,606,000 | – | 0.12% | – | |
| New | ENVESTNET INCcv sr unsec nt | $7,092,000 | – | 7,227,000 | – | 0.12% | – | |
| New | YANDEX NVcv sr unsec nt | $6,863,000 | – | 7,070,000 | – | 0.11% | – | |
| New | QIAGEN NVcv sr unsec nt reg s | $6,631,000 | – | 5,400,000 | – | 0.11% | – | |
| New | PROOFPOINT INCcv sr unsec nt pnc | $6,617,000 | – | 5,306,000 | – | 0.11% | – | |
| VEON | New | VEON LTD | $6,564,000 | – | 1,678,900 | – | 0.11% | – |
| New | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $6,331,000 | – | 6,300,000 | – | 0.10% | – | |
| New | AVID TECHNOLOGY INCcv sr unsec nt | $6,265,000 | – | 8,500,000 | – | 0.10% | – | |
| New | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $6,159,000 | – | 6,000,000 | – | 0.10% | – | |
| New | COLONY NORTHSTAR INCcv sr unsec nt reit pnc | $6,110,000 | – | 6,000,000 | – | 0.10% | – | |
| New | M/I HOMES INCcv sr sub nt pnc | $6,126,000 | – | 5,885,000 | – | 0.10% | – | |
| New | STARWOOD PROPERTY TRUST INCcv sr unsec nt | $6,062,000 | – | 6,000,000 | – | 0.10% | – | |
| New | ACORDA THERAPEUTICS INCcv sr unsec nt pnc | $6,021,000 | – | 7,000,000 | – | 0.10% | – | |
| New | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $5,968,000 | – | 5,000,000 | – | 0.10% | – | |
| New | GSV CAPITAL CORPcv sr unsec nt | $5,977,000 | – | 6,100,000 | – | 0.10% | – | |
| DYNC | New | DYNEGY INC7% cv pfd | $5,815,000 | – | 95,500 | – | 0.10% | – |
| New | MERITOR INCcv sr unsec step cpn nt | $5,760,000 | – | 5,500,000 | – | 0.09% | – | |
| ETP | New | ENERGY TRANSFER PARTNERS LP | $5,444,000 | – | 267,000 | – | 0.09% | – |
| XCOOQ | New | EXCO RESOURCES INC | $5,437,000 | – | 2,051,578 | – | 0.09% | – |
| New | PDL BIOPHARMA INCcv sr unsec nt | $4,989,000 | – | 5,000,000 | – | 0.08% | – | |
| New | FORESTAR GROUP INCcv sr unsec nt | $4,456,000 | – | 4,400,000 | – | 0.07% | – | |
| HCC | New | WARRIOR MET COAL INC | $4,164,000 | – | 243,100 | – | 0.07% | – |
| New | AKAMAI TECHNOLOGIES INCcv sr unsec nt | $3,999,000 | – | 4,080,000 | – | 0.06% | – | |
| New | NEWPARK RESOURCES INCcv sr unsec nt | $3,991,000 | – | 3,921,000 | – | 0.06% | – | |
| New | AEGERION PHARMACEUTICALS INCcv sr unsec nt | $3,826,000 | – | 4,750,000 | – | 0.06% | – | |
| New | ENDOLOGIX INCcv sr unsec nt pnc | $3,814,000 | – | 4,000,000 | – | 0.06% | – | |
| EGLE | New | EAGLE BULK SHIPPING INC | $3,715,000 | – | 785,363 | – | 0.06% | – |
| PARR | New | PAR PACIFIC HOLDINGS INC | $3,443,000 | – | 190,862 | – | 0.06% | – |
| New | GNC HOLDINGS INCcv sr unsec nt | $3,377,000 | – | 5,000,000 | – | 0.06% | – | |
| NC | New | NACCO INDUSTRIES INC | $3,285,000 | – | 46,370 | – | 0.05% | – |
| New | MODUSLINK GLOBAL SOLUTIONS INCcv sr unsec nt | $3,192,000 | – | 3,400,000 | – | 0.05% | – | |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $2,785,000 | – | 819,228 | – | 0.05% | – |
| XOGAQ | New | EXTRACTION OIL & GAS INC | $2,727,000 | – | 202,787 | – | 0.04% | – |
| MPO | New | MIDSTATES PETROLEUM CO INC | $2,586,000 | – | 204,107 | – | 0.04% | – |
| New | AEGEAN MARINE PETROLEUM NETWORK INCcv sr unsec nt pnc | $2,486,000 | – | 2,500,000 | – | 0.04% | – | |
| MBT | New | MOBILE TELESYSTEMS PJSC | $2,502,000 | – | 298,500 | – | 0.04% | – |
| SD | New | SANDRIDGE ENERGY INC | $2,323,000 | – | 135,000 | – | 0.04% | – |
| New | RENEWABLE ENERGY GROUP INCcv sr unsec nt | $2,237,000 | – | 2,009,000 | – | 0.04% | – | |
| New | ENERNOC INCcv sr unsec nt | $2,008,000 | – | 2,000,000 | – | 0.03% | – | |
| PBR | New | PETROLEO BRASILEIRO-SPON ADRadr | $1,967,000 | – | 246,161 | – | 0.03% | – |
| New | GLOBAL EAGLE ENTERTAINMENT INCcv sr unsec nt pnc | $1,877,000 | – | 2,910,000 | – | 0.03% | – | |
| New | EGALET CORPcv sr unsec nt | $1,844,000 | – | 3,200,000 | – | 0.03% | – | |
| YNDX | New | YANDEX NV | $1,719,000 | – | 65,500 | – | 0.03% | – |
| New | ALASKA COMMUNICATIONS SYSTEMS GROUP INCcv sr sub nt | $1,273,000 | – | 1,227,000 | – | 0.02% | – | |
| INDA | New | ISHARES MSCI INDIA ETFetp | $583,000 | – | 20,100 | – | 0.01% | – |
| INFY | New | INFOSYS LTD-SP ADRadr | $440,000 | – | 30,624 | – | 0.01% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $258,000 | – | 36,079 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | RENEWABLE ENERGY GROUP INCcv sr unsec nt | $0 | – | -929,000 | – | -0.01% | – | |
| Exit | ANI PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -1,042,000 | – | -0.02% | – | |
| Exit | AEGERION PHARMACEUTICALScv sr unsec nt | $0 | – | -2,000,000 | – | -0.02% | – | |
| YNDX | Exit | YANDEX NV | $0 | – | -65,500 | – | -0.02% | – |
| OIBRC | Exit | OI SA | $0 | – | -251,001 | – | -0.02% | – |
| BIDU | Exit | BAIDU INC - SPON ADRadr | $0 | – | -8,214 | – | -0.02% | – |
| Exit | CLOVIS ONCOLOGY INCcv sr unsec nt pnc | $0 | – | -2,000,000 | – | -0.02% | – | |
| EPRPRE | Exit | EPR PROPERTIES9% cv perp pfd ser-e reit pnc | $0 | – | -55,000 | – | -0.03% | – |
| MLCO | Exit | MELCO CROWN ENTERTAINME-ADRadr | $0 | – | -132,423 | – | -0.03% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSC | $0 | – | -298,500 | – | -0.03% | – |
| PARR | Exit | PAR PACIFIC HOLDINGS INC | $0 | – | -190,862 | – | -0.03% | – |
| Exit | M/I HOMES INCcv sr sub nt pnc | $0 | – | -2,398,000 | – | -0.03% | – | |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $0 | – | -2,391,000 | – | -0.03% | – | |
| Exit | ALASKA COMMUNICATIONS SYSTEMS GROUP INCcv sr sub nt | $0 | – | -2,542,000 | – | -0.03% | – | |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -819,228 | – | -0.04% | – |
| Exit | NOVATEL WIRELESS INCcv sr unsec nt pnc | $0 | – | -3,000,000 | – | -0.04% | – | |
| Exit | MGIC INVESTMENT CORPcv sr unsec nt | $0 | – | -3,143,000 | – | -0.04% | – | |
| CAT | Exit | CATERPILLAR INCput | $0 | – | -41,200 | – | -0.05% | – |
| Exit | GLOBAL EAGLE ENTERTAINMENT INCcv sr unsec nt pnc | $0 | – | -4,405,000 | – | -0.05% | – | |
| Exit | CEPHEIDcv sr unsec nt | $0 | – | -4,000,000 | – | -0.05% | – | |
| Exit | CALATLANTIC GROUP INCcv sr unsec nt pnc | $0 | – | -5,000,000 | – | -0.06% | – | |
| Exit | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $0 | – | -5,360,000 | – | -0.07% | – | |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -6,183 | – | -0.07% | – |
| Exit | ARES CAPITAL CORPcv sr unsec nt | $0 | – | -5,045,000 | – | -0.07% | – | |
| Exit | GOGO INCcv sr unsec nt | $0 | – | -6,800,000 | – | -0.07% | – | |
| Exit | KB HOMEcv sr unsec nt | $0 | – | -5,500,000 | – | -0.07% | – | |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -785,363 | – | -0.07% | – |
| Exit | ENERNOC INCcv sr unsec nt | $0 | – | -7,666,000 | – | -0.07% | – | |
| Exit | REDWOOD TRUST INCcv sr unsec nt | $0 | – | -5,626,000 | – | -0.07% | – | |
| SXL | Exit | SUNOCO LOGISTICS PARTNERS LP | $0 | – | -217,000 | – | -0.08% | – |
| Exit | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $0 | – | -6,000,000 | – | -0.08% | – | |
| APO | Exit | APOLLO GLOBAL MANAGEMENT LLC | $0 | – | -353,842 | – | -0.08% | – |
| KMIPRA | Exit | KINDER MORGAN INC/DE9.75& cv mand pfd | $0 | – | -130,128 | – | -0.08% | – |
| Exit | GENERAL CABLE CORPcv sub nt multi-cpn pnc | $0 | – | -9,756,000 | – | -0.08% | – | |
| Exit | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $0 | – | -7,000,000 | – | -0.09% | – | |
| Exit | TPG SPECIALTY LENDING INCcv sr unsec nt | $0 | – | -6,387,000 | – | -0.09% | – | |
| VALE | Exit | VALE SA | $0 | – | -1,247,000 | – | -0.09% | – |
| Exit | WEB.COM GROUP INCcv sr unsec nt pnc | $0 | – | -7,511,000 | – | -0.09% | – | |
| Exit | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -7,819,000 | – | -0.09% | – | |
| Exit | GSV CAPITAL CORPcv sr unsec nt | $0 | – | -7,440,000 | – | -0.09% | – | |
| Exit | TERRAVIA HOLDINGS INCcv sr sub nt | $0 | – | -14,600,000 | – | -0.10% | – | |
| X | Exit | UNITED STATES STEEL CORPput | $0 | – | -393,000 | – | -0.10% | – |
| Exit | TOLL BROTHERS FINANCE CORPcv sr unsec nt cpdi | $0 | – | -7,534,000 | – | -0.10% | – | |
| Exit | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $0 | – | -8,079,000 | – | -0.10% | – | |
| Exit | COLONY STARWOOD HOMEScv sr unsec nt reit | $0 | – | -7,070,000 | – | -0.10% | – | |
| Exit | YANDEX NVcv sr unsec nt | $0 | – | -8,248,000 | – | -0.10% | – | |
| Exit | TELIGENT INCcv sr unsec nt pnc | $0 | – | -8,706,000 | – | -0.11% | – | |
| Exit | ENDOLOGIX INCcv sr unsec nt pnc | $0 | – | -9,000,000 | – | -0.11% | – | |
| Exit | WHITING PETROLEUM CORPcv sr unsec nt | $0 | – | -10,500,000 | – | -0.11% | – | |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt reit | $0 | – | -9,189,000 | – | -0.12% | – | |
| Exit | JEFFERIES GROUP LLCcv sr unsec nt pnc | $0 | – | -9,000,000 | – | -0.12% | – | |
| Exit | CORENERGY INFRASTRUCTURE TRUST INCcv sr unsec nt reit | $0 | – | -9,500,000 | – | -0.12% | – | |
| Exit | MERITAGE HOMES CORPcv sr unsec nt | $0 | – | -9,666,000 | – | -0.13% | – | |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -11,600,000 | – | -0.13% | – |
| Exit | REDWOOD TRUST INCcv sr unsec nt reit | $0 | – | -10,167,000 | – | -0.13% | – | |
| Exit | ALON USA ENERGY INCcv sr unsec nt | $0 | – | -10,667,000 | – | -0.13% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -10,500,000 | – | -0.14% | – | |
| Exit | TITAN MACHINERY INCcv sr unsec nt | $0 | – | -12,042,000 | – | -0.14% | – | |
| Exit | FORESTAR GROUP INCcv sr unsec nt | $0 | – | -11,500,000 | – | -0.14% | – | |
| Exit | PDL BIOPHARMA INCcv sr unsec nt | $0 | – | -11,091,000 | – | -0.14% | – | |
| Exit | MERITOR INCcv sr unsec step cpn nt | $0 | – | -11,026,000 | – | -0.14% | – | |
| NC | Exit | NACCO INDUSTRIES INC | $0 | – | -164,500 | – | -0.14% | – |
| Exit | TICC CAPITAL CORPcv sr unsec nt | $0 | – | -11,000,000 | – | -0.14% | – | |
| Exit | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $0 | – | -10,521,000 | – | -0.15% | – | |
| Exit | SOLARCITY CORPcv sr unsec nt | $0 | – | -15,000,000 | – | -0.15% | – | |
| Exit | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $0 | – | -12,500,000 | – | -0.15% | – | |
| Exit | AEGEAN MARINE PETROLEUM NETWORK INCcv sr unsec nt pnc | $0 | – | -11,599,000 | – | -0.15% | – | |
| Exit | HCI GROUP INCcv sr unsec nt | $0 | – | -12,500,000 | – | -0.16% | – | |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $0 | – | -13,000,000 | – | -0.16% | – | |
| Exit | PENNYMAC CORPcv sr unsec nt reit | $0 | – | -12,865,000 | – | -0.16% | – | |
| Exit | BROADSOFT INCcv sr unsec nt | $0 | – | -9,326,000 | – | -0.16% | – | |
| Exit | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $0 | – | -12,129,000 | – | -0.16% | – | |
| Exit | CANADIAN SOLAR INCcv sr unsec nt pnc | $0 | – | -14,675,000 | – | -0.17% | – | |
| MCF | Exit | CONTANGO OIL & GAS CO | $0 | – | -1,296,813 | – | -0.17% | – |
| Exit | BLUCORA INCcv sr unsec nt | $0 | – | -13,868,000 | – | -0.17% | – | |
| SORL | Exit | SPDR S&P500 ETF TRUSTput | $0 | – | -63,000 | – | -0.18% | – |
| Exit | AVID TECHNOLOGY INCcv sr unsec nt | $0 | – | -17,000,000 | – | -0.18% | – | |
| Exit | CHART INDUSTRIES INCcv sr sub nt | $0 | – | -14,000,000 | – | -0.18% | – | |
| Exit | ICONIX BRAND GROUP INCcv sr sub nt | $0 | – | -16,000,000 | – | -0.18% | – | |
| Exit | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $0 | – | -12,890,000 | – | -0.19% | – | |
| Exit | COLONY CAPITAL INCcv sr unsec nt reit pnc | $0 | – | -15,127,000 | – | -0.19% | – | |
| TSQ | Exit | TOWNSQUARE MEDIA INC | $0 | – | -1,595,224 | – | -0.19% | – |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $0 | – | -14,612,000 | – | -0.20% | – | |
| Exit | WORKDAY INCcv sr unsec nt | $0 | – | -12,518,000 | – | -0.20% | – | |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt reit | $0 | – | -15,603,000 | – | -0.20% | – | |
| Exit | VEREIT INCcv sr unsec nt reit | $0 | – | -15,524,000 | – | -0.20% | – | |
| Exit | TCP CAPITAL CORPcv sr unsec nt | $0 | – | -15,000,000 | – | -0.20% | – | |
| Exit | VIPSHOP HOLDING LTDcv sr unsec nt | $0 | – | -15,000,000 | – | -0.21% | – | |
| Exit | NEWPARK RESOURCES INCcv sr unsec nt | $0 | – | -16,421,000 | – | -0.21% | – | |
| BATRK | Exit | LIBERTY BRAVES GROUP | $0 | – | -968,078 | – | -0.22% | – |
| VIP | Exit | VIMPELCOM LTD | $0 | – | -4,895,273 | – | -0.22% | – |
| HYG | Exit | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETFput | $0 | – | -201,500 | – | -0.23% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -1,250,000 | – | -0.23% | – |
| Exit | ON SEMICONDUCTOR CORPcv sr unsec nt | $0 | – | -18,000,000 | – | -0.24% | – | |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $0 | – | -17,240,000 | – | -0.25% | – | |
| Exit | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $0 | – | -21,153,000 | – | -0.26% | – | |
| VRS | Exit | VERSO CORP | $0 | – | -3,103,397 | – | -0.26% | – |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt 144a | $0 | – | -20,000,000 | – | -0.26% | – | |
| WPXP | Exit | WPX ENERGY INC6.25% mand cv pfd | $0 | – | -330,700 | – | -0.26% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC/OKput | $0 | – | -400,000 | – | -0.27% | – |
| KMI | Exit | KINDER MORGAN INC/DE (HIGHSTAR) | $0 | – | -908,699 | – | -0.27% | – |
| CEO | Exit | CNOOC LTD-SPON ADRadr | $0 | – | -167,337 | – | -0.27% | – |
| Exit | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $0 | – | -18,900,000 | – | -0.28% | – | |
| GGB | Exit | GERDAU SA -SPON ADRadr | $0 | – | -7,854,363 | – | -0.28% | – |
| Exit | SHUTTERFLY INCcv sr unsec nt | $0 | – | -22,828,000 | – | -0.29% | – | |
| ABEV | Exit | AMBEV SA-ADRadr | $0 | – | -3,727,958 | – | -0.29% | – |
| Exit | TTM TECHNOLOGIES INCcv sr unsec nt | $0 | – | -17,171,000 | – | -0.30% | – | |
| FMX | Exit | FOMENTO ECONOMICO MEX-SP ADRadr | $0 | – | -250,143 | – | -0.30% | – |
| Exit | ARRAY BIOPHARMA INCcv sr unsec nt pnc | $0 | – | -19,600,000 | – | -0.30% | – | |
| Exit | ENCORE CAPITAL GROUP INCcv sr unsec nt | $0 | – | -27,805,000 | – | -0.30% | – | |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $0 | – | -23,058,000 | – | -0.31% | – | |
| AU | Exit | ANGLOGOLD ASHANTI-SPON ADRadr | $0 | – | -1,523,352 | – | -0.31% | – |
| Exit | ENVESTNET INCcv sr unsec nt | $0 | – | -25,095,000 | – | -0.32% | – | |
| TSL | Exit | TRINA SOLAR LTD-SPON ADRadr | $0 | – | -2,450,845 | – | -0.32% | – |
| Exit | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $0 | – | -22,641,000 | – | -0.33% | – | |
| Exit | IONIS PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -27,100,000 | – | -0.33% | – | |
| VIV | Exit | TELEFONICA BRASIL-ADRadr | $0 | – | -1,765,161 | – | -0.33% | – |
| Exit | SM ENERGY COcv sr unsec nt | $0 | – | -22,600,000 | – | -0.35% | – | |
| Exit | COLONY CAPITAL INCcv sr unsec nt reit pnc | $0 | – | -27,393,000 | – | -0.36% | – | |
| Exit | CHENIERE ENERGY INCcv sr unsec nt pnc | $0 | – | -44,312,000 | – | -0.37% | – | |
| Exit | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt reit | $0 | – | -25,826,000 | – | -0.37% | – | |
| Exit | PRA GROUP INCcv sr unsec nt | $0 | – | -31,617,000 | – | -0.37% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $0 | – | -28,470,000 | – | -0.38% | – | |
| Exit | FINISAR CORPcv sr unsec nt | $0 | – | -25,000,000 | – | -0.38% | – | |
| Exit | PRICELINE GROUP INC/THEcv sr unsec nt | $0 | – | -28,044,000 | – | -0.39% | – | |
| CCS | Exit | CENTURY COMMUNITIES INC | $0 | – | -1,469,003 | – | -0.41% | – |
| Exit | KEYW HOLDING CORP/THEcv sr unsec nt | $0 | – | -32,750,000 | – | -0.41% | – | |
| SWNC | Exit | SOUTHWESTERN ENERGY CO6.25 % mand cv pfd ser b | $0 | – | -1,037,340 | – | -0.42% | – |
| Exit | PATTERN ENERGY GROUP INCcv sr unsec nt | $0 | – | -32,778,000 | – | -0.43% | – | |
| Exit | NEVRO CORPcv sr unsec nt | $0 | – | -27,515,000 | – | -0.46% | – | |
| Exit | DEPOMED INCcv sr unsec nt pnc | $0 | – | -25,362,000 | – | -0.47% | – | |
| Exit | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $0 | – | -32,300,000 | – | -0.47% | – | |
| Exit | PROOFPOINT INCcv sr unsec nt pnc | $0 | – | -31,955,000 | – | -0.48% | – | |
| Exit | PDC ENERGY INCcv sr unsec nt | $0 | – | -34,869,000 | – | -0.49% | – | |
| Exit | STILLWATER MINING COcv sr unsec nt | $0 | – | -31,466,000 | – | -0.49% | – | |
| VALEP | Exit | VALE SA-SP PREF ADRadr | $0 | – | -8,093,843 | – | -0.49% | – |
| LVNTA | Exit | LIBERTY VENTURES | $0 | – | -990,450 | – | -0.51% | – |
| XCO | Exit | EXCO RESOURCES INC | $0 | – | -37,773,682 | – | -0.52% | – |
| Exit | 51JOB INCcv sr nt | $0 | – | -38,363,000 | – | -0.53% | – | |
| Exit | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $0 | – | -47,576,000 | – | -0.53% | – | |
| Exit | VECTOR GROUP LTDcv sr unsec nt variable | $0 | – | -36,450,000 | – | -0.54% | – | |
| Exit | RTI INTERNATIONAL METALS INCcv sr unsec nt | $0 | – | -39,715,000 | – | -0.55% | – | |
| Exit | SPECTRANETICS CORP/THEcv sr unsec nt pnc | $0 | – | -40,584,000 | – | -0.56% | – | |
| IBN | Exit | ICICI BANK LTD-SPON ADRadr | $0 | – | -5,912,417 | – | -0.57% | – |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -5,816,443 | – | -0.58% | – |
| Exit | EZCORP INCcv sr unsec multi cpn nt | $0 | – | -44,770,000 | – | -0.58% | – | |
| Exit | SYNCHRONOSS TECHNOLOGIES INCcv sr unsec nt | $0 | – | -41,923,000 | – | -0.58% | – | |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $0 | – | -55,675,000 | – | -0.59% | – | |
| Exit | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $0 | – | -38,073,000 | – | -0.59% | – | |
| Exit | MEDIDATA SOLUTIONS INCcv sr unsec nt | $0 | – | -39,532,000 | – | -0.60% | – | |
| Exit | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $0 | – | -48,360,000 | – | -0.61% | – | |
| Exit | HURON CONSULTING GROUP INCcv sr unsec nt | $0 | – | -47,386,000 | – | -0.62% | – | |
| Exit | EURONET WORLDWIDE INCcv sr unsec nt pnc | $0 | – | -38,734,000 | – | -0.64% | – | |
| Exit | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -43,658,000 | – | -0.68% | – | |
| Exit | LIBERTY INTERACTIVE LLCcv sr unsec nt 144a (ex: chtr) | $0 | – | -49,500,000 | – | -0.68% | – | |
| CX | Exit | CEMEX SAB DE CV | $0 | – | -6,786,681 | – | -0.70% | – |
| Exit | DYCOM INDUSTRIES INCcv sr unsec nt | $0 | – | -49,417,000 | – | -0.70% | – | |
| Exit | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $0 | – | -50,790,000 | – | -0.71% | – | |
| Exit | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $0 | – | -51,523,000 | – | -0.74% | – | |
| BABA | Exit | ALIBABA GROUP HOLDING-SP ADRadr | $0 | – | -560,148 | – | -0.77% | – |
| Exit | CARDTRONICS INCcv sr unsec nt | $0 | – | -55,725,000 | – | -0.77% | – | |
| Exit | J2 GLOBAL INCcv sr unsec nt cpdi | $0 | – | -54,637,000 | – | -0.83% | – | |
| Exit | NXP SEMICONDUCTORS NVcv sr unsec nt | $0 | – | -53,669,000 | – | -0.83% | – | |
| Exit | INTERDIGITAL INC/PAcv sr unsec nt | $0 | – | -53,917,000 | – | -0.86% | – | |
| GNRT | Exit | GENER8 MARITIME INC | $0 | – | -13,052,534 | – | -0.87% | – |
| Exit | LIBERTY MEDIA CORPcv sr unsec nt | $0 | – | -64,618,000 | – | -0.88% | – | |
| Exit | ROVI CORPcv sr unsec nt (acquired by: tivo) | $0 | – | -69,603,000 | – | -0.90% | – | |
| AMTPRB | Exit | AMERICAN TOWER CORP5.50% mand cv ser-b pfd reit | $0 | – | -643,239 | – | -0.91% | – |
| ITUB | Exit | ITAU UNIBANCO H-SPON PRF ADRadr | $0 | – | -6,455,046 | – | -0.92% | – |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -9,030,000 | – | -0.94% | – |
| Exit | PRICELINE GROUP INC/THEcv sr unsec nt | $0 | – | -61,580,000 | – | -1.02% | – | |
| TRNC | Exit | TRONC INC | $0 | – | -4,695,947 | – | -1.03% | – |
| Exit | MICROCHIP TECHNOLOGY INCcv sr sub nt | $0 | – | -62,091,000 | – | -1.03% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $0 | – | -74,115,000 | – | -1.05% | – | |
| Exit | HERBALIFE LTDcv sr unsec nt | $0 | – | -90,386,000 | – | -1.16% | – | |
| Exit | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $0 | – | -101,479,000 | – | -1.20% | – | |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -97,548,000 | – | -1.33% | – | |
| TSM | Exit | TAIWAN SEMICONDUCTOR-SP ADRadr | $0 | – | -3,398,797 | – | -1.35% | – |
| DYN | Exit | DYNEGY INC | $0 | – | -8,424,322 | – | -1.35% | – |
| BANR | Exit | BANNER CORP | $0 | – | -2,473,283 | – | -1.40% | – |
| Exit | CITRIX SYSTEMS INCcv sr unsec nt | $0 | – | -101,437,000 | – | -1.49% | – | |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -29,078,777 | – | -1.71% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -10,401,462 | – | -2.63% | – |
| FBP | Exit | FIRST BANCORP/PUERTO RICO | $0 | – | -41,843,581 | – | -2.82% | – |
| TRCO | Exit | TRIBUNE MEDIA CO | $0 | – | -14,178,245 | – | -6.72% | – |
| SORL | Exit | SPDR S&P500 ETF TRUSTcall | $0 | – | -3,000,000 | – | -8.42% | – |
| APFH | Exit | ADVANCEPIERRE FOODS HOLDINGS INC | $0 | – | -43,268,538 | – | -15.47% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| APFH | New | ADVANCEPIERRE FOODS HOLDINGS INC | $1,192,481,000 | – | 43,268,538 | – | 15.47% | – |
| SORL | New | SPDR S&P500 ETF TRUSTcall | $648,900,000 | – | 3,000,000 | – | 8.42% | – |
| SBLK | Buy | STAR BULK CARRIERS CORP | $132,019,000 | +95.1% | 29,078,777 | +27.2% | 1.71% | +40.8% |
| Sell | CITRIX SYSTEMS INCcv sr unsec nt | $114,964,000 | -12.0% | 101,437,000 | -12.7% | 1.49% | -36.5% | |
| BANR | Sell | BANNER CORP | $108,182,000 | -2.2% | 2,473,283 | -4.8% | 1.40% | -29.5% |
| TSM | Sell | TAIWAN SEMICONDUCTOR-SP ADRadr | $103,921,000 | -8.8% | 3,398,797 | -21.8% | 1.35% | -34.2% |
| Buy | CEMEX SAB DE CVcv sub nt | $102,720,000 | +13.3% | 97,548,000 | +1.3% | 1.33% | -18.3% | |
| Buy | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $92,089,000 | +258.4% | 101,479,000 | +203.1% | 1.20% | +158.7% | |
| Sell | HERBALIFE LTDcv sr unsec nt | $89,725,000 | -0.3% | 90,386,000 | -0.2% | 1.16% | -28.1% | |
| Buy | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $80,702,000 | +18.4% | 74,115,000 | +15.1% | 1.05% | -14.6% | |
| Sell | MICROCHIP TECHNOLOGY INCcv sr sub nt | $79,661,000 | -4.2% | 62,091,000 | -16.8% | 1.03% | -30.9% | |
| TRNC | Buy | TRONC INC | $79,268,000 | +22.4% | 4,695,947 | +0.1% | 1.03% | -11.7% |
| Sell | PRICELINE GROUP INC/THEcv sr unsec nt | $78,977,000 | -6.0% | 61,580,000 | -14.2% | 1.02% | -32.3% | |
| ITUB | Sell | ITAU UNIBANCO H-SPON PRF ADRadr | $70,588,000 | +22.1% | 6,455,046 | -4.1% | 0.92% | -11.9% |
| AMTPRB | Sell | AMERICAN TOWER CORP5.50% mand cv ser-b pfd reit | $70,491,000 | -8.1% | 643,239 | -5.9% | 0.91% | -33.8% |
| Buy | ROVI CORPcv sr unsec nt (acquired by: tivo) | $69,665,000 | +22.3% | 69,603,000 | +15.9% | 0.90% | -11.8% | |
| Sell | LIBERTY MEDIA CORPcv sr unsec nt | $67,947,000 | -8.3% | 64,618,000 | -13.0% | 0.88% | -33.9% | |
| Buy | INTERDIGITAL INC/PAcv sr unsec nt | $66,024,000 | +32.9% | 53,917,000 | +13.8% | 0.86% | -4.1% | |
| Sell | NXP SEMICONDUCTORS NVcv sr unsec nt | $64,064,000 | -14.3% | 53,669,000 | -22.0% | 0.83% | -38.2% | |
| Sell | J2 GLOBAL INCcv sr unsec nt cpdi | $63,643,000 | -12.2% | 54,637,000 | -15.5% | 0.83% | -36.7% | |
| Sell | CARDTRONICS INCcv sr unsec nt | $59,301,000 | -0.1% | 55,725,000 | -4.2% | 0.77% | -28.0% | |
| BABA | New | ALIBABA GROUP HOLDING-SP ADRadr | $59,238,000 | – | 560,148 | – | 0.77% | – |
| Sell | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $57,166,000 | -2.7% | 51,523,000 | -6.0% | 0.74% | -29.7% | |
| New | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $54,566,000 | – | 50,790,000 | – | 0.71% | – | |
| New | DYCOM INDUSTRIES INCcv sr unsec nt | $54,112,000 | – | 49,417,000 | – | 0.70% | – | |
| CX | Buy | CEMEX SAB DE CV | $53,868,000 | +11.0% | 6,786,681 | +0.2% | 0.70% | -19.9% |
| New | LIBERTY INTERACTIVE LLCcv sr unsec nt 144a (ex: chtr) | $52,462,000 | – | 49,500,000 | – | 0.68% | – | |
| Sell | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $52,238,000 | +7.5% | 43,658,000 | -7.0% | 0.68% | -22.4% | |
| Sell | EURONET WORLDWIDE INCcv sr unsec nt pnc | $49,106,000 | +3.6% | 38,734,000 | -5.8% | 0.64% | -25.2% | |
| Buy | HURON CONSULTING GROUP INCcv sr unsec nt | $47,960,000 | +8.8% | 47,386,000 | +9.4% | 0.62% | -21.6% | |
| Buy | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $47,069,000 | +25.0% | 48,360,000 | +18.0% | 0.61% | -9.7% | |
| Sell | MEDIDATA SOLUTIONS INCcv sr unsec nt | $46,613,000 | +0.5% | 39,532,000 | -7.6% | 0.60% | -27.5% | |
| Buy | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $45,599,000 | +15.3% | 55,675,000 | +13.8% | 0.59% | -16.7% | |
| Sell | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $45,625,000 | -8.5% | 38,073,000 | -15.1% | 0.59% | -34.0% | |
| Buy | EZCORP INCcv sr unsec multi cpn nt | $44,421,000 | +219.9% | 44,770,000 | +172.7% | 0.58% | +130.4% | |
| Buy | SYNCHRONOSS TECHNOLOGIES INCcv sr unsec nt | $44,441,000 | +23.4% | 41,923,000 | +15.8% | 0.58% | -11.1% | |
| IBN | Buy | ICICI BANK LTD-SPON ADRadr | $44,147,000 | +48.9% | 5,912,417 | +42.8% | 0.57% | +7.5% |
| Buy | SPECTRANETICS CORP/THEcv sr unsec nt pnc | $43,127,000 | +40.3% | 40,584,000 | +16.4% | 0.56% | +1.1% | |
| Sell | RTI INTERNATIONAL METALS INCcv sr unsec nt | $42,543,000 | -12.3% | 39,715,000 | -12.1% | 0.55% | -36.7% | |
| Sell | VECTOR GROUP LTDcv sr unsec nt variable | $41,553,000 | -2.5% | 36,450,000 | -5.2% | 0.54% | -29.7% | |
| Buy | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $41,190,000 | +52.2% | 47,576,000 | +34.0% | 0.53% | +9.7% | |
| Buy | 51JOB INCcv sr nt | $40,837,000 | +97.1% | 38,363,000 | +88.4% | 0.53% | +42.1% | |
| XCO | Sell | EXCO RESOURCES INC | $40,419,000 | -31.2% | 37,773,682 | -16.4% | 0.52% | -50.4% |
| VALEP | Sell | VALE SA-SP PREF ADRadr | $38,105,000 | +26.6% | 8,093,843 | -16.1% | 0.49% | -8.7% |
| Sell | STILLWATER MINING COcv sr unsec nt | $37,944,000 | -35.0% | 31,466,000 | -39.3% | 0.49% | -53.1% | |
| New | PDC ENERGY INCcv sr unsec nt | $37,586,000 | – | 34,869,000 | – | 0.49% | – | |
| Sell | PROOFPOINT INCcv sr unsec nt pnc | $37,242,000 | +2.3% | 31,955,000 | -5.6% | 0.48% | -26.3% | |
| Sell | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $36,409,000 | -3.1% | 32,300,000 | -6.3% | 0.47% | -30.2% | |
| Sell | DEPOMED INCcv sr unsec nt pnc | $36,175,000 | +2.5% | 25,362,000 | -13.2% | 0.47% | -26.1% | |
| Buy | NEVRO CORPcv sr unsec nt | $35,789,000 | +29.6% | 27,515,000 | +4.8% | 0.46% | -6.6% | |
| New | PATTERN ENERGY GROUP INCcv sr unsec nt | $33,252,000 | – | 32,778,000 | – | 0.43% | – | |
| SWNC | Sell | SOUTHWESTERN ENERGY CO6.25 % mand cv pfd ser b | $32,749,000 | -18.7% | 1,037,340 | -22.4% | 0.42% | -41.3% |
| Sell | KEYW HOLDING CORP/THEcv sr unsec nt | $31,689,000 | +2.4% | 32,750,000 | -4.4% | 0.41% | -26.2% | |
| Buy | PRICELINE GROUP INC/THEcv sr unsec nt | $30,292,000 | +50.1% | 28,044,000 | +41.0% | 0.39% | +8.3% | |
| New | FINISAR CORPcv sr unsec nt | $29,511,000 | – | 25,000,000 | – | 0.38% | – | |
| Buy | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $29,293,000 | +48.2% | 28,470,000 | +47.0% | 0.38% | +6.7% | |
| Sell | PRA GROUP INCcv sr unsec nt | $28,632,000 | +13.4% | 31,617,000 | -2.1% | 0.37% | -18.3% | |
| Buy | CHENIERE ENERGY INCcv sr unsec nt pnc | $28,368,000 | +105.0% | 44,312,000 | +82.8% | 0.37% | +47.8% | |
| Buy | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt reit | $28,396,000 | +29.7% | 25,826,000 | +25.8% | 0.37% | -6.6% | |
| Sell | COLONY CAPITAL INCcv sr unsec nt reit pnc | $27,360,000 | -0.4% | 27,393,000 | -3.5% | 0.36% | -28.1% | |
| New | SM ENERGY COcv sr unsec nt | $27,200,000 | – | 22,600,000 | – | 0.35% | – | |
| VIV | Sell | TELEFONICA BRASIL-ADRadr | $25,531,000 | +1.4% | 1,765,161 | -12.4% | 0.33% | -26.9% |
| New | IONIS PHARMACEUTICALS INCcv sr unsec nt | $25,384,000 | – | 27,100,000 | – | 0.33% | – | |
| Sell | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $25,171,000 | +0.5% | 22,641,000 | -2.2% | 0.33% | -27.3% | |
| TSL | Sell | TRINA SOLAR LTD-SPON ADRadr | $25,086,000 | -30.1% | 2,450,845 | -32.1% | 0.32% | -49.6% |
| Buy | ENVESTNET INCcv sr unsec nt | $24,252,000 | +730.3% | 25,095,000 | +683.7% | 0.32% | +494.3% | |
| AU | Sell | ANGLOGOLD ASHANTI-SPON ADRadr | $24,241,000 | -1.8% | 1,523,352 | -15.5% | 0.31% | -29.3% |
| Sell | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $23,689,000 | -23.5% | 23,058,000 | -24.9% | 0.31% | -44.9% | |
| Sell | ENCORE CAPITAL GROUP INCcv sr unsec nt | $23,184,000 | -26.0% | 27,805,000 | -29.2% | 0.30% | -46.5% | |
| New | ARRAY BIOPHARMA INCcv sr unsec nt pnc | $23,231,000 | – | 19,600,000 | – | 0.30% | – | |
| FMX | New | FOMENTO ECONOMICO MEX-SP ADRadr | $23,013,000 | – | 250,143 | – | 0.30% | – |
| Sell | TTM TECHNOLOGIES INCcv sr unsec nt | $22,800,000 | -43.7% | 17,171,000 | -58.0% | 0.30% | -59.3% | |
| ABEV | Sell | AMBEV SA-ADRadr | $22,694,000 | -5.5% | 3,727,958 | -19.6% | 0.29% | -31.9% |
| Sell | SHUTTERFLY INCcv sr unsec nt | $22,559,000 | -6.8% | 22,828,000 | -6.2% | 0.29% | -32.8% | |
| GGB | Sell | GERDAU SA -SPON ADRadr | $21,355,000 | +26.3% | 7,854,363 | -17.3% | 0.28% | -8.9% |
| New | INTERCEPT PHARMACEUTICALS INCcv sr unsec nt pnc | $21,245,000 | – | 18,900,000 | – | 0.28% | – | |
| CEO | Buy | CNOOC LTD-SPON ADRadr | $21,159,000 | +56.9% | 167,337 | +45.3% | 0.27% | +12.8% |
| KMI | New | KINDER MORGAN INC/DE (HIGHSTAR) | $21,018,000 | – | 908,699 | – | 0.27% | – |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt 144a | $20,256,000 | – | 20,000,000 | – | 0.26% | – | |
| VRS | New | VERSO CORP | $20,020,000 | – | 3,103,397 | – | 0.26% | – |
| Sell | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $20,056,000 | -19.8% | 21,153,000 | -19.5% | 0.26% | -42.2% | |
| Sell | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $19,029,000 | -6.4% | 17,240,000 | -11.5% | 0.25% | -32.5% | |
| New | ON SEMICONDUCTOR CORPcv sr unsec nt | $18,140,000 | – | 18,000,000 | – | 0.24% | – | |
| HYG | Buy | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETFput | $17,426,000 | +76.7% | 201,500 | +71.5% | 0.23% | +27.7% |
| VIP | Buy | VIMPELCOM LTD | $17,031,000 | +161.5% | 4,895,273 | +191.6% | 0.22% | +88.9% |
| Buy | NEWPARK RESOURCES INCcv sr unsec nt | $16,358,000 | +16.3% | 16,421,000 | +9.7% | 0.21% | -16.2% | |
| New | VIPSHOP HOLDING LTDcv sr unsec nt | $16,250,000 | – | 15,000,000 | – | 0.21% | – | |
| Buy | TCP CAPITAL CORPcv sr unsec nt | $15,710,000 | +24.4% | 15,000,000 | +23.5% | 0.20% | -10.1% | |
| Buy | RESOURCE CAPITAL CORPcv sr unsec nt reit | $15,566,000 | +10.7% | 15,603,000 | +9.0% | 0.20% | -20.2% | |
| Buy | VEREIT INCcv sr unsec nt reit | $15,557,000 | +67.3% | 15,524,000 | +65.6% | 0.20% | +21.0% | |
| Sell | WORKDAY INCcv sr unsec nt | $15,367,000 | +7.0% | 12,518,000 | -3.1% | 0.20% | -22.9% | |
| Sell | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $15,047,000 | +1.6% | 14,612,000 | -0.3% | 0.20% | -26.7% | |
| Buy | COLONY CAPITAL INCcv sr unsec nt reit pnc | $14,735,000 | +27.4% | 15,127,000 | +24.7% | 0.19% | -8.2% | |
| Sell | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $14,683,000 | -0.8% | 12,890,000 | -2.3% | 0.19% | -28.6% | |
| Buy | ICONIX BRAND GROUP INCcv sr sub nt | $13,911,000 | +488.2% | 16,000,000 | +451.7% | 0.18% | +318.6% | |
| Sell | CHART INDUSTRIES INCcv sr sub nt | $13,797,000 | -3.5% | 14,000,000 | -7.6% | 0.18% | -30.4% | |
| Buy | AVID TECHNOLOGY INCcv sr unsec nt | $13,689,000 | +913.2% | 17,000,000 | +750.0% | 0.18% | +641.7% | |
| SORL | New | SPDR S&P500 ETF TRUSTput | $13,627,000 | – | 63,000 | – | 0.18% | – |
| Sell | BLUCORA INCcv sr unsec nt | $13,350,000 | -32.7% | 13,868,000 | -35.1% | 0.17% | -51.5% | |
| Sell | CANADIAN SOLAR INCcv sr unsec nt pnc | $13,140,000 | -37.9% | 14,675,000 | -40.5% | 0.17% | -55.4% | |
| Buy | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $12,437,000 | +103.3% | 12,129,000 | +97.9% | 0.16% | +46.4% | |
| Sell | PENNYMAC CORPcv sr unsec nt reit | $12,419,000 | -22.6% | 12,865,000 | -24.3% | 0.16% | -44.3% | |
| New | BROADSOFT INCcv sr unsec nt | $12,428,000 | – | 9,326,000 | – | 0.16% | – | |
| Sell | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $12,370,000 | -13.9% | 13,000,000 | -20.2% | 0.16% | -38.0% | |
| Sell | HCI GROUP INCcv sr unsec nt | $12,117,000 | -2.5% | 12,500,000 | -11.6% | 0.16% | -29.9% | |
| Sell | AEGEAN MARINE PETROLEUM NETWORK INCcv sr unsec nt pnc | $11,628,000 | +14.9% | 11,599,000 | -9.7% | 0.15% | -17.0% | |
| Buy | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $11,595,000 | +11.4% | 12,500,000 | +8.7% | 0.15% | -19.8% | |
| Buy | SOLARCITY CORPcv sr unsec nt | $11,541,000 | +520.8% | 15,000,000 | +446.4% | 0.15% | +354.5% | |
| Buy | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $11,423,000 | +144.2% | 10,521,000 | +127.7% | 0.15% | +76.2% | |
| Buy | TICC CAPITAL CORPcv sr unsec nt | $11,150,000 | +81.3% | 11,000,000 | +80.4% | 0.14% | +30.6% | |
| New | MERITOR INCcv sr unsec step cpn nt | $11,066,000 | – | 11,026,000 | – | 0.14% | – | |
| Sell | FORESTAR GROUP INCcv sr unsec nt | $10,908,000 | -27.3% | 11,500,000 | -29.7% | 0.14% | -47.8% | |
| Sell | PDL BIOPHARMA INCcv sr unsec nt | $10,842,000 | -10.8% | 11,091,000 | -13.3% | 0.14% | -35.6% | |
| Sell | TITAN MACHINERY INCcv sr unsec nt | $10,604,000 | +1.6% | 12,042,000 | -4.0% | 0.14% | -26.6% | |
| Sell | PROSPECT CAPITAL CORPcv sr unsec nt | $10,421,000 | -13.8% | 10,500,000 | -17.4% | 0.14% | -38.1% | |
| New | ALON USA ENERGY INCcv sr unsec nt | $10,216,000 | – | 10,667,000 | – | 0.13% | – | |
| BXE | New | BELLATRIX EXPLORATION LTD | $9,974,000 | – | 11,600,000 | – | 0.13% | – |
| Buy | MERITAGE HOMES CORPcv sr unsec nt | $9,713,000 | +44.4% | 9,666,000 | +45.0% | 0.13% | +4.1% | |
| Sell | CORENERGY INFRASTRUCTURE TRUST INCcv sr unsec nt reit | $9,656,000 | -16.0% | 9,500,000 | -17.1% | 0.12% | -39.6% | |
| Sell | JEFFERIES GROUP LLCcv sr unsec nt pnc | $9,153,000 | -19.3% | 9,000,000 | -19.6% | 0.12% | -41.7% | |
| Buy | RESOURCE CAPITAL CORPcv sr unsec nt reit | $9,020,000 | +167.7% | 9,189,000 | +163.7% | 0.12% | +91.8% | |
| New | WHITING PETROLEUM CORPcv sr unsec nt | $8,780,000 | – | 10,500,000 | – | 0.11% | – | |
| Buy | ENDOLOGIX INCcv sr unsec nt pnc | $8,711,000 | +280.1% | 9,000,000 | +267.9% | 0.11% | +175.6% | |
| Buy | TELIGENT INCcv sr unsec nt pnc | $8,350,000 | +81.9% | 8,706,000 | +67.2% | 0.11% | +30.1% | |
| Sell | YANDEX NVcv sr unsec nt | $7,848,000 | -24.5% | 8,248,000 | -25.7% | 0.10% | -45.5% | |
| Sell | COLONY STARWOOD HOMEScv sr unsec nt reit | $7,768,000 | -21.5% | 7,070,000 | -22.1% | 0.10% | -43.3% | |
| Buy | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $7,734,000 | +24.4% | 8,079,000 | +23.1% | 0.10% | -10.7% | |
| New | TOLL BROTHERS FINANCE CORPcv sr unsec nt cpdi | $7,446,000 | – | 7,534,000 | – | 0.10% | – | |
| X | New | UNITED STATES STEEL CORPput | $7,412,000 | – | 393,000 | – | 0.10% | – |
| New | WEB.COM GROUP INCcv sr unsec nt pnc | $7,116,000 | – | 7,511,000 | – | 0.09% | – | |
| Sell | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $7,070,000 | -4.9% | 7,819,000 | -3.6% | 0.09% | -31.3% | |
| Buy | GSV CAPITAL CORPcv sr unsec nt | $7,062,000 | +29.1% | 7,440,000 | +24.5% | 0.09% | -6.1% | |
| VALE | Buy | VALE SA | $6,858,000 | +147.8% | 1,247,000 | +128.0% | 0.09% | +78.0% |
| New | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $6,595,000 | – | 7,000,000 | – | 0.09% | – | |
| KMIPRA | Sell | KINDER MORGAN INC/DE9.75& cv mand pfd | $6,518,000 | -56.9% | 130,128 | -57.9% | 0.08% | -68.8% |
| Buy | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $6,222,000 | +41.6% | 6,000,000 | +40.0% | 0.08% | +2.5% | |
| SXL | New | SUNOCO LOGISTICS PARTNERS LP | $6,165,000 | – | 217,000 | – | 0.08% | – |
| Sell | ENERNOC INCcv sr unsec nt | $5,654,000 | -39.6% | 7,666,000 | -41.2% | 0.07% | -56.5% | |
| EGLE | New | EAGLE BULK SHIPPING INC | $5,553,000 | – | 785,363 | – | 0.07% | – |
| Buy | KB HOMEcv sr unsec nt | $5,358,000 | +3.4% | 5,500,000 | +2.0% | 0.07% | -24.7% | |
| Buy | GOGO INCcv sr unsec nt | $5,287,000 | +106.5% | 6,800,000 | +81.3% | 0.07% | +50.0% | |
| Sell | ARES CAPITAL CORPcv sr unsec nt | $5,130,000 | -28.6% | 5,045,000 | -27.9% | 0.07% | -48.1% | |
| AGNPRA | Sell | ALLERGAN PLCpfd conv ser a | $5,062,000 | -94.0% | 6,183 | -93.2% | 0.07% | -95.6% |
| New | NAVISTAR INTERNATIONAL CORPcv sr sub nt pnc | $5,111,000 | – | 5,360,000 | – | 0.07% | – | |
| Sell | CALATLANTIC GROUP INCcv sr unsec nt pnc | $4,686,000 | -40.0% | 5,000,000 | -40.6% | 0.06% | -56.4% | |
| New | CEPHEIDcv sr unsec nt | $4,160,000 | – | 4,000,000 | – | 0.05% | – | |
| New | GLOBAL EAGLE ENTERTAINMENT INCcv sr unsec nt pnc | $3,703,000 | – | 4,405,000 | – | 0.05% | – | |
| CAT | New | CATERPILLAR INCput | $3,625,000 | – | 41,200 | – | 0.05% | – |
| New | MGIC INVESTMENT CORPcv sr unsec nt | $3,226,000 | – | 3,143,000 | – | 0.04% | – | |
| New | NOVATEL WIRELESS INCcv sr unsec nt pnc | $2,948,000 | – | 3,000,000 | – | 0.04% | – | |
| Sell | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $2,433,000 | -83.9% | 2,391,000 | -84.4% | 0.03% | -88.2% | |
| MLCO | New | MELCO CROWN ENTERTAINME-ADRadr | $2,133,000 | – | 132,423 | – | 0.03% | – |
| New | CLOVIS ONCOLOGY INCcv sr unsec nt pnc | $1,926,000 | – | 2,000,000 | – | 0.02% | – | |
| BIDU | New | BAIDU INC - SPON ADRadr | $1,496,000 | – | 8,214 | – | 0.02% | – |
| Sell | ANI PHARMACEUTICALS INCcv sr unsec nt | $1,284,000 | -42.3% | 1,042,000 | -49.0% | 0.02% | -57.5% | |
| New | AEGERION PHARMACEUTICALScv sr unsec nt | $1,331,000 | – | 2,000,000 | – | 0.02% | – | |
| New | RENEWABLE ENERGY GROUP INCcv sr unsec nt | $861,000 | – | 929,000 | – | 0.01% | – | |
| INDA | Exit | ISHARES MSCI INDIA ETFetp | $0 | – | -25,900 | – | -0.01% | – |
| Exit | WEBMD HEALTH CORPcv sr unsec nt | $0 | – | -2,102,000 | – | -0.04% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $0 | – | -2,605,000 | – | -0.05% | – | |
| BCOR | Exit | BLUCORA INC | $0 | – | -325,000 | – | -0.06% | – |
| Exit | MODUSLINK GLOBAL SOLUTIONS INCcv sr unsec nt | $0 | – | -4,970,000 | – | -0.06% | – | |
| TERP | Exit | TERRAFORM POWER INC | $0 | – | -365,000 | – | -0.07% | – |
| INFY | Exit | INFOSYS LTD-SP ADRadr | $0 | – | -215,600 | – | -0.07% | – |
| Exit | TRINA SOLAR LTDcv sr unsec nt | $0 | – | -5,000,000 | – | -0.08% | – | |
| Exit | ROYAL GOLD INCcv sr unsec nt pnc | $0 | – | -4,000,000 | – | -0.08% | – | |
| Exit | TWITTER INCcv sr unsec nt | $0 | – | -5,084,000 | – | -0.08% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -4,942,000 | – | -0.09% | – | |
| Exit | QIHOO 360 TECHNOLOGY CO LTDcv sr unsec nt | $0 | – | -5,023,000 | – | -0.09% | – | |
| Exit | NUANCE COMMUNICATIONS INCcv sr unsec nt | $0 | – | -5,075,000 | – | -0.09% | – | |
| AEUA | Exit | ANADARKO PETROLEUM CORP7.50% mand cv pfd | $0 | – | -163,500 | – | -0.11% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -15,707,276 | – | -0.12% | – |
| Exit | COLONY STARWOOD HOMEScv sr unsec nt reit | $0 | – | -6,848,000 | – | -0.14% | – | |
| Exit | SINA CORP/CHINAcv sr unsec nt | $0 | – | -8,106,000 | – | -0.14% | – | |
| Exit | HEARTWARE INTERNATIONAL INCcv sr unsec nt pnc | $0 | – | -8,197,000 | – | -0.15% | – | |
| NGVT | Exit | INGEVITY CORP | $0 | – | -261,810 | – | -0.16% | – |
| TEO | Exit | TELECOM ARGENTINA SA | $0 | – | -558,151 | – | -0.18% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -274,864 | – | -0.19% | – |
| Exit | HORNBECK OFFSHORE SERVICES INCcv sr unsec nt | $0 | – | -20,683,000 | – | -0.22% | – | |
| BX | Exit | BLACKSTONE GROUP LP/THE | $0 | – | -525,000 | – | -0.23% | – |
| Exit | INTEL CORPcv jr sub nt cpdi multi cpn | $0 | – | -10,039,000 | – | -0.23% | – | |
| CCIPRA | Exit | CROWN CASTLE INTERNATIONAL CORP4.5% mand cv ser-a pfd | $0 | – | -117,700 | – | -0.26% | – |
| Exit | B2GOLD CORPcv sr sub nt pnc | $0 | – | -16,355,000 | – | -0.29% | – | |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORP11.125% mand cv pfd | $0 | – | -174,324 | – | -0.30% | – |
| BSAC | Exit | BANCO SANTANDER-CHILE-ADRadr | $0 | – | -869,282 | – | -0.30% | – |
| ANTX | Exit | ANTHEM INC5.25% cv mand pfd | $0 | – | -493,335 | – | -0.40% | – |
| Exit | WORKDAY INCcv sr unsec nt | $0 | – | -19,665,000 | – | -0.41% | – | |
| Exit | RED HAT INCcv sr unsec nt | $0 | – | -19,147,000 | – | -0.42% | – | |
| Exit | HEALTHWAYS INCcv sr unsec nt | $0 | – | -27,466,000 | – | -0.46% | – | |
| Exit | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $0 | – | -28,051,000 | – | -0.49% | – | |
| BRFS | Exit | BRF SA-ADRadr | $0 | – | -1,922,699 | – | -0.49% | – |
| JD | Exit | JD.COM INC-ADRadr | $0 | – | -1,156,960 | – | -0.55% | – |
| Exit | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $0 | – | -26,453,000 | – | -0.58% | – | |
| Exit | INSULET CORPcv sr unsec nt pnc | $0 | – | -35,447,000 | – | -0.61% | – | |
| Exit | NUANCE COMMUNICATIONS INCcv sr unsec nt cpdi | $0 | – | -43,839,000 | – | -0.76% | – | |
| Exit | INTEGRATED DEVICE TECHNOLOGY INCcv sr unsec nt 144a | $0 | – | -55,342,000 | – | -0.97% | – | |
| Exit | JAZZ INVESTMENTS I LTDcv sr unsec nt | $0 | – | -68,407,000 | – | -1.33% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TRCO | New | TRIBUNE MEDIA CO | $555,504,000 | – | 14,178,245 | – | 9.99% | – |
| ALLY | New | ALLY FINANCIAL INC | $177,553,000 | – | 10,401,462 | – | 3.19% | – |
| FBP | New | FIRST BANCORP/PUERTO RICO | $166,119,000 | – | 41,843,581 | – | 2.99% | – |
| DYN | New | DYNEGY INC | $145,236,000 | – | 8,424,322 | – | 2.61% | – |
| New | CITRIX SYSTEMS INCcv sr unsec nt | $130,626,000 | – | 116,187,000 | – | 2.35% | – | |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADRadr | $113,901,000 | – | 4,347,356 | – | 2.05% | – |
| BANR | New | BANNER CORP | $110,561,000 | – | 2,598,988 | – | 1.99% | – |
| New | CEMEX SAB DE CVcv sub nt | $90,679,000 | – | 96,265,000 | – | 1.63% | – | |
| New | HERBALIFE LTDcv sr unsec nt | $90,028,000 | – | 90,586,000 | – | 1.62% | – | |
| New | PRICELINE GROUP INC/THEcv sr unsec nt | $84,054,000 | – | 71,780,000 | – | 1.51% | – | |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $83,928,000 | – | 90,683 | – | 1.51% | – |
| GNRT | New | GENER8 MARITIME INC | $83,537,000 | – | 13,052,534 | – | 1.50% | – |
| New | MICROCHIP TECHNOLOGY INCcv sr sub nt | $83,156,000 | – | 74,616,000 | – | 1.50% | – | |
| AMTPRB | New | AMERICAN TOWER CORP5.50% mand cv ser-b pfd reit | $76,740,000 | – | 683,239 | – | 1.38% | – |
| New | NXP SEMICONDUCTORS NVcv sr unsec nt | $74,729,000 | – | 68,769,000 | – | 1.34% | – | |
| New | LIBERTY MEDIA CORPcv sr unsec nt | $74,099,000 | – | 74,268,000 | – | 1.33% | – | |
| New | JAZZ INVESTMENTS I LTDcv sr unsec nt | $73,799,000 | – | 68,407,000 | – | 1.33% | – | |
| New | J2 GLOBAL INCcv sr unsec nt cpdi | $72,473,000 | – | 64,637,000 | – | 1.30% | – | |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $68,141,000 | – | 64,415,000 | – | 1.23% | – | |
| SBLK | New | STAR BULK CARRIERS CORP | $67,667,000 | – | 22,860,798 | – | 1.22% | – |
| TRNC | New | TRONC INC | $64,740,000 | – | 4,691,371 | – | 1.16% | – |
| New | CARDTRONICS INCcv sr unsec nt | $59,375,000 | – | 58,175,000 | – | 1.07% | – | |
| XCO | New | EXCO RESOURCES INC | $58,725,000 | – | 45,173,682 | – | 1.06% | – |
| New | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $58,728,000 | – | 54,823,000 | – | 1.06% | – | |
| New | STILLWATER MINING COcv sr unsec nt | $58,336,000 | – | 51,816,000 | – | 1.05% | – | |
| ITUB | New | ITAU UNIBANCO H-SPON PRF ADRadr | $57,825,000 | – | 6,731,675 | – | 1.04% | – |
| New | ROVI CORPcv sr unsec nt | $56,970,000 | – | 60,079,000 | – | 1.02% | – | |
| New | INTEGRATED DEVICE TECHNOLOGY INCcv sr unsec nt 144a | $54,059,000 | – | 55,342,000 | – | 0.97% | – | |
| MTG | New | MGIC INVESTMENT CORP | $53,729,000 | – | 9,030,000 | – | 0.97% | – |
| New | BIOMARIN PHARMACEUTICAL INCcv sr sub nt | $49,860,000 | – | 44,823,000 | – | 0.90% | – | |
| New | INTERDIGITAL INC/PAcv sr unsec nt | $49,664,000 | – | 47,367,000 | – | 0.89% | – | |
| New | IRONWOOD PHARMACEUTICALS INCcv sr unsec nt | $48,577,000 | – | 46,958,000 | – | 0.87% | – | |
| CX | New | CEMEX SAB DE CV | $48,532,000 | – | 6,772,156 | – | 0.87% | – |
| New | RTI INTERNATIONAL METALS INCcv sr unsec nt | $48,491,000 | – | 45,165,000 | – | 0.87% | – | |
| New | EURONET WORLDWIDE INCcv sr unsec nt pnc | $47,395,000 | – | 41,134,000 | – | 0.85% | – | |
| New | MEDIDATA SOLUTIONS INCcv sr unsec nt | $46,372,000 | – | 42,782,000 | – | 0.83% | – | |
| New | HURON CONSULTING GROUP INCcv sr unsec nt | $44,072,000 | – | 43,300,000 | – | 0.79% | – | |
| New | VECTOR GROUP LTDcv sr unsec nt variable | $42,629,000 | – | 38,450,000 | – | 0.77% | – | |
| New | NUANCE COMMUNICATIONS INCcv sr unsec nt cpdi | $42,509,000 | – | 43,839,000 | – | 0.76% | – | |
| New | TTM TECHNOLOGIES INCcv sr unsec nt | $40,475,000 | – | 40,852,000 | – | 0.73% | – | |
| SWNC | New | SOUTHWESTERN ENERGY CO6.25 % mand cv pfd ser b | $40,257,000 | – | 1,337,340 | – | 0.72% | – |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $39,543,000 | – | 48,915,000 | – | 0.71% | – | |
| New | HORIZON PHARMA INVESTMENT LTDcv sr unsec nt pnc | $37,662,000 | – | 40,989,000 | – | 0.68% | – | |
| New | WEATHERFORD INTERNATIONAL LTDcv sr unsec nt | $37,565,000 | – | 34,475,000 | – | 0.68% | – | |
| LVNTA | New | LIBERTY VENTURES | $36,716,000 | – | 990,450 | – | 0.66% | – |
| New | PROOFPOINT INCcv sr unsec nt pnc | $36,398,000 | – | 33,855,000 | – | 0.66% | – | |
| New | SYNCHRONOSS TECHNOLOGIES INCcv sr unsec nt | $36,015,000 | – | 36,190,000 | – | 0.65% | – | |
| TSL | New | TRINA SOLAR LTD-SPON ADRadr | $35,865,000 | – | 3,608,122 | – | 0.64% | – |
| New | DEPOMED INCcv sr unsec nt pnc | $35,300,000 | – | 29,212,000 | – | 0.64% | – | |
| New | INSULET CORPcv sr unsec nt pnc | $33,957,000 | – | 35,447,000 | – | 0.61% | – | |
| New | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $32,197,000 | – | 26,453,000 | – | 0.58% | – | |
| NMIH | New | NMI HOLDINGS INC | $31,874,000 | – | 5,816,443 | – | 0.57% | – |
| New | ENCORE CAPITAL GROUP INCcv sr unsec nt | $31,319,000 | – | 39,289,000 | – | 0.56% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $30,960,000 | – | 30,708,000 | – | 0.56% | – | |
| New | KEYW HOLDING CORP/THEcv sr unsec nt | $30,944,000 | – | 34,250,000 | – | 0.56% | – | |
| New | SPECTRANETICS CORP/THEcv sr unsec nt pnc | $30,731,000 | – | 34,863,000 | – | 0.55% | – | |
| JD | New | JD.COM INC-ADRadr | $30,659,000 | – | 1,156,960 | – | 0.55% | – |
| VALEP | New | VALE SA-SP PREF ADRadr | $30,105,000 | – | 9,649,085 | – | 0.54% | – |
| IBN | New | ICICI BANK LTD-SPON ADRadr | $29,646,000 | – | 4,140,476 | – | 0.53% | – |
| New | NEVRO CORPcv sr unsec nt | $27,610,000 | – | 26,265,000 | – | 0.50% | – | |
| New | COLONY CAPITAL INCcv sr unsec nt reit pnc | $27,471,000 | – | 28,393,000 | – | 0.49% | – | |
| BRFS | New | BRF SA-ADRadr | $27,341,000 | – | 1,922,699 | – | 0.49% | – |
| New | ATLAS AIR WORLDWIDE HOLDINGS INCcv sr unsec nt | $27,245,000 | – | 28,051,000 | – | 0.49% | – | |
| New | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $27,069,000 | – | 35,494,000 | – | 0.49% | – | |
| New | HEALTHWAYS INCcv sr unsec nt | $25,773,000 | – | 27,466,000 | – | 0.46% | – | |
| New | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $25,697,000 | – | 33,479,000 | – | 0.46% | – | |
| CCS | New | CENTURY COMMUNITIES INC | $25,473,000 | – | 1,469,003 | – | 0.46% | – |
| New | PRA GROUP INCcv sr unsec nt | $25,249,000 | – | 32,309,000 | – | 0.45% | – | |
| VIV | New | TELEFONICA BRASIL-ADRadr | $25,173,000 | – | 2,015,426 | – | 0.45% | – |
| New | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $25,046,000 | – | 23,141,000 | – | 0.45% | – | |
| New | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $25,007,000 | – | 26,270,000 | – | 0.45% | – | |
| AU | New | ANGLOGOLD ASHANTI-SPON ADR | $24,684,000 | – | 1,803,059 | – | 0.44% | – |
| New | SHUTTERFLY INCcv sr unsec nt | $24,216,000 | – | 24,328,000 | – | 0.44% | – | |
| ABEV | New | AMBEV SA-ADRadr | $24,026,000 | – | 4,638,200 | – | 0.43% | – |
| New | RED HAT INCcv sr unsec nt | $23,328,000 | – | 19,147,000 | – | 0.42% | – | |
| New | WORKDAY INCcv sr unsec nt | $23,003,000 | – | 19,665,000 | – | 0.41% | – | |
| ANTX | New | ANTHEM INC5.25% cv mand pfd | $22,068,000 | – | 493,335 | – | 0.40% | – |
| New | BLACKSTONE MORTGAGE TRUST INCcv sr unsec nt reit | $21,898,000 | – | 20,526,000 | – | 0.39% | – | |
| New | CANADIAN SOLAR INCcv sr unsec nt pnc | $21,165,000 | – | 24,650,000 | – | 0.38% | – | |
| New | 51JOB INCcv sr nt | $20,719,000 | – | 20,363,000 | – | 0.37% | – | |
| New | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $20,339,000 | – | 19,490,000 | – | 0.37% | – | |
| New | PRICELINE GROUP INC/THEcv sr unsec nt | $20,185,000 | – | 19,894,000 | – | 0.36% | – | |
| New | BLUCORA INCcv sr unsec nt | $19,846,000 | – | 21,368,000 | – | 0.36% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $19,766,000 | – | 19,373,000 | – | 0.36% | – | |
| CLR | New | CONTINENTAL RESOURCES INCput | $18,108,000 | – | 400,000 | – | 0.33% | – |
| GGB | New | GERDAU SA -SPON ADRadr | $16,913,000 | – | 9,501,727 | – | 0.30% | – |
| BSAC | New | BANCO SANTANDER-CHILE-ADRadr | $16,821,000 | – | 869,282 | – | 0.30% | – |
| FTRPR | New | FRONTIER COMMUNICATIONS CORP11.125% mand cv pfd | $16,528,000 | – | 174,324 | – | 0.30% | – |
| New | B2GOLD CORPcv sr sub nt pnc | $16,106,000 | – | 16,355,000 | – | 0.29% | – | |
| New | PENNYMAC CORPcv sr unsec nt reit | $16,052,000 | – | 17,000,000 | – | 0.29% | – | |
| MCF | New | CONTANGO OIL & GAS CO | $15,872,000 | – | 1,296,813 | – | 0.28% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $15,488,000 | – | 1,250,000 | – | 0.28% | – |
| WPXP | New | WPX ENERGY INC6.25% mand cv pfd | $15,268,000 | – | 330,700 | – | 0.28% | – |
| KMIPRA | New | KINDER MORGAN INC/DE9.75& cv mand pfd | $15,110,000 | – | 309,284 | – | 0.27% | – |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $15,069,000 | – | 15,371,000 | – | 0.27% | – | |
| New | FORESTAR GROUP INCcv sr unsec nt | $15,001,000 | – | 16,359,000 | – | 0.27% | – | |
| New | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $14,803,000 | – | 14,662,000 | – | 0.27% | – | |
| New | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $14,800,000 | – | 13,190,000 | – | 0.27% | – | |
| New | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $14,371,000 | – | 16,289,000 | – | 0.26% | – | |
| New | WORKDAY INCcv sr unsec nt | $14,366,000 | – | 12,918,000 | – | 0.26% | – | |
| New | CHART INDUSTRIES INCcv sr sub nt | $14,301,000 | – | 15,151,000 | – | 0.26% | – | |
| CCIPRA | New | CROWN CASTLE INTERNATIONAL CORP4.5% mand cv ser-a pfd | $14,242,000 | – | 117,700 | – | 0.26% | – |
| BATRK | New | LIBERTY BRAVES GROUP | $14,192,000 | – | 968,078 | – | 0.26% | – |
| New | NEWPARK RESOURCES INCcv sr unsec nt | $14,070,000 | – | 14,971,000 | – | 0.25% | – | |
| New | RESOURCE CAPITAL CORPcv sr unsec nt reit | $14,058,000 | – | 14,316,000 | – | 0.25% | – | |
| New | EZCORP INCcv sr unsec multi cpn nt | $13,887,000 | – | 16,417,000 | – | 0.25% | – | |
| New | CHENIERE ENERGY INCcv sr unsec nt pnc | $13,837,000 | – | 24,241,000 | – | 0.25% | – | |
| CEO | New | CNOOC LTD-SPON ADRadr | $13,485,000 | – | 115,200 | – | 0.24% | – |
| New | INTEL CORPcv jr sub nt cpdi multi cpn | $12,971,000 | – | 10,039,000 | – | 0.23% | – | |
| BX | New | BLACKSTONE GROUP LP/THE | $12,884,000 | – | 525,000 | – | 0.23% | – |
| New | TCP CAPITAL CORPcv sr unsec nt | $12,625,000 | – | 12,149,000 | – | 0.23% | – | |
| TSQ | New | TOWNSQUARE MEDIA INC | $12,586,000 | – | 1,595,224 | – | 0.23% | – |
| New | HCI GROUP INCcv sr unsec nt | $12,428,000 | – | 14,144,000 | – | 0.22% | – | |
| New | PDL BIOPHARMA INCcv sr unsec nt | $12,160,000 | – | 12,791,000 | – | 0.22% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $12,093,000 | – | 12,717,000 | – | 0.22% | – | |
| New | HORNBECK OFFSHORE SERVICES INCcv sr unsec nt | $11,940,000 | – | 20,683,000 | – | 0.22% | – | |
| New | COLONY CAPITAL INCcv sr unsec nt reit pnc | $11,566,000 | – | 12,127,000 | – | 0.21% | – | |
| New | CORENERGY INFRASTRUCTURE TRUST INCcv sr unsec nt reit | $11,494,000 | – | 11,454,000 | – | 0.21% | – | |
| New | JEFFERIES GROUP LLCcv sr unsec nt pnc | $11,346,000 | – | 11,195,000 | – | 0.20% | – | |
| WRK | New | WESTROCK CO | $10,684,000 | – | 274,864 | – | 0.19% | – |
| New | TITAN MACHINERY INCcv sr unsec nt | $10,440,000 | – | 12,542,000 | – | 0.19% | – | |
| New | YANDEX NVcv sr unsec nt | $10,397,000 | – | 11,108,000 | – | 0.19% | – | |
| New | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $10,409,000 | – | 11,500,000 | – | 0.19% | – | |
| TEO | New | TELECOM ARGENTINA SA | $10,231,000 | – | 558,151 | – | 0.18% | – |
| New | AEGEAN MARINE PETROLEUM NETWORK INCcv sr unsec nt pnc | $10,123,000 | – | 12,849,000 | – | 0.18% | – | |
| New | REDWOOD TRUST INCcv sr unsec nt reit | $10,040,000 | – | 10,167,000 | – | 0.18% | – | |
| New | COLONY STARWOOD HOMEScv sr unsec nt reit | $9,893,000 | – | 9,070,000 | – | 0.18% | – | |
| HYG | New | ISHARES TRput | $9,862,000 | – | 117,500 | – | 0.18% | – |
| New | ENERNOC INCcv sr unsec nt | $9,362,000 | – | 13,036,000 | – | 0.17% | – | |
| New | VEREIT INCcv sr unsec nt reit | $9,301,000 | – | 9,374,000 | – | 0.17% | – | |
| NC | New | NACCO INDUSTRIES INC | $9,212,000 | – | 164,500 | – | 0.17% | – |
| NGVT | New | INGEVITY CORP | $8,912,000 | – | 261,810 | – | 0.16% | – |
| New | HEARTWARE INTERNATIONAL INCcv sr unsec nt pnc | $8,157,000 | – | 8,197,000 | – | 0.15% | – | |
| New | SINA CORP/CHINAcv sr unsec nt | $8,013,000 | – | 8,106,000 | – | 0.14% | – | |
| New | CALATLANTIC GROUP INCcv sr unsec nt pnc | $7,805,000 | – | 8,416,000 | – | 0.14% | – | |
| New | COLONY STARWOOD HOMEScv sr unsec nt reit | $7,572,000 | – | 6,848,000 | – | 0.14% | – | |
| New | TERRAVIA HOLDINGS INCcv sr sub nt | $7,502,000 | – | 14,600,000 | – | 0.14% | – | |
| New | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $7,431,000 | – | 8,113,000 | – | 0.13% | – | |
| New | ARES CAPITAL CORPcv sr unsec nt | $7,184,000 | – | 7,000,000 | – | 0.13% | – | |
| EGLE | New | EAGLE BULK SHIPPING INC | $6,889,000 | – | 15,707,276 | – | 0.12% | – |
| New | MERITAGE HOMES CORPcv sr unsec nt | $6,727,000 | – | 6,666,000 | – | 0.12% | – | |
| New | TPG SPECIALTY LENDING INCcv sr unsec nt | $6,524,000 | – | 6,387,000 | – | 0.12% | – | |
| VIP | New | VIMPELCOM LTD | $6,514,000 | – | 1,678,900 | – | 0.12% | – |
| New | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $6,217,000 | – | 6,565,000 | – | 0.11% | – | |
| New | TICC CAPITAL CORPcv sr unsec nt | $6,151,000 | – | 6,096,000 | – | 0.11% | – | |
| New | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $6,118,000 | – | 6,129,000 | – | 0.11% | – | |
| AEUA | New | ANADARKO PETROLEUM CORP7.50% mand cv pfd | $5,995,000 | – | 163,500 | – | 0.11% | – |
| New | GENERAL CABLE CORPcv sub nt multi-cpn pnc | $5,665,000 | – | 9,756,000 | – | 0.10% | – | |
| New | RWT HOLDINGS INCcv sr unsec nt | $5,523,000 | – | 5,626,000 | – | 0.10% | – | |
| New | GSV CAPITAL CORPcv sr unsec nt | $5,470,000 | – | 5,977,000 | – | 0.10% | – | |
| APO | New | APOLLO GLOBAL MANAGEMENT LLC | $5,361,000 | – | 353,842 | – | 0.10% | – |
| New | KB HOMEcv sr unsec nt | $5,184,000 | – | 5,392,000 | – | 0.09% | – | |
| New | NUANCE COMMUNICATIONS INCcv sr unsec nt | $5,102,000 | – | 5,075,000 | – | 0.09% | – | |
| New | QIHOO 360 TECHNOLOGY CO LTDcv sr unsec nt | $4,962,000 | – | 5,023,000 | – | 0.09% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $4,974,000 | – | 4,942,000 | – | 0.09% | – | |
| New | LIVE NATION ENTERTAINMENT INCcv sr unsec nt | $4,678,000 | – | 4,620,000 | – | 0.08% | – | |
| New | TWITTER INCcv sr unsec nt | $4,684,000 | – | 5,084,000 | – | 0.08% | – | |
| New | TELIGENT INCcv sr unsec nt pnc | $4,591,000 | – | 5,206,000 | – | 0.08% | – | |
| New | BLACKROCK CAPITAL INVESTMENT CORPcv sr unsec nt | $4,393,000 | – | 4,285,000 | – | 0.08% | – | |
| New | TRINA SOLAR LTDcv sr unsec nt | $4,313,000 | – | 5,000,000 | – | 0.08% | – | |
| New | ROYAL GOLD INCcv sr unsec nt pnc | $4,311,000 | – | 4,000,000 | – | 0.08% | – | |
| INFY | New | INFOSYS LTD-SP ADRadr | $4,101,000 | – | 215,600 | – | 0.07% | – |
| TERP | New | TERRAFORM POWER INC | $3,978,000 | – | 365,000 | – | 0.07% | – |
| New | MODUSLINK GLOBAL SOLUTIONS INCcv sr unsec nt | $3,534,000 | – | 4,970,000 | – | 0.06% | – | |
| BCOR | New | BLUCORA INC | $3,367,000 | – | 325,000 | – | 0.06% | – |
| New | RESOURCE CAPITAL CORPcv sr unsec nt reit | $3,369,000 | – | 3,484,000 | – | 0.06% | – | |
| New | ENVESTNET INCcv sr unsec nt | $2,921,000 | – | 3,202,000 | – | 0.05% | – | |
| PARR | New | PAR PACIFIC HOLDINGS INC | $2,928,000 | – | 190,862 | – | 0.05% | – |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $2,824,000 | – | 2,605,000 | – | 0.05% | – | |
| VALE | New | VALE SA | $2,768,000 | – | 547,000 | – | 0.05% | – |
| New | GOGO INCcv sr unsec nt | $2,560,000 | – | 3,750,000 | – | 0.05% | – | |
| New | ALASKA COMMUNICATIONS SYSTEMS GROUP INCcv sr sub nt | $2,458,000 | – | 2,542,000 | – | 0.04% | – | |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $2,442,000 | – | 819,228 | – | 0.04% | – |
| MBT | New | MOBILE TELESYSTEMS PJSC | $2,471,000 | – | 298,500 | – | 0.04% | – |
| New | ICONIX BRAND GROUP INCcv sr sub nt | $2,365,000 | – | 2,900,000 | – | 0.04% | – | |
| New | M/I HOMES INCcv sr sub nt pnc | $2,359,000 | – | 2,398,000 | – | 0.04% | – | |
| New | WEBMD HEALTH CORPcv sr unsec nt | $2,321,000 | – | 2,102,000 | – | 0.04% | – | |
| New | ENDOLOGIX INCcv sr unsec nt pnc | $2,292,000 | – | 2,446,000 | – | 0.04% | – | |
| New | ANI PHARMACEUTICALS INCcv sr unsec nt | $2,224,000 | – | 2,042,000 | – | 0.04% | – | |
| EPRPRE | New | EPR PROPERTIES9% cv perp pfd ser-e reit pnc | $2,056,000 | – | 55,000 | – | 0.04% | – |
| New | SOLARCITY CORPcv sr unsec nt | $1,859,000 | – | 2,745,000 | – | 0.03% | – | |
| YNDX | New | YANDEX NV | $1,431,000 | – | 65,500 | – | 0.03% | – |
| New | AVID TECHNOLOGY INCcv sr unsec nt | $1,351,000 | – | 2,000,000 | – | 0.02% | – | |
| OIBRC | New | OI SA | $765,000 | – | 251,001 | – | 0.01% | – |
| INDA | New | ISHARES MSCI INDIA ETFetp | $702,000 | – | 25,900 | – | 0.01% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OIBRC | Exit | OI SA | $0 | – | -346,452 | – | -0.00% | – |
| VRSZQ | Exit | VERSO CORP | $0 | – | -2,378,485 | – | -0.00% | – |
| YNDX | Exit | YANDEX NV | $0 | – | -65,500 | – | -0.01% | – |
| OIBRQ | Exit | OI SApreferred stock adr | $0 | – | -986,395 | – | -0.01% | – |
| KANG | Exit | IKANG HEALTHCARE GROUP-ADRadr | $0 | – | -48,100 | – | -0.01% | – |
| Exit | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $0 | – | -1,000,000 | – | -0.01% | – | |
| Exit | EXELIXIS INCcv sr sub nt pnc | $0 | – | -950,000 | – | -0.02% | – | |
| EEM | Exit | ISHARES MSCI EMERGING MARKETetp | $0 | – | -38,000 | – | -0.02% | – |
| TX | Exit | TERNIUM SA-SPONSORED ADRadr | $0 | – | -103,500 | – | -0.02% | – |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $0 | – | -1,900,000 | – | -0.02% | – | |
| Exit | ICONIX BRAND GROUP INCcv sr sub nt | $0 | – | -1,500,000 | – | -0.02% | – | |
| Exit | CORSICANTO LTDcv sr unsec nt | $0 | – | -1,500,000 | – | -0.02% | – | |
| PGND | Exit | PRESS GANEY HOLDINGS INC | $0 | – | -47,987 | – | -0.02% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSC | $0 | – | -298,500 | – | -0.03% | – |
| MTCN | Exit | ARCELORMITTALmand 6% cv sr sub nt | $0 | – | -256,300 | – | -0.03% | – |
| GOGL | Exit | GOLDEN OCEAN GROUP LTD | $0 | – | -1,000,000 | – | -0.03% | – |
| Exit | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $0 | – | -2,760,000 | – | -0.03% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -2,909,000 | – | -0.03% | – | |
| Exit | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $0 | – | -3,000,000 | – | -0.04% | – | |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt reit | $0 | – | -3,234,000 | – | -0.04% | – | |
| FIG | Exit | FORTRESS INVESTMENT GROUP LLC | $0 | – | -625,614 | – | -0.05% | – |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -614,264 | – | -0.05% | – |
| Exit | NEWPARK RESOURCES INCcv sr unsec nt | $0 | – | -4,025,000 | – | -0.05% | – | |
| Exit | APOLLO INVESTMENT CORPcv sr unsec nt | $0 | – | -3,810,000 | – | -0.05% | – | |
| Exit | WEBMD HEALTH CORPcv sr unsec nt | $0 | – | -3,900,000 | – | -0.05% | – | |
| PARR | Exit | PAR PETROLEUM CORP | $0 | – | -190,862 | – | -0.05% | – |
| Exit | HORNBECK OFFSHORE SERVICES INCcv sr unsec nt | $0 | – | -5,459,000 | – | -0.05% | – | |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt reit | $0 | – | -4,626,000 | – | -0.06% | – | |
| Exit | CHART INDUSTRIES INCcv sr sub nt | $0 | – | -5,382,000 | – | -0.06% | – | |
| XIV | Exit | VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETNexchange traded note | $0 | – | -200,000 | – | -0.06% | – |
| Exit | MODUSLINK GLOBAL SOLUTIONS INCcv sr unsec nt | $0 | – | -6,435,000 | – | -0.07% | – | |
| Exit | INVENSENSE INCcv sr unsec nt | $0 | – | -6,033,000 | – | -0.07% | – | |
| BACPRL | Exit | BANK OF AMERICA CORP7.25% cv non-cum pfd perp ser-l pnc | $0 | – | -5,000 | – | -0.07% | – |
| Exit | ALERE INCcv sr sub nt | $0 | – | -5,113,000 | – | -0.08% | – | |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $0 | – | -7,500,000 | – | -0.09% | – | |
| Exit | AAR CORPcv sr unsec nt | $0 | – | -6,860,000 | – | -0.09% | – | |
| Exit | GSV CAPITAL CORPcv sr unsec nt | $0 | – | -7,603,000 | – | -0.09% | – | |
| Exit | YANDEX NVcv sr unsec nt | $0 | – | -8,026,000 | – | -0.09% | – | |
| VIP | Exit | VIMPELCOM LTD | $0 | – | -1,678,900 | – | -0.09% | – |
| Exit | SOLAZYME INCcv sr sub nt | $0 | – | -12,500,000 | – | -0.10% | – | |
| Exit | SERVICESOURCE INTERNATIONAL INCcv sr unsec nt | $0 | – | -8,400,000 | – | -0.10% | – | |
| TEO | Exit | TELECOM ARGENTINA SA | $0 | – | -519,851 | – | -0.10% | – |
| Exit | SOUFUN HOLDINGS LTDcv sr unsec nt | $0 | – | -8,000,000 | – | -0.10% | – | |
| Exit | YY INCcv sr unsec nt | $0 | – | -8,500,000 | – | -0.10% | – | |
| Exit | STARWOOD WAYPOINT RESIDENTIAL TRUSTcv sr unsec nt reit | $0 | – | -9,000,000 | – | -0.11% | – | |
| Exit | SUNPOWER CORPcv sr unsec nt | $0 | – | -10,514,000 | – | -0.11% | – | |
| INFY | Exit | INFOSYS LTD-SP ADRadr | $0 | – | -470,200 | – | -0.12% | – |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $0 | – | -9,201,000 | – | -0.12% | – | |
| Exit | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $0 | – | -9,760,000 | – | -0.12% | – | |
| Exit | QIHOO 360 TECHNOLOGY CO LTDcv sr unsec nt | $0 | – | -10,500,000 | – | -0.12% | – | |
| Exit | SINA CORP/CHINAcv sr unsec nt | $0 | – | -10,000,000 | – | -0.12% | – | |
| Exit | REDWOOD TRUST INCcv sr unsec nt reit | $0 | – | -10,192,000 | – | -0.13% | – | |
| Exit | ARES COMMERCIAL REAL ESTATE CORPcv sr unsec nt | $0 | – | -9,525,000 | – | -0.13% | – | |
| MCF | Exit | CONTANGO OIL & GAS CO | $0 | – | -1,287,732 | – | -0.13% | – |
| Exit | ENERNOC INCcv sr unsec nt | $0 | – | -14,150,000 | – | -0.13% | – | |
| Exit | HCI GROUP INCcv sr unsec nt | $0 | – | -11,000,000 | – | -0.14% | – | |
| Exit | FORESTAR GROUP INCcv sr unsec nt | $0 | – | -12,022,000 | – | -0.14% | – | |
| Exit | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $0 | – | -12,545,000 | – | -0.14% | – | |
| Exit | AV HOMES INCcv sr unsec nt | $0 | – | -10,497,000 | – | -0.14% | – | |
| NRG | Exit | NRG ENERGY INC | $0 | – | -713,000 | – | -0.14% | – |
| WFCPRL | Exit | WELLS FARGO & CO7.50% cv pfd cl-a ser-l perp pnc | $0 | – | -9,058 | – | -0.14% | – |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $0 | – | -13,558,000 | – | -0.14% | – | |
| Exit | JEFFERIES GROUP LLCcv sr unsec nt pnc | $0 | – | -10,810,000 | – | -0.14% | – | |
| Exit | VEREIT INCcv sr unsec nt reit | $0 | – | -11,700,000 | – | -0.15% | – | |
| Exit | FIFTH STREET FINANCE CORPcv sr unsec nt | $0 | – | -11,290,000 | – | -0.15% | – | |
| Exit | PDL BIOPHARMA INCcv sr unsec nt | $0 | – | -14,138,000 | – | -0.16% | – | |
| Exit | BLUCORA INCcv sr unsec nt | $0 | – | -13,033,000 | – | -0.16% | – | |
| Exit | STARWOOD PROPERTY TRUST INCcv sr unsec nt reit | $0 | – | -12,500,000 | – | -0.16% | – | |
| Exit | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $0 | – | -12,655,000 | – | -0.16% | – | |
| Exit | ARES CAPITAL CORPcv sr unsec nt | $0 | – | -12,400,000 | – | -0.17% | – | |
| YPF | Exit | YPF S.A.-SPONSORED ADRadr | $0 | – | -858,100 | – | -0.17% | – |
| Exit | TITAN MACHINERY INCcv sr unsec nt | $0 | – | -17,400,000 | – | -0.18% | – | |
| Exit | PENNYMAC CORPcv sr unsec nt reit | $0 | – | -15,000,000 | – | -0.18% | – | |
| Exit | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $0 | – | -14,000,000 | – | -0.18% | – | |
| WRK | Exit | WESTROCK CO | $0 | – | -274,864 | – | -0.18% | – |
| Exit | IXIAcv sr unsec nt | $0 | – | -14,184,000 | – | -0.19% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -14,976,000 | – | -0.19% | – | |
| Exit | VEREIT INCcv sr unsec nt reit | $0 | – | -16,000,000 | – | -0.20% | – | |
| Exit | TPG SPECIALTY LENDING INCcv sr unsec nt | $0 | – | -15,065,000 | – | -0.20% | – | |
| Exit | TCP CAPITAL CORPcv sr unsec nt | $0 | – | -15,530,000 | – | -0.20% | – | |
| TSQ | Exit | TOWNSQUARE MEDIA INC | $0 | – | -1,595,224 | – | -0.20% | – |
| Exit | B2GOLD CORPcv sr sub nt pnc | $0 | – | -18,781,000 | – | -0.21% | – | |
| BX | Exit | BLACKSTONE GROUP LP/THE | $0 | – | -525,000 | – | -0.22% | – |
| Exit | SUNEDISON INCcv sr unsec nt | $0 | – | -22,000,000 | – | -0.22% | – | |
| BSAC | Exit | BANCO SANTANDER-CHILE-ADRadr | $0 | – | -941,304 | – | -0.22% | – |
| INDA | Exit | ISHARES MSCI INDIA ETFetp | $0 | – | -601,246 | – | -0.22% | – |
| IWM | Exit | ISHARES RUSSELL 2000put | $0 | – | -162,500 | – | -0.23% | – |
| AU | Exit | ANGLOGOLD ASHANTI-SPON ADRadr | $0 | – | -2,248,731 | – | -0.24% | – |
| Exit | WEBMD HEALTH CORPcv sr unsec nt | $0 | – | -18,800,000 | – | -0.25% | – | |
| VIV | Exit | TELEFONICA BRASIL-ADRadr | $0 | – | -2,185,338 | – | -0.26% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -2,175,000 | – | -0.28% | – |
| Exit | SUNEDISON INCcv sr unsec nt | $0 | – | -29,610,000 | – | -0.28% | – | |
| Exit | TRINA SOLAR LTDcv sr unsec nt | $0 | – | -25,010,000 | – | -0.29% | – | |
| Exit | CHENIERE ENERGY INCcv sr unsec nt pnc | $0 | – | -37,000,000 | – | -0.30% | – | |
| Exit | MOLINA HEALTHCARE INCcv sr unsec nt | $0 | – | -18,145,000 | – | -0.31% | – | |
| Exit | VECTOR GROUP LTDcv sr unsec nt | $0 | – | -22,000,000 | – | -0.31% | – | |
| Exit | HEALTHWAYS INCcv sr unsec nt | $0 | – | -26,250,000 | – | -0.32% | – | |
| CCS | Exit | CENTURY COMMUNITIES INC | $0 | – | -1,226,931 | – | -0.32% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -2,004,204 | – | -0.32% | – |
| Exit | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $0 | – | -31,000,000 | – | -0.34% | – | |
| Exit | 51JOB INCcv sr nt | $0 | – | -27,738,000 | – | -0.35% | – | |
| Exit | SANDISK CORPcv sr unsec nt | $0 | – | -27,500,000 | – | -0.35% | – | |
| Exit | INTEL CORPcv jr sub nt cpdi multi cpn | $0 | – | -22,500,000 | – | -0.36% | – | |
| Exit | SOLARCITY CORPcv sr unsec nt | $0 | – | -31,000,000 | – | -0.38% | – | |
| Exit | COBALT INTERNATIONAL ENERGY INCcv sr unsec nt pnc | $0 | – | -47,250,000 | – | -0.40% | – | |
| PBRA | Exit | PETROLEO BRASIL-SP PREF ADRadr | $0 | – | -8,260,700 | – | -0.40% | – |
| Exit | KEYW HOLDING CORP/THEcv sr unsec nt | $0 | – | -40,145,000 | – | -0.40% | – | |
| Exit | CANADIAN SOLAR INCcv sr unsec nt pnc | $0 | – | -37,695,000 | – | -0.42% | – | |
| Exit | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $0 | – | -36,250,000 | – | -0.43% | – | |
| Exit | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $0 | – | -24,405,000 | – | -0.43% | – | |
| Exit | COLONY CAPITAL INCcv sr unsec nt reit pnc | $0 | – | -34,623,000 | – | -0.44% | – | |
| Exit | RESTORATION HARDWARE HOLDINGS INCcv sr unsec nt 144a | $0 | – | -34,500,000 | – | -0.44% | – | |
| XCO | Exit | EXCO RESOURCES INC | $0 | – | -45,173,682 | – | -0.44% | – |
| VALEP | Exit | VALE SA-SP PREF ADRadr | $0 | – | -10,219,929 | – | -0.45% | – |
| Exit | ENCORE CAPITAL GROUP INCcv sr unsec nt | $0 | – | -34,543,000 | – | -0.45% | – | |
| Exit | EMERGENT BIOSOLUTIONS INCcv sr unsec nt pnc | $0 | – | -30,664,000 | – | -0.46% | – | |
| Exit | INSULET CORPcv sr unsec nt pnc | $0 | – | -37,819,000 | – | -0.46% | – | |
| LVNTA | Exit | LIBERTY VENTURES | $0 | – | -875,000 | – | -0.46% | – |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $0 | – | -35,785,000 | – | -0.46% | – | |
| TSL | Exit | TRINA SOLAR LTD-SPON ADRadr | $0 | – | -3,974,270 | – | -0.47% | – |
| CCIPRA | Exit | CROWN CASTLE INTERNATIONAL CORP4.5% mand cv ser-a pfd | $0 | – | -359,285 | – | -0.48% | – |
| TPUB | Exit | TRIBUNE PUBLISHING CO | $0 | – | -4,691,371 | – | -0.48% | – |
| TV | Exit | GRUPO TELEVISA SA-SPON ADRadr | $0 | – | -1,449,550 | – | -0.49% | – |
| IBN | Exit | ICICI BANK LTD-SPON ADRadr | $0 | – | -4,510,647 | – | -0.50% | – |
| JD | Exit | JD.COM INC-ADRadr | $0 | – | -1,560,503 | – | -0.53% | – |
| Exit | VERINT SYSTEMS INCcv sr unsec nt | $0 | – | -42,315,000 | – | -0.54% | – | |
| Exit | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $0 | – | -43,750,000 | – | -0.54% | – | |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -5,467,043 | – | -0.54% | – |
| ITUB | Exit | ITAU UNIBANCO H-SPON PRF ADRadr | $0 | – | -6,398,060 | – | -0.56% | – |
| Exit | UNITED STATES STEEL CORPcv sr unsec nt pnc | $0 | – | -43,000,000 | – | -0.56% | – | |
| Exit | TTM TECHNOLOGIES INCcv sr unsec nt | $0 | – | -50,071,000 | – | -0.58% | – | |
| ALRPRB | Exit | ALERE INC3% cv cum pfd perp ser b | $0 | – | -142,733 | – | -0.59% | – |
| CX | Exit | CEMEX SAB-SPONS ADR PART CERadr | $0 | – | -6,623,880 | – | -0.61% | – |
| Exit | CORNERSTONE ONDEMAND INCcv sr unsec nt | $0 | – | -50,000,000 | – | -0.66% | – | |
| Exit | WEBMD HEALTH CORPcv unsec nt | $0 | – | -48,650,000 | – | -0.66% | – | |
| Exit | WEB.COM GROUP INCcv sr unsec nt pnc | $0 | – | -54,223,000 | – | -0.67% | – | |
| Exit | SYNCHRONOSS TECHNOLOGIES INCcv sr unsec nt | $0 | – | -51,493,000 | – | -0.68% | – | |
| Exit | CARDTRONICS INCcv sr unsec nt | $0 | – | -55,188,000 | – | -0.69% | – | |
| TSM | Exit | TAIWAN SEMICONDUCTOR-SP ADRadr | $0 | – | -2,543,638 | – | -0.69% | – |
| Exit | HURON CONSULTING GROUP INCcv sr unsec nt | $0 | – | -51,915,000 | – | -0.71% | – | |
| BRFS | Exit | BRF SA-ADRadr | $0 | – | -3,057,732 | – | -0.71% | – |
| Exit | CEPHEIDcv sr unsec nt | $0 | – | -55,000,000 | – | -0.74% | – | |
| Exit | ICONIX BRAND GROUP INCcv sr sub nt | $0 | – | -70,862,000 | – | -0.74% | – | |
| Exit | MEDIDATA SOLUTIONS INCcv sr unsec nt | $0 | – | -53,721,000 | – | -0.74% | – | |
| Exit | HERBALIFE LTDcv sr unsec nt | $0 | – | -67,235,000 | – | -0.78% | – | |
| Exit | PRA GROUP INCcv sr unsec nt | $0 | – | -58,400,000 | – | -0.80% | – | |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $0 | – | -65,400,000 | – | -0.82% | – | |
| Exit | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $0 | – | -49,800,000 | – | -0.82% | – | |
| Exit | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $0 | – | -61,827,000 | – | -0.83% | – | |
| Exit | BROOKDALE SENIOR LIVING INCcv sr unsec nt | $0 | – | -59,527,000 | – | -0.84% | – | |
| AGNPRA | Exit | ALLERGAN PLCpfd conv ser a | $0 | – | -72,000 | – | -0.89% | – |
| Exit | NUVASIVE INCcv sr unsec nt | $0 | – | -55,053,000 | – | -0.91% | – | |
| Exit | NVIDIA CORPcv sr unsec nt | $0 | – | -55,013,000 | – | -0.95% | – | |
| Exit | ILLUMINA INCcv sr unsec nt | $0 | – | -62,570,000 | – | -0.95% | – | |
| Exit | RTI INTERNATIONAL METALS INCcv sr unsec nt | $0 | – | -71,442,000 | – | -0.99% | – | |
| Exit | LIBERTY MEDIA CORPcv sr unsec nt | $0 | – | -86,240,000 | – | -1.08% | – | |
| AIQ | Exit | ALLIANCE HEALTHCARE SERVICES INC | $0 | – | -4,756,491 | – | -1.09% | – |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -9,030,000 | – | -1.10% | – |
| Exit | J2 GLOBAL INCcv sr unsec nt cpdi | $0 | – | -74,459,000 | – | -1.16% | – | |
| Exit | SALESFORCE.COM INCcv sr unsec nt | $0 | – | -74,882,000 | – | -1.20% | – | |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -15,707,276 | – | -1.22% | – |
| Exit | JARDEN CORPcv sub nt pnc | $0 | – | -83,286,000 | – | -1.26% | – | |
| Exit | JAZZ INVESTMENTS I LTDcv sr unsec nt | $0 | – | -106,480,000 | – | -1.42% | – | |
| Exit | CITRIX SYSTEMS INCcv sr unsec nt | $0 | – | -112,001,000 | – | -1.54% | – | |
| Exit | PRICELINE GROUP INC/THEcv sr unsec nt | $0 | – | -106,422,000 | – | -1.65% | – | |
| Exit | NXP SEMICONDUCTORS NVcv sr unsec nt 144a | $0 | – | -116,728,000 | – | -1.70% | – | |
| DMND | Exit | DIAMOND FOODS INC | $0 | – | -4,420,859 | – | -1.79% | – |
| GNRT | Exit | GENER8 MARITIME INC | $0 | – | -13,052,534 | – | -1.87% | – |
| FBP | Exit | FIRST BANCORP/PUERTO RICO | $0 | – | -41,843,581 | – | -1.95% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -8,630,530 | – | -2.31% | – |
| DYN | Exit | DYNEGY INC | $0 | – | -9,840,696 | – | -2.67% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -113,135,679 | – | -3.04% | – |
| TRCO | Exit | TRIBUNE MEDIA CO | $0 | – | -14,145,447 | – | -6.60% | – |
| STOR | Exit | STORE CAPITAL CORP | $0 | – | -72,436,144 | – | -19.62% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DYN | Buy | DYNEGY INC | $203,406,000 | -29.0% | 9,840,696 | +0.5% | 2.67% | -19.6% |
| ALLY | Sell | ALLY FINANCIAL INC | $175,890,000 | -12.9% | 8,630,530 | -4.1% | 2.31% | -1.4% |
| Sell | NXP SEMICONDUCTORS NVcv sr unsec nt 144a | $129,775,000 | -6.0% | 116,728,000 | -1.9% | 1.70% | +6.3% | |
| Sell | PRICELINE GROUP INC/THEcv sr unsec nt | $125,979,000 | +2.1% | 106,422,000 | -3.4% | 1.65% | +15.5% | |
| Buy | CITRIX SYSTEMS INCcv sr unsec nt | $117,888,000 | +17.6% | 112,001,000 | +18.5% | 1.54% | +33.1% | |
| New | JAZZ INVESTMENTS I LTDcv sr unsec nt | $108,510,000 | – | 106,480,000 | – | 1.42% | – | |
| Buy | JARDEN CORPcv sub nt pnc | $95,757,000 | -0.9% | 83,286,000 | +0.4% | 1.26% | +12.2% | |
| EGLE | Sell | EAGLE BULK SHIPPING INC | $93,145,000 | -15.0% | 15,707,276 | -0.1% | 1.22% | -3.9% |
| Sell | SALESFORCE.COM INCcv sr unsec nt | $91,860,000 | -2.1% | 74,882,000 | -2.7% | 1.20% | +10.8% | |
| Buy | J2 GLOBAL INCcv sr unsec nt cpdi | $88,832,000 | +17.7% | 74,459,000 | +15.5% | 1.16% | +33.3% | |
| Sell | LIBERTY MEDIA CORPcv sr unsec nt | $82,357,000 | -2.2% | 86,240,000 | -2.3% | 1.08% | +10.8% | |
| Sell | RTI INTERNATIONAL METALS INCcv sr unsec nt | $75,270,000 | -5.1% | 71,442,000 | -2.1% | 0.99% | +7.4% | |
| Sell | ILLUMINA INCcv sr unsec nt | $72,581,000 | -20.3% | 62,570,000 | -15.0% | 0.95% | -9.9% | |
| Sell | NVIDIA CORPcv sr unsec nt | $72,501,000 | -24.4% | 55,013,000 | -34.1% | 0.95% | -14.5% | |
| Sell | NUVASIVE INCcv sr unsec nt | $69,694,000 | -16.3% | 55,053,000 | -15.4% | 0.91% | -5.2% | |
| AGNPRA | New | ALLERGAN PLCpfd conv ser a | $67,929,000 | – | 72,000 | – | 0.89% | – |
| Sell | BROOKDALE SENIOR LIVING INCcv sr unsec nt | $64,274,000 | -20.7% | 59,527,000 | -3.6% | 0.84% | -10.2% | |
| New | ELECTRONICS FOR IMAGING INCcv sr unsec nt | $63,470,000 | – | 61,827,000 | – | 0.83% | – | |
| Buy | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $62,933,000 | +694.7% | 49,800,000 | +666.2% | 0.82% | +796.7% | |
| Sell | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $62,750,000 | -8.4% | 65,400,000 | -1.5% | 0.82% | +3.8% | |
| Sell | PRA GROUP INCcv sr unsec nt | $60,881,000 | -26.8% | 58,400,000 | -19.3% | 0.80% | -17.1% | |
| Buy | HERBALIFE LTDcv sr unsec nt | $59,859,000 | +36.2% | 67,235,000 | +36.6% | 0.78% | +54.2% | |
| Sell | ICONIX BRAND GROUP INCcv sr sub nt | $56,800,000 | -24.2% | 70,862,000 | -2.9% | 0.74% | -14.2% | |
| Sell | MEDIDATA SOLUTIONS INCcv sr unsec nt | $56,830,000 | -12.8% | 53,721,000 | -1.8% | 0.74% | -1.3% | |
| Buy | CEPHEIDcv sr unsec nt | $56,273,000 | -5.3% | 55,000,000 | +6.8% | 0.74% | +7.1% | |
| BRFS | Buy | BRF SA-ADRadr | $54,397,000 | -9.2% | 3,057,732 | +6.7% | 0.71% | +2.7% |
| New | HURON CONSULTING GROUP INCcv sr unsec nt | $54,194,000 | – | 51,915,000 | – | 0.71% | – | |
| TSM | Sell | TAIWAN SEMICONDUCTOR-SP ADRadr | $52,780,000 | -48.8% | 2,543,638 | -44.0% | 0.69% | -42.0% |
| Sell | CARDTRONICS INCcv sr unsec nt | $52,573,000 | -3.7% | 55,188,000 | -0.4% | 0.69% | +9.0% | |
| Sell | WEB.COM GROUP INCcv sr unsec nt pnc | $51,432,000 | -21.6% | 54,223,000 | -17.3% | 0.67% | -11.3% | |
| Buy | WEBMD HEALTH CORPcv unsec nt | $50,192,000 | +35.2% | 48,650,000 | +41.3% | 0.66% | +53.0% | |
| New | CORNERSTONE ONDEMAND INCcv sr unsec nt | $50,022,000 | – | 50,000,000 | – | 0.66% | – | |
| CX | Buy | CEMEX SAB-SPONS ADR PART CERadr | $46,301,000 | -18.6% | 6,623,880 | +6.6% | 0.61% | -7.9% |
| ALRPRB | Sell | ALERE INC3% cv cum pfd perp ser b | $44,934,000 | -14.8% | 142,733 | -3.4% | 0.59% | -3.6% |
| Buy | TTM TECHNOLOGIES INCcv sr unsec nt | $44,124,000 | -19.5% | 50,071,000 | +7.5% | 0.58% | -9.0% | |
| Buy | UNITED STATES STEEL CORPcv sr unsec nt pnc | $42,668,000 | +37.4% | 43,000,000 | +53.6% | 0.56% | +55.3% | |
| ITUB | Buy | ITAU UNIBANCO H-SPON PRF ADRadr | $42,355,000 | -24.9% | 6,398,060 | +24.2% | 0.56% | -15.0% |
| NMIH | Buy | NMI HOLDINGS INC | $41,550,000 | -3.4% | 5,467,043 | +1.9% | 0.54% | +9.4% |
| Sell | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $41,141,000 | -4.4% | 43,750,000 | -1.7% | 0.54% | +8.2% | |
| Sell | VERINT SYSTEMS INCcv sr unsec nt | $40,874,000 | -60.4% | 42,315,000 | -53.5% | 0.54% | -55.2% | |
| JD | Buy | JD.COM INC-ADRadr | $40,667,000 | +5.2% | 1,560,503 | +37.6% | 0.53% | +19.0% |
| IBN | Buy | ICICI BANK LTD-SPON ADRadr | $37,799,000 | -14.2% | 4,510,647 | +6.7% | 0.50% | -2.7% |
| TV | Buy | GRUPO TELEVISA SA-SPON ADRadr | $37,717,000 | -28.5% | 1,449,550 | +6.7% | 0.49% | -19.1% |
| CCIPRA | Sell | CROWN CASTLE INTERNATIONAL CORP4.5% mand cv ser-a pfd | $36,595,000 | -3.5% | 359,285 | -2.4% | 0.48% | +9.3% |
| TSL | Buy | TRINA SOLAR LTD-SPON ADRadr | $35,649,000 | -17.2% | 3,974,270 | +7.4% | 0.47% | -6.4% |
| Buy | ALLSCRIPTS HEALTHCARE SOLUTIONS INCcv sr unsec nt | $35,465,000 | +271.1% | 35,785,000 | +287.5% | 0.46% | +318.9% | |
| Sell | INSULET CORPcv sr unsec nt pnc | $35,097,000 | -7.3% | 37,819,000 | -3.6% | 0.46% | +4.8% | |
| Sell | EMERGENT BIOSOLUTIONS INCcv sr unsec nt pnc | $34,736,000 | -10.3% | 30,664,000 | -1.6% | 0.46% | +1.6% | |
| Buy | ENCORE CAPITAL GROUP INCcv sr unsec nt | $34,364,000 | +6.4% | 34,543,000 | +15.9% | 0.45% | +20.3% | |
| VALEP | Buy | VALE SA-SP PREF ADRadr | $34,237,000 | -29.1% | 10,219,929 | +7.0% | 0.45% | -19.7% |
| Buy | RESTORATION HARDWARE HOLDINGS INCcv sr unsec nt 144a | $33,662,000 | +25.4% | 34,500,000 | +27.8% | 0.44% | +41.8% | |
| Sell | COLONY CAPITAL INCcv sr unsec nt reit pnc | $33,585,000 | -9.5% | 34,623,000 | -2.1% | 0.44% | +2.3% | |
| Sell | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $33,013,000 | -76.1% | 24,405,000 | -76.5% | 0.43% | -72.9% | |
| Buy | ECHO GLOBAL LOGISTICS INCcv sr unsec nt | $32,669,000 | -15.2% | 36,250,000 | +2.1% | 0.43% | -4.0% | |
| Buy | CANADIAN SOLAR INCcv sr unsec nt pnc | $31,871,000 | -6.6% | 37,695,000 | +8.6% | 0.42% | +5.8% | |
| Sell | KEYW HOLDING CORP/THEcv sr unsec nt | $30,591,000 | -12.2% | 40,145,000 | -1.2% | 0.40% | -0.7% | |
| PBRA | Buy | PETROLEO BRASIL-SP PREF ADRadr | $30,399,000 | +1208.0% | 8,260,700 | +2800.5% | 0.40% | +1377.8% |
| Sell | COBALT INTERNATIONAL ENERGY INCcv sr unsec nt pnc | $30,136,000 | -47.2% | 47,250,000 | -39.4% | 0.40% | -40.2% | |
| New | SOLARCITY CORPcv sr unsec nt | $28,811,000 | – | 31,000,000 | – | 0.38% | – | |
| New | INTEL CORPcv jr sub nt cpdi multi cpn | $27,456,000 | – | 22,500,000 | – | 0.36% | – | |
| New | SANDISK CORPcv sr unsec nt | $26,669,000 | – | 27,500,000 | – | 0.35% | – | |
| New | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $26,314,000 | – | 31,000,000 | – | 0.34% | – | |
| BANC | Sell | BANC OF CALIFORNIA INC | $24,593,000 | -37.5% | 2,004,204 | -29.9% | 0.32% | -29.2% |
| Buy | HEALTHWAYS INCcv sr unsec nt | $24,290,000 | +23.4% | 26,250,000 | +25.0% | 0.32% | +39.5% | |
| Buy | VECTOR GROUP LTDcv sr unsec nt | $23,916,000 | +210.2% | 22,000,000 | +214.3% | 0.31% | +252.8% | |
| Sell | MOLINA HEALTHCARE INCcv sr unsec nt | $23,560,000 | -14.4% | 18,145,000 | -13.2% | 0.31% | -3.1% | |
| Sell | CHENIERE ENERGY INCcv sr unsec nt pnc | $23,154,000 | -19.3% | 37,000,000 | -2.6% | 0.30% | -8.4% | |
| Buy | TRINA SOLAR LTDcv sr unsec nt | $22,395,000 | +19.3% | 25,010,000 | +35.1% | 0.29% | +35.5% | |
| New | SUNEDISON INCcv sr unsec nt | $21,380,000 | – | 29,610,000 | – | 0.28% | – | |
| VIV | Buy | TELEFONICA BRASIL-ADRadr | $19,952,000 | -30.3% | 2,185,338 | +6.3% | 0.26% | -21.1% |
| Buy | WEBMD HEALTH CORPcv sr unsec nt | $18,943,000 | +1.1% | 18,800,000 | +2.7% | 0.25% | +14.3% | |
| AU | Buy | ANGLOGOLD ASHANTI-SPON ADRadr | $18,417,000 | -3.2% | 2,248,731 | +5.8% | 0.24% | +9.5% |
| IWM | New | ISHARES RUSSELL 2000put | $17,745,000 | – | 162,500 | – | 0.23% | – |
| INDA | New | ISHARES MSCI INDIA ETFetp | $17,178,000 | – | 601,246 | – | 0.22% | – |
| BSAC | Buy | BANCO SANTANDER-CHILE-ADRadr | $17,151,000 | -4.1% | 941,304 | +6.6% | 0.22% | +8.7% |
| New | SUNEDISON INCcv sr unsec nt | $16,791,000 | – | 22,000,000 | – | 0.22% | – | |
| BX | New | BLACKSTONE GROUP LP/THE | $16,627,000 | – | 525,000 | – | 0.22% | – |
| Sell | B2GOLD CORPcv sr sub nt pnc | $15,970,000 | -9.9% | 18,781,000 | -5.1% | 0.21% | +2.0% | |
| New | TCP CAPITAL CORPcv sr unsec nt | $15,541,000 | – | 15,530,000 | – | 0.20% | – | |
| Sell | TPG SPECIALTY LENDING INCcv sr unsec nt | $15,046,000 | -2.7% | 15,065,000 | -2.6% | 0.20% | +10.1% | |
| Buy | PROSPECT CAPITAL CORPcv sr unsec nt | $14,684,000 | +32.6% | 14,976,000 | +36.1% | 0.19% | +50.0% | |
| Buy | IXIAcv sr unsec nt | $14,290,000 | +8.1% | 14,184,000 | +7.2% | 0.19% | +22.2% | |
| WRK | New | WESTROCK CO | $14,139,000 | – | 274,864 | – | 0.18% | – |
| Sell | APOLLO COMMERCIAL REAL ESTATE FINANCE INCcv sr unsec nt reit | $13,845,000 | -18.8% | 14,000,000 | -17.6% | 0.18% | -8.6% | |
| Sell | PENNYMAC CORPcv sr unsec nt reit | $13,622,000 | -19.7% | 15,000,000 | -16.7% | 0.18% | -9.1% | |
| Sell | TITAN MACHINERY INCcv sr unsec nt | $13,537,000 | -12.5% | 17,400,000 | -7.7% | 0.18% | -1.1% | |
| YPF | Buy | YPF S.A.-SPONSORED ADRadr | $13,069,000 | +2.4% | 858,100 | +84.4% | 0.17% | +15.5% |
| Buy | ARES CAPITAL CORPcv sr unsec nt | $12,924,000 | +57.3% | 12,400,000 | +57.0% | 0.17% | +77.9% | |
| Sell | NEW MOUNTAIN FINANCE CORPcv sr unsec nt | $12,568,000 | -23.0% | 12,655,000 | -21.7% | 0.16% | -12.7% | |
| Sell | BLUCORA INCcv sr unsec nt | $12,403,000 | -26.7% | 13,033,000 | -23.5% | 0.16% | -16.8% | |
| Buy | FIFTH STREET FINANCE CORPcv sr unsec nt | $11,512,000 | +49.0% | 11,290,000 | +49.7% | 0.15% | +69.7% | |
| Sell | VEREIT INCcv sr unsec nt reit | $11,109,000 | -22.7% | 11,700,000 | -23.0% | 0.15% | -12.0% | |
| New | JEFFERIES GROUP LLCcv sr unsec nt pnc | $11,098,000 | – | 10,810,000 | – | 0.14% | – | |
| Sell | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $10,855,000 | -13.7% | 13,558,000 | -3.6% | 0.14% | -2.7% | |
| Sell | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $10,449,000 | -20.3% | 12,545,000 | -19.3% | 0.14% | -9.9% | |
| Buy | FORESTAR GROUP INCcv sr unsec nt | $10,296,000 | +5.7% | 12,022,000 | +9.1% | 0.14% | +19.5% | |
| Sell | HCI GROUP INCcv sr unsec nt | $10,278,000 | -16.3% | 11,000,000 | -12.0% | 0.14% | -4.9% | |
| New | ENERNOC INCcv sr unsec nt | $9,895,000 | – | 14,150,000 | – | 0.13% | – | |
| Sell | REDWOOD TRUST INCcv sr unsec nt reit | $9,690,000 | -24.7% | 10,192,000 | -23.9% | 0.13% | -14.8% | |
| Buy | SINA CORP/CHINAcv sr unsec nt | $9,475,000 | +10.0% | 10,000,000 | +11.1% | 0.12% | +24.0% | |
| New | QIHOO 360 TECHNOLOGY CO LTDcv sr unsec nt | $9,226,000 | – | 10,500,000 | – | 0.12% | – | |
| Sell | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $9,116,000 | -14.2% | 9,760,000 | -13.3% | 0.12% | -2.4% | |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $9,165,000 | – | 9,201,000 | – | 0.12% | – | |
| INFY | New | INFOSYS LTD-SP ADRadr | $8,976,000 | – | 470,200 | – | 0.12% | – |
| Sell | SUNPOWER CORPcv sr unsec nt | $8,701,000 | -66.6% | 10,514,000 | -61.0% | 0.11% | -62.3% | |
| New | STARWOOD WAYPOINT RESIDENTIAL TRUSTcv sr unsec nt reit | $8,609,000 | – | 9,000,000 | – | 0.11% | – | |
| Sell | YY INCcv sr unsec nt | $7,987,000 | -32.9% | 8,500,000 | -32.5% | 0.10% | -23.9% | |
| Sell | SOUFUN HOLDINGS LTDcv sr unsec nt | $7,656,000 | -22.4% | 8,000,000 | -23.1% | 0.10% | -12.3% | |
| Buy | SOLAZYME INCcv sr sub nt | $7,273,000 | +31.0% | 12,500,000 | +31.6% | 0.10% | +48.4% | |
| Buy | SERVICESOURCE INTERNATIONAL INCcv sr unsec nt | $7,248,000 | +32.7% | 8,400,000 | +31.2% | 0.10% | +50.8% | |
| Sell | GSV CAPITAL CORPcv sr unsec nt | $6,873,000 | -29.3% | 7,603,000 | -24.7% | 0.09% | -20.4% | |
| New | AAR CORPcv sr unsec nt | $6,868,000 | – | 6,860,000 | – | 0.09% | – | |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $6,765,000 | – | 7,500,000 | – | 0.09% | – | |
| Sell | ALERE INCcv sr sub nt | $5,901,000 | -73.0% | 5,113,000 | -71.0% | 0.08% | -69.7% | |
| Sell | INVENSENSE INCcv sr unsec nt | $5,510,000 | -84.1% | 6,033,000 | -82.6% | 0.07% | -82.0% | |
| New | MODUSLINK GLOBAL SOLUTIONS INCcv sr unsec nt | $5,376,000 | – | 6,435,000 | – | 0.07% | – | |
| XIV | New | VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETNexchange traded note | $4,870,000 | – | 200,000 | – | 0.06% | – |
| Sell | CHART INDUSTRIES INCcv sr sub nt | $4,722,000 | -49.0% | 5,382,000 | -43.5% | 0.06% | -42.1% | |
| New | RESOURCE CAPITAL CORPcv sr unsec nt reit | $4,351,000 | – | 4,626,000 | – | 0.06% | – | |
| Sell | HORNBECK OFFSHORE SERVICES INCcv sr unsec nt | $4,105,000 | -28.7% | 5,459,000 | -22.0% | 0.05% | -19.4% | |
| New | WEBMD HEALTH CORPcv sr unsec nt | $3,920,000 | – | 3,900,000 | – | 0.05% | – | |
| New | APOLLO INVESTMENT CORPcv sr unsec nt | $3,863,000 | – | 3,810,000 | – | 0.05% | – | |
| CPLP | Buy | CAPITAL PRODUCT PARTNERS LP | $3,784,000 | +156.0% | 614,264 | +224.6% | 0.05% | +194.1% |
| New | NEWPARK RESOURCES INCcv sr unsec nt | $3,818,000 | – | 4,025,000 | – | 0.05% | – | |
| FIG | New | FORTRESS INVESTMENT GROUP LLC | $3,472,000 | – | 625,614 | – | 0.05% | – |
| Sell | RESOURCE CAPITAL CORPcv sr unsec nt reit | $2,976,000 | -62.9% | 3,234,000 | -62.8% | 0.04% | -58.1% | |
| Sell | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $2,894,000 | -23.8% | 3,000,000 | -14.3% | 0.04% | -13.6% | |
| Sell | PROSPECT CAPITAL CORPcv sr unsec nt | $2,627,000 | -59.7% | 2,909,000 | -57.9% | 0.03% | -55.3% | |
| Buy | SPECTRUM PHARMACEUTICALS INCcv sr unsec nt | $2,489,000 | +5.6% | 2,760,000 | +10.4% | 0.03% | +22.2% | |
| GOGL | Sell | GOLDEN OCEAN GROUP LTD | $2,460,000 | -44.4% | 1,000,000 | -13.0% | 0.03% | -37.3% |
| MBT | Sell | MOBILE TELESYSTEMS PJSC | $2,154,000 | -94.1% | 298,500 | -91.9% | 0.03% | -93.3% |
| New | ICONIX BRAND GROUP INCcv sr sub nt | $1,421,000 | – | 1,500,000 | – | 0.02% | – | |
| Sell | CORSICANTO LTDcv sr unsec nt | $1,433,000 | -66.5% | 1,500,000 | -62.5% | 0.02% | -62.0% | |
| PGND | Sell | PRESS GANEY HOLDINGS INC | $1,420,000 | +8.2% | 47,987 | -0.4% | 0.02% | +26.7% |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $1,379,000 | – | 1,900,000 | – | 0.02% | – | |
| Sell | EXELIXIS INCcv sr sub nt pnc | $1,157,000 | -81.5% | 950,000 | -86.4% | 0.02% | -79.2% | |
| New | HELIX ENERGY SOLUTIONS GROUP INCcv sr unsec nt cpdi | $816,000 | – | 1,000,000 | – | 0.01% | – | |
| YNDX | Sell | YANDEX NV | $703,000 | -97.2% | 65,500 | -96.0% | 0.01% | -96.9% |
| VRSZQ | Sell | VERSO CORP | $286,000 | -83.2% | 2,378,485 | -7.8% | 0.00% | -80.0% |
| AMSGP | Exit | AMSURG CORP5.25% mand cv pfd | $0 | – | -4,954 | – | -0.01% | – |
| Exit | ALPHA NATURAL RESOURCEScv sr unsec nt | $0 | – | -11,365,000 | – | -0.01% | – | |
| Exit | RENEWABLE ENERGY GROUP Icv sr unsec nt | $0 | – | -1,300,000 | – | -0.02% | – | |
| Exit | BIOMARIN PHARMACEUTICALcv sr sub nt | $0 | – | -1,000,000 | – | -0.02% | – | |
| Exit | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $0 | – | -1,500,000 | – | -0.02% | – | |
| NBG | Exit | NATIONAL BANK OF GREECE-ADRadr | $0 | – | -1,764,500 | – | -0.02% | – |
| MEA | Exit | METALICO INC | $0 | – | -3,766,505 | – | -0.02% | – |
| Exit | KB HOMEcv sr unsec nt | $0 | – | -2,000,000 | – | -0.02% | – | |
| BBD | Exit | BANCO BRADESCO-ADRadr | $0 | – | -244,360 | – | -0.03% | – |
| Exit | COBALT INTL ENERGY INCcv sr unsec nt | $0 | – | -3,000,000 | – | -0.03% | – | |
| Exit | RYLAND GROUPcv sr unsec nt pnc | $0 | – | -3,000,000 | – | -0.03% | – | |
| NYCBPRU | Exit | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $0 | – | -61,960 | – | -0.04% | – |
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -484,800 | – | -0.04% | – |
| Exit | STONE ENERGY CORPcv sr unsec nt | $0 | – | -4,000,000 | – | -0.04% | – | |
| Exit | MERITAGE HOMES CORPcv sr unsec nt | $0 | – | -3,500,000 | – | -0.04% | – | |
| Exit | SEQUENOM INCcv sr unsec nt pnc | $0 | – | -4,000,000 | – | -0.04% | – | |
| Exit | ALASKA COMMUNICATIONS SYSTEMS GROUP INCcv sr sub nt | $0 | – | -6,000,000 | – | -0.07% | – | |
| Exit | WALTER INVESTMENT MGMTcv sr sub nt | $0 | – | -8,000,000 | – | -0.08% | – | |
| Exit | GENERAL CABLE CORPcv sub nt multi-cpn pnc | $0 | – | -10,895,000 | – | -0.11% | – | |
| Exit | PHOTRONICS INCcv sr unsec nt | $0 | – | -10,193,000 | – | -0.13% | – | |
| GTY | Exit | GETTY REALTY CORP | $0 | – | -793,091 | – | -0.15% | – |
| APO | Exit | APOLLO GLOBAL MANAGEMENT - A | $0 | – | -1,000,000 | – | -0.26% | – |
| CIG | Exit | CEMIG SA -SPONS ADRadr | $0 | – | -6,929,863 | – | -0.31% | – |
| 9207PS | Exit | ROCK-TENN COMPANY -CL A | $0 | – | -493,022 | – | -0.34% | – |
| AMX | Exit | AMERICA MOVIL-SPN ADR CL Ladr | $0 | – | -1,470,686 | – | -0.36% | – |
| Exit | FINISAR CORPcv sr unsec nt | $0 | – | -33,500,000 | – | -0.38% | – | |
| Exit | UTI WORLDWIDE INCcv sr unsec nt | $0 | – | -45,135,000 | – | -0.53% | – | |
| Exit | SPECTRANETICS CORPcv sr unsec nt pnc | $0 | – | -50,297,000 | – | -0.60% | – | |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -828,658 | – | -0.67% | – |
| PBR | Exit | PETROLEO BRASILEIRO-SPON ADRadr | $0 | – | -7,558,156 | – | -0.79% | – |
| AGN | Exit | ALLERGANpfd conv ser a | $0 | – | -71,000 | – | -0.86% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STOR | New | STORE CAPITAL CORP | $1,455,965,000 | – | 72,436,144 | – | 16.86% | – |
| TRCO | New | TRIBUNE MEDIA CO - A | $755,225,000 | – | 14,145,447 | – | 8.75% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $332,619,000 | – | 113,135,679 | – | 3.85% | – |
| DYN | New | DYNEGY INC | $286,515,000 | – | 9,795,396 | – | 3.32% | – |
| ALLY | New | ALLY FINANCIAL INC | $201,948,000 | – | 9,003,530 | – | 2.34% | – |
| FBP | New | FIRST BANCORP PUERTO RICO | $201,686,000 | – | 41,843,581 | – | 2.34% | – |
| GNRT | New | GENER8 MARITIME INC | $177,904,000 | – | 13,052,534 | – | 2.06% | – |
| DMND | New | DIAMOND FOODS INC | $138,726,000 | – | 4,420,859 | – | 1.61% | – |
| New | NXP SEMICONDUCTORS N Vcv sr unsec nt 144a | $138,111,000 | – | 118,978,000 | – | 1.60% | – | |
| New | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $137,880,000 | – | 103,830,000 | – | 1.60% | – | |
| New | PRICELINE GROUP INC/THEcv sr unsec nt | $123,442,000 | – | 110,122,000 | – | 1.43% | – | |
| EGLE | New | EAGLE BULK SHIPPING INC | $109,637,000 | – | 15,729,717 | – | 1.27% | – |
| New | VERINT SYSTEMS INCcv sr unsec nt | $103,306,000 | – | 91,015,000 | – | 1.20% | – | |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADRadr | $103,069,000 | – | 4,538,487 | – | 1.19% | – |
| MTG | New | MGIC INVESTMENT CORP | $102,762,000 | – | 9,030,000 | – | 1.19% | – |
| New | CITRIX SYSTEMS INCcv sr unsec nt | $100,221,000 | – | 94,501,000 | – | 1.16% | – | |
| New | JARDEN CORPcv sub nt pnc | $96,611,000 | – | 82,936,000 | – | 1.12% | – | |
| New | NVIDIA CORPcv sr unsec nt | $95,932,000 | – | 83,513,000 | – | 1.11% | – | |
| New | SALESFORCE.COM INCcv sr unsec nt | $93,870,000 | – | 76,935,000 | – | 1.09% | – | |
| New | ILLUMINA INCcv sr unsec nt | $91,106,000 | – | 73,570,000 | – | 1.06% | – | |
| AIQ | New | ALLIANCE HEALTHCARE SERVICES | $88,899,000 | – | 4,756,491 | – | 1.03% | – |
| New | LIBERTY MEDIA CORPcv sr unsec nt | $84,178,000 | – | 88,240,000 | – | 0.98% | – | |
| New | NUVASIVE INCcv sr unsec nt | $83,255,000 | – | 65,053,000 | – | 0.96% | – | |
| New | PORTFOLIO RECOVERY ASSOCIATEScv sr unsec nt | $83,151,000 | – | 72,400,000 | – | 0.96% | – | |
| New | BROOKDALE SENIOR LIVINGcv sr unsec nt | $81,072,000 | – | 61,727,000 | – | 0.94% | – | |
| New | RTI INTERNATIONAL METALScv sr unsec nt | $79,321,000 | – | 72,942,000 | – | 0.92% | – | |
| New | J2 GLOBAL COMMUNICATIONScv sr unsec nt cpdi | $75,446,000 | – | 64,459,000 | – | 0.87% | – | |
| New | ICONIX BRAND GROUP INCcv sr sub nt | $74,973,000 | – | 73,002,000 | – | 0.87% | – | |
| AGN | New | ALLERGANpfd conv ser a | $74,243,000 | – | 71,000 | – | 0.86% | – |
| TPUB | New | TRIBUNE PUBLISHING CO | $72,905,000 | – | 4,691,371 | – | 0.84% | – |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $68,471,000 | – | 66,400,000 | – | 0.79% | – | |
| PBR | New | PETROLEO BRASILEIRO-SPON ADRadr | $68,401,000 | – | 7,558,156 | – | 0.79% | – |
| New | WEB.COM GROUP INCcv sr unsec nt pnc | $65,584,000 | – | 65,600,000 | – | 0.76% | – | |
| New | MEDIDATA SOLUTIONS INCcv sr unsec nt | $65,172,000 | – | 54,721,000 | – | 0.76% | – | |
| BRFS | New | BRF SA-ADRadr | $59,937,000 | – | 2,866,446 | – | 0.69% | – |
| New | CEPHEID INCcv sr unsec nt | $59,447,000 | – | 51,500,000 | – | 0.69% | – | |
| DOOR | New | MASONITE INTERNATIONAL CORP | $58,097,000 | – | 828,658 | – | 0.67% | – |
| New | SYNCHRONOSS TECHNOLOGIEScv sr unsec nt | $57,987,000 | – | 51,493,000 | – | 0.67% | – | |
| New | COBALT INTL ENERGY INCcv sr unsec nt pnc | $57,110,000 | – | 78,000,000 | – | 0.66% | – | |
| CX | New | CEMEX SAB-SPONS ADR PART CERadr | $56,907,000 | – | 6,212,533 | – | 0.66% | – |
| ITUB | New | ITAU UNIBANCO H-SPON PRF ADRadr | $56,398,000 | – | 5,150,534 | – | 0.65% | – |
| New | TTM TECHNOLOGIES INCcv sr unsec nt | $54,800,000 | – | 46,571,000 | – | 0.64% | – | |
| New | CARDTRONICS INCcv sr unsec nt | $54,593,000 | – | 55,388,000 | – | 0.63% | – | |
| XCO | New | EXCO RESOURCES INC | $53,305,000 | – | 45,173,682 | – | 0.62% | – |
| ALRPRB | New | ALERE INC3% cv cum pfd perp ser b | $52,760,000 | – | 147,733 | – | 0.61% | – |
| TV | New | GRUPO TELEVISA SA-SPON ADRadr | $52,757,000 | – | 1,359,026 | – | 0.61% | – |
| New | SPECTRANETICS CORPcv sr unsec nt pnc | $52,043,000 | – | 50,297,000 | – | 0.60% | – | |
| VALEP | New | VALE SA-SP PREF ADRadr | $48,257,000 | – | 9,555,744 | – | 0.56% | – |
| New | UTI WORLDWIDE INCcv sr unsec nt | $46,099,000 | – | 45,135,000 | – | 0.53% | – | |
| IBN | New | ICICI BANK LTD-SPON ADRadr | $44,055,000 | – | 4,227,943 | – | 0.51% | – |
| New | HERBALIFE LTDcv sr unsec nt | $43,952,000 | – | 49,235,000 | – | 0.51% | – | |
| TSL | New | TRINA SOLAR LTD-SPON ADRadr | $43,054,000 | – | 3,698,763 | – | 0.50% | – |
| NMIH | New | NMI HOLDINGS INC-CLASS A | $43,021,000 | – | 5,364,208 | – | 0.50% | – |
| New | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt pnc cpdi | $43,021,000 | – | 44,500,000 | – | 0.50% | – | |
| BANC | New | BANC OF CALIFORNIA INC | $39,321,000 | – | 2,859,702 | – | 0.46% | – |
| New | EMERGENT BIOSOLUTIONScv sr unsec nt pnc | $38,714,000 | – | 31,164,000 | – | 0.45% | – | |
| JD | New | JD.COM INC-ADRadr | $38,673,000 | – | 1,134,102 | – | 0.45% | – |
| New | ECHO GLOBAL LOGISTICScv sr unsec nt | $38,541,000 | – | 35,500,000 | – | 0.45% | – | |
| New | INSULET CORPORATIONcv sr unsec nt pnc | $37,879,000 | – | 39,213,000 | – | 0.44% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP4.5% mand cv ser-a pfd | $37,908,000 | – | 368,145 | – | 0.44% | – |
| New | COLONY CAPITAL INCcv sr unsec nt reit pnc | $37,108,000 | – | 35,373,000 | – | 0.43% | – | |
| New | WEBMD HEALTH CORPcv unsec nt | $37,123,000 | – | 34,425,000 | – | 0.43% | – | |
| MBT | New | MOBILE TELESYSTEMS-SP ADRadr | $36,239,000 | – | 3,705,457 | – | 0.42% | – |
| New | KEYW HOLDING CORPcv sr unsec nt | $34,854,000 | – | 40,645,000 | – | 0.40% | – | |
| New | INVENSENSE INCcv sr unsec nt | $34,617,000 | – | 34,603,000 | – | 0.40% | – | |
| LVNTA | New | LIBERTY VENTURES - SER A | $34,361,000 | – | 875,000 | – | 0.40% | – |
| New | CANADIAN SOLAR INCcv sr unsec nt pnc | $34,119,000 | – | 34,695,000 | – | 0.40% | – | |
| New | FINISAR CORPcv sr unsec nt | $32,478,000 | – | 33,500,000 | – | 0.38% | – | |
| New | ENCORE CAPITAL GROUP INCcv sr unsec nt | $32,289,000 | – | 29,793,000 | – | 0.37% | – | |
| AMX | New | AMERICA MOVIL-SPN ADR CL Ladr | $31,340,000 | – | 1,470,686 | – | 0.36% | – |
| New | UNITED STATES STEEL CORPcv sr unsec nt pnc | $31,043,000 | – | 28,000,000 | – | 0.36% | – | |
| 9207PS | New | ROCK-TENN COMPANY -CL A | $29,680,000 | – | 493,022 | – | 0.34% | – |
| New | CHENIERE ENERGY INCcv sr unsec nt pnc | $28,707,000 | – | 38,000,000 | – | 0.33% | – | |
| VIV | New | TELEFONICA BRASIL-ADRadr | $28,638,000 | – | 2,055,825 | – | 0.33% | – |
| New | 51JOB INCcv sr nt | $28,311,000 | – | 27,738,000 | – | 0.33% | – | |
| New | MOLINA HEALTHCARE INCcv sr unsec nt | $27,526,000 | – | 20,900,000 | – | 0.32% | – | |
| New | RESTORATION HARDWARE HOLDINGS INCcv sr unsec nt 144a | $26,837,000 | – | 27,000,000 | – | 0.31% | – | |
| CIG | New | CEMIG SA -SPONS ADRadr | $26,403,000 | – | 6,929,863 | – | 0.31% | – |
| New | SUNPOWER CORPcv sr unsec nt | $26,055,000 | – | 26,975,000 | – | 0.30% | – | |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $25,404,000 | – | 2,175,000 | – | 0.29% | – |
| YNDX | New | YANDEX NV | $25,220,000 | – | 1,657,000 | – | 0.29% | – |
| CCS | New | CENTURY COMMUNITIES INC | $24,698,000 | – | 1,226,931 | – | 0.29% | – |
| APO | New | APOLLO GLOBAL MANAGEMENT - A | $22,150,000 | – | 1,000,000 | – | 0.26% | – |
| New | ALERE INCcv sr sub nt | $21,896,000 | – | 17,613,000 | – | 0.25% | – | |
| TSQ | New | TOWNSQUARE MEDIA INC - CL A | $21,662,000 | – | 1,595,224 | – | 0.25% | – |
| New | HEALTHWAYS INCcv sr unsec nt | $19,689,000 | – | 21,000,000 | – | 0.23% | – | |
| AU | New | ANGLOGOLD ASHANTI-SPON ADRadr | $19,021,000 | – | 2,125,297 | – | 0.22% | – |
| New | WEBMD HEALTH CORPcv sr unsec nt | $18,738,000 | – | 18,300,000 | – | 0.22% | – | |
| New | TRINA SOLAR LTDcv sr unsec nt | $18,777,000 | – | 18,510,000 | – | 0.22% | – | |
| BSAC | New | BANCO SANTANDER-CHILE-ADRadr | $17,876,000 | – | 882,768 | – | 0.21% | – |
| New | B2GOLD CORPcv sr sub nt pnc | $17,728,000 | – | 19,781,000 | – | 0.20% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FIN REITcv sr unsec nt | $17,054,000 | – | 17,000,000 | – | 0.20% | – | |
| New | PENNYMAC CORPcv sr unsec nt reit | $16,969,000 | – | 18,000,000 | – | 0.20% | – | |
| New | BLUCORA INCcv sr unsec nt | $16,931,000 | – | 17,033,000 | – | 0.20% | – | |
| New | NEW MOUNTAIN FINANCE CORcv sr unsec nt | $16,319,000 | – | 16,155,000 | – | 0.19% | – | |
| NRG | New | NRG ENERGY INC | $16,313,000 | – | 713,000 | – | 0.19% | – |
| MCF | New | CONTANGO OIL & GAS | $15,800,000 | – | 1,287,732 | – | 0.18% | – |
| New | TPG SPECIALTY LENDING INCcv sr unsec nt | $15,463,000 | – | 15,465,000 | – | 0.18% | – | |
| New | TITAN MACHINERY INCcv sr unsec nt | $15,476,000 | – | 18,853,000 | – | 0.18% | – | |
| New | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $15,100,000 | – | 16,000,000 | – | 0.18% | – | |
| New | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $14,375,000 | – | 15,200,000 | – | 0.17% | – | |
| New | PDL BIOPHARMA INCcv sr unsec nt | $13,444,000 | – | 14,138,000 | – | 0.16% | – | |
| New | IXIAcv sr unsec nt | $13,222,000 | – | 13,230,000 | – | 0.15% | – | |
| New | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $13,110,000 | – | 15,545,000 | – | 0.15% | – | |
| GTY | New | GETTY REALTY CORP | $12,975,000 | – | 793,091 | – | 0.15% | – |
| New | REDWOOD TRUST INCcv sr unsec nt reit | $12,868,000 | – | 13,399,000 | – | 0.15% | – | |
| YPF | New | YPF S.A.-SPONSORED ADRadr | $12,765,000 | – | 465,365 | – | 0.15% | – |
| New | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $12,656,000 | – | 12,500,000 | – | 0.15% | – | |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi | $12,575,000 | – | 14,058,000 | – | 0.15% | – | |
| New | HCI GROUP INCcv sr unsec nt | $12,279,000 | – | 12,500,000 | – | 0.14% | – | |
| New | YY INCcv sr unsec nt | $11,907,000 | – | 12,600,000 | – | 0.14% | – | |
| New | PHOTRONICS INCcv sr unsec nt | $11,575,000 | – | 10,193,000 | – | 0.13% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $11,072,000 | – | 11,000,000 | – | 0.13% | – | |
| WFCPRL | New | WELLS FARGO & COMPANY7.50% cv pfd cl-a ser-l perp pnc | $10,644,000 | – | 9,058 | – | 0.12% | – |
| New | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $10,621,000 | – | 11,260,000 | – | 0.12% | – | |
| New | AV HOMES INCcv sr unsec nt | $10,500,000 | – | 10,497,000 | – | 0.12% | – | |
| New | SOUFUN HOLDINGS LIMITEDcv sr unsec nt | $9,860,000 | – | 10,400,000 | – | 0.11% | – | |
| New | FORESTAR GROUP INCcv sr unsec nt | $9,745,000 | – | 11,022,000 | – | 0.11% | – | |
| New | GSV CAPITAL CORPcv sr unsec nt | $9,725,000 | – | 10,103,000 | – | 0.11% | – | |
| New | ARES COMMERCIAL REAL ESTATEcv sr unsec nt | $9,731,000 | – | 9,525,000 | – | 0.11% | – | |
| New | ALLSCRIPTS HEALTHCARE SOLUTIONScv sr unsec nt | $9,557,000 | – | 9,235,000 | – | 0.11% | – | |
| TEO | New | TELECOM ARGENTINA SA-SP ADR | $9,352,000 | – | 519,851 | – | 0.11% | – |
| New | CHART INDUSTRIES INCcv sr sub nt | $9,251,000 | – | 9,525,000 | – | 0.11% | – | |
| New | GENERAL CABLE CORPcv sub nt multi-cpn pnc | $9,278,000 | – | 10,895,000 | – | 0.11% | – | |
| New | SINA CORPcv sr unsec nt | $8,612,000 | – | 9,000,000 | – | 0.10% | – | |
| VIP | New | VIMPELCOM LTD-SPON ADR | $8,344,000 | – | 1,678,900 | – | 0.10% | – |
| New | ARES CAPITAL CORPcv sr unsec nt | $8,214,000 | – | 7,900,000 | – | 0.10% | – | |
| New | RESOURCE CAPITAL CORPcv sr unsec nt reit | $8,025,000 | – | 8,689,000 | – | 0.09% | – | |
| New | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $7,919,000 | – | 6,500,000 | – | 0.09% | – | |
| New | VECTOR GROUP LTDcv sr unsec nt | $7,710,000 | – | 7,000,000 | – | 0.09% | – | |
| New | FIFTH STREET FINANCEcv sr unsec nt | $7,726,000 | – | 7,540,000 | – | 0.09% | – | |
| New | YANDEX NVcv sr unsec nt | $6,961,000 | – | 8,026,000 | – | 0.08% | – | |
| New | WALTER INVESTMENT MGMTcv sr sub nt | $6,636,000 | – | 8,000,000 | – | 0.08% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $6,520,000 | – | 6,909,000 | – | 0.08% | – | |
| New | EXELIXIS INCcv sr sub nt pnc | $6,248,000 | – | 7,000,000 | – | 0.07% | – | |
| New | ALASKA COMMUNICATIONS SYSTEMS GROUP INCcv sr sub nt | $6,133,000 | – | 6,000,000 | – | 0.07% | – | |
| New | HORNBECK OFFSHORE SERVICEScv sr unsec nt | $5,754,000 | – | 7,000,000 | – | 0.07% | – | |
| BACPRL | New | BANK OF AMERICA CORP7.25% cv non-cum pfd perp ser-l pnc | $5,560,000 | – | 5,000 | – | 0.06% | – |
| New | SOLAZYME INCcv sr sub nt | $5,553,000 | – | 9,500,000 | – | 0.06% | – | |
| New | SERVICESOURCE INTL INCcv sr unsec nt | $5,461,000 | – | 6,400,000 | – | 0.06% | – | |
| GOGL | New | GOLDEN OCEAN GROUP LTD | $4,428,000 | – | 1,150,000 | – | 0.05% | – |
| New | CORSICANTO LTDcv sr unsec nt | $4,283,000 | – | 4,000,000 | – | 0.05% | – | |
| MTCN | New | ARCELORMITTALmand 6% cv sr sub nt | $4,088,000 | – | 256,300 | – | 0.05% | – |
| New | SEQUENOM INCcv sr unsec nt pnc | $3,923,000 | – | 4,000,000 | – | 0.04% | – | |
| New | GAIN CAPITAL HOLDINGS INCcv sr unsec nt pnc | $3,796,000 | – | 3,500,000 | – | 0.04% | – | |
| New | STONE ENERGY CORPcv sr unsec nt | $3,692,000 | – | 4,000,000 | – | 0.04% | – | |
| New | MERITAGE HOMES CORPcv sr unsec nt | $3,741,000 | – | 3,500,000 | – | 0.04% | – | |
| PARR | New | PAR PETROLEUM CORP | $3,573,000 | – | 190,862 | – | 0.04% | – |
| DSX | New | DIANA SHIPPING INC | $3,418,000 | – | 484,800 | – | 0.04% | – |
| NYCBPRU | New | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $3,169,000 | – | 61,960 | – | 0.04% | – |
| New | RYLAND GROUPcv sr unsec nt pnc | $2,906,000 | – | 3,000,000 | – | 0.03% | – | |
| New | SPECTRUM PHARMACEUTICALScv sr unsec nt | $2,357,000 | – | 2,500,000 | – | 0.03% | – | |
| PBRA | New | PETROLEO BRASIL-SP PREF ADRadr | $2,324,000 | – | 284,800 | – | 0.03% | – |
| BBD | New | BANCO BRADESCO-ADRadr | $2,238,000 | – | 244,360 | – | 0.03% | – |
| New | COBALT INTL ENERGY INCcv sr unsec nt | $2,224,000 | – | 3,000,000 | – | 0.03% | – | |
| New | KB HOMEcv sr unsec nt | $1,957,000 | – | 2,000,000 | – | 0.02% | – | |
| OIBRQ | New | OI SA-ADRpreferred stock adr | $1,885,000 | – | 986,395 | – | 0.02% | – |
| MEA | New | METALICO INC | $1,921,000 | – | 3,766,505 | – | 0.02% | – |
| TX | New | TERNIUM SA-SPONSORED ADRadr | $1,792,000 | – | 103,500 | – | 0.02% | – |
| NBG | New | NATIONAL BANK OF GREECE-ADRadr | $1,853,000 | – | 1,764,500 | – | 0.02% | – |
| New | CTRIP.COM INTERNATIONAL LTDcv sr unsec nt | $1,719,000 | – | 1,500,000 | – | 0.02% | – | |
| VRSZQ | New | VERSO CORP | $1,702,000 | – | 2,578,897 | – | 0.02% | – |
| New | BIOMARIN PHARMACEUTICALcv sr sub nt | $1,547,000 | – | 1,000,000 | – | 0.02% | – | |
| EEM | New | ISHARES MSCI EMERGING MARKETetp | $1,506,000 | – | 38,000 | – | 0.02% | – |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $1,478,000 | – | 189,264 | – | 0.02% | – |
| New | RENEWABLE ENERGY GROUP Icv sr unsec nt | $1,387,000 | – | 1,300,000 | – | 0.02% | – | |
| PGND | New | PRESS GANEY HOLDINGS INC | $1,312,000 | – | 48,172 | – | 0.02% | – |
| New | ALPHA NATURAL RESOURCEScv sr unsec nt | $923,000 | – | 11,365,000 | – | 0.01% | – | |
| KANG | New | IKANG HEALTHCARE GROUP-ADRadr | $930,000 | – | 48,100 | – | 0.01% | – |
| AMSGP | New | AMSURG CORP5.25% mand cv pfd | $692,000 | – | 4,954 | – | 0.01% | – |
| OIBRC | New | OI SA-ADR | $683,000 | – | 346,452 | – | 0.01% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WSHLY | Exit | WSP HOLDINGS LTD-ADR | $0 | – | -1,408,800 | – | -0.01% | – |
| QUAD | Exit | QUAD GRAPHICS INC | $0 | – | -44,931 | – | -0.01% | – |
| TGS | Exit | TRANSPORTADORA DE GAS DEL SUR SA | $0 | – | -547,476 | – | -0.03% | – |
| EPRPRE | Exit | EPR PROPERTIES9% cv perp pfd ser-e reit pnc | $0 | – | -62,250 | – | -0.03% | – |
| Exit | AAR CORPcv sr unsec nt | $0 | – | -2,000,000 | – | -0.03% | – | |
| Exit | ARES CAPITAL CORPcv sr unsec nt | $0 | – | -2,146,000 | – | -0.04% | – | |
| OIBRC | Exit | OI SA-ADR | $0 | – | -3,464,543 | – | -0.04% | – |
| Exit | BPZ RESOURCES INCcv sr unsec nt pnc | $0 | – | -2,590,000 | – | -0.04% | – | |
| Exit | SEQUENOM INCcv sr unsec nt pnc | $0 | – | -2,800,000 | – | -0.04% | – | |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -275,000 | – | -0.04% | – |
| PARR | Exit | PAR PETROLEUM CORP | $0 | – | -190,862 | – | -0.05% | – |
| DSX | Exit | DIANA SHIPPING INC | $0 | – | -484,800 | – | -0.07% | – |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -4,750,000 | – | -0.08% | – | |
| Exit | TITAN MACHINERY INCcv sr unsec nt | $0 | – | -6,429,000 | – | -0.08% | – | |
| NMIH | Exit | NMI HOLDINGS INC | $0 | – | -600,300 | – | -0.09% | – |
| Exit | GOLDEN STAR RESOURCEScv sr unsec nt | $0 | – | -8,750,000 | – | -0.10% | – | |
| EPRPRC | Exit | EPR PROPERTIES5.75% cv perp pfd ser-c reit | $0 | – | -276,321 | – | -0.10% | – |
| OCN | Exit | OCWEN FINANCIAL CORP | $0 | – | -237,000 | – | -0.10% | – |
| Exit | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $0 | – | -6,510,000 | – | -0.10% | – | |
| Exit | WALTER INVESTMENT MGMTcv sr sub nt | $0 | – | -7,846,000 | – | -0.11% | – | |
| OIBR | Exit | OI SA-ADRpreferred stock adr | $0 | – | -9,863,971 | – | -0.11% | – |
| Exit | ANNALY CAPITAL MGMTcv sr unsec nt | $0 | – | -7,000,000 | – | -0.12% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -7,082,000 | – | -0.12% | – | |
| Exit | ALPHA NATURAL RESOURCEScv sr unsec nt | $0 | – | -11,365,000 | – | -0.14% | – | |
| MTCN | Exit | ARCELORMITTALmand 6% cv sr sub nt | $0 | – | -380,000 | – | -0.14% | – |
| Exit | HEADWATERS INCcv sr sub nt | $0 | – | -7,646,000 | – | -0.14% | – | |
| Exit | TTM TECHNOLOGIEScv sr unsec nt | $0 | – | -8,299,000 | – | -0.14% | – | |
| Exit | ASCENT CAPITAL GROUP INCcv sr unsec nt | $0 | – | -9,390,000 | – | -0.14% | – | |
| Exit | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $0 | – | -8,500,000 | – | -0.14% | – | |
| Exit | MEDICINES COMPANYcv sr unsec nt | $0 | – | -8,085,000 | – | -0.14% | – | |
| Exit | RESOURCE CAPITAL CORPcv sr unsec nt reit | $0 | – | -8,689,000 | – | -0.14% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -8,421,000 | – | -0.14% | – | |
| Exit | NUANCE COMMUNICATIONScv sr unsec nt | $0 | – | -9,500,000 | – | -0.16% | – | |
| Exit | INSULET CORPORATIONcv sr unsec nt pnc | $0 | – | -9,436,000 | – | -0.17% | – | |
| VIP | Exit | VIMPELCOM LTD-SPON ADR | $0 | – | -1,410,000 | – | -0.17% | – |
| TEO | Exit | TELECOM ARGENTINA SA-SP ADR | $0 | – | -519,851 | – | -0.18% | – |
| Exit | APOLLO INVESTMENT CORPcv sr unsec nt | $0 | – | -10,525,000 | – | -0.18% | – | |
| Exit | VECTOR GROUP LTDcv sr unsec nt | $0 | – | -10,000,000 | – | -0.18% | – | |
| Exit | ARES COMMERCIAL REAL ESTATEcv sr unsec nt | $0 | – | -11,025,000 | – | -0.19% | – | |
| NYCBPRU | Exit | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $0 | – | -227,585 | – | -0.19% | – |
| WPZ | Exit | WILLIAMS PARTNERS LPpartnership shares | $0 | – | -217,146 | – | -0.19% | – |
| Exit | HOME INNS HTL MNGMT INCcv sr unsec nt | $0 | – | -12,630,000 | – | -0.20% | – | |
| Exit | AV HOMES INCcv sr unsec nt | $0 | – | -11,717,000 | – | -0.20% | – | |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -2,240,599 | – | -0.21% | – |
| Exit | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $0 | – | -14,095,000 | – | -0.22% | – | |
| Exit | STERLITE INDUSTRIES LTDcv sr unsec nt pnc | $0 | – | -13,335,000 | – | -0.22% | – | |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $0 | – | -14,000,000 | – | -0.22% | – | |
| Exit | FIFTH STREET FINANCEcv sr unsec nt | $0 | – | -13,115,000 | – | -0.23% | – | |
| Exit | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $0 | – | -13,098,000 | – | -0.24% | – | |
| Exit | BGC PARTNERS INCcv sr unsec nt | $0 | – | -14,145,000 | – | -0.25% | – | |
| Exit | HELIX ENERGY SOLUTIONScv sr unsec nt cpdi | $0 | – | -13,087,000 | – | -0.26% | – | |
| BACPRL | Exit | BANK OF AMERICA CORP7.25% cv non-cum pfd perp ser-l pnc | $0 | – | -14,400 | – | -0.27% | – |
| Exit | PENNYMAC CORPcv sr unsec nt reit | $0 | – | -17,480,000 | – | -0.29% | – | |
| EMC | Exit | EMC CORP/MA | $0 | – | -610,000 | – | -0.30% | – |
| Exit | APOLLO COMMERCIAL REAL ESTATE FIN REITcv sr unsec nt | $0 | – | -18,475,000 | – | -0.30% | – | |
| WFCPRL | Exit | WELLS FARGO & COMPANY7.50% cv pfd cl-a ser-l perp pnc | $0 | – | -15,750 | – | -0.31% | – |
| TSQ | Exit | TOWNSQUARE MEDIA INC | $0 | – | -1,595,224 | – | -0.32% | – |
| Exit | GOODRICH PETROLEUM CORPcv sr unsec nt pnc | $0 | – | -18,757,000 | – | -0.33% | – | |
| Exit | CUBIST PHARMACEUTICALScv sr unsec nt | $0 | – | -17,731,000 | – | -0.33% | – | |
| MBT | Exit | MOBILE TELESYSTEMS-SP ADRadr | $0 | – | -1,357,248 | – | -0.34% | – |
| AU | Exit | ANGLOGOLD ASHANTI-SPON ADRadr | $0 | – | -1,719,744 | – | -0.34% | – |
| Exit | ICONIX BRAND GROUP INCcv sr sub nt | $0 | – | -16,395,000 | – | -0.35% | – | |
| NTAP | Exit | NETAPP INC | $0 | – | -490,000 | – | -0.35% | – |
| Exit | NETSUITE INCcv sr unsec nt | $0 | – | -20,741,000 | – | -0.36% | – | |
| Exit | AIR LEASE CORPcv sr unsec nt | $0 | – | -16,223,000 | – | -0.37% | – | |
| Exit | WEBMD HEALTH CORPcv sr unsec nt | $0 | – | -22,200,000 | – | -0.37% | – | |
| Exit | HEARTWARE INTERNATIONALcv sr unsec nt | $0 | – | -21,166,000 | – | -0.39% | – | |
| APO | Exit | APOLLO GLOBAL MANAGEMENT - A | $0 | – | -1,000,000 | – | -0.40% | – |
| GTY | Exit | GETTY REALTY CORP | $0 | – | -1,422,221 | – | -0.40% | – |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -20,395,000 | – | -0.41% | – | |
| IBN | Exit | ICICI BANK LTD-SPON ADRadr | $0 | – | -511,615 | – | -0.42% | – |
| Exit | HOLOGIC INCcv sr unsec nt ser-2010 cpdi | $0 | – | -21,179,000 | – | -0.42% | – | |
| ITUB | Exit | ITAU UNIBANCO H-SPON PRF ADRadr | $0 | – | -1,855,600 | – | -0.43% | – |
| IRDMB | Exit | IRIDIUM COMMUNICATIONS INC6.75% cv cum perp ser-b pfd pnc | $0 | – | -76,720 | – | -0.43% | – |
| Exit | PHOTRONICS INCcv sr unsec nt | $0 | – | -24,717,000 | – | -0.43% | – | |
| YNDX | Exit | YANDEX NV | $0 | – | -961,100 | – | -0.44% | – |
| ALRPRB | Exit | ALERE INC3% cv cum pfd perp ser b | $0 | – | -83,368 | – | -0.45% | – |
| PULS | Exit | PULSE ELECTRONICS CORP | $0 | – | -11,999,585 | – | -0.45% | – |
| Exit | KEYW HOLDING CORPcv sr unsec nt | $0 | – | -27,820,000 | – | -0.45% | – | |
| 9207PS | Exit | ROCK TENN COMPANY -CL A | $0 | – | -588,832 | – | -0.46% | – |
| JD | Exit | JD.COM INC-ADRadr | $0 | – | -1,129,150 | – | -0.48% | – |
| SCAI | Exit | SURGICAL CARE AFFILIATES INC | $0 | – | -1,099,090 | – | -0.49% | – |
| Exit | COLONY FINANCIAL INCcv sr unsec nt reit pnc | $0 | – | -28,138,000 | – | -0.49% | – | |
| Exit | HANWHA SOLARONE CO LTDcv sr unsec nt | $0 | – | -30,476,000 | – | -0.49% | – | |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -544,100 | – | -0.49% | – |
| Exit | TTM TECHNOLOGIES INCcv sr unsec nt | $0 | – | -30,858,000 | – | -0.50% | – | |
| Exit | MACQUARIE INFRASTRUCTUREcv sr unsec nt | $0 | – | -26,835,000 | – | -0.50% | – | |
| Exit | BPZ RESOURCES INCcv sr unsec nt | $0 | – | -30,550,000 | – | -0.51% | – | |
| AMSGP | Exit | AMSURG CORP5.25% mand cv pfd | $0 | – | -292,600 | – | -0.52% | – |
| VIV | Exit | TELEFONICA BRASIL-ADRadr | $0 | – | -1,626,810 | – | -0.53% | – |
| Exit | ALERE INCcv sr sub nt | $0 | – | -30,735,000 | – | -0.54% | – | |
| Exit | J2 GLOBAL COMMUNICATIONScv sr unsec nt cpdi | $0 | – | -33,115,000 | – | -0.55% | – | |
| Exit | CORNERSTONE ONDEMAND INCcv sr unsec nt | $0 | – | -33,219,000 | – | -0.55% | – | |
| BRFS | Exit | BRF SA-ADRadr | $0 | – | -1,428,500 | – | -0.56% | – |
| TV | Exit | GRUPO TELEVISA SA-SPON ADRadr | $0 | – | -1,041,410 | – | -0.58% | – |
| Exit | BIOMARIN PHARMACEUTICALcv sr sub nt | $0 | – | -34,510,000 | – | -0.61% | – | |
| GWRU | Exit | GENESEE & WYOMING INC5% cv mand pfd equity units | $0 | – | -301,100 | – | -0.61% | – |
| TSL | Exit | TRINA SOLAR LTD-SPON ADRadr | $0 | – | -3,145,624 | – | -0.63% | – |
| Exit | MENTOR GRAPHICS CORPcv sub unsec nt | $0 | – | -32,106,000 | – | -0.63% | – | |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -2,750,000 | – | -0.65% | – |
| Exit | FOREST CITY ENTERPRISEScv sr unsec nt pnc | $0 | – | -36,356,000 | – | -0.67% | – | |
| NRG | Exit | NRG ENERGY INC | $0 | – | -1,325,000 | – | -0.67% | – |
| Exit | RTI INTERNATIONAL METALScv sr unsec nt | $0 | – | -43,805,000 | – | -0.70% | – | |
| Exit | DEPOMED INCcv sr unsec nt pnc | $0 | – | -39,540,000 | – | -0.70% | – | |
| MCF | Exit | CONTANGO OIL & GAS | $0 | – | -1,287,732 | – | -0.71% | – |
| Exit | INTEL CORPcv jr sub nt cpdi pnc | $0 | – | -33,690,000 | – | -0.72% | – | |
| Exit | CUBIST PHARMACEUTICALScv sr unsec nt | $0 | – | -41,100,000 | – | -0.74% | – | |
| Exit | MOLINA HEALTHCARE INCcv sr unsec nt | $0 | – | -37,870,000 | – | -0.74% | – | |
| Exit | SPECTRANETICS CORPcv sr unsec nt pnc | $0 | – | -45,015,000 | – | -0.84% | – | |
| CX | Exit | CEMEX SAB-SPONS ADR PART CERadr | $0 | – | -3,938,637 | – | -0.85% | – |
| VALEP | Exit | VALE SA-SP PREF ADRadr | $0 | – | -5,637,772 | – | -0.91% | – |
| TTM | Exit | TATA MOTORS LTD-SPON ADRadr | $0 | – | -1,289,861 | – | -0.93% | – |
| Exit | HORNBECK OFFSHORE SERVICEScv sr unsec nt | $0 | – | -57,810,000 | – | -0.94% | – | |
| Exit | MEDIDATA SOLUTIONS INCcv sr unsec nt | $0 | – | -56,488,000 | – | -1.02% | – | |
| Exit | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $0 | – | -58,420,000 | – | -1.05% | – | |
| Exit | LAM RESEARCH CORPcv sr unsec nt | $0 | – | -50,260,000 | – | -1.07% | – | |
| Exit | TESLA MOTORS INCcv sr unsec nt | $0 | – | -69,000,000 | – | -1.09% | – | |
| Exit | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $0 | – | -69,165,000 | – | -1.16% | – | |
| Exit | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $0 | – | -53,237,000 | – | -1.19% | – | |
| Exit | BIOMARIN PHARMACEUTICALcv sr sub nt | $0 | – | -66,800,000 | – | -1.22% | – | |
| Exit | VERINT SYSTEMS INCcv sr unsec nt | $0 | – | -68,130,000 | – | -1.23% | – | |
| Exit | ALLSCRIPTS HEALTHCARE SOLUTIONScv sr unsec nt | $0 | – | -73,785,000 | – | -1.24% | – | |
| CCIPRA | Exit | CROWN CASTLE INTL CORP4.5% mand cv ser-a pfd | $0 | – | -730,000 | – | -1.27% | – |
| Exit | STONE ENERGY CORPcv sr unsec nt | $0 | – | -72,280,000 | – | -1.27% | – | |
| Exit | BROOKDALE SENIOR LIVINGcv sr unsec nt | $0 | – | -61,350,000 | – | -1.33% | – | |
| Exit | PRICELINE GROUP INC/THEcv sr unsec nt | $0 | – | -73,755,000 | – | -1.38% | – | |
| Exit | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $0 | – | -79,702,000 | – | -1.40% | – | |
| Exit | OMNICARE INCcv sr sub nt cpdi | $0 | – | -79,145,000 | – | -1.45% | – | |
| TSM | Exit | TAIWAN SEMICONDUCTOR-SP ADRadr | $0 | – | -4,415,484 | – | -1.48% | – |
| Exit | ON SEMICONDUCTOR CORPcv sr sub nt ser-b | $0 | – | -79,204,000 | – | -1.48% | – | |
| PBR | Exit | PETROLEO BRASILEIRO-SPON ADRadr | $0 | – | -6,305,991 | – | -1.48% | – |
| Exit | NUVASIVE INCcv sr unsec nt | $0 | – | -83,710,000 | – | -1.55% | – | |
| Exit | SALESFORCE.COM INCcv sr unsec nt | $0 | – | -84,705,000 | – | -1.56% | – | |
| TPUB | Exit | TRIBUNE PUBLISHING CO | $0 | – | -4,691,371 | – | -1.57% | – |
| Exit | COBALT INTL ENERGY INCcv sr unsec nt pnc | $0 | – | -109,000,000 | – | -1.63% | – | |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -12,925,800 | – | -1.67% | – |
| AIQ | Exit | ALLIANCE HEALTHCARE SERVICES | $0 | – | -4,756,491 | – | -1.78% | – |
| Exit | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $0 | – | -86,790,000 | – | -1.90% | – | |
| DMND | Exit | DIAMOND FOODS INC | $0 | – | -4,420,859 | – | -2.10% | – |
| XCO | Exit | EXCO RESOURCES INC | $0 | – | -45,173,682 | – | -2.50% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -2,966,585 | – | -2.72% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -8,256,030 | – | -3.16% | – |
| FBP | Exit | FIRST BANCORP PUERTO RICO | $0 | – | -41,843,581 | – | -3.29% | – |
| DYN | Exit | DYNEGY INC | $0 | – | -7,928,800 | – | -3.79% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -51,234,231 | – | -9.36% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SBLK | Buy | STAR BULK CARRIERS CORP | $564,602,000 | +653.9% | 51,234,231 | +787.3% | 9.36% | +616.9% |
| DYN | Buy | DYNEGY INC | $228,825,000 | -5.3% | 7,928,800 | +14.2% | 3.79% | -9.9% |
| ALLY | Buy | ALLY FINANCIAL INC | $191,045,000 | -0.0% | 8,256,030 | +3.3% | 3.16% | -4.9% |
| DOOR | Sell | MASONITE INTERNATIONAL CORP | $164,289,000 | -19.4% | 2,966,585 | -18.1% | 2.72% | -23.3% |
| New | MICRON TECHNOLOGY INCcv sr unsec nt ser-g pnc | $114,687,000 | – | 86,790,000 | – | 1.90% | – | |
| MTG | Buy | MGIC INVESTMENT CORP | $100,951,000 | -4.2% | 12,925,800 | +13.4% | 1.67% | -8.8% |
| Buy | COBALT INTL ENERGY INCcv sr unsec nt pnc | $98,468,000 | -14.7% | 109,000,000 | +1.4% | 1.63% | -18.9% | |
| TPUB | New | TRIBUNE PUBLISHING CO | $94,672,000 | – | 4,691,371 | – | 1.57% | – |
| Buy | SALESFORCE.COM INCcv sr unsec nt | $94,385,000 | -1.1% | 84,705,000 | +1.8% | 1.56% | -6.0% | |
| PBR | Buy | PETROLEO BRASILEIRO-SPON ADRadr | $89,482,000 | +10.3% | 6,305,991 | +13.7% | 1.48% | +5.0% |
| Sell | ON SEMICONDUCTOR CORPcv sr sub nt ser-b | $89,497,000 | -4.7% | 79,204,000 | -0.6% | 1.48% | -9.4% | |
| TSM | Buy | TAIWAN SEMICONDUCTOR-SP ADRadr | $89,104,000 | +28.6% | 4,415,484 | +36.3% | 1.48% | +22.3% |
| Sell | OMNICARE INCcv sr sub nt cpdi | $87,402,000 | -4.8% | 79,145,000 | -1.9% | 1.45% | -9.4% | |
| Buy | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $84,663,000 | +2.4% | 79,702,000 | +5.7% | 1.40% | -2.6% | |
| Sell | PRICELINE GROUP INC/THEcv sr unsec nt | $82,987,000 | -18.2% | 73,755,000 | -13.3% | 1.38% | -22.2% | |
| Sell | BROOKDALE SENIOR LIVINGcv sr unsec nt | $80,017,000 | -10.9% | 61,350,000 | -6.5% | 1.33% | -15.2% | |
| Buy | STONE ENERGY CORPcv sr unsec nt | $76,872,000 | -15.2% | 72,280,000 | +1.4% | 1.27% | -19.4% | |
| New | ALLSCRIPTS HEALTHCARE SOLUTIONScv sr unsec nt | $75,022,000 | – | 73,785,000 | – | 1.24% | – | |
| New | VERINT SYSTEMS INCcv sr unsec nt | $74,494,000 | – | 68,130,000 | – | 1.23% | – | |
| Sell | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $71,863,000 | -2.5% | 53,237,000 | -0.9% | 1.19% | -7.2% | |
| Buy | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $69,750,000 | +5.4% | 69,165,000 | +9.2% | 1.16% | +0.3% | |
| Sell | TESLA MOTORS INCcv sr unsec nt | $65,749,000 | -18.4% | 69,000,000 | -16.4% | 1.09% | -22.4% | |
| Sell | LAM RESEARCH CORPcv sr unsec nt | $64,317,000 | -32.5% | 50,260,000 | -34.0% | 1.07% | -35.7% | |
| Buy | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $63,256,000 | -4.5% | 58,420,000 | +1.7% | 1.05% | -9.2% | |
| New | MEDIDATA SOLUTIONS INCcv sr unsec nt | $61,532,000 | – | 56,488,000 | – | 1.02% | – | |
| Sell | HORNBECK OFFSHORE SERVICEScv sr unsec nt | $56,713,000 | -23.8% | 57,810,000 | -5.6% | 0.94% | -27.5% | |
| TTM | Buy | TATA MOTORS LTD-SPON ADRadr | $56,380,000 | +37.4% | 1,289,861 | +22.8% | 0.93% | +30.6% |
| VALEP | Buy | VALE SA-SP PREF ADRadr | $54,743,000 | +13.4% | 5,637,772 | +39.0% | 0.91% | +7.8% |
| CX | Buy | CEMEX SAB-SPONS ADR PART CERadr | $51,360,000 | +29.2% | 3,938,637 | +31.1% | 0.85% | +23.0% |
| Buy | SPECTRANETICS CORPcv sr unsec nt pnc | $50,846,000 | +49.1% | 45,015,000 | +38.0% | 0.84% | +41.8% | |
| New | CUBIST PHARMACEUTICALScv sr unsec nt | $44,832,000 | – | 41,100,000 | – | 0.74% | – | |
| Sell | MOLINA HEALTHCARE INCcv sr unsec nt | $44,815,000 | -47.8% | 37,870,000 | -44.7% | 0.74% | -50.3% | |
| Sell | INTEL CORPcv jr sub nt cpdi pnc | $43,193,000 | -14.0% | 33,690,000 | -16.2% | 0.72% | -18.1% | |
| New | DEPOMED INCcv sr unsec nt pnc | $42,135,000 | – | 39,540,000 | – | 0.70% | – | |
| Buy | RTI INTERNATIONAL METALScv sr unsec nt | $42,123,000 | -1.0% | 43,805,000 | +3.5% | 0.70% | -5.8% | |
| Sell | FOREST CITY ENTERPRISEScv sr unsec nt pnc | $40,279,000 | -27.0% | 36,356,000 | -25.3% | 0.67% | -30.6% | |
| Sell | MENTOR GRAPHICS CORPcv sub unsec nt | $38,141,000 | -8.6% | 32,106,000 | -5.0% | 0.63% | -13.1% | |
| TSL | Buy | TRINA SOLAR LTD-SPON ADRadr | $37,968,000 | +16.6% | 3,145,624 | +23.9% | 0.63% | +10.9% |
| Buy | BIOMARIN PHARMACEUTICALcv sr sub nt | $37,002,000 | +30.9% | 34,510,000 | +26.6% | 0.61% | +24.3% | |
| TV | Sell | GRUPO TELEVISA SA-SPON ADRadr | $35,283,000 | -2.5% | 1,041,410 | -1.2% | 0.58% | -7.1% |
| BRFS | Buy | BRF SA-ADRadr | $33,984,000 | +24.4% | 1,428,500 | +27.1% | 0.56% | +18.3% |
| New | CORNERSTONE ONDEMAND INCcv sr unsec nt | $33,416,000 | – | 33,219,000 | – | 0.55% | – | |
| Buy | J2 GLOBAL COMMUNICATIONScv sr unsec nt cpdi | $33,372,000 | +32.6% | 33,115,000 | +35.3% | 0.55% | +26.3% | |
| VIV | Buy | TELEFONICA BRASIL-ADRadr | $32,016,000 | +19.1% | 1,626,810 | +24.1% | 0.53% | +13.2% |
| AMSGP | New | AMSURG CORP5.25% mand cv pfd | $31,139,000 | – | 292,600 | – | 0.52% | – |
| Sell | BPZ RESOURCES INCcv sr unsec nt | $30,657,000 | -23.1% | 30,550,000 | -9.6% | 0.51% | -26.9% | |
| New | MACQUARIE INFRASTRUCTUREcv sr unsec nt | $30,008,000 | – | 26,835,000 | – | 0.50% | – | |
| Sell | TTM TECHNOLOGIES INCcv sr unsec nt | $29,955,000 | -34.1% | 30,858,000 | -25.2% | 0.50% | -37.4% | |
| Sell | HANWHA SOLARONE CO LTDcv sr unsec nt | $29,394,000 | -7.3% | 30,476,000 | -8.3% | 0.49% | -11.8% | |
| Sell | COLONY FINANCIAL INCcv sr unsec nt reit pnc | $29,386,000 | -11.6% | 28,138,000 | -7.8% | 0.49% | -15.9% | |
| SCAI | Sell | SURGICAL CARE AFFILIATES INC | $29,379,000 | -38.5% | 1,099,090 | -33.1% | 0.49% | -41.5% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $29,392,000 | -42.0% | 544,100 | -41.4% | 0.49% | -44.8% |
| JD | Buy | JD.COM INC-ADRadr | $29,155,000 | +3.4% | 1,129,150 | +14.2% | 0.48% | -1.6% |
| 9207PS | New | ROCK TENN COMPANY -CL A | $28,017,000 | – | 588,832 | – | 0.46% | – |
| New | KEYW HOLDING CORPcv sr unsec nt | $27,307,000 | – | 27,820,000 | – | 0.45% | – | |
| ALRPRB | Sell | ALERE INC3% cv cum pfd perp ser b | $27,040,000 | -60.0% | 83,368 | -60.8% | 0.45% | -62.0% |
| YNDX | New | YANDEX NV | $26,714,000 | – | 961,100 | – | 0.44% | – |
| ITUB | New | ITAU UNIBANCO H-SPON PRF ADRadr | $25,756,000 | – | 1,855,600 | – | 0.43% | – |
| IBN | New | ICICI BANK LTD-SPON ADRadr | $25,120,000 | – | 511,615 | – | 0.42% | – |
| Sell | CEMEX SAB DE CVcv sub nt | $24,481,000 | -13.1% | 20,395,000 | -8.9% | 0.41% | -17.3% | |
| APO | Sell | APOLLO GLOBAL MANAGEMENT - A | $23,840,000 | -23.0% | 1,000,000 | -10.5% | 0.40% | -26.9% |
| Sell | HEARTWARE INTERNATIONALcv sr unsec nt | $23,394,000 | -23.9% | 21,166,000 | -19.1% | 0.39% | -27.5% | |
| Buy | WEBMD HEALTH CORPcv sr unsec nt | $22,321,000 | -1.4% | 22,200,000 | +3.3% | 0.37% | -6.1% | |
| New | ICONIX BRAND GROUP INCcv sr sub nt | $20,953,000 | – | 16,395,000 | – | 0.35% | – | |
| AU | Buy | ANGLOGOLD ASHANTI-SPON ADRadr | $20,637,000 | -10.8% | 1,719,744 | +27.9% | 0.34% | -15.1% |
| MBT | Buy | MOBILE TELESYSTEMS-SP ADRadr | $20,277,000 | -2.0% | 1,357,248 | +29.4% | 0.34% | -6.9% |
| New | CUBIST PHARMACEUTICALScv sr unsec nt | $19,801,000 | – | 17,731,000 | – | 0.33% | – | |
| TSQ | New | TOWNSQUARE MEDIA INC | $19,174,000 | – | 1,595,224 | – | 0.32% | – |
| WFCPRL | Sell | WELLS FARGO & COMPANY7.50% cv pfd cl-a ser-l perp pnc | $18,938,000 | -14.6% | 15,750 | -13.7% | 0.31% | -18.7% |
| Buy | APOLLO COMMERCIAL REAL ESTATE FIN REITcv sr unsec nt | $18,433,000 | -3.2% | 18,475,000 | +2.4% | 0.30% | -8.1% | |
| Sell | PENNYMAC CORPcv sr unsec nt reit | $17,331,000 | -14.0% | 17,480,000 | -13.9% | 0.29% | -18.2% | |
| BACPRL | Sell | BANK OF AMERICA CORP7.25% cv non-cum pfd perp ser-l pnc | $16,510,000 | -16.7% | 14,400 | -14.8% | 0.27% | -20.6% |
| Sell | HELIX ENERGY SOLUTIONScv sr unsec nt cpdi | $15,449,000 | -52.3% | 13,087,000 | -45.1% | 0.26% | -54.7% | |
| Sell | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $14,321,000 | -25.3% | 13,098,000 | -25.1% | 0.24% | -29.0% | |
| Buy | FIFTH STREET FINANCEcv sr unsec nt | $13,657,000 | +2.9% | 13,115,000 | +5.3% | 0.23% | -2.2% | |
| Sell | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $13,357,000 | -9.0% | 14,000,000 | -7.6% | 0.22% | -13.7% | |
| Sell | STERLITE INDUSTRIES LTDcv sr unsec nt pnc | $13,298,000 | -13.3% | 13,335,000 | -13.0% | 0.22% | -17.6% | |
| Sell | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $13,239,000 | -20.5% | 14,095,000 | -17.1% | 0.22% | -24.5% | |
| Buy | AV HOMES INCcv sr unsec nt | $12,333,000 | +1.8% | 11,717,000 | +4.5% | 0.20% | -3.3% | |
| Buy | HOME INNS HTL MNGMT INCcv sr unsec nt | $12,235,000 | +52.2% | 12,630,000 | +55.7% | 0.20% | +45.0% | |
| WPZ | New | WILLIAMS PARTNERS LPpartnership shares | $11,520,000 | – | 217,146 | – | 0.19% | – |
| NYCBPRU | Sell | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $11,455,000 | -7.3% | 227,585 | -9.5% | 0.19% | -11.6% |
| Sell | ARES COMMERCIAL REAL ESTATEcv sr unsec nt | $11,321,000 | -16.2% | 11,025,000 | -16.8% | 0.19% | -20.0% | |
| Sell | VECTOR GROUP LTDcv sr unsec nt | $11,191,000 | -46.8% | 10,000,000 | -48.8% | 0.18% | -49.5% | |
| Sell | APOLLO INVESTMENT CORPcv sr unsec nt | $10,976,000 | -7.1% | 10,525,000 | -4.5% | 0.18% | -11.7% | |
| TEO | Buy | TELECOM ARGENTINA SA-SP ADR | $10,553,000 | -12.3% | 519,851 | +1.8% | 0.18% | -16.7% |
| New | INSULET CORPORATIONcv sr unsec nt pnc | $10,108,000 | – | 9,436,000 | – | 0.17% | – | |
| Sell | NUANCE COMMUNICATIONScv sr unsec nt | $9,417,000 | -6.6% | 9,500,000 | -5.0% | 0.16% | -11.4% | |
| Buy | PROSPECT CAPITAL CORPcv sr unsec nt | $8,725,000 | +18.0% | 8,421,000 | +19.1% | 0.14% | +12.4% | |
| Sell | RESOURCE CAPITAL CORPcv sr unsec nt reit | $8,643,000 | -47.2% | 8,689,000 | -46.3% | 0.14% | -49.8% | |
| Buy | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $8,487,000 | +85.2% | 8,500,000 | +88.9% | 0.14% | +76.2% | |
| Buy | ASCENT CAPITAL GROUP INCcv sr unsec nt | $8,490,000 | +166.1% | 9,390,000 | +174.6% | 0.14% | +151.8% | |
| Sell | HEADWATERS INCcv sr sub nt | $8,335,000 | -11.2% | 7,646,000 | -11.6% | 0.14% | -15.9% | |
| MTCN | Sell | ARCELORMITTALmand 6% cv sr sub nt | $8,128,000 | -42.6% | 380,000 | -39.7% | 0.14% | -45.3% |
| Buy | PROSPECT CAPITAL CORPcv sr unsec nt | $7,294,000 | +5.7% | 7,082,000 | +7.4% | 0.12% | +0.8% | |
| Sell | ANNALY CAPITAL MGMTcv sr unsec nt | $7,049,000 | -27.6% | 7,000,000 | -26.3% | 0.12% | -31.2% | |
| Sell | WALTER INVESTMENT MGMTcv sr sub nt | $6,564,000 | -58.8% | 7,846,000 | -54.2% | 0.11% | -60.6% | |
| Sell | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $6,358,000 | -37.3% | 6,510,000 | -35.6% | 0.10% | -40.7% | |
| EPRPRC | Sell | EPR PROPERTIES5.75% cv perp pfd ser-c reit | $6,086,000 | -34.0% | 276,321 | -31.1% | 0.10% | -37.3% |
| Sell | GOLDEN STAR RESOURCEScv sr unsec nt | $5,902,000 | -41.0% | 8,750,000 | -36.4% | 0.10% | -43.7% | |
| NMIH | New | NMI HOLDINGS INC | $5,193,000 | – | 600,300 | – | 0.09% | – |
| Sell | TITAN MACHINERY INCcv sr unsec nt | $4,958,000 | -70.5% | 6,429,000 | -66.2% | 0.08% | -72.0% | |
| Sell | PROSPECT CAPITAL CORPcv sr unsec nt | $4,893,000 | -23.2% | 4,750,000 | -20.8% | 0.08% | -27.0% | |
| DSX | New | DIANA SHIPPING INC | $4,334,000 | – | 484,800 | – | 0.07% | – |
| PARR | New | PAR PETROLEUM CORP | $3,216,000 | – | 190,862 | – | 0.05% | – |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $2,745,000 | – | 275,000 | – | 0.04% | – |
| Sell | SEQUENOM INCcv sr unsec nt pnc | $2,672,000 | -69.6% | 2,800,000 | -65.8% | 0.04% | -71.2% | |
| Sell | BPZ RESOURCES INCcv sr unsec nt pnc | $2,590,000 | -22.8% | 2,590,000 | -20.6% | 0.04% | -25.9% | |
| Sell | ARES CAPITAL CORPcv sr unsec nt | $2,250,000 | -21.2% | 2,146,000 | -18.9% | 0.04% | -26.0% | |
| Sell | AAR CORPcv sr unsec nt | $2,009,000 | -61.7% | 2,000,000 | -60.0% | 0.03% | -63.7% | |
| EPRPRE | Sell | EPR PROPERTIES9% cv perp pfd ser-e reit pnc | $1,898,000 | -47.6% | 62,250 | -45.9% | 0.03% | -50.8% |
| QUAD | New | QUAD GRAPHICS INC | $864,000 | – | 44,931 | – | 0.01% | – |
| Exit | MERRIMACK PHARMACEUTICALScv sr unsec nt | $0 | – | -1,000,000 | – | -0.02% | – | |
| LXPPRC | Exit | LEXINGTON REALTY TRUST6.50% cv perp pfd ser-c reit | $0 | – | -29,266 | – | -0.02% | – |
| Exit | INTEL CORPcv jr sub nt cpdi pnc | $0 | – | -1,000,000 | – | -0.03% | – | |
| Exit | MOLYCORP INCcv sr unsec nt pnc | $0 | – | -4,000,000 | – | -0.05% | – | |
| Exit | CAL DIVE INTERNATIONALcv sr unsec nt | $0 | – | -3,185,000 | – | -0.05% | – | |
| PRGN | Exit | PARAGON SHIPPING INC-CLASS A | $0 | – | -500,000 | – | -0.05% | – |
| Exit | ENDOLOGIX INCcv sr unsec nt pnc | $0 | – | -3,000,000 | – | -0.05% | – | |
| Exit | REDWOOD TRUST INCcv sr unsec nt reit | $0 | – | -3,000,000 | – | -0.05% | – | |
| Exit | RTI INTERNATIONAL METALScv sr unsec nt | $0 | – | -2,975,000 | – | -0.06% | – | |
| Exit | DRYSHIPS INCcv sr unsec nt | $0 | – | -5,000,000 | – | -0.09% | – | |
| Exit | MERITOR INCcv sr unsec step cpn nt | $0 | – | -5,000,000 | – | -0.09% | – | |
| Exit | YRC WORLDWIDE INCcv sec 2nd lien 10% pik nt ser-a | $0 | – | -5,930,266 | – | -0.10% | – | |
| Exit | MERITAGE HOMES CORPcv sr unsec nt | $0 | – | -5,770,000 | – | -0.11% | – | |
| Exit | INTEROIL CORPcv sr unsec nt pnc | $0 | – | -6,669,000 | – | -0.12% | – | |
| Exit | WABASH NATIONAL CORPcv sr unsec nt | $0 | – | -5,730,000 | – | -0.14% | – | |
| Exit | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $0 | – | -7,250,000 | – | -0.14% | – | |
| Exit | CIENA CORPcv sr unsec nt | $0 | – | -11,430,000 | – | -0.20% | – | |
| BX | Exit | BLACKSTONE GROUP LP/THE | $0 | – | -350,000 | – | -0.20% | – |
| Exit | MORGANS HOTEL GROUP COcv sr sub nt | $0 | – | -14,410,000 | – | -0.25% | – | |
| Exit | BOTTOMLINE TECHNOLOGIEScv sr unsec nt | $0 | – | -12,280,000 | – | -0.25% | – | |
| Exit | TOWER GROUP INTL LTDcv sr unsec nt | $0 | – | -19,830,000 | – | -0.30% | – | |
| Exit | MOLYCORP INCcv sr unsec nt | $0 | – | -23,495,000 | – | -0.31% | – | |
| Exit | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $0 | – | -18,000,000 | – | -0.36% | – | |
| ABEV | Exit | AMBEV SA-ADRadr | $0 | – | -3,395,805 | – | -0.42% | – |
| Exit | SOLARCITY CORPcv sr unsec nt | $0 | – | -21,580,000 | – | -0.52% | – | |
| Exit | TAKE-TWO INTERACTIVE SOFTWAREcv sr unsec nt | $0 | – | -30,370,000 | – | -0.65% | – | |
| Exit | WEB.COM GROUP INCcv sr unsec nt pnc | $0 | – | -42,755,000 | – | -0.80% | – | |
| Exit | LIBERTY INTERACTIVE LLCcv sr unsec nt (twc, twx) cpdi | $0 | – | -43,005,000 | – | -1.00% | – | |
| Exit | CONCUR TECHNOLOGIES INCcv sr unsec nt | $0 | – | -60,390,000 | – | -1.18% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XCO | New | EXCO RESOURCES INC | $266,071,000 | – | 45,173,682 | – | 4.64% | – |
| DYN | New | DYNEGY INC | $241,516,000 | – | 6,940,100 | – | 4.21% | – |
| FBP | New | FIRST BANCORP PUERTO RICO | $227,630,000 | – | 41,843,581 | – | 3.96% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $203,737,000 | – | 3,621,363 | – | 3.55% | – |
| ALLY | New | ALLY FINANCIAL INC | $191,118,000 | – | 7,993,230 | – | 3.33% | – |
| AIQ | New | ALLIANCE HEALTHCARE SERVICES | $128,425,000 | – | 4,756,491 | – | 2.24% | – |
| DMND | New | DIAMOND FOODS INC | $124,668,000 | – | 4,420,859 | – | 2.17% | – |
| New | COBALT INTL ENERGY INCcv sr unsec nt pnc | $115,456,000 | – | 107,500,000 | – | 2.01% | – | |
| MTG | New | MGIC INVESTMENT CORP | $105,336,000 | – | 11,400,000 | – | 1.84% | – |
| New | PRICELINE GROUP INC/THEcv sr unsec nt | $101,408,000 | – | 85,090,000 | – | 1.77% | – | |
| New | NUVASIVE INCcv sr unsec nt | $95,630,000 | – | 83,710,000 | – | 1.67% | – | |
| New | SALESFORCE.COM INCcv sr unsec nt | $95,446,000 | – | 83,205,000 | – | 1.66% | – | |
| New | LAM RESEARCH CORPcv sr unsec nt | $95,256,000 | – | 76,165,000 | – | 1.66% | – | |
| New | ON SEMICONDUCTOR CORPcv sr sub nt ser-b | $93,940,000 | – | 79,704,000 | – | 1.64% | – | |
| New | OMNICARE INCcv sr sub nt cpdi | $91,778,000 | – | 80,645,000 | – | 1.60% | – | |
| New | STONE ENERGY CORPcv sr unsec nt | $90,693,000 | – | 71,295,000 | – | 1.58% | – | |
| New | BROOKDALE SENIOR LIVINGcv sr unsec nt | $89,799,000 | – | 65,580,000 | – | 1.56% | – | |
| New | MOLINA HEALTHCARE INCcv sr unsec nt | $85,875,000 | – | 68,495,000 | – | 1.50% | – | |
| New | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $82,694,000 | – | 75,387,000 | – | 1.44% | – | |
| PBR | New | PETROLEO BRASILEIRO S.A.-ADRadr | $81,112,000 | – | 5,544,191 | – | 1.41% | – |
| New | TESLA MOTORS INCcv sr unsec nt | $80,602,000 | – | 82,560,000 | – | 1.40% | – | |
| SBLK | New | STAR BULK CARRIERS CORP | $74,888,000 | – | 5,773,907 | – | 1.30% | – |
| New | HORNBECK OFFSHORE SERVICEScv sr unsec nt | $74,459,000 | – | 61,215,000 | – | 1.30% | – | |
| CCIPRA | New | CROWN CASTLE INTL CORP4.5% mand cv ser-a pfd | $74,399,000 | – | 730,000 | – | 1.30% | – |
| New | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $73,691,000 | – | 53,737,000 | – | 1.28% | – | |
| New | BIOMARIN PHARMACEUTICALcv sr sub nt | $70,446,000 | – | 66,800,000 | – | 1.23% | – | |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADRadr | $69,278,000 | – | 3,238,784 | – | 1.21% | – |
| New | CONCUR TECHNOLOGIES INCcv sr unsec nt | $67,832,000 | – | 60,390,000 | – | 1.18% | – | |
| ALRPRB | New | ALERE INC3% cv cum pfd perp ser b | $67,643,000 | – | 212,800 | – | 1.18% | – |
| New | SEACOR HOLDINGS INCcv sr unsec nt cpdi pnc | $66,224,000 | – | 57,420,000 | – | 1.15% | – | |
| New | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $66,156,000 | – | 63,335,000 | – | 1.15% | – | |
| New | LIBERTY INTERACTIVE LLCcv sr unsec nt (twc, twx) cpdi | $57,664,000 | – | 43,005,000 | – | 1.00% | – | |
| New | FOREST CITY ENTERPRISEScv sr unsec nt pnc | $55,148,000 | – | 48,691,000 | – | 0.96% | – | |
| MCF | New | CONTANGO OIL & GAS | $54,484,000 | – | 1,287,732 | – | 0.95% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $50,710,000 | – | 929,100 | – | 0.88% | – |
| New | INTEL CORPcv jr sub nt cpdi pnc | $50,197,000 | – | 40,225,000 | – | 0.87% | – | |
| NRG | New | NRG ENERGY INC | $49,290,000 | – | 1,325,000 | – | 0.86% | – |
| VALEP | New | VALE SA-SP PREF ADRadr | $48,255,000 | – | 4,055,072 | – | 0.84% | – |
| SCAI | New | SURGICAL CARE AFFILIATES INC | $47,758,000 | – | 1,642,285 | – | 0.83% | – |
| New | WEB.COM GROUP INCcv sr unsec nt pnc | $45,862,000 | – | 42,755,000 | – | 0.80% | – | |
| New | TTM TECHNOLOGIES INCcv sr unsec nt | $45,444,000 | – | 41,250,000 | – | 0.79% | – | |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $42,598,000 | – | 2,750,000 | – | 0.74% | – |
| New | RTI INTERNATIONAL METALScv sr unsec nt | $42,534,000 | – | 42,305,000 | – | 0.74% | – | |
| New | MENTOR GRAPHICS CORPcv sub unsec nt | $41,733,000 | – | 33,806,000 | – | 0.73% | – | |
| TTM | New | TATA MOTORS LTD-SPON ADRadr | $41,039,000 | – | 1,050,661 | – | 0.72% | – |
| GWRU | New | GENESEE & WYOMING INC5% cv mand pfd equity units | $40,346,000 | – | 301,100 | – | 0.70% | – |
| New | BPZ RESOURCES INCcv sr unsec nt | $39,884,000 | – | 33,800,000 | – | 0.70% | – | |
| CX | New | CEMEX SAB-SPONS ADR PART CERadr | $39,750,000 | – | 3,004,537 | – | 0.69% | – |
| New | TAKE-TWO INTERACTIVE SOFTWAREcv sr unsec nt | $37,175,000 | – | 30,370,000 | – | 0.65% | – | |
| TV | New | GRUPO TELEVISA SA-SPON ADRadr | $36,180,000 | – | 1,054,510 | – | 0.63% | – |
| New | ALERE INCcv sr sub nt | $34,304,000 | – | 30,735,000 | – | 0.60% | – | |
| New | SPECTRANETICS CORPcv sr unsec nt pnc | $34,102,000 | – | 32,620,000 | – | 0.59% | – | |
| New | COLONY FINANCIAL INCcv sr unsec nt reit pnc | $33,231,000 | – | 30,515,000 | – | 0.58% | – | |
| TSL | New | TRINA SOLAR LTD-SPON ADRadr | $32,564,000 | – | 2,538,124 | – | 0.57% | – |
| New | HELIX ENERGY SOLUTIONScv sr unsec nt cpdi | $32,416,000 | – | 23,847,000 | – | 0.56% | – | |
| New | HANWHA SOLARONE CO LTDcv sr unsec nt | $31,716,000 | – | 33,246,000 | – | 0.55% | – | |
| APO | New | APOLLO GLOBAL MANAGEMENT - A | $30,977,000 | – | 1,117,500 | – | 0.54% | – |
| New | HEARTWARE INTERNATIONALcv sr unsec nt | $30,734,000 | – | 26,166,000 | – | 0.54% | – | |
| PULS | New | PULSE ELECTRONICS CORP | $29,999,000 | – | 11,999,585 | – | 0.52% | – |
| New | SOLARCITY CORPcv sr unsec nt | $29,981,000 | – | 21,580,000 | – | 0.52% | – | |
| New | BIOMARIN PHARMACEUTICALcv sr sub nt | $28,273,000 | – | 27,250,000 | – | 0.49% | – | |
| New | CEMEX SAB DE CVcv sub nt | $28,174,000 | – | 22,395,000 | – | 0.49% | – | |
| JD | New | JD.COM INC-ADRadr | $28,197,000 | – | 989,010 | – | 0.49% | – |
| BRFS | New | BRF SA-ADRadr | $27,329,000 | – | 1,124,200 | – | 0.48% | – |
| GTY | New | GETTY REALTY CORP | $27,136,000 | – | 1,422,221 | – | 0.47% | – |
| New | PHOTRONICS INCcv sr unsec nt | $27,065,000 | – | 24,717,000 | – | 0.47% | – | |
| VIV | New | TELEFONICA BRASIL-ADRadr | $26,885,000 | – | 1,310,810 | – | 0.47% | – |
| New | HOLOGIC INCcv sr unsec nt ser-2010 cpdi | $26,632,000 | – | 21,179,000 | – | 0.46% | – | |
| IRDMB | New | IRIDIUM COMMUNICATIONS INC6.75% cv cum perp ser-b pfd pnc | $25,330,000 | – | 76,720 | – | 0.44% | – |
| New | J2 GLOBAL COMMUNICATIONScv sr unsec nt cpdi | $25,167,000 | – | 24,480,000 | – | 0.44% | – | |
| New | AIR LEASE CORPcv sr unsec nt | $24,436,000 | – | 16,223,000 | – | 0.43% | – | |
| ABEV | New | AMBEV SA-ADRadr | $23,906,000 | – | 3,395,805 | – | 0.42% | – |
| New | GOODRICH PETROLEUM CORPcv sr unsec nt pnc | $23,461,000 | – | 18,757,000 | – | 0.41% | – | |
| AU | New | ANGLOGOLD ASHANTI-SPON ADRadr | $23,148,000 | – | 1,345,044 | – | 0.40% | – |
| New | WEBMD HEALTH CORPcv sr unsec nt | $22,642,000 | – | 21,500,000 | – | 0.39% | – | |
| WFCPRL | New | WELLS FARGO & COMPANY7.50% cv pfd cl-a ser-l perp pnc | $22,167,000 | – | 18,250 | – | 0.39% | – |
| New | NETSUITE INCcv sr unsec nt | $21,297,000 | – | 20,741,000 | – | 0.37% | – | |
| New | VECTOR GROUP LTDcv sr unsec nt | $21,037,000 | – | 19,540,000 | – | 0.37% | – | |
| MBT | New | MOBILE TELESYSTEMS-SP ADRadr | $20,700,000 | – | 1,048,648 | – | 0.36% | – |
| New | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $20,574,000 | – | 18,000,000 | – | 0.36% | – | |
| New | PENNYMAC CORPcv sr unsec nt reit | $20,149,000 | – | 20,300,000 | – | 0.35% | – | |
| BACPRL | New | BANK OF AMERICA CORP7.25% cv non-cum pfd perp ser-l pnc | $19,820,000 | – | 16,900 | – | 0.34% | – |
| New | HOLOGIC INCcv sr unsec nt 2%/0% multi-cpn | $19,174,000 | – | 17,493,000 | – | 0.33% | – | |
| New | APOLLO COMMERCIAL REAL ESTATE FIN REITcv sr unsec nt | $19,048,000 | – | 18,050,000 | – | 0.33% | – | |
| MDR | New | MCDERMOTT INTL INC | $18,126,000 | – | 2,240,599 | – | 0.32% | – |
| New | MOLYCORP INCcv sr unsec nt | $18,015,000 | – | 23,495,000 | – | 0.31% | – | |
| NTAP | New | NETAPP INC | $17,895,000 | – | 490,000 | – | 0.31% | – |
| New | TOWER GROUP INTL LTDcv sr unsec nt | $17,524,000 | – | 19,830,000 | – | 0.30% | – | |
| New | TITAN MACHINERY INCcv sr unsec nt | $16,818,000 | – | 19,029,000 | – | 0.29% | – | |
| New | RAIT FINANCIAL TRUSTcv sr unsec nt reit | $16,655,000 | – | 17,000,000 | – | 0.29% | – | |
| New | RESOURCE CAPITAL CORPcv sr unsec nt reit | $16,378,000 | – | 16,172,000 | – | 0.28% | – | |
| EMC | New | EMC CORP/MA | $16,067,000 | – | 610,000 | – | 0.28% | – |
| New | WALTER INVESTMENT MGMTcv sr sub nt | $15,923,000 | – | 17,126,000 | – | 0.28% | – | |
| New | STERLITE INDUSTRIES LTDcv sr unsec nt pnc | $15,345,000 | – | 15,335,000 | – | 0.27% | – | |
| New | BGC PARTNERS INCcv sr unsec nt | $15,077,000 | – | 14,145,000 | – | 0.26% | – | |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $14,685,000 | – | 15,150,000 | – | 0.26% | – | |
| New | BOTTOMLINE TECHNOLOGIEScv sr unsec nt | $14,571,000 | – | 12,280,000 | – | 0.25% | – | |
| New | MORGANS HOTEL GROUP COcv sr sub nt | $14,238,000 | – | 14,410,000 | – | 0.25% | – | |
| MTCN | New | ARCELORMITTALmand 6% cv sr sub nt | $14,172,000 | – | 630,000 | – | 0.25% | – |
| New | ARES COMMERCIAL REAL ESTATEcv sr unsec nt | $13,507,000 | – | 13,250,000 | – | 0.24% | – | |
| New | FIFTH STREET FINANCEcv sr unsec nt | $13,269,000 | – | 12,450,000 | – | 0.23% | – | |
| NYCBPRU | New | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $12,360,000 | – | 251,385 | – | 0.22% | – |
| New | AV HOMES INCcv sr unsec nt | $12,118,000 | – | 11,217,000 | – | 0.21% | – | |
| TEO | New | TELECOM ARGENTINA SA-SP ADR | $12,030,000 | – | 510,851 | – | 0.21% | – |
| VIP | New | VIMPELCOM LTD-SPON ADR | $11,844,000 | – | 1,410,000 | – | 0.21% | – |
| New | APOLLO INVESTMENT CORPcv sr unsec nt | $11,819,000 | – | 11,020,000 | – | 0.21% | – | |
| BX | New | BLACKSTONE GROUP LP/THE | $11,704,000 | – | 350,000 | – | 0.20% | – |
| New | CIENA CORPcv sr unsec nt | $11,411,000 | – | 11,430,000 | – | 0.20% | – | |
| New | SPIRIT REALTY CAPITAL INCcv sr unsec nt reit | $10,133,000 | – | 10,110,000 | – | 0.18% | – | |
| New | NUANCE COMMUNICATIONScv sr unsec nt | $10,084,000 | – | 10,000,000 | – | 0.18% | – | |
| New | GOLDEN STAR RESOURCEScv sr unsec nt | $10,008,000 | – | 13,750,000 | – | 0.17% | – | |
| New | MEDICINES COMPANYcv sr unsec nt | $9,922,000 | – | 8,085,000 | – | 0.17% | – | |
| New | ALPHA NATURAL RESOURCEScv sr unsec nt | $9,914,000 | – | 11,365,000 | – | 0.17% | – | |
| New | ANNALY CAPITAL MGMTcv sr unsec nt | $9,735,000 | – | 9,501,000 | – | 0.17% | – | |
| New | HEADWATERS INCcv sr sub nt | $9,387,000 | – | 8,646,000 | – | 0.16% | – | |
| EPRPRC | New | EPR PROPERTIES5.75% cv perp pfd ser-c reit | $9,222,000 | – | 401,321 | – | 0.16% | – |
| OCN | New | OCWEN FINANCIAL CORP | $8,792,000 | – | 237,000 | – | 0.15% | – |
| New | SEQUENOM INCcv sr unsec nt pnc | $8,803,000 | – | 8,179,000 | – | 0.15% | – | |
| New | TTM TECHNOLOGIEScv sr unsec nt | $8,501,000 | – | 8,299,000 | – | 0.15% | – | |
| OIBR | New | OI SA-ADRpreferred stock adr | $8,465,000 | – | 9,863,971 | – | 0.15% | – |
| New | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $8,168,000 | – | 7,250,000 | – | 0.14% | – | |
| New | WABASH NATIONAL CORPcv sr unsec nt | $8,075,000 | – | 5,730,000 | – | 0.14% | – | |
| New | HOME INNS HTL MNGMT INCcv sr unsec nt | $8,038,000 | – | 8,110,000 | – | 0.14% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $7,393,000 | – | 7,070,000 | – | 0.13% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $6,902,000 | – | 6,594,000 | – | 0.12% | – | |
| New | INTEROIL CORPcv sr unsec nt pnc | $6,800,000 | – | 6,669,000 | – | 0.12% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $6,371,000 | – | 6,000,000 | – | 0.11% | – | |
| New | MERITAGE HOMES CORPcv sr unsec nt | $6,122,000 | – | 5,770,000 | – | 0.11% | – | |
| New | YRC WORLDWIDE INCcv sec 2nd lien 10% pik nt ser-a | $6,049,000 | – | 5,930,266 | – | 0.10% | – | |
| New | MERITOR INCcv sr unsec step cpn nt | $5,325,000 | – | 5,000,000 | – | 0.09% | – | |
| New | AAR CORPcv sr unsec nt | $5,245,000 | – | 5,000,000 | – | 0.09% | – | |
| New | DRYSHIPS INCcv sr unsec nt | $4,927,000 | – | 5,000,000 | – | 0.09% | – | |
| New | AMERICAN REALTY CAP PROPcv sr unsec nt reit | $4,583,000 | – | 4,500,000 | – | 0.08% | – | |
| EPRPRE | New | EPR PROPERTIES9% cv perp pfd ser-e reit pnc | $3,625,000 | – | 115,050 | – | 0.06% | – |
| OIBRC | New | OI SA-ADR | $3,351,000 | – | 3,464,543 | – | 0.06% | – |
| New | BPZ RESOURCES INCcv sr unsec nt pnc | $3,353,000 | – | 3,260,000 | – | 0.06% | – | |
| New | ASCENT CAPITAL GROUP INCcv sr unsec nt | $3,191,000 | – | 3,420,000 | – | 0.06% | – | |
| New | RTI INTERNATIONAL METALScv sr unsec nt | $3,131,000 | – | 2,975,000 | – | 0.06% | – | |
| New | REDWOOD TRUST INCcv sr unsec nt reit | $3,104,000 | – | 3,000,000 | – | 0.05% | – | |
| New | ENDOLOGIX INCcv sr unsec nt pnc | $2,989,000 | – | 3,000,000 | – | 0.05% | – | |
| PRGN | New | PARAGON SHIPPING INC-CLASS A | $2,955,000 | – | 500,000 | – | 0.05% | – |
| New | ARES CAPITAL CORPcv sr unsec nt | $2,855,000 | – | 2,646,000 | – | 0.05% | – | |
| New | CAL DIVE INTERNATIONALcv sr unsec nt | $2,723,000 | – | 3,185,000 | – | 0.05% | – | |
| New | MOLYCORP INCcv sr unsec nt pnc | $2,648,000 | – | 4,000,000 | – | 0.05% | – | |
| New | INTEL CORPcv jr sub nt cpdi pnc | $1,546,000 | – | 1,000,000 | – | 0.03% | – | |
| TGS | New | TRANSPORTADORA DE GAS DEL SUR SA | $1,511,000 | – | 547,476 | – | 0.03% | – |
| LXPPRC | New | LEXINGTON REALTY TRUST6.50% cv perp pfd ser-c reit | $1,426,000 | – | 29,266 | – | 0.02% | – |
| WSHLY | New | WSP HOLDINGS LTD-ADR | $1,296,000 | – | 1,408,800 | – | 0.02% | – |
| New | MERRIMACK PHARMACEUTICALScv sr unsec nt | $1,336,000 | – | 1,000,000 | – | 0.02% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | JAKKS PACIFIC INCcv sr unsec nt | $0 | – | -1,150,000 | – | -0.02% | – | |
| TKC | Exit | TURKCELL ILETISIM HIZM SPONSORED ADRturkcell iletisim hizm sponsored adr | $0 | – | -81,796 | – | -0.02% | – |
| CX | Exit | Cemex SA-Sponsored ADRcemex sa-sponsored adr | $0 | – | -142,784 | – | -0.03% | – |
| MBT | Exit | Mobile Telesystems OJSCmobile telesystems ojsc | $0 | – | -72,853 | – | -0.03% | – |
| Exit | ALPHA APPALACHIA HOLDINGcv sr unsec nt | $0 | – | -1,800,000 | – | -0.03% | – | |
| HDB | Exit | HDFC Bank Ltd. ADRhdfc bank ltd. adr | $0 | – | -56,557 | – | -0.03% | – |
| ABV | Exit | COMPANHIA DE BEBIDAS SPON ADR PFD | $0 | – | -47,180 | – | -0.04% | – |
| TV | Exit | GRUPO TELEVISA SA DE SPN ADR REPORDgrupo televisa sa de spn adr repord | $0 | – | -72,700 | – | -0.04% | – |
| AMX | Exit | AMERICA MOVILamerica movil | $0 | – | -106,127 | – | -0.04% | – |
| Exit | ALLIANCE ONE INTL INCcv sr sub nt | $0 | – | -2,260,000 | – | -0.04% | – | |
| Exit | HAWAIIAN HOLDINGS INCcv sr unsec nt | $0 | – | -2,117,000 | – | -0.05% | – | |
| Exit | MOLYCORP INCcv sr unsec nt | $0 | – | -3,500,000 | – | -0.05% | – | |
| Exit | ALPHA NATURAL RESOURCEScv sr unsec nt | $0 | – | -3,000,000 | – | -0.06% | – | |
| WSHLY | Exit | WSP HOLDINGS LTD-ADR | $0 | – | -1,408,800 | – | -0.06% | – |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $0 | – | -3,000,000 | – | -0.06% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -3,000,000 | – | -0.06% | – | |
| EPRPRE | Exit | EPR PROPERTIES9% cv perp pfd ser-e reit pnc | $0 | – | -107,500 | – | -0.06% | – |
| Exit | GOLDEN STAR RESOURCEScv sr unsec nt | $0 | – | -5,000,000 | – | -0.06% | – | |
| Exit | NAVISTAR INTL CORPcv sr sub nt | $0 | – | -3,231,000 | – | -0.06% | – | |
| Exit | BPZ RESOURCES INCcv sr unsec nt pnc | $0 | – | -3,760,000 | – | -0.07% | – | |
| Exit | OMNICARE INCcv sr unsec nt ser-ocr cpdi | $0 | – | -3,309,000 | – | -0.07% | – | |
| GG | Exit | Goldcorp Incgoldcorp inc | $0 | – | -138,410 | – | -0.07% | – |
| Exit | GOLDCORP INCcv sr unsec nt | $0 | – | -3,968,000 | – | -0.08% | – | |
| Exit | RF MICRO DEVICES INCcv sub nt | $0 | – | -4,000,000 | – | -0.08% | – | |
| BALT | Exit | BALTIC TRADING LTD | $0 | – | -900,000 | – | -0.08% | – |
| BVN | Exit | COMPANIA DE MINAS BUEN SPON ADR SER B | $0 | – | -378,727 | – | -0.08% | – |
| Exit | LEAP WIRELESS INTL INCcv sr unsec nt | $0 | – | -5,000,000 | – | -0.10% | – | |
| Exit | US STEEL CORPcv sr unsec nt | $0 | – | -5,000,000 | – | -0.10% | – | |
| Exit | ARES CAPITAL CORPcv sr unsec nt | $0 | – | -5,096,000 | – | -0.10% | – | |
| Exit | HUTCHINSON TECHNOLOGYcv sr unsec nt pnc | $0 | – | -6,045,000 | – | -0.11% | – | |
| Exit | AFFYMETRIX INCcv sr unsec nt pnc | $0 | – | -5,000,000 | – | -0.12% | – | |
| Exit | INTEROIL CORPcv sr unsec nt pnc | $0 | – | -6,400,000 | – | -0.12% | – | |
| Exit | NUVASIVE INCcv sr unsec nt | $0 | – | -6,647,000 | – | -0.12% | – | |
| Exit | WEBMD HEALTH CORPcv sr unsec nt | $0 | – | -7,000,000 | – | -0.13% | – | |
| VIV | Exit | TELEF BRASILtelef brasil | $0 | – | -302,200 | – | -0.13% | – |
| Exit | ELECTRONIC ARTS INCcv sr unsec nt | $0 | – | -6,273,000 | – | -0.13% | – | |
| Exit | ACCURAY INCcv sr unsec nt pnc | $0 | – | -6,640,000 | – | -0.13% | – | |
| CBD | Exit | Cia Brasileira de Distribuicao Grupo Paocia brasileira de distribuicao grupo pao | $0 | – | -152,428 | – | -0.14% | – |
| TTM | Exit | Tata Motorstata motors | $0 | – | -267,500 | – | -0.14% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR SPONSORED ADRtaiwan semiconductor sponsored adr | $0 | – | -426,184 | – | -0.14% | – |
| Exit | HEADWATERS INCcv sr sub nt | $0 | – | -6,846,000 | – | -0.14% | – | |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $0 | – | -7,500,000 | – | -0.14% | – | |
| PLPC | Exit | PREFORMED LINE PRODUCTS CO | $0 | – | -105,181 | – | -0.14% | – |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -7,304,000 | – | -0.14% | – | |
| Exit | PRICELINE.COM INCcv sr unsec nt | $0 | – | -5,925,000 | – | -0.15% | – | |
| Exit | DOLLAR FINANCIAL CORPcv sr unsec nt | $0 | – | -7,880,000 | – | -0.15% | – | |
| Exit | INTERMUNE INCcv sr unsec nt pnc | $0 | – | -8,782,000 | – | -0.15% | – | |
| Exit | CADENCE DESIGN SYS INCcv sr unsec nt ser-b | $0 | – | -8,000,000 | – | -0.15% | – | |
| Exit | MGIC INVESTMENT CORPcv sr unsec nt | $0 | – | -7,500,000 | – | -0.16% | – | |
| CPLP | Exit | CAPITAL PRODUCT PARTNERS LP | $0 | – | -944,988 | – | -0.16% | – |
| Exit | ALPHA NATURAL RESOURCEScv sr unsec nt | $0 | – | -9,774,000 | – | -0.18% | – | |
| Exit | AK STEEL CORPcv sr unsec nt | $0 | – | -9,719,000 | – | -0.18% | – | |
| Exit | TITAN MACHINERY INCcv sr unsec nt | $0 | – | -10,474,000 | – | -0.18% | – | |
| Exit | AV HOMES INCcv sr unsec nt | $0 | – | -8,835,000 | – | -0.18% | – | |
| ORBK | Exit | ORBOTECH LTD | $0 | – | -804,356 | – | -0.18% | – |
| VALEP | Exit | Vale S.A. PFDvale s.a. pfd | $0 | – | -688,700 | – | -0.19% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -288,000 | – | -0.19% | – |
| Exit | ARCELORMITTALcv sr unsec nt | $0 | – | -9,800,000 | – | -0.19% | – | |
| PBR | Exit | PETROLEO BRASILEIRO SA SPONSORED ADRpetroleo brasileiro sa sponsored adr | $0 | – | -658,860 | – | -0.20% | – |
| EMC | Exit | EMC CORP/MA | $0 | – | -400,000 | – | -0.20% | – |
| Exit | MANNKIND CORPcv sr unsec nt | $0 | – | -10,378,000 | – | -0.20% | – | |
| Exit | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $0 | – | -11,347,000 | – | -0.20% | – | |
| Exit | PROSPECT CAPITAL CORPcv sr unsec nt | $0 | – | -10,000,000 | – | -0.20% | – | |
| Exit | RADIAN GROUP INCcv sr unsec nt pnc | $0 | – | -7,150,000 | – | -0.20% | – | |
| Exit | TOWER GROUP INTL LTDcv sr unsec nt | $0 | – | -12,284,000 | – | -0.20% | – | |
| Exit | GT ADV TECHNOLOGIES INCcv sr unsec nt | $0 | – | -8,000,000 | – | -0.20% | – | |
| Exit | GREENBRIER COS INCcv sr unsec nt | $0 | – | -10,000,000 | – | -0.21% | – | |
| Exit | ALCATEL-LUCENT USA INCcv sr unsec nt ser a 2.75% multi-cpn pnc | $0 | – | -10,843,000 | – | -0.21% | – | |
| Exit | MOLYCORP INCcv sr unsec nt pnc | $0 | – | -13,800,000 | – | -0.21% | – | |
| Exit | GENERAL CABLE CORPcv sr unsec nt | $0 | – | -11,495,000 | – | -0.22% | – | |
| Exit | PROVIDENCE SERVICE CORPcv sr sub nt | $0 | – | -11,382,000 | – | -0.23% | – | |
| Exit | INTEGRA LIFESCIENCES HLDcv sr unsec nt | $0 | – | -11,566,000 | – | -0.23% | – | |
| Exit | LAM RESEARCH CORPcv sr unsec nt ser b | $0 | – | -10,000,000 | – | -0.23% | – | |
| Exit | YRC WORLDWIDE INCcv sec 2nd lien 10% pik nt ser-a | $0 | – | -13,000,000 | – | -0.23% | – | |
| Exit | HOLOGIC INCcv sr unsec nt multi-cpn | $0 | – | -12,114,000 | – | -0.24% | – | |
| Exit | MORGANS HOTEL GROUP COcv sr sub nt | $0 | – | -13,177,000 | – | -0.25% | – | |
| Exit | JINKOSOLAR HOLDING CO LTcv sr unsec nt 144a | $0 | – | -13,653,000 | – | -0.25% | – | |
| Exit | ENDEAVOUR INTERNATIONALcv sr unsec nt | $0 | – | -15,600,000 | – | -0.25% | – | |
| Exit | CENTRAL EURO MEDIA ENTERcv sec nt | $0 | – | -13,830,000 | – | -0.26% | – | |
| CWHPRD | Exit | COMMONWEALTH REIT6.5% cv perp pfd ser-d reit | $0 | – | -653,285 | – | -0.26% | – |
| Exit | BRISTOW GROUP INCcv sr unsec nt | $0 | – | -11,545,000 | – | -0.27% | – | |
| Exit | ALERE INCcv sr sub nt | $0 | – | -13,602,000 | – | -0.28% | – | |
| Exit | DFC GLOBAL CORPcv sr unsec nt | $0 | – | -15,065,000 | – | -0.28% | – | |
| PULS | Exit | PULSE ELECTRONICS CORP | $0 | – | -3,844,658 | – | -0.29% | – |
| Exit | HOME INNS HTL MNGMT INCcv sr unsec nt | $0 | – | -16,474,000 | – | -0.30% | – | |
| NTAP | Exit | NETAPP INC | $0 | – | -370,000 | – | -0.30% | – |
| Exit | AAR CORPcv sr unsec nt | $0 | – | -15,000,000 | – | -0.30% | – | |
| NYCBPRU | Exit | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $0 | – | -332,500 | – | -0.32% | – |
| CMLS | Exit | CUMULUS MEDIA INC-CL A | $0 | – | -3,294,583 | – | -0.34% | – |
| Exit | TTM TECHNOLOGIEScv sr unsec nt | $0 | – | -17,143,000 | – | -0.34% | – | |
| Exit | STERLITE INDUSTRIES LTDcv sr unsec nt pnc | $0 | – | -18,961,000 | – | -0.36% | – | |
| Exit | ICONIX BRAND GROUP INCcv sr sub nt | $0 | – | -15,305,000 | – | -0.36% | – | |
| Exit | OLD REPUBLIC INTL CORPcv sr unsec nt | $0 | – | -16,113,000 | – | -0.37% | – | |
| Exit | CHIQUITA BRANDS INTLcv sr unsec nt pnc | $0 | – | -19,500,000 | – | -0.37% | – | |
| Exit | BGC PARTNERS INCcv sr unsec nt | $0 | – | -18,676,000 | – | -0.37% | – | |
| Exit | MERITOR INCcv sr unsec step cpn nt | $0 | – | -21,068,000 | – | -0.37% | – | |
| MTCN | Exit | ARCELORMITTALmand 6% cv sr sub nt | $0 | – | -930,000 | – | -0.38% | – |
| EPRPRC | Exit | EPR PROPERTIES5.75% cv perp pfd ser-c reit | $0 | – | -949,821 | – | -0.39% | – |
| Exit | STILLWATER MINING COMPANYcv sr unsec nt | $0 | – | -19,432,000 | – | -0.39% | – | |
| Exit | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $0 | – | -20,000,000 | – | -0.40% | – | |
| Exit | ANNALY CAPITAL MGMTcv sr unsec nt | $0 | – | -20,500,000 | – | -0.40% | – | |
| Exit | BOTTOMLINE TECHNOLOGIEScv sr unsec nt | $0 | – | -18,250,000 | – | -0.40% | – | |
| Exit | DRYSHIPS INCcv sr unsec nt | $0 | – | -23,510,000 | – | -0.44% | – | |
| TMS | Exit | TMS INTERNATIONAL CORP-A | $0 | – | -1,382,425 | – | -0.46% | – |
| Exit | VECTOR GROUP LTDcv sr unsec variable nt cpdi | $0 | – | -21,185,000 | – | -0.48% | – | |
| Exit | GROUP 1 AUTOMOTIVE INCcv sr unsec nt (pnc) | $0 | – | -19,447,000 | – | -0.49% | – | |
| HCNPRI | Exit | HEALTH CARE REIT INC6.5% cv perp pfd ser-i reit pnc | $0 | – | -462,874 | – | -0.51% | – |
| Exit | US STEEL CORPcv sr unsec nt pnc | $0 | – | -24,740,000 | – | -0.53% | – | |
| GTY | Exit | GETTY REALTY CORP | $0 | – | -1,422,221 | – | -0.53% | – |
| Exit | REDWOOD TRUST INCcv sr unsec nt reit | $0 | – | -26,250,000 | – | -0.53% | – | |
| APO | Exit | APOLLO GLOBAL MANAGEMENT - A | $0 | – | -1,000,000 | – | -0.54% | – |
| Exit | DEALERTRACK TECHNOLOGIEScv sr unsec nt | $0 | – | -22,000,000 | – | -0.54% | – | |
| Exit | XPO LOGISTICS INCcv sr unsec nt pnc | $0 | – | -19,650,000 | – | -0.55% | – | |
| Exit | WABASH NATIONAL CORPcv sr unsec nt | $0 | – | -21,980,000 | – | -0.56% | – | |
| Exit | CIENA CORPcv sr unsec nt | $0 | – | -28,500,000 | – | -0.56% | – | |
| Exit | HOLOGIC INCcv sr unsec nt ser-2010 cpdi | $0 | – | -26,179,000 | – | -0.57% | – | |
| Exit | KB HOMEcv sr unsec nt | $0 | – | -29,500,000 | – | -0.58% | – | |
| Exit | TAKE-TWO INTERACTIVE SOFTWAREcv sr unsec nt | $0 | – | -27,500,000 | – | -0.58% | – | |
| ETFC | Exit | E*TRADE FINANCIAL CORP | $0 | – | -1,861,400 | – | -0.59% | – |
| Exit | MERITAGE HOMES CORPcv sr unsec nt | $0 | – | -28,650,000 | – | -0.59% | – | |
| Exit | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $0 | – | -30,000,000 | – | -0.60% | – | |
| UTXPRA | Exit | UNITED TECHNOLOGIES CORP7.50% cv mand pfd equity units | $0 | – | -489,950 | – | -0.61% | – |
| Exit | HANWHA SOLARONE CO LTDcv sr unsec nt | $0 | – | -34,146,000 | – | -0.61% | – | |
| Exit | COLONY FINANCIAL INCcv sr unsec nt reit pnc | $0 | – | -31,520,000 | – | -0.62% | – | |
| Exit | HEARTWARE INTERNATIONALcv sr unsec nt | $0 | – | -29,416,000 | – | -0.63% | – | |
| Exit | WEB.COM GROUP INCcv sr unsec nt pnc | $0 | – | -29,000,000 | – | -0.63% | – | |
| Exit | VOLCANO CORPcv sr unsec nt | $0 | – | -33,960,000 | – | -0.68% | – | |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -2,750,000 | – | -0.68% | – |
| Exit | TAKE-TWO INTERACTIVE SOFTWAREcv sr unsec nt | $0 | – | -29,828,000 | – | -0.69% | – | |
| NRG | Exit | NRG ENERGY INC | $0 | – | -1,325,000 | – | -0.70% | – |
| Exit | PHOTRONICS INCcv sr unsec nt | $0 | – | -32,698,000 | – | -0.70% | – | |
| Exit | RTI INTERNATIONAL METALScv sr unsec nt | $0 | – | -31,975,000 | – | -0.70% | – | |
| Exit | WALTER INVESTMENT MGMTcv sr sub nt | $0 | – | -35,505,000 | – | -0.72% | – | |
| Exit | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $0 | – | -37,575,000 | – | -0.74% | – | |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -3,865,888 | – | -0.75% | – |
| Exit | INTEL CORPcv jr sub nt pnc cpdi | $0 | – | -32,000,000 | – | -0.76% | – | |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -1,528,500 | – | -0.78% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -929,100 | – | -0.87% | – |
| Exit | MGIC INVESTMENT CORPcv sr unsec nt | $0 | – | -35,600,000 | – | -0.87% | – | |
| Exit | RTI INTERNATIONAL METALScv sr unsec nt | $0 | – | -43,600,000 | – | -0.87% | – | |
| CXPO | Exit | CRIMSON EXPLORATION INC | $0 | – | -15,524,818 | – | -0.90% | – |
| Exit | INTEL CORPcv jr sub nt cpdi pnc | $0 | – | -46,725,000 | – | -0.98% | – | |
| Exit | HELIX ENERGY SOLUTIONScv sr unsec nt cpdi | $0 | – | -38,392,000 | – | -0.98% | – | |
| ALRPRB | Exit | ALERE INC3% cv cum pfd perp ser b | $0 | – | -207,800 | – | -1.04% | – |
| GWRU | Exit | GENESEE & WYOMING INC5% cv mand pfd equity units | $0 | – | -427,500 | – | -1.04% | – |
| Exit | MENTOR GRAPHICS CORPcv sub unsec nt | $0 | – | -41,306,000 | – | -1.04% | – | |
| Exit | LAM RESEARCH CORPcv sr unsec nt | $0 | – | -51,400,000 | – | -1.12% | – | |
| Exit | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $0 | – | -57,612,000 | – | -1.36% | – | |
| Exit | ON SEMICONDUCTOR CORPcv sr sub nt ser-b | $0 | – | -66,445,000 | – | -1.38% | – | |
| Exit | FOREST CITY ENTERPRISEScv sr unsec nt pnc | $0 | – | -65,171,000 | – | -1.40% | – | |
| Exit | AIR LEASE CORPcv sr unsec nt | $0 | – | -60,600,000 | – | -1.50% | – | |
| Exit | BROOKDALE SENIOR LIVINGcv sr unsec nt | $0 | – | -69,975,000 | – | -1.59% | – | |
| Exit | OMNICARE INCcv sr sub nt cpdi | $0 | – | -90,250,000 | – | -1.65% | – | |
| MTG | Exit | MGIC INVESTMENT CORP | $0 | – | -12,000,000 | – | -1.68% | – |
| Exit | SANDISK CORPcv sr unsec nt | $0 | – | -65,930,000 | – | -1.68% | – | |
| Exit | STONE ENERGY CORPcv sr unsec nt | $0 | – | -81,700,000 | – | -1.71% | – | |
| Exit | CEMEX SAB DE CVcv sub nt | $0 | – | -75,077,000 | – | -1.71% | – | |
| Exit | HORNBECK OFFSHORE SERVICEScv sr unsec nt | $0 | – | -78,830,000 | – | -1.96% | – | |
| Exit | SALIX PHARMACEUTICALS LTDcv sr unsec nt | $0 | – | -89,905,000 | – | -2.12% | – | |
| CHTR | Exit | CHARTER COMMUNICATION-A | $0 | – | -909,683 | – | -2.36% | – |
| AIQ | Exit | ALLIANCE HEALTHCARE SERVICES | $0 | – | -4,756,490 | – | -2.53% | – |
| Exit | MGM RESORTS INTLcv sr unsec nt | $0 | – | -111,365,000 | – | -2.71% | – | |
| Exit | COBALT INTL ENERGY INCcv sr unsec nt | $0 | – | -144,500,000 | – | -2.93% | – | |
| DYN | Exit | DYNEGY INC | $0 | – | -8,245,986 | – | -3.06% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -3,000,000 | – | -3.37% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -4,778,334 | – | -4.49% | – |
| FBP | Exit | FIRST BANCORP PUERTO RICO | $0 | – | -41,843,581 | – | -4.57% | – |
| XCO | Exit | EXCO RESOURCES INC | $0 | – | -36,778,946 | – | -4.76% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FBP | Sell | FIRST BANCORP PUERTO RICO | $237,672,000 | -33.8% | 41,843,581 | -17.4% | 4.57% | -37.4% |
| DOOR | New | MASONITE INTERNATIONAL CORP | $233,804,000 | – | 4,778,334 | – | 4.49% | – |
| DYN | Buy | DYNEGY INC | $159,312,000 | -9.4% | 8,245,986 | +5.7% | 3.06% | -14.4% |
| Sell | COBALT INTL ENERGY INCcv sr unsec nt | $152,599,000 | -1.9% | 144,500,000 | -1.4% | 2.93% | -7.2% | |
| Buy | MGM RESORTS INTLcv sr unsec nt | $141,252,000 | +37.6% | 111,365,000 | +21.2% | 2.71% | +30.2% | |
| CHTR | Sell | CHARTER COMMUNICATION-A | $122,589,000 | -49.8% | 909,683 | -53.9% | 2.36% | -52.6% |
| Sell | SALIX PHARMACEUTICALS LTDcv sr unsec nt | $110,622,000 | -18.7% | 89,905,000 | -20.8% | 2.12% | -23.1% | |
| New | HORNBECK OFFSHORE SERVICEScv sr unsec nt | $101,754,000 | – | 78,830,000 | – | 1.96% | – | |
| Buy | STONE ENERGY CORPcv sr unsec nt | $88,948,000 | +447.2% | 81,700,000 | +367.1% | 1.71% | +417.9% | |
| Sell | SANDISK CORPcv sr unsec nt | $87,604,000 | -5.2% | 65,930,000 | -4.4% | 1.68% | -10.4% | |
| New | OMNICARE INCcv sr sub nt cpdi | $86,072,000 | – | 90,250,000 | – | 1.65% | – | |
| Sell | BROOKDALE SENIOR LIVINGcv sr unsec nt | $82,712,000 | -4.0% | 69,975,000 | -4.1% | 1.59% | -9.3% | |
| New | AIR LEASE CORPcv sr unsec nt | $78,180,000 | – | 60,600,000 | – | 1.50% | – | |
| Buy | ON SEMICONDUCTOR CORPcv sr sub nt ser-b | $72,050,000 | +5.8% | 66,445,000 | +12.7% | 1.38% | +0.1% | |
| New | WRIGHT MEDICAL GROUP INCcv sr unsec nt | $70,710,000 | – | 57,612,000 | – | 1.36% | – | |
| Sell | LAM RESEARCH CORPcv sr unsec nt | $58,090,000 | +3.3% | 51,400,000 | -3.4% | 1.12% | -2.3% | |
| Sell | MENTOR GRAPHICS CORPcv sub unsec nt | $54,144,000 | +1.6% | 41,306,000 | -5.7% | 1.04% | -4.0% | |
| ALRPRB | Buy | ALERE INC3% cv cum pfd perp ser b | $54,029,000 | +25.9% | 207,800 | +8.9% | 1.04% | +19.0% |
| Sell | HELIX ENERGY SOLUTIONScv sr unsec nt cpdi | $50,903,000 | -3.6% | 38,392,000 | -7.2% | 0.98% | -8.9% | |
| Buy | INTEL CORPcv jr sub nt cpdi pnc | $50,833,000 | +0.6% | 46,725,000 | +1.1% | 0.98% | -4.9% | |
| CXPO | Sell | CRIMSON EXPLORATION INC | $46,730,000 | +6.7% | 15,524,818 | -0.0% | 0.90% | +1.0% |
| Buy | RTI INTERNATIONAL METALScv sr unsec nt | $45,323,000 | +16.4% | 43,600,000 | +6.1% | 0.87% | +10.1% | |
| Sell | MGIC INVESTMENT CORPcv sr unsec nt | $45,184,000 | +0.5% | 35,600,000 | -9.9% | 0.87% | -4.9% | |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $45,182,000 | +56.7% | 929,100 | +44.0% | 0.87% | +48.1% |
| LVLT | Buy | LEVEL 3 COMMUNICATIONS INC | $40,796,000 | +93.5% | 1,528,500 | +52.8% | 0.78% | +83.2% |
| Sell | INTEL CORPcv jr sub nt pnc cpdi | $39,578,000 | -6.2% | 32,000,000 | -3.0% | 0.76% | -11.3% | |
| SBLK | New | STAR BULK CARRIERS CORP | $39,161,000 | – | 3,865,888 | – | 0.75% | – |
| Sell | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $38,269,000 | -17.4% | 37,575,000 | -19.3% | 0.74% | -22.0% | |
| Sell | WALTER INVESTMENT MGMTcv sr sub nt | $37,578,000 | +1.2% | 35,505,000 | -2.7% | 0.72% | -4.4% | |
| Sell | RTI INTERNATIONAL METALScv sr unsec nt | $36,636,000 | -5.6% | 31,975,000 | -9.9% | 0.70% | -10.7% | |
| Sell | PHOTRONICS INCcv sr unsec nt | $36,541,000 | +1.7% | 32,698,000 | -0.2% | 0.70% | -3.8% | |
| New | VOLCANO CORPcv sr unsec nt | $35,351,000 | – | 33,960,000 | – | 0.68% | – | |
| New | WEB.COM GROUP INCcv sr unsec nt pnc | $33,010,000 | – | 29,000,000 | – | 0.63% | – | |
| Sell | HEARTWARE INTERNATIONALcv sr unsec nt | $32,650,000 | -14.7% | 29,416,000 | -3.9% | 0.63% | -19.4% | |
| Sell | COLONY FINANCIAL INCcv sr unsec nt reit pnc | $32,486,000 | -4.2% | 31,520,000 | -6.0% | 0.62% | -9.4% | |
| UTXPRA | Sell | UNITED TECHNOLOGIES CORP7.50% cv mand pfd equity units | $31,744,000 | -19.6% | 489,950 | -26.3% | 0.61% | -23.9% |
| Buy | HANWHA SOLARONE CO LTDcv sr unsec nt | $31,756,000 | +93.5% | 34,146,000 | +76.8% | 0.61% | +83.2% | |
| New | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $31,189,000 | – | 30,000,000 | – | 0.60% | – | |
| Sell | MERITAGE HOMES CORPcv sr unsec nt | $30,940,000 | -4.7% | 28,650,000 | -3.4% | 0.59% | -9.9% | |
| ETFC | Buy | E*TRADE FINANCIAL CORP | $30,713,000 | +177.2% | 1,861,400 | +112.7% | 0.59% | +162.2% |
| Buy | TAKE-TWO INTERACTIVE SOFTWAREcv sr unsec nt | $30,388,000 | +24.6% | 27,500,000 | +10.0% | 0.58% | +17.7% | |
| New | CIENA CORPcv sr unsec nt | $29,207,000 | – | 28,500,000 | – | 0.56% | – | |
| Sell | XPO LOGISTICS INCcv sr unsec nt pnc | $28,572,000 | -1.3% | 19,650,000 | -16.2% | 0.55% | -6.6% | |
| Sell | DEALERTRACK TECHNOLOGIEScv sr unsec nt | $28,298,000 | -6.1% | 22,000,000 | -15.4% | 0.54% | -11.1% | |
| APO | Sell | APOLLO GLOBAL MANAGEMENT - A | $28,260,000 | -6.2% | 1,000,000 | -20.0% | 0.54% | -11.3% |
| Sell | REDWOOD TRUST INCcv sr unsec nt reit | $27,805,000 | -33.7% | 26,250,000 | -37.9% | 0.53% | -37.3% | |
| Sell | US STEEL CORPcv sr unsec nt pnc | $27,519,000 | -13.6% | 24,740,000 | -22.9% | 0.53% | -18.2% | |
| HCNPRI | New | HEALTH CARE REIT INC6.5% cv perp pfd ser-i reit pnc | $26,638,000 | – | 462,874 | – | 0.51% | – |
| Sell | GROUP 1 AUTOMOTIVE INCcv sr unsec nt (pnc) | $25,712,000 | -44.0% | 19,447,000 | -49.1% | 0.49% | -47.0% | |
| Buy | DRYSHIPS INCcv sr unsec nt | $22,785,000 | +41.6% | 23,510,000 | +30.6% | 0.44% | +33.9% | |
| Sell | BOTTOMLINE TECHNOLOGIEScv sr unsec nt | $21,061,000 | -0.9% | 18,250,000 | -5.2% | 0.40% | -6.2% | |
| Buy | ANNALY CAPITAL MGMTcv sr unsec nt | $20,935,000 | +9.5% | 20,500,000 | +8.4% | 0.40% | +3.6% | |
| EPRPRC | Buy | EPR PROPERTIES5.75% cv perp pfd ser-c reit | $20,231,000 | -0.7% | 949,821 | +7.0% | 0.39% | -6.0% |
| MTCN | Sell | ARCELORMITTALmand 6% cv sr sub nt | $20,009,000 | -43.3% | 930,000 | -50.5% | 0.38% | -46.4% |
| Buy | MERITOR INCcv sr unsec step cpn nt | $19,423,000 | +15.1% | 21,068,000 | +11.6% | 0.37% | +8.7% | |
| Buy | CHIQUITA BRANDS INTLcv sr unsec nt pnc | $19,232,000 | +8.4% | 19,500,000 | +5.4% | 0.37% | +2.5% | |
| Sell | OLD REPUBLIC INTL CORPcv sr unsec nt | $19,207,000 | -35.1% | 16,113,000 | -38.1% | 0.37% | -38.6% | |
| Sell | STERLITE INDUSTRIES LTDcv sr unsec nt pnc | $18,628,000 | -2.1% | 18,961,000 | -3.2% | 0.36% | -7.3% | |
| Buy | TTM TECHNOLOGIEScv sr unsec nt | $17,506,000 | +4.6% | 17,143,000 | +3.0% | 0.34% | -1.2% | |
| CMLS | Sell | CUMULUS MEDIA INC-CL A | $17,428,000 | +29.0% | 3,294,583 | -17.3% | 0.34% | +21.8% |
| NYCBPRU | Buy | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $16,376,000 | +127.4% | 332,500 | +121.7% | 0.32% | +115.8% |
| NTAP | New | NETAPP INC | $15,769,000 | – | 370,000 | – | 0.30% | – |
| Buy | HOME INNS HTL MNGMT INCcv sr unsec nt | $15,650,000 | +41.2% | 16,474,000 | +32.1% | 0.30% | +33.8% | |
| PULS | Sell | PULSE ELECTRONICS CORP | $14,994,000 | +48.9% | 3,844,658 | -0.0% | 0.29% | +40.5% |
| Sell | DFC GLOBAL CORPcv sr unsec nt | $14,622,000 | -46.1% | 15,065,000 | -42.5% | 0.28% | -49.0% | |
| New | ALERE INCcv sr sub nt | $14,406,000 | – | 13,602,000 | – | 0.28% | – | |
| CWHPRD | Buy | COMMONWEALTH REIT6.5% cv perp pfd ser-d reit | $13,673,000 | +1.1% | 653,285 | +11.3% | 0.26% | -4.4% |
| Buy | CENTRAL EURO MEDIA ENTERcv sec nt | $13,311,000 | +58.7% | 13,830,000 | +59.1% | 0.26% | +50.6% | |
| New | ENDEAVOUR INTERNATIONALcv sr unsec nt | $13,190,000 | – | 15,600,000 | – | 0.25% | – | |
| Buy | JINKOSOLAR HOLDING CO LTcv sr unsec nt 144a | $13,141,000 | +56.7% | 13,653,000 | +12.3% | 0.25% | +48.2% | |
| Buy | MORGANS HOTEL GROUP COcv sr sub nt | $12,913,000 | +28.1% | 13,177,000 | +29.5% | 0.25% | +21.0% | |
| Buy | HOLOGIC INCcv sr unsec nt multi-cpn | $12,647,000 | +30.3% | 12,114,000 | +28.8% | 0.24% | +23.4% | |
| Buy | YRC WORLDWIDE INCcv sec 2nd lien 10% pik nt ser-a | $12,090,000 | +13.4% | 13,000,000 | +23.8% | 0.23% | +6.9% | |
| New | LAM RESEARCH CORPcv sr unsec nt ser b | $12,011,000 | – | 10,000,000 | – | 0.23% | – | |
| Sell | PROVIDENCE SERVICE CORPcv sr sub nt | $11,752,000 | -20.9% | 11,382,000 | -18.0% | 0.23% | -25.2% | |
| Buy | INTEGRA LIFESCIENCES HLDcv sr unsec nt | $11,757,000 | +108.8% | 11,566,000 | +101.7% | 0.23% | +98.2% | |
| Buy | MOLYCORP INCcv sr unsec nt pnc | $11,135,000 | +89.3% | 13,800,000 | +76.9% | 0.21% | +79.8% | |
| Sell | ALCATEL-LUCENT USA INCcv sr unsec nt ser a 2.75% multi-cpn pnc | $10,829,000 | -17.0% | 10,843,000 | -18.6% | 0.21% | -21.5% | |
| Sell | GREENBRIER COS INCcv sr unsec nt | $10,775,000 | -7.5% | 10,000,000 | -11.1% | 0.21% | -12.7% | |
| Sell | GT ADV TECHNOLOGIES INCcv sr unsec nt | $10,508,000 | -44.4% | 8,000,000 | -63.6% | 0.20% | -47.4% | |
| Buy | TOWER GROUP INTL LTDcv sr unsec nt | $10,444,000 | -19.2% | 12,284,000 | +2.8% | 0.20% | -23.3% | |
| Sell | RADIAN GROUP INCcv sr unsec nt pnc | $10,475,000 | -56.8% | 7,150,000 | -61.9% | 0.20% | -59.2% | |
| Sell | PROSPECT CAPITAL CORPcv sr unsec nt | $10,423,000 | -12.4% | 10,000,000 | -11.3% | 0.20% | -17.4% | |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $10,370,000 | – | 11,347,000 | – | 0.20% | – | |
| Buy | MANNKIND CORPcv sr unsec nt | $10,274,000 | +45.9% | 10,378,000 | +40.7% | 0.20% | +37.8% | |
| PBR | Buy | PETROLEO BRASILEIRO SA SPONSORED ADRpetroleo brasileiro sa sponsored adr | $10,206,000 | +27.3% | 658,860 | +10.2% | 0.20% | +20.2% |
| EMC | New | EMC CORP/MA | $10,224,000 | – | 400,000 | – | 0.20% | – |
| Sell | ARCELORMITTALcv sr unsec nt | $10,003,000 | -33.0% | 9,800,000 | -32.4% | 0.19% | -36.8% | |
| MO | New | ALTRIA GROUP INC | $9,893,000 | – | 288,000 | – | 0.19% | – |
| VALEP | Sell | Vale S.A. PFDvale s.a. pfd | $9,786,000 | -4.8% | 688,700 | -18.6% | 0.19% | -10.0% |
| ORBK | Sell | ORBOTECH LTD | $9,644,000 | -44.6% | 804,356 | -42.5% | 0.18% | -47.7% |
| Sell | TITAN MACHINERY INCcv sr unsec nt | $9,400,000 | -7.5% | 10,474,000 | -2.9% | 0.18% | -12.1% | |
| New | AK STEEL CORPcv sr unsec nt | $9,296,000 | – | 9,719,000 | – | 0.18% | – | |
| Buy | ALPHA NATURAL RESOURCEScv sr unsec nt | $9,212,000 | +511.3% | 9,774,000 | +496.0% | 0.18% | +471.0% | |
| CPLP | New | CAPITAL PRODUCT PARTNERS LP | $8,505,000 | – | 944,988 | – | 0.16% | – |
| Sell | MGIC INVESTMENT CORPcv sr unsec nt | $8,201,000 | -27.2% | 7,500,000 | -31.4% | 0.16% | -31.0% | |
| Sell | INTERMUNE INCcv sr unsec nt pnc | $7,955,000 | -4.2% | 8,782,000 | -12.1% | 0.15% | -9.5% | |
| Sell | PRICELINE.COM INCcv sr unsec nt | $7,646,000 | -66.9% | 5,925,000 | -70.1% | 0.15% | -68.7% | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $7,546,000 | – | 7,304,000 | – | 0.14% | – | |
| Sell | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $7,480,000 | -43.6% | 7,500,000 | -46.4% | 0.14% | -46.5% | |
| TSM | Buy | TAIWAN SEMICONDUCTOR SPONSORED ADRtaiwan semiconductor sponsored adr | $7,228,000 | +277.2% | 426,184 | +307.4% | 0.14% | +256.4% |
| TTM | Sell | Tata Motorstata motors | $7,121,000 | +10.6% | 267,500 | -2.7% | 0.14% | +4.6% |
| CBD | Buy | Cia Brasileira de Distribuicao Grupo Paocia brasileira de distribuicao grupo pao | $7,015,000 | +7.4% | 152,428 | +6.0% | 0.14% | +1.5% |
| Sell | ACCURAY INCcv sr unsec nt pnc | $6,971,000 | +1.8% | 6,640,000 | -7.0% | 0.13% | -3.6% | |
| New | ELECTRONIC ARTS INCcv sr unsec nt | $6,858,000 | – | 6,273,000 | – | 0.13% | – | |
| VIV | Buy | TELEF BRASILtelef brasil | $6,781,000 | +4.0% | 302,200 | +5.8% | 0.13% | -1.5% |
| Sell | WEBMD HEALTH CORPcv sr unsec nt | $6,626,000 | -60.6% | 7,000,000 | -61.3% | 0.13% | -62.9% | |
| Sell | NUVASIVE INCcv sr unsec nt | $6,509,000 | -51.2% | 6,647,000 | -50.8% | 0.12% | -53.9% | |
| Sell | AFFYMETRIX INCcv sr unsec nt pnc | $6,306,000 | -45.9% | 5,000,000 | -57.1% | 0.12% | -48.9% | |
| Buy | HUTCHINSON TECHNOLOGYcv sr unsec nt pnc | $5,570,000 | +40.3% | 6,045,000 | +51.1% | 0.11% | +32.1% | |
| Sell | ARES CAPITAL CORPcv sr unsec nt | $5,325,000 | -19.8% | 5,096,000 | -18.5% | 0.10% | -24.4% | |
| Sell | US STEEL CORPcv sr unsec nt | $5,144,000 | -58.3% | 5,000,000 | -58.3% | 0.10% | -60.6% | |
| Sell | LEAP WIRELESS INTL INCcv sr unsec nt | $5,102,000 | -51.5% | 5,000,000 | -51.9% | 0.10% | -54.2% | |
| BALT | Sell | BALTIC TRADING LTD | $4,401,000 | -9.0% | 900,000 | -30.9% | 0.08% | -13.3% |
| BVN | Buy | COMPANIA DE MINAS BUEN SPON ADR SER B | $4,435,000 | +19.5% | 378,727 | +50.7% | 0.08% | +13.3% |
| Sell | GOLDCORP INCcv sr unsec nt | $4,018,000 | -43.1% | 3,968,000 | -43.1% | 0.08% | -46.2% | |
| Sell | OMNICARE INCcv sr unsec nt ser-ocr cpdi | $3,531,000 | -66.4% | 3,309,000 | -67.4% | 0.07% | -68.1% | |
| Sell | BPZ RESOURCES INCcv sr unsec nt pnc | $3,505,000 | -87.5% | 3,760,000 | -89.2% | 0.07% | -88.3% | |
| Sell | NAVISTAR INTL CORPcv sr sub nt | $3,311,000 | -72.9% | 3,231,000 | -74.3% | 0.06% | -74.2% | |
| Sell | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $3,128,000 | -21.6% | 3,000,000 | -25.0% | 0.06% | -25.9% | |
| Sell | ALPHA NATURAL RESOURCEScv sr unsec nt | $2,884,000 | -71.5% | 3,000,000 | -74.5% | 0.06% | -73.3% | |
| Sell | HAWAIIAN HOLDINGS INCcv sr unsec nt | $2,493,000 | -27.2% | 2,117,000 | -32.1% | 0.05% | -31.4% | |
| New | MOLYCORP INCcv sr unsec nt | $2,501,000 | – | 3,500,000 | – | 0.05% | – | |
| Sell | ALLIANCE ONE INTL INCcv sr sub nt | $2,267,000 | -74.8% | 2,260,000 | -74.5% | 0.04% | -76.0% | |
| AMX | New | AMERICA MOVILamerica movil | $2,102,000 | – | 106,127 | – | 0.04% | – |
| TV | Buy | GRUPO TELEVISA SA DE SPN ADR REPORDgrupo televisa sa de spn adr repord | $2,032,000 | +44.5% | 72,700 | +28.4% | 0.04% | +34.5% |
| ABV | Buy | COMPANHIA DE BEBIDAS SPON ADR PFD | $1,809,000 | +32.0% | 47,180 | +28.6% | 0.04% | +25.0% |
| HDB | Buy | HDFC Bank Ltd. ADRhdfc bank ltd. adr | $1,741,000 | +13.6% | 56,557 | +33.8% | 0.03% | +6.5% |
| New | ALPHA APPALACHIA HOLDINGcv sr unsec nt | $1,690,000 | – | 1,800,000 | – | 0.03% | – | |
| CX | Buy | Cemex SA-Sponsored ADRcemex sa-sponsored adr | $1,596,000 | +35.8% | 142,784 | +28.5% | 0.03% | +29.2% |
| MBT | Buy | Mobile Telesystems OJSCmobile telesystems ojsc | $1,622,000 | +50.9% | 72,853 | +28.4% | 0.03% | +40.9% |
| TKC | Buy | TURKCELL ILETISIM HIZM SPONSORED ADRturkcell iletisim hizm sponsored adr | $1,206,000 | +31.8% | 81,796 | +28.4% | 0.02% | +21.1% |
| Sell | JAKKS PACIFIC INCcv sr unsec nt | $1,072,000 | -78.1% | 1,150,000 | -75.8% | 0.02% | -78.8% | |
| SQM | Exit | Sociedad Quimica y Minera de Chisociedad quimica y minera de chi | $0 | – | -22,325 | – | -0.02% | – |
| Exit | AFFILIATED MANAGERS GROUPcv sr unsec nt | $0 | – | -712,000 | – | -0.02% | – | |
| PKX | Exit | Poscoposco | $0 | – | -14,809 | – | -0.02% | – |
| FBNIQ | Exit | FURNITURE BRANDS INTL INC | $0 | – | -371,428 | – | -0.03% | – |
| ITUB | Exit | Itau Unibanco Holding SAitau unibanco holding sa | $0 | – | -112,569 | – | -0.03% | – |
| Exit | MCMORAN EXPLORATION COcv sr unsec nt pnc | $0 | – | -1,750,000 | – | -0.04% | – | |
| Exit | GLOBALSTAR INCcv sr unsec nt (5.75% cash/ 2.25% pik) | $0 | – | -2,116,000 | – | -0.04% | – | |
| Exit | GREEN PLAINS RENEWABLE ENERGYcv sr unsec nt pnc | $0 | – | -2,000,000 | – | -0.05% | – | |
| GNKOQ | Exit | GENCO SHIPPING & TRADING LTD | $0 | – | -1,512,532 | – | -0.05% | – |
| BSMX | Exit | Grupo Financiero Santander Mexgrupo financiero santander mex | $0 | – | -300,800 | – | -0.09% | – |
| Exit | JEFFERIES GROUP LLCcv sr unsec nt pnc | $0 | – | -4,236,000 | – | -0.09% | – | |
| Exit | ENDO HEALTH SOLUTIONS INcv sr sub nt | $0 | – | -3,360,000 | – | -0.09% | – | |
| Exit | ICAHN ENTERPRISES LPcv sr unsec frn pnc | $0 | – | -5,000,000 | – | -0.10% | – | |
| Exit | FIVE STAR QUALITY CARE INCcv sr unsecd nt | $0 | – | -5,300,000 | – | -0.11% | – | |
| CSTM | Exit | CONSTELLIUM NV- CLASS A | $0 | – | -331,082 | – | -0.11% | – |
| Exit | NOVAGOLD RESOURCES INCcv sr unsec nt | $0 | – | -6,350,000 | – | -0.13% | – | |
| Exit | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt | $0 | – | -7,142,000 | – | -0.20% | – | |
| SWY | Exit | SAFEWAY INC | $0 | – | -500,000 | – | -0.24% | – |
| Exit | GOODRICH PETROLEUM CORPcv sr unsec nt | $0 | – | -12,104,000 | – | -0.25% | – | |
| Exit | KNIGHT CAPITAL GROUP INCcv sr sub nt | $0 | – | -14,659,000 | – | -0.30% | – | |
| Exit | NEWMONT MINING CORPcv sr unsec nt ser-b | $0 | – | -15,400,000 | – | -0.34% | – | |
| Exit | RYLAND GROUPcv sr unsec nt pnc | $0 | – | -21,000,000 | – | -0.39% | – | |
| Exit | INSULET CORPORATIONcv sr unsec nt pnc | $0 | – | -15,199,000 | – | -0.41% | – | |
| Exit | ADVANCED MICRO DEVICEScv sr unsec nt | $0 | – | -19,667,000 | – | -0.41% | – | |
| CZR | Exit | CAESARS ENTERTAINMENT CORP | $0 | – | -2,077,157 | – | -0.58% | – |
| Exit | OMNICARE INCcv sr sub nt cpdi pnc | $0 | – | -73,560,000 | – | -1.86% | – | |
| Exit | TESLA MOTORS INCcv sr unsec nt | $0 | – | -98,400,000 | – | -2.27% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FBP | New | FIRST BANCORP PUERTO RICO | $358,846,000 | – | 50,684,485 | – | 7.29% | – |
| XCO | New | EXCO RESOURCES INC | $280,991,000 | – | 36,778,946 | – | 5.71% | – |
| CHTR | New | CHARTER COMMUNICATION-A | $244,430,000 | – | 1,973,595 | – | 4.97% | – |
| DYN | New | DYNEGY INC | $175,912,000 | – | 7,800,986 | – | 3.57% | – |
| New | COBALT INTL ENERGY INCcv sr unsec nt | $155,532,000 | – | 146,500,000 | – | 3.16% | – | |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $152,070,000 | – | 3,000,000 | – | 3.09% | – |
| New | SALIX PHARMACEUTICALS LTDcv sr unsec nt | $136,105,000 | – | 113,465,000 | – | 2.76% | – | |
| New | TESLA MOTORS INCcv sr unsec nt | $111,722,000 | – | 98,400,000 | – | 2.27% | – | |
| New | MGM RESORTS INTLcv sr unsec nt | $102,644,000 | – | 91,865,000 | – | 2.08% | – | |
| New | SANDISK CORPcv sr unsec nt | $92,441,000 | – | 68,930,000 | – | 1.88% | – | |
| New | OMNICARE INCcv sr sub nt cpdi pnc | $91,574,000 | – | 73,560,000 | – | 1.86% | – | |
| New | CEMEX SAB DE CVcv sub nt | $86,601,000 | – | 75,077,000 | – | 1.76% | – | |
| New | BROOKDALE SENIOR LIVINGcv sr unsec nt | $86,184,000 | – | 72,975,000 | – | 1.75% | – | |
| AIQ | New | ALLIANCE HEALTHCARE SERVICES | $74,392,000 | – | 4,756,490 | – | 1.51% | – |
| New | FOREST CITY ENTERPRISEScv sr unsec nt pnc | $73,345,000 | – | 65,171,000 | – | 1.49% | – | |
| MTG | New | MGIC INVESTMENT CORP | $72,840,000 | – | 12,000,000 | – | 1.48% | – |
| New | ON SEMICONDUCTOR CORPcv sr sub nt ser-b | $68,079,000 | – | 58,945,000 | – | 1.38% | – | |
| New | LAM RESEARCH CORPcv sr unsec nt | $56,230,000 | – | 53,200,000 | – | 1.14% | – | |
| New | MENTOR GRAPHICS CORPcv sub unsec nt | $53,316,000 | – | 43,806,000 | – | 1.08% | – | |
| New | HELIX ENERGY SOLUTIONScv sr unsec nt cpdi | $52,806,000 | – | 41,392,000 | – | 1.07% | – | |
| GWRU | New | GENESEE & WYOMING INC5% cv mand pfd equity units | $51,253,000 | – | 427,500 | – | 1.04% | – |
| New | INTEL CORPcv jr sub nt cpdi pnc | $50,529,000 | – | 46,225,000 | – | 1.03% | – | |
| New | HOLOGIC INCcv sr unsec nt 2% multi-cpn cpdi | $46,358,000 | – | 46,575,000 | – | 0.94% | – | |
| New | GROUP 1 AUTOMOTIVE INCcv sr unsec nt (pnc) | $45,890,000 | – | 38,202,000 | – | 0.93% | – | |
| New | MGIC INVESTMENT CORPcv sr unsec nt | $44,962,000 | – | 39,500,000 | – | 0.91% | – | |
| CXPO | New | CRIMSON EXPLORATION INC | $43,780,000 | – | 15,524,819 | – | 0.89% | – |
| ALRPRB | New | ALERE INC3% cv cum pfd perp ser b | $42,930,000 | – | 190,800 | – | 0.87% | – |
| New | INTEL CORPcv jr sub nt pnc cpdi | $42,188,000 | – | 33,000,000 | – | 0.86% | – | |
| New | REDWOOD TRUST INCcv sr unsec nt reit | $41,950,000 | – | 42,250,000 | – | 0.85% | – | |
| UTXPRA | New | UNITED TECHNOLOGIES CORP7.50% cv mand pfd equity units | $39,471,000 | – | 664,950 | – | 0.80% | – |
| New | RTI INTERNATIONAL METALScv sr unsec nt | $38,935,000 | – | 41,100,000 | – | 0.79% | – | |
| New | RTI INTERNATIONAL METALScv sr unsec nt | $38,807,000 | – | 35,475,000 | – | 0.79% | – | |
| New | HEARTWARE INTERNATIONALcv sr unsec nt | $38,286,000 | – | 30,625,000 | – | 0.78% | – | |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $38,198,000 | – | 2,750,000 | – | 0.78% | – |
| New | WALTER INVESTMENT MGMTcv sr sub nt | $37,139,000 | – | 36,505,000 | – | 0.76% | – | |
| New | PHOTRONICS INCcv sr unsec nt | $35,914,000 | – | 32,758,000 | – | 0.73% | – | |
| NRG | New | NRG ENERGY INC | $35,378,000 | – | 1,325,000 | – | 0.72% | – |
| MTCN | New | ARCELORMITTALmand 6% cv sr sub nt | $35,288,000 | – | 1,880,000 | – | 0.72% | – |
| New | COLONY FINANCIAL INCcv sr unsec nt reit pnc | $33,894,000 | – | 33,520,000 | – | 0.69% | – | |
| New | TAKE-TWO INTERACTIVE SOFTWAREcv sr unsec nt | $33,005,000 | – | 29,828,000 | – | 0.67% | – | |
| New | MERITAGE HOMES CORPcv sr unsec nt | $32,459,000 | – | 29,650,000 | – | 0.66% | – | |
| New | US STEEL CORPcv sr unsec nt pnc | $31,862,000 | – | 32,100,000 | – | 0.65% | – | |
| New | KB HOMEcv sr unsec nt | $31,098,000 | – | 29,500,000 | – | 0.63% | – | |
| New | DEALERTRACK TECHNOLOGIEScv sr unsec nt | $30,122,000 | – | 26,000,000 | – | 0.61% | – | |
| APO | New | APOLLO GLOBAL MANAGEMENT - A | $30,125,000 | – | 1,250,000 | – | 0.61% | – |
| New | OLD REPUBLIC INTL CORPcv sr unsec nt | $29,575,000 | – | 26,023,000 | – | 0.60% | – | |
| GTY | New | GETTY REALTY CORP | $29,369,000 | – | 1,422,221 | – | 0.60% | – |
| New | HOLOGIC INCcv sr unsec nt ser-2010 cpdi | $29,379,000 | – | 26,179,000 | – | 0.60% | – | |
| New | XPO LOGISTICS INCcv sr unsec nt pnc | $28,953,000 | – | 23,440,000 | – | 0.59% | – | |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $28,832,000 | – | 645,000 | – | 0.59% | – |
| CZR | New | CAESARS ENTERTAINMENT CORP | $28,457,000 | – | 2,077,157 | – | 0.58% | – |
| New | BPZ RESOURCES INCcv sr unsec nt pnc | $28,151,000 | – | 34,665,000 | – | 0.57% | – | |
| New | WABASH NATIONAL CORPcv sr unsec nt | $27,209,000 | – | 21,980,000 | – | 0.55% | – | |
| New | DFC GLOBAL CORPcv sr unsec nt | $27,104,000 | – | 26,190,000 | – | 0.55% | – | |
| New | VECTOR GROUP LTDcv sr unsec variable nt cpdi | $25,560,000 | – | 21,185,000 | – | 0.52% | – | |
| New | TAKE-TWO INTERACTIVE SOFTWAREcv sr unsec nt | $24,394,000 | – | 25,000,000 | – | 0.50% | – | |
| New | RADIAN GROUP INCcv sr unsec nt pnc | $24,259,000 | – | 18,750,000 | – | 0.49% | – | |
| New | PRICELINE.COM INCcv sr unsec nt | $23,079,000 | – | 19,825,000 | – | 0.47% | – | |
| New | BOTTOMLINE TECHNOLOGIEScv sr unsec nt | $21,255,000 | – | 19,250,000 | – | 0.43% | – | |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $21,080,000 | – | 1,000,000 | – | 0.43% | – |
| New | STARWOOD PROPERTY TRUSTcv sr unsec nt reit | $20,651,000 | – | 20,000,000 | – | 0.42% | – | |
| TMS | New | TMS INTERNATIONAL CORP-A | $20,501,000 | – | 1,382,425 | – | 0.42% | – |
| EPRPRC | New | EPR PROPERTIES5.75% cv perp pfd ser-c reit pnc | $20,375,000 | – | 887,821 | – | 0.41% | – |
| New | STILLWATER MINING COMPANYcv sr unsec nt | $20,271,000 | – | 19,432,000 | – | 0.41% | – | |
| New | ADVANCED MICRO DEVICEScv sr unsec nt | $20,189,000 | – | 19,667,000 | – | 0.41% | – | |
| New | INSULET CORPORATIONcv sr unsec nt pnc | $20,016,000 | – | 15,199,000 | – | 0.41% | – | |
| New | RYLAND GROUPcv sr unsec nt pnc | $19,101,000 | – | 21,000,000 | – | 0.39% | – | |
| New | ANNALY CAPITAL MGMTcv sr unsec nt | $19,119,000 | – | 18,916,000 | – | 0.39% | – | |
| New | STERLITE INDUSTRIES LTDcv sr unsec nt pnc | $19,021,000 | – | 19,586,000 | – | 0.39% | – | |
| New | BGC PARTNERS INCcv sr unsec nt | $18,956,000 | – | 18,676,000 | – | 0.38% | – | |
| New | GT ADV TECHNOLOGIES INCcv sr unsec nt | $18,895,000 | – | 22,000,000 | – | 0.38% | – | |
| New | CHIQUITA BRANDS INTLcv sr unsec nt pnc | $17,737,000 | – | 18,500,000 | – | 0.36% | – | |
| New | ICONIX BRAND GROUP INCcv sr sub nt | $17,460,000 | – | 15,305,000 | – | 0.36% | – | |
| ORBK | New | ORBOTECH LTD | $17,416,000 | – | 1,400,000 | – | 0.35% | – |
| New | MERITOR INCcv sr unsec step cpn nt | $16,881,000 | – | 18,878,000 | – | 0.34% | – | |
| New | WEBMD HEALTH CORPcv sr unsec nt | $16,825,000 | – | 18,074,000 | – | 0.34% | – | |
| New | TTM TECHNOLOGIEScv sr unsec nt | $16,743,000 | – | 16,643,000 | – | 0.34% | – | |
| New | NEWMONT MINING CORPcv sr unsec nt ser-b | $16,497,000 | – | 15,400,000 | – | 0.34% | – | |
| New | HANWHA SOLARONE CO LTDcv sr unsec nt | $16,414,000 | – | 19,310,000 | – | 0.33% | – | |
| New | STONE ENERGY CORPcv sr unsec nt | $16,255,000 | – | 17,491,000 | – | 0.33% | – | |
| New | DRYSHIPS INCcv sr unsec nt | $16,088,000 | – | 18,000,000 | – | 0.33% | – | |
| New | ARCELORMITTALcv sr unsec nt | $14,940,000 | – | 14,500,000 | – | 0.30% | – | |
| New | AAR CORPcv sr unsec nt | $14,934,000 | – | 15,000,000 | – | 0.30% | – | |
| New | PROVIDENCE SERVICE CORPcv sr sub nt | $14,851,000 | – | 13,882,000 | – | 0.30% | – | |
| New | KNIGHT CAPITAL GROUP INCcv sr sub nt | $14,700,000 | – | 14,659,000 | – | 0.30% | – | |
| CMLS | New | CUMULUS MEDIA INC-CL A | $13,512,000 | – | 3,985,983 | – | 0.28% | – |
| CWHPRD | New | COMMONWEALTH REIT6.5% cv perp pfd ser-d reit | $13,526,000 | – | 586,829 | – | 0.28% | – |
| New | BRISTOW GROUP INCcv sr unsec nt | $13,491,000 | – | 11,545,000 | – | 0.27% | – | |
| New | NUVASIVE INCcv sr unsec nt | $13,343,000 | – | 13,500,000 | – | 0.27% | – | |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $13,264,000 | – | 14,000,000 | – | 0.27% | – | |
| New | ALCATEL-LUCENT USA INCcv sr unsec nt ser a 2.75% multi-cpn pnc | $13,052,000 | – | 13,318,000 | – | 0.26% | – | |
| New | TOWER GROUP INTL LTDcv sr unsec nt | $12,920,000 | – | 11,949,000 | – | 0.26% | – | |
| New | US STEEL CORPcv sr unsec nt | $12,345,000 | – | 12,000,000 | – | 0.25% | – | |
| New | NAVISTAR INTL CORPcv sr sub nt | $12,219,000 | – | 12,550,000 | – | 0.25% | – | |
| New | GOODRICH PETROLEUM CORPcv sr unsec nt | $12,124,000 | – | 12,104,000 | – | 0.25% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $11,900,000 | – | 11,272,000 | – | 0.24% | – | |
| SWY | New | SAFEWAY INC | $11,830,000 | – | 500,000 | – | 0.24% | – |
| New | GREENBRIER COS INCcv sr unsec nt | $11,647,000 | – | 11,250,000 | – | 0.24% | – | |
| New | AFFYMETRIX INCcv sr unsec nt pnc | $11,663,000 | – | 11,650,000 | – | 0.24% | – | |
| New | GENERAL CABLE CORPcv sr unsec nt | $11,511,000 | – | 11,495,000 | – | 0.23% | – | |
| New | MGIC INVESTMENT CORPcv sr unsec nt | $11,266,000 | – | 10,935,000 | – | 0.23% | – | |
| New | HOME INNS HTL MNGMT INCcv sr unsec nt | $11,083,000 | – | 12,474,000 | – | 0.22% | – | |
| ETFC | New | E*TRADE FINANCIAL CORP | $11,078,000 | – | 875,000 | – | 0.22% | – |
| New | YRC WORLDWIDE INCcv sec 2nd lien 10% pik nt ser-a | $10,657,000 | – | 10,500,000 | – | 0.22% | – | |
| New | LEAP WIRELESS INTL INCcv sr unsec nt | $10,516,000 | – | 10,386,000 | – | 0.21% | – | |
| New | OMNICARE INCcv sr unsec nt ser-ocr cpdi | $10,498,000 | – | 10,154,000 | – | 0.21% | – | |
| VALEP | New | Vale S.A. PFDvale s.a. pfd | $10,282,000 | – | 845,600 | – | 0.21% | – |
| New | TITAN MACHINERY INCcv sr unsec nt | $10,157,000 | – | 10,784,000 | – | 0.21% | – | |
| New | ALPHA NATURAL RESOURCEScv sr unsec nt | $10,130,000 | – | 11,750,000 | – | 0.21% | – | |
| New | MORGANS HOTEL GROUP COcv sr sub nt | $10,081,000 | – | 10,177,000 | – | 0.20% | – | |
| PULS | New | PULSE ELECTRONICS CORP | $10,073,000 | – | 3,844,659 | – | 0.20% | – |
| New | AMTRUST FINANCIAL SERVICES INCcv sr unsec nt | $10,027,000 | – | 7,142,000 | – | 0.20% | – | |
| New | HOLOGIC INCcv sr unsec nt multi-cpn | $9,709,000 | – | 9,404,000 | – | 0.20% | – | |
| New | AV HOMES INCcv sr unsec nt | $9,277,000 | – | 8,835,000 | – | 0.19% | – | |
| New | ALLIANCE ONE INTL INCcv sr sub nt | $9,006,000 | – | 8,876,000 | – | 0.18% | – | |
| New | JINKOSOLAR HOLDING CO LTcv sr unsec nt 144a | $8,386,000 | – | 12,153,000 | – | 0.17% | – | |
| New | CENTRAL EURO MEDIA ENTERcv sec nt | $8,386,000 | – | 8,695,000 | – | 0.17% | – | |
| New | INTERMUNE INCcv sr unsec nt pnc | $8,306,000 | – | 9,992,000 | – | 0.17% | – | |
| PBR | New | PETROLEO BRASILEIRO SA SPONSORED ADRpetroleo brasileiro sa sponsored adr | $8,017,000 | – | 597,830 | – | 0.16% | – |
| New | CADENCE DESIGN SYS INCcv sr unsec nt ser-b | $8,014,000 | – | 8,000,000 | – | 0.16% | – | |
| New | DOLLAR FINANCIAL CORPcv sr unsec nt | $7,811,000 | – | 7,880,000 | – | 0.16% | – | |
| New | HEADWATERS INCcv sr sub nt | $7,671,000 | – | 6,846,000 | – | 0.16% | – | |
| NYCBPRU | New | NY COMMUNITY CAP TRUST V6% cv pfd (bonuses) pnc | $7,200,000 | – | 150,000 | – | 0.15% | – |
| New | GOLDCORP INCcv sr unsec nt | $7,059,000 | – | 6,968,000 | – | 0.14% | – | |
| New | MANNKIND CORPcv sr unsec nt | $7,042,000 | – | 7,378,000 | – | 0.14% | – | |
| PLPC | New | PREFORMED LINE PRODUCTS CO | $6,975,000 | – | 105,181 | – | 0.14% | – |
| New | ACCURAY INCcv sr unsec nt pnc | $6,845,000 | – | 7,140,000 | – | 0.14% | – | |
| New | ARES CAPITAL CORPcv sr unsec nt | $6,637,000 | – | 6,250,000 | – | 0.14% | – | |
| CBD | New | Cia Brasileira de Distribuicao Grupo Paocia brasileira de distribuicao grupo pao | $6,534,000 | – | 143,739 | – | 0.13% | – |
| VIV | New | TELEF BRASILtelef brasil | $6,520,000 | – | 285,700 | – | 0.13% | – |
| TTM | New | Tata Motorstata motors | $6,441,000 | – | 274,800 | – | 0.13% | – |
| New | NOVAGOLD RESOURCES INCcv sr unsec nt | $6,362,000 | – | 6,350,000 | – | 0.13% | – | |
| New | INTEROIL CORPcv sr unsec nt pnc | $6,176,000 | – | 6,400,000 | – | 0.12% | – | |
| New | MOLYCORP INCcv sr unsec nt pnc | $5,881,000 | – | 7,800,000 | – | 0.12% | – | |
| New | INTEGRA LIFESCIENCES HLDcv sr unsec nt | $5,630,000 | – | 5,733,000 | – | 0.11% | – | |
| CSTM | New | CONSTELLIUM NV- CLASS A | $5,347,000 | – | 331,082 | – | 0.11% | – |
| New | FIVE STAR QUALITY CARE INCcv sr unsecd nt | $5,322,000 | – | 5,300,000 | – | 0.11% | – | |
| New | ICAHN ENTERPRISES LPcv sr unsec frn pnc | $5,023,000 | – | 5,000,000 | – | 0.10% | – | |
| New | JAKKS PACIFIC INCcv sr unsec nt | $4,892,000 | – | 4,750,000 | – | 0.10% | – | |
| BALT | New | BALTIC TRADING LTD | $4,834,000 | – | 1,303,000 | – | 0.10% | – |
| New | JEFFERIES GROUP LLCcv sr unsec nt pnc | $4,527,000 | – | 4,236,000 | – | 0.09% | – | |
| New | ENDO HEALTH SOLUTIONS INcv sr sub nt | $4,522,000 | – | 3,360,000 | – | 0.09% | – | |
| WSHLY | New | WSP HOLDINGS LTD-ADR | $4,353,000 | – | 1,408,800 | – | 0.09% | – |
| BSMX | New | Grupo Financiero Santander Mexgrupo financiero santander mex | $4,274,000 | – | 300,800 | – | 0.09% | – |
| New | RF MICRO DEVICES INCcv sub nt | $4,050,000 | – | 4,000,000 | – | 0.08% | – | |
| New | CHESAPEAKE ENERGY CORPcv sr unsec nt cpdi | $3,992,000 | – | 4,000,000 | – | 0.08% | – | |
| New | HUTCHINSON TECHNOLOGYcv sr unsec nt | $3,970,000 | – | 4,000,000 | – | 0.08% | – | |
| BVN | New | COMPANIA DE MINAS BUEN SPON ADR SER B | $3,710,000 | – | 251,327 | – | 0.08% | – |
| GG | New | Goldcorp Incgoldcorp inc | $3,423,000 | – | 138,410 | – | 0.07% | – |
| New | HAWAIIAN HOLDINGS INCcv sr unsec nt | $3,424,000 | – | 3,117,000 | – | 0.07% | – | |
| EPRPRE | New | EPR PROPERTIES9% cv perp pfd ser-e reit pnc | $3,454,000 | – | 107,500 | – | 0.07% | – |
| New | GOLDEN STAR RESOURCEScv sr unsec nt | $3,348,000 | – | 5,000,000 | – | 0.07% | – | |
| New | PROSPECT CAPITAL CORPcv sr unsec nt | $3,112,000 | – | 3,000,000 | – | 0.06% | – | |
| GNKOQ | New | GENCO SHIPPING & TRADING LTD | $2,465,000 | – | 1,512,532 | – | 0.05% | – |
| New | GREEN PLAINS RENEWABLE ENERGYcv sr unsec nt pnc | $2,302,000 | – | 2,000,000 | – | 0.05% | – | |
| New | GLOBALSTAR INCcv sr unsec nt (5.75% cash/ 2.25% pik) | $2,027,000 | – | 2,116,000 | – | 0.04% | – | |
| TSM | New | TAIWAN SEMICONDUCTOR SPONSORED ADRtaiwan semiconductor sponsored adr | $1,916,000 | – | 104,598 | – | 0.04% | – |
| New | MCMORAN EXPLORATION COcv sr unsec nt pnc | $1,811,000 | – | 1,750,000 | – | 0.04% | – | |
| HDB | New | HDFC Bank Ltd. ADRhdfc bank ltd. adr | $1,532,000 | – | 42,267 | – | 0.03% | – |
| New | ALPHA NATURAL RESOURCEScv sr unsec nt | $1,507,000 | – | 1,640,000 | – | 0.03% | – | |
| FBNIQ | New | FURNITURE BRANDS INTL INC | $1,486,000 | – | 371,428 | – | 0.03% | – |
| ITUB | New | Itau Unibanco Holding SAitau unibanco holding sa | $1,454,000 | – | 112,569 | – | 0.03% | – |
| TV | New | GRUPO TELEVISA SA DE SPN ADR REPORDgrupo televisa sa de spn adr repord | $1,406,000 | – | 56,600 | – | 0.03% | – |
| ABV | New | COMPANHIA DE BEBIDAS SPON ADR PFD | $1,370,000 | – | 36,688 | – | 0.03% | – |
| CX | New | Cemex SA-Sponsored ADRcemex sa-sponsored adr | $1,175,000 | – | 111,084 | – | 0.02% | – |
| MBT | New | Mobile Telesystems OJSCmobile telesystems ojsc | $1,075,000 | – | 56,753 | – | 0.02% | – |
| PKX | New | Poscoposco | $964,000 | – | 14,809 | – | 0.02% | – |
| New | AFFILIATED MANAGERS GROUPcv sr unsec nt | $919,000 | – | 712,000 | – | 0.02% | – | |
| TKC | New | TURKCELL ILETISIM HIZM SPONSORED ADRturkcell iletisim hizm sponsored adr | $915,000 | – | 63,696 | – | 0.02% | – |
| SQM | New | Sociedad Quimica y Minera de Chisociedad quimica y minera de chi | $902,000 | – | 22,325 | – | 0.02% | – |
Q4 2012
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | ON SEMICONDUCTOR CORPonnn 2.625 12/15/26 | $0 | – | -370,000 | – | -0.01% | – | |
| Exit | OMNICOM GROUP INComc 0 07/31/32 * | $0 | – | -375,000 | – | -0.01% | – | |
| MBT | Exit | Mobile Telesystems OJSCadr | $0 | – | -24,323 | – | -0.01% | – |
| PKX | Exit | POSCOadr | $0 | – | -5,200 | – | -0.01% | – |
| SCCO | Exit | Southern Copper Corp | $0 | – | -13,257 | – | -0.01% | – |
| SQM | Exit | Sociedad Quimica y Minera de Cadr | $0 | – | -7,502 | – | -0.01% | – |
| INFY | Exit | Infosys Ltdadr | $0 | – | -9,249 | – | -0.01% | – |
| Exit | ARCHER DANIELSadm 0.875 02/15/14 | $0 | – | -550,000 | – | -0.01% | – | |
| ABV | Exit | Cia de Bebidas das Americasadr | $0 | – | -13,616 | – | -0.01% | – |
| SKM | Exit | SK Telecom Co Ltdadr | $0 | – | -34,600 | – | -0.01% | – |
| Exit | AGCO CORPagco 1.25 12/15/36 | $0 | – | -475,000 | – | -0.01% | – | |
| HDB | Exit | HDFC Bank Ltdadr | $0 | – | -19,524 | – | -0.01% | – |
| Exit | MEDTRONIC INCmdt 1.625 04/15/13 b | $0 | – | -850,000 | – | -0.02% | – | |
| TSM | Exit | TSMCadr | $0 | – | -59,731 | – | -0.02% | – |
| ITUB | Exit | Itau Unibanco Holding SAadr | $0 | – | -59,899 | – | -0.02% | – |
| Exit | CIENA CORPcien 0.875 06/15/17 | $0 | – | -1,100,000 | – | -0.02% | – | |
| Exit | ALCATEL-LUCENT USA INCalufp 2.875 06/15/25 b | $0 | – | -1,000,000 | – | -0.02% | – | |
| Exit | ARRIS GROUP INCarrs 2 11/15/26 | $0 | – | -1,075,000 | – | -0.02% | – | |
| Exit | NEWMONT MINING CORPnem 1.25 07/15/14 a | $0 | – | -825,000 | – | -0.02% | – | |
| Exit | LEUCADIA NATL CORPluk 3.75 04/15/14 | $0 | – | -977,000 | – | -0.02% | – | |
| APAPRD | Exit | APACHE CORPapa 6 08/01/13 d | $0 | – | -24,500 | – | -0.02% | – |
| Exit | AFFILIATED MANAGERS GROUamg 3.95 08/15/38 | $0 | – | -1,062,000 | – | -0.02% | – | |
| Exit | TRINITY INDUSTRIES INCtrn 3.875 06/01/36 | $0 | – | -1,300,000 | – | -0.02% | – | |
| PULS | Exit | Pulse Electronics Corp | $0 | – | -1,717,406 | – | -0.02% | – |
| Exit | ENDO HEALTH SOLUTIONS INendp 1.75 04/15/15 | $0 | – | -1,200,000 | – | -0.02% | – | |
| Exit | LIBERTY INTERACTIVE LLClinta 3.25 03/15/31 | $0 | – | -1,750,000 | – | -0.03% | – | |
| Exit | AFFYMETRIX INCaffx 4 07/01/19 | $0 | – | -1,800,000 | – | -0.03% | – | |
| Exit | HILLTOP HOLDINGS INChth 7.5 08/15/25 | $0 | – | -1,476,000 | – | -0.03% | – | |
| Exit | COGENT COMMUNICATIONS GRccoi 1 06/15/27 | $0 | – | -2,000,000 | – | -0.03% | – | |
| Exit | SANDISK CORPsndk 1 05/15/13 | $0 | – | -2,000,000 | – | -0.03% | – | |
| Exit | SCHOOL SPECIALTY INCschs 3.75 11/30/26 * | $0 | – | -3,080,000 | – | -0.04% | – | |
| Exit | ALERE INCalr 3 05/15/16 | $0 | – | -2,280,000 | – | -0.04% | – | |
| WSHLY | Exit | WSP Holdings Ltdadr | $0 | – | -1,408,800 | – | -0.04% | – |
| Exit | WEBMD HEALTH CORPwbmd 2.5 01/31/18 | $0 | – | -3,000,000 | – | -0.04% | – | |
| Exit | GOLDEN STAR RESOURCESgsccn 4 11/30/12 | $0 | – | -2,500,000 | – | -0.04% | – | |
| EPRPRE | Exit | ENTERTAINMENT PPTYS TRconv pfd 9% sr e | $0 | – | -97,500 | – | -0.05% | – |
| CWHPRD | Exit | COMMONWEALTH REITcwh 6.5 p12/31/49 d | $0 | – | -140,711 | – | -0.06% | – |
| Exit | BILL BARRETT CORPbbg 5 03/15/28 | $0 | – | -3,560,000 | – | -0.06% | – | |
| FBN | Exit | Furniture Brands International | $0 | – | -2,600,000 | – | -0.06% | – |
| Exit | GREEN PLAINS RENEWABLE Egpre 5.75 11/01/15 | $0 | – | -5,500,000 | – | -0.07% | – | |
| Exit | CENTRAL EURO MEDIA ENTERcetv 5 11/15/15 | $0 | – | -4,500,000 | – | -0.07% | – | |
| Exit | JEFFERIES GROUP INCjef 3.875 11/01/29 | $0 | – | -4,567,000 | – | -0.08% | – | |
| Exit | ANNALY CAPITAL MGMTnly 4 02/15/15 | $0 | – | -3,500,000 | – | -0.08% | – | |
| TX | Exit | Ternium SAadr | $0 | – | -226,600 | – | -0.08% | – |
| Exit | LIVE NATION ENTERTAINMENlyv 2.875 07/15/27 | $0 | – | -4,584,000 | – | -0.08% | – | |
| Exit | TTM TECHNOLOGIESttmi 3.25 05/15/15 | $0 | – | -4,500,000 | – | -0.08% | – | |
| Exit | CARRIZO OIL & GAS INCcrzo 4.375 06/01/28 | $0 | – | -4,500,000 | – | -0.08% | – | |
| Exit | HORSEHEAD HOLDING CORPzinc 3.8 07/01/17 | $0 | – | -5,000,000 | – | -0.08% | – | |
| Exit | ARCELORMITTALmtna 5 05/15/14 | $0 | – | -4,755,000 | – | -0.08% | – | |
| RIO | Exit | Rio Tinto PLCadr | $0 | – | -106,200 | – | -0.08% | – |
| UMC | Exit | United Microelectronics Corpadr | $0 | – | -2,480,121 | – | -0.09% | – |
| CIG | Exit | Cia Energetica de Minas Geraisadr | $0 | – | -432,649 | – | -0.09% | – |
| Exit | ALCATEL-LUCENT USA INCalufp 2.875 06/15/23 a | $0 | – | -7,200,000 | – | -0.09% | – | |
| GNKOQ | Exit | Genco Shipping & Trading Ltd | $0 | – | -1,512,532 | – | -0.10% | – |
| Exit | CENTRAL EUR DISTR CORPcedc 3 03/15/13 | $0 | – | -6,035,000 | – | -0.10% | – | |
| EGLE | Exit | Eagle Bulk Shipping Inc | $0 | – | -1,543,750 | – | -0.10% | – |
| BVN | Exit | Cia de Minas Buenaventura SAadr | $0 | – | -146,766 | – | -0.10% | – |
| Exit | INTEL CORPintc 3.25 08/01/39 | $0 | – | -4,634,000 | – | -0.10% | – | |
| CBD | Exit | Cia Brasileira de Distribuicaoadr | $0 | – | -129,877 | – | -0.10% | – |
| AMX | Exit | America Movil SAB de CVadr | $0 | – | -234,236 | – | -0.10% | – |
| Exit | STEWART ENTERPRISESstei 3.125 07/15/14 | $0 | – | -5,750,000 | – | -0.10% | – | |
| Exit | ISTAR FINANCIAL INCsfi f 10/01/12 | $0 | – | -6,201,000 | – | -0.11% | – | |
| Exit | ALLIANCE ONE INTL INCaoi 5.5 07/15/14 | $0 | – | -6,426,000 | – | -0.11% | – | |
| Exit | NOVAGOLD RESOURCES INCngcn 5.5 05/01/15 | $0 | – | -6,000,000 | – | -0.11% | – | |
| Exit | SUNPOWER CORPspwr 4.5 03/15/15 | $0 | – | -6,834,000 | – | -0.11% | – | |
| VIV | Exit | Telefonica Brasil SAadr | $0 | – | -293,600 | – | -0.11% | – |
| Exit | PHOTRONICS INCplab 3.25 04/01/16 | $0 | – | -6,776,000 | – | -0.11% | – | |
| Exit | AMER EQUITY INVT LIFEael 5.25 12/06/24 | $0 | – | -6,465,000 | – | -0.11% | – | |
| Exit | GENERAL CABLE CORPbgc 0.875 11/15/13 | $0 | – | -6,700,000 | – | -0.12% | – | |
| Exit | SUNPOWER CORPspwr 4.75 04/15/14 | $0 | – | -7,110,000 | – | -0.12% | – | |
| Exit | SPARTAN STORES INCsptn 3.375 05/15/27 | $0 | – | -7,043,000 | – | -0.12% | – | |
| PBR | Exit | Petroleo Brasileiro SAadr | $0 | – | -304,996 | – | -0.12% | – |
| Exit | AV HOMES INCavhi 7.5 02/15/16 | $0 | – | -7,000,000 | – | -0.12% | – | |
| Exit | GOLDEN STAR RESOURCESgsccn 5 06/01/17 | $0 | – | -5,200,000 | – | -0.12% | – | |
| Exit | MERITOR INCmtor 4.625 03/01/26 | $0 | – | -8,000,000 | – | -0.12% | – | |
| Exit | ALLIANT TECHSYSTEMS INCatk 3 08/15/24 | $0 | – | -6,968,000 | – | -0.12% | – | |
| GTATQ | Exit | GT Advanced Technologies Inc | $0 | – | -1,324,429 | – | -0.12% | – |
| ORBK | Exit | ORBOTECH LTD | $0 | – | -849,902 | – | -0.12% | – |
| GG | Exit | Goldcorp Inc | $0 | – | -158,810 | – | -0.12% | – |
| Exit | DRYSHIPS INCdrys 5 12/01/14 | $0 | – | -9,130,000 | – | -0.13% | – | |
| Exit | NAVISTAR INTL CORPnav 3 10/15/14 | $0 | – | -8,400,000 | – | -0.13% | – | |
| Exit | HOLOGIC INCholx 2 12/15/37 | $0 | – | -7,850,000 | – | -0.13% | – | |
| MLCO | Exit | Melco Crown Entertainment Ltdadr | $0 | – | -584,377 | – | -0.14% | – |
| Exit | TYSON FOODS INCtsn 3.25 10/15/13 | $0 | – | -7,220,000 | – | -0.14% | – | |
| Exit | MEDIVATION INCmdvn 2.625 04/01/17 | $0 | – | -6,200,000 | – | -0.14% | – | |
| Exit | NOVELLUS SYSTEMS INClrcx 2.625 05/15/41 | $0 | – | -7,500,000 | – | -0.14% | – | |
| Exit | GREENBRIER COS INCgbx 2.375 05/15/26 | $0 | – | -8,835,000 | – | -0.15% | – | |
| Exit | EXIDE TECHNOLOGIESxide f 09/18/13 | $0 | – | -9,505,000 | – | -0.15% | – | |
| Exit | HERCULES OFFSHORE LLChero 3.375 06/01/38 | $0 | – | -9,000,000 | – | -0.16% | – | |
| Exit | MICRON TECHNOLOGY INCmu 1.875 08/01/31 b | $0 | – | -10,460,000 | – | -0.16% | – | |
| Exit | RENTECH INCrtk 4 04/15/13 | $0 | – | -9,509,000 | – | -0.16% | – | |
| Exit | ADVANCED MICRO DEVICESamd 6 05/01/15 | $0 | – | -9,500,000 | – | -0.17% | – | |
| VALE | Exit | Vale SAadr | $0 | – | -552,827 | – | -0.17% | – |
| Exit | KNIGHT CAPITAL GROUP INCkcg 3.5 03/15/15 | $0 | – | -11,000,000 | – | -0.17% | – | |
| Exit | GOODRICH PETROLEUM CORPgdp 5 10/01/29 | $0 | – | -10,767,000 | – | -0.17% | – | |
| Exit | CHIQUITA BRANDS INTLcqb 4.25 08/15/16 | $0 | – | -11,911,000 | – | -0.18% | – | |
| CMLS | Exit | Cumulus Media Inc | $0 | – | -3,985,983 | – | -0.19% | – |
| Exit | ICAHN ENTERPRISES LPiep f 08/15/13 | $0 | – | -10,725,000 | – | -0.19% | – | |
| Exit | GENCORP INCgy 4.0625 12/31/39 | $0 | – | -8,700,000 | – | -0.19% | – | |
| Exit | PROVIDENCE SERVICE CORPprsc 6.5 05/15/14 | $0 | – | -11,155,000 | – | -0.19% | – | |
| Exit | MOLYCORP INCmcp 3.25 06/15/16 | $0 | – | -16,796,000 | – | -0.20% | – | |
| Exit | RF MICRO DEVICES INCrfmd 1 04/15/14 | $0 | – | -12,000,000 | – | -0.20% | – | |
| Exit | RADISYS CORPrsys 2.75 02/15/13 | $0 | – | -12,091,000 | – | -0.21% | – | |
| Exit | RADIAN GROUP INCrdn 3 11/15/17 | $0 | – | -16,380,000 | – | -0.21% | – | |
| APO | Exit | Apollo Global Management LLCltd part | $0 | – | -830,000 | – | -0.21% | – |
| Exit | HEADWATERS INChw 2.5 02/01/14 | $0 | – | -12,665,000 | – | -0.21% | – | |
| Exit | NASH FINCH COnafc 1.6314 03/15/35 | $0 | – | -27,052,000 | – | -0.21% | – | |
| Exit | RAMBUS INCrmbs 5 06/15/14 | $0 | – | -12,500,000 | – | -0.22% | – | |
| GEN | Exit | GenOn Energy Inc | $0 | – | -5,000,000 | – | -0.22% | – |
| Exit | ELECTRONIC ARTS INCea 0.75 07/15/16 | $0 | – | -13,790,000 | – | -0.22% | – | |
| Exit | APOLLO INVESTMENT CORPainv 5.75 01/15/16 | $0 | – | -12,305,000 | – | -0.22% | – | |
| Exit | RAIT FINANCIAL TRUSTras 7 04/01/31 | $0 | – | -14,042,000 | – | -0.23% | – | |
| Exit | HANWHA SOLARONE CO LTDhsol 3.5 01/15/18 | $0 | – | -17,853,000 | – | -0.23% | – | |
| Exit | AAR CORPair 1.625 03/01/14 a | $0 | – | -15,019,000 | – | -0.25% | – | |
| Exit | HORNBECK OFFSHORE SERVhos 1.625 11/15/26 | $0 | – | -13,897,000 | – | -0.25% | – | |
| LVLT | Exit | Level 3 Communications Inc | $0 | – | -650,000 | – | -0.26% | – |
| Exit | FIVE STAR QUALITY CARE Ifve 3.75 10/15/26 | $0 | – | -15,346,000 | – | -0.26% | – | |
| Exit | LAM RESEARCH CORPlrcx 0.5 05/15/16 | $0 | – | -16,160,000 | – | -0.26% | – | |
| Exit | STERLITE INDUSTRIES LTDstltin 4 10/30/14 | $0 | – | -16,403,000 | – | -0.27% | – | |
| Exit | CHESAPEAKE ENERGY CORPchk 2.75 11/15/35 | $0 | – | -16,500,000 | – | -0.27% | – | |
| Exit | PROSPECT CAPITAL CORPpsec 5.5 08/15/16 | $0 | – | -15,450,000 | – | -0.27% | – | |
| Exit | BGC PARTNERS INCbgcp 4.5 07/15/16 | $0 | – | -17,471,000 | – | -0.28% | – | |
| SWY | Exit | Safeway Inc | $0 | – | -1,000,000 | – | -0.28% | – |
| Exit | OMNICARE INCocr 3.25 12/15/35 ocr | $0 | – | -16,315,000 | – | -0.28% | – | |
| Exit | MERITAGE HOMES CORPmth 1.875 09/15/32 | $0 | – | -17,000,000 | – | -0.29% | – | |
| Exit | GREATBATCH INC.gb 2.25 06/15/13 ++* | $0 | – | -17,125,000 | – | -0.29% | – | |
| CZR | Exit | Caesars Entertainment Corp | $0 | – | -2,537,957 | – | -0.30% | – |
| Exit | PHH CORPphh 4 09/01/14 | $0 | – | -15,975,000 | – | -0.30% | – | |
| Exit | INSULET CORPORATIONpodd 3.75 06/15/16 | $0 | – | -16,741,000 | – | -0.32% | – | |
| Exit | EXTERRAN HOLDINGS INCexh 4.25 06/15/14 | $0 | – | -16,935,000 | – | -0.33% | – | |
| Exit | INTEL CORPintc 2.95 12/15/35 | $0 | – | -17,725,000 | – | -0.33% | – | |
| Exit | PULSE ELECTRONICS CORPpuls 7 12/15/14 | $0 | – | -27,685,000 | – | -0.34% | – | |
| Exit | HANOVER COMPRESSOR CO NOTE 4.750% 1/1note 4.750% 1/1 | $0 | – | -19,980,000 | – | -0.34% | – | |
| Exit | LAM RESEARCH CORPlrcx 1.25 05/15/18 | $0 | – | -21,294,000 | – | -0.36% | – | |
| Exit | CHEMED CORPche 1.875 05/15/14 | $0 | – | -20,355,000 | – | -0.37% | – | |
| Exit | GOLDCORP INCgcn 2 08/01/14 | $0 | – | -17,778,000 | – | -0.37% | – | |
| Exit | WABASH NATIONAL CORPwnc 3.375 05/01/18 | $0 | – | -21,550,000 | – | -0.37% | – | |
| GTY | Exit | Getty Realty Corpreit | $0 | – | -1,312,728 | – | -0.40% | – |
| EPRPRC | Exit | ENTERTAINMENT PPTYS TR PFD C CNV 5.75%pfd c cnv 5.75% | $0 | – | -1,132,821 | – | -0.41% | – |
| Exit | LINEAR TECHNOLOGY CORPlltc 3 05/01/27 a | $0 | – | -22,810,000 | – | -0.41% | – | |
| Exit | BARNES GROUP INCb 3.375 03/15/27 | $0 | – | -21,892,000 | – | -0.41% | – | |
| Exit | NUVASIVE INCnuva 2.75 07/01/17 | $0 | – | -25,095,000 | – | -0.42% | – | |
| Exit | MICRON TECHNOLOGY INCmu 1.875 06/01/27 | $0 | – | -27,724,000 | – | -0.43% | – | |
| VSH | Exit | Vishay Intertechnology Inc | $0 | – | -2,750,000 | – | -0.46% | – |
| Exit | DFC GLOBAL CORPdllr 3 04/01/28 | $0 | – | -25,190,000 | – | -0.48% | – | |
| Exit | ENDEAVOUR INTERNATIONALend 5.5 07/15/16 | $0 | – | -30,000,000 | – | -0.49% | – | |
| Exit | STEEL DYNAMICS INCstld 5.125 06/15/14 | $0 | – | -27,538,000 | – | -0.50% | – | |
| Exit | BROADSOFT INCbsft 1.5 07/01/18 | $0 | – | -24,865,000 | – | -0.51% | – | |
| Exit | VOLCANO CORPvolc 2.875 09/01/15 | $0 | – | -24,690,000 | – | -0.52% | – | |
| Exit | CHART INDUSTRIES INCgtls 2 08/01/18 | $0 | – | -22,943,000 | – | -0.52% | – | |
| Exit | OLD REPUBLIC INTL CORPori 3.75 03/15/18 | $0 | – | -30,323,000 | – | -0.52% | – | |
| Exit | BPZ RESOURCES INCbpz 6.5 03/01/15 * | $0 | – | -38,720,000 | – | -0.52% | – | |
| Exit | TELEFLEX INCtfx 3.875 08/01/17 | $0 | – | -24,290,000 | – | -0.52% | – | |
| Exit | GROUP 1 AUTOMOTIVE INCgpi 2.25 06/15/36 | $0 | – | -26,135,000 | – | -0.52% | – | |
| Exit | COMTECH TELECOMMUNICATIOcmtl 3 05/01/29 | $0 | – | -29,920,000 | – | -0.54% | – | |
| OCRPRB | Exit | OMNICARE CAP TRUST IIocr 4 06/15/33 b | $0 | – | -677,760 | – | -0.54% | – |
| Exit | FIDELITY NATL FINANCIALfnf 4.25 08/15/18 | $0 | – | -27,010,000 | – | -0.57% | – | |
| AIQ | Exit | Alliance HealthCare Services I | $0 | – | -23,782,451 | – | -0.58% | – |
| Exit | RYLAND GROUPryl 1.625 05/15/18 | $0 | – | -28,000,000 | – | -0.58% | – | |
| Exit | ROYAL GOLD INCrgld 2.875 06/15/19 | $0 | – | -28,685,000 | – | -0.60% | – | |
| Exit | IXIAxxia 3 12/15/15 | $0 | – | -29,927,000 | – | -0.60% | – | |
| Exit | RTI INTERNATIONAL METALSrti 3 12/01/15 | $0 | – | -34,125,000 | – | -0.61% | – | |
| Exit | MOLINA HEALTHCARE INCmoh 3.75 10/01/14 moh | $0 | – | -33,840,000 | – | -0.65% | – | |
| Exit | AVIS BUDGET GROUP INCcar 3.5 10/01/14 | $0 | – | -33,250,000 | – | -0.70% | – | |
| Exit | HOLOGIC INCholx 2 03/01/42 2012 | $0 | – | -43,425,000 | – | -0.73% | – | |
| UTXPRA | Exit | UNITED TECHNOLOGIES CORPutx 7.5 08/01/15 | $0 | – | -779,950 | – | -0.75% | – |
| Exit | LIFEPOINT HOSPITALS INClpnt 3.5 05/15/14 | $0 | – | -40,592,000 | – | -0.76% | – | |
| Exit | GREENBRIER COS INCgbx 3.5 04/01/18 | $0 | – | -51,400,000 | – | -0.79% | – | |
| Exit | MICRON TECHNOLOGY INCmu 1.5 08/01/31 a | $0 | – | -52,635,000 | – | -0.82% | – | |
| Exit | STANDARD PACIFIC CORPspf 1.25 08/01/32 | $0 | – | -43,283,000 | – | -0.82% | – | |
| Exit | ANNALY CAPITAL MGMTnly 5 05/15/15 | $0 | – | -48,750,000 | – | -0.86% | – | |
| Exit | GILEAD SCIENCES INCgild 1.625 05/01/16 d | $0 | – | -32,025,000 | – | -0.86% | – | |
| Exit | ON SEMICONDUCTOR CORPonnn 2.625 12/15/26 b | $0 | – | -48,945,000 | – | -0.87% | – | |
| GMPRB | Exit | GENERAL MOTORS COgm 4.75 12/01/13 b | $0 | – | -1,377,400 | – | -0.88% | – |
| Exit | COVANTA HOLDING CORPcva 3.25 06/01/14 | $0 | – | -44,135,000 | – | -0.89% | – | |
| Exit | CEMEX SAB DE CVcemex 3.25 03/15/16 | $0 | – | -53,375,000 | – | -0.90% | – | |
| Exit | MENTOR GRAPHICS CORPment 4 04/01/31 | $0 | – | -46,556,000 | – | -0.90% | – | |
| Exit | HOLOGIC INCholx 2 12/15/37 2010 | $0 | – | -48,679,000 | – | -0.94% | – | |
| Exit | UNITED THERAPEUTICS CORPuthr 1 09/15/16 144a | $0 | – | -43,360,000 | – | -0.98% | – | |
| Exit | INTEGRA LIFESCIENCES HLDiart 1.625 12/15/16 | $0 | – | -57,388,000 | – | -1.01% | – | |
| Exit | HELIX ENERGY SOLUTIONShlx 3.25 03/15/32 | $0 | – | -53,350,000 | – | -1.03% | – | |
| CXPO | Exit | Crimson Exploration Inc | $0 | – | -15,524,818 | – | -1.14% | – |
| Exit | FOREST CITY ENTERPRISESfce 4.25 08/15/18 | $0 | – | -63,671,000 | – | -1.15% | – | |
| DIAL | Exit | Dial Global Inc | $0 | – | -26,311,557 | – | -1.22% | – |
| Exit | US STEEL CORPx 4 05/15/14 | $0 | – | -77,570,000 | – | -1.35% | – | |
| Exit | MGM RESORTS INTLmgm 4.25 04/15/15 | $0 | – | -79,365,000 | – | -1.42% | – | |
| Exit | BROOKDALE SENIOR LIVINGbkd 2.75 06/15/18 | $0 | – | -86,100,000 | – | -1.64% | – | |
| Exit | CEMEX SAB DE CVcemex 4.875 03/15/15 | $0 | – | -97,676,000 | – | -1.66% | – | |
| Exit | OMNICARE INCocr 3.75 04/01/42 | $0 | – | -101,510,000 | – | -1.71% | – | |
| Exit | SANDISK CORPsndk 1.5 08/15/17 | $0 | – | -90,230,000 | – | -1.76% | – | |
| FBP | Exit | First BanCorp/Puerto Rico | $0 | – | -50,684,485 | – | -3.84% | – |
| CIT | Exit | CIT Group Inc | $0 | – | -6,786,501 | – | -4.58% | – |
| XCO | Exit | EXCO Resources Inc | $0 | – | -36,778,946 | – | -5.05% | – |
| 3106PS | Exit | Delphi Automotive PLC | $0 | – | -14,149,734 | – | -7.52% | – |
| CHTR | Exit | Charter Communications Inc | $0 | – | -14,647,369 | – | -18.85% | – |
Q3 2012
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHTR | Sell | Charter Communications Inc | $1,099,431,000 | -5.9% | 14,647,369 | -11.1% | 18.85% | -6.5% |
| 3106PS | Sell | Delphi Automotive PLC | $438,641,000 | -10.5% | 14,149,734 | -26.4% | 7.52% | -11.1% |
| CIT | Sell | CIT Group Inc | $267,320,000 | -8.1% | 6,786,501 | -16.8% | 4.58% | -8.7% |
| Sell | SANDISK CORPsndk 1.5 08/15/17 | $102,388,000 | +9.0% | 90,230,000 | -0.9% | 1.76% | +8.3% | |
| Sell | OMNICARE INCocr 3.75 04/01/42 | $99,688,000 | +5.3% | 101,510,000 | -1.0% | 1.71% | +4.7% | |
| Buy | CEMEX SAB DE CVcemex 4.875 03/15/15 | $96,845,000 | +18.7% | 97,676,000 | +6.2% | 1.66% | +17.9% | |
| Buy | BROOKDALE SENIOR LIVINGbkd 2.75 06/15/18 | $95,880,000 | +68.5% | 86,100,000 | +42.7% | 1.64% | +67.4% | |
| Sell | MGM RESORTS INTLmgm 4.25 04/15/15 | $82,797,000 | -19.5% | 79,365,000 | -21.2% | 1.42% | -20.0% | |
| Sell | US STEEL CORPx 4 05/15/14 | $78,658,000 | -3.9% | 77,570,000 | -3.1% | 1.35% | -4.6% | |
| DIAL | New | Dial Global Inc | $71,304,000 | – | 26,311,557 | – | 1.22% | – |
| New | FOREST CITY ENTERPRISESfce 4.25 08/15/18 | $67,300,000 | – | 63,671,000 | – | 1.15% | – | |
| CXPO | Sell | Crimson Exploration Inc | $66,290,000 | -7.0% | 15,524,818 | -0.0% | 1.14% | -7.6% |
| Sell | HELIX ENERGY SOLUTIONShlx 3.25 03/15/32 | $59,885,000 | +7.9% | 53,350,000 | -0.7% | 1.03% | +7.3% | |
| New | INTEGRA LIFESCIENCES HLDiart 1.625 12/15/16 | $58,880,000 | – | 57,388,000 | – | 1.01% | – | |
| Sell | UNITED THERAPEUTICS CORPuthr 1 09/15/16 144a | $57,171,000 | +2.1% | 43,360,000 | -7.7% | 0.98% | +1.4% | |
| Buy | HOLOGIC INCholx 2 12/15/37 2010 | $54,586,000 | +9.3% | 48,679,000 | +2.9% | 0.94% | +8.7% | |
| Buy | MENTOR GRAPHICS CORPment 4 04/01/31 | $52,747,000 | +11.5% | 46,556,000 | +5.8% | 0.90% | +10.8% | |
| Buy | CEMEX SAB DE CVcemex 3.25 03/15/16 | $52,734,000 | +73.8% | 53,375,000 | +50.0% | 0.90% | +72.8% | |
| Sell | COVANTA HOLDING CORPcva 3.25 06/01/14 | $51,751,000 | -21.7% | 44,135,000 | -21.4% | 0.89% | -22.3% | |
| GMPRB | Sell | GENERAL MOTORS COgm 4.75 12/01/13 b | $51,349,000 | +8.4% | 1,377,400 | -3.5% | 0.88% | +7.6% |
| Sell | ON SEMICONDUCTOR CORPonnn 2.625 12/15/26 b | $50,822,000 | -31.0% | 48,945,000 | -28.5% | 0.87% | -31.5% | |
| Sell | GILEAD SCIENCES INCgild 1.625 05/01/16 d | $50,279,000 | -60.5% | 32,025,000 | -67.3% | 0.86% | -60.7% | |
| Sell | ANNALY CAPITAL MGMTnly 5 05/15/15 | $50,120,000 | -9.3% | 48,750,000 | -12.2% | 0.86% | -9.9% | |
| New | STANDARD PACIFIC CORPspf 1.25 08/01/32 | $48,027,000 | – | 43,283,000 | – | 0.82% | – | |
| New | MICRON TECHNOLOGY INCmu 1.5 08/01/31 a | $47,648,000 | – | 52,635,000 | – | 0.82% | – | |
| New | GREENBRIER COS INCgbx 3.5 04/01/18 | $46,113,000 | – | 51,400,000 | – | 0.79% | – | |
| Sell | LIFEPOINT HOSPITALS INClpnt 3.5 05/15/14 | $44,353,000 | -1.7% | 40,592,000 | -3.3% | 0.76% | -2.3% | |
| UTXPRA | New | UNITED TECHNOLOGIES CORPutx 7.5 08/01/15 | $43,755,000 | – | 779,950 | – | 0.75% | – |
| Buy | HOLOGIC INCholx 2 03/01/42 2012 | $42,461,000 | +15.4% | 43,425,000 | +9.9% | 0.73% | +14.6% | |
| Sell | AVIS BUDGET GROUP INCcar 3.5 10/01/14 | $40,671,000 | -15.8% | 33,250,000 | -14.2% | 0.70% | -16.3% | |
| Buy | MOLINA HEALTHCARE INCmoh 3.75 10/01/14 moh | $37,929,000 | +3.7% | 33,840,000 | +1.8% | 0.65% | +3.0% | |
| Sell | RTI INTERNATIONAL METALSrti 3 12/01/15 | $35,816,000 | -1.7% | 34,125,000 | -4.2% | 0.61% | -2.4% | |
| Buy | IXIAxxia 3 12/15/15 | $35,180,000 | +34.6% | 29,927,000 | +17.4% | 0.60% | +33.7% | |
| New | ROYAL GOLD INCrgld 2.875 06/15/19 | $34,759,000 | – | 28,685,000 | – | 0.60% | – | |
| Sell | RYLAND GROUPryl 1.625 05/15/18 | $33,852,000 | -4.1% | 28,000,000 | -12.5% | 0.58% | -4.8% | |
| New | FIDELITY NATL FINANCIALfnf 4.25 08/15/18 | $33,098,000 | – | 27,010,000 | – | 0.57% | – | |
| Buy | COMTECH TELECOMMUNICATIOcmtl 3 05/01/29 | $31,666,000 | +19.5% | 29,920,000 | +20.5% | 0.54% | +18.8% | |
| OCRPRB | Sell | OMNICARE CAP TRUST IIocr 4 06/15/33 b | $31,685,000 | +0.1% | 677,760 | -5.9% | 0.54% | -0.5% |
| Buy | GROUP 1 AUTOMOTIVE INCgpi 2.25 06/15/36 | $30,610,000 | +55.0% | 26,135,000 | +37.3% | 0.52% | +54.0% | |
| Sell | TELEFLEX INCtfx 3.875 08/01/17 | $30,573,000 | -13.0% | 24,290,000 | -19.3% | 0.52% | -13.7% | |
| Sell | BPZ RESOURCES INCbpz 6.5 03/01/15 * | $30,306,000 | -12.9% | 38,720,000 | -9.4% | 0.52% | -13.3% | |
| Sell | OLD REPUBLIC INTL CORPori 3.75 03/15/18 | $30,233,000 | +5.6% | 30,323,000 | -3.2% | 0.52% | +4.9% | |
| Sell | CHART INDUSTRIES INCgtls 2 08/01/18 | $30,129,000 | -16.8% | 22,943,000 | -22.1% | 0.52% | -17.4% | |
| Buy | VOLCANO CORPvolc 2.875 09/01/15 | $30,046,000 | +4.9% | 24,690,000 | +4.2% | 0.52% | +4.3% | |
| New | BROADSOFT INCbsft 1.5 07/01/18 | $29,942,000 | – | 24,865,000 | – | 0.51% | – | |
| Buy | STEEL DYNAMICS INCstld 5.125 06/15/14 | $29,025,000 | +18.0% | 27,538,000 | +18.9% | 0.50% | +17.5% | |
| New | ENDEAVOUR INTERNATIONALend 5.5 07/15/16 | $28,830,000 | – | 30,000,000 | – | 0.49% | – | |
| Sell | DFC GLOBAL CORPdllr 3 04/01/28 | $28,255,000 | -13.9% | 25,190,000 | -12.2% | 0.48% | -14.5% | |
| Sell | MICRON TECHNOLOGY INCmu 1.875 06/01/27 | $24,929,000 | -13.4% | 27,724,000 | -15.3% | 0.43% | -14.1% | |
| Buy | NUVASIVE INCnuva 2.75 07/01/17 | $24,191,000 | +34.9% | 25,095,000 | +37.8% | 0.42% | +34.3% | |
| Sell | BARNES GROUP INCb 3.375 03/15/27 | $23,849,000 | -0.6% | 21,892,000 | -0.8% | 0.41% | -1.2% | |
| Buy | LINEAR TECHNOLOGY CORPlltc 3 05/01/27 a | $23,793,000 | +3.3% | 22,810,000 | +3.1% | 0.41% | +2.5% | |
| EPRPRC | Buy | ENTERTAINMENT PPTYS TR PFD C CNV 5.75%pfd c cnv 5.75% | $23,675,000 | +28.1% | 1,132,821 | +15.9% | 0.41% | +27.3% |
| Buy | WABASH NATIONAL CORPwnc 3.375 05/01/18 | $21,729,000 | +9.3% | 21,550,000 | +4.9% | 0.37% | +8.5% | |
| Sell | GOLDCORP INCgcn 2 08/01/14 | $21,655,000 | +4.3% | 17,778,000 | -3.2% | 0.37% | +3.6% | |
| Sell | CHEMED CORPche 1.875 05/15/14 | $21,553,000 | +1.2% | 20,355,000 | -4.2% | 0.37% | +0.5% | |
| Sell | LAM RESEARCH CORPlrcx 1.25 05/15/18 | $20,691,000 | -26.2% | 21,294,000 | -24.7% | 0.36% | -26.7% | |
| Buy | HANOVER COMPRESSOR CO NOTE 4.750% 1/1note 4.750% 1/1 | $20,121,000 | +41.4% | 19,980,000 | +38.0% | 0.34% | +40.2% | |
| New | PULSE ELECTRONICS CORPpuls 7 12/15/14 | $20,071,000 | – | 27,685,000 | – | 0.34% | – | |
| Sell | INTEL CORPintc 2.95 12/15/35 | $19,345,000 | -23.8% | 17,725,000 | -20.8% | 0.33% | -24.2% | |
| Buy | EXTERRAN HOLDINGS INCexh 4.25 06/15/14 | $19,135,000 | +462.0% | 16,935,000 | +383.9% | 0.33% | +455.9% | |
| Sell | PHH CORPphh 4 09/01/14 | $17,333,000 | -3.4% | 15,975,000 | -11.1% | 0.30% | -4.2% | |
| Buy | GREATBATCH INC.gb 2.25 06/15/13 ++* | $17,084,000 | +7.4% | 17,125,000 | +7.0% | 0.29% | +6.9% | |
| New | MERITAGE HOMES CORPmth 1.875 09/15/32 | $16,969,000 | – | 17,000,000 | – | 0.29% | – | |
| Sell | OMNICARE INCocr 3.25 12/15/35 ocr | $16,209,000 | +0.9% | 16,315,000 | -3.0% | 0.28% | +0.4% | |
| New | BGC PARTNERS INCbgcp 4.5 07/15/16 | $16,040,000 | – | 17,471,000 | – | 0.28% | – | |
| Buy | PROSPECT CAPITAL CORPpsec 5.5 08/15/16 | $15,844,000 | +13.5% | 15,450,000 | +10.8% | 0.27% | +12.9% | |
| Sell | CHESAPEAKE ENERGY CORPchk 2.75 11/15/35 | $15,838,000 | -15.4% | 16,500,000 | -18.4% | 0.27% | -16.1% | |
| Sell | STERLITE INDUSTRIES LTDstltin 4 10/30/14 | $15,619,000 | -7.1% | 16,403,000 | -12.4% | 0.27% | -7.6% | |
| Sell | LAM RESEARCH CORPlrcx 0.5 05/15/16 | $15,438,000 | -48.8% | 16,160,000 | -48.3% | 0.26% | -49.0% | |
| Buy | FIVE STAR QUALITY CARE Ifve 3.75 10/15/26 | $15,415,000 | +5.8% | 15,346,000 | +2.0% | 0.26% | +5.2% | |
| Buy | HORNBECK OFFSHORE SERVhos 1.625 11/15/26 | $14,352,000 | +644.4% | 13,897,000 | +656.5% | 0.25% | +645.5% | |
| Buy | HANWHA SOLARONE CO LTDhsol 3.5 01/15/18 | $13,605,000 | +27.5% | 17,853,000 | +16.3% | 0.23% | +26.6% | |
| Buy | RAIT FINANCIAL TRUSTras 7 04/01/31 | $13,544,000 | +32.0% | 14,042,000 | +16.6% | 0.23% | +31.1% | |
| Buy | APOLLO INVESTMENT CORPainv 5.75 01/15/16 | $12,801,000 | +31.6% | 12,305,000 | +26.2% | 0.22% | +30.4% | |
| New | ELECTRONIC ARTS INCea 0.75 07/15/16 | $12,695,000 | – | 13,790,000 | – | 0.22% | – | |
| Buy | RAMBUS INCrmbs 5 06/15/14 | $12,620,000 | +57.8% | 12,500,000 | +56.2% | 0.22% | +56.5% | |
| Sell | NASH FINCH COnafc 1.6314 03/15/35 | $12,500,000 | -14.6% | 27,052,000 | -12.9% | 0.21% | -15.4% | |
| Buy | HEADWATERS INChw 2.5 02/01/14 | $12,270,000 | +11.1% | 12,665,000 | +7.3% | 0.21% | +9.9% | |
| APO | New | Apollo Global Management LLCltd part | $12,167,000 | – | 830,000 | – | 0.21% | – |
| Sell | RADIAN GROUP INCrdn 3 11/15/17 | $12,139,000 | +16.4% | 16,380,000 | -5.8% | 0.21% | +15.6% | |
| Sell | RADISYS CORPrsys 2.75 02/15/13 | $12,043,000 | -20.6% | 12,091,000 | -21.6% | 0.21% | -21.4% | |
| Buy | RF MICRO DEVICES INCrfmd 1 04/15/14 | $11,814,000 | +19.1% | 12,000,000 | +20.0% | 0.20% | +18.7% | |
| New | MOLYCORP INCmcp 3.25 06/15/16 | $11,784,000 | – | 16,796,000 | – | 0.20% | – | |
| Sell | PROVIDENCE SERVICE CORPprsc 6.5 05/15/14 | $11,224,000 | -11.7% | 11,155,000 | -11.9% | 0.19% | -12.3% | |
| New | GENCORP INCgy 4.0625 12/31/39 | $10,980,000 | – | 8,700,000 | – | 0.19% | – | |
| Sell | ICAHN ENTERPRISES LPiep f 08/15/13 | $10,895,000 | -54.4% | 10,725,000 | -54.8% | 0.19% | -54.6% | |
| New | CHIQUITA BRANDS INTLcqb 4.25 08/15/16 | $10,527,000 | – | 11,911,000 | – | 0.18% | – | |
| Buy | GOODRICH PETROLEUM CORPgdp 5 10/01/29 | $10,141,000 | +23.1% | 10,767,000 | +22.5% | 0.17% | +22.5% | |
| Sell | KNIGHT CAPITAL GROUP INCkcg 3.5 03/15/15 | $10,021,000 | -70.9% | 11,000,000 | -70.2% | 0.17% | -71.1% | |
| VALE | Sell | Vale SAadr | $9,895,000 | -47.1% | 552,827 | -40.6% | 0.17% | -47.4% |
| New | ADVANCED MICRO DEVICESamd 6 05/01/15 | $9,675,000 | – | 9,500,000 | – | 0.17% | – | |
| Buy | RENTECH INCrtk 4 04/15/13 | $9,628,000 | +28.9% | 9,509,000 | +26.6% | 0.16% | +27.9% | |
| New | MICRON TECHNOLOGY INCmu 1.875 08/01/31 b | $9,354,000 | – | 10,460,000 | – | 0.16% | – | |
| Sell | HERCULES OFFSHORE LLChero 3.375 06/01/38 | $9,103,000 | -47.7% | 9,000,000 | -48.1% | 0.16% | -48.0% | |
| Buy | EXIDE TECHNOLOGIESxide f 09/18/13 | $8,774,000 | +105.8% | 9,505,000 | +96.2% | 0.15% | +102.7% | |
| New | NOVELLUS SYSTEMS INClrcx 2.625 05/15/41 | $8,350,000 | – | 7,500,000 | – | 0.14% | – | |
| Sell | MEDIVATION INCmdvn 2.625 04/01/17 | $8,353,000 | -36.7% | 6,200,000 | -43.6% | 0.14% | -37.3% | |
| Buy | TYSON FOODS INCtsn 3.25 10/15/13 | $8,032,000 | +1456.6% | 7,220,000 | +1598.8% | 0.14% | +1433.3% | |
| MLCO | Buy | Melco Crown Entertainment Ltdadr | $7,877,000 | +2006.1% | 584,377 | +1629.9% | 0.14% | +2150.0% |
| Buy | HOLOGIC INCholx 2 12/15/37 | $7,828,000 | +6.0% | 7,850,000 | +4.7% | 0.13% | +5.5% | |
| Sell | NAVISTAR INTL CORPnav 3 10/15/14 | $7,501,000 | -11.0% | 8,400,000 | -6.7% | 0.13% | -11.0% | |
| Buy | DRYSHIPS INCdrys 5 12/01/14 | $7,469,000 | +18.3% | 9,130,000 | +5.8% | 0.13% | +17.4% | |
| GG | Sell | Goldcorp Inc | $7,281,000 | -10.4% | 158,810 | -27.0% | 0.12% | -10.7% |
| ORBK | New | ORBOTECH LTD | $7,283,000 | – | 849,902 | – | 0.12% | – |
| New | ALLIANT TECHSYSTEMS INCatk 3 08/15/24 | $7,208,000 | – | 6,968,000 | – | 0.12% | – | |
| GTATQ | Buy | GT Advanced Technologies Inc | $7,211,000 | +53.1% | 1,324,429 | +48.5% | 0.12% | +53.1% |
| Buy | AV HOMES INCavhi 7.5 02/15/16 | $7,067,000 | +75.7% | 7,000,000 | +75.0% | 0.12% | +75.4% | |
| PBR | Buy | Petroleo Brasileiro SAadr | $6,995,000 | +103.6% | 304,996 | +69.3% | 0.12% | +103.4% |
| Buy | SPARTAN STORES INCsptn 3.375 05/15/27 | $6,887,000 | +1.0% | 7,043,000 | +1.6% | 0.12% | 0.0% | |
| Sell | SUNPOWER CORPspwr 4.75 04/15/14 | $6,766,000 | +2.7% | 7,110,000 | -3.3% | 0.12% | +1.8% | |
| Sell | GENERAL CABLE CORPbgc 0.875 11/15/13 | $6,687,000 | -17.7% | 6,700,000 | -21.2% | 0.12% | -17.9% | |
| New | PHOTRONICS INCplab 3.25 04/01/16 | $6,618,000 | – | 6,776,000 | – | 0.11% | – | |
| VIV | Buy | Telefonica Brasil SAadr | $6,382,000 | +1215.9% | 293,600 | +1453.4% | 0.11% | +1262.5% |
| Sell | SUNPOWER CORPspwr 4.5 03/15/15 | $6,311,000 | -26.5% | 6,834,000 | -30.5% | 0.11% | -27.0% | |
| New | NOVAGOLD RESOURCES INCngcn 5.5 05/01/15 | $6,298,000 | – | 6,000,000 | – | 0.11% | – | |
| Buy | ALLIANCE ONE INTL INCaoi 5.5 07/15/14 | $6,233,000 | +9.3% | 6,426,000 | +8.4% | 0.11% | +9.2% | |
| Sell | STEWART ENTERPRISESstei 3.125 07/15/14 | $5,980,000 | -35.3% | 5,750,000 | -37.8% | 0.10% | -35.2% | |
| AMX | Buy | America Movil SAB de CVadr | $5,956,000 | -2.2% | 234,236 | +0.7% | 0.10% | -2.9% |
| CBD | Buy | Cia Brasileira de Distribuicaoadr | $5,858,000 | +917.0% | 129,877 | +813.7% | 0.10% | +900.0% |
| BVN | Buy | Cia de Minas Buenaventura SAadr | $5,718,000 | +2.6% | 146,766 | +0.7% | 0.10% | +2.1% |
| New | INTEL CORPintc 3.25 08/01/39 | $5,736,000 | – | 4,634,000 | – | 0.10% | – | |
| Buy | CENTRAL EUR DISTR CORPcedc 3 03/15/13 | $5,616,000 | +114.7% | 6,035,000 | +101.2% | 0.10% | +113.3% | |
| Sell | ALCATEL-LUCENT USA INCalufp 2.875 06/15/23 a | $5,460,000 | -61.4% | 7,200,000 | -60.4% | 0.09% | -61.5% | |
| CIG | New | Cia Energetica de Minas Geraisadr | $5,243,000 | – | 432,649 | – | 0.09% | – |
| UMC | Buy | United Microelectronics Corpadr | $5,084,000 | -7.3% | 2,480,121 | +0.8% | 0.09% | -8.4% |
| RIO | Sell | Rio Tinto PLCadr | $4,965,000 | -27.0% | 106,200 | -24.8% | 0.08% | -27.4% |
| Sell | ARCELORMITTALmtna 5 05/15/14 | $4,822,000 | -35.6% | 4,755,000 | -34.5% | 0.08% | -35.7% | |
| New | HORSEHEAD HOLDING CORPzinc 3.8 07/01/17 | $4,741,000 | – | 5,000,000 | – | 0.08% | – | |
| Buy | TTM TECHNOLOGIESttmi 3.25 05/15/15 | $4,569,000 | +8.6% | 4,500,000 | +7.6% | 0.08% | +6.8% | |
| Sell | LIVE NATION ENTERTAINMENlyv 2.875 07/15/27 | $4,522,000 | -53.7% | 4,584,000 | -54.5% | 0.08% | -53.6% | |
| Sell | CARRIZO OIL & GAS INCcrzo 4.375 06/01/28 | $4,573,000 | -12.1% | 4,500,000 | -13.8% | 0.08% | -13.3% | |
| Sell | ANNALY CAPITAL MGMTnly 4 02/15/15 | $4,461,000 | -76.6% | 3,500,000 | -77.4% | 0.08% | -76.9% | |
| Sell | JEFFERIES GROUP INCjef 3.875 11/01/29 | $4,430,000 | -50.5% | 4,567,000 | -53.5% | 0.08% | -50.6% | |
| TX | Buy | Ternium SAadr | $4,445,000 | +0.5% | 226,600 | +0.8% | 0.08% | 0.0% |
| New | CENTRAL EURO MEDIA ENTERcetv 5 11/15/15 | $4,293,000 | – | 4,500,000 | – | 0.07% | – | |
| New | GREEN PLAINS RENEWABLE Egpre 5.75 11/01/15 | $4,262,000 | – | 5,500,000 | – | 0.07% | – | |
| New | BILL BARRETT CORPbbg 5 03/15/28 | $3,574,000 | – | 3,560,000 | – | 0.06% | – | |
| EPRPRE | Buy | ENTERTAINMENT PPTYS TRconv pfd 9% sr e | $2,856,000 | +280.3% | 97,500 | +254.5% | 0.05% | +276.9% |
| New | WEBMD HEALTH CORPwbmd 2.5 01/31/18 | $2,492,000 | – | 3,000,000 | – | 0.04% | – | |
| New | ALERE INCalr 3 05/15/16 | $2,155,000 | – | 2,280,000 | – | 0.04% | – | |
| New | SCHOOL SPECIALTY INCschs 3.75 11/30/26 * | $2,053,000 | – | 3,080,000 | – | 0.04% | – | |
| Sell | SANDISK CORPsndk 1 05/15/13 | $1,996,000 | -81.7% | 2,000,000 | -81.8% | 0.03% | -81.9% | |
| Sell | COGENT COMMUNICATIONS GRccoi 1 06/15/27 | $1,938,000 | -42.0% | 2,000,000 | -42.9% | 0.03% | -43.1% | |
| Sell | HILLTOP HOLDINGS INChth 7.5 08/15/25 | $1,781,000 | -62.1% | 1,476,000 | -65.1% | 0.03% | -61.7% | |
| New | AFFYMETRIX INCaffx 4 07/01/19 | $1,713,000 | – | 1,800,000 | – | 0.03% | – | |
| Buy | LIBERTY INTERACTIVE LLClinta 3.25 03/15/31 | $1,641,000 | +79.0% | 1,750,000 | +62.8% | 0.03% | +75.0% | |
| Buy | ENDO HEALTH SOLUTIONS INendp 1.75 04/15/15 | $1,468,000 | +69.3% | 1,200,000 | +65.5% | 0.02% | +66.7% | |
| PULS | New | Pulse Electronics Corp | $1,408,000 | – | 1,717,406 | – | 0.02% | – |
| Buy | TRINITY INDUSTRIES INCtrn 3.875 06/01/36 | $1,355,000 | +81.4% | 1,300,000 | +73.3% | 0.02% | +76.9% | |
| APAPRD | Sell | APACHE CORPapa 6 08/01/13 d | $1,195,000 | -95.4% | 24,500 | -95.3% | 0.02% | -95.6% |
| Buy | AFFILIATED MANAGERS GROUamg 3.95 08/15/38 | $1,189,000 | +54.0% | 1,062,000 | +49.2% | 0.02% | +53.8% | |
| New | ARRIS GROUP INCarrs 2 11/15/26 | $1,128,000 | – | 1,075,000 | – | 0.02% | – | |
| Buy | LEUCADIA NATL CORPluk 3.75 04/15/14 | $1,116,000 | +58.7% | 977,000 | +53.4% | 0.02% | +58.3% | |
| Sell | ALCATEL-LUCENT USA INCalufp 2.875 06/15/25 b | $981,000 | -80.2% | 1,000,000 | -80.0% | 0.02% | -80.0% | |
| TSM | Buy | TSMCadr | $944,000 | +21.3% | 59,731 | +9.6% | 0.02% | +23.1% |
| ITUB | Buy | Itau Unibanco Holding SAadr | $915,000 | +24.7% | 59,899 | +15.8% | 0.02% | +23.1% |
| New | CIENA CORPcien 0.875 06/15/17 | $953,000 | – | 1,100,000 | – | 0.02% | – | |
| New | MEDTRONIC INCmdt 1.625 04/15/13 b | $861,000 | – | 850,000 | – | 0.02% | – | |
| HDB | Buy | HDFC Bank Ltdadr | $733,000 | +17.1% | 19,524 | +2.9% | 0.01% | +18.2% |
| New | AGCO CORPagco 1.25 12/15/36 | $600,000 | – | 475,000 | – | 0.01% | – | |
| New | ARCHER DANIELSadm 0.875 02/15/14 | $551,000 | – | 550,000 | – | 0.01% | – | |
| ABV | Buy | Cia de Bebidas das Americasadr | $520,000 | +9.9% | 13,616 | +10.0% | 0.01% | +12.5% |
| SKM | Buy | SK Telecom Co Ltdadr | $503,000 | +26.7% | 34,600 | +6.5% | 0.01% | +28.6% |
| SCCO | Buy | Southern Copper Corp | $455,000 | +15.5% | 13,257 | +6.0% | 0.01% | +14.3% |
| SQM | Buy | Sociedad Quimica y Minera de Cadr | $462,000 | +12.7% | 7,502 | +2.9% | 0.01% | +14.3% |
| INFY | Sell | Infosys Ltdadr | $448,000 | +2.3% | 9,249 | -4.2% | 0.01% | 0.0% |
| New | OMNICOM GROUP INComc 0 07/31/32 * | $396,000 | – | 375,000 | – | 0.01% | – | |
| PKX | Buy | POSCOadr | $424,000 | +9.6% | 5,200 | +8.4% | 0.01% | 0.0% |
| MBT | Sell | Mobile Telesystems OJSCadr | $426,000 | -2.5% | 24,323 | -2.8% | 0.01% | -12.5% |
| New | ON SEMICONDUCTOR CORPonnn 2.625 12/15/26 | $377,000 | – | 370,000 | – | 0.01% | – | |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -187 | – | 0.00% | – |
| GMWSB | Exit | GENERAL MOTORS CO*w exp 07/10/201 | $0 | – | -8,810 | – | -0.00% | – |
| GMWSA | Exit | GENERAL MOTORS CO*w exp 07/10/201 | $0 | – | -8,810 | – | -0.00% | – |
| Exit | ROVI CORPnote 2.625% 2/1 | $0 | – | -201,000 | – | -0.00% | – | |
| Exit | NEWMONT MINING CORPnote 1.625% 7/1 | $0 | – | -500,000 | – | -0.01% | – | |
| Exit | XILINX INCnote 2.625% 6/1 | $0 | – | -737,000 | – | -0.02% | – | |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -1,068,000 | – | -0.03% | – | |
| Exit | USEC INCnote 3.000%10/0 | $0 | – | -3,500,000 | – | -0.03% | – | |
| Exit | SYMANTEC CORPnote 1.000% 6/1 | $0 | – | -2,500,000 | – | -0.04% | – | |
| Exit | SUNTECH POWER HLDGS COnote 3.000% 3/1 | $0 | – | -3,885,000 | – | -0.05% | – | |
| Exit | STILLWATER MINING COMPANnote 1.875% 3/1 | $0 | – | -3,401,000 | – | -0.06% | – | |
| Exit | INTEROIL CORPnote 2.750%11/1 | $0 | – | -4,250,000 | – | -0.07% | – | |
| Exit | ISIS PHARMACEUTICALS INCdel note 2.625% | $0 | – | -4,000,000 | – | -0.07% | – | |
| Exit | INTERPUBLIC GROUP COSnote 4.750% 3/1 | $0 | – | -4,145,000 | – | -0.08% | – | |
| Exit | SALIX PHARMACEUTICALS LTnote 2.750% 5/1 | $0 | – | -3,454,000 | – | -0.08% | – | |
| Exit | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $0 | – | -4,649,000 | – | -0.09% | – | |
| TTM | Exit | TATA MOTORS LTDsponsored adr | $0 | – | -266,000 | – | -0.10% | – |
| Exit | ALBANY INTL CORPfrnt 2.250% 3/1 | $0 | – | -7,007,000 | – | -0.12% | – | |
| Exit | MGIC INVESTMENT CORPnote 5.000% 5/0 | $0 | – | -10,000,000 | – | -0.12% | – | |
| Exit | AAR CORPnote 1.750% 2/0 | $0 | – | -8,290,000 | – | -0.14% | – | |
| Exit | CHENIERE ENERGY INCnote 2.250% 8/0 | $0 | – | -8,535,000 | – | -0.15% | – | |
| SWU | Exit | STANLEY BLACK & DECKER Iunit 99/99/9999 | $0 | – | -108,760 | – | -0.22% | – |
| Exit | KINROSS GOLD CORPnote 1.750% 3/1 | $0 | – | -14,959,000 | – | -0.26% | – | |
| Exit | TRANSOCEAN INCnote 1.500%12/1 | $0 | – | -24,214,000 | – | -0.42% | – | |
| Exit | NETAPP INCnote 1.750% 6/0 | $0 | – | -23,000,000 | – | -0.46% | – | |
| MLU | Exit | METLIFE INCunit 99/99/9999 | $0 | – | -514,300 | – | -0.55% | – |
| FITBP | Exit | FIFTH THIRD BANCORPpfd dep1/250 | $0 | – | -270,380 | – | -0.64% | – |
| Exit | MEDICIS PHARMACEUTICALnote 1.375% 6/0 | $0 | – | -42,100,000 | – | -0.72% | – | |
| Exit | LIBERTY INTERACTIVE LLCnew deb 3.125% 3 | $0 | – | -35,170,000 | – | -0.74% | – | |
| SAVE | Exit | SPIRIT AIRLINES INC | $0 | – | -9,394,927 | – | -3.16% | – |
Q2 2012
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHTR | New | CHARTER COMMUNICATIONS Id cl a new | $1,167,940,000 | – | 16,480,036 | – | 20.15% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $490,058,000 | – | 19,217,976 | – | 8.46% | – |
| CIT | New | CIT GROUP INC | $290,760,000 | – | 8,158,249 | – | 5.02% | – |
| XCO | New | EXCO RESOURCES INC | $279,152,000 | – | 36,778,946 | – | 4.82% | – |
| FBP | New | FIRST BANCORP/PUERTO RIC | $200,711,000 | – | 50,684,485 | – | 3.46% | – |
| SAVE | New | SPIRIT AIRLINES INC | $182,825,000 | – | 9,394,927 | – | 3.16% | – |
| New | GILEAD SCIENCES INCnote 1.625% 5/0 | $127,242,000 | – | 97,875,000 | – | 2.20% | – | |
| New | MGM RESORTS INTLnote 4.250% 4/1 | $102,829,000 | – | 100,665,000 | – | 1.77% | – | |
| New | OMNICARE INCnote 3.750% 4/0 | $94,645,000 | – | 102,510,000 | – | 1.63% | – | |
| New | SANDISK CORPnote 1.500% 8/1 | $93,951,000 | – | 91,005,000 | – | 1.62% | – | |
| New | US STEEL CORPnew note 4.000% | $81,867,000 | – | 80,070,000 | – | 1.41% | – | |
| New | CEMEX SAB DE CVnote 4.875% 3/1 | $81,583,000 | – | 91,976,000 | – | 1.41% | – | |
| New | ON SEMICONDUCTOR CORPnote 2.625%12/1 | $73,698,000 | – | 68,445,000 | – | 1.27% | – | |
| CXPO | New | CRIMSON EXPLORATION INC | $71,259,000 | – | 15,524,819 | – | 1.23% | – |
| New | COVANTA HOLDING CORPnote 3.250% 6/0 | $66,132,000 | – | 56,135,000 | – | 1.14% | – | |
| New | BROOKDALE SENIOR LIVINGnote 2.750% 6/1 | $56,892,000 | – | 60,350,000 | – | 0.98% | – | |
| New | UNITED THERAPEUTICS CORPdel note 1.000% | $56,009,000 | – | 46,960,000 | – | 0.97% | – | |
| New | HELIX ENERGY SOLUTIONSnote 3.250% 3/1 | $55,483,000 | – | 53,750,000 | – | 0.96% | – | |
| New | ANNALY CAPITAL MGMTnote 5.000% 5/1 | $55,232,000 | – | 55,500,000 | – | 0.95% | – | |
| New | HOLOGIC INCfrnt 2.000%12/1 | $49,925,000 | – | 47,319,000 | – | 0.86% | – | |
| New | AVIS BUDGET GROUP INCnote 3.500%10/0 | $48,275,000 | – | 38,750,000 | – | 0.83% | – | |
| GMPRB | New | GENERAL MOTORS COjr pfd cnv srb | $47,390,000 | – | 1,427,400 | – | 0.82% | – |
| New | MENTOR GRAPHICS CORPsdcv 4.000% 4/0 | $47,311,000 | – | 44,006,000 | – | 0.82% | – | |
| New | LIFEPOINT HOSPITALS INCnote 3.500% 5/1 | $45,108,000 | – | 41,967,000 | – | 0.78% | – | |
| New | LIBERTY INTERACTIVE LLCnew deb 3.125% 3 | $42,683,000 | – | 35,170,000 | – | 0.74% | – | |
| New | MEDICIS PHARMACEUTICALnote 1.375% 6/0 | $41,908,000 | – | 42,100,000 | – | 0.72% | – | |
| FITBP | New | FIFTH THIRD BANCORPpfd dep1/250 | $36,988,000 | – | 270,380 | – | 0.64% | – |
| New | HOLOGIC INCdebt 2.000% 3/0 | $36,781,000 | – | 39,500,000 | – | 0.64% | – | |
| New | MOLINA HEALTHCARE INCnote 3.750%10/0 | $36,572,000 | – | 33,250,000 | – | 0.63% | – | |
| New | RTI INTERNATIONAL METALSnote 3.000%12/0 | $36,433,000 | – | 35,625,000 | – | 0.63% | – | |
| New | CHART INDUSTRIES INCnote 2.000% 8/0 | $36,224,000 | – | 29,443,000 | – | 0.62% | – | |
| New | RYLAND GROUPnote 1.625% 5/1 | $35,299,000 | – | 32,000,000 | – | 0.61% | – | |
| New | TELEFLEX INCnote 3.875% 8/0 | $35,161,000 | – | 30,115,000 | – | 0.61% | – | |
| New | BPZ RESOURCES INCmtnf 6.500% 3/0 | $34,778,000 | – | 42,720,000 | – | 0.60% | – | |
| New | KNIGHT CAPITAL GROUP INCnote 3.500% 3/1 | $34,465,000 | – | 36,935,000 | – | 0.60% | – | |
| New | DFC GLOBAL CORPnote 3.000% 4/0 | $32,814,000 | – | 28,690,000 | – | 0.57% | – | |
| MLU | New | METLIFE INCunit 99/99/9999 | $31,820,000 | – | 514,300 | – | 0.55% | – |
| OCRPRB | New | OMNICARE CAP TRUST IIpfd b tr 4.00% | $31,641,000 | – | 720,260 | – | 0.55% | – |
| New | CEMEX SAB DE CVnote 3.250% 3/1 | $30,338,000 | – | 35,575,000 | – | 0.52% | – | |
| New | LAM RESEARCH CORPnote 0.500% 5/1 | $30,135,000 | – | 31,280,000 | – | 0.52% | – | |
| CZR | New | CAESARS ENTERTAINMENT CORP | $28,933,000 | – | 2,537,957 | – | 0.50% | – |
| New | MICRON TECHNOLOGY INCdebt 1.875% 6/0 | $28,795,000 | – | 32,724,000 | – | 0.50% | – | |
| New | OLD REPUBLIC INTL CORPnote 3.750% 3/1 | $28,637,000 | – | 31,323,000 | – | 0.49% | – | |
| New | VOLCANO CORPnote 2.875% 9/0 | $28,629,000 | – | 23,690,000 | – | 0.49% | – | |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $28,037,000 | – | 28,297,000 | – | 0.48% | – | |
| New | COMTECH TELECOMMUNICATIOnote 3.000% 5/0 | $26,492,000 | – | 24,820,000 | – | 0.46% | – | |
| New | NETAPP INCnote 1.750% 6/0 | $26,456,000 | – | 23,000,000 | – | 0.46% | – | |
| New | IXIAnote 3.000%12/1 | $26,132,000 | – | 25,500,000 | – | 0.45% | – | |
| APAPRD | New | APACHE CORPpfd conv ser d | $26,140,000 | – | 520,200 | – | 0.45% | – |
| VSH | New | VISHAY INTERTECHNOLOGY I | $25,933,000 | – | 2,750,000 | – | 0.45% | – |
| New | INTEL CORPsdcv 2.950%12/1 | $25,401,000 | – | 22,375,000 | – | 0.44% | – | |
| GTY | New | GETTY REALTY CORP | $25,139,000 | – | 1,312,728 | – | 0.43% | – |
| New | STEEL DYNAMICS INCnote 5.125% 6/1 | $24,600,000 | – | 23,151,000 | – | 0.42% | – | |
| New | TRANSOCEAN INCnote 1.500%12/1 | $24,240,000 | – | 24,214,000 | – | 0.42% | – | |
| New | BARNES GROUP INCnote 3.375% 3/1 | $24,003,000 | – | 22,062,000 | – | 0.41% | – | |
| New | ICAHN ENTERPRISES LPfrnt 8/1 | $23,903,000 | – | 23,725,000 | – | 0.41% | – | |
| AIQ | New | ALLIANCE HEALTHCARE SERV | $23,735,000 | – | 23,782,451 | – | 0.41% | – |
| New | LINEAR TECHNOLOGY CORPnote 3.000% 5/0 | $23,043,000 | – | 22,130,000 | – | 0.40% | – | |
| New | CHEMED CORPnew note 1.875% | $21,288,000 | – | 21,255,000 | – | 0.37% | – | |
| New | GOLDCORP INCnote 2.000% 8/0 | $20,757,000 | – | 18,370,000 | – | 0.36% | – | |
| New | WABASH NATIONAL CORPnote 3.375% 5/0 | $19,873,000 | – | 20,550,000 | – | 0.34% | – | |
| New | GROUP 1 AUTOMOTIVE INCfrnt 2.250% 6/1 | $19,746,000 | – | 19,035,000 | – | 0.34% | – | |
| New | ANNALY CAPITAL MGMTnote 4.000% 2/1 | $19,068,000 | – | 15,500,000 | – | 0.33% | – | |
| New | CHESAPEAKE ENERGY CORPnote 2.750%11/1 | $18,713,000 | – | 20,225,000 | – | 0.32% | – | |
| VALE | New | VALE SAadr | $18,704,000 | – | 930,549 | – | 0.32% | – |
| New | INSULET CORPORATIONnote 3.750% 6/1 | $18,603,000 | – | 16,741,000 | – | 0.32% | – | |
| EPRPRC | New | ENTERTAINMENT PROPERTIESpfd c cnv 5.75% | $18,481,000 | – | 977,821 | – | 0.32% | – |
| SWY | New | SAFEWAY INC | $18,150,000 | – | 1,000,000 | – | 0.31% | – |
| New | PHH CORPnote 4.000% 9/0 | $17,945,000 | – | 17,975,000 | – | 0.31% | – | |
| New | NUVASIVE INCnote 2.750% 7/0 | $17,927,000 | – | 18,215,000 | – | 0.31% | – | |
| New | HERCULES OFFSHORE LLCnote 3.375% 6/0 | $17,406,000 | – | 17,333,000 | – | 0.30% | – | |
| New | STERLITE INDUSTRIES LTDnote 4.000%10/3 | $16,810,000 | – | 18,718,000 | – | 0.29% | – | |
| New | OMNICARE INCdbcv 3.250%12/1 | $16,061,000 | – | 16,815,000 | – | 0.28% | – | |
| New | GREATBATCH INC.sdcv 2.250% 6/1 | $15,908,000 | – | 16,000,000 | – | 0.27% | – | |
| New | RADISYS CORPnote 2.750% 2/1 | $15,170,000 | – | 15,413,000 | – | 0.26% | – | |
| New | KINROSS GOLD CORPnote 1.750% 3/1 | $14,937,000 | – | 14,959,000 | – | 0.26% | – | |
| New | NASH FINCH COfrnt 1.631% 3/1 | $14,645,000 | – | 31,052,000 | – | 0.25% | – | |
| New | FIVE STAR QUALITY CARE Inote 3.750%10/1 | $14,573,000 | – | 15,039,000 | – | 0.25% | – | |
| LVLT | New | LEVEL 3 COMMUNICATIONS I | $14,398,000 | – | 650,000 | – | 0.25% | – |
| New | EXTERRAN ENERGY LLCnote 4.750% 1/1 | $14,233,000 | – | 14,480,000 | – | 0.25% | – | |
| New | ALCATEL-LUCENT USA INCdbcv 2.875% 6/1 | $14,151,000 | – | 18,200,000 | – | 0.24% | – | |
| New | AAR CORPnote 1.625% 3/0 | $14,137,000 | – | 15,019,000 | – | 0.24% | – | |
| New | PROSPECT CAPITAL CORPnote 5.500% 8/1 | $13,960,000 | – | 13,950,000 | – | 0.24% | – | |
| New | MEDIVATION INCnote 2.625% 4/0 | $13,191,000 | – | 11,000,000 | – | 0.23% | – | |
| SWU | New | STANLEY BLACK & DECKER Iunit 99/99/9999 | $12,739,000 | – | 108,760 | – | 0.22% | – |
| New | PROVIDENCE SERVICE CORPnote 6.500% 5/1 | $12,718,000 | – | 12,655,000 | – | 0.22% | – | |
| CMLS | New | CUMULUS MEDIA INCcl a | $11,998,000 | – | 3,985,983 | – | 0.21% | – |
| New | HEADWATERS INCnote 2.500% 2/0 | $11,042,000 | – | 11,805,000 | – | 0.19% | – | |
| New | SANDISK CORPnote 1.000% 5/1 | $10,917,000 | – | 11,000,000 | – | 0.19% | – | |
| New | HANWHA SOLARONE CO LTDl note 3.500% 1/ | $10,668,000 | – | 15,353,000 | – | 0.18% | – | |
| New | RADIAN GROUP INCnote 3.000%11/1 | $10,428,000 | – | 17,380,000 | – | 0.18% | – | |
| New | RAIT FINANCIAL TRUSTnote 7.000% 4/0 | $10,260,000 | – | 12,042,000 | – | 0.18% | – | |
| New | RF MICRO DEVICES INCnote 1.000% 4/1 | $9,923,000 | – | 10,000,000 | – | 0.17% | – | |
| New | APOLLO INVESTMENT CORPnote 5.750% 1/1 | $9,725,000 | – | 9,750,000 | – | 0.17% | – | |
| New | LIVE NATION ENTERTAINMENnote 2.875% 7/1 | $9,757,000 | – | 10,084,000 | – | 0.17% | – | |
| New | STEWART ENTERPRISESnote 3.125% 7/1 | $9,244,000 | – | 9,250,000 | – | 0.16% | – | |
| New | JEFFERIES GROUP INCnew dbcv 3.875% | $8,941,000 | – | 9,832,000 | – | 0.15% | – | |
| New | GREENBRIER COS INCnote 2.375% 5/1 | $8,832,000 | – | 8,835,000 | – | 0.15% | – | |
| New | CHENIERE ENERGY INCnote 2.250% 8/0 | $8,596,000 | – | 8,535,000 | – | 0.15% | – | |
| GEN | New | GENON ENERGY INC | $8,550,000 | – | 5,000,000 | – | 0.15% | – |
| New | SUNPOWER CORPdbcv 4.500% 3/1 | $8,589,000 | – | 9,834,000 | – | 0.15% | – | |
| New | NAVISTAR INTL CORPnote 3.000%10/1 | $8,428,000 | – | 9,000,000 | – | 0.14% | – | |
| New | AAR CORPnote 1.750% 2/0 | $8,309,000 | – | 8,290,000 | – | 0.14% | – | |
| New | GOODRICH PETROLEUM CORPnote 5.000%10/0 | $8,238,000 | – | 8,792,000 | – | 0.14% | – | |
| GG | New | GOLDCORP INC | $8,122,000 | – | 217,510 | – | 0.14% | – |
| New | GENERAL CABLE CORPnew note 0.875%1 | $8,130,000 | – | 8,500,000 | – | 0.14% | – | |
| New | RAMBUS INCnote 5.000% 6/1 | $7,995,000 | – | 8,000,000 | – | 0.14% | – | |
| New | ARCELORMITTALnote 5.000% 5/1 | $7,484,000 | – | 7,255,000 | – | 0.13% | – | |
| New | RENTECH INCnote 4.000% 4/1 | $7,468,000 | – | 7,509,000 | – | 0.13% | – | |
| New | HOLOGIC INCfrnt 2.000%12/1 | $7,384,000 | – | 7,500,000 | – | 0.13% | – | |
| New | MERITOR INCfrnt 4.625% 3/0 | $7,013,000 | – | 8,000,000 | – | 0.12% | – | |
| New | SPARTAN STORES INCnote 3.375% 5/1 | $6,820,000 | – | 6,934,000 | – | 0.12% | – | |
| RIO | New | RIO TINTO PLCsponsored adr | $6,804,000 | – | 141,200 | – | 0.12% | – |
| New | MGIC INVESTMENT CORPnote 5.000% 5/0 | $6,725,000 | – | 10,000,000 | – | 0.12% | – | |
| New | ALBANY INTL CORPfrnt 2.250% 3/1 | $6,665,000 | – | 7,007,000 | – | 0.12% | – | |
| New | SUNPOWER CORPdbcv 4.750% 4/1 | $6,591,000 | – | 7,350,000 | – | 0.11% | – | |
| New | AMER EQUITY INVT LIFEnote 5.250%12/0 | $6,630,000 | – | 6,465,000 | – | 0.11% | – | |
| New | DRYSHIPS INCnote 5.000%12/0 | $6,316,000 | – | 8,630,000 | – | 0.11% | – | |
| New | ISTAR FINANCIAL INCfrnt 10/0 | $6,200,000 | – | 6,201,000 | – | 0.11% | – | |
| AMX | New | AMERICA MOVIL SAB DE CV | $6,089,000 | – | 232,661 | – | 0.10% | – |
| TTM | New | TATA MOTORS LTDsponsored adr | $5,844,000 | – | 266,000 | – | 0.10% | – |
| New | ALLIANCE ONE INTL INCnote 5.500% 7/1 | $5,701,000 | – | 5,926,000 | – | 0.10% | – | |
| BVN | New | CIA DE MINAS BUENAVENTURsponsored adr | $5,571,000 | – | 145,712 | – | 0.10% | – |
| UMC | New | UNITED MICROELECTRONICSspon adr new | $5,484,000 | – | 2,459,221 | – | 0.10% | – |
| New | CARRIZO OIL & GAS INCnote 4.375% 6/0 | $5,201,000 | – | 5,220,000 | – | 0.09% | – | |
| New | HAWAIIAN HOLDINGS INCnote 5.000% 3/1 | $5,026,000 | – | 4,649,000 | – | 0.09% | – | |
| New | GOLDEN STAR RESOURCEScda debt 5.000% | $5,034,000 | – | 5,200,000 | – | 0.09% | – | |
| New | ALCATEL-LUCENT USA INCdbcv 2.875% 6/1 | $4,943,000 | – | 5,000,000 | – | 0.08% | – | |
| EGLE | New | EAGLE BULK SHIPPING INC | $4,878,000 | – | 1,543,750 | – | 0.08% | – |
| New | HILLTOP HOLDINGS INCnote 7.500% 8/1 | $4,694,000 | – | 4,226,000 | – | 0.08% | – | |
| New | SALIX PHARMACEUTICALS LTnote 2.750% 5/1 | $4,682,000 | – | 3,454,000 | – | 0.08% | – | |
| GTATQ | New | GT ADVANCED TECHNOLOGIES | $4,710,000 | – | 891,977 | – | 0.08% | – |
| GNKOQ | New | GENCO SHIPPING & TRADING | $4,613,000 | – | 1,512,532 | – | 0.08% | – |
| New | INTERPUBLIC GROUP COSnote 4.750% 3/1 | $4,506,000 | – | 4,145,000 | – | 0.08% | – | |
| TX | New | TERNIUM SAsponsored adr | $4,424,000 | – | 224,900 | – | 0.08% | – |
| New | EXIDE TECHNOLOGIESfrnt 9/1 | $4,264,000 | – | 4,845,000 | – | 0.07% | – | |
| New | TTM TECHNOLOGIESnote 3.250% 5/1 | $4,206,000 | – | 4,184,000 | – | 0.07% | – | |
| New | ISIS PHARMACEUTICALS INCdel note 2.625% | $4,073,000 | – | 4,000,000 | – | 0.07% | – | |
| New | INTEROIL CORPnote 2.750%11/1 | $4,007,000 | – | 4,250,000 | – | 0.07% | – | |
| New | AV HOMES INCnote 7.500% 2/1 | $4,022,000 | – | 4,000,000 | – | 0.07% | – | |
| New | EXTERRAN HOLDINGS INCnote 4.250% 6/1 | $3,405,000 | – | 3,500,000 | – | 0.06% | – | |
| PBR | New | PETROLEO BRASILEIRO SApetro sponsored | $3,435,000 | – | 180,129 | – | 0.06% | – |
| New | COGENT COMMUNICATIONS GRnote 1.000% 6/1 | $3,340,000 | – | 3,500,000 | – | 0.06% | – | |
| New | STILLWATER MINING COMPANnote 1.875% 3/1 | $3,364,000 | – | 3,401,000 | – | 0.06% | – | |
| FBN | New | FURNITURE BRANDS INTERNA | $3,224,000 | – | 2,600,000 | – | 0.06% | – |
| CWHPRD | New | COMMONWEALTH REIT6.50% pfd cum co | $3,089,000 | – | 140,711 | – | 0.05% | – |
| New | SUNTECH POWER HLDGS COnote 3.000% 3/1 | $2,652,000 | – | 3,885,000 | – | 0.05% | – | |
| New | CENTRAL EUR DISTR CORPnote 3.000% 3/1 | $2,616,000 | – | 3,000,000 | – | 0.04% | – | |
| New | SYMANTEC CORPnote 1.000% 6/1 | $2,558,000 | – | 2,500,000 | – | 0.04% | – | |
| New | GOLDEN STAR RESOURCEScda dbcv 4.000%1 | $2,502,000 | – | 2,500,000 | – | 0.04% | – | |
| New | HORNBECK OFFSHORE SERVn frnt 1.625%11/ | $1,928,000 | – | 1,837,000 | – | 0.03% | – | |
| WSHLY | New | WSP HOLDINGS LTDadr new | $1,860,000 | – | 1,408,800 | – | 0.03% | – |
| New | USEC INCnote 3.000%10/0 | $1,744,000 | – | 3,500,000 | – | 0.03% | – | |
| New | VERISIGN INCsdcv 3.250% 8/1 | $1,494,000 | – | 1,068,000 | – | 0.03% | – | |
| New | NEWMONT MINING CORPnote 1.250% 7/1 | $1,037,000 | – | 825,000 | – | 0.02% | – | |
| New | LIBERTY INTERACTIVE LLCdeb 3.250% 3/1 | $917,000 | – | 1,075,000 | – | 0.02% | – | |
| New | XILINX INCnote 2.625% 6/1 | $947,000 | – | 737,000 | – | 0.02% | – | |
| New | ENDO HEALTH SOLUTIONS INnote 1.750% 4/1 | $867,000 | – | 725,000 | – | 0.02% | – | |
| ITUB | New | ITAU UNIBANCO HOLDING SAspon adr rep pf | $734,000 | – | 51,731 | – | 0.01% | – |
| EPRPRE | New | ENTERTAINMENT PROPERTIESconv pfd 9% sr e | $751,000 | – | 27,500 | – | 0.01% | – |
| TSM | New | TSMCsponsored adr | $778,000 | – | 54,518 | – | 0.01% | – |
| New | TRINITY INDUSTRIES INCnote 3.875% 6/0 | $747,000 | – | 750,000 | – | 0.01% | – | |
| New | AFFILIATED MANAGERS GROUnote 3.950% 8/1 | $772,000 | – | 712,000 | – | 0.01% | – | |
| New | LEUCADIA NATL CORPnote 3.750% 4/1 | $703,000 | – | 637,000 | – | 0.01% | – | |
| HDB | New | HDFC BANK LTD | $626,000 | – | 18,972 | – | 0.01% | – |
| New | NEWMONT MINING CORPnote 1.625% 7/1 | $666,000 | – | 500,000 | – | 0.01% | – | |
| CBD | New | CIA BRASILEIRA DE DISTRIspn adr pfd cl a | $576,000 | – | 14,215 | – | 0.01% | – |
| New | TYSON FOODS INCnote 3.250%10/1 | $516,000 | – | 425,000 | – | 0.01% | – | |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $485,000 | – | 18,900 | – | 0.01% | – |
| ABV | New | CIA DE BEBIDAS DAS AMERIspon adr pfd | $473,000 | – | 12,383 | – | 0.01% | – |
| INFY | New | INFOSYS LTDsponsored adr | $438,000 | – | 9,650 | – | 0.01% | – |
| MBT | New | MOBILE TELESYSTEMS OJSCsponsored adr | $437,000 | – | 25,029 | – | 0.01% | – |
| SQM | New | SOCIEDAD QUIMICA Y MINERspon adr ser b | $410,000 | – | 7,289 | – | 0.01% | – |
| SKM | New | SK TELECOM CO LTDsponsored adr | $397,000 | – | 32,500 | – | 0.01% | – |
| PKX | New | POSCOsponsored adr | $387,000 | – | 4,795 | – | 0.01% | – |
| SCCO | New | SOUTHERN COPPER CORP | $394,000 | – | 12,505 | – | 0.01% | – |
| MLCO | New | MELCO CROWN ENTERTAINMENadr | $374,000 | – | 33,781 | – | 0.01% | – |
| New | ROVI CORPnote 2.625% 2/1 | $194,000 | – | 201,000 | – | 0.00% | – | |
| GMWSA | New | GENERAL MOTORS CO*w exp 07/10/201 | $97,000 | – | 8,810 | – | 0.00% | – |
| GMWSB | New | GENERAL MOTORS CO*w exp 07/10/201 | $60,000 | – | 8,810 | – | 0.00% | – |
| GM | New | GENERAL MOTORS CO | $4,000 | – | 187 | – | 0.00% | – |