whalepapers
Overview/ Oaktree Capital Management LP/ Q1 2018

Oaktree Capital Management LP

Howard Marks & Bruce Karsh · As of Q1 2018 · filed May 14, 2018

Q1 2018

Holdings

205 positions · Δ vs prior quarter
VST VISTRA CORP
$1.01B
16.0%
48,438,812 −1,841,415 −3.7% Reduced
SBLK STAR BULK CARRIERS CORP
$378.9M
6.0%
32,579,506 Held
AABAUSD ALTABA INC
$295.2M
4.7%
3,987,215 +2,925,627 +275.6% Added
TRCO TRIBUNE MEDIA CO - A
$283.0M
4.5%
6,985,341 −199,657 −2.8% Reduced
ALLY ALLY FINANCIAL INC
$236.5M
3.8%
8,712,400 −1,047,600 −10.7% Reduced
TSM TAIWAN SEMICONDUCTOR-SP ADR
$127.1M
2.0%
2,905,441 −660,915 −18.5% Reduced
ITUB ITAU UNIBANCO H-SPON PRF ADR
$125.1M
2.0%
8,021,072 −1,213,619 −13.1% Reduced
VICI VICI PROPERTIES INC
$124.2M
2.0%
6,781,234 +6,781,234 New
NMIH NMI HOLDINGS INC
$94.0M
1.5%
5,681,992 Held
BABA ALIBABA GROUP HOLDING-SP ADR
$92.9M
1.5%
506,330 +15,103 +3.1% Added
PBR/A PETROLEO BRASIL-SP PREF ADR
$89.5M
1.4%
6,889,922 +1,009,832 +17.2% Added
IBN ICICI BANK LTD-SPON ADR
$79.3M
1.3%
8,966,000 +161,684 +1.8% Added
GENER8 MARITIME INC
$73.8M
1.2%
13,062,118 Held
DYNEGY INC
$64.1M
1.0%
4,741,904 −3,682,418 −43.7% Reduced
INFY INFOSYS LTD-SP ADR
$63.3M
1.0%
3,546,753 +680,153 +23.7% Added
SPY PUT SS SPDR S&P 500 ETF TRUST-US
$62.5M
1.0%
237,500 −762,500 −76.3% Reduced
STKL SUNOPTA INC
$57.5M
0.9%
8,092,699 Held
AKAM 0 02/15/19 PRN AKAMAI TECHNOLOGIES INC
$56.0M
0.9%
54,532,000 −6,857,000 −11.2% Reduced
CCS CENTURY COMMUNITIES INC
$54.5M
0.9%
1,819,003 Held
GLNG 2.75 02/15/22 PRN GOLAR LNG LTD
$49.2M
0.8%
48,033,000 +48,033,000 New
ACR 4.5 08/15/22 PRN ACRES COMMERCIAL REALTY
$46.5M
0.7%
47,995,000 −10,340,000 −17.7% Reduced
VRSUSD VERSO CORP - A
$46.0M
0.7%
2,730,388 Held
VALE VALE SA-SP ADR
$43.7M
0.7%
3,432,680 −5,978,716 −63.5% Reduced
ILMN 0 06/15/19 PRN ILLUMINA INC
$41.9M
0.7%
37,720,000 −11,490,000 −23.3% Reduced
CTXS 0.5 04/15/19 PRN CITRIX SYSTEMS INC
$41.7M
0.7%
31,643,000 −15,000,000 −32.2% Reduced
ABEV AMBEV SA-ADR
$41.0M
0.7%
5,643,716 +135,675 +2.5% Added
TCOM 1 07/01/20 PRN TRIP.COM GROUP LTD
$40.3M
0.6%
37,350,000 +37,350,000 New
ACR 6 12/01/18 PRN EXANTAS CAPITAL CORP
$37.2M
0.6%
36,558,000 +1,630,000 +4.7% Added
AZUL SA-ADR
$37.2M
0.6%
1,069,674 −98,667 −8.4% Reduced
CRK 9.5 06/15/20 * PRN COMSTOCK RESOURCES INC
$36.9M
0.6%
39,279,264 Held
BKNG 0.9 09/15/21 PRN BOOKING HOLDINGS INC
$36.5M
0.6%
29,174,000 +18,503,000 +173.4% Added
WFRD 5.875 07/01/21 PRN WEATHERFORD INTL LTD
$35.5M
0.6%
39,500,000 +15,000,000 +61.2% Added
HZNP 2.5 03/15/22 PRN HORIZON PHARMA INV LTD
$34.5M
0.5%
37,487,000 +11,360,000 +43.5% Added
BDX 6.125 05/01/20 A BECTON DICKINSON AND CO
$34.3M
0.5%
586,720 −232,500 −28.4% Reduced
MCHP 1.625 02/15/27 PRN MICROCHIP TECHNOLOGY INC
$34.1M
0.5%
28,725,000 +28,725,000 New
CEO CNOOC LTD-SPON ADR
$33.6M
0.5%
226,924 +5,957 +2.7% Added
NATIONSTAR MORTGAGE HOLDINGS INC
$32.5M
0.5%
1,809,291 −100,354 −5.3% Reduced
P 1.75 12/01/20 PRN PANDORA MEDIA LLC
$32.3M
0.5%
35,292,000 +35,292,000 New
HLF 2 08/15/19 PRN HERBALIFE LTD
$32.1M
0.5%
26,468,000 −3,717,000 −12.3% Reduced
AU3EUR ANGLOGOLD ASHANTI-SPON ADR
$32.1M
0.5%
3,384,965 +14,643 +0.4% Added
CCI 6.875 08/01/20 A CROWN CASTLE INTL CORP
$31.9M
0.5%
28,509 −13,500 −32.1% Reduced
CTRPUSD CTRIP.COM INTERNATIONAL-ADR
$31.7M
0.5%
680,393 +27,191 +4.2% Added
SLAB 1.375 03/01/22 PRN SILICON LABORATORIES INC
$31.7M
0.5%
27,294,000 +27,294,000 New
ARI 4.75 08/23/22 PRN APOLLO CMMRL REAL EST FI
$29.5M
0.5%
29,492,000 −13,358,000 −31.2% Reduced
ICPT 3.25 07/01/23 PRN INTERCEPT PHARMAS
$29.5M
0.5%
36,560,000 +8,145,000 +28.7% Added
CKH 3 11/15/28 PRN SEACOR HOLDINGS INC
$29.0M
0.5%
29,906,000 −3,961,000 −11.7% Reduced
MX MAGNACHIP SEMICONDUCTOR CORP
$28.8M
0.5%
3,000,000 Held
ON 1 12/01/20 PRN ON SEMICONDUCTOR CORP
$28.4M
0.5%
19,825,000 −13,200,000 −40.0% Reduced
OCEAN RIG UDW INC
$27.8M
0.4%
1,100,000 +305,817 +38.5% Added
WFC 7.5 PERP L WELLS FARGO & COMPANY
$27.3M
0.4%
21,177 −10,900 −34.0% Reduced
AABA 0 12/01/18 PRN ALTABA INC
$27.2M
0.4%
19,421,000 −13,000,000 −40.1% Reduced
STWD 4 01/15/19 PRN STARWOOD PROPERTY TRUST
$27.0M
0.4%
25,000,000 +25,000,000 New
STONEMOR PARTNERS LP
$27.0M
0.4%
4,344,634 +594,634 +15.9% Added
INVH 3.5 01/15/22 PRN IH MERGER SUB LLC
$26.9M
0.4%
24,006,000 +24,006,000 New
NVRO 1.75 06/01/21 PRN NEVRO CORP
$26.4M
0.4%
22,830,000 +22,830,000 New
CSOD 1.5 07/01/18 PRN CORNERSTONE ONDEMAND INC
$26.4M
0.4%
26,350,000 +26,350,000 New
Z 2 12/01/21 PRN ZILLOW INC
$26.0M
0.4%
21,390,000 +9,270,000 +76.5% Added
PRAA 3 08/01/20 PRN PRA GROUP INC
$25.4M
0.4%
26,277,000 +2,501,000 +10.5% Added
WLL 1.25 04/01/20 PRN WHITING PETROLEUM CORP
$25.3M
0.4%
26,735,000 +13,303,000 +99.0% Added
SSRMCN 2.875 02/01/33 PRN SSR MINING INC
$25.1M
0.4%
25,252,000 −1,230,000 −4.6% Reduced
P5Y BRF SA-ADR
$24.9M
0.4%
3,597,257 −380,517 −9.6% Reduced
PMT 5.375 05/01/20 PRN PENNYMAC CORP
$24.8M
0.4%
24,699,000 −4,033,000 −14.0% Reduced
TWTR 0.25 09/15/19 PRN TWITTER INC
$24.7M
0.4%
25,645,000 −1,385,000 −5.1% Reduced
VER 3 08/01/18 PRN VEREIT INC
$24.7M
0.4%
24,663,000 −697,000 −2.7% Reduced
HURN 1.25 10/01/19 PRN HURON CONSULTING GROUP I
$24.7M
0.4%
26,112,000 −2,049,000 −7.3% Reduced
RWT 5.625 11/15/19 PRN RWT HOLDINGS INC
$24.6M
0.4%
24,382,000 +4,193,000 +20.8% Added
GBX 2.875 02/01/24 PRN GREENBRIER COS INC
$24.6M
0.4%
21,407,000 +21,407,000 New
FRGIUSD FIESTA RESTAURANT GROUP
$24.5M
0.4%
1,325,000 +375,000 +39.5% Added
ENV 1.75 12/15/19 PRN ENVESTNET INC
$24.3M
0.4%
22,113,000 +5,081,000 +29.8% Added
NICEIT 1.25 01/15/24 PRN NICE SYSTEMS INC
$24.3M
0.4%
19,518,000 +19,518,000 New
IDTI 0.875 11/15/22 PRN INTEGRATED DEVICE TECH
$23.9M
0.4%
21,125,000 −6,600,000 −23.8% Reduced
INVA 2.125 01/15/23 PRN INNOVIVA INC
$23.4M
0.4%
21,717,000 −233,000 −1.1% Reduced
BXMT 4.375 05/05/22 PRN BLACKSTONE MORTGAGE TR
$23.1M
0.4%
23,410,000 −19,160,000 −45.0% Reduced
PDCE 1.125 09/15/21 PRN PDC ENERGY INC
$23.0M
0.4%
23,575,000 +16,435,000 +230.2% Added
NUAN 1.5 11/01/35 PRN NUANCE COMMUNICATIONS
$22.9M
0.4%
22,395,000 +16,895,000 +307.2% Added
RYAM RAYONIER ADVANCED MATERIALS
$22.5M
0.4%
1,050,000 −507,493 −32.6% Reduced
CSGS 4.25 03/15/36 PRN CSG SYSTEMS INTERNATIONA
$22.5M
0.4%
20,406,000 +5,905,000 +40.7% Added
BKD 2.75 06/15/18 PRN BROOKDALE SENIOR LIVING
$22.2M
0.4%
22,184,000 +1,462,000 +7.1% Added
GWRE 1.25 03/15/25 PRN GUIDEWIRE SOFTWARE INC
$22.1M
0.4%
22,500,000 +22,500,000 New
GPRE 4.125 09/01/22 PRN GREEN PLAINS INC
$21.1M
0.3%
22,086,000 +16,986,000 +333.1% Added
MNDT 1 06/01/35 A PRN MANDIANT INC
$20.9M
0.3%
21,946,000 +17,651,000 +411.0% Added
SMH PUT VANECK SEMICONDUCTOR ETF
$20.9M
0.3%
200,000 +3,000 +1.5% Added
ECPG 3 07/01/20 PRN ENCORE CAPITAL GROUP INC
$20.5M
0.3%
17,864,000 +3,468,000 +24.1% Added
SRC 2.875 05/15/19 PRN SPIRIT REALTY CAPITAL IN
$20.1M
0.3%
20,192,000 +9,954,000 +97.2% Added
NEE 6.123 09/01/19 NEXTERA ENERGY INC
$19.6M
0.3%
340,415 −203,300 −37.4% Reduced
CRK 7.75 04/01/19 * PRN COMSTOCK RESOURCES INC
$19.4M
0.3%
20,719,978 Held
DYN 7 07/01/19 VISTRA ENERGY CORP
$18.8M
0.3%
216,950 −25,450 −10.5% Reduced
DY 0.75 09/15/21 PRN DYCOM INDUSTRIES INC
$17.4M
0.3%
13,721,000 −17,500,000 −56.1% Reduced
MU 3 11/15/43 G PRN MICRON TECHNOLOGY INC
$17.1M
0.3%
9,552,000 −4,829,000 −33.6% Reduced
CAMP 1.625 05/15/20 PRN CALAMP CORP
$17.0M
0.3%
15,865,000 +635,000 +4.2% Added
NBIS 1.125 12/15/18 PRN YANDEX NV
$16.6M
0.3%
16,277,000 +2,139,000 +15.1% Added
SFL 5.75 10/15/21 PRN SFL CORP LTD
$16.4M
0.3%
16,195,000 −4,100,000 −20.2% Reduced
JAZZ 1.875 08/15/21 PRN JAZZ INVESTMENTS I LTD
$16.3M
0.3%
15,534,000 +9,759,000 +169.0% Added
MDRX 1.25 07/01/20 PRN ALLSCRIPTS HEALTHCARE SO
$16.1M
0.3%
16,033,000 −19,200,000 −54.5% Reduced
MATLIN AND PARTNERS ACQUISITION CORP
$15.4M
0.2%
1,500,000 Held
EZPW 2.125 06/15/19 PRN EZCORP INC
$15.3M
0.2%
14,515,000 −3,190,000 −18.0% Reduced
MDCO 2.75 07/15/23 PRN MEDICINES COMPANY
$15.1M
0.2%
15,635,000 +15,635,000 New
ENERGY XXI GULF COAST INC
$15.0M
0.2%
3,910,545 Held
KBH 1.375 02/01/19 PRN KB HOME
$14.9M
0.2%
13,100,000 −12,845,000 −49.5% Reduced
NCMIEUR NATIONAL CINEMEDIA INC
$14.6M
0.2%
2,820,255 −804,745 −22.2% Reduced
PANW 0 07/01/19 PRN PALO ALTO NETWORKS
$14.6M
0.2%
8,835,000 −10,700,000 −54.8% Reduced
CATM 1 12/01/20 PRN CARDTRONICS INC
$14.2M
0.2%
15,163,000 +15,163,000 New
ANW 4.25 12/15/21 PRN AEGEAN MARINE PETROLEUM
$14.0M
0.2%
22,621,000 +22,621,000 New
TEVA 0.25 02/01/26 C PRN TEVA PHARM FIN CO LLC
$13.9M
0.2%
15,820,000 +1,515,000 +10.6% Added
HLX 4.25 05/01/22 PRN HELIX ENERGY SOLUTIONS
$13.9M
0.2%
14,625,000 +3,800,000 +35.1% Added
WPX 6.25 07/31/18 A WPX ENERGY INC
$13.0M
0.2%
207,700 −30,400 −12.8% Reduced
BATRKUSD LIBERTY MEDIA CORP-BRAVES C
$13.0M
0.2%
570,102 −43,615 −7.1% Reduced
ANIP 3 12/01/19 PRN ANI PHARMACEUTICALS INC
$13.0M
0.2%
11,857,000 −862,000 −6.8% Reduced
COWN 3 03/15/19 PRN COWEN INC
$12.9M
0.2%
13,020,000 Held
TITN 3.75 05/01/19 PRN TITAN MACHINERY INC
$12.9M
0.2%
12,937,000 −400,000 −3.0% Reduced
ECPG 2.875 03/15/21 PRN ENCORE CAPITAL GROUP INC
$12.8M
0.2%
12,751,000 +2,610,000 +25.7% Added
VGR V1.75 04/15/20 PRN VECTOR GROUP LTD
$12.8M
0.2%
11,570,000 −375,000 −3.1% Reduced
TSQ TOWNSQUARE MEDIA INC - CL A
$12.6M
0.2%
1,595,224 Held
CSIQ 4.25 02/15/19 PRN CANADIAN SOLAR INC
$12.6M
0.2%
12,705,000 Held
IIVI 0.5 12/15/33 PRN FINISAR CORP
$12.5M
0.2%
12,660,000 +12,660,000 New
TSLX 4.5 12/15/19 PRN TPG SPECIALTY LENDING IN
$12.5M
0.2%
12,163,000 Held
PFPT 0.75 06/15/20 PRN PROOFPOINT INC
$11.9M
0.2%
8,109,000 −1,223,000 −13.1% Reduced
ACOR 1.75 06/15/21 PRN ACORDA THERAPEUTICS INC
$11.9M
0.2%
12,985,000 −800,000 −5.8% Reduced
FOR 3.75 03/01/20 PRN FORESTAR GROUP INC
$11.7M
0.2%
11,688,000 +1,670,000 +16.7% Added
SWK 5.375 05/15/20 STANLEY BLACK & DECKER I
$11.6M
0.2%
100,417 −125,298 −55.5% Reduced
NAV 4.5 10/15/18 PRN NAVISTAR INTL CORP
$11.5M
0.2%
11,330,000 +3,415,000 +43.1% Added
VIAV 0.625 08/15/33 PRN VIAVI SOLUTIONS INC
$11.3M
0.2%
11,000,000 +4,845,000 +78.7% Added
IPXL 2 06/15/22 PRN IMPAX LABORATORIES LLC
$11.1M
0.2%
11,200,000 −4,550,000 −28.9% Reduced
WMC 6.75 10/01/22 PRN WESTERN ASSET MTGE CAP
$10.9M
0.2%
10,993,000 −880,000 −7.4% Reduced
ELV 5.25 05/01/18 ANTHEM INC
$10.7M
0.2%
200,000 −564,930 −73.9% Reduced
HES 8 02/01/19 HESS CORP
$10.6M
0.2%
177,800 +177,800 New
VIPS 1.5 03/15/19 PRN VIPSHOP HOLDING LTD
$10.6M
0.2%
9,810,000 +9,810,000 New
ABR 5.375 11/15/20 PRN ARBOR REALTY TRUST INC
$10.3M
0.2%
10,125,000 −1,355,000 −11.8% Reduced
ECHO 2.5 05/01/20 PRN ECHO GLOBAL LOGISTICS
$10.1M
0.2%
9,955,000 −2,180,000 −18.0% Reduced
KEYW 2.5 07/15/19 PRN KEYW HOLDING CORP
$9.9M
0.2%
10,143,000 +10,143,000 New
PEGI 4 07/15/20 PRN PATTERN ENERGY GROUP INC
$9.8M
0.2%
9,910,000 −13,755,000 −58.1% Reduced
ZD 3.25 06/15/29 PRN J2 GLOBAL COMMUNICATIONS
$9.6M
0.2%
7,500,000 +7,500,000 New
NVAX 3.75 02/01/23 PRN NOVAVAX INC
$9.5M
0.2%
13,370,000 +13,370,000 New
NAV 4.75 04/15/19 PRN NAVISTAR INTL CORP
$9.5M
0.2%
9,220,000 −8,760,000 −48.7% Reduced
NMFC 5 06/15/19 PRN NEW MOUNTAIN FINANCE COR
$9.5M
0.2%
9,220,000 −1,785,000 −16.2% Reduced
HTGC 4.375 02/01/22 PRN HERCULES CAPITAL INC
$9.4M
0.1%
9,290,000 +9,290,000 New
LNG 4.25 03/15/45 PRN CHENIERE ENERGY INC
$9.3M
0.1%
11,871,000 −5,348,000 −31.1% Reduced
ARRY 2.625 12/01/24 PRN ARRAY BIO INC
$9.1M
0.1%
6,860,000 −1,140,000 −14.2% Reduced
ADAM 6.25 01/15/22 PRN NEW YORK MORTGAGE TRUST
$9.1M
0.1%
8,936,000 −7,844,000 −46.7% Reduced
TWO 6.25 01/15/22 PRN TWO HARBORS INV CORP
$9.1M
0.1%
8,650,000 −7,870,000 −47.6% Reduced
PTCT 3 08/15/22 PRN PTC THERAPEUTICS INC
$8.8M
0.1%
9,400,000 −110,000 −1.2% Reduced
VECO 2.7 01/15/23 PRN VEECO INSTRUMENTS INC
$8.6M
0.1%
9,475,000 +9,475,000 New
NEE 6.371 09/01/18 NEXTERA ENERGY INC
$8.6M
0.1%
118,500 −63,000 −34.7% Reduced
VSH VISHAY INTERTECHNOLOGY INC
$8.5M
0.1%
455,000 Held
DHT 4.5 10/01/19 PRN DHT HOLDINGS INC
$8.4M
0.1%
8,686,000 +2,785,000 +47.2% Added
ASRT 2.5 09/01/21 PRN ASSERTIO THERAPEUTICS IN
$8.4M
0.1%
10,260,000 +5,005,000 +95.2% Added
HCI 3.875 03/15/19 PRN HCI GROUP INC
$8.1M
0.1%
8,050,000 +300,000 +3.9% Added
GLIBAEUR GCI LIBERTY INC - CLASS A
$7.9M
0.1%
150,000 +150,000 New
TCPC 5.25 12/15/19 PRN BLACKROCK TCP CAP CORP
$7.2M
0.1%
7,000,000 −356,000 −4.8% Reduced
GPMT 5.625 12/01/22 PRN GRANITE POINT MTGE TRST
$6.8M
0.1%
6,955,000 −11,145,000 −61.6% Reduced
BONANZA CREEK ENERGY INC
$6.6M
0.1%
239,724 +239,724 New
TSLAEN 1.625 11/01/19 PRN TESLA ENERGY OPERATIONS
$6.6M
0.1%
7,174,000 −6,476,000 −47.4% Reduced
LITE 0.25 03/15/24 PRN LUMENTUM HOLDINGS INC
$6.3M
0.1%
5,000,000 +5,000,000 New
PDLI 2.75 12/01/21 PRN PDL BIOPHARMA INC
$6.0M
0.1%
5,870,000 +870,000 +17.4% Added
IDCC 1.5 03/01/20 PRN INTERDIGITAL INC
$5.9M
0.1%
5,120,000 +2,120,000 +70.7% Added
ARCC 4.375 01/15/19 PRN ARES CAPITAL CORP
$5.9M
0.1%
5,839,000 −2,637,000 −31.1% Reduced
BAC 7.25 PERP L BANK OF AMERICA CORP
$5.9M
0.1%
4,600 −5,700 −55.3% Reduced
BRS 4.5 06/01/23 PRN BRISTOW GROUP INC
$5.7M
0.1%
5,144,000 +644,000 +14.3% Added
SRE 6 01/15/21 A SEMPRA ENERGY
$5.6M
0.1%
55,000 +55,000 New
IFXGR 4.5 01/15/22 PRN CYPRESS SEMICONDUCTOR CO
$5.5M
0.1%
3,955,000 −22,361,000 −85.0% Reduced
COVPHA 3.25 06/01/22 PRN COVIS FINCO SARL
$5.5M
0.1%
5,335,000 −4,695,000 −46.8% Reduced
QDEL 3.25 12/15/20 PRN QUIDEL CORP
$5.3M
0.1%
3,083,000 −5,510,000 −64.1% Reduced
LMCA 2.25 09/30/46 PRN LIBERTY MEDIA CORP
$5.2M
0.1%
5,000,000 +5,000,000 New
RDUS 3 09/01/24 PRN RADIUS HEALTH INC
$5.2M
0.1%
5,115,000 +5,115,000 New
PSEC 4.75 04/15/20 PRN PROSPECT CAPITAL CORP
$5.2M
0.1%
5,145,000 −1,154,000 −18.3% Reduced
BMRN 0.75 10/15/18 PRN BIOMARIN PHARMACEUTICAL
$5.1M
0.1%
4,945,000 −3,841,000 −43.7% Reduced
RGSUSD REGIS CORP
$4.9M
0.1%
321,890 Held
CLF 1.5 01/15/25 PRN CLEVELAND-CLIFFS INC
$4.7M
0.1%
4,320,000 +4,320,000 New
WEB 1 08/15/18 PRN WEB.COM GROUP INC
$4.6M
0.1%
4,574,000 +4,574,000 New
SNCR 0.75 08/15/19 PRN SYNCHRONOSS TECHNOLOGIES
$4.5M
0.1%
4,800,000 +4,800,000 New
TWTR 1 09/15/21 PRN TWITTER INC
$4.5M
0.1%
4,815,000 +4,815,000 New
NATIONSTAR MORTGAGE HOLDINGS INC CALL
$4.5M
0.1%
250,000 Held
TER 1.25 12/15/23 PRN TERADYNE INC
$4.5M
0.1%
2,922,000 −3,616,000 −55.3% Reduced
VEON LTD
$4.4M
0.1%
1,678,900 Held
SPWR 4 01/15/23 PRN SUNPOWER CORP
$4.4M
0.1%
5,521,000 −9,176,000 −62.4% Reduced
IONS 1 11/15/21 PRN IONIS PHARMACEUTICALS IN
$4.3M
0.1%
4,335,000 −26,030,000 −85.7% Reduced
VAL 3 01/31/24 PRN ENSCO JERSEY FINANCE LTD
$4.3M
0.1%
5,336,000 −709,000 −11.7% Reduced
GTLS 2 08/01/18 PRN CHART INDUSTRIES INC
$4.2M
0.1%
4,139,000 +3,574,000 +632.6% Added
GSBD 4.5 04/01/22 PRN GOLDMAN SACHS BDC INC
$4.2M
0.1%
4,135,000 −500,000 −10.8% Reduced
NSLR 5.25 09/15/18 PRN GSV CAPITAL CORP
$4.1M
0.1%
4,040,000 −920,000 −18.5% Reduced
BELLATRIX EXPLORATION LTD
$4.1M
0.1%
3,750,000 Held
EGLEEUR EAGLE BULK SHIPPING INC
$3.9M
0.1%
785,363 Held
STCN 5.25 03/01/19 PRN STEEL CONNECT INC
$3.6M
0.1%
3,700,000 −5,320,000 −59.0% Reduced
MIC 2.875 07/15/19 PRN MACQUARIE INFRASTRUCTURE
$3.5M
0.1%
3,495,000 +3,495,000 New
MBTGBP MOBILE TELESYSTEMS-SP ADR
$3.4M
0.1%
298,500 Held
PBR PETROLEO BRASILEIRO-SPON ADR
$3.3M
0.1%
233,980 −12,181 −4.9% Reduced
EXAS 1 01/15/25 PRN EXACT SCIENCES CORP
$3.2M
0.1%
3,600,000 +3,600,000 New
OCSI OAKTREE STRATEGIC INCOME COR
$3.1M
0.0%
392,000 +334,400 +580.6% Added
HLX 4.125 09/15/23 PRN HELIX ENERGY SOLUTIONS
$3.0M
0.0%
3,000,000 +3,000,000 New
UPL1EUR ULTRA PETROLEUM CORP
$3.0M
0.0%
708,459 −79,707 −10.1% Reduced
LEA LEAR CORP
$2.8M
0.0%
15,312 +15,312 New
MTG MGIC INVESTMENT CORP
$2.6M
0.0%
200,000 −300,000 −60.0% Reduced
LAB 2.75 02/01/34 PRN STANDARD BIOTOOLS INC
$2.6M
0.0%
3,045,000 +3,045,000 New
PODD 1.25 09/15/21 PRN INSULET CORPORATION
$2.6M
0.0%
1,671,000 −14,129,000 −89.4% Reduced
CAPITAL PRODUCT PARTNERS LP
$2.6M
0.0%
819,228 Held
MPOUSD AMPLIFY ENERGY CORP
$2.5M
0.0%
190,316 −13,791 −6.8% Reduced
QIAGEN NV PRN
$2.4M
0.0%
2,000,000 +2,000,000 New
XOGEUR EXTRACTION OIL & GAS INC
$2.3M
0.0%
202,787 Held
BKCC 5 06/15/22 PRN BLACKROCK CAPITAL INVEST
$2.2M
0.0%
2,160,000 −6,855,000 −76.0% Reduced
BELFB BEL FUSE INC-CL B
$2.1M
0.0%
112,327 +112,327 New
SD SANDRIDGE ENERGY INC
$2.0M
0.0%
135,000 Held
AAWW 2.25 06/01/22 PRN ATLAS AIR WORLDWIDE HLDG
$1.9M
0.0%
1,635,000 −2,640,000 −61.8% Reduced
ALSK 6.25 05/01/18 PRN ALASKA COMM SYSTEMS GROU
$1.3M
0.0%
1,227,000 Held
FSC1EUR OAKTREE SPECIALTY LENDING CO
$1.2M
0.0%
276,000 Held
INDA ISHARES MSCI INDIA ETF
$938K
0.0%
27,500 +2,000 +7.8% Added

Sold positions

39 closed in Q1 2018 · shares & value as of prior filing
Holding Shares sold Prior value
XHB PUT SS SPDR S&P HOMEBLDRS ETF
250,000 $66.7M
FBP FIRST BANCORP PUERTO RICO
9,334,725 $47.6M
LYV 2.5 05/15/19 PRN LIVE NATION ENTERTAINMEN
29,251,000 $37.9M
BMRN 1.5 10/15/20 PRN BIOMARIN PHARMACEUTICAL
25,915,000 $30.8M
CX CEMEX SAB-SPONS ADR PART CER
3,990,115 $29.9M
TV GRUPO TELEVISA SA-SPON ADR
1,529,453 $28.6M
AMT 5.5 02/15/18 AMERICAN TOWER CORP
197,196 $24.8M
MARRIOTT VACATIONS WORLDWIDE CORP PRN
21,620,000 $24.3M
GMED 2.25 03/15/21 PRN NUVASIVE INC
20,500,000 $24.1M
HWM 1.625 10/15/19 PRN ARCONIC INC
20,830,000 $23.9M
TCOM 1.25 09/15/22 PRN TRIP.COM GROUP LTD
20,670,000 $21.2M
D 6.75 08/15/19 A DOMINION ENERGY INC
381,800 $19.7M
HASI 4.125 09/01/22 PRN HANNON ARMSTRONG SUSTAIN
17,245,000 $17.8M
CHRD 2.625 09/15/23 PRN OASIS PETROLEUM INC
16,105,000 $17.4M
GECBLE 4.5 11/15/29 PRN GENERAL CABLE CORP
16,285,000 $17.3M
CEMEX 3.72 03/15/20 * PRN CEMEX SAB DE CV
16,500,000 $17.1M
DBRG 3.875 01/15/21 PRN COLONY CAPITAL INC
16,638,000 $16.6M
LMCA 1.375 10/15/23 PRN LIBERTY MEDIA CORP
12,874,000 $14.9M
VRNT 1.5 06/01/21 PRN VERINT SYSTEMS INC
15,190,000 $14.8M
HLX 3.25 03/15/32 PRN HELIX ENERGY SOLUTIONS
14,095,000 $14.1M
TPC 2.875 06/15/21 PRN TUTOR PERINI CORP
10,625,000 $11.8M
IRWD 2.25 06/15/22 PRN IRONWOOD PHARMACEUTICALS
8,310,000 $9.7M
LIBERTY VENTURES
150,000 $8.1M
SCMP 3.25 12/15/21 PRN SUCAMPO PHARMACEUTICALS
6,045,000 $7.4M
WAYFAIR INC PRN
7,000,000 $7.3M
PDLI 4 02/01/18 PRN PDL BIOPHARMA INC
7,287,000 $7.3M
AJRD 2.25 12/15/23 PRN AEROJET ROCKETDYNE HLDG
4,895,000 $6.8M
STWD 4.375 04/01/23 PRN STARWOOD PROPERTY TRUST
5,905,000 $6.0M
MRVL 0.75 09/01/21 PRN INPHI CORP
6,000,000 $6.0M
HAWK 1.5 01/15/22 PRN BLACKHAWK NETWORK HOLD
5,750,000 $5.9M
EFII 0.75 09/01/19 PRN ELECTRONICS FOR IMAGING
5,661,000 $5.5M
ENERGY TRANSFER PARTNERS LP
267,000 $4.8M
SM 1.5 07/01/21 PRN SM ENERGY CO
4,208,000 $4.1M
BKCC 5.5 02/15/18 PRN BLACKROCK CAPITAL INVEST
4,000,000 $4.0M
SFLY 0.25 05/15/18 PRN SHUTTERFLY INC
3,095,000 $3.1M
AAWW 1.875 06/01/24 PRN ATLAS AIR WORLDWIDE HLDG
2,500,000 $3.0M
REGI 2.75 06/15/19 PRN RENEWABLE ENERGY GROUP I
1,009,000 $1.1M
SPPI 2.75 12/15/18 PRN SPECTRUM PHARMACEUTICALS
400,000 $744K
CKH 2.5 12/15/27 PRN SEACOR HOLDINGS INC
385,000 $392K

Holdings reflect long positions disclosed in 13F filings only and exclude short positions, cash, and other non-13F assets. Holdings data sourced from SEC EDGAR. Not investment advice. Full disclaimer.