Oaktree Capital Management LP
Howard Marks & Bruce Karsh · As of Q1 2019 · filed May 14, 2019
Holdings
| VST VISTRA CORP | $626.1M | 11.9% | 24,051,399 | −36,264,355 | −60.1% | Reduced |
| TRMD TORM PLC-A | $358.0M | 6.8% | 47,600,172 | −47,600,172 | −50.0% | Reduced |
| ALLY ALLY FINANCIAL INC | $306.3M | 5.8% | 11,143,541 | −12,303,541 | −52.5% | Reduced |
| SBLK STAR BULK CARRIERS CORP | $232.8M | 4.4% | 35,384,197 | −32,939,305 | −48.2% | Reduced |
| NMIH NMI HOLDINGS INC | $147.0M | 2.8% | 5,681,992 | −5,681,992 | −50.0% | Reduced |
| SPY PUT SS SPDR S&P 500 ETF TRUST-US | $141.2M | 2.7% | 500,000 | −100,000 | −16.7% | Reduced |
| CZREUR CAESARS ENTERTAINMENT CORP | $132.5M | 2.5% | 15,250,000 | −4,750,000 | −23.8% | Reduced |
| EGLEEUR EAGLE BULK SHIPPING INC | $122.1M | 2.3% | 26,267,467 | −25,951,605 | −49.7% | Reduced |
| TSM TAIWAN SEMICONDUCTOR-SP ADR | $118.8M | 2.3% | 2,900,352 | −4,796,802 | −62.3% | Reduced |
| IBN ICICI BANK LTD-SPON ADR | $118.2M | 2.2% | 10,313,083 | −8,499,401 | −45.2% | Reduced |
| ITUB ITAU UNIBANCO H-SPON PRF ADR | $106.3M | 2.0% | 12,064,930 | −9,940,670 | −45.2% | Reduced |
| MU PUT MICRON TECHNOLOGY INC | $93.0M | 1.8% | 2,250,000 | +2,050,000 | +1025.0% | Added |
| INFNEUR INFINERA CORP | $91.0M | 1.7% | 20,975,384 | −20,975,384 | −50.0% | Reduced |
| BRYGBP BERRY CORP | $90.1M | 1.7% | 7,806,717 | +7,806,717 | — | New |
| PBR/A PETROLEO BRASIL-SP PREF ADR | $79.3M | 1.5% | 5,545,468 | −5,558,764 | −50.1% | Reduced |
| CMBT CMB TECH NV | $66.1M | 1.3% | 8,107,246 | −10,274,892 | −55.9% | Reduced |
| CEO CNOOC LTD-SPON ADR | $64.0M | 1.2% | 344,381 | −287,293 | −45.5% | Reduced |
| BABA ALIBABA GROUP HOLDING-SP ADR | $63.8M | 1.2% | 349,648 | −287,112 | −45.1% | Reduced |
| ACR 4.5 08/15/22 PRN ACRES COMMERCIAL REALTY | $53.3M | 1.0% | 54,185,000 | −37,943,000 | −41.2% | Reduced |
| WFRD 5.875 07/01/21 PRN WEATHERFORD INTL LTD | $48.6M | 0.9% | 59,790,000 | −45,134,000 | −43.0% | Reduced |
| CCS CENTURY COMMUNITIES INC | $43.6M | 0.8% | 1,819,003 | −1,819,003 | −50.0% | Reduced |
| AZUL SA-ADR | $43.2M | 0.8% | 1,479,868 | −1,404,860 | −48.7% | Reduced |
| SMCIUSD SUPER MICRO COMPUTER INC | $42.3M | 0.8% | 2,000,000 | — | — | Held |
| AU3EUR ANGLOGOLD ASHANTI-SPON ADR | $41.5M | 0.8% | 3,170,233 | −2,982,243 | −48.5% | Reduced |
| INFY INFOSYS LTD-SP ADR | $39.8M | 0.8% | 3,640,465 | −2,976,533 | −45.0% | Reduced |
| BONANZA CREEK ENERGY INC | $38.6M | 0.7% | 1,700,156 | −1,700,156 | −50.0% | Reduced |
| AABAUSD ALTABA INC | $35.9M | 0.7% | 483,866 | −483,866 | −50.0% | Reduced |
| P5Y BRF SA-ADR | $34.8M | 0.7% | 5,971,024 | −4,890,786 | −45.0% | Reduced |
| PMT 5.375 05/01/20 PRN PENNYMAC CORP | $34.1M | 0.6% | 33,921,000 | −13,827,000 | −29.0% | Reduced |
| YUMC YUM CHINA HOLDINGS INC | $33.4M | 0.6% | 744,536 | −1,055,800 | −58.6% | Reduced |
| VICI VICI PROPERTIES INC | $32.8M | 0.6% | 1,500,000 | −4,222,638 | −73.8% | Reduced |
| WB WEIBO CORP-SPON ADR | $32.8M | 0.6% | 528,618 | −334,582 | −38.8% | Reduced |
| CX CEMEX SAB-SPONS ADR PART CER | $29.4M | 0.6% | 6,331,930 | −5,186,500 | −45.0% | Reduced |
| MTG MGIC INVESTMENT CORP | $29.3M | 0.6% | 2,220,000 | −2,220,000 | −50.0% | Reduced |
| XECEUR CIMAREX ENERGY CO | $29.1M | 0.6% | 415,735 | −267,525 | −39.2% | Reduced |
| HURN 1.25 10/01/19 PRN HURON CONSULTING GROUP I | $28.8M | 0.5% | 29,132,000 | −35,388,000 | −54.8% | Reduced |
| STKL SUNOPTA INC | $28.0M | 0.5% | 8,092,699 | −8,092,699 | −50.0% | Reduced |
| DISH 3.375 08/15/26 PRN DISH NETWORK CORP | $27.5M | 0.5% | 32,291,000 | −12,959,000 | −28.6% | Reduced |
| WLL 1.25 04/01/20 PRN WHITING PETROLEUM CORP | $27.3M | 0.5% | 28,150,000 | −17,290,000 | −38.1% | Reduced |
| PRAA 3 08/01/20 PRN PRA GROUP INC | $26.2M | 0.5% | 27,068,000 | −13,532,000 | −33.3% | Reduced |
| CATM 1 12/01/20 PRN CARDTRONICS INC | $26.0M | 0.5% | 26,161,000 | −39,733,000 | −60.3% | Reduced |
| DBRG 3.875 01/15/21 PRN COLONY CAPITAL INC | $25.8M | 0.5% | 27,018,000 | −24,138,000 | −47.2% | Reduced |
| MX MAGNACHIP SEMICONDUCTOR CORP | $24.1M | 0.5% | 3,250,000 | −3,250,000 | −50.0% | Reduced |
| NBIS NEBIUS GROUP NV | $22.7M | 0.4% | 660,649 | −541,157 | −45.0% | Reduced |
| Z 2 12/01/21 PRN ZILLOW INC | $22.1M | 0.4% | 21,554,000 | +21,554,000 | — | New |
| PCG P G & E CORP | $21.6M | 0.4% | 1,215,000 | −1,215,000 | −50.0% | Reduced |
| PEGI 4 07/15/20 PRN PATTERN ENERGY GROUP INC | $21.6M | 0.4% | 21,410,000 | −57,834,000 | −73.0% | Reduced |
| RWT 5.625 11/15/19 PRN RWT HOLDINGS INC | $21.2M | 0.4% | 20,972,000 | −23,014,000 | −52.3% | Reduced |
| TWTR 0.25 09/15/19 PRN TWITTER INC | $21.1M | 0.4% | 21,381,000 | −34,611,000 | −61.8% | Reduced |
| VRSUSD VERSO CORP - A | $20.6M | 0.4% | 961,319 | −961,319 | −50.0% | Reduced |
| ASRT 2.5 09/01/21 PRN ASSERTIO THERAPEUTICS IN | $20.5M | 0.4% | 26,583,000 | −29,127,000 | −52.3% | Reduced |
| Z 1.5 07/01/23 PRN ZILLOW GROUP INC | $20.4M | 0.4% | 22,227,000 | +22,227,000 | — | New |
| GPRE 4.125 09/01/22 PRN GREEN PLAINS INC | $20.3M | 0.4% | 21,116,000 | −16,080,000 | −43.2% | Reduced |
| CKH 3 11/15/28 PRN SEACOR HOLDINGS INC | $19.8M | 0.4% | 20,169,000 | −31,549,000 | −61.0% | Reduced |
| YETI YETI HOLDINGS INC | $19.2M | 0.4% | 633,938 | −633,938 | −50.0% | Reduced |
| MIC 2 10/01/23 PRN MACQUARIE INFRASTRUCTURE | $19.1M | 0.4% | 21,660,000 | +12,780,000 | +143.9% | Added |
| ECPG 2.875 03/15/21 PRN ENCORE CAPITAL GROUP INC | $18.9M | 0.4% | 20,474,000 | +746,000 | +3.8% | Added |
| HTGC 4.375 02/01/22 PRN HERCULES CAPITAL INC | $18.6M | 0.4% | 19,041,000 | +1,255,000 | +7.1% | Added |
| COOP MR COOPER GROUP INC | $18.5M | 0.4% | 1,927,544 | −1,927,544 | −50.0% | Reduced |
| ADAM 6.25 01/15/22 PRN NEW YORK MORTGAGE TRUST | $18.3M | 0.3% | 18,247,000 | +413,000 | +2.3% | Added |
| LRCXEUR PUT LAM RESEARCH CORP | $17.9M | 0.3% | 100,000 | +100,000 | — | New |
| ARI 4.75 08/23/22 PRN APOLLO CMMRL REAL EST FI | $17.7M | 0.3% | 18,143,000 | −54,533,000 | −75.0% | Reduced |
| PATK 1 02/01/23 PRN PATRICK INDUSTRIES INC | $17.7M | 0.3% | 19,754,000 | +19,754,000 | — | New |
| TSLAEN 1.625 11/01/19 PRN TESLA ENERGY OPERATIONS | $17.7M | 0.3% | 18,289,000 | −8,589,000 | −32.0% | Reduced |
| ILMN 0.5 06/15/21 PRN ILLUMINA INC | $17.0M | 0.3% | 12,500,000 | +12,500,000 | — | New |
| STONEMOR PARTNERS LP | $16.9M | 0.3% | 4,477,857 | −4,477,857 | −50.0% | Reduced |
| FOR 3.75 03/01/20 PRN FORESTAR GROUP INC | $16.6M | 0.3% | 16,600,000 | −12,980,000 | −43.9% | Reduced |
| VAL 3 01/31/24 PRN ENSCO JERSEY FINANCE LTD | $16.3M | 0.3% | 21,007,000 | +18,503,000 | +738.9% | Added |
| TCOM 1.25 09/15/22 PRN TRIP.COM GROUP LTD | $16.0M | 0.3% | 15,776,000 | −15,414,000 | −49.4% | Reduced |
| HKEUR HALCON RESOURCES CORP | $15.5M | 0.3% | 11,500,000 | −11,500,000 | −50.0% | Reduced |
| VECO 2.7 01/15/23 PRN VEECO INSTRUMENTS INC | $15.5M | 0.3% | 18,031,000 | +11,703,000 | +184.9% | Added |
| TEO TELECOM ARGENTINA SA-SP ADR | $15.2M | 0.3% | 1,044,000 | −834,000 | −44.4% | Reduced |
| MCHP 1.625 02/15/27 PRN MICROCHIP TECHNOLOGY INC | $14.9M | 0.3% | 13,500,000 | −500,000 | −3.6% | Reduced |
| ACOR 1.75 06/15/21 PRN ACORDA THERAPEUTICS INC | $14.8M | 0.3% | 16,632,000 | +3,632,000 | +27.9% | Added |
| SSRMCN 2.875 02/01/33 PRN SSR MINING INC | $14.2M | 0.3% | 14,141,000 | −53,821,000 | −79.2% | Reduced |
| BXMT 4.375 05/05/22 PRN BLACKSTONE MORTGAGE TR | $14.2M | 0.3% | 13,981,000 | −58,711,000 | −80.8% | Reduced |
| ECHO 2.5 05/01/20 PRN ECHO GLOBAL LOGISTICS | $13.8M | 0.3% | 13,810,000 | −5,742,000 | −29.4% | Reduced |
| BDX 6.125 05/01/20 A BECTON DICKINSON AND CO | $13.7M | 0.3% | 221,210 | −228,430 | −50.8% | Reduced |
| NMFC 5 06/15/19 PRN NEW MOUNTAIN FINANCE COR | $13.5M | 0.3% | 13,513,000 | −26,049,000 | −65.8% | Reduced |
| DISH 2.375 03/15/24 PRN DISH NETWORK CORP | $13.2M | 0.3% | 15,890,000 | +15,890,000 | — | New |
| QGEN 1 11/13/24 PRN QIAGEN NV | $13.1M | 0.2% | 12,000,000 | −800,000 | −6.3% | Reduced |
| ON 1 12/01/20 PRN ON SEMICONDUCTOR CORP | $13.0M | 0.2% | 10,500,000 | −22,500,000 | −68.2% | Reduced |
| TEVA 0.25 02/01/26 C PRN TEVA PHARM FIN CO LLC | $12.9M | 0.2% | 13,878,000 | −72,908,000 | −84.0% | Reduced |
| SFL 5.75 10/15/21 PRN SFL CORP LTD | $12.8M | 0.2% | 12,913,000 | +2,173,000 | +20.2% | Added |
| HLF 2.625 03/15/24 PRN HERBALIFE LTD | $12.7M | 0.2% | 12,020,000 | +12,020,000 | — | New |
| ICPT 3.25 07/01/23 PRN INTERCEPT PHARMAS | $12.6M | 0.2% | 12,689,000 | −51,763,000 | −80.3% | Reduced |
| PAM PAMPA ENERGIA SA-SPON ADR | $12.2M | 0.2% | 441,500 | −235,500 | −34.8% | Reduced |
| VIAV 1 03/01/24 PRN VIAVI SOLUTIONS INC | $12.0M | 0.2% | 10,660,000 | +5,260,000 | +97.4% | Added |
| BKCC 5 06/15/22 PRN BLACKROCK CAPITAL INVEST | $11.9M | 0.2% | 11,935,000 | −3,335,000 | −21.8% | Reduced |
| CONTURA ENERGY INC | $11.6M | 0.2% | 199,560 | −511,620 | −71.9% | Reduced |
| GWRE 1.25 03/15/25 PRN GUIDEWIRE SOFTWARE INC | $11.5M | 0.2% | 10,500,000 | +10,500,000 | — | New |
| CCI 6.875 08/01/20 A CROWN CASTLE INTL CORP | $11.3M | 0.2% | 9,506 | −36,868 | −79.5% | Reduced |
| RDUS 3 09/01/24 PRN RADIUS HEALTH INC | $11.2M | 0.2% | 13,450,000 | +13,450,000 | — | New |
| INSM 1.75 01/15/25 PRN INSMED INC | $11.2M | 0.2% | 11,000,000 | +11,000,000 | — | New |
| EXE 5.5 09/15/26 PRN EXPAND ENERGY CORP | $11.0M | 0.2% | 11,790,000 | +1,030,000 | +9.6% | Added |
| NEE 6.123 09/01/19 NEXTERA ENERGY INC | $10.9M | 0.2% | 176,390 | −786,390 | −81.7% | Reduced |
| INVH 3.5 01/15/22 PRN IH MERGER SUB LLC | $10.8M | 0.2% | 9,461,000 | −11,195,000 | −54.2% | Reduced |
| ZD 3.25 06/15/29 PRN J2 GLOBAL COMMUNICATIONS | $10.7M | 0.2% | 8,000,000 | +8,000,000 | — | New |
| LITE 0.25 03/15/24 PRN LUMENTUM HOLDINGS INC | $10.6M | 0.2% | 9,000,000 | +9,000,000 | — | New |
| OSIS 1.25 09/01/22 PRN OSI SYSTEMS INC | $10.6M | 0.2% | 10,390,000 | −37,190,000 | −78.2% | Reduced |
| GSBD 4.5 04/01/22 PRN GOLDMAN SACHS BDC INC | $10.5M | 0.2% | 10,650,000 | −12,612,000 | −54.2% | Reduced |
| IONS 1 11/15/21 PRN IONIS PHARMACEUTICALS IN | $10.3M | 0.2% | 7,640,000 | −50,460,000 | −86.9% | Reduced |
| WDAY 0.25 10/01/22 PRN WORKDAY INC | $10.1M | 0.2% | 7,158,000 | −18,158,000 | −71.7% | Reduced |
| WMC 6.75 10/01/22 PRN WESTERN ASSET MTGE CAP | $10.1M | 0.2% | 10,304,000 | −2,278,000 | −18.1% | Reduced |
| PRAA 3.5 06/01/23 PRN PRA GROUP INC | $9.9M | 0.2% | 11,030,000 | −4,900,000 | −30.8% | Reduced |
| MRVL 1.125 12/01/20 PRN INPHI CORP | $9.8M | 0.2% | 7,975,000 | −23,975,000 | −75.0% | Reduced |
| TITN 3.75 05/01/19 PRN TITAN MACHINERY INC | $9.7M | 0.2% | 9,725,000 | −8,669,000 | −47.1% | Reduced |
| NVRO 1.75 06/01/21 PRN NEVRO CORP | $9.4M | 0.2% | 9,284,000 | +9,284,000 | — | New |
| SRE 6.75 07/15/21 B SEMPRA ENERGY | $9.4M | 0.2% | 88,190 | −317,830 | −78.3% | Reduced |
| TSQ TOWNSQUARE MEDIA INC - CL A | $9.1M | 0.2% | 1,595,224 | −1,595,224 | −50.0% | Reduced |
| EXAS 0.375 03/15/27 PRN EXACT SCIENCES CORP | $9.1M | 0.2% | 8,905,000 | +8,905,000 | — | New |
| TGS TRANSPORTADOR GAS-ADR SP B | $9.1M | 0.2% | 689,000 | −317,000 | −31.5% | Reduced |
| CLVS 2.5 09/15/21 PRN CLOVIS ONCOLOGY INC | $9.0M | 0.2% | 9,680,000 | +2,970,000 | +44.3% | Added |
| VRNT 1.5 06/01/21 PRN VERINT SYSTEMS INC | $8.9M | 0.2% | 8,061,000 | −36,061,000 | −81.7% | Reduced |
| TCPC 5.25 12/15/19 PRN BLACKROCK TCP CAP CORP | $8.8M | 0.2% | 8,733,000 | −17,023,000 | −66.1% | Reduced |
| NBIX 2.25 05/15/24 PRN NEUROCRINE BIOSCIENCES | $8.8M | 0.2% | 6,500,000 | +6,500,000 | — | New |
| NUAN 1 12/15/35 PRN NUANCE COMMUNICATIONS | $8.8M | 0.2% | 9,375,000 | −31,075,000 | −76.8% | Reduced |
| TSLX 4.5 12/15/19 PRN TPG SPECIALTY LENDING IN | $8.8M | 0.2% | 8,707,000 | −10,567,000 | −54.8% | Reduced |
| NXPI 1 12/01/19 PRN NXP SEMICONDUCTOR NV | $8.6M | 0.2% | 8,389,000 | −39,389,000 | −82.4% | Reduced |
| VSI 2.25 12/01/20 PRN VITAMIN SHOPPE INC | $8.5M | 0.2% | 9,525,000 | −5,795,000 | −37.8% | Reduced |
| TVTX 2.5 09/15/25 PRN TRAVERE THERAPEUTICS INC | $8.4M | 0.2% | 9,000,000 | +9,000,000 | — | New |
| GLIBAEUR GCI LIBERTY INC - CLASS A | $8.3M | 0.2% | 150,000 | −150,000 | −50.0% | Reduced |
| VGR V1.75 04/15/20 PRN VECTOR GROUP LTD | $8.2M | 0.2% | 8,085,000 | −11,065,000 | −57.8% | Reduced |
| EZPW 2.125 06/15/19 PRN EZCORP INC | $8.0M | 0.2% | 7,952,000 | −24,742,000 | −75.7% | Reduced |
| IIVI 0.5 12/15/36 PRN FINISAR CORP | $8.0M | 0.2% | 8,096,000 | −19,182,000 | −70.3% | Reduced |
| SYNA 0.5 06/15/22 PRN SYNAPTICS INC | $7.8M | 0.1% | 8,415,000 | +8,415,000 | — | New |
| GLNG 2.75 02/15/22 PRN GOLAR LNG LTD | $7.7M | 0.1% | 8,000,000 | −56,262,000 | −87.6% | Reduced |
| SRC 2.875 05/15/19 PRN SPIRIT REALTY CAPITAL IN | $7.6M | 0.1% | 7,613,000 | −75,621,000 | −90.9% | Reduced |
| BATRKUSD LIBERTY MEDIA CORP-BRAVES C | $7.4M | 0.1% | 266,900 | −873,304 | −76.6% | Reduced |
| HASI 4.125 09/01/22 PRN HANNON ARMSTRONG SUSTAIN | $7.4M | 0.1% | 7,275,000 | −10,263,000 | −58.5% | Reduced |
| DHR 4.75 04/15/22 A DANAHER CORP | $7.4M | 0.1% | 7,000 | +7,000 | — | New |
| HZNP 2.5 03/15/22 PRN HORIZON PHARMA INV LTD | $7.3M | 0.1% | 6,385,000 | −41,023,000 | −86.5% | Reduced |
| MNDT 1 06/01/35 A PRN MANDIANT INC | $7.3M | 0.1% | 7,479,000 | −13,053,000 | −63.6% | Reduced |
| IFXGR 4.5 01/15/22 PRN CYPRESS SEMICONDUCTOR CO | $7.3M | 0.1% | 5,685,000 | +5,685,000 | — | New |
| CEMEX 3.72 03/15/20 PRN CEMEX SAB DE CV | $7.1M | 0.1% | 7,165,000 | −8,041,000 | −52.9% | Reduced |
| JAZZ 1.875 08/15/21 PRN JAZZ INVESTMENTS I LTD | $7.1M | 0.1% | 7,000,000 | +1,112,000 | +18.9% | Added |
| QTS 6.5 PERP B QTS REALTY TRUST INC | $6.7M | 0.1% | 61,340 | −245,340 | −80.0% | Reduced |
| HLX 4.25 05/01/22 PRN HELIX ENERGY SOLUTIONS | $6.4M | 0.1% | 6,455,000 | −3,157,000 | −32.8% | Reduced |
| CEMEX 3.72 03/15/20 * PRN CEMEX SAB DE CV | $6.4M | 0.1% | 6,385,000 | +1,145,000 | +21.9% | Added |
| RGLD 2.875 06/15/19 PRN ROYAL GOLD INC | $6.1M | 0.1% | 6,034,000 | −91,064,000 | −93.8% | Reduced |
| D 6.75 08/15/19 A DOMINION ENERGY INC | $6.0M | 0.1% | 120,650 | −950,350 | −88.7% | Reduced |
| GMED 2.25 03/15/21 PRN NUVASIVE INC | $5.9M | 0.1% | 5,260,000 | −3,260,000 | −38.3% | Reduced |
| FTV 5 07/01/21 A FORTIVE CORPORATION | $5.8M | 0.1% | 5,500 | +5,500 | — | New |
| HTHT 0.375 11/01/22 PRN H WORLD GROUP LTD | $5.8M | 0.1% | 5,000,000 | +5,000,000 | — | New |
| DHT 4.5 10/01/19 PRN DHT HOLDINGS INC | $5.7M | 0.1% | 5,714,000 | −5,314,000 | −48.2% | Reduced |
| RDFN 1.75 07/15/23 PRN REDFIN CORP | $5.7M | 0.1% | 5,925,000 | +5,925,000 | — | New |
| GNC 1.5 08/15/20 PRN VITAMIN OLDCO HOLDINGS | $5.6M | 0.1% | 6,884,000 | −4,448,000 | −39.3% | Reduced |
| ZEN 0.25 03/15/23 PRN ZENDESK INC | $5.6M | 0.1% | 3,835,000 | +3,835,000 | — | New |
| RIG 0.5 01/30/23 PRN TRANSOCEAN INC | $5.6M | 0.1% | 5,000,000 | +5,000,000 | — | New |
| TPC 2.875 06/15/21 PRN TUTOR PERINI CORP | $5.6M | 0.1% | 5,806,000 | +5,806,000 | — | New |
| ATSG 1.125 10/15/24 PRN AIR TRANSPORT SERVICES G | $5.5M | 0.1% | 5,500,000 | +5,500,000 | — | New |
| RH 0 07/15/20 PRN RH | $5.5M | 0.1% | 5,000,000 | +5,000,000 | — | New |
| NUAN 1.25 04/01/25 PRN NUANCE COMMUNICATIONS | $5.5M | 0.1% | 5,500,000 | +5,500,000 | — | New |
| TSLA 2.375 03/15/22 PRN TESLA INC | $5.5M | 0.1% | 5,000,000 | +5,000,000 | — | New |
| DTE 6.5 10/01/19 DTE ENERGY CO | $5.3M | 0.1% | 96,000 | −334,000 | −77.7% | Reduced |
| IRWD 2.25 06/15/22 PRN IRONWOOD PHARMACEUTICALS | $5.2M | 0.1% | 4,750,000 | +4,750,000 | — | New |
| FWONK 1 01/30/23 PRN LIBERTY MEDIA CORP | $5.1M | 0.1% | 4,500,000 | +4,500,000 | — | New |
| CZR 5 10/01/24 PRN CAESARS HOLDINGS INC | $5.0M | 0.1% | 3,500,000 | +3,500,000 | — | New |
| JAZZ 1.5 08/15/24 PRN JAZZ INVESTMENTS I LTD | $4.9M | 0.1% | 5,000,000 | +5,000,000 | — | New |
| COVPHA 3.25 06/01/22 PRN COVIS FINCO SARL | $4.7M | 0.1% | 5,365,000 | +5,365,000 | — | New |
| FLXN 3.375 05/01/24 PRN FLEXION THERAPEUTICS INC | $4.4M | 0.1% | 5,064,000 | +5,064,000 | — | New |
| BELFB BEL FUSE INC-CL B | $4.4M | 0.1% | 175,060 | −175,060 | −50.0% | Reduced |
| DERM 3 05/15/22 PRN DERMIRA INC | $4.2M | 0.1% | 4,740,000 | +4,740,000 | — | New |
| OI SA | $4.1M | 0.1% | 2,201,646 | −2,201,646 | −50.0% | Reduced |
| MDCO 2.75 07/15/23 PRN MEDICINES COMPANY | $4.1M | 0.1% | 4,840,000 | +4,840,000 | — | New |
| VST 7 07/01/19 VISTRA ENERGY CORP | $4.1M | 0.1% | 41,300 | −159,500 | −79.4% | Reduced |
| HCI 4.25 03/01/37 PRN HCI GROUP INC | $3.9M | 0.1% | 3,923,000 | +1,113,000 | +39.6% | Added |
| LYV 2.5 03/15/23 PRN LIVE NATION ENTERTAINMEN | $3.9M | 0.1% | 3,340,000 | +3,340,000 | — | New |
| CAMP 1.625 05/15/20 PRN CALAMP CORP | $3.7M | 0.1% | 3,844,000 | −4,486,000 | −53.9% | Reduced |
| WFC 7.5 PERP L WELLS FARGO & COMPANY | $3.7M | 0.1% | 2,875 | −8,763 | −75.3% | Reduced |
| TSLA 1.25 03/01/21 PRN TESLA INC | $3.7M | 0.1% | 3,605,000 | −54,605,000 | −93.8% | Reduced |
| SWK 5.375 05/15/20 STANLEY BLACK & DECKER I | $3.7M | 0.1% | 37,500 | +37,500 | — | New |
| AEP 6.125 03/15/22 AMERICAN ELECTRIC POWER | $3.6M | 0.1% | 70,000 | +70,000 | — | New |
| VEON LTD | $3.5M | 0.1% | 1,678,900 | −1,678,900 | −50.0% | Reduced |
| ARCC 4.625 03/01/24 PRN ARES CAPITAL CORP | $3.2M | 0.1% | 3,200,000 | +3,200,000 | — | New |
| OCSI OAKTREE STRATEGIC INCOME COR | $3.2M | 0.1% | 392,000 | −392,000 | −50.0% | Reduced |
| IVC 5 02/15/21 PRN INVACARE CORP | $3.1M | 0.1% | 3,415,000 | +3,415,000 | — | New |
| RNG 0 03/15/23 PRN RINGCENTRAL INC | $2.8M | 0.1% | 1,952,000 | +1,952,000 | — | New |
| QTWO 0.75 02/15/23 PRN Q2 HOLDINGS INC | $2.6M | 0.0% | 2,000,000 | +2,000,000 | — | New |
| BAC 7.25 PERP L BANK OF AMERICA CORP | $2.6M | 0.0% | 1,960 | −7,440 | −79.1% | Reduced |
| SRPT 1.5 11/15/24 PRN SAREPTA THERAPEUTICS INC | $2.3M | 0.0% | 1,260,000 | +1,260,000 | — | New |
| FLG 6 11/01/51 FLAGSTAR BANK NA | $2.3M | 0.0% | 47,149 | +47,149 | — | New |
| MBTGBP MOBILE TELESYSTEMS-SP ADR | $2.3M | 0.0% | 298,500 | −298,500 | −50.0% | Reduced |
| FPI FARMLAND PARTNERS INC | $2.2M | 0.0% | 350,000 | −350,000 | −50.0% | Reduced |
| INFN 2.125 09/01/24 PRN INFINERA CORP | $2.2M | 0.0% | 2,780,000 | +2,780,000 | — | New |
| BMRN 0.599 08/01/24 PRN BIOMARIN PHARMACEUTICAL | $2.2M | 0.0% | 2,100,000 | −12,700,000 | −85.8% | Reduced |
| TCOM 1 07/01/20 PRN TRIP.COM GROUP LTD | $2.0M | 0.0% | 2,000,000 | +2,000,000 | — | New |
| COHR 0.25 09/01/22 PRN II-VI INC | $2.0M | 0.0% | 1,945,000 | +1,945,000 | — | New |
| SPWR 4 01/15/23 PRN SUNPOWER CORP | $2.0M | 0.0% | 2,374,000 | −2,374,000 | −50.0% | Reduced |
| GPRO 3.5 04/15/22 PRN GOPRO INC | $1.9M | 0.0% | 1,940,000 | +1,940,000 | — | New |
| LNG 4.25 03/15/45 PRN CHENIERE ENERGY INC | $1.8M | 0.0% | 2,312,000 | −5,728,000 | −71.2% | Reduced |
| TREE 0.625 06/01/22 PRN LENDINGTREE INC | $1.8M | 0.0% | 1,000,000 | +1,000,000 | — | New |
| GEENQ 2.75 02/15/35 PRN EEG GLIDER INC | $1.7M | 0.0% | 3,285,000 | −3,285,000 | −50.0% | Reduced |
| INDA ISHARES MSCI INDIA ETF | $1.7M | 0.0% | 47,000 | −19,600 | −29.4% | Reduced |
| BELFA BEL FUSE INC-CL A | $1.5M | 0.0% | 71,613 | −71,613 | −50.0% | Reduced |
| US WELL SERVICES INC | $1.5M | 0.0% | 1,500,000 | −1,500,000 | −50.0% | Reduced |
| MTOR 3.25 10/15/37 PRN MERITOR INC | $1.4M | 0.0% | 1,500,000 | +1,500,000 | — | New |
| FSC1EUR OAKTREE SPECIALTY LENDING CO | $1.4M | 0.0% | 276,000 | −276,000 | −50.0% | Reduced |
| MPOUSD AMPLIFY ENERGY CORP | $1.4M | 0.0% | 139,473 | −241,141 | −63.4% | Reduced |
| PVGCN 2.25 03/15/22 PRN PRETIUM RESOURCES INC | $1.3M | 0.0% | 1,395,000 | −2,345,000 | −62.7% | Reduced |
| CAPITAL PRODUCT PARTNERS LP | $1.2M | 0.0% | 117,032 | +117,032 | — | New |
| SD SANDRIDGE ENERGY INC | $1.1M | 0.0% | 135,000 | −135,000 | −50.0% | Reduced |
| BELLATRIX EXPLORATION LTD | $1.1M | 0.0% | 3,350,000 | −3,350,000 | −50.0% | Reduced |
| PDLI 2.75 12/01/21 PRN PDL BIOPHARMA INC | $1.0M | 0.0% | 914,000 | −7,366,000 | −89.0% | Reduced |
| SIGA SIGA TECHNOLOGIES INC | $959K | 0.0% | 159,782 | +159,782 | — | New |
| DSSI DIAMOND S SHIPPING INC | $836K | 0.0% | 80,382 | +80,382 | — | New |
| XOGEUR EXTRACTION OIL & GAS INC | $731K | 0.0% | 172,787 | −172,787 | −50.0% | Reduced |
| IVC 4.5 06/01/22 PRN INVACARE CORP | $698K | 0.0% | 810,000 | +810,000 | — | New |
| UPL1EUR ULTRA PETROLEUM CORP | $361K | 0.0% | 590,799 | −681,651 | −53.6% | Reduced |
| PDCE 1.125 09/15/21 PRN PDC ENERGY INC | $314K | 0.0% | 335,000 | +335,000 | — | New |
Sold positions
| Holding | Shares sold | Prior value |
|---|---|---|
| HYG PUT ISHR IBX USD HIYLD CB ETF-UI | 2,000,000 | $162.1M |
| SMH PUT VANECK SEMICONDUCTOR ETF | 1,700,000 | $147.6M |
| AKAM 0 02/15/19 PRN AKAMAI TECHNOLOGIES INC | 137,810,000 | $137.3M |
| MIC 2.875 07/15/19 PRN MACQUARIE INFRASTRUCTURE | 97,506,000 | $97.1M |
| VALE VALE SA-SP ADR | 6,033,850 | $79.6M |
| AVGO PUT BROADCOM INC | 300,000 | $76.1M |
| EFII 0.75 09/01/19 PRN ELECTRONICS FOR IMAGING | 74,090,000 | $72.3M |
| NAV 4.75 04/15/19 PRN NAVISTAR INTL CORP | 70,174,000 | $70.2M |
| KBH 1.375 02/01/19 PRN KB HOME | 65,238,000 | $65.1M |
| ARCC 4.375 01/15/19 PRN ARES CAPITAL CORP | 51,498,000 | $51.6M |
| BKNG 0.9 09/15/21 PRN BOOKING HOLDINGS INC | 41,128,000 | $45.5M |
| INVA 2.125 01/15/23 PRN INNOVIVA INC | 40,800,000 | $44.2M |
| P 1.75 12/01/20 PRN PANDORA MEDIA LLC | 45,774,000 | $43.4M |
| ILMN 0 06/15/19 PRN ILLUMINA INC | 34,932,000 | $42.8M |
| CJ1EUR C&J ENERGY SERVICES INC | 2,650,000 | $35.8M |
| EXAS 1 01/15/25 PRN EXACT SCIENCES CORP | 28,556,000 | $31.4M |
| RWT 5.625 07/15/24 PRN REDWOOD TRUST INC | 29,720,000 | $28.0M |
| NXPI NXP SEMICONDUCTORS NV | 352,600 | $25.8M |
| MDRX 1.25 07/01/20 PRN ALLSCRIPTS HEALTHCARE SO | 25,970,000 | $25.1M |
| CTXS 0.5 04/15/19 PRN CITRIX SYSTEMS INC | 17,058,000 | $24.3M |
| ROWAN COS PLC | 2,788,292 | $23.4M |
| HCI 3.875 03/15/19 PRN HCI GROUP INC | 22,108,000 | $22.1M |
| PCRX 2.375 04/01/22 PRN PACIRA BIOSCIENCES INC | 19,390,000 | $19.3M |
| IFF 6 09/15/21 INTL FLAVOR & FRAGRANCES | 379,000 | $19.2M |
| HWM 1.625 10/15/19 PRN ARCONIC INC | 17,014,000 | $17.0M |
| BMRN 1.5 10/15/20 PRN BIOMARIN PHARMACEUTICAL | 13,120,000 | $14.6M |
| GPMT 5.625 12/01/22 PRN GRANITE POINT MTGE TRST | 14,410,000 | $14.4M |
| CSIQ 4.25 02/15/19 PRN CANADIAN SOLAR INC | 12,540,000 | $12.5M |
| COWN 3 03/15/19 PRN COWEN INC | 11,340,000 | $11.3M |
| HYG ISHR IBX USD HIYLD CB ETF-UI | 123,000 | $10.0M |
| TWO 6.25 01/15/22 PRN TWO HARBORS INV CORP | 10,112,000 | $9.9M |
| NVAX 3.75 02/01/23 PRN NOVAVAX INC | 14,990,000 | $9.2M |
| SJI 7.25 04/15/21 SOUTH JERSEY INDUSTRIES | 186,000 | $8.7M |
| NOG1EUR NORTHERN OIL AND GAS INC | 3,579,334 | $8.1M |
| ARRY 2.625 12/01/24 PRN ARRAY BIO INC | 6,000,000 | $7.3M |
| PSEC 4.75 04/15/20 PRN PROSPECT CAPITAL CORP | 5,372,000 | $5.3M |
| QGEN 0.375 03/19/19 PRN QIAGEN NV | 4,400,000 | $5.3M |
| TRCO TRIBUNE MEDIA CO - A | 79,102 | $3.6M |
| CAPITAL PRODUCT PARTNERS LP | 1,638,456 | $3.4M |
| SNCR 0.75 08/15/19 PRN SYNCHRONOSS TECHNOLOGIES | 3,050,000 | $2.9M |
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.