whalepapers
Overview/ Oaktree Capital Management LP/ Q1 2020

Oaktree Capital Management LP

Howard Marks & Bruce Karsh · As of Q1 2020 · filed Mar 3, 2021

Q1 2020

Holdings

181 positions · Δ vs prior quarter
VST VISTRA CORP
$483.2M
13.6%
30,278,055 +3,000,000 +11.0% Added
TRMD TORM PLC-A
$415.6M
11.7%
48,900,506 +636,585 +1.3% Added
SBLK STAR BULK CARRIERS CORP
$220.0M
6.2%
39,006,017 +942,320 +2.5% Added
ALLY ALLY FINANCIAL INC
$206.6M
5.8%
14,318,541 +3,375,000 +30.8% Added
TSM TAIWAN SEMICONDUCTOR-SP ADR
$165.2M
4.6%
3,457,927 +451,734 +15.0% Added
INFNEUR INFINERA CORP
$133.4M
3.8%
25,175,384 +4,200,000 +20.0% Added
CZREUR CAESARS ENTERTAINMENT CORP
$103.1M
2.9%
15,250,000 Held
IWM PUT ISHARES RUSSELL 2000 ETF
$83.3M
2.3%
727,700 +727,700 New
BABA ALIBABA GROUP HOLDING-SP ADR
$76.0M
2.1%
390,681 +228,699 +141.2% Added
SMCIUSD SUPER MICRO COMPUTER INC
$73.8M
2.1%
3,469,505 +1,069,505 +44.6% Added
ITUB ITAU UNIBANCO H-SPON PRF ADR
$58.6M
1.6%
13,059,310 +740,153 +6.0% Added
EGLEEUR EAGLE BULK SHIPPING INC
$54.7M
1.5%
29,544,139 Held
TMHC* TAYLOR MORRISON HOME CORP
$53.1M
1.5%
4,825,000 +4,825,000 New
NMIH NMI HOLDINGS INC
$51.1M
1.4%
4,400,000 Held
ACR 4.5 08/15/22 PRN ACRES COMMERCIAL REALTY
$48.6M
1.4%
80,137,000 +6,770,000 +9.2% Added
AU3EUR ANGLOGOLD ASHANTI-SPON ADR
$42.0M
1.2%
2,525,181 +150,600 +6.3% Added
IBN ICICI BANK LTD-SPON ADR
$40.5M
1.1%
4,769,444 −1,039,446 −17.9% Reduced
BIDU BAIDU INC - SPON ADR
$33.5M
0.9%
332,415 +332,415 New
PBR/A PETROLEO BRASIL-SP PREF ADR
$33.0M
0.9%
6,117,097 +358,580 +6.2% Added
MX MAGNACHIP SEMICONDUCTOR CORP
$32.5M
0.9%
2,939,537 −231,192 −7.3% Reduced
CX CEMEX SAB-SPONS ADR PART CER
$32.2M
0.9%
15,194,909 +6,536,982 +75.5% Added
LBTYKUSD LIBERTY GLOBAL PLC- C
$31.4M
0.9%
2,000,000 +2,000,000 New
BRYGBP BERRY CORP
$31.1M
0.9%
12,913,313 Held
CEO CNOOC LTD-SPON ADR
$30.3M
0.9%
293,304 −63,334 −17.8% Reduced
DISH 3.375 08/15/26 PRN DISH NETWORK CORP
$29.0M
0.8%
35,556,000 −6,500,000 −15.5% Reduced
AFYA AFYA LTD-CLASS A
$27.4M
0.8%
1,439,762 +706,849 +96.4% Added
CCS CENTURY COMMUNITIES INC
$26.4M
0.7%
1,819,003 Held
BBD BANCO BRADESCO-ADR
$24.9M
0.7%
6,133,753 +366,646 +6.4% Added
TWTR 1 09/15/21 PRN TWITTER INC
$24.5M
0.7%
25,823,000 +6,647,000 +34.7% Added
PRAA 3 08/01/20 PRN PRA GROUP INC
$21.3M
0.6%
21,901,000 +2,652,000 +13.8% Added
PBR PETROLEO BRASILEIRO-SPON ADR
$20.5M
0.6%
3,728,093 +3,728,093 New
MTG MGIC INVESTMENT CORP
$19.2M
0.5%
3,020,000 +800,000 +36.0% Added
JAZZ 1.875 08/15/21 PRN JAZZ INVESTMENTS I LTD
$18.1M
0.5%
19,038,000 +14,923,000 +362.6% Added
TEO TELECOM ARGENTINA SA-SP ADR
$18.1M
0.5%
1,960,500 +130,000 +7.1% Added
SRLPUSD SPRAGUE RESOURCES LP
$17.7M
0.5%
1,350,000 +1,350,000 New
MNDT 1.625 06/01/35 B PRN MANDIANT INC
$17.2M
0.5%
18,939,000 +4,783,000 +33.8% Added
DBRG 3.875 01/15/21 PRN COLONY CAPITAL INC
$16.3M
0.5%
20,337,000 −970,000 −4.6% Reduced
FTV 0.875 02/15/22 PRN FORTIVE CORPORATION
$16.2M
0.5%
17,409,999 +17,409,999 New
LGND 0.75 05/15/23 PRN LIGAND PHARMACEUTICALS I
$15.6M
0.4%
18,865,000 −5,038,000 −21.1% Reduced
ERIEUR ELDORADO RESORTS INC
$14.4M
0.4%
1,000,000 +1,000,000 New
CATM 1 12/01/20 PRN CARDTRONICS INC
$14.3M
0.4%
15,001,000 −333,000 −2.2% Reduced
WMB WILLIAMS COS INC
$14.2M
0.4%
1,000,000 +1,000,000 New
COOP MR COOPER GROUP INC
$14.1M
0.4%
1,927,544 Held
BATL BATTALION OIL CORP
$14.1M
0.4%
3,009,912 +3,009,912 New
STKL SUNOPTA INC
$13.9M
0.4%
8,092,699 Held
AZUL SA
$13.6M
0.4%
1,331,638 +238,000 +21.8% Added
HTGC 4.375 02/01/22 PRN HERCULES CAPITAL INC
$13.5M
0.4%
14,682,000 −1,211,000 −7.6% Reduced
GSBD 4.5 04/01/22 PRN GOLDMAN SACHS BDC INC
$13.5M
0.4%
14,715,000 +677,000 +4.8% Added
DISH 2.375 03/15/24 PRN DISH NETWORK CORP
$13.5M
0.4%
16,903,000 −7,451,000 −30.6% Reduced
HOPE 2 05/15/38 PRN HOPE BANCORP INC
$13.0M
0.4%
15,489,000 −5,900,000 −27.6% Reduced
TCOM 1 07/01/20 PRN TRIP.COM GROUP LTD
$12.7M
0.4%
12,975,000 −551,000 −4.1% Reduced
MELI MERCADOLIBRE INC
$12.4M
0.3%
25,400 +25,400 New
MU PUT MICRON TECHNOLOGY INC
$12.4M
0.3%
295,000 −2,500,000 −89.4% Reduced
MIC 2 10/01/23 PRN MACQUARIE INFRASTRUCTURE
$12.3M
0.3%
15,329,000 −4,441,000 −22.5% Reduced
NBR 0.75 01/15/24 PRN NABORS INDUSTRIES INC
$12.0M
0.3%
61,622,000 +12,769,000 +26.1% Added
TEVA 0.25 02/01/26 C PRN TEVA PHARM FIN CO LLC
$11.9M
0.3%
12,771,000 −230,000 −1.8% Reduced
GBX 2.875 02/01/24 PRN GREENBRIER COS INC
$11.8M
0.3%
14,411,000 −8,887,000 −38.1% Reduced
PDCE 1.125 09/15/21 PRN PDC ENERGY INC
$11.7M
0.3%
14,273,000 +3,192,000 +28.8% Added
KREF 6.125 05/15/23 PRN KKR REAL ESTATE FIN
$11.5M
0.3%
13,616,000 −2,939,000 −17.8% Reduced
WDC 1.5 02/01/24 PRN WESTERN DIGITAL CORP
$11.1M
0.3%
12,652,000 +3,636,000 +40.3% Added
ECPG 2.875 03/15/21 PRN ENCORE CAPITAL GROUP INC
$11.1M
0.3%
12,286,000 −3,298,000 −21.2% Reduced
MDRX 1.25 07/01/20 PRN ALLSCRIPTS HEALTHCARE SO
$10.9M
0.3%
11,268,000 +6,009,000 +114.3% Added
SFL 5.75 10/15/21 PRN SFL CORP LTD
$10.7M
0.3%
12,058,000 −6,959,000 −36.6% Reduced
SQM QUIMICA Y MINERA CHIL-SP ADR
$10.7M
0.3%
473,720 +473,720 New
TV GRUPO TELEVISA SA-SPON ADR
$10.6M
0.3%
1,828,000 +1,027,000 +128.2% Added
WB 1.25 11/15/22 PRN WEIBO CORP
$10.1M
0.3%
11,888,000 +7,126,000 +149.6% Added
VECO 2.7 01/15/23 PRN VEECO INSTRUMENTS INC
$9.9M
0.3%
12,049,000 −7,102,000 −37.1% Reduced
TWO 6.25 01/15/22 PRN TWO HARBORS INV CORP
$9.9M
0.3%
11,722,000 −10,590,000 −47.5% Reduced
WIFI 1 10/01/23 PRN BOINGO WIRELESS
$9.8M
0.3%
11,005,000 Held
PAM PAMPA ENERGIA SA-SPON ADR
$9.6M
0.3%
849,000 +95,000 +12.6% Added
TGS TRANSPORTADOR GAS-ADR SP B
$9.1M
0.3%
1,974,729 +100,000 +5.3% Added
GLIBAEUR GCI LIBERTY INC - CLASS A
$8.5M
0.2%
150,000 Held
CAMP 1.625 05/15/20 PRN CALAMP CORP
$8.5M
0.2%
8,568,000 +572,000 +7.2% Added
PMT 5.375 05/01/20 PRN PENNYMAC CORP
$8.4M
0.2%
8,733,000 −7,994,000 −47.8% Reduced
BONANZA CREEK ENERGY INC
$8.3M
0.2%
741,726 −265,000 −26.3% Reduced
VVR INVESCO SENIOR INCOME TRUST
$7.8M
0.2%
2,433,800 +2,433,800 New
NMFC 5.75 08/15/23 PRN NEW MOUNTAIN FINANCE COR
$7.7M
0.2%
9,433,000 +3,080,000 +48.5% Added
MOMO 1.25 07/01/25 PRN HELLO GROUP INC
$7.6M
0.2%
9,463,000 +5,963,000 +170.4% Added
ECHO 2.5 05/01/20 PRN ECHO GLOBAL LOGISTICS
$7.5M
0.2%
7,512,000 −188,000 −2.4% Reduced
TSQ TOWNSQUARE MEDIA INC - CL A
$7.4M
0.2%
1,595,224 Held
W 0.375 09/01/22 PRN WAYFAIR INC
$7.3M
0.2%
9,500,000 +9,500,000 New
XECEUR CIMAREX ENERGY CO
$7.0M
0.2%
415,735 Held
WMC 6.75 10/01/22 PRN WESTERN ASSET MTGE CAP
$6.6M
0.2%
15,593,000 −12,376,000 −44.2% Reduced
VIST VISTA ENERGY SAB DE CV
$6.3M
0.2%
3,133,000 +605,000 +23.9% Added
AVYA 2.25 06/15/23 PRN AVAYA HOLDINGS CORP
$6.0M
0.2%
7,512,000 +7,512,000 New
EFT EATON VANCE FLTNG RT INC TR
$5.8M
0.2%
570,000 +570,000 New
TCPC 4.625 03/01/22 PRN BLACKROCK TCP CAP CORP
$5.4M
0.2%
6,000,000 +6,000,000 New
PATK 1 02/01/23 PRN PATRICK INDUSTRIES INC
$5.4M
0.2%
6,768,000 −5,493,000 −44.8% Reduced
ICPT 3.25 07/01/23 PRN INTERCEPT PHARMAS
$5.3M
0.1%
6,386,000 +2,525,000 +65.4% Added
IHRT IHEARTMEDIA INC - CLASS A
$5.2M
0.1%
715,247 Held
IIM INVESCO VALUE MUNICIPAL INCO
$5.2M
0.1%
365,000 +365,000 New
SPLK 0.5 09/15/23 PRN SPLUNK INC
$5.1M
0.1%
4,745,000 −3,160,000 −40.0% Reduced
VMO INVESCO MUNICIPAL OPPORT
$5.1M
0.1%
446,000 +446,000 New
QGEN 1 11/13/24 PRN QIAGEN NV
$5.0M
0.1%
5,000,000 +2,800,000 +127.3% Added
XYZ 0.5 05/15/23 PRN BLOCK INC
$4.7M
0.1%
4,500,000 +3,000,000 +200.0% Added
Z 1.5 07/01/23 PRN ZILLOW GROUP INC
$4.6M
0.1%
5,376,999 −16,456,001 −75.4% Reduced
BELFB BEL FUSE INC-CL B
$4.5M
0.1%
462,679 Held
PANW 0.75 07/01/23 PRN PALO ALTO NETWORKS
$4.4M
0.1%
4,597,999 −402,001 −8.0% Reduced
JFR NUVEEN FLOATING RATE INCOME
$4.4M
0.1%
580,000 +580,000 New
ADAM 6.25 01/15/22 PRN NEW YORK MORTGAGE TRUST
$4.2M
0.1%
7,311,000 −7,529,000 −50.7% Reduced
OAKTREE ACQUISITION CORP
$4.2M
0.1%
4,016,667 Held
P5Y BRF SA-ADR
$4.1M
0.1%
1,423,969 −4,229,562 −74.8% Reduced
NUAN 1 12/15/35 PRN NUANCE COMMUNICATIONS
$4.1M
0.1%
4,272,000 −936,000 −18.0% Reduced
HCI 4.25 03/01/37 PRN HCI GROUP INC
$4.1M
0.1%
4,023,000 +257,000 +6.8% Added
HFRO HIGHLAND OPPORT & INCOME
$4.0M
0.1%
470,000 +470,000 New
SM 1.5 07/01/21 PRN SM ENERGY CO
$4.0M
0.1%
10,740,000 +2,139,000 +24.9% Added
HTHT 0.375 11/01/22 PRN H WORLD GROUP LTD
$3.8M
0.1%
4,000,000 −400,000 −9.1% Reduced
INSM 1.75 01/15/25 PRN INSMED INC
$3.8M
0.1%
4,504,000 −4,122,000 −47.8% Reduced
MNDT 1 06/01/35 A PRN MANDIANT INC
$3.8M
0.1%
3,845,000 −3,508,000 −47.7% Reduced
OIS 1.5 02/15/23 PRN OIL STATES INTL INC
$3.8M
0.1%
8,789,000 −8,831,000 −50.1% Reduced
BMRN 1.5 10/15/20 PRN BIOMARIN PHARMACEUTICAL
$3.7M
0.1%
3,500,000 +3,500,000 New
ARCC 4.625 03/01/24 PRN ARES CAPITAL CORP
$3.5M
0.1%
3,989,000 +1,359,000 +51.7% Added
IVC 5 11/15/24 PRN INVACARE CORP
$3.3M
0.1%
3,709,000 +3,709,000 New
RGEN 0.375 07/15/24 PRN REPLIGEN CORP
$3.2M
0.1%
3,056,000 −944,000 −23.6% Reduced
MTUS 6 06/01/21 PRN TIMKENSTEEL
$3.1M
0.1%
3,756,000 +1,439,000 +62.1% Added
STWD 4.375 04/01/23 PRN STARWOOD PROPERTY TRUST
$3.0M
0.1%
3,450,000 +950,000 +38.0% Added
DOCU 0.5 09/15/23 PRN DOCUSIGN INC
$2.9M
0.1%
2,026,000 −2,668,000 −56.8% Reduced
VEON LTD
$2.8M
0.1%
1,878,900 +200,000 +11.9% Added
TPC 2.875 06/15/21 PRN TUTOR PERINI CORP
$2.8M
0.1%
3,004,000 −7,522,000 −71.5% Reduced
ASC ARDMORE SHIPPING CORP
$2.8M
0.1%
526,694 +526,694 New
GNC 1.5 08/15/20 PRN VITAMIN OLDCO HOLDINGS
$2.7M
0.1%
4,557,000 −682,000 −13.0% Reduced
SYNA 0.5 06/15/22 PRN SYNAPTICS INC
$2.7M
0.1%
2,600,000 −13,718,000 −84.1% Reduced
INDA ISHARES MSCI INDIA ETF
$2.6M
0.1%
109,500 +23,400 +27.2% Added
GLNG 2.75 02/15/22 PRN GOLAR LNG LTD
$2.6M
0.1%
4,104,000 −7,917,000 −65.9% Reduced
XFRAX BLACKROCK FLTNG RT INC STRAT
$2.6M
0.1%
260,000 +260,000 New
NR 4 12/01/21 PRN NEWPARK RESOURCES INC
$2.5M
0.1%
3,381,000 +1,451,000 +75.2% Added
NUAN 1.5 11/01/35 PRN NUANCE COMMUNICATIONS
$2.5M
0.1%
2,343,000 −657,000 −21.9% Reduced
ARI 4.75 08/23/22 PRN APOLLO CMMRL REAL EST FI
$2.4M
0.1%
3,510,000 −3,132,000 −47.2% Reduced
HLX 4.25 05/01/22 PRN HELIX ENERGY SOLUTIONS
$2.2M
0.1%
2,930,000 −6,831,000 −70.0% Reduced
EZPW 2.375 05/01/25 PRN EZCORP INC
$2.2M
0.1%
2,933,000 −5,331,000 −64.5% Reduced
IVC 5 02/15/21 PRN INVACARE CORP
$2.2M
0.1%
2,272,000 +748,000 +49.1% Added
OCSI OAKTREE STRATEGIC INCOME COR
$2.2M
0.1%
392,000 Held
TWTR 0.25 06/15/24 PRN TWITTER INC
$2.1M
0.1%
2,295,000 +2,295,000 New
AAWW 2.25 06/01/22 PRN ATLAS AIR WORLDWIDE HLDG
$2.0M
0.1%
2,254,000 +2,254,000 New
VSH 2.25 06/15/25 PRN VISHAY INTERTECHNOLOGY
$2.0M
0.1%
2,218,000 −8,490,000 −79.3% Reduced
PCRX 2.375 04/01/22 PRN PACIRA BIOSCIENCES INC
$1.9M
0.1%
2,000,000 +2,000,000 New
FCN 2 08/15/23 PRN FTI CONSULTING INC
$1.9M
0.1%
1,438,000 −1,059,000 −42.4% Reduced
ON 1 12/01/20 PRN ON SEMICONDUCTOR CORP
$1.9M
0.1%
1,876,000 −4,294,000 −69.6% Reduced
BAK BRASKEM SA-CLASS A- ADR
$1.9M
0.1%
279,550 +279,550 New
SPWR 4 01/15/23 PRN SUNPOWER CORP
$1.7M
0.0%
2,157,000 −96,000 −4.3% Reduced
XEFRX EATON VANCE SR FLTG RATE TR
$1.7M
0.0%
170,000 +170,000 New
CKH 3 11/15/28 PRN SEACOR HOLDINGS INC
$1.5M
0.0%
1,563,000 −8,635,000 −84.7% Reduced
VCRA 1.5 05/15/23 PRN VOCERA COMMUNICATIONS
$1.5M
0.0%
1,500,000 +1,500,000 New
WIX 0 07/01/23 PRN WIX LTD
$1.5M
0.0%
1,500,000 +1,500,000 New
W 1.125 11/01/24 PRN WAYFAIR INC
$1.4M
0.0%
2,000,000 +2,000,000 New
GPRE 4.125 09/01/22 PRN GREEN PLAINS INC
$1.3M
0.0%
1,978,000 −11,325,000 −85.1% Reduced
HLF 2.625 03/15/24 PRN HERBALIFE LTD
$1.3M
0.0%
1,593,000 −2,407,000 −60.2% Reduced
GMED 2.25 03/15/21 PRN NUVASIVE INC
$1.2M
0.0%
1,186,000 −3,649,000 −75.5% Reduced
ENV 1.75 06/01/23 PRN ENVESTNET INC
$1.2M
0.0%
1,200,000 −1,800,000 −60.0% Reduced
LOMA LOMA NEGRA CIA IND-SPON ADR
$1.2M
0.0%
342,000 +90,000 +35.7% Added
MRVL 0.75 09/01/21 PRN INPHI CORP
$1.1M
0.0%
765,000 −2,235,000 −74.5% Reduced
CCO CLEAR CHANNEL OUTDOOR HOLDIN
$1.1M
0.0%
1,681,898 Held
RDUS 3 09/01/24 PRN RADIUS HEALTH INC
$1.0M
0.0%
1,464,000 −852,000 −36.8% Reduced
CCI 6.875 08/01/20 A CROWN CASTLE INTL CORP
$1.0M
0.0%
826 −1,576 −65.6% Reduced
IONS 1 11/15/21 PRN IONIS PHARMACEUTICALS IN
$1.0M
0.0%
1,000,000 −500,000 −33.3% Reduced
DEPOEUR ASSERTIO THERAPEUTICS INC
$970K
0.0%
1,492,455 Held
OI SA
$966K
0.0%
2,201,646 Held
FWONK 1 01/30/23 PRN LIBERTY MEDIA CORP
$922K
0.0%
975,000 −547,000 −35.9% Reduced
FSC1EUR OAKTREE SPECIALTY LENDING CO
$894K
0.0%
276,000 Held
GWRE 1.25 03/15/25 PRN GUIDEWIRE SOFTWARE INC
$830K
0.0%
858,000 −1,842,000 −68.2% Reduced
EVF EATON VANCE SENIOR INCOME TR
$783K
0.0%
170,000 +170,000 New
EEFT 0.75 03/15/49 PRN EURONET WORLDWIDE INC
$766K
0.0%
839,000 +839,000 New
SIGA SIGA TECHNOLOGIES INC
$763K
0.0%
159,782 Held
BKNG 0.9 09/15/21 PRN BOOKING HOLDINGS INC
$759K
0.0%
760,000 −4,291,000 −85.0% Reduced
TSLA 2.375 03/15/22 PRN TESLA INC
$707K
0.0%
413,000 −9,587,000 −95.9% Reduced
FLXN 3.375 05/01/24 PRN FLEXION THERAPEUTICS INC
$584K
0.0%
752,000 −5,629,000 −88.2% Reduced
WDAY 0.25 10/01/22 PRN WORKDAY INC
$556K
0.0%
500,000 +500,000 New
BELFA BEL FUSE INC-CL A
$542K
0.0%
71,613 Held
QTS 6.5 PERP B QTS REALTY TRUST INC
$532K
0.0%
4,140 −13,850 −77.0% Reduced
OBDC BLUE OWL CAPITAL CORP
$496K
0.0%
43,000 +43,000 New
BMRN 0.599 08/01/24 PRN BIOMARIN PHARMACEUTICAL
$493K
0.0%
470,000 −3,030,000 −86.6% Reduced
DHR 4.75 04/15/22 A DANAHER CORP
$476K
0.0%
461 −1,469 −76.1% Reduced
PVACUSD RANGER OIL CORP-A
$383K
0.0%
124,000 Held
NEE 4.872 09/01/22 NEXTERA ENERGY INC
$272K
0.0%
5,766 −39,234 −87.2% Reduced
DSSI DIAMOND S SHIPPING INC
$260K
0.0%
22,076 Held
CAPITAL PRODUCT PARTNERS LP
$235K
0.0%
32,142 Held
AMPY AMPLIFY ENERGY CORP
$232K
0.0%
410,041 Held
MNDT 0.875 06/01/24 PRN MANDIANT INC
$130K
0.0%
155,000 +155,000 New
IEAUSD INFRASTRUCTURE AND ENERGY AL
$38K
0.0%
18,926 Held
US WELL SERVICES INC
$27K
0.0%
1,500,000 Held
MDREUR MCDERMOTT INTL INC
$2K
0.0%
49,653 +49,653 New

Sold positions

51 closed in Q1 2020 · shares & value as of prior filing
Holding Shares sold Prior value
DY 0.75 09/15/21 PRN DYCOM INDUSTRIES INC
20,282,000 $19.8M
YPF YPF S.A.-SPONSORED ADR
1,356,600 $15.7M
YETI YETI HOLDINGS INC
417,866 $14.5M
HUYA HUYA INC-ADR
751,125 $13.5M
VRSUSD VERSO CORP - A
675,000 $12.2M
SSRMCN 2.875 02/01/33 PRN SSR MINING INC
11,886,000 $12.1M
NUAN 2.75 11/01/31 PRN NUANCE COMMUNICATIONS
11,494,000 $11.3M
FOR 3.75 03/01/20 PRN FORESTAR GROUP INC
10,676,000 $10.8M
RIG 0.5 01/30/23 PRN TRANSOCEAN INC
10,125,000 $10.1M
DERM 3 05/15/22 PRN DERMIRA INC
9,241,000 $8.5M
MCHP 1.625 02/15/27 PRN MICROCHIP TECHNOLOGY INC
5,967,000 $8.5M
PEGI 4 07/15/20 PRN PATTERN ENERGY GROUP INC
7,819,000 $7.9M
WLL 1.25 04/01/20 PRN WHITING PETROLEUM CORP
6,069,000 $6.0M
AVGO 8 09/30/22 A BROADCOM INC
5,000 $5.9M
HZNP 2.5 03/15/22 PRN HORIZON PHARMA INV LTD
4,175,000 $5.5M
NRG 2.75 06/01/48 PRN NRG ENERGY INC
4,430,000 $5.0M
TSLA 1.25 03/01/21 PRN TESLA INC
3,818,000 $4.9M
VSI 2.25 12/01/20 PRN VITAMIN SHOPPE INC
4,261,000 $4.3M
ILMN 0.5 06/15/21 PRN ILLUMINA INC
2,875,000 $4.0M
EXAS 0.375 03/15/27 PRN EXACT SCIENCES CORP
3,492,000 $4.0M
IDCC 1.5 03/01/20 PRN INTERDIGITAL INC
3,782,000 $3.8M
RDFN 1.75 07/15/23 PRN REDFIN CORP
3,681,000 $3.6M
QGEN 0.875 03/19/21 PRN QIAGEN NV
3,000,000 $3.5M
NBIX 2.25 05/15/24 PRN NEUROCRINE BIOSCIENCES
2,250,000 $3.5M
VAC 1.5 09/15/22 PRN MARRIOTT VACATION WORLDW
3,000,000 $3.2M
CAMP 2 08/01/25 PRN CALAMP CORP
3,535,000 $2.9M
SLAB 1.375 03/01/22 PRN SILICON LABORATORIES INC
2,165,000 $2.9M
STNG 3 05/15/22 PRN SCORPIO TANKERS INC
2,272,000 $2.8M
SWK 5.25 11/15/22 STANLEY BLACK & DECKER I
25,000 $2.7M
RH 0 06/15/23 PRN RH
2,000,000 $2.5M
FTV 5 07/01/21 A FORTIVE CORPORATION
2,500 $2.4M
SRE 6.75 07/15/21 B SEMPRA ENERGY
20,350 $2.4M
ECPG 4.5 09/01/23 PRN ENCORE CAP EUR FINANCE
2,250,000 $2.4M
CLF 1.5 01/15/25 PRN CLEVELAND-CLIFFS INC
2,000,000 $2.4M
DXCM 0.75 12/01/23 PRN DEXCOM INC
1,465,000 $2.2M
BAC 7.25 PERP L BANK OF AMERICA CORP
1,461 $2.1M
PRAA 3.5 06/01/23 PRN PRA GROUP INC
2,000,000 $2.1M
OSIS 1.25 09/01/22 PRN OSI SYSTEMS INC
1,855,000 $2.0M
TLRY 5 10/01/23 PRN TILRAY BRANDS INC
3,745,000 $2.0M
LITE 0.25 03/15/24 PRN LUMENTUM HOLDINGS INC
1,346,000 $2.0M
ASRT 2.5 09/01/21 PRN ASSERTIO THERAPEUTICS IN
2,530,000 $1.9M
MTOR 3.25 10/15/37 PRN MERITOR INC
1,595,000 $1.7M
VIAV 1 03/01/24 PRN VIAVI SOLUTIONS INC
1,315,000 $1.7M
SO 6.75 08/01/22 2019 SOUTHERN CO
30,000 $1.6M
BDX 6.125 05/01/20 A BECTON DICKINSON AND CO
21,050 $1.4M
HASI 4.125 09/01/22 PRN HANNON ARMSTRONG SUSTAIN
940,000 $1.1M
D 7.25 06/01/22 A DOMINION ENERGY INC
10,000 $1.1M
WFC 7.5 PERP L WELLS FARGO & COMPANY
721 $1.0M
FPI FARMLAND PARTNERS INC
130,000 $881K
AQUA AMERICA INC
13,000 $810K
XOGEUR EXTRACTION OIL & GAS INC
172,787 $366K

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.