Oaktree Capital Management LP
Howard Marks & Bruce Karsh · As of Q3 2018 · filed Nov 14, 2018
Holdings
| SPY CALL SS SPDR S&P 500 ETF TRUST-US | $1.05B | 14.1% | 3,600,000 | +3,600,000 | — | New |
| VST VISTRA CORP | $888.6M | 12.0% | 35,715,343 | −8,837,694 | −19.8% | Reduced |
| SBLK STAR BULK CARRIERS CORP | $441.6M | 5.9% | 30,557,767 | — | — | Held |
| TRMD TORM PLC-A | $285.8M | 3.8% | 47,600,172 | +47,600,172 | — | New |
| ALLY ALLY FINANCIAL INC | $230.4M | 3.1% | 8,712,400 | — | — | Held |
| TRCO TRIBUNE MEDIA CO - A | $209.2M | 2.8% | 5,442,870 | −2,150,571 | −28.3% | Reduced |
| TSM TAIWAN SEMICONDUCTOR-SP ADR | $160.1M | 2.2% | 3,625,809 | +424,923 | +13.3% | Added |
| SPY PUT SS SPDR S&P 500 ETF TRUST-US | $145.4M | 2.0% | 500,000 | +500,000 | — | New |
| NMIH NMI HOLDINGS INC | $128.7M | 1.7% | 5,681,992 | — | — | Held |
| IBN ICICI BANK LTD-SPON ADR | $89.4M | 1.2% | 10,534,345 | +792,833 | +8.1% | Added |
| PBR/A PETROLEO BRASIL-SP PREF ADR | $85.1M | 1.1% | 8,135,360 | −985,668 | −10.8% | Reduced |
| ITUB ITAU UNIBANCO H-SPON PRF ADR | $82.8M | 1.1% | 7,536,959 | −1,592,894 | −17.4% | Reduced |
| CMBT CMB TECH NV | $79.9M | 1.1% | 9,182,915 | −315,854 | −3.3% | Reduced |
| VICI VICI PROPERTIES INC | $77.3M | 1.0% | 3,576,319 | −303,543 | −7.8% | Reduced |
| SMH PUT VANECK SEMICONDUCTOR ETF | $74.5M | 1.0% | 700,000 | +700,000 | — | New |
| DISH 3.375 08/15/26 PRN DISH NETWORK CORP | $65.9M | 0.9% | 68,875,000 | +40,875,000 | +146.0% | Added |
| STKL SUNOPTA INC | $59.5M | 0.8% | 8,092,699 | — | — | Held |
| MU PUT MICRON TECHNOLOGY INC | $58.8M | 0.8% | 1,300,000 | +1,300,000 | — | New |
| WFRD 5.875 07/01/21 PRN WEATHERFORD INTL LTD | $58.4M | 0.8% | 61,872,000 | −12,273,000 | −16.6% | Reduced |
| PCG P G & E CORP | $55.9M | 0.8% | 1,215,000 | +715,000 | +143.0% | Added |
| CEO CNOOC LTD-SPON ADR | $54.5M | 0.7% | 275,740 | +12,501 | +4.7% | Added |
| GLNG 2.75 02/15/22 PRN GOLAR LNG LTD | $50.1M | 0.7% | 47,838,000 | +3,755,000 | +8.5% | Added |
| VALE VALE SA-SP ADR | $49.0M | 0.7% | 3,302,681 | +820,722 | +33.1% | Added |
| CCS CENTURY COMMUNITIES INC | $47.7M | 0.6% | 1,819,003 | — | — | Held |
| ACR 4.5 08/15/22 PRN ACRES COMMERCIAL REALTY | $47.4M | 0.6% | 47,415,000 | −580,000 | −1.2% | Reduced |
| INFY INFOSYS LTD-SP ADR | $47.4M | 0.6% | 4,655,979 | +783,135 | +20.2% | Added |
| ICPT 3.25 07/01/23 PRN INTERCEPT PHARMAS | $44.0M | 0.6% | 43,316,000 | +8,846,000 | +25.7% | Added |
| VAL 3 01/31/24 PRN ENSCO JERSEY FINANCE LTD | $43.1M | 0.6% | 43,185,000 | −4,664,000 | −9.7% | Reduced |
| BXMT 4.375 05/05/22 PRN BLACKSTONE MORTGAGE TR | $43.0M | 0.6% | 42,910,000 | +9,031,000 | +26.7% | Added |
| BDX 6.125 05/01/20 A BECTON DICKINSON AND CO | $42.8M | 0.6% | 655,020 | −111,700 | −14.6% | Reduced |
| HZNP 2.5 03/15/22 PRN HORIZON PHARMA INV LTD | $41.7M | 0.6% | 41,281,000 | −4,981,000 | −10.8% | Reduced |
| ACR 6 12/01/18 PRN EXANTAS CAPITAL CORP | $38.4M | 0.5% | 38,093,000 | — | — | Held |
| BKNG 0.9 09/15/21 PRN BOOKING HOLDINGS INC | $36.7M | 0.5% | 30,884,000 | +1,910,000 | +6.6% | Added |
| CCI 6.875 08/01/20 A CROWN CASTLE INTL CORP | $34.8M | 0.5% | 32,000 | +32,000 | — | New |
| CTB PUT COOPER TIRE & RUBBER | $34.0M | 0.5% | 1,200,000 | +1,200,000 | — | New |
| CX CEMEX SAB-SPONS ADR PART CER | $33.9M | 0.5% | 4,808,700 | +2,639,560 | +121.7% | Added |
| AU3EUR ANGLOGOLD ASHANTI-SPON ADR | $33.5M | 0.5% | 3,907,565 | +234,265 | +6.4% | Added |
| AZUL SA-ADR | $33.3M | 0.4% | 1,873,216 | +118,442 | +6.7% | Added |
| FTV 5 07/01/21 A FORTIVE CORPORATION | $33.0M | 0.4% | 30,577 | +30,577 | — | New |
| AABAUSD ALTABA INC | $33.0M | 0.4% | 483,866 | −3,116,122 | −86.6% | Reduced |
| EXAS 1 01/15/25 PRN EXACT SCIENCES CORP | $32.8M | 0.4% | 26,463,000 | +5,133,000 | +24.1% | Added |
| ENERGY XXI GULF COAST INC | $32.7M | 0.4% | 3,910,545 | — | — | Held |
| ARI 4.75 08/23/22 PRN APOLLO CMMRL REAL EST FI | $32.6M | 0.4% | 32,406,000 | +1,454,000 | +4.7% | Added |
| VRSUSD VERSO CORP - A | $32.4M | 0.4% | 961,319 | −1,404,595 | −59.4% | Reduced |
| MX MAGNACHIP SEMICONDUCTOR CORP | $32.2M | 0.4% | 3,250,000 | — | — | Held |
| WMIH CORP | $32.2M | 0.4% | 23,130,531 | +23,130,531 | — | New |
| SMCIUSD SUPER MICRO COMPUTER INC | $30.9M | 0.4% | 1,500,000 | +1,500,000 | — | New |
| TCOM 1 07/01/20 PRN TRIP.COM GROUP LTD | $29.8M | 0.4% | 30,380,000 | −8,230,000 | −21.3% | Reduced |
| WB WEIBO CORP-SPON ADR | $29.7M | 0.4% | 406,600 | +406,600 | — | New |
| P5Y BRF SA-ADR | $28.0M | 0.4% | 5,117,302 | +781,654 | +18.0% | Added |
| BBD BANCO BRADESCO-ADR | $27.9M | 0.4% | 3,936,583 | +3,936,583 | — | New |
| WLL 1.25 04/01/20 PRN WHITING PETROLEUM CORP | $27.0M | 0.4% | 28,097,000 | +1,087,000 | +4.0% | Added |
| DBRG 3.875 01/15/21 PRN COLONY CAPITAL INC | $27.0M | 0.4% | 28,505,000 | +7,650,000 | +36.7% | Added |
| HES 8 02/01/19 HESS CORP | $26.8M | 0.4% | 336,700 | +103,900 | +44.6% | Added |
| NEE 6.123 09/01/19 NEXTERA ENERGY INC | $26.7M | 0.4% | 468,855 | +78,440 | +20.1% | Added |
| GMED 2.25 03/15/21 PRN NUVASIVE INC | $26.4M | 0.4% | 20,805,000 | +3,805,000 | +22.4% | Added |
| HURN 1.25 10/01/19 PRN HURON CONSULTING GROUP I | $26.1M | 0.4% | 26,753,000 | +3,469,000 | +14.9% | Added |
| PMT 5.375 05/01/20 PRN PENNYMAC CORP | $25.6M | 0.3% | 25,642,000 | +433,000 | +1.7% | Added |
| PEGI 4 07/15/20 PRN PATTERN ENERGY GROUP INC | $25.2M | 0.3% | 25,097,000 | +1,622,000 | +6.9% | Added |
| PRAA 3 08/01/20 PRN PRA GROUP INC | $24.9M | 0.3% | 25,708,000 | +54,000 | +0.2% | Added |
| P 1.75 12/01/20 PRN PANDORA MEDIA LLC | $24.8M | 0.3% | 25,245,000 | −3,633,000 | −12.6% | Reduced |
| NUAN 1.25 04/01/25 PRN NUANCE COMMUNICATIONS | $24.7M | 0.3% | 23,850,000 | +23,850,000 | — | New |
| FWONK 1 01/30/23 PRN LIBERTY MEDIA CORP | $24.2M | 0.3% | 20,625,000 | +8,125,000 | +65.0% | Added |
| CATM 1 12/01/20 PRN CARDTRONICS INC | $24.0M | 0.3% | 24,789,000 | +2,697,000 | +12.2% | Added |
| VIAV 1 03/01/24 PRN VIAVI SOLUTIONS INC | $23.8M | 0.3% | 22,000,000 | +22,000,000 | — | New |
| TWTR 0.25 09/15/19 PRN TWITTER INC | $23.6M | 0.3% | 24,301,000 | −3,566,000 | −12.8% | Reduced |
| MIC 2.875 07/15/19 PRN MACQUARIE INFRASTRUCTURE | $23.4M | 0.3% | 23,597,000 | +3,297,000 | +16.2% | Added |
| ILMN 0 06/15/19 PRN ILLUMINA INC | $23.3M | 0.3% | 16,000,000 | −13,145,000 | −45.1% | Reduced |
| CKH 3 11/15/28 PRN SEACOR HOLDINGS INC | $23.2M | 0.3% | 23,824,000 | +69,000 | +0.3% | Added |
| SSRMCN 2.875 02/01/33 PRN SSR MINING INC | $23.0M | 0.3% | 23,403,000 | −1,654,000 | −6.6% | Reduced |
| STONEMOR PARTNERS LP | $23.0M | 0.3% | 4,477,857 | — | — | Held |
| VRNT 1.5 06/01/21 PRN VERINT SYSTEMS INC | $22.7M | 0.3% | 21,911,000 | +15,911,000 | +265.2% | Added |
| GWRE 1.25 03/15/25 PRN GUIDEWIRE SOFTWARE INC | $22.2M | 0.3% | 20,655,000 | −2,345,000 | −10.2% | Reduced |
| CTRPUSD CTRIP.COM INTERNATIONAL-ADR | $22.0M | 0.3% | 593,153 | +58,353 | +10.9% | Added |
| CTXS 0.5 04/15/19 PRN CITRIX SYSTEMS INC | $21.9M | 0.3% | 14,237,000 | −6,906,000 | −32.7% | Reduced |
| MTG MGIC INVESTMENT CORP | $21.8M | 0.3% | 1,640,000 | — | — | Held |
| NOW 0 06/01/22 PRN SERVICENOW INC | $21.8M | 0.3% | 14,585,000 | +14,585,000 | — | New |
| YUMC YUM CHINA HOLDINGS INC | $21.6M | 0.3% | 614,500 | +614,500 | — | New |
| ARCC 4.375 01/15/19 PRN ARES CAPITAL CORP | $21.4M | 0.3% | 21,319,000 | −2,522,000 | −10.6% | Reduced |
| COHR 0.25 09/01/22 PRN II-VI INC | $21.0M | 0.3% | 17,865,000 | +17,865,000 | — | New |
| RWT 5.625 11/15/19 PRN RWT HOLDINGS INC | $20.7M | 0.3% | 20,452,000 | −2,837,000 | −12.2% | Reduced |
| HTGC 4.375 02/01/22 PRN HERCULES CAPITAL INC | $20.6M | 0.3% | 21,177,000 | +4,899,000 | +30.1% | Added |
| INVH 3.5 01/15/22 PRN IH MERGER SUB LLC | $20.5M | 0.3% | 18,561,000 | +12,530,000 | +207.8% | Added |
| RIG 0.5 01/30/23 PRN TRANSOCEAN INC | $20.2M | 0.3% | 13,615,000 | +13,615,000 | — | New |
| BMRN 0.599 08/01/24 PRN BIOMARIN PHARMACEUTICAL | $20.1M | 0.3% | 18,865,000 | −11,635,000 | −38.1% | Reduced |
| ZD 3.25 06/15/29 PRN J2 GLOBAL COMMUNICATIONS | $20.0M | 0.3% | 15,360,000 | −1,640,000 | −9.6% | Reduced |
| LITE 0.25 03/15/24 PRN LUMENTUM HOLDINGS INC | $19.2M | 0.3% | 16,000,000 | +16,000,000 | — | New |
| IIVI 0.5 12/15/36 PRN FINISAR CORP | $18.7M | 0.3% | 20,316,000 | +15,495,000 | +321.4% | Added |
| MRVL 1.125 12/01/20 PRN INPHI CORP | $17.9M | 0.2% | 15,500,000 | +15,500,000 | — | New |
| OSIS 1.25 09/01/22 PRN OSI SYSTEMS INC | $17.6M | 0.2% | 18,380,000 | +7,880,000 | +75.0% | Added |
| NOG1EUR NORTHERN OIL AND GAS INC | $17.6M | 0.2% | 4,389,667 | −1,450,000 | −24.8% | Reduced |
| GSBD 4.5 04/01/22 PRN GOLDMAN SACHS BDC INC | $17.5M | 0.2% | 17,259,000 | +844,000 | +5.1% | Added |
| WMGI 2.25 11/15/21 PRN WRIGHT MEDICAL GROUP NV | $17.3M | 0.2% | 11,990,000 | −1,010,000 | −7.8% | Reduced |
| SRC 2.875 05/15/19 PRN SPIRIT REALTY CAPITAL IN | $17.2M | 0.2% | 17,155,000 | −9,883,000 | −36.6% | Reduced |
| BONANZA CREEK ENERGY INC | $17.0M | 0.2% | 571,208 | +212,752 | +59.4% | Added |
| FOR 3.75 03/01/20 PRN FORESTAR GROUP INC | $16.9M | 0.2% | 16,928,000 | +1,059,000 | +6.7% | Added |
| RWT 5.625 07/15/24 PRN REDWOOD TRUST INC | $16.9M | 0.2% | 17,070,000 | +7,070,000 | +70.7% | Added |
| SRE 6.75 07/15/21 B SEMPRA ENERGY | $16.9M | 0.2% | 166,700 | +166,700 | — | New |
| SJI 7.25 04/15/21 SOUTH JERSEY INDUSTRIES | $16.8M | 0.2% | 300,000 | +300,000 | — | New |
| BMRN 1.5 10/15/20 PRN BIOMARIN PHARMACEUTICAL | $16.5M | 0.2% | 13,720,000 | +8,720,000 | +174.4% | Added |
| NMFC 5 06/15/19 PRN NEW MOUNTAIN FINANCE COR | $16.5M | 0.2% | 16,292,000 | +2,553,000 | +18.6% | Added |
| MATLIN AND PARTNERS ACQUISITION CORP | $16.1M | 0.2% | 1,500,000 | — | — | Held |
| MDRX 1.25 07/01/20 PRN ALLSCRIPTS HEALTHCARE SO | $15.8M | 0.2% | 15,000,000 | +15,000,000 | — | New |
| TEVA 0.25 02/01/26 C PRN TEVA PHARM FIN CO LLC | $15.8M | 0.2% | 16,755,000 | −822,000 | −4.7% | Reduced |
| QTS 6.5 PERP B QTS REALTY TRUST INC | $15.6M | 0.2% | 148,000 | +148,000 | — | New |
| BATRKUSD LIBERTY MEDIA CORP-BRAVES C | $15.5M | 0.2% | 570,102 | — | — | Held |
| JAZZ 1.875 08/15/21 PRN JAZZ INVESTMENTS I LTD | $15.4M | 0.2% | 14,357,000 | +2,323,000 | +19.3% | Added |
| SRE 6 01/15/21 A SEMPRA ENERGY | $15.4M | 0.2% | 152,340 | −72,660 | −32.3% | Reduced |
| NBIX 2.25 05/15/24 PRN NEUROCRINE BIOSCIENCES | $15.2M | 0.2% | 8,895,000 | −2,910,000 | −24.7% | Reduced |
| EXE 5.5 09/15/26 PRN EXPAND ENERGY CORP | $14.7M | 0.2% | 14,795,000 | −6,205,000 | −29.5% | Reduced |
| EZPW 2.125 06/15/19 PRN EZCORP INC | $14.3M | 0.2% | 14,351,000 | +2,566,000 | +21.8% | Added |
| NXPI NXP SEMICONDUCTORS NV | $14.2M | 0.2% | 166,000 | +166,000 | — | New |
| NBR 0.75 01/15/24 PRN NABORS INDUSTRIES INC | $13.8M | 0.2% | 17,610,000 | +2,465,000 | +16.3% | Added |
| IFF 6 09/15/21 INTL FLAVOR & FRAGRANCES | $13.6M | 0.2% | 250,000 | +250,000 | — | New |
| RP 1.5 11/15/22 PRN REALPAGE INC | $13.2M | 0.2% | 8,080,000 | −1,230,000 | −13.2% | Reduced |
| SWK 5.375 05/15/20 STANLEY BLACK & DECKER I | $13.2M | 0.2% | 120,000 | +120,000 | — | New |
| XECEUR CIMAREX ENERGY CO | $13.1M | 0.2% | 141,130 | — | — | Held |
| NAV 4.5 10/15/18 PRN NAVISTAR INTL CORP | $12.8M | 0.2% | 12,755,000 | −1,582,000 | −11.0% | Reduced |
| TSQ TOWNSQUARE MEDIA INC - CL A | $12.5M | 0.2% | 1,595,224 | — | — | Held |
| JAZZ 1.5 08/15/24 PRN JAZZ INVESTMENTS I LTD | $12.4M | 0.2% | 12,200,000 | +12,200,000 | — | New |
| WMC 6.75 10/01/22 PRN WESTERN ASSET MTGE CAP | $12.4M | 0.2% | 12,273,000 | +615,000 | +5.3% | Added |
| TEO TELECOM ARGENTINA SA-SP ADR | $12.4M | 0.2% | 712,500 | +471,500 | +195.6% | Added |
| TVTX 2.5 09/15/25 PRN TRAVERE THERAPEUTICS INC | $12.4M | 0.2% | 12,000,000 | +12,000,000 | — | New |
| IDCC 1.5 03/01/20 PRN INTERDIGITAL INC | $12.0M | 0.2% | 10,230,000 | −9,270,000 | −47.5% | Reduced |
| NBIS 1.125 12/15/18 PRN YANDEX NV | $11.5M | 0.2% | 11,534,000 | −656,000 | −5.4% | Reduced |
| LNG 4.25 03/15/45 PRN CHENIERE ENERGY INC | $11.4M | 0.2% | 14,163,000 | −9,708,000 | −40.7% | Reduced |
| ECHO 2.5 05/01/20 PRN ECHO GLOBAL LOGISTICS | $11.4M | 0.2% | 10,900,000 | +6,570,000 | +151.7% | Added |
| ADAM 6.25 01/15/22 PRN NEW YORK MORTGAGE TRUST | $11.2M | 0.2% | 11,175,000 | −442,000 | −3.8% | Reduced |
| CHRD 2.625 09/15/23 PRN OASIS PETROLEUM INC | $11.1M | 0.1% | 8,265,000 | −7,735,000 | −48.3% | Reduced |
| TCPC 5.25 12/15/19 PRN BLACKROCK TCP CAP CORP | $11.0M | 0.1% | 10,891,000 | +1,123,000 | +11.5% | Added |
| CEMEX 3.72 03/15/20 * PRN CEMEX SAB DE CV | $11.0M | 0.1% | 10,845,000 | +10,845,000 | — | New |
| ECPG 2.875 03/15/21 PRN ENCORE CAPITAL GROUP INC | $10.8M | 0.1% | 11,536,000 | +285,000 | +2.5% | Added |
| VIPS 1.5 03/15/19 PRN VIPSHOP HOLDING LTD | $10.8M | 0.1% | 10,961,000 | +10,961,000 | — | New |
| IRWD 2.25 06/15/22 PRN IRONWOOD PHARMACEUTICALS | $10.7M | 0.1% | 8,215,000 | −1,785,000 | −17.8% | Reduced |
| GPRE 4.125 09/01/22 PRN GREEN PLAINS INC | $10.6M | 0.1% | 11,058,000 | −11,705,000 | −51.4% | Reduced |
| SM 1.5 07/01/21 PRN SM ENERGY CO | $10.4M | 0.1% | 9,500,000 | +9,500,000 | — | New |
| SFL 5.75 10/15/21 PRN SFL CORP LTD | $10.3M | 0.1% | 10,265,000 | −3,155,000 | −23.5% | Reduced |
| HCI 3.875 03/15/19 PRN HCI GROUP INC | $10.1M | 0.1% | 10,110,000 | −928,000 | −8.4% | Reduced |
| VSI 2.25 12/01/20 PRN VITAMIN SHOPPE INC | $10.0M | 0.1% | 11,495,000 | +11,495,000 | — | New |
| BAC 7.25 PERP L BANK OF AMERICA CORP | $9.8M | 0.1% | 7,600 | −1,000 | −11.6% | Reduced |
| TSLX 4.5 12/15/19 PRN TPG SPECIALTY LENDING IN | $9.7M | 0.1% | 9,655,000 | −2,508,000 | −20.6% | Reduced |
| PRAA 3.5 06/01/23 PRN PRA GROUP INC | $9.6M | 0.1% | 9,365,000 | −9,605,000 | −50.6% | Reduced |
| PTCT 3 08/15/22 PRN PTC THERAPEUTICS INC | $9.5M | 0.1% | 8,200,000 | +4,755,000 | +138.0% | Added |
| ALDR 2.5 02/01/25 PRN LUNDBECK SEATLE BIOPH IN | $9.1M | 0.1% | 8,525,000 | +525,000 | +6.6% | Added |
| INVA 2.125 01/15/23 PRN INNOVIVA INC | $8.9M | 0.1% | 8,805,000 | +3,588,000 | +68.8% | Added |
| AAWW 2.25 06/01/22 PRN ATLAS AIR WORLDWIDE HLDG | $8.3M | 0.1% | 7,155,000 | −1,480,000 | −17.1% | Reduced |
| WFC 7.5 PERP L WELLS FARGO & COMPANY | $8.1M | 0.1% | 6,293 | −384 | −5.8% | Reduced |
| W 0.375 09/01/22 PRN WAYFAIR INC | $8.1M | 0.1% | 5,365,000 | +5,365,000 | — | New |
| HUBS 0.25 06/01/22 PRN HUBSPOT INC | $8.0M | 0.1% | 4,860,000 | −3,673,000 | −43.0% | Reduced |
| PCRX 2.375 04/01/22 PRN PACIRA BIOSCIENCES INC | $7.9M | 0.1% | 7,500,000 | +7,500,000 | — | New |
| TIVO 0.5 03/01/20 PRN ROVI CORP | $7.9M | 0.1% | 8,255,000 | +8,255,000 | — | New |
| TDOC 3 12/15/22 PRN TELADOC HEALTH INC | $7.8M | 0.1% | 3,825,000 | +3,825,000 | — | New |
| TITN 3.75 05/01/19 PRN TITAN MACHINERY INC | $7.8M | 0.1% | 7,871,000 | +80,000 | +1.0% | Added |
| GLIBAEUR GCI LIBERTY INC - CLASS A | $7.7M | 0.1% | 150,000 | — | — | Held |
| SYNA 0.5 06/15/22 PRN SYNAPTICS INC | $7.6M | 0.1% | 7,930,000 | +1,900,000 | +31.5% | Added |
| DHT 4.5 10/01/19 PRN DHT HOLDINGS INC | $7.5M | 0.1% | 7,256,000 | −965,000 | −11.7% | Reduced |
| PAM PAMPA ENERGIA SA-SPON ADR | $7.5M | 0.1% | 240,000 | +240,000 | — | New |
| CEMEX 3.72 03/15/20 PRN CEMEX SAB DE CV | $7.4M | 0.1% | 7,370,000 | +7,370,000 | — | New |
| DXCM 0.75 05/15/22 PRN DEXCOM INC | $7.4M | 0.1% | 4,790,000 | +4,790,000 | — | New |
| NUAN 1 12/15/35 PRN NUANCE COMMUNICATIONS | $7.3M | 0.1% | 7,700,000 | +7,700,000 | — | New |
| PSEC 4.75 04/15/20 PRN PROSPECT CAPITAL CORP | $7.2M | 0.1% | 7,135,000 | +5,025,000 | +238.2% | Added |
| GPMT 5.625 12/01/22 PRN GRANITE POINT MTGE TRST | $7.1M | 0.1% | 6,895,000 | −1,130,000 | −14.1% | Reduced |
| KAMN 3.25 05/01/24 PRN KAMAN CORP | $6.9M | 0.1% | 5,880,000 | −6,120,000 | −51.0% | Reduced |
| HLX 4.25 05/01/22 PRN HELIX ENERGY SOLUTIONS | $6.9M | 0.1% | 6,416,000 | −2,051,000 | −24.2% | Reduced |
| IIVI 0.5 12/15/33 PRN FINISAR CORP | $6.6M | 0.1% | 6,625,000 | −3,080,000 | −31.7% | Reduced |
| MNDT 1 06/01/35 A PRN MANDIANT INC | $6.5M | 0.1% | 6,773,000 | +6,773,000 | — | New |
| STWD 4 01/15/19 PRN STARWOOD PROPERTY TRUST | $6.4M | 0.1% | 5,750,000 | −8,250,000 | −58.9% | Reduced |
| NXPI 1 12/01/19 PRN NXP SEMICONDUCTOR NV | $6.3M | 0.1% | 6,000,000 | +6,000,000 | — | New |
| TWO 6.25 01/15/22 PRN TWO HARBORS INV CORP | $6.2M | 0.1% | 6,056,000 | −2,594,000 | −30.0% | Reduced |
| BKCC 5 06/15/22 PRN BLACKROCK CAPITAL INVEST | $6.1M | 0.1% | 5,950,000 | +3,790,000 | +175.5% | Added |
| VST 7 07/01/19 VISTRA ENERGY CORP | $6.0M | 0.1% | 61,700 | −155,250 | −71.6% | Reduced |
| TCOM 1.25 09/15/22 PRN TRIP.COM GROUP LTD | $5.8M | 0.1% | 5,915,000 | +5,915,000 | — | New |
| HKEUR HALCON RESOURCES CORP | $5.7M | 0.1% | 1,270,000 | +1,270,000 | — | New |
| EFII 0.75 09/01/19 PRN ELECTRONICS FOR IMAGING | $5.7M | 0.1% | 5,730,000 | +3,005,000 | +110.3% | Added |
| ENV 1.75 12/15/19 PRN ENVESTNET INC | $5.6M | 0.1% | 5,113,000 | −5,000,000 | −49.4% | Reduced |
| OI SA | $5.6M | 0.1% | 2,054,854 | +2,054,854 | — | New |
| ACOR 1.75 06/15/21 PRN ACORDA THERAPEUTICS INC | $5.1M | 0.1% | 6,000,000 | −9,230,000 | −60.6% | Reduced |
| VEON LTD | $4.9M | 0.1% | 1,678,900 | — | — | Held |
| PDLI 2.75 12/01/21 PRN PDL BIOPHARMA INC | $4.7M | 0.1% | 4,695,000 | −365,000 | −7.2% | Reduced |
| TGS TRANSPORTADOR GAS-ADR SP B | $4.6M | 0.1% | 320,000 | +320,000 | — | New |
| BELFB BEL FUSE INC-CL B | $4.6M | 0.1% | 175,060 | — | — | Held |
| NVAX 3.75 02/01/23 PRN NOVAVAX INC | $4.6M | 0.1% | 7,495,000 | −660,000 | −8.1% | Reduced |
| D 6.75 08/15/19 A DOMINION ENERGY INC | $4.6M | 0.1% | 97,000 | +97,000 | — | New |
| NAV 4.75 04/15/19 PRN NAVISTAR INTL CORP | $4.5M | 0.1% | 4,470,000 | −595,000 | −11.7% | Reduced |
| GNC 1.5 08/15/20 PRN VITAMIN OLDCO HOLDINGS | $4.5M | 0.1% | 5,802,000 | +5,802,000 | — | New |
| EGLEEUR EAGLE BULK SHIPPING INC | $4.4M | 0.1% | 785,363 | — | — | Held |
| MIC 2 10/01/23 PRN MACQUARIE INFRASTRUCTURE | $4.2M | 0.1% | 4,636,000 | +4,636,000 | — | New |
| SIGA SIGA TECHNOLOGIES INC | $4.2M | 0.1% | 602,886 | +527,886 | +703.8% | Added |
| HCI 4.25 03/01/37 PRN HCI GROUP INC | $3.8M | 0.1% | 3,810,000 | −1,775,000 | −31.8% | Reduced |
| STCN 5.25 03/01/19 PRN STEEL CONNECT INC | $3.7M | 0.0% | 3,700,000 | — | — | Held |
| BELLATRIX EXPLORATION LTD | $3.5M | 0.0% | 3,350,000 | −400,000 | −10.7% | Reduced |
| CSIQ 4.25 02/15/19 PRN CANADIAN SOLAR INC | $3.4M | 0.0% | 3,475,000 | −3,840,000 | −52.5% | Reduced |
| CLF 1.5 01/15/25 PRN CLEVELAND-CLIFFS INC | $3.4M | 0.0% | 2,075,000 | −2,245,000 | −52.0% | Reduced |
| OCSI OAKTREE STRATEGIC INCOME COR | $3.4M | 0.0% | 392,000 | — | — | Held |
| SPWR 4 01/15/23 PRN SUNPOWER CORP | $3.2M | 0.0% | 3,749,000 | −1,254,000 | −25.1% | Reduced |
| QGEN 0.375 03/19/19 PRN QIAGEN NV | $2.9M | 0.0% | 2,200,000 | +2,200,000 | — | New |
| GEENQ 2.75 02/15/35 PRN EEG GLIDER INC | $2.6M | 0.0% | 3,375,000 | +3,375,000 | — | New |
| VGR V1.75 04/15/20 PRN VECTOR GROUP LTD | $2.6M | 0.0% | 2,445,000 | +2,445,000 | — | New |
| MBTGBP MOBILE TELESYSTEMS-SP ADR | $2.5M | 0.0% | 298,500 | — | — | Held |
| HASI 4.125 09/01/22 PRN HANNON ARMSTRONG SUSTAIN | $2.3M | 0.0% | 2,339,000 | +2,339,000 | — | New |
| CAPITAL PRODUCT PARTNERS LP | $2.3M | 0.0% | 819,228 | — | — | Held |
| FPI FARMLAND PARTNERS INC | $2.2M | 0.0% | 322,142 | +322,142 | — | New |
| XOGEUR EXTRACTION OIL & GAS INC | $1.9M | 0.0% | 172,787 | — | — | Held |
| PVGCN 2.25 03/15/22 PRN PRETIUM RESOURCES INC | $1.8M | 0.0% | 1,990,000 | +1,990,000 | — | New |
| MPOUSD AMPLIFY ENERGY CORP | $1.7M | 0.0% | 190,307 | — | — | Held |
| BELFA BEL FUSE INC-CL A | $1.6M | 0.0% | 71,613 | +50,751 | +243.3% | Added |
| SD SANDRIDGE ENERGY INC | $1.5M | 0.0% | 135,000 | — | — | Held |
| FSC1EUR OAKTREE SPECIALTY LENDING CO | $1.4M | 0.0% | 276,000 | — | — | Held |
| TCPC 4.625 03/01/22 PRN BLACKROCK TCP CAP CORP | $1.3M | 0.0% | 1,290,000 | +1,290,000 | — | New |
| INDA ISHARES MSCI INDIA ETF | $1.0M | 0.0% | 31,700 | −900 | −2.8% | Reduced |
| UPL1EUR ULTRA PETROLEUM CORP | $766K | 0.0% | 683,632 | −24,827 | −3.5% | Reduced |
| TSLAEN 1.625 11/01/19 PRN TESLA ENERGY OPERATIONS | $739K | 0.0% | 844,000 | +844,000 | — | New |
| CMLSQ CUMULUS MEDIA INC-CL A | $716K | 0.0% | 42,075 | +42,075 | — | New |
Sold positions
| Holding | Shares sold | Prior value |
|---|---|---|
| SPY SS SPDR S&P 500 ETF TRUST-US | 2,306,500 | $625.7M |
| TORM PLC | 47,600,172 | $375.2M |
| SMH VANECK SEMICONDUCTOR ETF | 700,000 | $71.9M |
| CRK 9.5 06/15/20 * PRN COMSTOCK RESOURCES INC | 39,145,029 | $38.8M |
| TSLA 1.25 03/01/21 PRN TESLA INC | 31,000,000 | $35.0M |
| OCEAN RIG UDW INC | 1,100,000 | $32.4M |
| NATIONSTAR MORTGAGE HOLDINGS INC | 1,810,000 | $31.7M |
| RIG 0.5 01/30/23 PUTPRN TRANSOCEAN INC | 18,500,000 | $26.4M |
| SLAB 1.375 03/01/22 CALLPRN SILICON LABORATORIES INC | 20,794,000 | $25.5M |
| MCHP 1.625 02/15/27 PRN MICROCHIP TECHNOLOGY INC | 21,725,000 | $25.4M |
| VER 3 08/01/18 PRN VEREIT INC | 24,943,000 | $25.0M |
| ON 1 12/01/20 PRN ON SEMICONDUCTOR CORP | 16,825,000 | $22.2M |
| Z 2 12/01/21 PRN ZILLOW INC | 16,390,000 | $20.8M |
| AABA 0 12/01/18 PRN ALTABA INC | 14,921,000 | $20.4M |
| CRK 7.75 04/01/19 * PRN COMSTOCK RESOURCES INC | 19,522,878 | $19.2M |
| WAYFAIR INC PRN | 14,500,000 | $18.7M |
| WEB 1 08/15/18 PRN WEB.COM GROUP INC | 18,181,000 | $18.2M |
| RYAM RAYONIER ADVANCED MATERIALS | 1,000,000 | $17.1M |
| ASRT 2.5 09/01/21 PRN ASSERTIO THERAPEUTICS IN | 19,020,000 | $15.6M |
| NICEIT 1.25 01/15/24 PRN NICE SYSTEMS INC | 11,264,000 | $15.0M |
| PANW 0 07/01/19 PRN PALO ALTO NETWORKS | 7,835,000 | $14.6M |
| NEE 6.371 09/01/18 NEXTERA ENERGY INC | 193,500 | $14.4M |
| ILMN 0.5 06/15/21 PRN ILLUMINA INC | 10,500,000 | $13.9M |
| PDCE 1.125 09/15/21 PRN PDC ENERGY INC | 12,835,000 | $13.5M |
| IDTI 0.875 11/15/22 PRN INTEGRATED DEVICE TECH | 11,125,000 | $12.7M |
| TSLAEN 1.625 11/01/19 PUTPRN TESLA ENERGY OPERATIONS | 13,424,000 | $12.5M |
| NCMIEUR NATIONAL CINEMEDIA INC | 1,300,000 | $10.9M |
| BMRN 0.75 10/15/18 PRN BIOMARIN PHARMACEUTICAL | 9,650,000 | $10.3M |
| CKH 3.25 05/15/30 PRN SEACOR HOLDINGS INC | 9,664,000 | $9.9M |
| NVRO 1.75 06/01/21 PRN NEVRO CORP | 9,000,000 | $9.8M |
| IFXGR 4.5 01/15/22 PRN CYPRESS SEMICONDUCTOR CO | 6,955,000 | $9.2M |
| MU 3 11/15/43 G PRN MICRON TECHNOLOGY INC | 5,000,000 | $9.0M |
| QIAGEN NV PRN | 7,000,000 | $9.0M |
| FLXN 3.375 05/01/24 PRN FLEXION THERAPEUTICS INC | 6,845,000 | $8.4M |
| ANIP 3 12/01/19 PRN ANI PHARMACEUTICALS INC | 6,857,000 | $7.8M |
| PFPT 0.75 06/15/20 PRN PROOFPOINT INC | 5,109,000 | $7.5M |
| QDEL 3.25 12/15/20 PRN QUIDEL CORP | 3,083,000 | $6.6M |
| BRS 4.5 06/01/23 PRN BRISTOW GROUP INC | 5,644,000 | $6.5M |
| DY 0.75 09/15/21 PRN DYCOM INDUSTRIES INC | 4,956,000 | $5.8M |
| TCOM 1.99 07/01/25 PRN TRIP.COM GROUP LTD | 5,000,000 | $5.7M |
| ANW 4.25 12/15/21 PRN AEGEAN MARINE PETROLEUM | 15,121,000 | $5.3M |
| NBR 6 05/01/21 A NABORS INDUSTRIES LTD | 110,000 | $5.1M |
| WPX 6.25 07/31/18 A WPX ENERGY INC | 60,000 | $4.5M |
| CARB 2.5 04/01/22 PRN CARBONITE INC | 2,985,000 | $4.4M |
| NSLR 5.25 09/15/18 PRN GSV CAPITAL CORP | 4,040,000 | $4.1M |
| STNG 3 05/15/22 PRN SCORPIO TANKERS INC | 4,000,000 | $4.1M |
| VECO 2.7 01/15/23 PRN VEECO INSTRUMENTS INC | 3,460,000 | $3.1M |
| ABR 5.375 11/15/20 PRN ARBOR REALTY TRUST INC | 1,327,000 | $1.5M |
| BMA BANCO MACRO SA-ADR | 22,306 | $1.3M |
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.