| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 1,000,000 | 123,540,000 | 9.68% | ||
| 2 | UNITED STATES STL CORP NEW | 8,303,700 | 86,525,000 | 6.78% | Put | |
| 3 | LUMEN TECHNOLOGIES INC | 3,073,200 | 77,199,000 | 6.05% | Put | |
| 4 | BLACKROCK CORPOR HI YLD FD I | 6,210,192 | 61,295,000 | 4.80% | ||
| 5 | PETROLEO BRASILEIRO SA PETRO | 13,063,300 | 56,825,000 | 4.45% | Put | |
| 6 | BLACKROCK DEBT STRAT FD INC | 16,558,346 | 55,305,000 | 4.33% | ||
| 7 | FRONTIER COMM | 10,854,600 | 51,559,000 | 4.04% | Put | |
| 8 | TRANSOCEAN LTD | 2,912,700 | 37,632,000 | 2.95% | Put | |
| 9 | BLACKSTONE GSO STRATEGIC CR FD COM SHS BEN IN | 2,603,004 | 36,989,000 | 2.90% | ||
| 10 | PIMCO DYNAMIC CR INCOME FD | 1,912,599 | 34,943,000 | 2.74% | ||
| 11 | FREEPORT-MCMORAN INC | 3,173,200 | 30,748,000 | 2.41% | Put | |
| 12 | GENERAL MTRS CO | 1,000,000 | 30,020,000 | 2.35% | Call | |
| 13 | PUTNAM PREMIER INCOME TR | 5,384,015 | 26,328,000 | 2.06% | ||
| 14 | BEAZER HOMES USA INC | 1,961,500 | 26,147,000 | 2.05% | Put | |
| 15 | WELLS FARGO MULTI SECTOR INC | 2,259,484 | 25,645,000 | 2.01% | ||
| 16 | KB HOME | 1,879,100 | 25,462,000 | 1.99% | Put | |
| 17 | DEUTSCHE HIGH INCOME OPPORT | 1,820,659 | 23,942,000 | 1.88% | ||
| 18 | WEATHERFORD INTL PLC | 2,719,800 | 23,064,000 | 1.81% | Put | |
| 19 | ISHARES TR | 639,864 | 22,696,000 | 1.78% | ||
| 20 | BLACKROCK MULTI-SECTOR INC T | 1,264,935 | 19,872,000 | 1.56% | ||
| 21 | WESTERN ASSET MGD HI INCM FD | 4,412,924 | 19,726,000 | 1.55% | ||
| 22 | WESTERN ASSET HGH YLD DFNDFD | 1,358,224 | 19,015,000 | 1.49% | ||
| 23 | MORGAN STANLEY EM MKTS DM DE | 2,605,092 | 17,923,000 | 1.40% | ||
| 24 | WESTERN ASSET HIGH INCOME OP | 3,516,847 | 16,494,000 | 1.29% | ||
| 25 | LUMEN TECHNOLOGIES INC | 619,000 | 15,549,000 | 1.22% | Call | |
| 26 | Wells Fargo Income Opportunities Fund | 1,992,288 | 15,082,000 | 1.18% | ||
| 27 | DEUTSCHE HIGH INCOME TR | 1,869,423 | 14,656,000 | 1.15% | ||
| 28 | FRANKLIN LTD DURATION INCOME | 1,312,813 | 14,310,000 | 1.12% | ||
| 29 | WESTERN ASSET EMRG MKT INCM | 1,438,577 | 13,753,000 | 1.08% | ||
| 30 | J.C. Penney Company, Inc. | 1,414,700 | 13,143,000 | 1.03% | Put | |
| 31 | ROWAN COMPANIES PLC SHS CL A | 812,800 | 13,127,000 | 1.03% | Put | |
| 32 | DEUTSCHE MULTI-MKT INCOME TR | 1,580,472 | 11,680,000 | 0.92% | ||
| 33 | NEUBERGER BERMAN HIGH YIELD | 1,128,829 | 11,503,000 | 0.90% | ||
| 34 | BLACKROCK CR ALLOCATION INCO | 902,401 | 10,982,000 | 0.86% | ||
| 35 | MANAGED HIGH YIELD PLUS FUND INC | 6,132,069 | 9,811,000 | 0.77% | ||
| 36 | BROOKFIELD MORTGAGE | 612,507 | 9,028,000 | 0.71% | ||
| 37 | GLOBAL HIGH INCOME FUND INC COM | 1,126,157 | 8,694,000 | 0.68% | ||
| 38 | BLACKSTONE GSO LNG SHRT CR I | 548,092 | 7,810,000 | 0.61% | ||
| 39 | ABERDEEN ASIA PACIFIC INCOME | 1,689,038 | 7,601,000 | 0.60% | ||
| 40 | MURPHY OIL | 300,300 | 7,267,000 | 0.57% | Put | |
| 41 | WESTERN ASSET EMERGING MKTS | 520,732 | 6,936,000 | 0.54% | ||
| 42 | WESTERN ASSET GLOBAL CP DEFINE | 429,935 | 6,806,000 | 0.53% | ||
| 43 | NUVEEN MORTGAGE AND INCOME F | 303,289 | 6,794,000 | 0.53% | ||
| 44 | MFS CHARTER INCOME TR | 851,902 | 6,602,000 | 0.52% | ||
| 45 | CREDIT SUISSE ASSET MGMT INC | 2,123,256 | 6,009,000 | 0.47% | ||
| 46 | ALLIANCEBERNSTEIN GLOBAL HIG | 507,245 | 5,615,000 | 0.44% | ||
| 47 | FIRST TR HIGH INCOME L/S FD | 378,229 | 5,329,000 | 0.42% | ||
| 48 | MFS MULTIMARKET INCOME TR | 939,948 | 5,254,000 | 0.41% | ||
| 49 | WESTERN ASSET GLB PTNRS INCO | 650,794 | 5,193,000 | 0.41% | ||
| 50 | MACK CALI RLTY CORP | 260,320 | 4,915,000 | 0.39% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000902664-15-004296, filed 2015.11.16).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
