| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | UNITED STATES STL CORP NEW | 7,888,700 | 62,952,000 | 6.00% | Put | |
| 2 | BLACKROCK DEBT STRAT FD INC | 16,908,864 | 56,983,000 | 5.43% | ||
| 3 | LUMEN TECHNOLOGIES INC | 2,117,600 | 53,279,000 | 5.08% | Put | |
| 4 | BLACKROCK CORPOR HI YLD FD I | 4,957,128 | 48,481,000 | 4.62% | ||
| 5 | TRANSOCEAN LTD | 3,883,900 | 48,083,000 | 4.58% | Put | |
| 6 | FRONTIER COMM | 9,518,600 | 44,452,000 | 4.24% | Put | |
| 7 | WELLS FARGO MULTI SECTOR INC | 3,644,198 | 41,252,000 | 3.93% | ||
| 8 | ANADARKO PETR | 695,200 | 33,773,000 | 3.22% | Put | |
| 9 | BLACKSTONE GSO STRATEGIC CR FD COM SHS BEN IN | 2,500,662 | 33,434,000 | 3.19% | ||
| 10 | PIMCO DYNAMIC CR INCOME FD | 1,742,993 | 31,426,000 | 3.00% | ||
| 11 | PUTNAM PREMIER INCOME TR | 5,989,125 | 29,646,000 | 2.83% | ||
| 12 | DEVON ENERGY CORP NEW | 853,600 | 27,315,000 | 2.60% | Put | |
| 13 | FRANKLIN LTD DURATION INCOME | 2,426,544 | 26,013,000 | 2.48% | ||
| 14 | DEUTSCHE HIGH INCOME OPPORT | 1,878,803 | 24,537,000 | 2.34% | ||
| 15 | ROWAN COMPANIES PLC SHS CL A | 1,338,600 | 22,689,000 | 2.16% | Put | |
| 16 | ISHARES TR | 639,864 | 22,581,000 | 2.15% | ||
| 17 | FREEPORT-MCMORAN INC | 3,322,300 | 22,492,000 | 2.14% | Put | |
| 18 | BLACKROCK MULTI-SECTOR INC T | 1,357,459 | 21,461,000 | 2.05% | ||
| 19 | BEAZER HOMES USA INC | 1,794,100 | 20,614,000 | 1.97% | Put | |
| 20 | RSX - Market Vectors Russia ETF | 1,215,200 | 17,803,000 | 1.70% | ||
| 21 | WESTERN ASSET MGD HI INCM FD | 3,913,240 | 17,688,000 | 1.69% | ||
| 22 | DEUTSCHE HIGH INCOME TR | 2,188,791 | 17,401,000 | 1.66% | ||
| 23 | WESTERN ASSET HGH YLD DFNDFD | 1,183,381 | 16,686,000 | 1.59% | ||
| 24 | MORGAN STANLEY EM MKTS DM DE | 2,450,870 | 16,666,000 | 1.59% | ||
| 25 | WESTERN ASSET HIGH INCOME OP | 3,182,405 | 14,925,000 | 1.42% | ||
| 26 | WESTERN ASSET EMRG MKT INCM | 1,438,577 | 13,997,000 | 1.33% | ||
| 27 | EATON VANCE SHORT COM | 993,166 | 13,318,000 | 1.27% | ||
| 28 | DEUTSCHE MULTI-MKT INCOME TR | 1,743,029 | 13,317,000 | 1.27% | ||
| 29 | PETROLEO BRASILEIRO SA PETRO | 2,622,400 | 11,276,000 | 1.07% | Put | |
| 30 | Wells Fargo Income Opportunities Fund | 1,490,869 | 11,107,000 | 1.06% | ||
| 31 | MANAGED HIGH YIELD PLUS FUND INC | 6,132,069 | 10,792,000 | 1.03% | ||
| 32 | NEUBERGER BERMAN HIGH YIELD | 1,054,630 | 10,641,000 | 1.01% | ||
| 33 | BROOKFIELD MORTGAGE | 673,696 | 9,937,000 | 0.95% | ||
| 34 | NOBLE CORP PLC | 914,300 | 9,646,000 | 0.92% | Put | |
| 35 | CREDIT SUISSE ASSET MGMT INC | 3,446,796 | 9,582,000 | 0.91% | ||
| 36 | GLOBAL HIGH INCOME FUND INC COM | 1,123,257 | 9,548,000 | 0.91% | ||
| 37 | BLACKSTONE GSO LNG SHRT CR I | 646,090 | 8,709,000 | 0.83% | ||
| 38 | MFS CHARTER INCOME TR | 1,089,442 | 8,302,000 | 0.79% | ||
| 39 | ABERDEEN ASIA PACIFIC INCOME | 1,769,098 | 8,085,000 | 0.77% | ||
| 40 | BLACKROCK CR ALLOCATION INCO | 625,032 | 7,713,000 | 0.74% | ||
| 41 | MFS MULTIMARKET INCOME TR | 1,357,565 | 7,480,000 | 0.71% | ||
| 42 | CHESAPEAKE ENERGY CORP | 1,420,000 | 6,390,000 | 0.61% | Put | |
| 43 | ALLIANCEBERNSTEIN GLOBAL HIG | 482,245 | 5,199,000 | 0.50% | ||
| 44 | WESTERN ASSET GLB PTNRS INCO | 650,794 | 5,031,000 | 0.48% | ||
| 45 | GENWORTH FINL INC | 1,321,500 | 4,929,000 | 0.47% | Put | |
| 46 | WESTERN ASSET GLOBAL CP DEFINE | 307,266 | 4,855,000 | 0.46% | ||
| 47 | INVESCO HIGH INCOME TR II | 360,000 | 4,626,000 | 0.44% | ||
| 48 | WESTERN ASSET EMERGING MKTS | 306,177 | 4,204,000 | 0.40% | ||
| 49 | FRONTIER COMM | 867,558 | 4,051,000 | 0.39% | ||
| 50 | ANADARKO PETR | 82,000 | 3,984,000 | 0.38% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000902664-16-005869, filed 2016.02.16).
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.
