| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AIRTRAN HLDGS INC NOTE 5.250%11/0 | 9,590,000 | 25,875,000 | 11.15% | PRN | |
| 2 | SPDR S&P 500 ETF TR | 125,000 | 23,954,000 | 10.32% | Put | |
| 3 | T MOBILE US INC | 275,068 | 18,996,000 | 8.19% | ||
| 4 | DOMINION RES INC VA NEW | 335,520 | 18,558,000 | 8.00% | ||
| 5 | JETBLUE AIRWAYS CORP | 3,020,000 | 15,998,000 | 6.89% | PRN | |
| 6 | RAMCO-GERSHENSON PPTYS TR | 279,710 | 15,571,000 | 6.71% | ||
| 7 | El Paso Energy Capital Trust I | 265,214 | 12,995,000 | 5.60% | ||
| 8 | FRONTIER COMMUNICATIONS CORP | 92,273 | 8,595,000 | 3.70% | ||
| 9 | VECTOR GROUP LTD | 5,315,000 | 7,996,000 | 3.45% | PRN | |
| 10 | Welltower Inc | 113,766 | 6,909,000 | 2.98% | ||
| 11 | WESCO INTL INC | 3,171,000 | 5,250,000 | 2.26% | PRN | |
| 12 | VERISIGN INC | 2,515,000 | 5,249,000 | 2.26% | PRN | |
| 13 | ALERE INC | 3,500,000 | 3,970,000 | 1.71% | PRN | |
| 14 | SOUTHWESTERN ENERGY CO | 125,405 | 3,898,000 | 1.68% | ||
| 15 | TEVA PHARMACEUTICAL FIN LLC | 2,750,000 | 3,730,000 | 1.61% | PRN | |
| 16 | IRIDIUM COMMUNICATIONS INC | 14,339 | 3,492,000 | 1.50% | ||
| 17 | ISTAR FINL INC | 3,000,000 | 3,426,000 | 1.48% | PRN | |
| 18 | BGC PARTNERS INC | 2,808,000 | 2,896,000 | 1.25% | PRN | |
| 19 | PACIRA PHARMACEUTICALS INC | 1,500,000 | 2,618,000 | 1.13% | PRN | |
| 20 | GENESEE & WYOMING INC 5.000% 1 | 25,838 | 2,349,000 | 1.01% | ||
| 21 | Stanley Black & Decker Inc Corp Unit | 14,893 | 1,991,000 | 0.86% | ||
| 22 | EPR PPTYS | 82,339 | 1,825,000 | 0.79% | ||
| 23 | MOLINA HEALTHCARE INC | 1,000,000 | 1,740,000 | 0.75% | PRN | |
| 24 | DEALERTRACK TECHNOLOGIES INC | 1,000,000 | 1,692,000 | 0.73% | PRN | |
| 25 | WPX ENERGY INC | 46,495 | 1,679,000 | 0.72% | ||
| 26 | CROWN CASTLE INTL CORP NEW | 15,454 | 1,574,000 | 0.68% | ||
| 27 | UNIVERSAL CORP VA | 30,100 | 1,492,000 | 0.64% | Call | |
| 28 | MEDICINES CO | 1,000,000 | 1,456,000 | 0.63% | PRN | |
| 29 | Anadarko Petroleum Corp | 37,213 | 1,393,000 | 0.60% | ||
| 30 | GOLAR LNG LTD | 47,700 | 1,330,000 | 0.57% | Put | |
| 31 | JANUS CAP GROUP INC NOTE 0.750 7/1 | 1,000,000 | 1,329,000 | 0.57% | PRN | |
| 32 | ENCORE CAP GROUP INC | 1,000,000 | 1,261,000 | 0.54% | PRN | |
| 33 | EQUINIX INC | 340,000 | 1,159,000 | 0.50% | PRN | |
| 34 | STARWOOD PPTY TR INC | 1,087,000 | 1,106,000 | 0.48% | PRN | |
| 35 | SL GREEN REALTY CORP | 10,100 | 1,092,000 | 0.47% | Call | |
| 36 | MANNKIND CORPORATION | 336,200 | 1,079,000 | 0.46% | Call | |
| 37 | KINDER MORGAN INC DEL | 36,200 | 1,002,000 | 0.43% | Call | |
| 38 | MANNKIND CORPORATION | 297,800 | 956,000 | 0.41% | Put | |
| 39 | GOLAR LNG LTD | 29,100 | 811,000 | 0.35% | Call | |
| 40 | HORIZON PHARMA PLC | 37,700 | 747,000 | 0.32% | ||
| 41 | XPO LOGISTICS INC | 500,000 | 745,000 | 0.32% | PRN | |
| 42 | HALCON RESOURCES CORP | 1,355,300 | 718,000 | 0.31% | Put | |
| 43 | WINTRUST FINL CORP | 23,143 | 708,000 | 0.31% | ||
| 44 | WEATHERFORD INTL PLC | 75,000 | 636,000 | 0.27% | Put | |
| 45 | WEATHERFORD INTL PLC | 75,000 | 636,000 | 0.27% | ||
| 46 | TESLA INC | 2,300 | 571,000 | 0.25% | Put | |
| 47 | T-MOBILE | 13,600 | 541,000 | 0.23% | Call | |
| 48 | KEARNY FINL CORP MD COM | 45,239 | 519,000 | 0.22% | ||
| 49 | GENERAL MTRS CO | 16,560 | 497,000 | 0.21% | ||
| 50 | CEMEX SAB DE CV | 62,324 | 436,000 | 0.19% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001420506-15-000541, filed 2015.10.28).
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.
