| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 200,000 | 14,000 | 0.00% | Put | |
| 2 | PARAGON SHIPPING INC | 8,100 | 55,000 | 0.00% | ||
| 3 | WALTER ENERGY INC COM | 8,520 | 64,000 | 0.01% | ||
| 4 | VALE S A | 500,000 | 135,000 | 0.01% | Put | |
| 5 | PEABODY ENERGY CORP | 8,467 | 138,000 | 0.01% | ||
| 6 | SPDR SERIES TRUST | 500,000 | 180,000 | 0.02% | Put | |
| 7 | MICROSOFT CORP | 4,950 | 203,000 | 0.02% | ||
| 8 | TRANSOCEAN LTD | 5,000 | 207,000 | 0.02% | ||
| 9 | BALTIC TRADING LIMITED | 34,125 | 215,000 | 0.02% | ||
| 10 | PAN AMERN SILVER CORP | 18,125 | 233,000 | 0.02% | ||
| 11 | ECHOSTAR CORP CL A | 5,000 | 238,000 | 0.02% | ||
| 12 | * SANDRIDGE ENERGY INC COM | 41,400 | 254,000 | 0.02% | ||
| 13 | CALPINE CORP | 15,000 | 314,000 | 0.03% | ||
| 14 | JETBLUE AIRWAYS CORP | 38,500 | 335,000 | 0.03% | ||
| 15 | GENERAL MTRS CO | 10,200 | 351,000 | 0.03% | ||
| 16 | CONSOL ENERGY INC | 9,100 | 364,000 | 0.03% | ||
| 17 | MASSEY ENERGY CO *IN DEFAULT* SR NOTE CONV | 400,000 | 400,000 | 0.03% | PRN | |
| 18 | TEEKAY CORPORATION | 7,200 | 405,000 | 0.03% | ||
| 19 | Wright Medical Conv Sr Notes | 519,000 | 519,000 | 0.04% | PRN | |
| 20 | POWERSHARES QQQ TRUST | 450,000 | 662,000 | 0.06% | Put | |
| 21 | ROYAL BK CDA MONTREAL QUE | 400,000 | 680,000 | 0.06% | Put | |
| 22 | APOLLO INVT CORP | 89,500 | 744,000 | 0.06% | ||
| 23 | ISHARES TR | 400,000 | 771,000 | 0.07% | Put | |
| 24 | SONDE RESOURCE CORPNEW | 2,061,146 | 927,000 | 0.08% | ||
| 25 | NORTHERN DYNASTY MINERALS LTD COM | 1,520,000 | 1,490,000 | 0.13% | ||
| 26 | Tibco Software Inc | 1,552,000 | 1,566,000 | 0.13% | PRN | |
| 27 | TTM TECHNOLOGIES INC | 1,500,000 | 1,660,000 | 0.14% | PRN | |
| 28 | CBEYOND INC | 240,000 | 1,740,000 | 0.15% | ||
| 29 | FIFTH STREET FINANCE CORP | 262,862 | 2,487,000 | 0.21% | ||
| 30 | ALPHA NATURAL RESOURCES | 5,100,000 | 2,499,000 | 0.22% | Call | |
| 31 | MICRON TECHNOLOGY INC | 550,000 | 2,849,000 | 0.25% | Call | |
| 32 | VIPSHOP HLDGS LTD | 5,000,000 | 5,069,000 | 0.44% | PRN | |
| 33 | Jetblue Airways Corp | 2,626,000 | 5,308,000 | 0.46% | PRN | |
| 34 | VEREIT Inc | 5,000,000 | 5,456,000 | 0.47% | PRN | |
| 35 | INLAND REAL ESTATE CORP 5% CB 11/15/2029-REGISTERE | 5,000,000 | 5,463,000 | 0.47% | PRN | |
| 36 | VOLCANO CORPORATION | 6,059,000 | 6,180,000 | 0.53% | PRN | |
| 37 | ALPHA NAT RES INC NOTE 4.875%12/1 DELETED | 8,000,000 | 6,615,000 | 0.57% | PRN | |
| 38 | MICRON TECHNOLOGY INC | 315,750 | 7,471,000 | 0.64% | ||
| 39 | TESLA INC SR CV NT 0.25 19 | 9,000,000 | 8,325,000 | 0.72% | PRN | |
| 40 | ALPHA NATURAL RESOURCES | 10,800,000 | 9,180,000 | 0.79% | PRN | |
| 41 | L-3 Communi Hldg | 7,469,000 | 9,976,000 | 0.86% | PRN | |
| 42 | ARES CAP CORP | 9,807,000 | 10,567,000 | 0.91% | PRN | |
| 43 | AMERICAN RLTY CAP PPTYS INC SR CONV NT 3 18 | 11,000,000 | 11,715,000 | 1.01% | PRN | |
| 44 | AEGEAN MARINE PETE NETWORK I | 12,700,000 | 12,795,000 | 1.10% | PRN | |
| 45 | NUVASIVE INC | 11,000,000 | 13,131,000 | 1.13% | PRN | |
| 46 | ENDEAVOUR INTL CORP COM NEW | 4,270,884 | 13,880,000 | 1.19% | ||
| 47 | ALTRA INDL MOTION CORP | 9,875,000 | 14,104,000 | 1.21% | PRN | |
| 48 | ROVI CORP | 14,094,000 | 14,270,000 | 1.23% | PRN | |
| 49 | PHOTRONICS INC | 8,500,000 | 14,758,000 | 1.27% | PRN | |
| 50 | BOTTOMLINE TECH DEL INC SR CONV NT1.5 17 | 11,310,000 | 14,844,000 | 1.28% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001133521-14-000028, filed 2014.05.15).
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.
