| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | RESOLUTE FOREST | 12,145,956 | 213,890,000 | 16.10% | ||
| 2 | GLOBALSTAR INC | 30,285,950 | 83,286,000 | 6.27% | ||
| 3 | LEVEL 3 COMM | 1,625,000 | 80,243,000 | 6.04% | ||
| 4 | INFINERA CORP SENIOR DEBENTURE CONVERTIBLE | 52,200,000 | 69,687,000 | 5.25% | PRN | |
| 5 | AMAG PHARMACEUTICALS INC | 38,000,000 | 63,490,000 | 4.78% | PRN | |
| 6 | WEBMD HEALTH CORP NOTE | 49,078,000 | 49,201,000 | 3.70% | PRN | |
| 7 | SERVICENOW INC | 42,757,000 | 48,663,000 | 3.66% | PRN | |
| 8 | MEDIDATA SOLUTIONS INC | 40,025,000 | 43,927,000 | 3.31% | PRN | |
| 9 | INTERDIGITAL INC | 33,269,000 | 37,053,000 | 2.79% | PRN | |
| 10 | ALPHA NATURAL RESOURCES | 22,053,100 | 36,829,000 | 2.77% | ||
| 11 | FINISAR CORP | 38,000,000 | 36,385,000 | 2.74% | PRN | |
| 12 | SHUTTERFLY INC NOTE | 37,660,000 | 35,683,000 | 2.69% | PRN | |
| 13 | WORKDAY INC | 30,000,000 | 35,569,000 | 2.68% | PRN | |
| 14 | RAMBUS INC DEL NOTE | 30,138,000 | 34,207,000 | 2.58% | PRN | |
| 15 | APOLLO INVT CORP 5.75% 01/15/2016 | 31,462,000 | 32,445,000 | 2.44% | PRN | |
| 16 | CHIQUITA BRANDS INTL INC | 28,967,000 | 28,967,000 | 2.18% | PRN | |
| 17 | FXCM INC | 27,556,000 | 28,830,000 | 2.17% | PRN | |
| 18 | NUVASIVE INC | 22,305,000 | 28,467,000 | 2.14% | PRN | |
| 19 | VOLCANO CORPORATION | 28,637,000 | 28,386,000 | 2.14% | PRN | |
| 20 | FIFTH STR FIN CORP 5.375% 04/01/2016 | 27,106,000 | 27,885,000 | 2.10% | PRN | |
| 21 | ARES CAP CORP | 21,465,000 | 22,189,000 | 1.67% | PRN | |
| 22 | PHOTRONICS INC | 18,855,000 | 19,479,000 | 1.47% | PRN | |
| 23 | AEGEAN MARINE PETE NETWORK I | 16,650,000 | 19,457,000 | 1.46% | PRN | |
| 24 | MICRON TECHNOLOGY INC | 550,000 | 19,256,000 | 1.45% | ||
| 25 | TAKE-TWO INTERACTIVE SOFTWAR | 13,530,000 | 18,959,000 | 1.43% | PRN | |
| 26 | VIPSHOP HLDGS LTD | 13,800,000 | 16,491,000 | 1.24% | PRN | |
| 27 | VOLCANO CORPORATION | 16,457,000 | 16,436,000 | 1.24% | PRN | |
| 28 | PROOFPOINT INC NOTE 1.25012/1 | 12,000,000 | 16,425,000 | 1.24% | PRN | |
| 29 | ROVI CORP | 14,793,000 | 14,848,000 | 1.12% | PRN | |
| 30 | Cornerstone OnDemand Inc | 14,683,000 | 14,334,000 | 1.08% | PRN | |
| 31 | ENVESTNET INC | 12,000,000 | 12,397,000 | 0.93% | PRN | |
| 32 | MICRON TECHNOLOGY | 3,500,000 | 11,159,000 | 0.84% | PRN | |
| 33 | SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750 8/1 | 10,500,000 | 11,091,000 | 0.84% | PRN | |
| 34 | SERVICESOURCE INTL INC | 11,707,000 | 8,795,000 | 0.66% | PRN | |
| 35 | BOTTOMLINE TECH DEL INC | 7,960,000 | 8,497,000 | 0.64% | PRN | |
| 36 | WEBMD HEALTH CORP | 8,350,000 | 8,413,000 | 0.63% | PRN | |
| 37 | APOLLO COML REAL EST FIN INC | 7,500,000 | 7,463,000 | 0.56% | PRN | |
| 38 | ALTRA INDL MOTION CORP | 5,125,000 | 6,035,000 | 0.45% | PRN | |
| 39 | ARES CAP CORP | 3,941,000 | 4,069,000 | 0.31% | PRN | |
| 40 | FIFTH STR SR FLOATNG RATE CO | 366,856 | 3,749,000 | 0.28% | ||
| 41 | MEDICINES CO | 3,000,000 | 3,497,000 | 0.26% | PRN | |
| 42 | BHP GROUP PLC | 325,000 | 3,250,000 | 0.24% | Put | |
| 43 | SPDR S&P 500 ETF TR | 1,825,000 | 3,159,000 | 0.24% | Put | |
| 44 | BALTIC TRADING LIMITED | 1,200,000 | 3,012,000 | 0.23% | ||
| 45 | EXTREME NETWORKS INC COM | 786,738 | 2,777,000 | 0.21% | ||
| 46 | VALE S A | 600,000 | 2,280,000 | 0.17% | Put | |
| 47 | VECTOR GROUP LTD | 1,500,000 | 1,605,000 | 0.12% | PRN | |
| 48 | Energy XXI LTD | 375,000 | 1,223,000 | 0.09% | ||
| 49 | POWERSHARES QQQ TRUST | 1,500,000 | 1,170,000 | 0.09% | Put | |
| 50 | AMERICAN RLTY CAP PPTYS INC | 1,000,000 | 921,000 | 0.07% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001133521-15-000010, filed 2015.02.17).
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.
