| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | RESOLUTE FOREST | 11,928,356 | 205,764,000 | 16.37% | ||
| 2 | GLOBALSTAR INC | 31,004,600 | 103,245,000 | 8.21% | ||
| 3 | INFINERA CORP SENIOR DEBENTURE CONVERTIBLE | 52,750,000 | 86,510,000 | 6.88% | PRN | |
| 4 | LEVEL 3 COMM | 1,432,295 | 77,115,000 | 6.13% | ||
| 5 | AMAG PHARMACEUTICALS INC | 26,500,000 | 55,021,000 | 4.38% | PRN | |
| 6 | SERVICENOW INC | 42,757,000 | 52,538,000 | 4.18% | PRN | |
| 7 | WEBMD HEALTH CORP NOTE | 49,078,000 | 49,998,000 | 3.98% | PRN | |
| 8 | WORKDAY INC | 36,338,000 | 43,742,000 | 3.48% | PRN | |
| 9 | SHUTTERFLY INC NOTE | 39,833,000 | 39,435,000 | 3.14% | PRN | |
| 10 | RAMBUS INC DEL NOTE | 29,744,000 | 36,139,000 | 2.87% | PRN | |
| 11 | FINISAR CORP | 30,500,000 | 31,301,000 | 2.49% | PRN | |
| 12 | INTERDIGITAL INC | 28,619,000 | 30,909,000 | 2.46% | PRN | |
| 13 | NUVASIVE INC | 22,305,000 | 27,909,000 | 2.22% | PRN | |
| 14 | ARES CAP CORP | 26,336,000 | 27,225,000 | 2.17% | PRN | |
| 15 | FIFTH STR FIN CORP 5.375% 04/01/2016 | 26,556,000 | 27,220,000 | 2.17% | PRN | |
| 16 | ALLERGAN PLC | 26,000 | 26,818,000 | 2.13% | ||
| 17 | AMERICAN RLTY CAP PPTYS INC | 25,000,000 | 24,422,000 | 1.94% | PRN | |
| 18 | AEGEAN MARINE PETE NETWORK I | 19,150,000 | 23,010,000 | 1.83% | PRN | |
| 19 | ALPHA NATURAL RESOURCES | 22,053,100 | 22,051,000 | 1.75% | ||
| 20 | MEDIDATA SOLUTIONS INC | 19,450,000 | 22,003,000 | 1.75% | PRN | |
| 21 | VIPSHOP HLDGS LTD | 13,800,000 | 21,554,000 | 1.71% | PRN | |
| 22 | APOLLO INVT CORP 5.75% 01/15/2016 | 19,782,000 | 20,326,000 | 1.62% | PRN | |
| 23 | PHOTRONICS INC | 18,855,000 | 19,421,000 | 1.54% | PRN | |
| 24 | ENVESTNET INC | 17,000,000 | 18,998,000 | 1.51% | PRN | |
| 25 | TAKE-TWO INTERACTIVE SOFTWAR | 12,530,000 | 16,469,000 | 1.31% | PRN | |
| 26 | MICRON TECHNOLOGY INC | 565,000 | 15,328,000 | 1.22% | ||
| 27 | ARES CAP CORP | 12,441,000 | 13,001,000 | 1.03% | PRN | |
| 28 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 142,000 | 12,867,000 | 1.02% | ||
| 29 | SPIRIT RLTY CAP INC NEW | 10,250,000 | 10,276,000 | 0.82% | PRN | |
| 30 | SERVICESOURCE INTL INC | 11,957,000 | 8,998,000 | 0.72% | PRN | |
| 31 | FXCM INC | 11,056,000 | 8,624,000 | 0.69% | PRN | |
| 32 | SPIRIT RLTY CAP INC NEW | 7,750,000 | 7,779,000 | 0.62% | PRN | |
| 33 | SOUTHWESTERN ENERGY CO | 150,000 | 7,559,000 | 0.60% | ||
| 34 | APOLLO COML REAL EST FIN INC | 7,500,000 | 7,556,000 | 0.60% | PRN | |
| 35 | FIFTH STREET | 1,024,710 | 7,480,000 | 0.59% | ||
| 36 | WEBMD HEALTH CORP | 7,350,000 | 7,405,000 | 0.59% | PRN | |
| 37 | FIFTH STR SR FLOATNG RATE CO | 620,033 | 6,591,000 | 0.52% | ||
| 38 | STILLWATER MNG CO | 5,500,000 | 6,304,000 | 0.50% | PRN | |
| 39 | SPDR S&P 500 ETF TR | 1,200,000 | 6,099,000 | 0.49% | Put | |
| 40 | ALTRA INDL MOTION CORP | 5,125,000 | 5,951,000 | 0.47% | PRN | |
| 41 | MEDICINES CO | 3,000,000 | 3,563,000 | 0.28% | PRN | |
| 42 | VECTOR GROUP LTD | 2,500,000 | 2,688,000 | 0.21% | PRN | |
| 43 | EXTREME NETWORKS INC COM | 786,738 | 2,486,000 | 0.20% | ||
| 44 | BALTIC TRADING LIMITED | 1,200,000 | 1,788,000 | 0.14% | ||
| 45 | CIENA CORP COM NEW | 86,974 | 1,679,000 | 0.13% | ||
| 46 | POWERSHARES QQQ TRUST | 750,000 | 1,627,000 | 0.13% | Put | |
| 47 | Energy XXI LTD | 336,000 | 1,223,000 | 0.10% | ||
| 48 | ROYAL BK CDA MONTREAL QUE | 150,000 | 705,000 | 0.06% | Put | |
| 49 | ISHARES TR | 350,000 | 341,000 | 0.03% | Put | |
| 50 | HARMAN INTL INDS INC | 10,000 | 111,000 | 0.01% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001133521-15-000022, filed 2015.05.15).
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.
