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